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, 2010

Date of reporting period: June 30, 2010

Item 1. Schedule of Investments

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.3%
Consumer Discretionary — 10.3%
99 Cents Only Stores *	19,300	$	286
Amazon.com *	75,573		8,257
American Axle & Manufacturing Holdings *	3,300		24
American Eagle Outfitters	8,600		101
Apollo Group, Cl A *	16,600		705
Autoliv	13,600		651
Autozone *	3,600		696
Best Buy	19,800		670
Big 5 Sporting Goods	4,000		53
Big Lots *	19,300		619
Brinker International	15,100		219
Carter’s *	2,900		76
CBS, Cl B	48,300		624
Chico’s FAS	82,900		819
Coach	107,046		3,913
Comcast, Cl A	376,498		6,540
Cooper Tire & Rubber	11,100		216
Core-Mark Holding *	2,500		69
Darden Restaurants	13,000		505
Deckers Outdoor *	3,200		457
DIRECTV, Cl A *	135,629		4,600
DISH Network, Cl A	18,700		339
Dollar Tree *	18,550		772
Eastman Kodak *	414,100		1,797
Education Management *	8,700		133
Family Dollar Stores	20,000		754
Finish Line, Cl A	8,700		121
Ford Motor *	460,416		4,641
Fossil *	8,400		291
Gannett	46,700		629
Gap	105,600		2,055
Garmin	12,500		365
Gentex	6,000		108
Helen of Troy *	12,400		273
Home Depot	21,000		589
Interactive Data	574		19
J.C. Penney	86,700		1,862
Johnson Controls	52,900		1,421
Jones Apparel Group	6,800		108
Kirkland’s *	2,100		35
Kohl’s *	1,700		81
Leggett & Platt	15,000		301
Liberty Global, Cl A *	18,800		489
Liberty Media — Interactive, Cl A *	13,800		145
Liberty Media — Starz *	6,100		316
Lincoln Educational Services *	5,300		109
LKQ *	30,300		584
Lowe’s	216,808		4,427
Macy’s	105,900		1,896
Mattel	17,900		379
McDonald’s	107,427		7,076
McGraw-Hill	7,200		203
News, Cl A	100,400		1,201
Nike, Cl B	83,200		5,620
NVR *	1,143		749
Oxford Industries	7,900		165
PetSmart	93,274		2,814

Description	Shares	Market Value ($ Thousands)
Polaris Industries	15,300	$	836
Pre-Paid Legal Services *	1,100		50
priceline.com *	20,000		3,531
RadioShack	28,900		564
Ross Stores	17,000		906
Sears Holdings *	35,900		2,321
Staples	167,900		3,199
Starbucks	114,110		2,773
Target	87,495		4,302
Tempur-Pedic International *	23,100		710
Thor Industries	14,300		339
Timberland, Cl A *	4,200		68
Time Warner	461,137		13,331
Time Warner Cable, Cl A	114,470		5,962
TJX	24,000		1,007
TRW Automotive Holdings *	33,900		935
Tupperware Brands	2,000		80
Universal Technical Institute *	3,500		83
VF	28,935		2,060
Viacom, Cl B	56,804		1,782
WABCO Holdings *	6,100		192
Walt Disney	70,700		2,227
Warnaco Group *	3,300		119
Whirlpool	19,100		1,677
Winnebago Industries *	6,200		62
Wolverine World Wide	4,800		121
Yum! Brands	39,300		1,534
			123,738
Consumer Staples — 9.6%
Archer-Daniels-Midland	83,200		2,148
Brown-Forman, Cl B	19,000		1,087
Bunge	27,500		1,353
Coca-Cola	181,079		9,076
Colgate-Palmolive	45,973		3,621
ConAgra Foods	173,100		4,037
Costco Wholesale	35,850		1,966
CVS Caremark	123,800		3,630
Dean Foods *	18,400		185
Del Monte Foods	40,800		587
Diageo ADR	48,200		3,024
Dr Pepper Snapple Group	3,200		119
General Mills	26,000		924
Herbalife	33,200		1,529
Hershey	31,493		1,509
Kellogg	38,700		1,947
Kimberly-Clark	95,575		5,795
Kroger	104,300		2,054
Lorillard	9,600		691
Mead Johnson Nutrition, Cl A	52,345		2,624
Nu Skin Enterprises, Cl A	2,600		65
PepsiCo	132,613		8,083
Philip Morris International	164,359		7,534
Prestige Brands Holdings *	10,900		77
Procter & Gamble	354,975		21,291
Reynolds American	34,166		1,781
Safeway	72,800		1,431
Sanderson Farms	10,400		528
Sara Lee	337,901		4,764
Smart Balance *	8,500		35
Smithfield Foods *	11,500		171
SUPERVALU	130,253		1,412

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
SYSCO	29,500	$	843
Tyson Foods, Cl A	305,873		5,013
USANA Health Sciences *	2,300		84
Walgreen	293,424		7,834
Wal-Mart Stores	128,437		6,174
			115,026
Energy — 8.2%
Anadarko Petroleum	3,800		137
Apache	52,781		4,444
Atwood Oceanics *	24,000		613
Canadian Natural Resources	83,570		2,777
Chesapeake Energy	84,800		1,777
Chevron	304,031		20,631
Cimarex Energy	4,000		286
ConocoPhillips	276,173		13,557
Continental Resources *	2,500		111
Denbury Resources *	62,267		912
Devon Energy	40,200		2,449
Diamond Offshore Drilling	10,200		634
Dresser-Rand Group *	3,000		95
El Paso	71,700		797
EOG Resources	46,800		4,604
Exxon Mobil	162,117		9,252
Halliburton	75,100		1,844
Hess	53,000		2,668
Marathon Oil	158,733		4,935
Mariner Energy *	1,446		31
Murphy Oil	125,375		6,212
National Oilwell Varco	59,300		1,961
Noble	16,100		498
Occidental Petroleum	28,400		2,191
Oil States International *	13,500		534
Patterson-UTI Energy	47,300		609
Peabody Energy	7,700		301
Range Resources	42,215		1,695
Rowan *	20,600		452
Schlumberger	34,340		1,900
Smith International	3,905		147
Southwestern Energy *	48,318		1,867
Stone Energy *	26,300		293
Sunoco	16,700		581
Transocean *	102,400		4,744
Unit *	17,600		714
Williams	79,300		1,450
			98,703
Financials — 15.6%
Aflac	87,200		3,721
Allied World Assurance Holdings	10,900		495
Allstate	112,900		3,244
Alterra Capital Holdings	1,400		26
American Equity Investment Life Holding	18,800		194
American Express	184,500		7,325
American Financial Group	22,600		617
Ameriprise Financial	32,500		1,174
Annaly Capital Management †	113,000		1,938
Apartment Investment & Management, Cl A †	49,500		959
Assurant	41,700		1,447
Axis Capital Holdings	29,700		883

Description	Shares	Market Value ($ Thousands)
Bank of America	1,116,440	$	16,043
Bank of Hawaii	18,100		875
Bank of New York Mellon	120,500		2,975
Berkshire Hathaway, Cl B *	87,600		6,981
Brandywine Realty Trust †	35,400		380
Brookfield Asset Management, Cl A	25,100		568
Capital One Financial	99,300		4,002
Center Financial *	7,800		40
Chimera Investment †	801,322		2,893
Chubb	66,100		3,306
Citigroup *	2,877,247		10,818
CME Group	14,900		4,195
CNA Financial *	34,900		892
CNA Surety *	1,500		24
Comerica	17,200		633
Community Trust Bancorp	1,300		33
Compass Diversified Holdings	6,600		89
Credicorp	9,300		845
Endurance Specialty Holdings	33,500		1,257
Everest Re Group	2,700		191
First Citizens BancShares, Cl A	1,731		333
First Commonwealth Financial	22,000		115
First Community Bancshares	2,400		35
Flagstone Reinsurance Holdings	7,700		83
Franklin Resources	12,700		1,095
Fulton Financial	97,584		942
Goldman Sachs Group	93,310		12,249
Hartford Financial Services Group	46,700		1,034
Hospitality Properties Trust †	45,100		952
HRPT Properties Trust †	201,900		1,254
Hudson City Bancorp	98,500		1,205
Huntington Bancshares	130,200		721
IntercontinentalExchange *	38,200		4,318
Invesco Mortgage Capital †	14,600		292
Jones Lang LaSalle	9,700		636
JPMorgan Chase	475,203		17,397
M&T Bank	39,573		3,362
Mercury General	16,800		696
MetLife	59,300		2,239
MFA Financial †	74,600		552
Montpelier Re Holdings	32,200		481
Moody’s	31,600		630
Morgan Stanley	110,062		2,554
Nelnet, Cl A	5,700		110
New York Community Bancorp	204,563		3,124
NewStar Financial *	4,200		27
NYSE Euronext	123,100		3,401
Oppenheimer Holdings, Cl A	1,500		36
Parkway Properties †	8,200		119
PHH *	25,000		476
Phoenix *	14,800		31
PNC Financial Services Group	62,434		3,528
Presidential Life	6,800		62
Prosperity Bancshares	4,800		167
Prudential Financial	39,200		2,104
Rayonier †	27,003		1,189
Regions Financial	17,484		115
Reinsurance Group of America, Cl A	14,500		663

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
RenaissanceRe Holdings	12,000	$	675
Resource Capital †	73,700		419
SCBT Financial	2,800		99
Senior Housing Properties Trust †	28,600		575
SLM *	54,400		565
State Street	9,400		318
Stewart Information Services	15,300		138
T. Rowe Price Group	16,300		723
Taubman Centers †	18,900		711
Torchmark	33,900		1,678
Travelers	72,060		3,549
United America Indemnity, Cl A *	2,500		18
Unitrin	7,400		189
Unum Group	84,200		1,827
US Bancorp	241,248		5,392
Vornado Realty Trust †	14,500		1,058
Waddell & Reed Financial, Cl A	19,000		416
Webster Financial	5,200		93
Weingarten Realty Investors †	25,800		491
Wells Fargo	749,800		19,195
WesBanco	4,700		79
White Mountains Insurance Group	1,479		480
XL Capital, Cl A	84,500		1,353
			187,431
Health Care — 14.9%
Abbott Laboratories	78,406		3,668
Aetna	180,500		4,762
Allergan	172,826		10,069
Allscripts Healthcare Solutions *	33,800		544
AmerisourceBergen	109,596		3,480
Amgen *	265,193		13,949
Becton Dickinson	20,900		1,413
Biogen Idec *	40,300		1,912
Bristol-Myers Squibb	143,500		3,579
Bruker BioSciences *	21,600		263
C.R. Bard	1,700		132
Cardinal Health	160,066		5,380
Celgene *	58,960		2,997
Covidien	80,555		3,237
Eli Lilly	76,300		2,556
Express Scripts *	51,900		2,440
Forest Laboratories *	74,800		2,052
Genzyme *	152,100		7,722
Gilead Sciences *	141,800		4,861
Health Net *	51,800		1,262
Humana *	22,200		1,014
Idexx Laboratories *	9,600		585
Impax Laboratories *	13,100		250
Intuitive Surgical *	5,300		1,673
Invacare	8,000		166
Johnson & Johnson	444,087		26,228
King Pharmaceuticals *	46,400		352
Laboratory Corp of America Holdings *	37,600		2,833
Life Technologies *	13,500		638
McKesson	80,558		5,410
Medco Health Solutions *	110,900		6,108
Medtronic	168,400		6,108

Description	Shares	Market Value ($ Thousands)
Merck	234,282	$	8,193
Millipore *	16,441		1,753
Mylan Laboratories *	39,000		664
Novo Nordisk ADR	51,600		4,181
Pfizer	913,259		13,023
Sirona Dental Systems *	6,300		219
Somanetics *	1,500		37
St. Jude Medical *	65,656		2,369
SXC Health Solutions *	3,500		257
Teva Pharmaceutical Industries ADR	34,572		1,797
Thermo Fisher Scientific *	45,700		2,241
UnitedHealth Group	440,649		12,514
WellPoint *	67,310		3,294
Zimmer Holdings *	22,400		1,211
			179,396
Industrials — 8.3%
3M	64,260		5,076
Alliant Techsystems *	1,800		112
Ametek	3,300		132
ArvinMeritor *	6,500		85
Boeing	72,011		4,519
Canadian National Railway	12,400		711
Carlisle	1,900		69
Continental Airlines, Cl B *	2,182		48
Cooper Industries, Cl A	5,200		229
Crane	16,700		504
CSX	21,700		1,077
Cummins	41,146		2,680
Danaher	54,744		2,032
Deere	12,600		702
Delta Air Lines *	172,487		2,027
Dover	21,300		890
Dun & Bradstreet	14,400		966
Eaton	19,100		1,250
EMCOR Group *	23,800		552
Emerson Electric	67,455		2,947
Ennis	6,900		104
Expeditors International of Washington	137,300		4,738
FedEx	18,600		1,304
Gardner Denver	17,500		780
General Dynamics	72,545		4,248
General Electric	810,334		11,685
Goodrich	27,100		1,795
Graco	31,000		874
Honeywell International	20,000		781
Hubbell, Cl B	19,862		788
IDEX	13,300		380
Illinois Tool Works	11,700		483
ITT	37,509		1,685
JB Hunt Transport Services	4,900		160
Joy Global	12,546		628
Kansas City Southern *	9,000		327
KBR	56,400		1,147
Kennametal	8,600		219
L-3 Communications Holdings	31,900		2,260
Lockheed Martin	19,440		1,448
NACCO Industries, Cl A	1,800		160
Norfolk Southern	21,200		1,125
Northrop Grumman	78,306		4,263

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Oshkosh Truck *	24,600	$	766
Owens Corning *	9,100		272
Parker Hannifin	21,000		1,165
Polypore International *	4,700		107
Quanta Services *	99,000		2,044
Raytheon	111,299		5,386
Regal-Beloit	1,300		73
Republic Services	52,449		1,559
Rockwell Automation	25,701		1,262
Rockwell Collins	62,980		3,346
RR Donnelley & Sons	57,000		933
Teleflex	2,900		157
Thomas & Betts *	14,200		493
Timken	3,300		86
Toro	7,900		388
Towers Watson, Cl A	6,800		264
Tyco International	48,800		1,719
UAL *	28,300		582
Union Pacific	15,100		1,050
United Parcel Service, Cl B	13,259		755
United Technologies	91,828		5,960
Waste Management	71,519		2,238
WW Grainger	9,300		925
			99,520
Information Technology — 20.0%
Activision Blizzard	80,300		842
Adobe Systems *	153,637		4,060
Advanced Micro Devices *	41,123		301
Amdocs *	23,500		631
AOL *	2		0
Apple *	105,762		26,602
Arris Group *	4,400		45
Autodesk *	70,600		1,720
Avnet *	40,800		984
AVX	6,100		78
Brightpoint *	15,300		107
Broadcom, Cl A	28,500		940
CA	122,500		2,254
Cisco Systems *	630,190		13,429
Citrix Systems *	81,840		3,456
Computer Sciences	79,343		3,590
Corning	303,597		4,903
Dell *	280,950		3,388
Dolby Laboratories, Cl A *	500		31
eBay *	127,200		2,494
EMC *	509,502		9,324
Fairchild Semiconductor International *	18,300		154
Flextronics International *	94,200		527
Google, Cl A *	23,375		10,401
Harris	33,300		1,387
Hewlett-Packard	351,015		15,192
Ingram Micro, Cl A *	64,900		986
Intel	346,064		6,731
International Business Machines	120,851		14,923
Intersil, Cl A	15,400		186
Intuit *	152,600		5,306
Jabil Circuit	208,303		2,770
Juniper Networks *	33,600		767
Lam Research *	11,400		434

Description	Shares	Market Value ($ Thousands)
Lender Processing Services	7,800	$	244
Linear Technology	1,500		42
Marvell Technology Group *	67,900		1,070
Mastercard, Cl A	20,200		4,031
McAfee *	12,200		375
Micron Technology *	358,218		3,041
Microsoft	1,074,245		24,718
National Semiconductor	15,000		202
NetApp *	4,200		157
Nuance Communications *	119,400		1,785
Oracle	239,127		5,132
Paychex	152,000		3,947
Plantronics	4,500		129
PMC — Sierra *	43,800		329
Qualcomm	306,000		10,049
Quest Software *	25,100		453
Rackspace Hosting *	125,100		2,294
Red Hat *	63,500		1,838
SAIC *	35,700		598
Salesforce.com *	23,900		2,051
SanDisk *	18,200		766
Seagate Technology *	303,077		3,952
Sybase *	1,320		85
Symantec *	289,100		4,013
Tech Data *	15,962		569
Teradata *	105,200		3,207
Texas Instruments	259,100		6,032
Tyco Electronics	33,800		858
VeriSign *	158,100		4,198
Visa, Cl A	144,477		10,222
Vishay Intertechnology *	26,600		206
Western Digital *	52,800		1,592
Western Union	39,600		590
Xerox	144,800		1,164
Xilinx	1,100		28
Yahoo! *	133,000		1,839
Zebra Technologies, Cl A *	2,100		54
			240,803
Materials — 2.9%
Air Products & Chemicals	2,500		162
Airgas	1,152		72
Alcoa	102,800		1,034
Allegheny Technologies	67,385		2,978
Aptargroup	23,600		892
Ashland	32,500		1,509
Ball	14,400		761
Boise *	17,600		97
Celanese, Ser A	30,500		760
CF Industries Holdings	7,100		451
Cliffs Natural Resources	2,500		118
E.I. Du Pont de Nemours	25,288		875
Eastman Chemical	13,500		720
Freeport-McMoRan Copper & Gold, Cl B	69,709		4,122
H.B. Fuller	2,700		51
Huntsman	255,489		2,215
International Paper	33,900		767
Lubrizol	26,814		2,153
Monsanto	62,053		2,868
Mosaic	8,600		335
Nalco Holding	112,900		2,310

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Nucor	10,600	$	406
Pactiv *	29,100		810
Reliance Steel & Aluminum	12,500		452
Rock-Tenn, Cl A	19,000		944
Schnitzer Steel Industries, Cl A	12,200		478
Schulman A	3,900		74
Sherwin-Williams	9,800		678
Solutia *	12,900		169
Sonoco Products	28,700		875
Southern Copper	58,100		1,542
Spartech *	6,500		67
Steel Dynamics	5,600		74
Syngenta ADR	60,400		2,769
Walter Energy	10,151		617
			35,205
Telecommunication Services — 3.2%
American Tower, Cl A *	92,875		4,133
AT&T	648,541		15,688
BCE	22,700		665
Crown Castle International *	131,000		4,881
NII Holdings *	99,310		3,230
Qwest Communications International	23,242		122
Sprint Nextel *	304,800		1,292
Telephone & Data Systems	21,200		644
Verizon Communications	296,571		8,310
			38,965
Utilities — 3.3%
AES *	578,700		5,347
AGL Resources	5,600		201
Allegheny Energy	2,400		50
Alliant Energy	12,600		400
Ameren	24,100		573
American Electric Power	40,500		1,308
American Water Works	17,500		361
Atmos Energy	21,600		584
Constellation Energy Group	27,765		895
DPL	36,200		865
DTE Energy	31,351		1,430
Edison International	93,600		2,969
Energen	24,900		1,104
Entergy	23,600		1,690
Exelon	225,600		8,566
FirstEnergy	43,900		1,547
Mirant *	45,047		476
NextEra Energy	12,600		614
NiSource	47,100		683
NRG Energy *	30,400		645
NV Energy	68,200		805
OGE Energy	34,900		1,276
PG&E	34,300		1,410
PPL	43,600		1,088
Public Service Enterprise Group	95,700		2,998
SCANA	2,300		82
Sempra Energy	13,900		650
Southern Union	22,700		496
Xcel Energy	39,500		814
			39,927
Total Common Stock (Cost $1,218,358) ($ Thousands)			1,158,714

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 4.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		54,388,307	$	54,388
Total Cash Equivalent (Cost $54,388) ($ Thousands)				54,388
U.S. TREASURY OBLIGATIONS — 0.4%
U.S. Treasury Bills (A) (B)
0326%, 02/10/11	$	400		399
0.200%, 12/16/10		4,281		4,277
Total U.S. Treasury Obligations (Cost $4,676) ($ Thousands)				4,676
Total Investments — 101.2% (Cost $1,277,422) ($ Thousands) ‡			$	1,217,778

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index EMINI	26	Sep-2010	$	(22	)
S&P 500 Composite Index	99	Sep-2010		(1,290	)
S&P Mid 400 Index E-MINI	50	Sep-2010		(198	)
			$	(1,510	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,203,881 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

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

ADR — American Depositary Receipt

Cl — Class

Ser — Series

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $1,277,422 ($ Thousands), and the unrealized appreciation and depreciation were $30,845 ($ Thousands) and ($90,489) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Large Cap Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,158,714	$	—	$	—	$	1,158,714
U.S. Treasury Obligations		—		4,676		—		4,676
Cash Equivalent		54,388		—		—		54,388
Total Investments in Securities	$	1,213,102	$	4,676	$	—	$	1,217,778

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(1,510	)	$	—	$	—	$	(1,510	)

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.2% ‡
Consumer Discretionary — 7.5%
Abercrombie & Fitch, Cl A	4,300	$	132
American Eagle Outfitters	10,000		117
Autoliv (A)	75,200		3,598
Autozone * (A)	18,600		3,594
Brinker International (A)	83,800		1,212
Cablevision Systems, Cl A	63,400		1,522
Carnival	3,900		118
CBS, Cl B (A)	12,200		158
Coach	63,000		2,303
Comcast, Cl A	968,600		16,572
Darden Restaurants	37,800		1,468
DIRECTV, Cl A *	76,400		2,591
Discovery Communications, Cl A *	4,700		168
DISH Network, Cl A	59,300		1,076
Expedia	4,200		79
Family Dollar Stores (A)	35,500		1,338
Foot Locker (A)	9,200		116
Ford Motor * (A)	321,900		3,245
Fortune Brands	1,900		74
Gannett (A)	136,000		1,831
Gap (A)	164,800		3,207
Garmin (A)	11,600		338
H&R Block	11,600		182
Harman International Industries *	12,200		365
Hasbro (A)	42,300		1,739
J.C. Penney (A)	11,400		245
Jarden	21,200		570
Johnson Controls	39,600		1,064
Kohl’s *	200		9
Lamar Advertising, Cl A *	5,300		130
Lear *	2,000		132
Leggett & Platt	8,500		170
Lennar, Cl A (A)	2,700		37
Liberty Global, Cl A * (A)	56,200		1,461
Liberty Media — Capital, Ser A *	5,500		231
Liberty Media — Interactive, Cl A *	39,300		413
Liberty Media — Starz *	9,700		503
Lowe’s	8,500		174
Macy’s	110,100		1,971
Madison Square Garden, Cl A *	27,550		542
Mattel	108,200		2,289
McGraw-Hill	5,800		163
MGM Mirage * (A)	6,600		64
Mohawk Industries * (A)	500		23
New York Times, Cl A * (A)	22,200		192
Newell Rubbermaid (A)	309,400		4,530
News, Cl A (A)	314,700		3,764
Omnicom Group	3,700		127
PetSmart	41,200		1,243
Polaris Industries (A)	32,300		1,764
RadioShack	80,700		1,574
Regal Entertainment Group, Cl A	5,100		66
Ross Stores (A)	25,000		1,332
Royal Caribbean Cruises * (A)	10,100		230

Description	Shares	Market Value ($ Thousands)
Sears Holdings * (A)	5,700	$	369
Service International	144,700		1,071
Snap-On	1,900		78
Stanley Black & Decker	11,040		558
Thomson Reuters	16,100		577
Time Warner (A)	268,933		7,775
Time Warner Cable, Cl A (A)	87,324		4,548
TJX	37,800		1,586
TRW Automotive Holdings *	3,000		83
VF	1,100		78
Viacom, Cl B	146,900		4,608
Virgin Media (A)	57,400		958
Walt Disney (A)	215,400		6,785
Whirlpool (A)	53,700		4,716
Wyndham Worldwide (A)	8,500		171
			106,117
Consumer Staples — 8.9%
Altria Group (A)	228,700		4,583
Archer-Daniels-Midland	157,900		4,077
BJ’s Wholesale Club * (A)	38,900		1,440
Brown-Forman, Cl B (A)	45,900		2,627
Bunge	2,000		98
Campbell Soup	75,600		2,709
Central European Distribution *	1,700		36
Clorox	1,200		75
Coca-Cola	115,900		5,809
Colgate-Palmolive	4,900		386
ConAgra Foods	174,600		4,072
Constellation Brands, Cl A *	49,700		776
Corn Products International (A)	65,900		1,997
CVS Caremark	392,000		11,493
Dean Foods *	11,200		113
Del Monte Foods (A)	186,600		2,685
Dr Pepper Snapple Group	23,200		868
Energizer Holdings * (A)	44,200		2,222
General Mills	28,200		1,002
Herbalife	67,200		3,095
HJ Heinz	6,700		289
Hormel Foods	200		8
JM Smucker	18,600		1,120
Kellogg	1,700		85
Kimberly-Clark	57,700		3,498
Kraft Foods, Cl A (A)	52,759		1,477
Kroger	197,900		3,897
Lorillard	700		50
McCormick	4,100		156
Mead Johnson Nutrition, Cl A	27,900		1,398
Molson Coors Brewing, Cl B (A)	2,200		93
NBTY *	10,100		343
PepsiCo	92,000		5,607
Philip Morris International	67,800		3,108
Procter & Gamble	474,700		28,473
Ralcorp Holdings * (A)	46,900		2,570
Reynolds American (A)	41,700		2,174
Safeway (A)	212,800		4,184
Sara Lee (A)	168,200		2,372
Smithfield Foods * (A)	46,700		696
SUPERVALU (A)	111,437		1,208
Tyson Foods, Cl A (A)	27,900		457
Walgreen	5,300		141

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Wal-Mart Stores	235,300	$	11,311
			124,878
Energy — 12.7%
Anadarko Petroleum	62,300		2,248
Apache (A)	118,100		9,943
Atwood Oceanics * (A)	2,700		69
Baker Hughes (A)	38,879		1,616
Cabot Oil & Gas (A)	5,000		157
Cameron International * (A)	6,800		221
Chesapeake Energy	8,900		186
Chevron	622,400		42,236
Cimarex Energy (A)	28,500		2,040
ConocoPhillips	444,586		21,825
Consol Energy	7,800		263
Devon Energy	105,800		6,445
Diamond Offshore Drilling (A)	23,700		1,474
El Paso	219,300		2,436
Exxon Mobil (A)	440,095		25,116
Forest Oil *	7,400		202
Frontline	12,500		357
Halliburton	59,500		1,461
Hess	78,700		3,962
Marathon Oil	282,100		8,771
Massey Energy	6,200		170
Murphy Oil	90,800		4,499
Nabors Industries *	4,700		83
National Oilwell Varco	143,100		4,732
Noble	47,900		1,480
Noble Energy	31,300		1,888
Occidental Petroleum (A)	184,200		14,211
Oceaneering International *	3,500		157
Oil States International * (A)	43,000		1,702
Patterson-UTI Energy	197,500		2,542
Peabody Energy	17,300		677
PetroHawk Energy *	5,600		95
Pioneer Natural Resources	6,400		381
Plains Exploration & Production * (A)	4,900		101
Pride International *	800		18
Quicksilver Resources *	7,100		78
Rowan * (A)	64,400		1,413
SM Energy	8,000		321
Smith International	10,200		384
Spectra Energy	28,200		566
Sunoco (A)	102,000		3,547
Tesoro (A)	96,900		1,131
Tidewater (A)	27,600		1,069
Transocean *	19,300		894
Unit *	8,700		353
Valero Energy	115,400		2,075
Weatherford International *	28,000		368
Whiting Petroleum * (A)	3,000		235
Williams	144,800		2,647
			178,845
Financials — 25.7%
ACE (A)	87,300		4,494
Aflac	34,200		1,459
Alexandria Real Estate Equities † (A)	14,700		931
Allied World Assurance Holdings	3,400		154

Description	Shares	Market Value ($ Thousands)
Allstate	219,500	$	6,306
AMB Property † (A)	11,300		268
American Express	38,200		1,516
American Financial Group	123,000		3,360
American International Group * (A)	3,800		131
AmeriCredit * (A)	15,200		277
Ameriprise Financial	144,700		5,228
Annaly Capital Management † (A)	86,800		1,489
AON (A)	47,100		1,748
Apartment Investment & Management, Cl A † (A)	141,200		2,735
Arch Capital Group *	3,100		231
Ares Capital	11,700		147
Arthur J. Gallagher	3,200		78
Associated Banc-Corp (A)	7,700		95
Assurant	132,000		4,581
Assured Guaranty	11,400		151
AvalonBay Communities †	1,388		130
Bank of America	2,479,469		35,630
Bank of Hawaii	8,500		411
Bank of New York Mellon (A)	318,222		7,857
BB&T (A)	39,400		1,037
Berkshire Hathaway, Cl B *	272,600		21,724
BlackRock	5,900		846
Boston Properties † (A)	5,800		414
Brandywine Realty Trust †	36,100		388
BRE Properties, Cl A † (A)	8,300		306
Brookfield Asset Management, Cl A	74,900		1,694
Camden Property Trust †	10,000		408
Capital One Financial (A)	69,100		2,785
Chimera Investment †	45,100		163
Chubb (A)	157,700		7,887
Cincinnati Financial	5,900		153
CIT Group *	12,500		423
Citigroup * (A)	3,839,900		14,438
City National (A)	6,600		338
CME Group	11,600		3,266
Comerica (A)	40,900		1,506
Commerce Bancshares	14,400		518
Credicorp	21,600		1,963
Developers Diversified Realty †	12,400		123
Discover Financial Services	113,800		1,591
Douglas Emmett † (A)	46,100		656
E*Trade Financial *	13,500		159
East West Bancorp	9,100		139
Endurance Specialty Holdings (A)	108,000		4,053
Equity Residential †	8,400		350
Essex Property Trust † (A)	2,100		205
Everest Re Group	60,600		4,286
Fifth Third Bancorp (A)	192,100		2,361
First Horizon National * (A)	6,060		69
Forest City Enterprises, Cl A * (A)	8,700		99
Franklin Resources (A)	60,100		5,180
Fulton Financial	58,600		566
Genworth Financial, Cl A *	26,400		345
Goldman Sachs Group	127,700		16,763
Hanover Insurance Group	3,700		161

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Hartford Financial Services Group	81,200	$	1,797
HCP † (A)	4,800		155
Health Care †	2,500		105
Hospitality Properties Trust † (A)	95,200		2,009
Host Hotels & Resorts † (A)	15,445		208
HRPT Properties Trust †	35,900		223
Hudson City Bancorp	198,900		2,435
Huntington Bancshares (A)	470,000		2,604
Invesco	27,100		456
Jefferies Group (A)	8,100		171
Jones Lang LaSalle (A)	38,100		2,501
JPMorgan Chase	1,119,600		40,988
Keycorp (A)	530,700		4,081
Kimco Realty †	6,400		86
Legg Mason	3,600		101
Leucadia National *	20,300		396
Liberty Property Trust † (A)	17,700		511
Lincoln National (A)	185,067		4,495
Loews (A)	133,700		4,454
M&T Bank (A)	15,300		1,300
Macerich † (A)	1,857		69
Mack-Cali Realty †	900		27
Markel *	400		136
Marsh & McLennan	12,600		284
Marshall & Ilsley (A)	100,500		722
Mercury General	44,000		1,823
MetLife	161,000		6,079
Morgan Stanley	286,700		6,654
Nationwide Health Properties †	2,800		100
New York Community Bancorp	35,100		536
Northern Trust	9,100		425
NYSE Euronext (A)	88,600		2,448
Plum Creek Timber †	1,800		62
PNC Financial Services Group	134,855		7,619
Principal Financial Group	19,700		462
Progressive	10,200		191
Protective Life	14,300		306
Prudential Financial	136,700		7,335
Public Storage †	800		70
Raymond James Financial (A)	41,300		1,020
Realty Income †	3,100		94
Regions Financial (A)	355,484		2,339
Reinsurance Group of America, Cl A	4,300		197
RenaissanceRe Holdings (A)	71,800		4,040
Senior Housing Properties Trust † (A)	74,000		1,488
Simon Property Group † (A)	11,211		905
SL Green Realty † (A)	5,200		286
SLM *	84,300		876
StanCorp Financial Group	17,000		689
State Street	30,900		1,045
SunTrust Banks (A)	39,000		909
T. Rowe Price Group (A)	56,900		2,526
Taubman Centers † (A)	75,600		2,845
TCF Financial (A)	4,900		81
Torchmark	9,700		480
Transatlantic Holdings (A)	12,600		604
Travelers (A)	223,600		11,012
UDR † (A)	48,300		924

Description	Shares	Market Value ($ Thousands)
Unum Group	131,300	$	2,849
US Bancorp (A)	303,900		6,792
Validus Holdings	3,600		88
Valley National Bancorp (A)	17,100		233
Ventas †	9,100		427
Vornado Realty Trust † (A)	29,000		2,116
Washington Federal	40,500		655
Wells Fargo	1,170,395		29,962
White Mountains Insurance Group	4,400		1,427
Willis Group Holdings	51,800		1,557
XL Capital, Cl A (A)	28,800		461
Zions Bancorporation (A)	44,600		962
			361,083
Health Care — 13.4%
Abbott Laboratories	38,200		1,787
Aetna	132,200		3,487
AmerisourceBergen (A)	132,000		4,191
Amgen *	307,000		16,148
Baxter International	64,200		2,609
Beckman Coulter	4,400		265
Biogen Idec *	49,600		2,353
Bio-Rad Laboratories, Cl A *	1,200		104
Boston Scientific *	16,400		95
Bristol-Myers Squibb	143,800		3,586
Cardinal Health	75,700		2,544
CareFusion *	24,000		545
Cephalon *	4,600		261
Charles River Laboratories International * (A)	6,900		236
Cigna	93,300		2,898
Community Health Systems *	3,800		129
Cooper (A)	1,100		44
Coventry Health Care *	137,300		2,427
Covidien	66,600		2,676
Eli Lilly (A)	171,600		5,748
Endo Pharmaceuticals Holdings *	92,100		2,010
Forest Laboratories *	172,500		4,732
Genzyme *	4,000		203
Gilead Sciences *	50,600		1,735
Health Net *	105,900		2,581
Hill-Rom Holdings (A)	17,200		523
Hologic * (A)	16,200		226
Humana *	60,600		2,768
Inverness Medical Innovations * (A)	11,200		298
Johnson & Johnson	423,600		25,018
Kinetic Concepts * (A)	47,100		1,720
King Pharmaceuticals * (A)	269,800		2,048
Life Technologies *	5,400		255
McKesson	16,300		1,095
Mednax *	15,100		840
Medtronic	108,300		3,928
Merck	595,357		20,820
Mylan Laboratories * (A)	15,600		266
PerkinElmer	41,300		854
Pfizer	2,709,798		38,642
Tenet Healthcare *	10,100		44
Thermo Fisher Scientific *	12,100		593
UnitedHealth Group	401,400		11,400

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Universal Health Services, Cl B	8,000	$	305
Watson Pharmaceuticals *	700		28
WellPoint *	216,400		10,588
Zimmer Holdings *	54,300		2,935
			188,588
Industrials — 8.8%
Aecom Technology *	4,300		99
AGCO *	3,600		97
Alexander & Baldwin (A)	14,500		432
AMR *	14,000		95
Avery Dennison	16,600		534
BE Aerospace *	5,500		140
Boeing (A)	53,500		3,357
Canadian National Railway	33,000		1,893
Carlisle	13,100		473
Caterpillar	27,100		1,628
Chicago Bridge & Iron *	3,700		70
Con-way (A)	2,900		87
Corrections Corp of America * (A)	36,700		700
Crane	2,600		79
CSX	27,800		1,380
Deere	17,600		980
Dover	37,200		1,555
Dun & Bradstreet (A)	31,500		2,114
Eaton	9,700		635
EMCOR Group *	57,300		1,328
FedEx (A)	34,300		2,405
Flowserve	22,800		1,933
Fluor	10,600		450
Foster Wheeler *	111,400		2,346
Gardner Denver	46,700		2,082
General Dynamics	159,800		9,358
General Electric	2,441,700		35,210
Goodrich	5,500		364
Graco (A)	56,800		1,601
Honeywell International	72,000		2,810
Hubbell, Cl B	3,700		147
Ingersoll-Rand	20,200		697
ITT	2,100		94
Jacobs Engineering Group *	3,100		113
Kansas City Southern * (A)	27,900		1,014
KBR (A)	101,400		2,062
L-3 Communications Holdings	54,900		3,889
Lockheed Martin	21,500		1,602
Manpower	18,600		803
Masco	23,900		257
McDermott International *	3,100		67
Norfolk Southern	43,800		2,324
Northrop Grumman	131,600		7,164
Owens Corning *	13,300		398
Parker Hannifin	5,000		277
Raytheon	171,400		8,294
Republic Services	10,100		300
Rockwell Collins	4,600		245
RR Donnelley & Sons	288,600		4,725
Ryder System	7,600		306
Southwest Airlines	121,500		1,350
Spirit Aerosystems Holdings, Cl A *	13,500		257
SPX (A)	27,100		1,431

Description	Shares	Market Value ($ Thousands)
Teleflex (A)	9,400	$	510
Terex *	1,800		34
Textron (A)	25,400		431
Thomas & Betts *	11,700		406
Timken	5,300		138
Towers Watson, Cl A	2,200		85
Trinity Industries (A)	4,600		81
Tyco International	65,200		2,297
Union Pacific	40,800		2,836
United Technologies	34,700		2,253
Wabtec	2,500		100
Waste Connections *	8,400		293
Waste Management	4,700		147
			123,662
Information Technology — 6.3%
Advanced Micro Devices * (A)	18,400		135
Amdocs *	68,500		1,839
AOL *	22,439		466
Arrow Electronics *	11,500		257
Atmel *	31,700		152
Avnet * (A)	94,200		2,271
BMC Software *	45,200		1,565
Brocade Communications Systems *	13,900		72
CommScope *	1,500		35
Computer Sciences	61,300		2,774
CoreLogic	11,600		205
Corning	162,500		2,624
Diebold	1,800		49
eBay *	108,800		2,134
Fairchild Semiconductor International *	9,000		76
Fidelity National Information Services (A)	7,000		188
Fiserv *	3,200		146
Harris (A)	86,500		3,603
Hewlett-Packard	203,500		8,807
IAC *	2,800		62
Ingram Micro, Cl A *	105,100		1,597
Intel	620,900		12,076
International Business Machines	38,000		4,692
Intersil, Cl A (A)	2,200		27
Itron *	1,300		80
Jabil Circuit	24,200		322
Kla-Tencor	29,500		822
Lexmark International, Cl A * (A)	34,500		1,140
LSI Logic *	41,500		191
Mastercard, Cl A (A)	10,125		2,020
MEMC Electronic Materials *	8,200		81
Micron Technology * (A)	183,400		1,557
Microsoft	673,200		15,491
Molex (A)	10,600		193
Monster Worldwide * (A)	1,900		22
Motorola * (A)	91,700		598
Novell *	8,300		47
Novellus Systems *	2,000		51
Oracle	80,900		1,736
PMC — Sierra *	6,600		50

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Seagate Technology * (A)	115,400	$	1,505
Symantec *	177,600		2,465
Tech Data * (A)	61,900		2,205
Texas Instruments	277,200		6,453
Vishay Intertechnology *	203,300		1,574
Western Digital *	44,500		1,342
Xerox	372,709		2,996
			88,793
Materials — 3.5%
Air Products & Chemicals	19,500		1,264
Alcoa (A)	121,300		1,220
Alpha Natural Resources *	6,700		227
Ashland (A)	35,500		1,648
Ball	94,000		4,966
Cabot	35,100		846
CF Industries Holdings	619		39
Cytec Industries	19,400		776
Domtar	2,600		128
Dow Chemical (A)	182,400		4,327
E.I. Du Pont de Nemours (A)	27,300		944
Eastman Chemical (A)	94,700		5,053
Freeport-McMoRan Copper & Gold, Cl B (A)	34,400		2,034
Gerdau Ameristeel *	7,800		85
Greif, Cl A	1,200		67
Huntsman	94,200		817
International Paper (A)	104,900		2,374
Lubrizol (A)	36,000		2,891
MeadWestvaco (A)	87,700		1,947
Mosaic	31,900		1,243
Nucor (A)	47,300		1,811
Owens-Illinois *	198,600		5,253
Packaging Corp of America	11,700		257
PPG Industries	26,100		1,577
Rock-Tenn, Cl A	27,400		1,361
RPM International	26,900		480
Sonoco Products	118,400		3,609
Southern Copper (A)	56,800		1,508
Temple-Inland	4,600		95
United States Steel (A)	2,200		85
Weyerhaeuser	500		17
			48,949
Telecommunication Services — 5.3%
AT&T	1,889,795		45,714
CenturyTel (A)	115,187		3,837
Frontier Communications (A)	34,800		247
NII Holdings * (A)	19,900		647
Qwest Communications International (A)	33,800		178
Sprint Nextel *	19,900		84
Telephone & Data Systems	91,800		2,790
Verizon Communications	751,600		21,060
Windstream (A)	7,100		75
			74,632
Utilities — 6.1%
AES *	38,300		354
AGL Resources	48,100		1,723
Alliant Energy	117,300		3,723
Ameren	100,700		2,394
American Electric Power	215,200		6,951

Description	Shares	Market Value ($ Thousands)
American Water Works	29,000	$	598
Aqua America	4,600		81
Centerpoint Energy	27,000		355
CMS Energy (A)	133,300		1,953
Consolidated Edison (A)	7,200		310
Constellation Energy Group	13,600		439
Dominion Resources (A)	7,000		271
DPL	74,200		1,773
DTE Energy (A)	121,800		5,555
Duke Energy (A)	11,400		182
Edison International	141,500		4,488
Energen	86,300		3,826
Entergy	80,600		5,773
Exelon (A)	132,600		5,035
FirstEnergy (A)	48,700		1,716
Great Plains Energy	27,000		460
Hawaiian Electric Industries (A)	17,700		403
Integrys Energy Group (A)	31,200		1,365
MDU Resources Group	28,900		521
Mirant *	325,300		3,435
National Fuel Gas	20,000		918
NiSource (A)	52,900		767
Northeast Utilities	9,200		234
NRG Energy * (A)	83,500		1,771
NSTAR	4,500		158
NV Energy (A)	206,700		2,441
OGE Energy	12,100		442
Oneok	18,300		791
Pepco Holdings	185,200		2,904
PG&E	139,200		5,721
Pinnacle West Capital (A)	63,500		2,309
PPL	98,600		2,460
Public Service Enterprise Group	111,900		3,506
Questar	12,400		564
SCANA	2,000		72
Sempra Energy	60,800		2,845
Southern	3,300		110
Southern Union	127,100		2,778
TECO Energy (A)	47,000		708
Westar Energy	3,600		78
Wisconsin Energy	1,900		96
			85,357
Total Common Stock (Cost $1,408,070) ($ Thousands)			1,380,904
AFFILIATED PARTNERSHIP — 14.1%
SEI Liquidity Fund, L.P.,
0.240% (B) ** ††	204,197,605		198,815
Total Affiliated Partnership (Cost $204,198) ($ Thousands)			198,815
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††	28,927,221		28,927
Total Cash Equivalent (Cost $28,927) ($ Thousands)			28,927

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATION (C) (D) — 0.4%
U.S. Treasury Bills
0.200%, 12/16/10	$	5,522	$	5,516
Total U.S. Treasury Obligation (Cost $5,516) ($ Thousands)				5,516
Total Investments — 114.8% (Cost $1,646,711) ($ Thousands) ‡‡			$	1,614,162

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P Composite Index	99	Sep-2010	$	(1,477	)

For the period ended March 31, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,406,379 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

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

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $196,711 ($ Thousands).

(B) This security was purchased with cash collateral received from securities on loan. The total value of such securities as of June 30, 2010 was $198,815 ($ Thousands).

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

(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, 2010, the tax basis cost of the Fund’s investments was $1,646,711 ($ Thousands), and the unrealized appreciation and depreciation were $134,796 ($ Thousands) and ($167,345) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Large Cap Value Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,380,904		$	—	$	—	$	1,380,904
U.S. Treasury Obligation		—			5,516		—		5,516
Cash Equivalent		28,927			—		—		28,927
Affiliated Partnership		—			198,815		—		198,815
Total Investments in Securities	$	1,409,831		$	204,331	$	—	$	1,614,162
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *	$	(1,477	)	$	—	$	—	$	(1,477	)

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

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.9% ‡
Consumer Discretionary — 10.8%
Aaron Rents	5,000	$	85
Amazon.com *	142,477		15,567
Autozone *	7,169		1,385
Bed Bath & Beyond * (A)	83,230		3,086
BorgWarner *	2,900		108
Career Education *	15,100		348
Carmax *	33,700		670
Chico’s FAS	2,300		23
Coach	93,139		3,404
Darden Restaurants	13,700		532
DeVry	15,000		787
DIRECTV, Cl A *	149,053		5,056
Discovery Communications, Cl C *	26,200		810
Dollar Tree *	11,100		462
Expedia	21,900		411
Family Dollar Stores	23,800		897
Foot Locker	12,300		155
Gap	600		12
Garmin	19,300		563
Gentex	17,100		307
Guess?	7,900		247
H&R Block	24,900		391
Harman International Industries *	22,200		664
Hasbro	18,100		744
Hillenbrand	3,800		81
Home Depot	8,900		250
John Wiley & Sons, Cl A	15,200		588
Johnson Controls	6,400		172
Kohl’s *	17,600		836
Leggett & Platt	20,900		419
Limited Brands	88,400		1,951
Lowe’s	698,535		14,264
Mattel	47,700		1,009
McDonald’s (A)	361,020		23,780
McGraw-Hill	61,700		1,736
Newell Rubbermaid	6,300		92
Nike, Cl B (A)	252,110		17,030
Nordstrom	3,300		106
NVR *	100		66
Omnicom Group	6,200		213
Panera Bread, Cl A *	9,100		685
PetSmart	27,100		817
Phillips-Van Heusen	700		32
Polo Ralph Lauren	22,600		1,649
priceline.com * (A)	59,400		10,487
RadioShack	4,100		80
Regal Entertainment Group, Cl A	8,300		108
Ross Stores	15,500		826
Royal Caribbean Cruises *	18,700		426
Scripps Networks Interactive, Cl A	31,800		1,283
Snap-On	2,200		90
Staples (A)	522,430		9,952
Starbucks (A)	279,951		6,803
Starwood Hotels & Resorts Worldwide	4,800		199

Description	Shares	Market Value ($ Thousands)
Strayer Education	500	$	104
Target	256,812		12,628
Tiffany	33,100		1,255
Time Warner	131,139		3,791
TJX	29,600		1,242
TRW Automotive Holdings *	9,600		265
Urban Outfitters *	48,700		1,675
VF	23,849		1,698
Viacom, Cl B	75,923		2,382
WABCO Holdings *	33,200		1,045
Williams-Sonoma	13,000		323
WMS Industries *	2,400		94
Wyndham Worldwide	25,300		510
			159,756
Consumer Staples — 13.9%
Altria Group	151,697		3,040
Archer-Daniels-Midland	5,400		140
Avon Products	174,822		4,633
Brown-Forman, Cl B	10,100		578
Campbell Soup	27,500		985
Church & Dwight	15,100		947
Clorox	4,400		274
Coca-Cola	441,069		22,106
Coca-Cola Enterprises	35,200		910
Colgate-Palmolive	110,843		8,730
ConAgra Foods	228,410		5,327
Costco Wholesale (A)	207,090		11,355
CVS Caremark	33,631		986
Diageo ADR	117,470		7,370
Estee Lauder, Cl A	54,800		3,054
Flowers Foods	16,000		391
General Mills	88,400		3,140
Green Mountain Coffee Roasters *	23,700		609
Hansen Natural *	19,000		743
Herbalife	8,000		368
HJ Heinz	46,400		2,005
Kellogg (A)	133,000		6,690
Kimberly-Clark	165,171		10,014
Kraft Foods, Cl A	114,740		3,213
Kroger	6,000		118
Lorillard	13,600		979
McCormick	29,400		1,116
Mead Johnson Nutrition, Cl A	159,337		7,986
Molson Coors Brewing, Cl B	900		38
NBTY *	24,600		837
PepsiCo	540,468		32,942
Philip Morris International	153,197		7,022
Procter & Gamble	621,987		37,307
Sara Lee	115,200		1,624
SYSCO	31,700		905
Walgreen (A)	332,910		8,889
Wal-Mart Stores	177,946		8,554
Whole Foods Market *	14,300		515
			206,440
Energy — 4.1%
Cameron International *	5,152		167
Canadian Natural Resources	165,618		5,504
Denbury Resources * (A)	123,402		1,807
Diamond Offshore Drilling	100		6
EOG Resources (A)	89,900		8,843

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Exxon Mobil	37,200	$	2,123
FMC Technologies *	1,600		84
Forest Oil *	4,500		123
Halliburton	409,440		10,052
Massey Energy	21,800		596
Occidental Petroleum	40,230		3,104
Plains Exploration & Production *	8,300		171
Range Resources (A)	83,665		3,359
Schlumberger (A)	226,568		12,538
Smith International	26,500		998
Southwestern Energy *	180,530		6,976
Transocean * (A)	90,800		4,207
			60,658
Financials — 4.6%
Aflac	14,834		633
Alexandria Real Estate Equities †	3,600		228
American Express	287,033		11,395
American International Group *	1,000		34
AmeriCredit *	14,000		255
Ameriprise Financial	2,100		76
Axis Capital Holdings	4,600		137
Bank of New York Mellon (A)	230,601		5,694
BlackRock	3,100		445
Capital One Financial	2,600		105
Charles Schwab (A)	203,895		2,891
CME Group	38,925		10,959
Commerce Bancshares	6,300		227
Digital Realty Trust †	10,100		583
Endurance Specialty Holdings	5,200		195
Erie Indemnity, Cl A	2,300		105
Franklin Resources	14,300		1,232
Genworth Financial, Cl A *	92,500		1,209
Goldman Sachs Group	1,000		131
Hanover Insurance Group	2,700		117
Health Care †	3,500		147
IntercontinentalExchange * (A)	70,900		8,014
Jefferies Group	4,700		99
JPMorgan Chase	194,056		7,105
Morgan Stanley	100,370		2,330
MSCI, Cl A *	21,800		597
Nationwide Health Properties †	12,600		451
Northern Trust (A)	84,630		3,952
People’s United Financial (A)	160,430		2,166
Plum Creek Timber †	14,000		483
Public Storage †	2,100		185
Simon Property Group †	3,600		291
SLM *	32,400		337
T. Rowe Price Group	800		35
Waddell & Reed Financial, Cl A	10,700		234
Wells Fargo	218,700		5,598
			68,675
Health Care — 18.1%
Abbott Laboratories	268,944		12,581
Aetna	19,900		525
Alexion Pharmaceuticals *	14,000		717
Allergan	320,744		18,687
Allscripts Healthcare Solutions *	7,000		113
AmerisourceBergen	93,100		2,956
Amgen *	199,975		10,519

Description	Shares	Market Value ($ Thousands)
Amylin Pharmaceuticals *	57,100	$	1,073
Baxter International	186,586		7,583
Beckman Coulter	13,300		802
Becton Dickinson	8,200		554
Biogen Idec *	86,380		4,099
BioMarin Pharmaceuticals *	23,200		440
Bio-Rad Laboratories, Cl A *	7,300		631
Bristol-Myers Squibb	145,700		3,634
C.R. Bard	3,500		271
Celgene * (A)	114,360		5,812
Cephalon *	20,200		1,146
Cerner *	12,300		933
Charles River Laboratories International *	6,700		229
Cigna	11,600		360
Community Health Systems *	1,400		47
Covance *	23,800		1,222
Coventry Health Care *	22,400		396
Covidien	154,498		6,208
DaVita *	27,100		1,692
Dendreon *	14,900		482
Dentsply International	4,800		144
Edwards Lifesciences *	50,200		2,812
Eli Lilly	10,400		348
Express Scripts * (A)	199,690		9,390
Gen-Probe *	7,900		359
Genzyme * (A)	204,900		10,403
Gilead Sciences *	254,827		8,735
Henry Schein *	1,000		55
Hill-Rom Holdings	10,700		326
Hospira *	60,700		3,487
Humana *	38,800		1,772
Idexx Laboratories *	3,900		237
Intuitive Surgical *	10,400		3,282
Inverness Medical Innovations *	20,000		533
Johnson & Johnson	552,502		32,631
Kinetic Concepts *	15,000		548
Laboratory Corp of America Holdings * (A)	76,778		5,785
Life Technologies *	28,700		1,356
Lincare Holdings	54,300		1,765
McKesson	30,212		2,029
Medco Health Solutions *	233,282		12,849
Mednax *	5,500		306
Medtronic	290,391		10,532
Merck	188,610		6,596
Mettler Toledo International *	17,900		1,998
Millipore *	1,000		107
Mylan Laboratories *	108,700		1,852
Novo Nordisk ADR (A)	99,500		8,061
Omnicare	5,300		126
Patterson	49,400		1,409
PerkinElmer	13,800		285
Perrigo	39,900		2,357
Pfizer	519,370		7,406
Quest Diagnostics	12,000		597
ResMed *	39,200		2,384
St. Jude Medical *	266,903		9,633
Stryker	45,800		2,293
Tenet Healthcare *	150,100		652
Teva Pharmaceutical Industries ADR	109,097		5,672

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Thermo Fisher Scientific *	62,889	$	3,085
United Therapeutics *	25,600		1,249
UnitedHealth Group	410,099		11,647
Valeant Pharmaceuticals International *	36,600		1,914
Varian Medical Systems *	31,600		1,652
Vertex Pharmaceuticals *	11,700		385
Waters *	24,700		1,598
WellPoint *	20,600		1,008
			267,362
Industrials — 7.8%
3M	174,474		13,782
Ametek	2,900		116
Avery Dennison	10,700		344
BE Aerospace *	3,900		99
Boeing (A)	143,605		9,011
Bucyrus International, Cl A	8,100		384
Carlisle	7,200		260
Caterpillar	13,500		811
Continental Airlines, Cl B *	18,600		409
Con-way	3,800		114
Copa Holdings, Cl A	16,700		739
Corrections Corp of America *	4,500		86
Crane	900		27
Cummins	81,545		5,311
Danaher	177,896		6,604
Deere	18,000		1,002
Delta Air Lines *	94,200		1,107
Dover	23,600		986
Emerson Electric (A)	105,759		4,621
Equifax	17,900		502
Expeditors International of Washington (A)	293,400		10,125
Fastenal	4,500		226
General Dynamics	8,000		468
Goodrich (A)	107,400		7,115
Honeywell International	11,400		445
Hubbell, Cl B	2,400		95
ITT	600		27
Kansas City Southern *	18,600		676
Lennox International	8,800		366
Lockheed Martin	1,304		97
Norfolk Southern	19,000		1,008
Northrop Grumman	11,700		637
Owens Corning *	10,200		305
Pall	4,000		138
Precision Castparts	21,021		2,164
Quanta Services * (A)	244,600		5,051
Raytheon	144,781		7,006
Republic Services	3,100		92
Rockwell Automation	8,600		422
Rockwell Collins	141,617		7,524
RR Donnelley & Sons	17,400		285
Southwest Airlines	154,900		1,721
Spirit Aerosystems Holdings, Cl A *	5,000		95
Teleflex	12,900		700
Thomas & Betts *	3,600		125
Toro	2,400		118
TransDigm Group	24,900		1,271
Union Pacific	400		28

Description	Shares	Market Value ($ Thousands)
United Technologies	271,201	$	17,604
Verisk Analytics, Cl A *	5,400		162
Waste Connections *	26,800		935
Waste Management	18,000		563
WW Grainger	23,400		2,327
			116,236
Information Technology — 32.3%
Adobe Systems *	319,490		8,444
Advanced Micro Devices *	19,500		143
Agilent Technologies *	139,200		3,958
Akamai Technologies *	35,700		1,448
Alliance Data Systems *	5,200		309
Altera	6,700		166
Amdocs *	12,200		328
Amphenol, Cl A	600		24
Analog Devices	33,800		942
Ansys *	19,400		787
Apple *	280,665		70,596
Autodesk *	162,900		3,968
Automatic Data Processing	5,600		225
Avnet *	3,100		75
BMC Software *	1,400		48
Broadcom, Cl A (A)	91,390		3,013
Cisco Systems *	1,789,653		38,138
Citrix Systems * (A)	199,993		8,446
Cognizant Technology Solutions, Cl A *	80,000		4,005
Corning (A)	485,449		7,840
Cree *	53,000		3,182
Dell *	63,729		769
Dolby Laboratories, Cl A *	15,700		984
DST Systems	300		11
eBay *	87,500		1,716
EMC *	899,531		16,461
Equinix * (A)	39,430		3,203
F5 Networks *	47,500		3,257
Factset Research Systems	8,800		589
Fidelity National Information Services	42,585		1,142
Flir Systems *	24,900		724
Global Payments	27,000		987
Google, Cl A *	70,525		31,380
Harris	30,500		1,270
Hewitt Associates, Cl A *	7,600		262
Hewlett-Packard	400,423		17,330
IAC *	8,000		176
Intel	355,199		6,909
International Business Machines	120,174		14,839
Intuit *	258,400		8,985
Jabil Circuit	22,800		303
JDS Uniphase *	22,000		217
Juniper Networks *	2,500		57
Lam Research *	2,900		110
Lender Processing Services	30,300		949
Linear Technology	14,600		406
Marvell Technology Group *	103,800		1,636
Mastercard, Cl A (A)	60,250		12,022
Maxim Integrated Products	9,800		164
Microchip Technology	6,700		186
Micron Technology *	34,200		290

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Microsoft	2,129,083	$	48,990
Motorola *	26,700		174
National Instruments	42,700		1,357
NetApp * (A)	142,650		5,322
Novellus Systems *	800		20
Nuance Communications * (A)	304,900		4,558
Nvidia *	6,900		70
Oracle	975,902		20,943
Paychex (A)	368,793		9,577
QLogic *	19,800		329
Qualcomm	798,723		26,230
Rackspace Hosting * (A)	309,000		5,667
Rambus *	19,900		349
Red Hat * (A)	191,000		5,528
Rovi *	21,600		819
Salesforce.com * (A)	71,842		6,165
SanDisk *	22,900		963
Seagate Technology *	161,400		2,105
Silicon Laboratories *	5,900		239
Sybase *	10,400		672
Symantec *	334,800		4,647
Teradata * (A)	253,100		7,715
Texas Instruments	93,010		2,165
Total System Services	14,200		193
VeriSign * (A)	304,300		8,079
Visa, Cl A	295,873		20,933
VMware, Cl A *	1,400		88
WebMD Health, Cl A *	39,221		1,821
Western Digital *	27,100		817
Western Union	174,830		2,607
Xerox	15,428		124
Xilinx (A)	164,960		4,167
Zebra Technologies, Cl A *	22,000		558
			477,410
Materials — 2.7%
Air Products & Chemicals	10,800		700
Allegheny Technologies (A)	133,543		5,901
Alpha Natural Resources *	18,800		637
Ball	3,000		158
CF Industries Holdings	2,238		142
Cliffs Natural Resources	2,400		113
Compass Minerals International	5,400		380
E.I. Du Pont de Nemours	25,200		872
Ecolab (A)	74,040		3,325
International Flavors & Fragrances	15,600		662
Lubrizol	31,000		2,489
Monsanto (A)	179,811		8,311
Mosaic	13,000		507
Nalco Holding	214,900		4,397
Packaging Corp of America	3,800		84
Praxair (A)	52,016		3,953
RPM International	11,400		203
Southern Copper	4,600		122
Syngenta ADR	116,800		5,355
Walter Energy	23,200		1,412
			39,723
Telecommunication Services — 2.3%
American Tower, Cl A *	366,326		16,301
Crown Castle International * (A)	427,787		15,939
Frontier Communications	67,900		483

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
NII Holdings *		5,000	$	163
SBA Communications, Cl A *		23,600		803
tw telecom , Cl A *		6,300		105
Windstream		42,400		448
				34,242
Utilities — 0.3%
AES *		84,400		780
American Water Works		4,000		83
Centerpoint Energy		166,900		2,196
Constellation Energy Group		15,000		484
DPL		4,000		95
Integrys Energy Group		9,600		420
ITC Holdings		14,000		741
				4,799
Total Common Stock (Cost $1,278,316) ($ Thousands)				1,435,301
AFFILIATED PARTNERSHIP — 12.9%
SEI Liquidity Fund, L.P.,
0.240% (B) ** ††		194,573,695		190,655
Total Affiliated Partnership (Cost $194,574) ($ Thousands)				190,655
CASH EQUIVALENT — 3.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		46,202,646		46,203
Total Cash Equivalent (Cost $46,203) ($ Thousands)				46,203
U. S. TREASURY OBLIGATION (C) (D) — 0.3%
U.S. Treasury Bills
0.200%, 12/16/10	$	4,156		4,152
Total U.S. Treasury Obligation (Cost $4,152) ($ Thousands)				4,152
Total Investments — 113.2% (Cost $1,523,245) ($ Thousands) ‡‡
			$	1,676,311

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Composite Index	62	Sep-2010	$	(925	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Large Cap Growth Fund

June 30, 2010

Percentages are based on Net Assets of $1,480,211 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $187,474 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $190,655 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

‡‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $1,523,245 ($ Thousands), and the unrealized appreciation and depreciation were $202,472 ($ Thousands) and ($49,406) ($ Thousands) respectively.

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

The Following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands).

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,435,301		$	—	$	—	$	1,435,301
U.S. Treasury Obligation		—			4,152		—		4,152
Cash Equivalent		46,203			—		—		46,203
Affiliated Partnership		—			190,655		—		190,655
Total Investments in Securities	$	1,481,504		$	194,807	$	—	$	1,676,311
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(925	)	$	—	$	—	$	(925	)

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

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.2%
Consumer Discretionary — 10.3%
Abercrombie & Fitch, Cl A	1,426	$	44
Advance Auto Parts (A)	1,200		60
Aeropostale * (A)	4,000		115
Amazon.com *	92,433		10,099
American Eagle Outfitters	3,150		37
American Greetings, Cl A (A)	16,300		306
Apollo Group, Cl A *	1,525		65
Autoliv (A)	22,650		1,084
Autonation * (A)	4,100		80
Autozone * (A)	5,919		1,144
Barnes & Noble (A)	850		11
Bed Bath & Beyond *	4,400		163
Best Buy (A)	6,980		236
Big Lots *	1,557		50
Blyth	6,500		221
BorgWarner * (A)	2,300		86
Brinker International	5,400		78
Cablevision Systems, Cl A	6,700		161
Career Education * (A)	4,000		92
Carmax *	6,383		127
Carnival (A)	9,000		272
Carter’s *	2,900		76
Cavco Industries *	130		5
CBS, Cl B (A)	86,400		1,117
Chico’s FAS	33,700		333
Chipotle Mexican Grill, Cl A *	800		109
Clear Channel Outdoor Holdings, Cl A *	5,800		50
Coach (A)	137,845		5,038
Comcast, Cl A	441,800		7,674
Cooper Tire & Rubber (A)	7,600		148
Core-Mark Holding *	2,500		68
Darden Restaurants	3,127		122
Deckers Outdoor *	2,000		286
DeVry	1,021		54
Dick’s Sporting Goods *	3,700		92
DIRECTV, Cl A *	202,712		6,876
Discovery Communications, Cl C * (A)	5,040		156
DISH Network, Cl A	18,249		331
Dollar Tree *	1,244		52
DR Horton (A)	6,500		64
Eastman Kodak * (A)	557,400		2,419
Expedia	9,800		184
Family Dollar Stores (A)	1,500		56
Finish Line, Cl A	2,500		35
Ford Motor * (A)	225,100		2,269
Fossil *	1,600		56
GameStop, Cl A *	3,622		68
Gannett (A)	84,500		1,137
Gap (A)	165,900		3,228
Garmin (A)	2,100		61
Gentex	5,500		99
Genuine Parts	850		34
Goodyear Tire & Rubber * (A)	6,550		65
H&R Block	5,900		93
Harman International Industries *	4,200		126
Hasbro (A)	29,895		1,229

Description	Shares	Market Value ($ Thousands)
Hillenbrand	6,100	$	130
Home Depot	49,200		1,381
International Game Technology	2,853		45
Interpublic Group * (A)	13,000		93
ITT Educational Services * (A)	12,000		996
J.C. Penney (A)	84,130		1,807
Jarden	4,100		110
John Wiley & Sons, Cl A	3,400		131
Johnson Controls	41,359		1,111
Jones Apparel Group	7,400		117
KB Home	4,700		52
Kohl’s *	4,900		233
Lamar Advertising, Cl A *	7,300		179
Las Vegas Sands * (A)	5,600		124
La-Z-Boy, Cl Z * (A)	5,900		44
Leggett & Platt	31,000		622
Lennar, Cl A (A)	5,100		71
Liberty Global, Cl A *	14,200		369
Liberty Media — Capital, Ser A *	10,500		440
Liberty Media — Interactive, Cl A *	13,150		138
Liberty Media — Starz *	9,206		477
Limited Brands	5,100		113
Lincoln Educational Services *	1,700		35
LKQ *	12,300		237
Lowe’s	283,792		5,795
Macy’s	100,200		1,793
Madison Square Garden, Cl A *	1,675		33
Marriott International, Cl A (A)	7,097		213
Mattel	3,500		74
McDonald’s	169,686		11,177
McGraw-Hill	4,000		113
Mohawk Industries * (A)	2,829		129
NetFlix * (A)	400		44
New York Times, Cl A * (A)	10,200		88
News, Cl A	159,800		1,911
Nike, Cl B (A)	101,400		6,850
Nordstrom (A)	4,900		158
NVR *	100		65
Omnicom Group (A)	6,000		206
O’Reilly Automotive * (A)	6,600		314
Penn National Gaming *	2,300		53
Perry Ellis International *	1,000		20
PetSmart (A)	27,808		839
Polaris Industries (A)	20,800		1,136
Polo Ralph Lauren	900		66
Pre-Paid Legal Services * (A)	1,100		50
priceline.com * (A)	23,100		4,078
Pulte Homes * (A)	3,200		26
RadioShack	45,100		880
Ross Stores	38,100		2,030
Royal Caribbean Cruises *	3,900		89
Sally Beauty Holdings * (A)	10,300		84
Scholastic	1,700		41
Sears Holdings * (A)	43,000		2,780
Snap-On	778		32
Stanley Black & Decker	4,250		215
Staples (A)	199,427		3,799
Starbucks (A)	156,373		3,800
Starwood Hotels & Resorts Worldwide	3,600		149
Strayer Education (A)	800		166

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Target (A)	109,029	$	5,361
Tempur-Pedic International *	25,200		775
Thor Industries	4,800		114
Tiffany	1,800		68
Tim Hortons	1,500		48
Timberland, Cl A *	2,800		45
Time Warner	339,664		9,820
Time Warner Cable, Cl A (A)	93,524		4,871
TJX (A)	36,200		1,519
TRW Automotive Holdings *	40,400		1,114
Tupperware Brands	3,100		123
Urban Outfitters *	2,500		86
VF (A)	23,070		1,642
Viacom, Cl B	10,400		326
Virgin Media (A)	12,500		209
Walt Disney (A)	138,757		4,371
Warnaco Group *	3,700		134
Washington Post, Cl B	100		41
Whirlpool (A)	27,600		2,424
Wyndham Worldwide (A)	13,000		262
Wynn Resorts	500		38
Yum! Brands	64,300		2,510
			142,593
Consumer Staples — 9.9%
Altria Group (A)	59,810		1,199
Archer-Daniels-Midland	110,457		2,852
Avon Products	7,636		202
BJ’s Wholesale Club * (A)	31,357		1,161
Brown-Forman, Cl B	20,900		1,196
Bunge	6,300		310
Campbell Soup	57,000		2,042
Chiquita Brands International * (A)	26,000		316
Church & Dwight	800		50
Clorox	2,969		185
Coca-Cola	239,956		12,027
Coca-Cola Enterprises	6,100		158
Colgate-Palmolive	71,819		5,656
ConAgra Foods	271,650		6,335
Constellation Brands, Cl A *	3,000		47
Corn Products International (A)	24,400		739
Costco Wholesale (A)	49,900		2,736
CVS Caremark	195,170		5,722
Del Monte Foods	145,900		2,100
Diageo ADR	53,000		3,325
Dr Pepper Snapple Group	30,300		1,133
Energizer Holdings *	1,628		82
Estee Lauder, Cl A	3,500		195
General Mills	50,968		1,810
Herbalife	53,100		2,445
Hershey	1,900		91
HJ Heinz	3,797		164
Hormel Foods	2,000		81
JM Smucker	3,700		223
Kellogg (A)	50,258		2,528
Kimberly-Clark	122,352		7,418
Kraft Foods, Cl A (A)	53,444		1,496
Kroger (A)	165,352		3,256
Lorillard	5,450		392
McCormick	2,100		80
Mead Johnson Nutrition, Cl A	70,237		3,520

Description	Shares	Market Value ($ Thousands)
NBTY *	1,100	$	38
PepsiCo	178,050		10,852
Philip Morris International	85,874		3,937
Prestige Brands Holdings *	18,600		132
Procter & Gamble	499,121		29,937
Reynolds American (A)	37,900		1,975
Safeway (A)	114,417		2,249
Sanderson Farms (A)	5,300		269
Sara Lee (A)	105,500		1,488
Smithfield Foods * (A)	2,500		37
SUPERVALU	77,400		839
SYSCO (A)	9,150		261
Tyson Foods, Cl A (A)	54,900		900
Walgreen	181,264		4,840
Wal-Mart Stores	126,148		6,064
Whole Foods Market *	3,700		133
			137,223
Energy — 8.5%
Anadarko Petroleum	16,000		577
Apache (A)	54,935		4,625
Arch Coal	4,000		79
Atwood Oceanics *	7,500		191
Baker Hughes (A)	6,603		274
Cabot Oil & Gas	1,500		47
Cameron International *	3,800		124
Canadian Natural Resources	103,230		3,430
Chesapeake Energy (A)	76,500		1,603
Chevron	305,209		20,712
Cimarex Energy (A)	16,443		1,177
Concho Resources * (A)	900		50
ConocoPhillips	238,607		11,713
Consol Energy	4,600		155
Continental Resources *	1,000		45
Denbury Resources * (A)	88,112		1,290
Devon Energy	38,390		2,339
Diamond Offshore Drilling (A)	13,800		858
Dresser-Rand Group *	4,700		148
El Paso (A)	130,356		1,448
Ensco International ADR	3,000		118
EOG Resources (A)	56,400		5,548
Exterran Holdings * (A)	2,700		70
Exxon Mobil	269,749		15,395
FMC Technologies *	1,400		74
Frontline	2,300		66
Halliburton	98,245		2,412
Helmerich & Payne	3,395		124
Hess	44,950		2,263
Marathon Oil (A)	165,400		5,142
Mariner Energy * (A)	2,731		59
Massey Energy	1,900		52
Murphy Oil	85,216		4,223
Nabors Industries *	3,500		62
National Oilwell Varco	63,741		2,108
Newfield Exploration *	2,500		122
Noble	31,500		974
Noble Energy	2,600		157
Occidental Petroleum (A)	58,945		4,548
Oceaneering International *	1,200		54
Oil States International *	27,600		1,092
Patriot Coal * (A)	880		10
Patterson-UTI Energy	49,700		640

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Peabody Energy	8,900	$	348
PetroHawk Energy *	5,600		95
Pioneer Natural Resources (A)	4,944		294
Plains Exploration & Production *	4,095		84
Pride International *	2,700		60
Range Resources	54,803		2,200
Rowan *	2,522		55
SandRidge Energy * (A)	7,700		45
Schlumberger (A)	63,660		3,523
SM Energy	1,000		40
Smith International	5,428		204
Southwestern Energy *	54,594		2,110
Spectra Energy	19,743		396
Stone Energy * (A)	24,000		268
Sunoco (A)	46,000		1,599
Swift Energy * (A)	9,800		264
Teekay Shipping	3,100		81
Tidewater (A)	13,450		521
Transocean * (A)	109,250		5,062
Unit *	27,000		1,096
Valero Energy	65,094		1,170
Venoco *	4,800		79
Weatherford International *	14,100		185
Whiting Petroleum * (A)	1,700		133
Williams	67,600		1,236
			117,346
Financials — 17.1%
ACE (A)	27,600		1,421
Affiliated Managers Group *	1,000		61
Aflac	127,260		5,430
Alexandria Real Estate Equities † (A)	1,000		63
Allstate	143,150		4,113
American Equity Investment Life Holding	26,600		274
American Express	222,027		8,814
American Financial Group	61,500		1,680
American International Group * (A)	2,900		100
AmeriCredit * (A)	10,900		199
Ameriprise Financial	96,990		3,504
Annaly Capital Management † (A)	119,813		2,055
AON	4,050		150
Apartment Investment & Management, Cl A † (A)	67,115		1,300
Arthur J. Gallagher	2,600		63
Associated Banc-Corp (A)	14,100		173
Assurant	50,300		1,745
Assured Guaranty	6,600		88
AvalonBay Communities †	1,900		177
Bancorpsouth (A)	2,100		37
Bank of America	1,546,724		22,226
Bank of Hawaii	23,150		1,119
Bank of New York Mellon (A)	211,304		5,217
BB&T (A)	16,600		437
Berkshire Hathaway, Cl B *	141,200		11,252
BlackRock	700		100
Boston Properties † (A)	1,600		114
Brandywine Realty Trust †	64,500		693

Description	Shares	Market Value ($ Thousands)
BRE Properties, Cl A †	2,200	$	81
Brookfield Asset Management, Cl A	55,100		1,246
Brown & Brown (A)	2,200		42
Camden Property Trust †	2,200		90
Capital One Financial (A)	161,000		6,488
CB Richard Ellis Group, Cl A *	2,800		38
Center Financial *	9,600		49
Charles Schwab (A)	18,220		258
Chimera Investment †	84,800		306
Chubb (A)	107,000		5,351
Cincinnati Financial (A)	43,600		1,128
CIT Group *	2,500		85
Citigroup * (A)	3,253,900		12,235
CME Group	19,500		5,490
CNA Surety *	1,700		27
Comerica (A)	14,200		523
Commerce Bancshares	2,835		102
Community Trust Bancorp	1,900		48
Compass Diversified Holdings	4,900		66
Credicorp	15,900		1,445
Cullen/Frost Bankers	1,900		98
Digital Realty Trust † (A)	1,300		75
Discover Financial Services	7,500		105
Duke Realty †	21,100		239
E*Trade Financial *	7,000		83
Endurance Specialty Holdings	35,200		1,321
Equity Residential †	4,687		195
Erie Indemnity, Cl A (A)	1,400		64
Everest Re Group	18,700		1,322
Federal Realty Investment Trust † (A)	800		56
Fidelity National Financial, Cl A	5,399		70
Fifth Third Bancorp (A)	13,100		161
First American Financial	2,100		27
First Citizens BancShares, Cl A	600		115
First Horizon National * (A)	15,422		177
Forest City Enterprises, Cl A * (A)	61,000		691
Franklin Resources	24,550		2,116
General Growth Properties †	3,000		40
Genworth Financial, Cl A *	3,400		44
GLG Partners *	20,900		92
Goldman Sachs Group	92,800		12,182
Hanover Insurance Group	4,297		187
Hartford Financial Services Group (A)	63,100		1,396
HCC Insurance Holdings	1,500		37
HCP †	8,700		281
Health Care †	1,371		58
Highwoods Properties † (A)	750		21
Hospitality Properties Trust †	74,600		1,574
Host Hotels & Resorts † (A)	17,409		235
Hudson City Bancorp (A)	145,200		1,778
Huntington Bancshares	221,900		1,229
IntercontinentalExchange * (A)	44,791		5,063
Invesco	6,000		101
Invesco Mortgage Capital †	6,200		124
Investment Technology Group *	2,400		39
Jefferies Group (A)	7,900		167
Jones Lang LaSalle (A)	17,000		1,116
JPMorgan Chase	686,368		25,128

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Keycorp (A)	16,200	$	125
Kimco Realty †	3,600		48
Legg Mason (A)	2,100		59
Liberty Property Trust † (A)	1,900		55
Lincoln National	50,500		1,227
Loews (A)	33,900		1,129
M&T Bank (A)	2,500		212
Macerich † (A)	5,935		221
Mack-Cali Realty †	2,700		80
Maiden Holdings	5,500		36
Manulife Financial	1,565		23
Markel *	500		170
Marsh & McLennan	5,906		133
Marshall & Ilsley	11,700		84
MBIA * (A)	7,600		43
Mercury General	34,500		1,430
MetLife	64,500		2,436
Montpelier Re Holdings	27,100		405
Moody’s (A)	3,838		76
Morgan Stanley	154,700		3,591
Nationwide Health Properties †	1,500		54
Nelnet, Cl A	3,200		62
New York Community Bancorp (A)	3,600		55
NewStar Financial *	3,000		19
Northern Trust	6,450		301
NYSE Euronext (A)	143,900		3,976
Old Republic International (A)	5,100		62
OneBeacon Insurance Group, Cl A	4,400		63
Oppenheimer Holdings, Cl A	2,200		53
PartnerRe	1,300		91
People’s United Financial	5,425		73
Plum Creek Timber † (A)	2,090		72
PNC Financial Services Group	70,300		3,972
Popular *	14,800		40
Principal Financial Group	8,000		188
Progressive	10,982		206
Prologis †	9,200		93
Protective Life	10,500		225
Provident Financial Services (A)	3,500		41
Prudential Financial	86,600		4,647
Public Storage †	4,750		418
Ramco-Gershenson Properties †	10,600		107
Raymond James Financial (A)	2,025		50
Rayonier †	4,600		202
Regions Financial	85,400		562
Reinsurance Group of America, Cl A (A)	21,100		964
RenaissanceRe Holdings (A)	20,900		1,176
Resource Capital †	16,000		91
SCBT Financial	2,300		81
Simon Property Group † (A)	7,848		634
SL Green Realty †	700		39
SLM *	7,400		77
StanCorp Financial Group	10,400		422
State Street	12,700		429
Sunstone Hotel Investors * †	33,900		337
SunTrust Banks (A)	27,800		648
SVB Financial Group * (A)	1,550		64
T. Rowe Price Group (A)	33,600		1,491

Description	Shares	Market Value ($ Thousands)
Taubman Centers † (A)	49,400	$	1,859
TD Ameritrade Holding * (A)	7,650		117
Torchmark	1,000		49
Transatlantic Holdings	1,400		67
Travelers	115,365		5,682
Unitrin	4,900		125
Unum Group	85,650		1,859
US Bancorp (A)	190,808		4,264
Validus Holdings	22,761		556
Valley National Bancorp (A)	2,276		31
Ventas † (A)	3,400		160
Vornado Realty Trust † (A)	18,643		1,360
Waddell & Reed Financial, Cl A	2,800		61
Walter Investment Management †	876		14
Washington Federal	3,900		63
Weingarten Realty Investors † (A)	4,600		88
Wells Fargo	785,167		20,100
WesBanco	7,300		123
World Acceptance * (A)	5,200		199
XL Capital, Cl A	52,000		833
			236,788
Health Care — 14.5%
Abbott Laboratories	120,058		5,616
Abraxis Bioscience *	6,000		445
Aetna	173,500		4,577
Allergan	182,274		10,619
Allscripts Healthcare Solutions * (A)	14,500		233
AmerisourceBergen	90,376		2,869
Amgen *	245,413		12,909
Amylin Pharmaceuticals * (A)	3,700		69
Baxter International	6,550		266
Beckman Coulter	600		36
Becton Dickinson	10,300		696
Biogen Idec *	36,908		1,751
Boston Scientific *	31,317		182
Bristol-Myers Squibb	175,145		4,368
Bruker BioSciences *	24,400		297
C.R. Bard	3,700		287
Cardinal Health	29,500		991
CareFusion *	6,200		141
Celgene *	73,790		3,750
Cerner * (A)	1,100		84
Charles River Laboratories International * (A)	1,600		55
Cigna	5,040		157
Community Health Systems *	3,300		112
Cooper (A)	2,100		84
Covance *	1,100		56
Coventry Health Care *	54,900		971
Covidien	99,413		3,994
DaVita *	1,425		89
Dendreon * (A)	1,600		52
Dentsply International	2,300		69
Edwards Lifesciences *	1,400		78
Eli Lilly (A)	146,971		4,923
Endo Pharmaceuticals Holdings *	45,900		1,001
Enzon Pharmaceuticals * (A)	3,800		40

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Express Scripts * (A)	74,828	$	3,518
Forest Laboratories *	120,400		3,303
Furiex Pharmaceuticals * (A)	433		4
Genzyme * (A)	178,250		9,050
Gilead Sciences *	165,800		5,684
Health Management Associates, Cl A * (A)	9,200		71
Health Net *	52,600		1,282
Henry Schein *	1,000		55
Hologic * (A)	7,600		106
Hospira *	3,100		178
Human Genome Sciences *	3,600		82
Humana *	25,579		1,168
Idexx Laboratories * (A)	8,700		530
Illumina * (A)	1,600		70
Impax Laboratories *	10,300		197
Intuitive Surgical * (A)	4,950		1,562
Invacare (A)	11,500		239
Inverness Medical Innovations * (A)	1,700		45
Johnson & Johnson	444,445		26,249
Kinetic Concepts *	23,400		854
King Pharmaceuticals *	62,950		478
Laboratory Corp of America Holdings *	48,090		3,624
Life Technologies *	14,491		685
Lincare Holdings (A)	23,850		775
McKesson	5,326		358
Medco Health Solutions *	126,286		6,956
Mednax *	1,500		83
Medtronic	178,376		6,470
Merck	328,872		11,501
Mettler Toledo International *	2,850		318
Millipore *	1,400		149
Mylan Laboratories * (A)	7,475		127
Novo Nordisk ADR (A)	57,500		4,659
Patterson	2,100		60
PerkinElmer	5,950		123
Perrigo (A)	12,600		744
Pfizer	1,239,761		17,679
Pharmaceutical Product Development	5,200		132
Quest Diagnostics	2,104		105
ResMed *	900		55
Sirona Dental Systems *	6,700		233
St. Jude Medical *	85,670		3,092
Stryker	5,600		280
SXC Health Solutions *	2,600		190
Tenet Healthcare *	9,200		40
Teva Pharmaceutical Industries ADR	43,385		2,256
Thermo Fisher Scientific *	52,500		2,575
UnitedHealth Group	539,917		15,334
Valeant Pharmaceuticals International * (A)	1,000		52
Varian Medical Systems *	2,900		152
VCA Antech *	2,200		54
Vertex Pharmaceuticals * (A)	2,700		89
Warner Chilcott, Cl A *	1,700		39
Waters *	1,600		104
Watson Pharmaceuticals *	2,900		118
WellPoint *	89,544		4,381

Description	Shares	Market Value ($ Thousands)
Zimmer Holdings *	25,026	$	1,353
			201,537
Industrials — 8.9%
3M	86,898		6,864
Aecom Technology *	1,500		35
AGCO *	1,600		43
Altra Holdings *	1,900		25
Ametek	9,200		369
AMR * (A)	25,300		172
Avery Dennison	1,300		42
Boeing (A)	112,039		7,030
Bucyrus International, Cl A	1,500		71
C.H. Robinson Worldwide (A)	2,502		139
Caterpillar (A)	11,935		717
Chicago Bridge & Iron *	4,600		87
Cintas	1,700		41
CNH Global	1,600		36
Continental Airlines, Cl B * (A)	7,650		168
Con-way (A)	3,100		93
Cooper Industries, Cl A	5,000		220
Copart *	1,600		57
Courier	1,700		21
Crane	2,750		83
CSX	51,762		2,569
Cummins	55,192		3,595
Danaher	76,486		2,839
Deere	24,600		1,370
Delta Air Lines * (A)	8,100		95
Donaldson	1,900		81
Dover	17,200		719
Dun & Bradstreet	15,100		1,013
DXP Enterprises *	1,500		23
Eaton	10,379		679
Emerson Electric (A)	86,475		3,778
EnerSys *	2,100		45
Equifax	2,500		70
Expeditors International of Washington (A)	155,000		5,349
Fastenal (A)	2,800		141
FedEx	25,633		1,797
Flowserve	2,004		170
Fluor (A)	4,700		200
Foster Wheeler *	2,100		44
FTI Consulting * (A)	2,100		91
Gardner Denver	22,100		985
GATX (A)	1,600		43
General Cable *	4,500		120
General Dynamics	65,106		3,813
General Electric	1,165,355		16,804
Goodrich	33,850		2,243
Harsco	2,300		54
Hertz Global Holdings *	4,200		40
Honeywell International (A)	46,263		1,806
IDEX	3,000		86
Illinois Tool Works	20,929		864
Ingersoll-Rand	4,300		148
Iron Mountain	3,625		81
ITT	15,900		714
Jacobs Engineering Group * (A)	3,140		114
John Bean Technologies	216		3
Joy Global	10,800		541

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Kansas City Southern *	9,800	$	356
KBR (A)	53,700		1,092
Kennametal (A)	18,000		458
L-3 Communications Holdings (A)	41,200		2,919
Landstar System	5,100		199
Lockheed Martin (A)	21,870		1,629
Manitowoc	4,100		37
Manpower	800		35
McDermott International *	7,600		165
MSC Industrial Direct, Cl A	2,000		101
NACCO Industries, Cl A	1,100		98
Norfolk Southern	23,590		1,251
Northrop Grumman (A)	109,434		5,958
Oshkosh Truck *	29,200		910
Owens Corning *	6,500		194
PACCAR (A)	6,134		245
Pall	2,322		80
Parker Hannifin	33,675		1,868
Pentair	2,400		77
Precision Castparts	3,200		329
Quanta Services * (A)	112,600		2,325
Raytheon (A)	148,295		7,176
Regal-Beloit	1,800		101
Republic Services	7,345		218
Robert Half International	1,300		31
Rockwell Automation	6,800		334
Rockwell Collins	80,736		4,289
Roper Industries	1,900		106
RR Donnelley & Sons	126,500		2,071
Shaw Group *	1,550		53
Skywest	821		10
Southwest Airlines	20,700		230
SPX	749		39
Standex International	800		20
Teleflex	2,000		109
Thomas & Betts *	1,900		66
Timken	3,800		99
Trinity Industries (A)	5,700		101
Tyco International (A)	87,111		3,069
Union Pacific	31,600		2,197
United Parcel Service, Cl B	22,300		1,269
United Technologies	147,546		9,577
URS *	1,700		67
USG *	2,900		35
Waste Management (A)	11,218		351
WW Grainger (A)	13,209		1,314
			122,698
Information Technology — 19.2%
Accenture, Cl A	7,500		290
Activision Blizzard	71,900		754
Adobe Systems *	197,936		5,231
Advent Software * (A)	1,378		65
Agilent Technologies * (A)	4,050		115
Akamai Technologies *	5,500		223
Altera (A)	9,400		233
Amdocs *	36,900		991
Amphenol, Cl A	2,800		110
Analog Devices	4,050		113
AOL *	8,560		178
Apple *	135,991		34,206

Description	Shares	Market Value ($ Thousands)
Applied Materials	25,700	$	309
Arris Group *	10,500		107
Arrow Electronics *	5,000		112
Autodesk * (A)	85,309		2,078
Automatic Data Processing (A)	12,718		512
Avnet * (A)	61,100		1,473
BMC Software *	6,848		237
Brightpoint *	3,000		21
Broadcom, Cl A (A)	34,700		1,144
Broadridge Financial Solutions	3,000		57
CA	161,897		2,979
Cadence Design Systems *	11,100		64
Ciena * (A)	6,400		81
Cisco Systems *	821,834		17,513
Citrix Systems * (A)	105,179		4,442
Cognizant Technology Solutions, Cl A *	4,456		223
Computer Sciences	24,400		1,104
Convergys *	7,400		72
CoreLogic	2,100		37
Corning	351,076		5,670
Cree *	1,200		72
Cypress Semiconductor * (A)	6,250		63
Dell *	26,200		316
Diebold	1,700		46
Dolby Laboratories, Cl A * (A)	2,035		128
DST Systems	850		31
eBay *	162,334		3,183
EMC *	618,239		11,314
Equinix * (A)	800		65
F5 Networks *	1,800		124
Factset Research Systems (A)	900		60
Fairchild Semiconductor International *	26,900		226
Fidelity National Information Services	6,909		185
First Solar * (A)	1,200		137
Fiserv *	2,242		102
Global Payments (A)	2,000		73
Google, Cl A *	28,310		12,597
Harris	54,900		2,287
Hewitt Associates, Cl A *	1,500		52
Hewlett-Packard	293,172		12,689
IAC *	3,695		81
Ingram Micro, Cl A *	104,400		1,586
Intel	508,636		9,893
Interactive Intelligence *	3,600		59
International Business Machines	86,808		10,719
International Rectifier *	3,500		65
Intersil, Cl A (A)	4,000		48
Intuit * (A)	161,031		5,599
Jabil Circuit	1,600		21
JDS Uniphase *	3,700		36
Juniper Networks * (A)	12,146		277
Lam Research *	1,300		49
Lender Processing Services	3,732		117
Lexmark International, Cl A * (A)	27,400		905
Linear Technology	8,300		231
LSI Logic *	12,300		57
Marvell Technology Group *	67,200		1,059

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Mastercard, Cl A (A)	24,100	$	4,809
Maxim Integrated Products (A)	11,200		187
McAfee *	8,700		267
MEMC Electronic Materials *	8,000		79
Microchip Technology	2,350		65
Micron Technology * (A)	133,200		1,131
Microsoft	1,035,920		23,837
Monster Worldwide * (A)	3,200		37
Motorola * (A)	44,800		292
National Semiconductor	9,100		122
NetApp *	11,496		429
NeuStar, Cl A *	28,600		590
Novell *	13,200		75
Nuance Communications * (A)	133,700		1,999
Nvidia * (A)	12,250		125
Oracle	342,640		7,353
Paychex (A)	190,435		4,946
Plantronics	2,700		77
Polycom *	1,164		35
QLogic *	4,200		70
Qualcomm	375,763		12,340
Rackspace Hosting * (A)	137,600		2,524
Rambus * (A)	5,000		88
Red Hat * (A)	72,600		2,101
Rovi * (A)	3,923		149
SAIC * (A)	13,600		228
Salesforce.com * (A)	30,830		2,646
SanDisk *	8,400		353
Seagate Technology * (A)	158,000		2,060
Silicon Laboratories * (A)	8,500		345
SunPower, Cl A *	5,300		64
Sybase *	1,300		84
Symantec *	297,014		4,123
Synopsys *	10,800		225
Tech Data *	24,600		876
Tellabs	11,600		74
Teradata *	120,100		3,661
Teradyne * (A)	9,800		96
Texas Instruments (A)	343,000		7,985
TIBCO Software *	12,000		145
Trimble Navigation * (A)	2,600		73
Tyco Electronics	12,900		327
Verigy *	863		8
VeriSign * (A)	179,554		4,767
Visa, Cl A	152,522		10,791
Vishay Intertechnology *	81,300		629
VMware, Cl A * (A)	2,000		125
WebMD Health, Cl A *	2,596		121
Western Digital *	71,550		2,158
Western Union	40,588		605
Xerox	249,428		2,005
Xilinx (A)	4,600		116
Yahoo! * (A)	179,350		2,480
Zebra Technologies, Cl A *	2,400		61
			266,254
Materials — 2.8%
Air Products & Chemicals	3,550		230
Airgas	1,700		106
AK Steel Holding	6,500		77
Albemarle	1,100		44
Alcoa (A)	53,400		537

Description	Shares	Market Value ($ Thousands)
Allegheny Technologies (A)	84,490	$	3,734
Alpha Natural Resources *	2,600		88
Aptargroup	1,100		42
Ashland (A)	46,100		2,140
Ball	18,200		962
Bemis	2,400		65
Boise * (A)	27,400		150
Cabot	7,200		173
Carpenter Technology	1,200		39
Celanese, Ser A (A)	21,800		543
CF Industries Holdings	5,200		330
Cliffs Natural Resources	1,800		85
Commercial Metals	3,100		41
Crown Holdings *	2,200		55
Dow Chemical (A)	9,975		237
E.I. Du Pont de Nemours (A)	17,300		598
Eagle Materials (A)	753		19
Eastman Chemical	47,500		2,534
Ecolab (A)	7,600		341
FMC	900		52
Freeport-McMoRan Copper & Gold, Cl B	40,650		2,404
Gerdau Ameristeel *	4,000		44
Greif, Cl A	1,500		83
Huntsman	4,200		36
International Flavors & Fragrances	1,400		59
International Paper	42,900		971
Kaiser Aluminum (A)	1,000		35
Koppers Holdings	4,900		110
Lubrizol	34,700		2,787
Martin Marietta Materials (A)	550		47
MeadWestvaco	7,400		164
Monsanto (A)	77,666		3,590
Mosaic	3,000		117
Nalco Holding	119,100		2,437
NewMarket	1,600		140
Newmont Mining	14,100		871
Nucor (A)	21,700		831
OM Group *	2,300		55
Owens-Illinois *	24,350		644
Pactiv *	1,632		45
PPG Industries	3,000		181
Praxair (A)	5,100		387
Reliance Steel & Aluminum	1,700		61
Rock-Tenn, Cl A	19,300		959
Royal Gold (A)	1,938		93
RPM International	1,500		27
Schulman A	2,100		40
Sealed Air	6,700		132
Sherwin-Williams (A)	17,700		1,225
Sigma-Aldrich	2,200		110
Sonoco Products	26,600		811
Southern Copper (A)	62,011		1,646
Spartech *	5,100		52
Steel Dynamics	6,500		86
Syngenta ADR (A)	67,700		3,104
Temple-Inland	16,100		333
Titanium Metals *	2,700		47
United States Steel (A)	1,568		60
Vulcan Materials	4,100		180
Walter Energy	7,400		450

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Weyerhaeuser	2,300	$	81
			38,757
Telecommunication Services — 3.4%
American Tower, Cl A *	120,080		5,344
AT&T	831,846		20,122
Atlantic Telegraph-Network	3,100		128
CenturyTel (A)	38,268		1,275
Crown Castle International *	149,500		5,570
Leap Wireless International *	3,000		39
MetroPCS Communications *	51,700		423
NII Holdings *	2,900		94
Qwest Communications International (A)	19,518		102
SBA Communications, Cl A * (A)	2,100		71
Sprint Nextel *	374,000		1,586
Telephone & Data Systems, Cl L	1,300		35
Telephone & Data Systems	1,900		58
US Cellular *	33,676		1,386
Verizon Communications	405,059		11,350
Windstream (A)	8,323		88
			47,671
Utilities — 3.6%
AES *	760,450		7,027
AGL Resources	34,900		1,250
Allegheny Energy	4,200		87
Alliant Energy	68,000		2,158
Ameren	40,600		965
American Electric Power	84,600		2,733
American Water Works	9,000		185
Aqua America (A)	2,033		36
Atmos Energy	1,700		46
Calpine *	6,300		80
Centerpoint Energy	9,500		125
CMS Energy (A)	82,900		1,214
Consolidated Edison (A)	6,500		280
Constellation Energy Group	10,910		352
Dominion Resources (A)	14,783		573
DPL	2,000		48
DTE Energy (A)	55,600		2,536
Duke Energy (A)	21,544		345
Dynegy, Cl A * (A)	1,360		5
Edison International (A)	110,800		3,515
Energen	42,100		1,866
Entergy	36,348		2,603
Equities	2,100		76
Exelon	80,176		3,044
FirstEnergy (A)	35,600		1,254
Great Plains Energy	3,500		59
Hawaiian Electric Industries (A)	3,200		73
Mirant *	128,900		1,361
National Fuel Gas	1,300		60
NextEra Energy	6,438		314
NiSource	12,500		181
NRG Energy *	48,100		1,020
NSTAR	7,000		245
NV Energy (A)	36,000		425
OGE Energy	48,974		1,791
Oneok	4,000		173
Pepco Holdings	55,000		862

Description	Shares/ Face Amount ($ Thousands)		Market Value ($ Thousands)
PG&E		46,450	$	1,909
Pinnacle West Capital		25,300		920
PPL		9,700		242
Progress Energy		5,500		216
Public Service Enterprise Group		94,000		2,945
Questar		3,500		159
RRI Energy *		17,400		66
SCANA		13,300		476
Sempra Energy (A)		34,347		1,607
Southern		19,064		634
Southern Union		38,900		851
Wisconsin Energy		1,000		51
Xcel Energy		8,453		174
				49,217
Total Common Stock (Cost $1,265,005) ($ Thousands)				1,360,084
AFFILIATED PARTNERSHIP — 16.5%
SEI Liquidity Fund, L.P.,
0.240% (B) ** ††		233,038,431		228,451
Total Affiliated Partnership (Cost $233,038) ($ Thousands)				228,451
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		26,617,518		26,618
Total Cash Equivalent (Cost $26,618) ($ Thousands)				26,618
U.S. TREASURY OBLIGATION (C) (D) —0.5%
U.S. Treasury Bills
0.200%, 12/16/10	$	6,212		6,205
Total U.S. Treasury Obligation (Cost $6,206) ($ Thousands)				6,205
Total Investments — 117.1% ( Cost $1,530,867) ($ Thousands) ‡			$	1,621,358

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:
Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index EMINI	3	Sep-2010	$	(4	)
S&P 500 Composite Index	85	Sep-2010		(1,085	)
S&P Mid 400 Index E- MINI	43	Sep-2010		(158	)
			$	(1,247	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

June 30, 2010

Percentages are based on Net Assets of $1,384,926 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $224,304 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $228,451 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $1,530,867 ($ Thousands), and the unrealized appreciation and depreciation were $193,206 ($ Thousands) and ($102,715) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands).

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	1,360,084		$	—	$	—	$	1,360,084
U.S. Treasury Obligation		—			6,205		—		6,205
Cash Equivalent		26,618			—		—		26,618
Affiliated Partnership		—			228,451		—		228,451
Total Investments in Securities	$	1,386,702		$	234,656	$	—	$	1,621,358
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(1,247	)	$	—	$	—	$	(1,247	)

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

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.4%
Consumer Discretionary — 9.9%
Abercrombie & Fitch, Cl A (A)	11,300	$	347
Amazon.com *	45,900		5,015
Apollo Group, Cl A *	17,703		752
Autonation * (A)	13,326		260
Autozone * (A)	3,894		752
Bed Bath & Beyond * (A)	35,933		1,332
Best Buy (A)	44,641		1,512
Big Lots *	9,913		318
Carmax *	28,500		567
Carnival	56,984		1,723
CBS, Cl B (A)	88,101		1,139
Coach (A)	41,510		1,517
Comcast, Cl A	377,022		6,549
Darden Restaurants	18,813		731
DeVry	8,200		430
DIRECTV, Cl A *	118,500		4,020
Discovery Communications, Cl A * (A)	37,300		1,332
DR Horton (A)	38,649		380
Eastman Kodak * (A)	31,610		137
Expedia (A)	26,700		501
Family Dollar Stores (A)	17,322		653
Ford Motor * (A)	456,380		4,600
Fortune Brands (A)	20,819		816
GameStop, Cl A * (A)	18,600		350
Gannett (A)	33,547		452
Gap (A)	59,131		1,151
Genuine Parts	20,136		795
Goodyear Tire & Rubber * (A)	30,693		305
H&R Block	42,804		672
Harley-Davidson (A)	29,908		665
Harman International Industries *	8,500		254
Hasbro (A)	16,391		674
Home Depot (A)	224,596		6,304
International Game Technology	41,056		645
Interpublic Group * (A)	63,501		453
J.C. Penney (A)	30,680		659
Johnson Controls	90,757		2,439
Kohl’s *	40,047		1,902
Leggett & Platt	19,454		390
Lennar, Cl A (A)	23,507		327
Limited Brands (A)	37,127		819
Lowe’s	186,436		3,807
Macy’s	54,564		977
Marriott International, Cl A (A)	35,252		1,055
Mattel	44,918		950
McDonald’s (A)	143,570		9,457
McGraw-Hill	40,521		1,140
Meredith (A)	5,363		167
New York Times, Cl A * (A)	14,392		124
Newell Rubbermaid (A)	36,747		538
News, Cl A (A)	302,433		3,617
Nike, Cl B (A)	52,194		3,526
Nordstrom (A)	21,902		705
Office Depot * (A)	38,120		154
Omnicom Group (A)	40,304		1,382
O’Reilly Automotive * (A)	18,900		899
Polo Ralph Lauren (A)	8,800		642

Description	Shares	Market Value ($ Thousands)
priceline.com * (A)	5,980	$	1,056
Pulte Homes * (A)	41,982		348
RadioShack	15,025		293
Ross Stores	15,834		844
Scripps Networks Interactive, Cl A	11,600		468
Sears Holdings * (A)	6,065		392
Snap-On	6,953		284
Stanley Black & Decker (A)	21,435		1,083
Staples	98,814		1,882
Starbucks (A)	100,458		2,441
Starwood Hotels & Resorts Worldwide	24,035		996
Target	98,619		4,849
Tiffany	15,773		598
Time Warner	152,712		4,415
Time Warner Cable, Cl A (A)	47,683		2,483
TJX (A)	52,867		2,218
Urban Outfitters *	17,000		585
VF	11,214		798
Viacom, Cl B	81,801		2,566
Walt Disney	261,427		8,235
Washington Post, Cl B	755		310
Whirlpool (A)	9,905		870
Wyndham Worldwide (A)	22,902		461
Wynn Resorts (A)	9,200		702
Yum! Brands	63,070		2,462
			125,418
Consumer Staples — 11.4%
Altria Group	278,556		5,582
Archer-Daniels-Midland	84,266		2,176
Avon Products	58,251		1,544
Brown-Forman, Cl B	15,095		864
Campbell Soup	25,975		931
Clorox (A)	19,242		1,196
Coca-Cola	307,353		15,405
Coca-Cola Enterprises	43,617		1,128
Colgate-Palmolive	65,693		5,174
ConAgra Foods	57,552		1,342
Constellation Brands, Cl A *	25,800		403
Costco Wholesale (A)	59,218		3,247
CVS Caremark	182,035		5,337
Dean Foods *	24,800		250
Dr Pepper Snapple Group	31,500		1,178
Estee Lauder, Cl A (A)	15,000		836
General Mills	89,182		3,168
Hershey	20,512		983
HJ Heinz (A)	42,849		1,852
Hormel Foods	8,500		344
JM Smucker	16,348		984
Kellogg (A)	34,567		1,739
Kimberly-Clark	55,599		3,371
Kraft Foods, Cl A (A)	232,998		6,524
Kroger (A)	85,159		1,677
Lorillard	19,276		1,388
McCormick (A)	18,561		704
Mead Johnson Nutrition, Cl A	27,134		1,360
Molson Coors Brewing, Cl B (A)	20,546		870
PepsiCo	214,985		13,103
Philip Morris International	246,965		11,321
Procter & Gamble	383,401		22,996

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Reynolds American (A)	20,940	$	1,091
Safeway	48,046		945
Sara Lee	90,387		1,274
SUPERVALU	26,397		286
SYSCO (A)	79,820		2,280
Tyson Foods, Cl A (A)	42,390		695
Walgreen (A)	131,344		3,507
Wal-Mart Stores	276,844		13,308
Whole Foods Market * (A)	23,400		843
			143,206
Energy — 10.5%
Anadarko Petroleum	66,680		2,407
Apache (A)	45,200		3,805
Baker Hughes (A)	57,849		2,405
Cabot Oil & Gas (A)	13,600		426
Cameron International * (A)	31,500		1,024
Chesapeake Energy (A)	88,200		1,848
Chevron	267,478		18,151
ConocoPhillips	198,543		9,746
Consol Energy (A)	28,400		959
Denbury Resources *	52,100		763
Devon Energy	60,013		3,656
Diamond Offshore Drilling (A)	8,900		554
El Paso (A)	86,494		961
EOG Resources (A)	34,044		3,349
Exxon Mobil	680,198		38,819
FMC Technologies * (A)	15,500		816
Halliburton	121,779		2,990
Helmerich & Payne	13,900		508
Hess	38,075		1,917
Marathon Oil (A)	95,456		2,968
Massey Energy (A)	13,900		380
Murphy Oil	24,963		1,237
Nabors Industries * (A)	37,978		669
National Oilwell Varco	54,868		1,814
Noble Energy (A)	22,700		1,370
Occidental Petroleum	108,359		8,360
Peabody Energy	34,700		1,358
Pioneer Natural Resources (A)	14,300		850
Range Resources	21,200		851
Rowan * (A)	14,597		320
Schlumberger (A)	159,225		8,812
Smith International	30,900		1,163
Southwestern Energy * (A)	46,900		1,812
Spectra Energy	87,861		1,763
Sunoco	16,457		572
Tesoro (A)	16,700		195
Valero Energy	72,808		1,309
Williams	75,565		1,381
			132,288
Financials — 16.0%
Aflac	63,208		2,697
Allstate	70,159		2,016
American Express	160,515		6,373
American International Group * (A)	18,008		620
Ameriprise Financial	33,184		1,199
AON (A)	36,729		1,363
Apartment Investment & Management, Cl A † (A)	15,239		295
Assurant	14,800		514

Description	Shares	Market Value ($ Thousands)
AvalonBay Communities † (A)	11,108	$	1,037
Bank of America	1,336,128		19,200
Bank of New York Mellon (A)	162,586		4,014
BB&T (A)	93,297		2,455
Berkshire Hathaway, Cl A *	28		3,360
Berkshire Hathaway, Cl B * (A)	178,447		14,220
Boston Properties † (A)	18,000		1,284
Capital One Financial (A)	61,562		2,481
CB Richard Ellis Group, Cl A * (A)	34,600		471
Charles Schwab (A)	132,527		1,879
Chubb (A)	44,156		2,208
Cincinnati Financial (A)	22,879		592
Citigroup * (A)	3,014,185		11,333
CME Group	8,807		2,480
Comerica (A)	23,183		854
Discover Financial Services	69,630		973
E*Trade Financial *	26,543		314
Equity Residential † (A)	38,440		1,601
Federated Investors, Cl B (A)	10,545		218
Fifth Third Bancorp (A)	108,411		1,332
First Horizon National * (A)	27,927		320
Franklin Resources	20,015		1,725
Genworth Financial, Cl A *	67,000		876
Goldman Sachs Group	68,656		9,013
Hartford Financial Services Group (A)	57,386		1,270
HCP † (A)	40,200		1,296
Health Care † (A)	17,400		733
Host Hotels & Resorts † (A)	90,048		1,214
Hudson City Bancorp (A)	60,300		738
Huntington Bancshares	88,375		490
IntercontinentalExchange * (A)	10,100		1,142
Invesco	58,700		988
Janus Capital Group (A)	22,177		197
JPMorgan Chase	529,857		19,398
Keycorp (A)	117,383		903
Kimco Realty †	52,100		700
Legg Mason (A)	20,800		583
Leucadia National *	24,000		468
Lincoln National	38,798		942
Loews (A)	46,849		1,561
M&T Bank (A)	10,561		897
Marsh & McLennan	70,850		1,598
Marshall & Ilsley	71,170		511
MetLife	109,926		4,151
Moody’s (A)	26,808		534
Morgan Stanley	187,261		4,346
NASDAQ OMX Group *	17,400		309
Northern Trust (A)	32,905		1,537
NYSE Euronext	32,200		890
People’s United Financial	47,600		643
Plum Creek Timber † (A)	20,535		709
PNC Financial Services Group	70,575		3,987
Principal Financial Group	41,548		974
Progressive	87,368		1,635
Prologis † (A)	60,060		608
Prudential Financial	62,566		3,357
Public Storage † (A)	18,428		1,620
Regions Financial	162,463		1,069
Simon Property Group †	39,302		3,174
SLM *	65,143		677

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
State Street (A)	64,891	$	2,195
SunTrust Banks (A)	67,896		1,582
T. Rowe Price Group (A)	35,308		1,567
Torchmark	10,405		515
Travelers	64,852		3,194
Unum Group	42,452		921
US Bancorp (A)	256,406		5,731
Ventas † (A)	20,000		939
Vornado Realty Trust † (A)	21,473		1,567
Wells Fargo	693,963		17,765
XL Capital, Cl A	43,605		698
Zions Bancorporation (A)	21,760		469
			202,309
Health Care — 11.9%
Abbott Laboratories	205,946		9,634
Aetna	53,802		1,419
Allergan	41,466		2,416
AmerisourceBergen	38,692		1,229
Amgen *	128,018		6,734
Baxter International	80,138		3,257
Becton Dickinson	31,562		2,134
Biogen Idec * (A)	36,200		1,718
Boston Scientific *	196,012		1,137
Bristol-Myers Squibb (A)	229,975		5,736
C.R. Bard (A)	12,688		984
Cardinal Health	46,955		1,578
CareFusion *	22,677		515
Celgene *	61,900		3,146
Cephalon *	9,500		539
Cerner * (A)	8,700		660
Cigna	37,871		1,176
Coventry Health Care *	18,513		327
DaVita *	13,100		818
Dentsply International (A)	18,400		550
Eli Lilly (A)	135,930		4,554
Express Scripts * (A)	73,604		3,461
Forest Laboratories *	38,663		1,060
Genzyme * (A)	36,132		1,834
Gilead Sciences * (A)	119,272		4,088
Hospira *	22,704		1,304
Humana *	20,997		959
Intuitive Surgical * (A)	5,120		1,616
Johnson & Johnson	367,182		21,686
King Pharmaceuticals *	31,686		240
Laboratory Corp of America Holdings * (A)	12,963		977
Life Technologies *	23,843		1,127
McKesson	35,269		2,369
Medco Health Solutions *	61,416		3,383
Medtronic	147,417		5,347
Merck	415,544		14,532
Millipore *	7,093		756
Mylan Laboratories * (A)	38,911		663
Patterson (A)	11,300		322
PerkinElmer	14,040		290
Pfizer	1,074,676		15,325
Quest Diagnostics	18,524		922
St. Jude Medical *	44,356		1,601
Stryker (A)	38,142		1,909
Tenet Healthcare *	51,876		225
Thermo Fisher Scientific *	55,243		2,710

Description	Shares	Market Value ($ Thousands)
UnitedHealth Group	152,347	$	4,327
Varian Medical Systems *	15,700		821
Waters *	12,197		789
Watson Pharmaceuticals *	13,271		538
WellPoint *	55,998		2,740
Zimmer Holdings *	27,655		1,495
			149,677
Industrials — 10.1%
3M	95,282		7,526
Avery Dennison	13,715		441
Boeing (A)	101,432		6,365
C.H. Robinson Worldwide (A)	22,000		1,224
Caterpillar (A)	83,997		5,046
Cintas (A)	18,307		439
CSX	52,450		2,603
Cummins (A)	27,240		1,774
Danaher	70,796		2,628
Deere (A)	57,102		3,179
Dover	23,037		963
Dun & Bradstreet	6,300		423
Eaton (A)	21,969		1,438
Emerson Electric (A)	100,906		4,409
Equifax	15,725		441
Expeditors International of Washington	29,000		1,001
Fastenal (A)	18,100		908
FedEx	42,105		2,952
Flowserve	7,100		602
Fluor (A)	23,444		996
General Dynamics	51,826		3,035
General Electric (A)	1,421,674		20,501
Goodrich	15,520		1,028
Honeywell International (A)	102,755		4,011
Illinois Tool Works	52,324		2,160
ITT	23,500		1,056
Jacobs Engineering Group * (A)	16,900		616
L-3 Communications Holdings	15,023		1,064
Lockheed Martin (A)	41,894		3,121
Masco	47,668		513
Norfolk Southern	49,826		2,643
Northrop Grumman	40,719		2,217
PACCAR (A)	49,391		1,969
Pall (A)	15,495		532
Parker Hannifin	22,071		1,224
Pitney Bowes	28,375		623
Precision Castparts	19,200		1,976
Quanta Services * (A)	28,600		591
Raytheon (A)	51,368		2,486
Republic Services (A)	44,283		1,316
Robert Half International (A)	18,927		446
Rockwell Automation	19,526		959
Rockwell Collins	19,478		1,035
Roper Industries	12,000		671
RR Donnelley & Sons	27,111		444
Ryder System	7,254		292
Southwest Airlines	92,049		1,023
Stericycle * (A)	11,900		780
Textron (A)	34,598		587
Union Pacific	67,794		4,712
United Parcel Service, Cl B	132,311		7,527
United Technologies	124,532		8,083

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Waste Management (A)	65,328	$	2,044
WW Grainger (A)	7,965		792
			127,435
Information Technology — 18.5%
Adobe Systems *	68,836		1,819
Advanced Micro Devices * (A)	70,763		518
Agilent Technologies * (A)	47,506		1,351
Akamai Technologies * (A)	21,200		860
Altera (A)	40,851		1,014
Amphenol, Cl A	23,800		935
Analog Devices	36,899		1,028
Apple *	121,131		30,468
Applied Materials	181,450		2,181
Autodesk * (A)	29,317		714
Automatic Data Processing (A)	67,750		2,728
BMC Software *	25,349		878
Broadcom, Cl A (A)	58,436		1,927
CA (A)	50,527		930
Cisco Systems *	760,804		16,213
Citrix Systems * (A)	25,542		1,079
Cognizant Technology Solutions, Cl A * (A)	40,500		2,027
Computer Sciences	21,033		952
Compuware *	30,175		241
Corning	209,578		3,385
Dell *	231,874		2,796
eBay *	147,132		2,885
Electronic Arts *	43,978		633
EMC *	275,140		5,035
Fidelity National Information Services (A)	45,365		1,217
First Solar * (A)	6,740		767
Fiserv *	19,980		912
Flir Systems * (A)	19,200		559
Google, Cl A *	32,291		14,368
Harris	16,700		696
Hewlett-Packard	311,065		13,463
Intel	741,415		14,421
International Business Machines	170,737		21,083
Intuit *	40,786		1,418
Iron Mountain	24,800		557
Jabil Circuit	25,979		345
JDS Uniphase * (A)	29,456		290
Juniper Networks * (A)	71,400		1,629
Kla-Tencor	21,771		607
Lexmark International, Cl A * (A)	10,239		338
Linear Technology (A)	30,794		856
LSI Logic *	91,546		421
Mastercard, Cl A (A)	12,500		2,494
McAfee *	21,200		651
MEMC Electronic Materials * (A)	29,300		289
Microchip Technology (A)	23,100		641
Micron Technology * (A)	109,569		930
Microsoft	1,014,993		23,355
Molex (A)	17,460		318
Monster Worldwide * (A)	15,034		175
Motorola * (A)	314,106		2,048
National Semiconductor	29,337		395

Description	Shares	Market Value ($ Thousands)
NetApp *	45,476	$	1,697
Novell *	40,689		231
Novellus Systems * (A)	11,727		297
Nvidia * (A)	74,048		756
Oracle	521,988		11,202
Paychex (A)	41,456		1,077
QLogic *	14,148		235
Qualcomm	219,132		7,196
Red Hat * (A)	25,400		735
SAIC * (A)	38,844		650
Salesforce.com *	14,900		1,279
SanDisk *	30,200		1,271
Symantec *	106,447		1,477
Tellabs	50,899		325
Teradata *	23,168		706
Teradyne * (A)	20,307		198
Texas Instruments	163,949		3,817
Total System Services (A)	24,380		332
VeriSign * (A)	23,000		611
Visa, Cl A	60,672		4,292
Western Digital *	30,400		917
Western Union	89,812		1,339
Xerox	177,606		1,428
Xilinx (A)	38,009		960
Yahoo! * (A)	156,338		2,162
			233,030
Materials — 3.4%
Air Products & Chemicals	28,726		1,862
Airgas	10,400		647
AK Steel Holding	14,800		176
Alcoa (A)	134,535		1,353
Allegheny Technologies (A)	12,259		542
Ball	11,891		628
Bemis	14,490		391
CF Industries Holdings (A)	9,390		596
Cliffs Natural Resources (A)	18,011		849
Dow Chemical (A)	154,975		3,676
E.I. Du Pont de Nemours (A)	121,435		4,200
Eastman Chemical (A)	9,608		513
Ecolab (A)	30,930		1,389
FMC	9,000		517
Freeport-McMoRan Copper & Gold, Cl B (A)	63,268		3,741
International Flavors & Fragrances	9,794		415
International Paper	56,070		1,269
MeadWestvaco	21,515		478
Monsanto	73,248		3,385
Newmont Mining	65,908		4,069
Nucor (A)	42,782		1,638
Owens-Illinois *	22,600		598
Pactiv *	18,687		521
PPG Industries	21,545		1,302
Praxair (A)	41,099		3,123
Sealed Air	19,828		391
Sherwin-Williams (A)	12,116		838
Sigma-Aldrich (A)	15,536		774
Titanium Metals * (A)	12,100		213
United States Steel (A)	18,326		707
Vulcan Materials (A)	17,449		765

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Weyerhaeuser	28,788	$	1,013
			42,579
Telecommunication Services — 3.0%
American Tower, Cl A *	54,400		2,421
AT&T	786,940		19,036
CenturyTel (A)	40,992		1,365
Frontier Communications (A)	38,531		274
MetroPCS Communications * (A)	33,700		276
Qwest Communications International (A)	203,826		1,070
Sprint Nextel *	404,422		1,714
Verizon Communications	376,998		10,564
Windstream (A)	61,246		647
			37,367
Utilities — 3.7%
AES *	85,990		794
Allegheny Energy (A)	20,968		434
Ameren	31,044		738
American Electric Power	64,715		2,090
Centerpoint Energy	55,068		725
CMS Energy (A)	28,292		414
Consolidated Edison (A)	38,333		1,652
Constellation Energy Group (A)	25,599		826
Dominion Resources (A)	80,140		3,105
DTE Energy	21,045		960
Duke Energy (A)	176,722		2,827
Edison International	42,553		1,350
Entergy	25,664		1,838
Equities	19,300		697
Exelon (A)	88,754		3,370
FirstEnergy (A)	39,587		1,395
Integrys Energy Group (A)	9,434		413
NextEra Energy	55,820		2,722
Nicor (A)	5,325		216
NiSource	34,479		500
Northeast Utilities	21,900		558
NRG Energy * (A)	33,700		715
Oneok	13,900		601
Pepco Holdings	27,500		431
PG&E	50,329		2,068
Pinnacle West Capital	14,749		536
PPL	60,371		1,506
Progress Energy (A)	39,083		1,533
Public Service Enterprise Group	66,230		2,075
Questar	21,600		983
SCANA	14,500		518
Sempra Energy (A)	31,965		1,496
Southern (A)	110,635		3,682
TECO Energy (A)	26,212		395
Wisconsin Energy (A)	14,700		746
Xcel Energy (A)	59,219		1,220
			46,129
Total Common Stock (Cost $790,913) ($ Thousands)			1,239,438

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 23.3%
SEI Liquidity Fund, L.P.,
0.240% (B) ** ††		297,125,737	$	293,489
Total Affiliated Partnership (Cost $297,126) ($ Thousands)				293,489
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		20,760,365		20,760
Total Cash Equivalent (Cost $20,760) ($ Thousands)				20,760
U.S. TREASURY OBLIGATIONS (C) (D) — 0.2%
U.S. Treasury Bills
0.152%, 08/26/10	$	150		150
0.080%, 10/14/10		2,895		2,894
Total U.S. Treasury Obligations (Cost $3,044) ($ Thousands)				3,044
Total Investments — 123.5% (Cost $1,111,843) ($ Thousands) ‡			$	1,556,731

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index EMINI	502	Sep-2010	$	(1,465	)

For the period ended June 30, 2010, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,260,225 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $286,179 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $293,489 ($ Thousands).

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

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

Cl — Class

L.P. — Limited Partnership

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $1,126,545 ($ Thousands), and the unrealized appreciation and depreciation were $499,648 ($ Thousands) and ($69,462) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

S & P 500 Index Fund

June 30, 2010

The Following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands).

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,239,438	$	—	$	—	$	1,239,438
U.S. Treasury Obligations		—		3,044		—		3,044
Cash Equivalent		20,760		—		—		20,760
Affiliated Partnership		—		293,489		—		293,489
Total Investments in Securities	$	1,260,198	$	296,533	$	—	$	1,556,731

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(1,465	)	$	—	$	—	$	(1,465	)

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.4%
Consumer Discretionary — 15.2%
Aaron Rents	7,850	$	134
American Axle & Manufacturing Holdings *	9,000		66
American Eagle Outfitters	14,000		164
American Greetings, Cl A	11,900		223
American Public Education *	13,668		597
America’s Car-Mart *	6,800		154
Ameristar Casinos	20,262		305
AnnTaylor Stores *	15,000		244
ATC Technology *	6,200		100
Barnes & Noble	11,000		142
Belo, Cl A *	45,300		258
Big 5 Sporting Goods	8,600		113
Bluegreen *	1,884		6
Blyth	4,100		140
Bridgepoint Education *	4,000		63
Brinker International	8,063		116
Brown Shoe	41,030		623
Brunswick	27,300		339
Buckle	2,700		87
Buffalo Wild Wings *	6,510		238
Cabela’s *	13,625		193
California Pizza Kitchen *	21,700		329
Callaway Golf	29,398		178
Capella Education *	3,600		293
Carter’s *	10,100		265
Casual Male Retail Group *	40,500		138
Cato, Cl A	35,294		777
CEC Entertainment *	10,200		360
Charming Shoppes *	12,700		48
Cheesecake Factory *	16,016		356
Christopher & Banks	18,500		114
Cinemark Holdings	8,405		111
Citi Trends *	5,800		191
Cooper Tire & Rubber	34,002		663
Core-Mark Holding *	2,000		55
Corinthian Colleges *	14,300		141
Cracker Barrel Old Country Store	15,162		706
CROCS *	14,550		154
Dana Holding *	76,270		763
Deckers Outdoor *	4,100		586
Denny’s *	11,300		29
Dillard’s, Cl A	8,000		172
DineEquity *	2,500		70
Domino’s Pizza *	9,000		102
Dress Barn *	3,100		74
DSW, Cl A *	22,200		499
Eastman Kodak *	123,900		538
Entercom Communications *	28,548		252
Ethan Allen Interiors	3,500		49
EW Scripps, Cl A *	8,400		62
Exide Technologies *	8,300		43
Finish Line, Cl A	49,900		695
Foot Locker	41,960		530
Fossil *	10,446		362
Fred’s, Cl A	3,150		35
Furniture Brands International *	18,800		98
Gaylord Entertainment *	12,454		275
Genesco *	11,500		303
Gymboree *	755		32

Description	Shares	Market Value ($ Thousands)
Hillenbrand	15,437	$	330
HOT Topic	51,200		260
HSN *	29,455		707
Iconix Brand Group *	43,550		626
Insight Enterprises *	22,500		296
Interval Leisure Group *	2,800		35
Isle of Capri Casinos *	30,321		281
Jo-Ann Stores *	9,411		353
Jones Apparel Group	22,850		362
JOS A Bank Clothiers *	4,400		238
Kirkland’s *	39,102		660
Knology *	16,036		175
Lakeland Industries *	19,300		177
La-Z-Boy, Cl Z *	19,200		143
Leggett & Platt	3,800		76
Lennar, Cl A	9,425		131
Liberty Media — Starz *	700		36
Life Time Fitness *	13,694		435
Lifetime Brands *	6,800		99
Lincoln Educational Services *	11,700		241
Live Nation *	15,900		166
Liz Claiborne *	32,200		136
Lodgenet Entertainment *	12,200		45
Lululemon Athletica *	11,779		438
Marcus	4,929		47
Matthews International, Cl A	4,100		120
MDC Partners, Cl A	64,500		689
Media General, Cl A *	9,600		94
Men’s Wearhouse	3,300		61
Meredith	5,800		181
Morningstar *	1,800		77
National CineMedia	6,202		103
New Frontier Media *	52,900		85
Nutri/System	5,800		133
Office Depot *	31,400		127
OfficeMax *	28,030		366
Oxford Industries	15,500		324
Peet’s Coffee & Tea *	1,100		43
Penske Auto Group *	6,100		69
PF Chang’s China Bistro	8,900		353
Pier 1 Imports *	3,800		24
Pinnacle Entertainment *	24,397		231
Polaris Industries	2,700		147
Pool	5,900		129
Pre-Paid Legal Services *	2,700		123
Princeton Review *	21,100		49
RC2 *	14,700		237
Regal Entertainment Group, Cl A	17,000		222
Regis	13,500		210
Retail Ventures *	4,400		34
Ryland Group	36,940		584
Sauer-Danfoss *	5,700		70
Scholastic	9,224		222
Sealy *	22,400		60
Service International	11,399		84
Shoe Carnival *	5,500		113
Shutterfly *	10,200		244
Skechers U.S.A., Cl A *	5,400		197
Sonic Automotive, Cl A *	4,600		39
Sotheby’s	15,700		359
Spartan Motors	6,000		25
Stage Stores	39,300		420
Stamps.com *	4,000		41

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Steiner Leisure *	12,123	$	466
Stewart Enterprises, Cl A	24,100		131
Stoneridge *	6,200		47
Sturm Ruger	30,880		443
Systemax	3,900		59
Talbots *	26,100		269
Tempur-Pedic International *	27,497		846
Tenneco *	38,943		820
Tesla Motors *	7,800		186
Texas Roadhouse, Cl A *	5,700		72
Tractor Supply	5,221		318
Tupperware Brands	10,585		422
Ulta Salon Cosmetics & Fragrance *	21,870		517
Under Armour, Cl A *	6,200		205
Unifirst	1,400		62
Universal Electronics *	1,300		22
Universal Technical Institute *	7,400		175
Valassis Communications *	6,700		212
Volcom *	3,800		71
Wendy’s, Cl A	50,021		200
Wolverine World Wide	6,800		172
			33,650
Consumer Staples — 4.3%
Alliance One International *	47,500		169
American Italian Pasta, Cl A *	15,872		839
Andersons	6,200		202
Cal-Maine Foods	6,600		211
Casey’s General Stores	8,500		297
China-Biotics *	18,800		244
Chiquita Brands International *	46,978		571
Cosan SA Industria e Comercio (Brazil) *	21,300		266
Darling International *	36,500		274
Del Monte Foods	22,200		319
Flowers Foods	4,000		98
Great Atlantic & Pacific Tea *	29,900		116
Herbalife	3,154		145
J&J Snack Foods	5,600		236
Kulim Malaysia	122,300		281
Lancaster Colony	8,197		437
Lance	14,600		241
Mead Johnson Nutrition, Cl A	1,200		60
Medifast *	24,033		623
NBTY *	18,600		632
Nu Skin Enterprises, Cl A	18,800		469
Pantry *	22,100		312
Pricesmart	2,300		53
Revlon, Cl A *	1,400		16
Ruddick	24,186		749
Smart Balance *	40,098		164
TreeHouse Foods *	11,027		504
United Natural Foods *	6,854		205
Universal	2,600		103
USANA Health Sciences *	400		15
Vector Group	8,406		142
Viterra, Cl Common Subscription Recei *	34,500		230
Weis Markets	390		13
Winn-Dixie Stores *	19,793		191
			9,427

Description	Shares	Market Value ($ Thousands)
Energy — 5.5%
Allis-Chalmers Energy *	20,800	$	43
American Oil & Gas *	16,100		101
Approach Resources *	29,200		201
Arena Resources *	5,000		159
Berry Petroleum, Cl A	15,000		386
BPZ Resources *	55,800		232
Brigham Exploration *	10,800		166
CARBO Ceramics	3,700		267
Clayton Williams Energy *	3,400		143
Clean Energy Fuels *	6,200		93
Complete Production Services *	6,800		97
Comstock Resources *	20,250		561
Contango Oil & Gas *	3,515		157
CVR Energy *	42,400		319
Delek US Holdings	5,200		38
Dril-Quip *	200		9
Energy Partners *	2,700		33
Energy XXI Bermuda *	18,400		290
Exterran Holdings *	7,300		188
Frontline	5,500		157
GeoMet *	49,900		57
Global Geophysical Services *	5,100		35
GMX Resources *	17,300		112
Goodrich Petroleum *	36,043		433
Gulfport Energy *	5,300		63
Helix Energy Solutions Group *	32,388		349
Holly	4,000		106
Houston American Energy	3,700		36
International Coal Group *	35,425		136
InterOil *	1,100		49
Key Energy Services *	63,395		582
Kodiak Oil & Gas *	78,666		251
Lufkin Industries	17,668		689
Matrix Service *	13,200		123
McMoRan Exploration *	19,500		217
Newpark Resources *	11,200		68
Northern Oil And Gas *	15,800		203
Oilsands Quest * (A)	420,000		256
Overseas Shipholding Group	3,200		119
PetroHawk Energy *	38,300		650
Quicksilver Resources *	27,809		306
Rosetta Resources *	7,900		156
Scorpio Tankers *	64,113		734
Ship Finance International	3,700		66
StealthGas *	26,100		121
Swift Energy *	10,100		272
T-3 Energy Services, Cl 3 *	8,429		235
Teekay Shipping	8,400		220
Tesoro	13,500		158
Tetra Technologies *	25,600		232
Tidewater	2,055		80
Unit *	4,900		199
USEC *	36,600		174
Vaalco Energy	24,440		137
Venoco *	22,428		369
W&T Offshore	30,100		285
Willbros Group *	2,700		20
World Fuel Services	12,500		324
			12,262
Financials — 15.7%
Alterra Capital Holdings	9,900		186

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
American Campus Communities †	5,600	$	153
Amtrust Financial Services	20,200		243
Anworth Mortgage Asset †	44,458		317
Apartment Investment & Management, Cl A †	4,300		83
Apollo Investment *	11,562		108
Ashford Hospitality Trust * †	9,500		70
Aspen Insurance Holdings	17,300		428
Associated Banc-Corp	15,700		193
Associated Estates Realty †	26,315		341
Astoria Financial	12,000		165
Bancorp Rhode Island	9,100		238
BGC Partners, Cl A	9,900		51
Boston Private Financial Holdings	43,100		277
Brasil Brokers Participacoes	57,000		186
Calamos Asset Management, Cl A	15,475		144
CapitalSource	44,057		210
Capstead Mortgage †	31,900		353
Cardinal Financial	19,500		180
Cathay General Bancorp	20,900		216
Cedar Shopping Centers †	28,960		174
Chatham Lodging Trust * †	8,700		155
Chemical Financial	4,700		102
Chimera Investment †	49,000		177
City Holding	2,700		75
CNO Financial Group *	18,600		92
Cogdell Spencer †	47,503		321
Cohen & Steers	3,900		81
Colonial Properties Trust †	20,100		292
Community Bank System	11,000		242
Cowen Group, Cl A *	61,200		251
Crawford, Cl B *	4,200		13
CreXus Investment †	14,900		185
CVB Financial	7,800		74
Delphi Financial Group, Cl A	14,800		361
Developers Diversified Realty †	32,342		320
DiamondRock Hospitality †	40,386		332
Dollar Financial *	12,300		243
Duff & Phelps	13,100		165
DuPont Fabros Technology †	13,673		336
E*Trade Financial *	12,650		149
EastGroup Properties †	2,122		76
Education Realty Trust †	48,000		289
eHealth *	2,700		31
EMC Insurance Group	800		18
Encore Bancshares *	9,150		91
Entertainment Properties Trust †	1,400		53
Equity Lifestyle Properties †	2,162		104
Equity One †	13,300		208
ESSA Bancorp	8,486		105
FBR Capital Markets *	77,800		259
Federated Investors, Cl B	4,600		95
First Bancorp	71,900		38
First Cash Financial Services *	672		15
First Commonwealth Financial	13,900		73
First Financial Bancorp	42,940		642
First Industrial Realty Trust * †	16,200		78
FirstMerit	8,500		146
Flushing Financial	18,400		225
FNB (Pennsylvania)	13,500		108
Fpic Insurance Group *	9,300		239

Description	Shares	Market Value ($ Thousands)
Fulton Financial	26,380	$	255
General Shopping Brasil (Brazil) *	48,500		215
Getty Realty †	6,963		156
Gluskin Sheff + Associates	8,300		133
Great American Group *	54,800		83
Greenhill	5,291		323
Hancock Holding	15,220		508
Hanover Insurance Group	10,400		452
Harleysville Group	2,300		71
Hatteras Financial †	3,500		97
Hercules Technology Growth Capital	10,700		99
Highwoods Properties †	24,487		680
Home Bancshares	11,300		258
Home Federal Bancorp	8,800		111
Home Properties †	1,800		81
Hudson Valley Holding	9,570		221
Infinity Property & Casualty	2,200		102
Inland Real Estate †	67,078		531
International Assets Holding *	1		0
Investors Real Estate Trust †	22,500		199
iStar Financial * †	32,528		145
Kennedy-Wilson Holdings *	10,500		106
Knight Capital Group, Cl A *	16,620		229
Lexington Realty Trust †	45,177		272
Life Partners Holdings	7,450		152
LTC Properties †	16,823		408
MB Financial	10,700		197
Meadowbrook Insurance Group	77,100		665
Medical Properties Trust †	40,800		385
MF Global Holdings *	26,950		154
MFA Financial †	62,700		464
MGIC Investment *	80,035		552
Mid-America Apartment Communities †	951		49
National Penn Bancshares	81,600		490
National Retail Properties †	18,750		402
Nationwide Health Properties †	2,200		79
Navios Maritime Acquisition *	35,500		230
Nelnet, Cl A	12,300		237
Old National Bancorp	15,000		155
Omega Healthcare Investors †	1,100		22
optionsXpress Holdings *	12,453		196
Pacific Continental	19,050		180
PacWest Bancorp	15,305		280
Pennsylvania Real Estate Investment Trust †	24,323		297
PHH *	10,300		196
Phoenix *	32,900		69
Piedmont Office Realty Trust, Cl A †	5,600		105
Platinum Underwriters Holdings	7,100		258
PMA Capital, Cl A *	19,890		130
Post Properties †	15,450		351
Potlatch †	8,577		306
Prospect Capital	6,700		65
Prosperity Bancshares	4,400		153
Provident Financial Services	7,200		84
Radian Group	90,731		657
RAIT Financial Trust * †	21,700		41
Redwood Trust †	11,600		170
Renasant	11,100		159
RLI	5,000		263

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
S&T Bancorp	5,000	$	99
Safeguard Scientifics *	6,700		71
Safety Insurance Group	5,009		185
SCBT Financial	4,700		166
SeaBright Insurance Holdings	12,300		117
Seacoast Banking Corp of Florida *	57,500		77
Selective Insurance Group	6,900		103
Senior Housing Properties Trust †	5,600		113
Simmons First National, Cl A	5,100		134
Sovran Self Storage †	4,300		148
Starwood Property Trust †	17,000		288
Sunstone Hotel Investors * †	44,980		447
Susquehanna Bancshares	81,240		677
SVB Financial Group *	1,900		78
SWS Group	12,300		117
Synovus Financial	121,175		308
Tanger Factory Outlet Centers †	2,200		91
Taubman Centers †	5,800		218
TD Ameritrade Holding *	6,600		101
Texas Capital Bancshares *	6,700		110
THL Credit *	13,900		160
Thomas Weisel Partners Group *	17,200		101
Titanium Asset Management PIPE * (B) (C)	2,000		6
Titanium Asset Management	13,400		33
Tower Group	5,846		126
Trustco Bank NY	47,000		263
Trustmark	20,777		433
Umpqua Holdings	31,532		362
United Community Banks *	13,519		53
United Financial Bancorp	7,200		98
Universal Health Realty Income Trust †	1,400		45
Uranium Participation *	48,200		256
U-Store-It Trust †	43,450		324
Validus Holdings	9,500		232
ViewPoint Financial Group	9,900		137
Waddell & Reed Financial, Cl A	2,121		46
Washington Federal	8,800		142
Washington Real Estate Investment Trust †	20,200		557
Westamerica Bancorporation	4,400		231
Western Alliance Bancorp *	47,937		344
Whitney Holding	49,622		459
Wilmington Trust	10,300		114
Wilshire Bancorp	3,700		32
World Acceptance *	26,616		1,020
WSFS Financial	6,100		219
Zions Bancorporation	14,450		312
			34,856
Health Care — 12.7%
Abaxis *	18,875		404
Acorda Therapeutics *	29,000		902
Affymetrix *	21,962		129
Air Methods *	10,505		313
Albany Molecular Research *	5,600		29
Align Technology *	33,452		497
Allos Therapeutics *	9,800		60
Allscripts Healthcare Solutions *	12,000		193
Alnylam Pharmaceuticals *	2,100		32
AMAG Pharmaceuticals *	18,598		639

Description	Shares	Market Value ($ Thousands)
Amedisys *	2,300	$	101
American Medical Systems Holdings *	8,400		186
AMERIGROUP *	16,856		548
AMN Healthcare Services *	19,601		147
Amsurg *	21,300		380
Analogic	2,500		114
Angiodynamics *	6,100		90
Arena Pharmaceuticals *	65,479		201
Assisted Living Concepts, Cl A *	8,500		252
Auxilium Pharmaceuticals *	2,600		61
BioMarin Pharmaceuticals *	24,976		474
Bio-Reference Labs *	2,400		53
Bruker BioSciences *	31,533		383
Cantel Medical	13,300		222
Cardiome Pharma *	36,951		301
Catalyst Health Solutions *	4,300		148
Chemed	14,808		809
Conmed *	3,800		71
Cooper	4,012		160
Cubist Pharmaceuticals *	18,635		384
Cyberonics *	2,200		52
Durect *	85,275		207
Emergency Medical Services, Cl A *	7,300		358
Emergent Biosolutions *	1,185		19
Ensign Group	15,000		248
Enzo Biochem *	6,800		28
eResearchTechnology *	21,800		172
ev3 *	10,200		229
Exactech *	12,200		208
Exelixis *	42,962		149
Furiex Pharmaceuticals *	550		6
Genoptix *	2,500		43
Gen-Probe *	3,700		168
Gentiva Health Services *	3,400		92
Haemonetics *	4,000		214
Halozyme Therapeutics *	12,700		89
Health Management Associates, Cl A *	44,439		345
Healthsouth *	32,669		611
HealthTronics *	50,100		242
Hill-Rom Holdings	4,600		140
Hi-Tech Pharmacal *	1,900		44
HMS Holdings *	3,400		184
ICU Medical *	26,800		862
Idexx Laboratories *	3,300		201
Immucor *	3,400		65
Immunogen *	20,500		190
Impax Laboratories *	5,800		111
Incyte *	37,100		411
Inspire Pharmaceuticals *	24,900		124
Inverness Medical Innovations *	8,400		224
IPC The Hospitalist *	8,283		208
Isis Pharmaceuticals *	1,300		13
Kendle International *	14,300		165
Kensey Nash *	5,700		135
Kindred Healthcare *	7,400		95
King Pharmaceuticals *	51,600		392
LCA-Vision *	14,800		82
LHC Group *	7,900		219
LifePoint Hospitals *	12,700		399
Magellan Health Services *	10,608		385

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Masimo	10,193	$	243
Medicines *	44,500		339
Medicis Pharmaceutical, Cl A	23,610		517
Medivation *	8,726		77
Mednax *	3,700		206
MELA Sciences *	9,145		68
Meridian Bioscience	14,400		245
Merit Medical Systems *	1,388		22
MWI Veterinary Supply *	1,300		65
Nektar Therapeutics *	28,509		345
Nighthawk Radiology Holdings *	4,600		12
NuVasive *	16,174		574
NxStage Medical *	2,200		33
Odyssey HealthCare *	7,600		203
Omnicell *	10,029		117
Optimer Pharmaceuticals *	12,003		111
Orthofix International *	5,191		166
Owens & Minor	5,200		148
Par Pharmaceutical *	9,800		254
Parexel International *	8,800		191
PDL BioPharma	97,311		547
Perrigo	1,600		94
Pharmaceutical Product Development	6,607		168
Pharmasset *	6,196		169
Pozen *	36,538		256
Providence Service *	12,800		179
PSS World Medical *	10,400		220
Psychiatric Solutions *	4,900		160
Questcor Pharmaceuticals *	85,625		874
Quidel *	31,829		404
RehabCare Group *	5,300		115
Res-Care *	20,400		197
Rigel Pharmaceuticals *	43,800		315
Salix Pharmaceuticals *	6,500		254
Savient Pharmaceuticals *	56,971		718
Seattle Genetics *	3,417		41
SIGA Technologies *	22,393		172
Sirona Dental Systems *	8,300		289
Spectrum Pharmaceuticals *	22,300		87
StemCells *	63,700		60
STERIS	26,448		822
Sun Healthcare Group *	22,900		185
Sunrise Senior Living *	14,000		39
Techne	3,800		218
Theravance *	6,600		83
Valeant Pharmaceuticals International *	5,700		298
Viropharma *	40,500		454
Vivus *	6,200		60
WellCare Health Plans *	14,832		352
Zoll Medical *	3,834		104
			28,282
Industrials — 13.3%
AAR *	13,160		220
ABM Industries	10,725		225
ACCO Brands *	10,300		51
Actuant, Cl A	15,600		294
Aegean Marine Petroleum Network	28,552		571
AerCap Holdings *	44,453		462
Aerovironment *	16,075		349

Description	Shares	Market Value ($ Thousands)
Air Transport Services Group *	9,200	$	44
Airtran Holdings *	216,250		1,049
Alaska Air Group *	8,800		396
American Science & Engineering	1,800		137
AMR *	10,300		70
AO Smith	4,300		207
APAC Customer Services *	72,729		414
Apogee Enterprises	20,746		225
Applied Industrial Technologies	15,000		380
Arkansas Best	15,500		322
Armstrong World Industries *	9,035		273
ArvinMeritor *	21,300		279
Atlas Air Worldwide Holdings *	11,624		552
Avis Budget Group *	65,831		646
AZZ	800		29
Baldor Electric	9,800		354
BE Aerospace *	21,700		552
Belden	1,900		42
Briggs & Stratton	17,600		300
Brink’s	3,500		67
Carlisle	5,500		199
Celadon Group *	26,511		375
Cenveo *	26,300		144
Chart Industries *	10,187		159
Clean Harbors *	1,500		100
Columbus McKinnon *	19,300		270
Comfort Systems USA	2,100		20
Consolidated Graphics *	10,100		437
Continental Airlines, Cl B *	6,879		151
Con-way	3,600		108
Copa Holdings, Cl A	5,027		222
Cornell *	23,300		626
Corporate Executive Board	11,984		315
CRA International *	12,700		239
Crane	6,890		208
Cubic	14,760		537
Deluxe	5,500		103
Dollar Thrifty Automotive Group *	3,000		128
Douglas Dynamics *	25,600		294
Ducommun	1,600		27
Dycom Industries *	38,100		326
Dynamic Materials	2,217		36
EMCOR Group *	24,674		572
EnerNOC *	8,011		252
EnerSys *	17,016		364
Ennis	8,100		121
EnPro Industries *	1,200		34
Fastenal	3,800		190
Force Protection *	60,500		248
Franklin Electric	900		26
FTI Consulting *	10,900		475
Generac Holdings *	19,600		275
Genesee & Wyoming, Cl A *	10,770		402
Geo Group *	14,200		295
GeoEye *	9,444		294
GrafTech International *	18,800		275
Granite Construction	9,400		222
Great Lakes Dredge & Dock	95,373		572
H&E Equipment Services *	20,800		156
Hawaiian Holdings *	60,200		311
Hexcel *	14,350		223
Higher One Holdings *	20,186		293
HNI	8,656		239

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Horizon Lines, Cl A	8,100	$	34
Innerworkings *	55,157		377
Interface, Cl A	19,400		208
Kaman	4,300		95
Kelly Services, Cl A *	6,000		89
Kirby *	6,200		237
Kratos Defense & Security Solutions *	20,800		218
Landstar System	4,655		182
LECG *	51,500		134
Lennox International	3,961		164
Lydall *	4,000		31
Manitowoc	39,100		357
Marten Transport *	6,555		136
Mcgrath Rentcorp	1,400		32
Michael Baker *	11,982		418
Middleby *	3,677		196
Mine Safety Appliances	5,600		139
Mueller Water Products, Cl A	97,967		363
Navistar International *	4,400		216
Nordson	4,200		236
Old Dominion Freight Line *	15,051		529
Pacer International *	20,500		143
Polypore International *	13,876		315
Powell Industries *	5,307		145
Raven Industries	6,728		227
RBC Bearings *	5,365		155
Resources Connection *	14,850		202
Robbins & Myers	12,200		265
RSC Holdings *	36,600		226
Skywest	4,600		56
Standard Register	9,300		29
Standex International	8,100		205
TAL International Group	14,500		326
Teleflex	3,100		168
Tennant	4,147		140
Terex *	3,182		60
Tetra Tech *	17,176		337
Textainer Group Holdings	11,600		280
Titan Machinery *	20,525		269
Tredegar	5,400		88
TrueBlue *	10,100		113
Tutor Perini *	18,694		308
UAL *	10,500		216
US Airways Group *	44,000		379
US Ecology	3,304		48
Vitran *	13,850		183
Wabash National *	70,167		499
Watts Water Technologies, Cl A	5,300		152
Werner Enterprises	11,530		252
			29,550
Information Technology — 19.4%
Acme Packet *	22,771		612
Actel *	3,900		50
Acxiom *	8,100		119
ADC Telecommunications *	44,040		326
Advanced Energy Industries *	40,560		499
Advent Software *	3,741		176
Amkor Technology *	30,600		169
Anixter International *	3,300		140
Applied Micro Circuits *	38,200		400
Archipelago Learning *	15,189		174

Description	Shares	Market Value ($ Thousands)
Arris Group *	68,200	$	695
Art Technology Group *	17,100		58
AsiaInfo Holdings *	6,434		141
Atheros Communications *	15,896		438
Atmel *	45,270		217
Aviat Networks *	62,960		229
Benchmark Electronics *	36,688		581
Blackbaud	12,300		268
Blue Coat Systems *	15,800		323
Brightpoint *	38,100		267
Brocade Communications Systems *	37,200		192
Cabot Microelectronics *	7,900		273
CDC Software ADR *	46,300		362
Checkpoint Systems *	13,200		229
Ciber *	77,316		214
Cirrus Logic *	21,100		334
Cognex	12,500		220
Cogo Group *	2,300		14
CommScope *	9,880		235
CommVault Systems *	25,258		568
Comtech Telecommunications *	13,030		390
Comverse Technology *	35,700		278
CSG Systems International *	26,800		491
CTS	16,000		148
Cybersource *	8,900		227
Cymer *	9,400		282
Cypress Semiconductor *	11,400		114
Daktronics	7,300		55
Digi International *	40,500		335
Digital River *	13,200		316
Diodes *	19,450		309
DTS *	1,165		38
Earthlink	17,400		138
Echo Global Logistics *	10,274		126
EFJ *	12,600		18
Electro Rent	3,500		45
Electronics for Imaging *	6,700		65
Emulex *	20,300		187
Entegris *	75,100		298
Fabrinet *	5,800		62
Fairchild Semiconductor International *	57,790		486
Forrester Research *	3,396		103
Gartner *	1,400		33
Hackett Group *	57,000		160
Heartland Payment Systems	28,900		429
Hittite Microwave *	10,800		483
Imation *	55,998		515
Informatica *	8,100		193
Integrated Device Technology *	89,171		441
Integrated Silicon Solution *	13,000		98
InterDigital *	9,800		242
Intermec *	5,300		54
Intersil, Cl A	13,687		166
Isilon Systems *	2,400		31
IXYS *	6,500		57
j2 Global Communications *	14,900		325
Jack Henry & Associates	5,300		127
JDA Software Group *	39,461		867
KIT Digital *	28,297		250
Knot *	37,500		292
Lattice Semiconductor *	40,400		175

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Lawson Software *	21,580	$	158
LivePerson *	5,200		36
Loral Space & Communications *	4,100		175
LTX-Credence *	25,300		72
Manhattan Associates *	11,500		317
Mantech International, Cl A *	16,000		681
MAXIMUS	7,200		417
Mentor Graphics *	46,510		412
MercadoLibre *	4,375		230
Methode Electronics	44,300		431
Micrel	10,900		111
Microsemi *	4,300		63
MicroStrategy, Cl A *	9,509		714
Mitel Networks *	30,500		274
MKS Instruments *	15,000		281
ModusLink Global Solutions *	8,800		53
MoneyGram International *	33,700		83
Move *	38,000		78
MTS Systems	5,100		148
National Instruments	4,500		143
NCR *	10,000		121
Netgear *	33,144		591
Netlogic Microsystems *	21,555		586
NetSuite *	22,333		282
Novatel Wireless *	50,400		289
Novell *	35,300		200
Omnivision Technologies *	10,200		219
Openwave Systems *	19,500		40
OSI Systems *	9,600		267
Palm *	18,500		105
Parametric Technology *	41,700		653
Park Electrochemical	20,025		489
Parkervision *	106,400		135
Pegasystems	4,800		154
Photronics *	59,350		268
Plantronics	9,900		283
Plexus *	11,900		318
PMC — Sierra *	32,100		241
Power Integrations	11,200		361
Power-One *	23,500		159
Progress Software *	21,217		637
Quality Systems	8,496		493
Quantum *	221,872		417
Quest Software *	45,038		812
RealNetworks *	32,200		106
RF Micro Devices *	1,674		7
RightNow Technologies *	14,620		229
Riverbed Technology *	14,986		414
Rogers *	3,200		89
Rosetta Stone *	15,150		348
Sanmina-SCI *	25,100		342
Sapient	65,996		669
Scansource *	8,900		222
Seachange International *	32,900		271
Sonic Solutions *	7,200		60
SRA International, Cl A *	5,200		102
Standard Microsystems *	7,100		165
STEC *	8,635		109
Stratasys *	2,399		59
SuccessFactors *	13,275		276
Synaptics *	3,100		85
Synchronoss Technologies *	2,600		49
SYNNEX *	2,400		61

Description	Shares	Market Value ($ Thousands)
Syntel	12,175	$	413
Take-Two Interactive Software *	10,300		93
Taleo, Cl A *	10,000		243
Tech Data *	3,600		128
Tekelec *	8,200		109
TeleNav *	9,300		78
TeleTech Holdings *	17,853		230
Teradyne *	52,078		508
Tessera Technologies *	1,326		21
THQ *	14,900		64
TIBCO Software *	62,900		759
TriQuint Semiconductor *	43,502		266
TTM Technologies *	47,800		454
Tyler Technologies *	400		6
Ultimate Software Group *	3,757		123
Unisys *	30,450		563
United Online	51,100		294
Valueclick *	63,722		681
VanceInfo Technologies ADR *	9,345		218
Vasco Data Security International *	4,203		26
Veeco Instruments *	18,027		618
VeriFone Holdings *	22,250		421
VistaPrint *	9,304		442
Vocus *	5,200		79
Volterra Semiconductor *	20,100		464
Websense *	4,090		77
Wright Express *	9,400		279
Xyratex *	10,800		153
Zoran *	63,500		606
			43,048
Materials — 5.2%
AK Steel Holding	18,700		223
Allied Nevada Gold *	13,400		264
AM Castle *	8,200		114
Aptargroup	6,400		242
Arch Chemicals	2,100		65
Buckeye Technologies *	14,400		143
Carpenter Technology	26,490		869
Century Aluminum *	7,700		68
Clearwater Paper *	1,700		93
Commercial Metals	14,900		197
Cytec Industries	2,161		86
Domtar	2,600		128
Ferro *	7,600		56
General Steel Holdings *	12,300		29
Globe Specialty Metals *	28,000		289
Graham Packaging *	5,100		61
H.B. Fuller	12,900		245
Haynes International	2,557		79
Headwaters *	19,500		56
Innophos Holdings	16,500		430
Jaguar Mining *	28,200		249
Koppers Holdings	12,700		285
Landec *	3,400		20
Myers Industries	11,700		95
New Gold *	42,600		264
NewMarket	12,672		1,106
Olin	15,304		277
OM Group *	5,200		124
Omnova Solutions *	38,900		304
PolyOne *	52,440		442

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Quaker Chemical	11,700	$	317
Rockwood Holdings *	20,686		469
RTI International Metals *	15,536		374
Schnitzer Steel Industries, Cl A	4,176		164
Schulman A	7,100		135
Schweitzer-Mauduit International	4,900		247
Sensient Technologies	4,500		117
Solutia *	33,500		439
Spartech *	27,504		282
Stepan	277		19
Temple-Inland	17,378		359
Universal Stainless & Alloy *	12,300		197
Wausau Paper *	8,100		55
Worthington Industries	31,911		410
WR Grace *	48,528		1,021
			11,508
Telecommunication Services — 0.8%
Alaska Communications Systems Group	14,000		119
Cincinnati Bell *	120,869		364
Cogent Communications Group *	9,605		73
Consolidated Communications Holdings	7,200		122
Frontier Communications	29,700		211
Global Crossing *	13,800		146
Leap Wireless International *	13,100		170
Neutral Tandem *	23,800		268
PAETEC Holding *	50,600		172
Shenandoah Telecommunications	2,800		50
USA Mobility	9,200		119
			1,814
Utilities — 2.3%
Allete	5,400		185
California Water Service Group	6,070		217
Cia de Saneamento de Minas Gerais-COPASA (Brazil)	18,900		262
Cleco	13,600		359
Empire District Electric	9,000		169
Idacorp	11,300		376
Laclede Group	1,813		60
MGE Energy	3,394		122
New Jersey Resources	9,904		349
Nicor	2,800		113
NorthWestern	18,200		477
PNM Resources	33,794		378
Portland General Electric	29,100		533
UGI	11,300		287
UIL Holdings	8,099		203
Unisource Energy	10,600		320
Vectren	15,826		374
Westar Energy	10,900		236
			5,020
Total Common Stock (Cost $209,225) ($ Thousands)			209,417

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
PREFERRED STOCK — 0.3%
Grubb & Ellis Cumulative *		5,800	$	453
Callaway Golf (A)		1,500		153
Total Preferred Stock (Cost $764) ($ Thousands)				606
	Number of Warrants
WARRANTS — 0.0%
Oilsands Quest Expires 05/12/11 * (B) (C)		1,200		—
Total Warrants (Cost $—) ($Thousands)				—
CONVERTIBLE BOND — 0.1%
Rentech CV to 249.2522	$	454		297
4.000%, 04/15/13 (D)
Total Convertible Bond (Cost $345) ($ Thousands)				297
CORPORATE OBLIGATION — 0.0%
Financials — 0.0%
Scorpio Mining PIPE
7.000%, 05/05/11 (B) (C)		52		45
Total Corporate Obligation (Cost $46) ($ Thousands)				45
CASH EQUIVALENT — 4.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		9,565,040		9,565
Total Cash Equivalent (Cost $9,565) ($ Thousands)				9,565
U.S. TREASURY OBLIGATION (D) (E) — 0.4%
U.S. Treasury Bills
0.196%, 12/16/10		788		788
Total U.S. Treasury Obligation (Cost $788) ($ Thousands)				788
Total Investments — 99.5% (Cost $220,733) ($ Thousands) ‡			$	220,718

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	130	Sep-2010	$	(469	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $221,934 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(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 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.

(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, 2010 was $51 ($ Thousands) and represented 0.02% of Net Assets.

(C) Securities considered illiquid and restricted. The total value of such securities as of June 30, 2010 was $51 ($ Thousands) and represented 0.02% of Net Assets.

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

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

ADR — American Depositary Receipt

Cl — Class

CV — Convertible

PIPE — Private Investment in Public Entity

Amounts designated as “-” are $0 or has been rounded to $0.

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $220,733 ($ Thousands), and the unrealized appreciation and depreciation were $16,678 ($ Thousands) and ($16,693) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Small Cap Fund

June 30, 2010

A summary of restricted securities held by the Fund as of June 30, 2010, is as follows:

	Number of Shares/ Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Scorpio Mining PIPE	52,300	10/06/09	10/06/09	$	46	$	45	0.02	%
Titanium Asset PIPE	2,000	03/31/10	03/31/10		8		6	—
				$	54	$	51	0.02	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	209,335		$	76	$	6	$	209,417
Preferred Stock		—			606		—		606
Convertible Bond		—			297		—		297
Corporate Obligation		—			—		45		45
Warrant		—			—		—		—
U.S. Treasury Obligation		—			788		—		788
Cash Equivalent		9,565			—		—		9,565
Total Investments in Securities	$	218,900		$	1,767	$	51	$	220,718
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(469	)	$	—	$	—	$	(469	)

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

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

	Common Stock			Corporate Obligation
Beginning balance as of October 1, 2009	$	—		$	—
Accrued discounts/premiums		—			2
Realized gain/(loss)		(53	)		—
Change in unrealized appreciation/(depreciation)		(2	)		(1	)
Net purchases/sales		61			44
Net transfer in and/or out of Level 3		—			—
Ending balance as of June 30, 2010	$	6		$	45
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	—		$	—

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.8% ‡
Consumer Discretionary — 7.9%
Abercrombie & Fitch, Cl A (A)	29,809	$	915
American Greetings, Cl A (A)	44,900		842
America’s Car-Mart *	22,100		500
Arctic Cat *	43,600		397
ATC Technology *	94,797		1,528
Bebe Stores	44,471		285
Belo, Cl A *	142,762		812
Big Lots * (A)	24,200		776
Blyth	6,475		221
Bob Evans Farms (A)	24,000		591
Brown Shoe	33,700		512
Cabela’s * (A)	59,800		846
Callaway Golf (A)	139,719		844
Casual Male Retail Group *	132,600		453
Cato, Cl A	35,000		771
Childrens Place Retail Stores * (A)	15,600		687
Cooper Tire & Rubber (A)	141,673		2,763
Cracker Barrel Old Country Store (A)	13,200		614
CSS Industries	35,100		579
Ethan Allen Interiors (A)	55,006		770
Foot Locker (A)	34,400		434
Harte-Hanks	43,000		449
hhgregg * (A)	39,213		914
Hillenbrand	16,700		357
Iconix Brand Group *	22,800		328
Insight Enterprises *	55,900		736
International Speedway, Cl A (A)	76,063		1,959
Jack in the Box *	67,000		1,303
Jakks Pacific * (A)	39,700		571
Journal Communications, Cl A *	107,100		425
Lakeland Industries *	63,600		582
Lifetime Brands *	22,300		326
Matthews International, Cl A	44,600		1,306
MDC Partners, Cl A	211,280		2,257
Men’s Wearhouse (A)	36,611		672
Meredith (A)	53,500		1,665
New Frontier Media *	173,100		279
O’Charleys *	50,700		269
PDG Realty Empreendimentos e Participacoes	39,000		327
PetSmart	32,554		982
Pool	19,300		423
Princeton Review *	69,937		162
RadioShack	40,400		788
Red Robin Gourmet Burgers * (A)	36,600		628
Regis (A)	55,532		865
Rent-A-Center *	121,300		2,458
Ruby Tuesday * (A)	52,100		443
Scholastic	25,700		620
Scientific Games, Cl A *	59,216		545
Shoe Carnival *	18,100		371
Sinclair Broadcast Group, Cl A *	68,900		402
Stage Stores	59,400		634
Sturm Ruger (A)	36,500		523
World Wrestling Entertainment, Cl A (A)	27,900		434
			41,143

Description	Shares	Market Value ($ Thousands)
Consumer Staples — 4.1%
Alliance One International *	155,700	$	554
American Oriental Bioengineering * (A)	124,700		314
BJ’s Wholesale Club * (A)	30,253		1,120
Cal-Maine Foods (A)	14,700		469
Central Garden and Pet *	72,168		686
Central Garden and Pet, Cl A *	64,733		581
Chiquita Brands International * (A)	161,400		1,961
Corn Products International	40,342		1,222
Dean Foods *	155,571		1,567
Del Monte Foods	72,700		1,046
Dole Food * (A)	65,544		684
Fresh Del Monte Produce *	40,600		822
Ingles Markets, Cl A	31,975		481
Nash Finch (A)	10,700		365
NBTY *	33,000		1,122
Pantry * (A)	116,225		1,640
Prestige Brands Holdings *	148,973		1,055
Ruddick (A)	35,000		1,085
Sanderson Farms (A)	14,700		746
Seneca Foods, Cl A *	14,400		464
Universal	60,800		2,413
Village Super Market, Cl A	10,504		276
Weis Markets	23,400		770
			21,443
Energy — 5.1%
Allis-Chalmers Energy *	24,300		50
Alon USA Energy (A)	22,900		146
Approach Resources *	96,000		660
Atwood Oceanics *	36,900		942
Berry Petroleum, Cl A (A)	59,714		1,536
Cal Dive International *	207,187		1,212
Comstock Resources * (A)	67,900		1,882
Energy Partners *	8,900		109
Forest Oil * (A)	66,300		1,814
Frontier Oil (A)	88,852		1,195
GeoMet *	163,870		187
Global Geophysical Services *	16,700		116
GMX Resources *	56,500		367
Goodrich Petroleum * (A)	129,985		1,560
Holly (A)	60,300		1,603
Hornbeck Offshore Services * (A)	28,900		422
InterOil *	3,500		155
Key Energy Services * (A)	160,295		1,472
Matrix Service *	43,200		402
Oil States International *	3,700		147
Overseas Shipholding Group (A)	14,100		522
Parker Drilling * (A)	245,100		968
Patterson-UTI Energy	127,600		1,642
RPC (A)	13,300		182
Scorpio Tankers *	148,900		1,705
SEACOR Holdings *	8,100		572
Seahawk Drilling * (A)	39,100		380
StealthGas *	85,300		394
Superior Energy Services *	70,000		1,307
Swift Energy * (A)	63,569		1,710
Tesoro (A)	37,300		435
USEC * (A)	134,800		642
			26,436

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Financials — 35.6%
1st Source	42,200	$	714
Advance America Cash Advance Centers	86,400		357
Agree Realty †	26,803		625
Alexandria Real Estate Equities † (A)	22,700		1,438
Alliance Financial	2,500		69
Allied World Assurance Holdings	31,500		1,430
Alterra Capital Holdings (A)	73,000		1,371
AMB Property † (A)	137,900		3,270
American Campus Communities †	18,300		499
American Equity Investment Life Holding (A)	60,400		623
American National Bankshares	800		17
American Physicians Capital	24,000		740
Ameris Bancorp *	18,194		176
Ames National	1,000		20
Anworth Mortgage Asset †	68,800		490
Arrow Financial	3,790		88
Ashford Hospitality Trust * †	50,800		372
Aspen Insurance Holdings	67,800		1,677
Assured Guaranty (A)	50,600		671
Astoria Financial (A)	99,100		1,364
AvalonBay Communities † (A)	14,700		1,373
Bancfirst	4,400		161
Banco Latinoamericano de Exportaciones, Cl E	71,200		889
Bancorp *	15,100		118
Bancorp Rhode Island	30,900		810
Bancorpsouth (A)	52,840		945
Bank Mutual	7,700		44
Bank of Marin Bancorp	2,200		70
Bank of the Ozarks	13,800		489
BankFinancial	11,100		92
Beneficial Mutual Bancorp *	14,000		138
Berkshire Hills Bancorp	1,900		37
BGC Partners, Cl A	106,000		542
Boston Private Financial Holdings (A)	263,703		1,696
Boston Properties † (A)	27,600		1,969
Brandywine Realty Trust †	77,500		833
Bridge Bancorp	500		12
Brookfield Asset Management, Cl A	83,700		1,893
Brookline Bancorp	47,300		420
Bryn Mawr Bank	300		5
Camden National	18,900		519
Camden Property Trust † (A)	34,371		1,404
Cape Bancorp *	800		6
Capital City Bank Group	6,400		79
Capstead Mortgage † (A)	38,400		425
Cardinal Financial	101,809		941
Cathay General Bancorp (A)	87,300		902
CBL & Associates Properties † (A)	104,800		1,304
Cedar Shopping Centers † (A)	42,300		255
Central Pacific Financial * (A)	30,300		45
Chatham Lodging Trust * †	28,500		509
Chemical Financial	7,500		163
Chimera Investment †	160,700		580
Citizens & Northern	3,500		37

Description	Shares	Market Value ($ Thousands)
Citizens Republic Bancorp * (A)	61,236	$	52
City Holding	5,100		142
CNA Surety *	32,200		517
CNB Financial	2,200		24
CNO Financial Group * (A)	167,500		829
CoBiz Financial	31,600		208
Columbia Banking System	11,700		214
Community Bank System (A)	75,700		1,668
Community Trust Bancorp	8,300		208
CreXus Investment †	33,000		410
CVB Financial	54,800		521
Delphi Financial Group, Cl A	39,700		969
Dexus Property Group †	409,141		266
Digital Realty Trust † (A)	5,900		340
Dime Community Bancshares	26,500		327
Doral Financial *	41,300		101
Douglas Emmett † (A)	188,900		2,686
Duke Realty †	103,400		1,174
DuPont Fabros Technology †	27,900		685
Dynex Capital †	25,400		234
Eagle Bancorp *	7,300		86
East West Bancorp	20,300		310
Education Realty Trust †	133,223		803
Employers Holdings	184,212		2,713
Encore Bancshares *	32,000		317
Encore Capital Group *	45,200		932
Endurance Specialty Holdings (A)	73,346		2,753
Enterprise Bancorp	1,100		11
Enterprise Financial Services	5,500		53
Equity One † (A)	79,038		1,233
Equity Residential †	38,800		1,616
ESSA Bancorp	28,200		347
FBL Financial Group, Cl A (A)	37,900		796
FBR Capital Markets *	254,700		848
Federated Investors, Cl B (A)	51,601		1,069
Financial Institutions	5,200		92
First Bancorp (A)	38,400		160
First Busey	32,200		146
First Commonwealth Financial	18,500		97
First Community Bancshares	7,700		113
First Defiance Financial	4,300		38
First Financial	5,800		150
First Financial Bancorp	142,429		2,129
First Financial Bankshares	9,800		471
First Financial Holdings	27,756		318
First Financial Northwest	5,100		20
First Horizon National * (A)	77,397		886
First Merchants	28,200		239
First Midwest Bancorp	55,800		679
First of Long Island	2,000		51
FirstMerit (A)	85,792		1,470
Flagstar Bancorp *	89,940		282
Flushing Financial	92,700		1,134
FNB (Pennsylvania)	87,200		700
Forest City Enterprises, Cl A * (A)	170,779		1,933
Fpic Insurance Group *	25,200		646
German American Bancorp	2,200		34
GFI Group	104,300		582
Glacier Bancorp	14,700		216
Great American Group *	181,900		274
Great Southern Bancorp	4,800		97
Green Bankshares *	3,000		38

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Hammerson (United Kingdom) †	77,069	$	396
Hancock Holding (A)	33,183		1,107
Heartland Financial USA	4,600		79
Hercules Technology Growth Capital	64,900		598
Heritage Financial *	600		9
Heritage Financial Group	700		8
Highwoods Properties †	27,700		769
Home Bancshares	55,250		1,260
Home Federal Bancorp	28,900		365
Horace Mann Educators	62,515		957
Hospitality Properties Trust †	26,000		549
Host Hotels & Resorts † (A)	148,210		1,998
HRPT Properties Trust †	185,800		1,154
Hudson Pacific Properties * †	13,700		236
IBERIABANK (A)	30,918		1,592
Independent Bank	16,300		402
Infinity Property & Casualty (A)	56,266		2,598
International Bancshares (A)	97,600		1,629
Investors Bancorp *	41,000		538
Kennedy-Wilson Holdings *	34,400		348
K-Fed Bancorp	800		7
Kimco Realty †	245,500		3,300
Knight Capital Group, Cl A *	40,500		558
Lakeland Bancorp	10,700		91
Lakeland Financial	8,100		162
Liberty Property Trust † (A)	30,300		874
Macerich † (A)	19,840		740
MainSource Financial Group (A)	65,507		470
MB Financial	36,300		668
Meadowbrook Insurance Group	234,300		2,022
Medical Properties Trust † (A)	90,200		851
Merchants Bancshares	2,200		49
Meridian Interstate Bancorp *	3,400		37
Metro Bancorp *	10,900		135
MFA Financial †	144,463		1,069
MGIC Investment *	90,300		622
Mid-America Apartment Communities † (A)	27,376		1,409
Midsouth Bancorp	2,700		34
MidWestOne Financial Group	700		11
Montpelier Re Holdings	65,500		978
Nara Bancorp *	40,800		344
NASB Financial	1,400		21
National Bankshares	2,300		56
National Penn Bancshares	195,072		1,172
Navios Maritime Acquisition *	116,300		753
NBT Bancorp	19,200		392
Nelnet, Cl A	111,200		2,144
NewAlliance Bancshares	68,100		763
Northrim BanCorp	2,200		34
Northwest Bancshares	33,675		386
OceanFirst Financial (A)	40,650		491
Ocwen Financial *	57,800		589
Old National Bancorp	70,100		726
Old Second Bancorp	4,400		9
OmniAmerican Bancorp *	3,700		42
Oriental Financial Group (A)	41,300		523
Orrstown Financial Services	2,300		51
PacWest Bancorp (A)	76,419		1,399
Park National (A)	11,849		771
Peapack Gladstone Financial	2,715		32

Description	Shares	Market Value ($ Thousands)
Pebblebrook Hotel Trust * †	27,700	$	522
Pennsylvania Real Estate Investment Trust † (A)	42,600		521
Peoples Bancorp	5,200		75
PHH *	31,000		590
Pico Holdings *	51,000		1,528
Pinnacle Financial Partners *	14,000		180
Platinum Underwriters Holdings	97,026		3,521
Plum Creek Timber † (A)	70,000		2,417
PMA Capital, Cl A *	57,000		373
PMI Group *	4,100		12
Porter Bancorp	1,415		18
Presidential Life	13,900		127
PrivateBancorp, Cl A (A)	49,200		545
ProAssurance * (A)	38,105		2,163
Prosperity Bancshares	29,100		1,011
Provident Financial Services	25,800		302
Provident New York Bancorp	10,200		90
Public Storage † (A)	31,300		2,752
Radian Group	139,700		1,011
RAIT Financial Trust * † (A)	29,400		55
Regency Centers † (A)	79,500		2,735
Reinsurance Group of America, Cl A	33,444		1,529
Renasant	49,700		713
Republic Bancorp, Cl A (A)	51,804		1,160
RioCan Real Estate Investment Trust †	24,000		430
Rockville Financial	2,800		33
S&T Bancorp	22,600		447
Safeguard Scientifics *	21,900		231
Safety Insurance Group	18,200		674
Santander BanCorp *	11,800		149
Saul Centers †	33,100		1,345
SCBT Financial	24,700		870
SeaBright Insurance Holdings	40,400		383
Selective Insurance Group	32,400		482
Shore Bancshares	900		11
Sierra Bancorp (A)	37,700		434
Signature Bank NY * (A)	46,048		1,750
Simmons First National, Cl A	23,600		620
Simon Property Group †	31,118		2,513
South Financial Group (A)	21,700		6
Southside Bancshares	34,943		686
Southwest Bancorp	26,900		357
StanCorp Financial Group	12,100		491
Starwood Property Trust †	55,500		941
State Bancorp	7,500		71
StellarOne	10,100		129
Sterling Bancorp, Cl N	43,100		388
Stewart Information Services (A)	59,400		536
Student Loan	32,000		771
Sun Bancorp *	6,825		26
Susquehanna Bancshares	124,200		1,035
SVB Financial Group *	23,700		977
SY Bancorp	3,400		78
Synovus Financial (A)	802,060		2,037
Terreno Realty * †	17,500		310
Territorial Bancorp	2,100		40
Texas Capital Bancshares *	24,380		400
THL Credit *	45,800		527
Thomas Weisel Partners Group *	56,400		332

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Tompkins Financial, Cl US	6,170	$	233
Tower Bancorp	3,200		70
Trico Bancshares	8,300		141
Trustco Bank NY	60,500		339
Trustmark	42,700		889
UDR † (A)	102,900		1,968
UMB Financial	7,600		270
Umpqua Holdings	53,000		608
Unibail (France) †	10,046		1,658
United Bankshares	7,500		180
United Community Banks *	88,097		348
United Financial Bancorp	30,200		412
Univest Corp of Pennsylvania	1,900		33
Validus Holdings	52,900		1,292
Ventas † (A)	30,300		1,423
Verde Realty PIPE * (B) (C)	21,100		413
ViewPoint Financial Group	32,600		452
Vornado Realty Trust † (A)	50,997		3,720
Walter Investment Management †	44,208		723
Washington Banking	8,700		111
Washington Real Estate Investment Trust †	23,300		643
Washington Trust Bancorp	5,400		92
Waterstone Financial *	1,000		3
Webster Financial	20,900		375
WesBanco	15,900		268
West Bancorporation	5,800		39
Westamerica Bancorporation	10,200		536
Western Alliance Bancorp *	66,400		476
Westfield Group †	128,329		1,320
Whitney Holding (A)	144,070		1,333
Willis Group Holdings	15,751		473
Wilmington Trust	33,700		374
Wilshire Bancorp (A)	59,900		524
Wintrust Financial	6,200		207
WSFS Financial	24,900		895
Yadkin Valley Financial	2,800		9
Zions Bancorporation (A)	87,008		1,877
			184,737
Health Care — 4.4%
AMN Healthcare Services *	118,200		884
Amsurg * (A)	63,367		1,129
Assisted Living Concepts, Cl A *	27,560		816
Brookdale Senior Living *	66,800		1,002
Cambrex *	174,000		548
Conmed *	99,939		1,862
Cooper (A)	29,210		1,162
Cross Country Healthcare * (A)	99,100		891
Cubist Pharmaceuticals * (A)	29,700		612
Enzon Pharmaceuticals *	32,200		343
Exactech *	39,960		682
Healthspring *	23,100		358
HealthTronics *	164,100		793
ICU Medical *	55,400		1,782
Inverness Medical Innovations *	27,500		733
Kendle International *	34,796		401
Kensey Nash *	14,959		355
Kindred Healthcare *	40,300		518
Kinetic Concepts * (A)	18,300		668
Magellan Health Services *	17,100		621
Medicis Pharmaceutical, Cl A	29,100		637

Description	Shares	Market Value ($ Thousands)
Nighthawk Radiology Holdings *	79,300	$	205
Par Pharmaceutical *	53,500		1,389
Patterson (A)	31,502		899
PDL BioPharma (A)	64,700		363
PharMerica *	41,700		611
Providence Service *	38,000		532
RehabCare Group *	17,400		379
Skilled Healthcare Group, Cl A *	73,300		498
Universal American Financial * (A)	89,600		1,290
			22,963
Industrials — 15.3%
AAR * (A)	27,900		467
Acuity Brands (A)	24,900		906
Air Transport Services Group *	30,100		144
Aircastle (A)	104,000		816
Airtran Holdings *	408,300		1,980
Alamo Group	25,900		562
Alaska Air Group *	26,700		1,200
Ampco-Pittsburgh	27,300		569
AO Smith (A)	13,600		655
Apogee Enterprises	36,300		393
Arkansas Best (A)	26,500		550
Astec Industries * (A)	51,500		1,428
BE Aerospace * (A)	68,268		1,736
Belden (A)	63,406		1,395
Brady, Cl A (A)	46,877		1,168
Celadon Group *	41,300		584
Clean Harbors *	20,156		1,338
Columbus McKinnon *	36,600		511
Comfort Systems USA (A)	127,100		1,228
Consolidated Graphics *	11,500		497
Cornell *	76,300		2,050
Courier	31,252		382
CRA International *	28,200		531
Crane	32,000		967
Deluxe	71,200		1,335
Dycom Industries *	69,700		596
DynCorp International, Cl A *	22,300		391
EMCOR Group *	106,700		2,472
EnPro Industries * (A)	27,900		785
Esterline Technologies *	16,100		764
Force Protection *	90,500		371
FTI Consulting * (A)	82,000		3,574
G&K Services	46,085		952
Gardner Denver	35,496		1,583
Genco Shipping & Trading * (A)	21,500		322
Generac Holdings *	64,200		899
Geo Group *	46,400		963
GrafTech International *	30,900		452
Granite Construction (A)	94,900		2,238
Hudson Highland Group *	67,900		299
IDEX (A)	70,323		2,009
Interface, Cl A	91,959		988
Kadant *	58,839		1,025
Kaydon (A)	50,953		1,674
Kirby *	18,900		723
LECG *	168,800		439
Mueller Industries	58,600		1,442
NACCO Industries, Cl A	7,400		657
Pacer International * (A)	6,600		46

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Quanex Building Products	71,475	$	1,236
Republic Airways Holdings * (A)	21,500		131
Ryder System (A)	48,000		1,931
School Specialty * (A)	154,262		2,787
Skywest	40,400		494
Spirit Aerosystems Holdings, Cl A *	54,800		1,044
Standex International	15,300		388
SYKES Enterprises *	114,800		1,634
TAL International Group	34,300		771
Teledyne Technologies *	76,332		2,945
Teleflex	31,220		1,695
Terex * (A)	68,021		1,275
Tetra Tech *	48,901		959
Towers Watson, Cl A	94,670		3,678
Triumph Group (A)	20,415		1,360
TrueBlue *	72,100		807
Tutor Perini * (A)	76,300		1,258
United Stationers * (A)	12,400		675
US Airways Group *	44,000		379
VSE	13,900		442
Wabash National *	83,000		590
Watts Water Technologies, Cl A	36,375		1,042
WESCO International * (A)	36,864		1,241
Woodward Governor (A)	60,500		1,545
			79,363
Information Technology — 13.6%
Actel *	91,400		1,172
Anixter International * (A)	27,500		1,171
Arris Group *	76,600		781
Arrow Electronics *	49,000		1,095
ATMI *	14,600		214
Benchmark Electronics * (A)	100,500		1,593
Black Box	18,400		513
Brocade Communications Systems *	223,552		1,153
CACI International, Cl A * (A)	66,339		2,818
CDC Software ADR *	151,600		1,184
China Security & Surveillance Technology * (A)	80,400		371
Ciber *	275,600		763
Coherent *	55,986		1,920
CSG Systems International *	59,400		1,089
CTS	54,900		507
Cymer *	7,700		231
Diebold (A)	95,537		2,603
Digi International *	133,100		1,101
Digital River * (A)	117,658		2,813
Earthlink (A)	169,600		1,350
Emulex *	92,072		845
Fair Isaac (A)	46,800		1,020
Fairchild Semiconductor International * (A)	127,600		1,073
Hackett Group *	186,700		525
Imation *	74,600		686
Intermec * (A)	241,390		2,474
Jack Henry & Associates (A)	39,500		943
Lawson Software *	437,486		3,194
LeCroy *	38,900		186
Lexmark International, Cl A * (A)	37,100		1,226
Littelfuse *	36,334		1,149

Description	Shares	Market Value ($ Thousands)
LTX-Credence * (A)	223,400	$	632
Manhattan Associates *	70,600		1,945
Mantech International, Cl A * (A)	42,000		1,788
MAXIMUS	13,700		793
MicroStrategy, Cl A *	26,200		1,967
Monster Worldwide * (A)	97,600		1,137
Multi-Fineline Electronix *	30,200		754
Novell *	102,389		582
Omnivision Technologies *	7,900		169
Orbotech *	117,000		1,266
Parametric Technology * (A)	87,592		1,373
Photronics * (A)	117,200		530
Plantronics	7,800		223
Progress Software *	38,800		1,165
Radisys * (A)	77,800		741
RF Micro Devices *	128,500		503
Richardson Electronics	52,504		473
Rudolph Technologies *	111,800		844
SRA International, Cl A * (A)	73,700		1,450
SYNNEX * (A)	22,000		564
Synopsys *	55,493		1,158
Tech Data *	21,400		762
Technitrol (A)	63,300		200
TNS *	66,018		1,151
Tyler Technologies *	7,300		113
Ultra Clean Holdings *	78,200		666
Ultratech * (A)	88,100		1,434
United Online	88,200		508
Varian Semiconductor Equipment Associates * (A)	25,500		731
Web.com Group *	61,500		221
Websense *	72,800		1,376
Xyratex * (A)	117,693		1,665
Zebra Technologies, Cl A * (A)	64,343		1,632
Zoran *	239,232		2,282
			70,561
Materials — 4.3%
AEP Industries *	477		11
Aptargroup	29,473		1,115
Buckeye Technologies *	91,400		909
Cabot	29,403		709
Cytec Industries	22,071		883
Eagle Materials (A)	16,400		425
Glatfelter	51,600		560
Globe Specialty Metals *	91,700		947
Graham Packaging *	16,900		202
H.B. Fuller	90,900		1,726
Huntsman	114,689		994
Innophos Holdings	27,100		707
Innospec	54,900		515
Kaiser Aluminum (A)	11,000		381
Landec *	8,400		49
Myers Industries	64,100		519
NewMarket	14,300		1,249
OM Group * (A)	62,583		1,493
PolyOne *	85,800		722
Quaker Chemical	39,900		1,081
RTI International Metals * (A)	64,885		1,565
Schweitzer-Mauduit International	31,438		1,586
Sensient Technologies	63,500		1,647
Silgan Holdings	41,892		1,189

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Stepan	14,900	$	1,020
			22,204
Telecommunication Services — 0.3%
Cincinnati Bell *	242,900		731
USA Mobility	45,100		583
			1,314
Utilities — 6.2%
AGL Resources	57,490		2,059
Allete (A)	56,400		1,931
Avista (A)	61,500		1,201
California Water Service Group	10,700		382
Cleco	75,200		1,986
El Paso Electric *	113,900		2,204
Empire District Electric (A)	75,000		1,408
Great Plains Energy	161,122		2,742
Idacorp	68,024		2,263
Nicor	9,300		377
Northwest Natural Gas (A)	16,600		723
NorthWestern (A)	87,200		2,285
NV Energy (A)	49,200		581
Portland General Electric	291,404		5,342
South Jersey Industries	23,624		1,015
Southwest Gas	21,700		640
UGI	37,100		944
UIL Holdings	18,290		458
Unisource Energy	17,400		525
Vectren	77,900		1,843
Westar Energy (A)	55,293		1,195
WGL Holdings (A)	1,300		44
			32,148
Total Common Stock (Cost $488,746) ($ Thousands)			502,312
	Number of Warrants
WARRANTS — 0.0%
Washington Mutual Expires 2050 (D)	30,242		12
Total Warrants (Cost $—) ($Thousands)			12
AFFILIATED PARTNERSHIP — 24.3%
SEI Liquidity Fund, L.P.,
0.240% (E) ** ††	130,170,205		126,143
Total Affiliated Partnership (Cost $130,170) ($ Thousands)			126,143
CASH EQUIVALENT — 3.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††	17,641,632		17,642
Total Cash Equivalent (Cost $17,642) ($ Thousands)			17,642

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATION (F) (G) — 0.9%
U.S. Treasury Bills
0.200%, 12/16/10	$	4,755	$	4,750
Total U.S. Treasury Obligation (Cost $4,750) ($ Thousands)				4,750
Total Investments — 125.4% (Cost $641,308) ($ Thousands) ‡‡			$	650,859

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:
Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	242	Sep-2010	$	(1,050	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $519,080 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $124,423 ($ 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, 2010 was $413 ($ Thousands) and represented 0.08% of Net Assets.

(C) Securities considered illiquid and restricted. The total value of such securities as of June 30, 2010 was $413 ($ Thousands) and represented 0.08% of Net Assets.

(D) This warrant represents a potential distribution settlement in a legal claim and does not have a strike price or expiration date.

(E) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was 126,143 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

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

‡‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $641,308 ($ Thousands), and the unrealized appreciation and depreciation were $62,217 ($ Thousands) and ($52,666) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Small Cap Value Fund

June 30, 2010

A summary of restricted securities held by the Fund at June 30, 2010, is as follows:

	Number of Shares/ Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Verde Realty PIPE	21,100	02/16/07	02/16/07	$	696	$	413	0.08	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):
Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	501,899		$	—	$	413	$	502,312
Warrants		12			—		—		12
U.S. Treasury Obligation		—			4,750		—		4,750
Cash Equivalent		17,642			—		—		17,642
Affiliated Partnership		—			126,143		—		126,143
Total Investments in Securities	$	519,553		$	130,893	$	413	$	650,859
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(1,050	)	$	—	$	—	$	(1,050	)

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

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

	Common Stock
Beginning balance as of October 1, 2009	$	445
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(32	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of June 30, 2010	$	413
Changes in unrealized gains (losses included in earnings to securities still held at reporting date	$	(32	)

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 98.1% ‡
Consumer Discretionary — 17.7%
American Axle & Manufacturing Holdings *	12,990	$	95
American Greetings, Cl A	35,790		672
American Public Education *	62,902		2,749
Amerigon * (A)	29,417		217
Ameristar Casinos	1,600		24
AnnTaylor Stores *	29,860		486
ATC Technology *	9,600		155
Bally Technologies *	13,860		449
Barnes & Noble	3,000		39
Belo, Cl A *	73,292		417
Big 5 Sporting Goods (A)	12,100		159
Blue Nile *	3,954		186
Bon-Ton Stores	6,430		63
Bridgepoint Education *	5,000		79
Brinker International	12,637		183
Brown Shoe	25,296		384
Brunswick	14,760		184
Buckle	9,838		319
Buffalo Wild Wings *	25,755		942
Build-A-Bear Workshop *	13,260		90
Cabela’s *	42,675		603
California Pizza Kitchen *	33,800		512
Capella Education * (A)	17,484		1,422
Cato, Cl A	35,588		784
Century Casinos *	34,268		74
Charming Shoppes *	23,900		90
Cheesecake Factory * (A)	25,084		558
Chipotle Mexican Grill, Cl A *	3,800		520
Christopher & Banks	29,950		185
Citi Trends * (A)	12,300		405
Coldwater Creek *	23,131		78
Collective Brands *	8,246		130
Cooper Tire & Rubber	39,018		761
Core-Mark Holding *	2,200		60
Corinthian Colleges * (A)	34,790		343
Cracker Barrel Old Country Store	19,609		913
CROCS *	45,600		482
Dana Holding *	69,500		695
Deckers Outdoor *	9,492		1,356
Denny’s *	88,681		231
Dick’s Sporting Goods * (A)	38,919		969
Dillard’s, Cl A	4,100		88
DineEquity *	1,933		54
Domino’s Pizza *	22,749		257
DSW, Cl A * (A)	15,500		348
Eastman Kodak *	131,900		572
Entercom Communications *	9,700		86
Entravision Communications, Cl A *	4,430		9
EW Scripps, Cl A *	18,228		135
Exide Technologies *	21,200		110
Finish Line, Cl A	101,897		1,419
Foot Locker	20,630		260
Fossil * (A)	19,154		665
Fred’s, Cl A	19,350		214
Furniture Brands International *	12,100		63
Gentex	6,000		108
Grand Canyon Education * (A)	33,787		792

Description	Shares	Market Value ($ Thousands)
Gymboree *	6,591	$	282
Hibbett Sports *	21,064		505
Hillenbrand	10,300		220
HSN * (A)	53,545		1,285
Iconix Brand Group *	68,112		979
Insight Enterprises *	20,876		275
Interactive Data	1,100		37
Interval Leisure Group *	4,200		52
Isle of Capri Casinos * (A)	15,604		144
J Crew Group *	40,010		1,473
Jarden	46,890		1,260
Jo-Ann Stores * (A)	7,312		274
JOS A Bank Clothiers * (A)	8,500		459
K12 * (A)	30,425		675
Kirkland’s * (A)	64,898		1,095
Knology *	30,364		332
La-Z-Boy, Cl Z *	46,960		349
Lee Enterprises *	4,200		11
Leggett & Platt	20,500		411
Life Time Fitness * (A)	67,984		2,161
Lin TV, Cl A *	5,700		31
Live Nation *	127,825		1,336
Liz Claiborne *	94,571		399
Lululemon Athletica * (A)	18,421		686
Maidenform Brands *	13,912		283
Marcus	7,671		73
MarineMax *	7,230		50
Matthews International, Cl A	6,519		191
Meritage Homes *	41,170		670
National CineMedia	60,485		1,008
Nutri/System	17,327		398
NVR *	1,075		704
OfficeMax *	24,619		322
Oxford Industries	23,000		481
Peet’s Coffee & Tea * (A)	19,621		771
PetMed Express	6,866		122
PetSmart	29,265		883
PF Chang’s China Bistro (A)	19,849		787
Pinnacle Entertainment *	47,287		447
Polaris Industries	2,000		109
Pre-Paid Legal Services * (A)	4,200		191
Radio One, Cl D *	3,000		4
Retail Ventures *	12,530		98
Ryland Group	39,400		624
Saks *	175,680		1,333
Sally Beauty Holdings *	6,800		56
Sinclair Broadcast Group, Cl A *	65,437		381
Sirius XM Radio *	42,600		40
Skechers U.S.A., Cl A *	7,700		281
Sonic Automotive, Cl A *	1,344		12
Sotheby’s (A)	45,585		1,042
Stage Stores	9,500		101
Stamps.com *	6,719		69
Steiner Leisure *	8,877		341
Sturm Ruger (A)	55,380		794
Superior Industries International	5,500		74
Talbots *	152,495		1,572
Tempur-Pedic International *	66,071		2,032
Tenneco *	52,285		1,101
Tractor Supply (A)	26,567		1,620
True Religion Apparel *	27,485		607
Tupperware Brands	23,217		925

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Ulta Salon Cosmetics & Fragrance * (A)	48,572	$	1,149
Under Armour, Cl A *	19,409		643
Unifirst	3,100		137
Universal Electronics * (A)	2,000		33
Universal Technical Institute *	18,373		434
Valassis Communications *	9,900		314
Volcom *	6,052		112
Warnaco Group *	14,598		528
Williams-Sonoma	2,154		53
Wolverine World Wide	9,057		228
World Wrestling Entertainment, Cl A	10,100		157
Zumiez *	65,690		1,058
			64,417
Consumer Staples — 3.0%
American Italian Pasta, Cl A * (A)	12,401		656
Andersons	1,100		36
Cal-Maine Foods	8,758		280
Casey’s General Stores	15,928		556
Chiquita Brands International *	3,541		43
Darling International *	85,409		641
Diamond Foods	11,430		470
Great Atlantic & Pacific Tea *	28,840		112
Herbalife	9,315		429
J&J Snack Foods	8,700		366
Lancaster Colony (A)	12,703		678
Medifast * (A)	41,167		1,067
Nash Finch	10,088		345
Nu Skin Enterprises, Cl A	30,500		760
Pantry *	1,432		20
Revlon, Cl A *	4,600		51
Ruddick	14,400		446
Sanderson Farms	11,698		593
Smart Balance *	125,710		514
Spartan Stores	11,046		151
United Natural Foods *	20,201		604
Universal	7,200		286
USANA Health Sciences *	5,735		210
Vector Group	76,800		1,292
Weis Markets	810		27
Winn-Dixie Stores *	24,816		239
			10,872
Energy — 4.4%
American Oil & Gas * (A)	23,400		147
Arena Resources *	14,982		478
BPZ Resources *	11,293		47
Brigham Exploration *	21,400		329
CARBO Ceramics (A)	5,500		397
Clayton Williams Energy *	600		25
Clean Energy Fuels * (A)	14,100		211
Comstock Resources *	74,975		2,078
Contango Oil & Gas *	4,085		183
Delek US Holdings	5,365		39
Dresser-Rand Group *	40,520		1,278
Dril-Quip *	300		13
Energy XXI Bermuda * (A)	44,600		704
Global Industries * (A)	4,483		20
Goodrich Petroleum * (A)	138,734		1,665
Gulf Island Fabrication	6,917		107
Gulfport Energy *	7,100		84

Description	Shares	Market Value ($ Thousands)
Houston American Energy	11,400	$	112
Infinity Bio-Energy *	741,494		—
International Coal Group *	111,200		428
Lufkin Industries	14,664		572
McMoRan Exploration * (A)	30,800		342
Newpark Resources *	15,300		93
PetroHawk Energy *	120,069		2,038
Quicksilver Resources *	87,144		959
RPC	3,900		53
Scorpio Tankers *	58,304		668
Tetra Technologies *	24,200		220
Unit *	4,900		199
Vaalco Energy (A)	50,660		284
Willbros Group * (A)	47,768		354
World Fuel Services	71,027		1,842
			15,969
Financials — 4.8%
Affiliated Managers Group * (A)	23,327		1,418
Alexander’s †	300		91
Amtrust Financial Services	3,000		36
Apollo Investment *	2,900		27
BGC Partners, Cl A	11,600		59
Calamos Asset Management, Cl A	18,725		174
CapitalSource	340,051		1,619
Cardtronics *	75,834		983
Cohen & Steers	7,319		152
Compass Diversified Holdings	500		7
DuPont Fabros Technology †	3,027		74
EastGroup Properties †	3,378		120
eHealth *	4,300		49
Equity Lifestyle Properties †	3,438		166
Equity One †	13,157		205
Essex Property Trust †	1,600		156
Financial Engines *	54,696		744
First Cash Financial Services *	1,028		22
Getty Realty †	11,498		258
Greenhill	11,619		710
Hercules Technology Growth Capital	10,689		98
Home Properties †	2,800		126
Jones Lang LaSalle	18,060		1,186
Life Partners Holdings (A)	950		19
LTC Properties †	15,855		385
MarketAxess Holdings	124,403		1,716
MF Global Holdings *	84,444		482
MGIC Investment *	187,894		1,295
Mid-America Apartment Communities †	2,949		152
MSCI, Cl A *	25,947		711
Nelnet, Cl A	10,800		208
Omega Healthcare Investors †	1,700		34
optionsXpress Holdings * (A)	18,047		284
Portfolio Recovery Associates * (A)	3,300		220
Potlatch † (A)	4,823		172
PS Business Parks †	700		39
Realty Income †	2,100		64
Senior Housing Properties Trust †	1,200		24
Stifel Financial *	2,133		93
SVB Financial Group *	19,235		793

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
SWS Group	6,057	$	57
Tanger Factory Outlet Centers † (A)	3,600		149
Titanium Asset Management PIPE * (B) (C)	140,900		413
Tompkins Financial, Cl US	1,700		64
Tower Group	7,054		152
TradeStation Group *	3,800		26
Trustco Bank NY	49,477		277
Value Creation * (B) (C)	145,600		137
Washington Real Estate Investment Trust †	3,100		85
World Acceptance *	24,844		952
			17,483
Health Care — 18.7%
Abaxis * (A)	75,027		1,608
Achillion Pharmaceuticals *	79,610		175
Acorda Therapeutics *	81,507		2,536
Affymetrix * (A)	31,438		185
Air Methods *	15,195		452
Albany Molecular Research *	15,815		82
Align Technology * (A)	122,416		1,820
Allos Therapeutics * (A)	15,200		93
Alnylam Pharmaceuticals * (A)	15,286		230
AMAG Pharmaceuticals *	58,325		2,003
Amedisys *	8,392		369
American Medical Systems Holdings * (A)	8,600		190
AMERIGROUP *	19,531		634
AMN Healthcare Services *	30,599		229
Analogic	2,356		107
Angiodynamics *	5,952		88
Arthrocare *	2,600		80
ATHENAHEALTH INC *	42,905		1,121
Auxilium Pharmaceuticals * (A)	4,100		96
BioMarin Pharmaceuticals *	78,314		1,485
Bio-Reference Labs *	6,000		133
Biovail	51,085		983
Bruker BioSciences * (A)	75,914		923
Cantel Medical	22,600		377
Cardiome Pharma *	115,814		944
Catalyst Health Solutions *	51,565		1,779
Centene *	11,984		258
Cepheid * (A)	21,952		352
Chemed (A)	24,333		1,330
Computer Programs & Systems	3,854		158
Conceptus * (A)	79,487		1,238
Corvel *	3,473		117
Cubist Pharmaceuticals *	57,087		1,176
Cyberonics *	14,471		343
Cypress Bioscience *	3,073		7
Dionex *	2,714		202
Durect *	267,103		649
Emergency Medical Services, Cl A * (A)	11,400		559
Emergent Biosolutions *	2,415		39
Enzo Biochem *	18,808		77
eResearchTechnology *	38,446		303
ev3 *	15,400		345
Exelixis * (A)	81,600		283
Furiex Pharmaceuticals *	390		4

Description	Shares	Market Value ($ Thousands)
Genoptix *	4,927	$	85
Gen-Probe *	8,673		394
Gentiva Health Services * (A)	6,300		170
Haemonetics *	1,400		75
Halozyme Therapeutics *	19,900		140
Healthsouth * (A)	93,594		1,751
Healthspring *	10,308		160
Healthways *	6,120		73
HeartWare International *	15,186		1,064
Hi-Tech Pharmacal *	2,100		48
HMS Holdings * (A)	7,638		414
Human Genome Sciences * (A)	39,691		899
ICU Medical *	2,300		74
Idexx Laboratories *	10,307		628
Immucor *	35,766		681
Immunogen * (A)	32,100		298
Impax Laboratories *	7,800		149
Incyte * (A)	86,940		962
Integra LifeSciences Holdings * (A)	6,417		237
IPC The Hospitalist *	37,876		951
Isis Pharmaceuticals *	1,900		18
Kendle International * (A)	8,727		101
Kensey Nash *	8,300		197
Landauer	7,373		449
LCA-Vision *	23,600		131
LHC Group * (A)	40,112		1,113
Luminex * (A)	28,414		461
Magellan Health Services *	2,362		86
Martek Biosciences *	7,274		173
Masimo	31,966		761
MedAssets *	38,425		887
Medicis Pharmaceutical, Cl A (A)	36,910		808
Medivation * (A)	26,674		236
Mednax *	15,579		866
MELA Sciences * (A)	14,155		105
Meridian Bioscience	33,101		563
Merit Medical Systems *	5,320		86
Molina Healthcare *	5,567		160
MWI Veterinary Supply *	16,057		807
Myriad Genetics *	31,940		478
National Healthcare	4,006		138
Natus Medical *	17,130		279
Nektar Therapeutics * (A)	56,891		688
Neogen * (A)	16,040		418
NPS Pharmaceuticals *	14,427		93
NuVasive * (A)	55,437		1,966
Obagi Medical Products *	38,477		455
Odyssey HealthCare *	3,100		83
Omnicell *	74,501		871
Onyx Pharmaceuticals *	19,121		413
Optimer Pharmaceuticals * (A)	18,697		173
Orthofix International *	6,809		218
Owens & Minor	26,571		754
Par Pharmaceutical *	724		19
Parexel International *	31,044		673
PDL BioPharma (A)	323,723		1,819
Perrigo	111		7
Pharmaceutical Product Development	4,687		119
Pharmasset *	5,404		148
Pozen *	114,555		803

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
PSS World Medical * (A)	65,637	$	1,388
Psychiatric Solutions *	7,300		239
Questcor Pharmaceuticals *	128,975		1,317
Quidel * (A)	20,850		265
Salix Pharmaceuticals *	14,300		558
Savient Pharmaceuticals * (A)	88,129		1,110
Seattle Genetics * (A)	39,139		469
SIGA Technologies * (A)	34,807		268
Sirona Dental Systems * (A)	16,184		564
Spectrum Pharmaceuticals * (A)	34,700		136
StemCells * (A)	99,700		94
STERIS	57,920		1,800
Sunrise Senior Living *	18,300		51
Techne	17,667		1,015
Theravance * (A)	61,487		773
Thoratec * (A)	8,089		346
United Therapeutics * (A)	9,413		459
Universal American Financial *	7,800		112
Valeant Pharmaceuticals International *	3,943		206
Vanda Pharmaceuticals *	15,000		99
Viropharma * (A)	81,805		917
Vivus * (A)	9,500		91
Volcano * (A)	13,975		305
WellCare Health Plans * (A)	38,698		919
Zoll Medical *	12,995		352
			67,891
Industrials — 17.4%
Actuant, Cl A	8,553		161
Acuity Brands (A)	36,933		1,344
Administaff	12,387		299
Advisory Board * (A)	10,161		437
Aegean Marine Petroleum Network (A)	110,413		2,206
AerCap Holdings *	139,360		1,447
Aerovironment *	50,381		1,095
Air Transport Services Group *	7,900		38
Airtran Holdings *	287,201		1,393
Alaska Air Group *	11,133		500
Albany International, Cl A	4,200		68
Allegiant Travel, Cl A (A)	1,000		43
Alliant Techsystems *	8,580		532
American Science & Engineering	3,100		236
AO Smith	5,516		266
APAC Customer Services * (A)	113,771		649
Apogee Enterprises	24,954		270
Applied Industrial Technologies	2,100		53
Arkansas Best	22,773		473
Armstrong World Industries *	14,165		427
ArvinMeritor * (A)	40,100		525
Atlas Air Worldwide Holdings *	7,400		351
Avis Budget Group * (A)	111,289		1,093
AZZ	3,200		118
Badger Meter	1,935		75
Barnes Group	46,144		756
Beacon Roofing Supply *	27,744		500
Belden	2,000		44
Brady, Cl A	4,324		108
Briggs & Stratton	10,576		180
Carlisle	19,780		715
Celadon Group *	43,595		616

Description	Shares	Market Value ($ Thousands)
Cenveo *	36,650	$	201
Chart Industries *	24,913		388
Clean Harbors *	2,200		146
Comfort Systems USA	13,800		133
Commercial Vehicle Group *	2,660		27
Consolidated Graphics *	2,500		108
Continental Airlines, Cl B *	23,590		519
Copa Holdings, Cl A	15,725		695
Copart *	40,288		1,443
Corporate Executive Board	37,584		987
CoStar Group * (A)	50,530		1,961
CRA International *	2,300		43
Cubic	18,583		676
Curtiss-Wright	2,195		64
Deluxe	14,733		276
Diamond Management & Technology Consultants	1,800		19
Dollar Thrifty Automotive Group *	4,500		192
Dycom Industries *	3,400		29
Dynamic Materials	2,983		48
EMCOR Group *	4,500		104
EnerNOC * (A)	49,774		1,565
EnerSys *	25,484		544
Forward Air	3,168		86
Franklin Electric	400		11
Gardner Denver	23,500		1,048
GenCorp *	103,580		454
Genesee & Wyoming, Cl A *	4,030		150
GeoEye * (A)	18,633		580
GrafTech International *	13,000		190
Graham (A)	19,947		299
Hawaiian Holdings * (A)	100,971		522
Healthcare Services Group	39,656		752
Heico, Cl A	14,947		403
Higher One Holdings *	63,288		918
HNI (A)	21,544		594
Horizon Lines, Cl A	99,876		423
ICF International *	27,225		652
IHS, Cl A *	18,840		1,101
II-VI *	15,384		456
Innerworkings * (A)	288,211		1,968
Interface, Cl A	80,315		863
JB Hunt Transport Services	5,700		186
Kaman	23,098		511
Kansas City Southern *	2,800		102
Kaydon (A)	16,179		532
Kelly Services, Cl A * (A)	9,300		138
Knight Transportation (A)	15,159		307
Landstar System	37,245		1,452
Lennox International	7,339		305
Marten Transport *	12,445		259
Michael Baker *	9,118		318
Middleby *	11,513		612
Mine Safety Appliances	12,000		297
MYR Group * (A)	25,932		433
Navistar International *	7,700		379
Nordson	32,610		1,829
Old Dominion Freight Line *	24,909		875
Owens Corning *	14,500		434
Pacer International * (A)	29,400		206
Polypore International *	24,500		557
Powell Industries *	8,293		227

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30 , 2010

Description	Shares	Market Value ($ Thousands)
Raven Industries	11,072	$	373
RBC Bearings *	16,819		487
Resources Connection *	90,160		1,226
Ritchie Bros. Auctioneers	47,825		871
Rollins	40,928		847
Rush Enterprises, Cl A *	50,569		676
Sauer-Danfoss *	7,300		89
Standard Parking *	71,980		1,139
Standard Register	20,482		64
TAL International Group	3,800		85
Teledyne Technologies *	6,029		232
Tennant (A)	36,952		1,250
Tetra Tech *	38,906		763
Timken	1,400		36
Titan Machinery * (A)	55,351		727
TransDigm Group	24,805		1,266
Tredegar	10,879		177
TrueBlue *	9,600		107
Tutor Perini *	8,714		144
UAL *	32,521		669
US Airways Group *	16,712		144
US Ecology	3,300		48
Vitran *	43,350		574
Wabtec	28,870		1,152
WESCO International *	43,185		1,454
Woodward Governor	1,983		51
			63,266
Information Technology — 27.8%
ACI Worldwide *	11,755		229
Acme Packet *	51,084		1,373
Actuate *	34,796		155
Acxiom *	8,400		123
ADC Telecommunications *	24,400		181
Adtran	13,241		361
Advanced Energy Industries *	147,720		1,815
Advent Software * (A)	32,005		1,503
Amkor Technology *	66,656		367
Ancestry.com * (A)	45,725		806
AOL *	30,690		638
Applied Micro Circuits *	59,700		626
Archipelago Learning *	47,596		544
Ariba *	20,400		325
Arris Group *	89,349		910
Art Technology Group * (A)	337,626		1,155
AsiaInfo Holdings *	35,745		781
Atheros Communications *	74,431		2,050
Atmel *	243,165		1,167
ATMI * (A)	51,134		749
Aviat Networks *	21,500		78
Benchmark Electronics *	27,342		433
Blackbaud	29,600		644
Blackboard *	32,422		1,210
Blue Coat Systems *	37,620		769
Brightpoint *	85,341		597
Cabot Microelectronics *	5,849		202
CACI International, Cl A *	3,770		160
Ceva *	97,270		1,226
Checkpoint Systems *	18,716		325
Ciber *	20,900		58
Cirrus Logic * (A)	32,900		520
Cogent *	20,534		185

Description	Shares	Market Value ($ Thousands)
Cognex	16,409	$	289
CommScope *	32,880		782
CommVault Systems * (A)	59,999		1,350
Comtech Telecommunications *	22,829		683
Concur Technologies * (A)	12,078		515
CSG Systems International *	10,000		183
CTS	32,504		300
Cybersource *	14,500		370
Daktronics	17,130		129
DealerTrack Holdings * (A)	27,716		456
DG FastChannel *	11,510		375
Diodes *	14,087		224
Dolby Laboratories, Cl A *	1		0
Double-Take Software *	3,568		37
DTS *	63,153		2,076
Earthlink	82,471		656
Echo Global Logistics *	32,225		393
Emulex *	15,622		143
Entegris *	41,700		166
Entropic Communications * (A)	77,596		492
Euronet Worldwide *	60,942		779
Exar *	4,400		30
Finisar *	23,300		347
Forrester Research *	5,404		164
Gartner *	64,040		1,489
GSI Commerce *	33,796		973
Hackett Group *	10,733		30
Harmonic *	13,057		71
Heartland Payment Systems	56,708		842
Hittite Microwave *	18,516		828
Hypercom *	27,520		128
Imation *	51,631		475
Infinera *	9,890		64
infoGROUP *	34,739		277
Informatica * (A)	5,100		122
Integrated Device Technology *	78,600		389
Integrated Silicon Solution *	17,900		135
InterDigital * (A)	18,607		459
Intermec *	49,896		512
Internet Capital Group *	62,287		473
Intersil, Cl A	28,900		350
IXYS *	26,466		234
j2 Global Communications * (A)	57,325		1,252
Jack Henry & Associates	10,000		239
JDA Software Group *	14,081		309
Kenexa *	7,100		85
Knot * (A)	61,971		482
L-1 Identity Solutions, Cl 1 *	28,796		236
Lattice Semiconductor *	55,700		242
Loral Space & Communications *	6,300		269
LTX-Credence * (A)	35,700		101
Manhattan Associates *	23,800		656
Marchex, Cl A	2,100		8
MAXIMUS	14,081		815
MercadoLibre * (A)	8,325		437
Meru Networks * (A)	32,367		384
Methode Electronics (A)	105,274		1,025
Micrel	27,974		285
Microsemi * (A)	49,545		725
MicroStrategy, Cl A *	23,278		1,748
Mindspeed Technologies *	12,070		90
MIPS Technologies *	31,394		160

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
MKS Instruments *	25,491	$	477
ModusLink Global Solutions *	10,860		65
MoneyGram International *	81,080		199
Monotype Imaging Holdings *	35,929		324
Move *	22,504		46
Multi-Fineline Electronix *	10,955		273
NCR *	4,900		59
Net 1 UEPS Technologies *	46,756		627
Netgear *	21,456		383
Netlogic Microsystems *	67,546		1,837
Netscout Systems *	8,046		114
NetSuite *	69,977		885
Nuance Communications * (A)	26,210		392
Oclaro *	16,025		178
Openwave Systems *	14,420		29
Palm *	66,800		380
Parametric Technology *	23,700		371
Park Electrochemical	18,175		444
Pegasystems	5,800		186
Plantronics	18,484		529
Plexus *	10,525		281
Power Integrations (A)	52,981		1,706
Power-One * (A)	34,400		232
Progress Software *	3,193		96
PROS Holdings *	66,594		433
Quality Systems	22,963		1,332
Quantum *	102,600		193
Quest Software * (A)	110,802		1,999
Radisys *	9,901		94
RealNetworks *	52,000		172
RF Micro Devices *	96,867		379
RightNow Technologies *	29,364		461
Riverbed Technology *	23,903		660
Rofin-Sinar Technologies *	5,964		124
Rogers *	3,654		102
Rosetta Stone *	47,548		1,092
Rubicon Technology * (A)	27,042		806
Sanmina-SCI *	63,700		867
Sapient	91,316		926
SAVVIS *	45,949		678
Scansource * (A)	17,690		441
Smith Micro Software *	41,610		396
Solera Holdings	31,440		1,138
Sonic Solutions * (A)	61,792		516
Sourcefire *	12,221		232
SRA International, Cl A *	7,811		154
SS&C Technologies Holdings *	100,129		1,605
Standard Microsystems *	10,006		233
STEC * (A)	12,365		155
Stratasys * (A)	7,101		174
SuccessFactors * (A)	33,780		702
Synaptics *	6,654		183
Synchronoss Technologies * (A)	30,347		576
Syntel	43,457		1,475
Take-Two Interactive Software *	57,312		516
Taleo, Cl A *	46,370		1,126
Technitrol	43,100		136
Tekelec *	5,230		69
TeleTech Holdings *	27,547		355
Teradyne *	123,425		1,203
Tessera Technologies * (A)	14,431		232
THQ *	23,972		104

Description	Shares	Market Value ($ Thousands)
TIBCO Software *	134,800	$	1,626
Trimble Navigation *	42,745		1,197
TriQuint Semiconductor *	58,247		356
TTM Technologies *	11,968		114
Tyler Technologies *	4,072		63
Ultimate Software Group *	5,943		195
Ultra Clean Holdings *	3,300		28
Ultratech *	1,814		29
Unisys * (A)	66,599		1,231
United Online	108,161		623
Valueclick * (A)	79,578		851
VanceInfo Technologies ADR *	29,260		681
Vasco Data Security International *	34,649		214
Veeco Instruments * (A)	70,208		2,407
VeriFone Holdings *	66,803		1,265
VistaPrint * (A)	67,096		3,186
Vocus *	69,930		1,069
Volterra Semiconductor *	60,061		1,385
Wave Systems, Cl A *	6,300		20
Websense * (A)	4,910		93
Wright Express * (A)	14,000		416
Xyratex * (A)	15,700		222
Zoran *	78,168		746
			100,772
Materials — 2.5%
AK Steel Holding	7,600		90
Carpenter Technology	13,700		450
Clearwater Paper *	2,300		126
Crown Holdings *	31,280		783
Glatfelter	4,400		48
H.B. Fuller	16,257		309
Haynes International	4,606		142
Innophos Holdings	8,987		234
Koppers Holdings	22,646		509
Myers Industries	8,624		70
Nalco Holding	40,150		822
Neenah Paper	6,627		121
NewMarket	14,028		1,225
Olin	28,438		514
Omnova Solutions *	7,300		57
PolyOne *	58,745		495
Rock-Tenn, Cl A	8,038		399
Rockwood Holdings *	3,100		70
Schulman A	9,503		180
Solutia *	1,000		13
Spartech *	5,900		61
Stepan	423		29
Stillwater Mining *	1,257		15
Wausau Paper *	28,501		193
Worthington Industries (A)	41,970		540
WR Grace * (A)	75,431		1,587
			9,082
Telecommunication Services — 1.3%
Alaska Communications Systems Group	4,100		35
Atlantic Telegraph-Network	4,317		178
Cbeyond * (A)	18,308		229
Cincinnati Bell *	90,000		271
Cogent Communications Group *	23,195		176
Frontier Communications	30,700		218

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Global Crossing * (A)		35,185	$	372
Neutral Tandem * (A)		30,121		339
NTELOS Holdings		11,203		193
SBA Communications, Cl A * (A)		65,884		2,241
Shenandoah Telecommunications		4,300		76
USA Mobility		23,500		303
				4,631
Utilities — 0.5%
California Water Service Group (A)		3,230		115
ITC Holdings		13,570		718
Laclede Group		2,787		92
MGE Energy		5,406		195
NorthWestern		22,630		593
				1,713
Total Common Stock (Cost $326,444) ($ Thousands)				356,096
	Number of Warrants
WARRANTS — 0.0%
Rentech
Expires 04/25/12 * (B) (C)		19,400		1
Titanium Asset Management
Expires 06/21/11 * (B) (C)		147,800		—
Total Warrants (Cost $—) ($Thousands)				1
AFFILIATED PARTNERSHIP — 14.0%
SEI Liquidity Fund, L.P.,
0.240% (D) ** ††		53,880,595		50,992
Total Affiliated Partnership (Cost $53,881) ($ Thousands)				50,992
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		6,664,176		6,664
Total Cash Equivalent (Cost $6,664) ($ Thousands)				6,664
U.S. TREASURY OBLIGATION (E) (F) —1.2%
U.S. Treasury Bills
0.200%, 12/16/10	$	4,239		4,235
Total U.S. Treasury Obligation (Cost $4,235) ($ Thousands)				4,235
Total Investments — 115.1% (Cost $391,224) ($ Thousands) ‡‡			$	417,988

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	118	Sep-2010	$	(512	)

For the period ended June 30, 2010, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on Net Assets of $363,079 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $51,906 ($ 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, 2010 was $551 ($ Thousands) and represented 0.15% of Net Assets.

(C) Securities considered illiquid and restricted. The total value of such securities as of June 30, 2010 was $551 ($ Thousands) and represented 0.15% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $50,992 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

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

‡‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $391,224 ($ Thousands), and the unrealized appreciation and depreciation were $51,997 ($ Thousands) and ($25,233) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Small Cap Growth Fund

June 30, 2010

A summary of restricted securities held by the Fund as of June 30, 2010, is as follows:

	Number of Shares/ Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Rentech Warrant	19,400	04/20/07	04/20/07	$	—	$	1	—	%
Titanium Asset Management PIPE	140,900	03/31/10	03/31/10		845		413	0.11
Titanium Asset	147,800	03/31/10	03/31/10		—		—	—
Value Creation	145,600	08/10/06	08/10/06		1,491		137	0.04
				$	2,336	$	551	0.15	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	355,546		$	137	$	413	$	356,096
Warrants		—			1		—		1
U.S. Treasury Obligation		—			4,235		—		4,235
Cash Equivalent		6,664			—		—		6,664
Affiliated Partnership		—			50,992		—		50,992
Total Investments in Securities	$	362,210		$	55,365	$	413	$	417,988
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(512	)	$	—	$	—	$	(512	)

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

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

	Common Stock
Beginning balance as of October 1, 2009	$	571
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(146	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		(12	)
Ending balance as of June 30, 2010	$	413
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(146	)

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.5%
Consumer Discretionary — 17.7%
Aaron Rents (A)	16,077	$	274
Abercrombie & Fitch, Cl A	7,304		224
Aeropostale *	20,250		580
AFC Enterprises *	12,000		109
American Axle & Manufacturing Holdings *	3,600		26
American Eagle Outfitters	66,834		785
American Greetings, Cl A (A)	20,300		381
Amerigon *	3,300		24
Ameristar Casinos (A)	1,300		20
AnnTaylor Stores * (A)	11,800		192
Apollo Group, Cl A * (A)	7,200		306
Arbitron	800		20
Ascent Media, Cl A *	1,500		38
ATC Technology *	11,863		191
Autoliv	16,300		780
Autonation * (A)	1,400		27
Bally Technologies *	3,100		100
Barnes & Noble (A)	4,716		61
Bebe Stores (A)	8,806		56
Belo, Cl A *	33,874		193
Big Lots * (A)	8,000		257
Biglari Holdings *	90		26
BJ’s Restaurants *	1,500		35
BorgWarner *	14,726		550
Bridgepoint Education * (A)	53,400		844
Brinker International	1,700		25
Brown Shoe	2,700		41
Brunswick (A)	25,020		311
Buckle (A)	2,500		81
Build-A-Bear Workshop *	2,700		18
Cabela’s * (A)	17,200		243
Cablevision Systems, Cl A	14,700		353
Callaway Golf (A)	27,675		167
Capella Education *	700		57
Career Education * (A)	20,200		465
Carmax * (A)	3,100		62
Carter’s * (A)	27,200		714
Cato, Cl A	27,035		595
CBS, Cl B	12,800		165
Central European Media Enterprises, Cl A * (A)	700		14
Charm Communications ADR *	8,900		67
Cheesecake Factory * (A)	21,200		472
Chico’s FAS	1,900		19
Childrens Place Retail Stores *	8,300		365
Chipotle Mexican Grill, Cl A * (A)	1,100		150
Christopher & Banks	18,769		116
Citi Trends *	10,590		349
CKE Restaurants	1,400		17
CKX *	5,600		28
Coinstar * (A)	15,300		658
Columbia Sportswear	500		23
Cooper Tire & Rubber (A)	40,797		796
Corinthian Colleges * (A)	3,800		38
Cracker Barrel Old Country Store (A)	20,358		948
CROCS * (A)	49,250		521
Dana Holding *	8,301		83

Description	Shares	Market Value ($ Thousands)
Darden Restaurants	9,361	$	364
Deckers Outdoor *	300		43
Dick’s Sporting Goods *	40,640		1,012
Dillard’s, Cl A (A)	17,000		366
DineEquity * (A)	800		22
Dollar Tree *	2,700		112
Domino’s Pizza *	10,825		122
DR Horton	10,000		98
DreamWorks Animation SKG, Cl A *	700		20
Drew Industries *	900		18
Eastman Kodak * (A)	51,793		225
Ethan Allen Interiors (A)	11,995		168
Expedia (A)	29,600		556
Express *	18,400		301
Focus Media Holding ADR * (A)	32,720		508
Foot Locker (A)	27,300		345
Fossil *	4,200		146
Fuel Systems Solutions *	1,100		29
GameStop, Cl A * (A)	35,807		673
Gannett	14,400		194
Gaylord Entertainment * (A)	21,100		466
Genesco *	8,000		211
Gentex (A)	8,800		158
Goodyear Tire & Rubber *	9,000		89
Grand Canyon Education *	26,410		619
Group 1 Automotive * (A)	7,110		167
Guess?	9,800		306
H&R Block	25,122		394
Hanesbrands *	31,610		760
Harley-Davidson	13,932		310
Harte-Hanks	1,800		19
Hasbro	8,300		341
Helen of Troy *	1,300		29
hhgregg *	7,767		181
Hillenbrand	10,900		233
Home Inns & Hotels Management ADR * (A)1	6,610		258
HOT Topic	6,900		35
Hyatt Hotels, Cl A *	15,500		575
Iconix Brand Group * (A)	7,900		113
Insight Enterprises *	23,400		308
Interactive Data	2,300		77
International Game Technology	19,346		304
International Speedway, Cl A	7,231		186
Interpublic Group * (A)	119,266		850
Isle of Capri Casinos * (A)	3,300		31
ITT Educational Services * (A)	700		58
J Crew Group * (A)	500		18
Jakks Pacific * (A)	12,500		180
Jarden	29,270		786
Jo-Ann Stores * (A)	5,670		213
John Wiley & Sons, Cl A	1,400		54
Jones Apparel Group	21,722		344
Journal Communications, Cl A *	39,400		156
K12 *	1,000		22
KB Home	1,800		20
Kenneth Cole Productions, Cl A *	1,600		18
Lamar Advertising, Cl A *	1,300		32

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Las Vegas Sands * (A)	10,200	$	226
Leggett & Platt	37,200		746
Lennar, Cl A (A)	12,200		170
Life Time Fitness *	800		25
Lin TV, Cl A *	2,300		12
Lions Gate Entertainment *	6,300		44
Live Nation * (A)	85,003		888
LKQ *	32,200		621
Marriott International, Cl A	7,500		225
MDC Holdings	400		11
Men’s Wearhouse (A)	8,151		150
Meredith (A)	6,700		209
Meritage Homes *	1,800		29
Modine Manufacturing *	2,100		16
Morningstar * (A)	300		13
National American University Holdings	2,000		17
National CineMedia	49,163		819
National Presto Industries	100		9
Navitas	69,193		272
NetFlix * (A)	5,800		630
New York Times, Cl A * (A)	12,100		105
Newell Rubbermaid (A)	12,800		187
Nexstar Broadcasting Group, Cl A *	5,700		25
Nutri/System (A)	4,000		92
NVR *	100		65
Office Depot *	35,798		145
O’Reilly Automotive * (A)	500		24
Orient-Express Hotels, Cl A *	5,400		40
Panera Bread, Cl A *	700		53
Penn National Gaming *	26,530		613
Penske Auto Group *	14,800		168
PEP Boys-Manny Moe & Jack	3,200		28
PetSmart	28,941		873
PF Chang’s China Bistro (A)	700		28
Phillips-Van Heusen	19,780		915
Pinnacle Entertainment *	1,800		17
Polaris Industries (A)	15,235		832
Polo Ralph Lauren	900		66
Pre-Paid Legal Services * (A)	6,200		282
Pulte Homes *	55,697		461
Quiksilver *	5,100		19
RadioShack	32,900		642
RC2 *	30,590		493
RCN *	3,100		46
Red Robin Gourmet Burgers * (A)	15,100		259
Regal Entertainment Group, Cl A	19,232		251
Regis (A)	12,398		193
Rent-A-Center *	4,286		87
Ross Stores	1,400		75
Royal Caribbean Cruises * (A)	2,300		52
Ruby Tuesday * (A)	37,800		321
Ryland Group (A)	17,100		271
Sauer-Danfoss *	1,700		21
Scholastic	6,900		166
Scientific Games, Cl A *	128,890		1,186
Scripps Networks Interactive, Cl A	2,900		117
Sealy *	5,500		15
Service International	20,300		150
Shutterfly *	1,700		40

Description	Shares	Market Value ($ Thousands)
Signet Jewelers *	3,000	$	83
Sirius XM Radio *	57,600		55
Sonic *	24,210		188
Sonic Automotive, Cl A * (A)	4,175		36
Sotheby’s (A)	5,600		128
Speedway Motorsports	800		11
Stage Stores	29,371		314
Stamps.com *	1,279		13
Standard-Pacific *	4,600		15
Starwood Hotels & Resorts Worldwide	4,700		195
Steiner Leisure *	7,620		293
Stewart Enterprises, Cl A (A)	2,900		16
Strayer Education (A)	3,400		707
Systemax (A)	2,742		41
Tempur-Pedic International *	21,190		652
Tenneco * (A)	11,900		251
Texas Roadhouse, Cl A *	2,800		35
Thor Industries	700		16
Timberland, Cl A *	1,400		23
True Religion Apparel *	700		15
Tupperware Brands	6,861		273
Ulta Salon Cosmetics & Fragrance *	1,800		43
Under Armour, Cl A * (A)	600		20
WABCO Holdings *	1,500		47
Warnaco Group *	3,010		109
Warner Music Group *	3,500		17
Wendy’s, Cl A	31,900		128
Westwood One *	3,000		30
Whirlpool (A)	9,400		826
Williams-Sonoma (A)	8,800		218
Winnebago Industries * (A)	22,920		228
WMS Industries *	23,636		928
Wolverine World Wide	700		18
World Wrestling Entertainment, Cl A	1,400		22
Wyndham Worldwide (A)	24,150		486
			49,338
Consumer Staples — 4.1%
American Italian Pasta, Cl A * (A)	1,500		79
Andersons	1,700		55
Avon Products	7,952		211
BJ’s Wholesale Club * (A)	18,389		681
Boston Beer, Cl A *	800		54
Brown-Forman, Cl B	6,637		380
Cal-Maine Foods (A)	8,700		278
Casey’s General Stores (A)	5,400		188
Central European Distribution *	12,950		277
Central Garden and Pet *	13,800		131
Central Garden and Pet, Cl A *	19,700		177
Chiquita Brands International * (A)	14,614		178
Church & Dwight	1,600		100
Constellation Brands, Cl A *	21,816		340
Corn Products International	7,990		242
Darling International *	2,400		18
Dean Foods *	66,902		674
Del Monte Foods	42,000		604
Diamond Foods (A)	1,500		62
Dole Food * (A)	12,981		135

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Flowers Foods	3,900	$	95
Fresh Del Monte Produce *	14,800		300
Great Atlantic & Pacific Tea * (A)	11,400		45
Green Mountain Coffee Roasters * (A)	29,690		763
Hansen Natural *	3,225		126
Herbalife	23,470		1,081
J&J Snack Foods	1,300		55
Lancaster Colony	1,000		53
McCormick	9,181		349
Mead Johnson Nutrition, Cl A	5,700		286
Molson Coors Brewing, Cl B	10,406		441
Nash Finch	3,160		108
Nu Skin Enterprises, Cl A	900		22
Pantry *	17,202		243
Prestige Brands Holdings *	29,507		209
Ralcorp Holdings *	1,000		55
Reddy Ice Holdings *	5,700		18
Revlon, Cl A *	1,400		16
RITE AID CORP * (A)	94,400		93
Ruddick	7,236		224
Sanderson Farms	3,200		162
Sara Lee (A)	32,700		461
Schiff Nutrition International (A)	2,200		16
Seneca Foods, Cl A *	5,219		168
Smithfield Foods * (A)	1,400		21
Spectrum Brands Holdings *	1,100		28
SUPERVALU	34,400		373
Tootsie Roll Industries (A)	751		18
TreeHouse Foods *	1,800		82
Universal (A)	5,800		230
USANA Health Sciences * (A)	400		14
Vector Group (A)	2,900		49
Village Super Market, Cl A	800		21
Weis Markets	6,300		207
Whole Foods Market *	2,000		72
Winn-Dixie Stores *	8,331		80
			11,448
Energy — 4.7%
Atlas Energy *	1,000		27
ATP Oil & Gas *	1,700		18
Atwood Oceanics *	8,300		212
Berry Petroleum, Cl A	15,828		407
Bill Barrett *	1,000		31
Brigham Exploration * (A)	21,800		335
Bristow Group *	700		21
Cabot Oil & Gas	1,000		31
Cal Dive International *	5,100		30
CAMAC Energy *	4,300		16
Carrizo Oil & Gas *	1,700		26
Cimarex Energy	400		29
Clean Energy Fuels *	1,200		18
Complete Production Services *	3,100		44
Contango Oil & Gas *	500		22
CVR Energy *	2,700		20
Denbury Resources *	2,748		40
Dresser-Rand Group *	12,690		400
Dril-Quip * (A)	10,550		464
Energy XXI Bermuda *	3,900		62
EXCO Resources	1,800		26
Exterran Holdings * (A)	19,154		494

Description	Shares	Market Value ($ Thousands)
FMC Technologies *	1,800	$	95
Forest Oil *	1,900		52
Frontier Oil	18,999		256
Frontline	1,700		49
Global Industries *	2,300		10
Golar LNG	3,200		32
Goodrich Petroleum * (A)	27,146		326
Helix Energy Solutions Group *	1,800		19
Helmerich & Payne	1,300		48
Hess	1,100		55
Hornbeck Offshore Services *	16,600		242
International Coal Group * (A)	11,600		45
Key Energy Services *	34,851		320
Mariner Energy * (A)	1,700		36
McMoRan Exploration * (A)	5,900		66
Mitcham Industries *	3,000		20
Murphy Oil	7,555		374
Nabors Industries * (A)	21,366		377
National Oilwell Varco	1,800		60
Newfield Exploration *	6,744		329
Nordic American Tanker Shipping, Cl US (A)	11,000		309
Northern Oil And Gas *	2,100		27
Oceaneering International *	8,080		363
Oil States International *	700		28
Overseas Shipholding Group (A)	25,720		953
Patterson-UTI Energy	10,400		134
Peabody Energy	1,500		59
PetroHawk Energy *	23,100		392
Pioneer Natural Resources (A)	5,981		356
Quicksilver Resources *	1,500		16
Range Resources	7,958		319
Rowan * (A)	10,600		233
SEACOR Holdings *	4,800		339
Ship Finance International (A)	2,700		48
SM Energy	1,000		40
Southwestern Energy *	1,000		39
Spectra Energy	19,871		399
Stone Energy * (A)	7,700		86
Sunoco	14,563		506
Superior Energy Services *	1,300		24
Swift Energy *	12,591		339
Teekay Shipping	10,000		262
Tesoro	23,800		278
Tetra Technologies *	3,500		32
Tidewater (A)	12,316		477
TransAtlantic Petroleum *	5,100		16
Ultra Petroleum *	900		40
USEC * (A)	56,600		269
Venoco *	1,300		21
Western Refining * (A)	19,600		99
Whiting Petroleum *	8,225		645
Willbros Group *	1,500		11
World Fuel Services (A)	15,100		392
			13,135
Financials — 15.1%
Acadia Realty Trust †	2,100		35
Advance America Cash Advance Centers	39,200		162
Affiliated Managers Group *	500		30
Alexander’s †	100		30

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Alexandria Real Estate Equities † (A)	400	$	25
Allied World Assurance Holdings	11,200		508
Altisource Portfolio Solutions *	1,400		35
AMB Property †	2,100		50
American Campus Communities †	1,000		27
American Capital *	8,900		43
American Capital Agency † (A)	3,717		98
American Financial Group	19,300		527
American National Insurance	700		57
AmeriCredit *	600		11
Ameriprise Financial	18,476		668
Anworth Mortgage Asset †	44,400		316
Apartment Investment & Management, Cl A †	1,800		35
Arch Capital Group *	300		22
Ares Capital	13,829		173
Argo Group International Holdings	600		18
Arthur J. Gallagher	4,400		107
Aspen Insurance Holdings	13,100		324
Associated Banc-Corp (A)	18,500		227
Assured Guaranty	46,044		611
Astoria Financial	4,170		57
Axis Capital Holdings	2,700		80
Banco Latinoamericano de Exportaciones, Cl E (A)	21,300		266
Bancorpsouth (A)	15,867		284
Bank Mutual	5,200		29
Bank of Hawaii	900		44
Beneficial Mutual Bancorp *	1,800		18
BGC Partners, Cl A	40,700		208
BioMed Realty Trust † (A)	18,600		299
BlackRock	456		65
BlackRock Kelso Capital (A)	2,400		24
Boston Private Financial Holdings (A)	10,538		68
Boston Properties † (A)	6,228		444
Brandywine Realty Trust †	32,300		347
BRE Properties, Cl A †	1,000		37
Calamos Asset Management, Cl A	1,800		17
Camden Property Trust †	600		25
Capstead Mortgage † (A)	17,700		196
Cardinal Financial	18,361		170
Cathay General Bancorp	3,100		32
CB Richard Ellis Group, Cl A * (A)	30,600		417
CBL & Associates Properties † (A)	14,200		177
Central Pacific Financial * (A)	13,300		20
Century Bancorp, Cl A	2,700		59
Chemical Financial	4,300		94
Chimera Investment †	43,300		156
Cincinnati Financial (A)	2,400		62
City National	800		41
CNA Financial *	27,500		703
CNA Surety *	6,600		106
Colonial Properties Trust † (A)	4,500		65
Columbia Banking System	1,000		18
Comerica	13,064		481
Commerce Bancshares	1,455		52
Community Bank System (A)	11,300		249
Cousins Properties †	12,728		86

Description	Shares	Market Value ($ Thousands)
Cullen/Frost Bankers	300	$	15
CVB Financial (A)	12,800		122
DCT Industrial Trust † (A)	11,000		50
Delphi Financial Group, Cl A	4,300		105
Developers Diversified Realty † (A)	2,300		23
Digital Realty Trust † (A)	300		17
Dime Community Bancshares	1,700		21
Dollar Financial * (A)	1,600		31
Doral Financial * (A)	23,400		57
Douglas Emmett †	1,400		20
Duke Realty † (A)	1,700		19
E*Trade Financial *	7,120		84
EastGroup Properties † (A)	2,100		75
Eaton Vance	8,579		237
Education Realty Trust †	28,058		169
EMC Insurance Group (A)	2,820		62
Employers Holdings	36,487		538
Encore Capital Group *	23,500		484
Endurance Specialty Holdings	22,065		828
Enstar Group *	400		27
Entertainment Properties Trust †	1,000		38
Equity One † (A)	22,347		349
Erie Indemnity, Cl A	2,000		91
Essex Property Trust † (A)	400		39
Evercore Partners, Cl A	700		16
Everest Re Group	4,400		311
FBL Financial Group, Cl A	2,500		53
Federal Agricultural Mortgage, Cl C	7,400		104
Federal Realty Investment Trust † (A)	500		35
Federated Investors, Cl B (A)	33,719		698
FelCor Lodging Trust * †	6,100		30
Fifth Street Finance (A)	3,100		34
Fifth Third Bancorp	31,704		390
Financial Institutions	1,100		20
First American Financial	2,100		27
First Bancorp (A)	58,948		31
First Financial Bancorp (A)	19,344		289
First Financial Bankshares (A)	500		24
First Financial Holdings	1,000		11
First Horizon National *	25,879		296
First Niagara Financial Group	5,000		63
First Potomac Realty Trust †	17,700		254
FirstMerit	14,761		253
Flagstone Reinsurance Holdings	6,300		68
Flushing Financial	3,600		44
FNB (Pennsylvania) (A)	11,200		90
Forestar Group *	1,300		23
Franklin Street Properties † (A)	5,100		60
Fulton Financial	4,400		42
GAMCO Investors, Cl A	400		15
Gerova Financial Group *	2,300		12
Getty Realty † (A)	3,100		70
GFI Group	38,700		216
Gleacher *	8,600		22
GLG Partners * (A)	10,100		44
Greenlight Capital Re *	1,000		25
Hancock Holding (A)	9,919		331
Hanover Insurance Group	13,300		579
Harleysville Group	600		19

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Hatteras Financial † (A)	5,000	$	139
HCC Insurance Holdings	1,000		25
Health Care †	3,600		152
Healthcare Realty Trust †	1,000		22
Hercules Technology Growth Capital	33,584		309
Hersha Hospitality Trust †	4,600		21
Highwoods Properties † (A)	700		19
Home Properties †	400		18
Horace Mann Educators (A)	18,700		286
Hospitality Properties Trust †	15,700		331
Host Hotels & Resorts † (A)	22,090		298
HRPT Properties Trust †	100,100		622
Hudson City Bancorp	16,000		196
Huntington Bancshares	99,900		553
IBERIABANK	4,658		240
Independent Bank	800		20
Infinity Property & Casualty (A)	11,651		538
Interactive Brokers Group, Cl A * (A)	800		13
Investment Technology Group *	2,400		39
Janus Capital Group	2,600		23
Jefferies Group (A)	2,700		57
Jones Lang LaSalle	2,304		151
KBW * (A)	1,100		24
Kennedy-Wilson Holdings *	1,700		17
Kilroy Realty † (A)	3,575		106
Kimco Realty † (A)	4,500		61
Kite Realty Group Trust †	3,700		16
Knight Capital Group, Cl A *	2,300		32
LaSalle Hotel Properties †	1,400		29
Lexington Realty Trust †	17,367		104
Liberty Property Trust †	15,852		457
LTC Properties † (A)	7,100		172
M&T Bank	1,358		115
Macerich † (A)	5,934		222
MarketAxess Holdings	1,800		25
MBIA * (A)	5,600		31
Meadowbrook Insurance Group	47,100		407
Medical Properties Trust † (A)	35,000		330
Mercury General	1,100		46
MF Global Holdings * (A)	5,200		30
MFA Financial † (A)	96,511		714
Mid-America Apartment Communities †	5,821		300
Montpelier Re Holdings (A)	15,200		227
MSCI, Cl A *	4,100		112
National Health Investors †	1,900		73
National Penn Bancshares	26,317		158
National Retail Properties † (A)	1,600		34
National Western Life Insurance, Cl A	200		31
Nationwide Health Properties †	14,000		501
NBT Bancorp	800		16
NewAlliance Bancshares	11,400		128
Northfield Bancorp (A)	800		10
NorthStar Realty Finance † (A)	12,109		32
NYSE Euronext	1,975		55
Ocwen Financial * (A)	4,200		43
Old National Bancorp (A)	4,100		42
Omega Healthcare Investors † (A)	5,100		102
One Liberty Properties †	140		2

Description	Shares	Market Value ($ Thousands)
OneBeacon Insurance Group, Cl A	2,700	$	39
optionsXpress Holdings *	2,600		41
Oriental Financial Group (A)	13,000		165
PacWest Bancorp (A)	14,918		273
Park National (A)	300		19
Parkway Properties † (A)	20,600		300
PartnerRe	9,726		682
Pennsylvania Real Estate Investment Trust † (A)	14,700		180
People’s United Financial	32,743		442
PHH * (A)	13,542		258
Piedmont Office Realty Trust, Cl A †	1,000		19
Piper Jaffray *	500		16
Platinum Underwriters Holdings	10,316		374
Plum Creek Timber † (A)	1,600		55
Popular *	32,900		88
Portfolio Recovery Associates * (A)	400		27
Post Properties † (A)	1,200		27
Premierwest Bancorp (A)	47,850		19
ProAssurance *	16,287		925
Prospect Capital	2,612		25
Protective Life	7,156		153
Provident Financial Services	1,900		22
PS Business Parks †	1,400		78
Pzena Investment Management, Cl A (A)	5,400		34
Radian Group (A)	7,000		51
RAIT Financial Trust * † (A)	42,000		79
Ramco-Gershenson Properties † (A)	2,300		23
Raymond James Financial (A)	16,800		415
Redwood Trust † (A)	22,992		337
Regency Centers †	5,500		189
Regions Financial	37,600		247
Reinsurance Group of America, Cl A	15,235		696
RenaissanceRe Holdings	800		45
Resource Capital †	2,600		15
Roma Financial (A)	900		10
S&T Bancorp (A)	9,800		194
Selective Insurance Group (A)	10,900		162
Senior Housing Properties Trust †	5,300		107
Signature Bank NY * (A)	9,120		347
SL Green Realty † (A)	3,200		176
Solar Capital	2,200		42
Sovran Self Storage † (A)	4,500		155
StanCorp Financial Group	11,800		478
Stifel Financial * (A)	8,605		373
Strategic Hotels & Resorts * †	3,800		17
Stratus Properties *	1,900		19
Sun Communities † (A)	1,400		36
SVB Financial Group * (A)	600		25
SWS Group	8,500		81
Synovus Financial (A)	349,811		889
Tanger Factory Outlet Centers † (A)	1,000		41
Taubman Centers †	7,500		282
TCF Financial (A)	2,200		37

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
TD Ameritrade Holding *	20,329	$	311
Teton Advisors, Cl A *	6		—
Texas Capital Bancshares *	1,500		25
TFS Financial	4,700		58
Tower Group	4,800		103
TradeStation Group *	1,800		12
Transatlantic Holdings	600		29
Trustco Bank NY (A)	23,200		130
Trustmark (A)	900		19
UDR †	1,400		27
Umpqua Holdings (A)	10,416		120
United America Indemnity, Cl A *	1,081		8
United Bankshares (A)	4,300		103
United Community Banks * (A)	3,375		13
United Fire & Casualty	4,000		79
Unitrin	18,800		481
Unum Group	40,763		885
U-Store-It Trust †	3,500		26
Validus Holdings	8,900		217
Valley National Bancorp (A)	2,205		30
Waddell & Reed Financial, Cl A	900		20
Walter Investment Management †	1,157		19
Washington Federal (A)	14,200		230
Washington Real Estate Investment Trust † (A)	900		25
Webster Financial	7,700		138
Weingarten Realty Investors †	1,600		31
WesBanco (A)	12,800		216
Westamerica Bancorporation (A)	1,700		89
Western Alliance Bancorp *	4,200		30
Westfield Financial	2,625		22
White Mountains Insurance Group	100		32
Whitney Holding (A)	40,529		375
Willis Group Holdings	13,349		401
Wintrust Financial (A)	600		20
World Acceptance * (A)	1,300		50
WR Berkley	5,400		143
WSFS Financial	400		14
XL Capital, Cl A	3,800		61
Zions Bancorporation (A)	51,510		1,111
			42,143
Health Care — 11.6%
Abaxis *	1,600		34
Abraxis Bioscience * (A)	500		37
Accretive Health * (A)	10,400		138
Accuray *	1,900		13
Acorda Therapeutics * (A)	17,700		551
Affymax * (A)	12,100		72
Affymetrix * (A)	3,600		21
Air Methods *	600		18
Albany Molecular Research * (A)	5,400		28
Alexion Pharmaceuticals *	6,000		307
Align Technology *	34,100		507
Alkermes * (A)	26,160		326
Allergan	1,800		105
Allscripts Healthcare Solutions * (A)	14,300		230
AMAG Pharmaceuticals * (A)	7,070		243
American Medical Systems Holdings * (A)	26,880		595

Description	Shares	Market Value ($ Thousands)
AMERIGROUP *	5,925	$	192
AmerisourceBergen	24,127		766
Amsurg *	15,752		281
Amylin Pharmaceuticals * (A)	2,100		39
Analogic (A)	1,074		49
Angiodynamics *	1,914		28
ATHENAHEALTH INC *	1,600		42
Auxilium Pharmaceuticals * (A)	26,360		619
Beckman Coulter	4,752		286
Bio-Reference Labs *	1,600		35
Biovail (A)	38,800		747
Brookdale Senior Living *	25,700		385
Bruker BioSciences *	3,900		47
Capital Senior Living *	3,600		18
Catalyst Health Solutions *	600		21
Celgene *	622		32
Celldex Therapeutics * (A)	2,400		11
Cephalon *	6,700		380
Cerner *	300		23
Charles River Laboratories International * (A)	5,850		200
Chemed	4,364		238
Codexis * (A)	2,700		24
Conmed *	5,732		107
Cooper (A)	14,471		576
Corvel *	293		10
Covance * (A)	12,275		630
Coventry Health Care *	18,200		322
Cubist Pharmaceuticals * (A)	8,700		179
Cyberonics * (A)	12,790		303
Dendreon * (A)	1,100		36
Dentsply International	16,200		485
Dionex *	500		37
Eclipsys *	1,200		21
Edwards Lifesciences *	2,400		134
Emeritus * (A)	1,400		23
Endo Pharmaceuticals Holdings *	15,300		334
Enzon Pharmaceuticals * (A)	2,600		28
eResearchTechnology *	2,348		19
ev3 *	1,400		31
Express Scripts *	1,400		66
Forest Laboratories *	13,900		381
Furiex Pharmaceuticals *	500		5
Gen-Probe *	15,400		699
Gentiva Health Services *	700		19
Geron * (A)	8,900		45
Greatbatch *	2,000		45
Haemonetics *	700		37
Halozyme Therapeutics *	2,700		19
Health Management Associates, Cl A *	12,400		96
Health Net *	14,225		347
Healthsouth * (A)	20,760		388
Healthspring *	1,200		19
Henry Schein *	5,527		303
Hill-Rom Holdings (A)	6,900		210
HMS Holdings *	500		27
Hologic *	22,889		319
Humana *	8,300		379
ICON ADR *	14,010		405
Idexx Laboratories * (A)	6,300		384

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Illumina * (A)	2,300	$	100
Immucor *	1,950		37
Impax Laboratories *	1,200		23
Incyte * (A)	31,500		349
Intuitive Surgical *	550		174
Inverness Medical Innovations * (A)	2,534		68
Kendle International *	1,100		13
Kensey Nash * (A)	2,964		70
Kindred Healthcare *	1,600		21
Kinetic Concepts * (A)	14,800		540
King Pharmaceuticals * (A)	20,000		152
Landauer	600		37
LHC Group * (A)	500		14
Life Technologies *	1,637		77
LifePoint Hospitals *	19,800		622
Lincare Holdings	29,850		970
Luminex * (A)	1,200		19
Magellan Health Services *	1,400		51
MannKind *	4,900		31
Martek Biosciences * (A)	800		19
Mednax *	3,743		208
Meridian Bioscience (A)	8,100		138
Merit Medical Systems *	2,500		40
Mettler Toledo International *	400		45
Millipore *	500		53
Molina Healthcare *	500		14
Mylan Laboratories * (A)	36,235		617
Myriad Genetics *	2,200		33
Myriad Pharmaceuticals *	550		2
Nektar Therapeutics * (A)	9,000		109
Neogen *	900		23
NuVasive * (A)	17,029		604
Obagi Medical Products *	1,600		19
Odyssey HealthCare *	1,500		40
Omnicell *	1,300		15
Onyx Pharmaceuticals * (A)	45,900		991
Orthofix International *	600		19
Owens & Minor	29,162		828
Par Pharmaceutical *	2,570		67
Parexel International *	36,550		792
Patterson (A)	7,500		214
PDL BioPharma (A)	61,300		344
PerkinElmer	21,800		451
Perrigo (A)	10,900		644
Pharmaceutical Product Development	40,070		1,018
Pharmasset * (A)	8,000		219
PharMerica *	1,100		16
Phase Forward *	1,100		18
Providence Service *	1,900		27
PSS World Medical * (A)	1,400		30
Psychiatric Solutions *	900		29
Regeneron Pharmaceuticals * (A)	19,300		431
RehabCare Group *	19,950		434
ResMed * (A)	2,881		175
Rigel Pharmaceuticals * (A)	27,000		194
Salix Pharmaceuticals * (A)	11,230		438
Seattle Genetics * (A)	25,970		311
Sirona Dental Systems *	8,919		311
STERIS (A)	1,700		53
SXC Health Solutions *	13,440		985

Description	Shares	Market Value ($ Thousands)
Symmetry Medical *	1,500	$	16
Team Health Holdings * (A)	19,965		258
Techne (A)	4,600		264
Tenet Healthcare *	14,100		61
Theravance * (A)	1,400		18
Thermo Fisher Scientific *	1,600		79
Thoratec *	1,500		64
TomoTherapy * (A)	17,200		55
Universal Health Services, Cl B	1,000		38
US Physical Therapy *	900		15
Valeant Pharmaceuticals International * (A)	4,800		251
Vertex Pharmaceuticals *	8,800		289
Viropharma *	5,800		65
Volcano * (A)	28,970		632
Waters *	1,725		112
Watson Pharmaceuticals *	8,700		353
WellCare Health Plans *	800		19
Zoll Medical *	1,800		49
			32,180
Industrials — 15.2%
A123 Systems *	2,000		19
AAON (A)	1,500		35
AAR *	1,100		18
ACCO Brands * (A)	24,700		123
Acuity Brands (A)	9,834		358
Advisory Board * (A)	16,000		687
AerCap Holdings *	18,100		188
AGCO *	1,400		38
Aircastle	4,900		39
Airtran Holdings * (A)	2,900		14
Alaska Air Group *	8,098		364
Albany International, Cl A	1,900		31
Alexander & Baldwin	2,939		88
Allegiant Travel, Cl A (A)	9,640		412
Alliant Techsystems *	588		37
American Commercial Lines * (A)	725		16
American Superconductor * (A)	2,200		59
Ameron International	300		18
Ametek	750		30
Ampco-Pittsburgh (A)	8,000		167
AMR *	23,600		160
AO Smith	8,400		405
Apogee Enterprises (A)	16,300		176
Arkansas Best	2,670		55
ArvinMeritor * (A)	56,250		737
Atlas Air Worldwide Holdings *	14,300		679
Avery Dennison	11,542		371
Baldor Electric	900		33
Barnes Group	1,100		18
BE Aerospace *	12,207		310
Beacon Roofing Supply * (A)	44,190		796
Belden	13,559		298
Brady, Cl A	9,285		231
Briggs & Stratton (A)	22,720		387
Brink’s	3,100		59
Bucyrus International, Cl A (A)	12,700		603
C.H. Robinson Worldwide (A)	4,644		259
Carlisle	1,100		40
Cenveo * (A)	6,200		34
Cintas	15,141		363

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Clarcor	1,000	$	36
Clean Harbors *	10,092		670
CNH Global (A)	2,460		56
Colfax *	7,500		78
Columbus McKinnon *	3,249		45
Continental Airlines, Cl B * (A)	23,900		526
Con-way	600		18
Copa Holdings, Cl A	11,760		520
Copart *	600		21
Corporate Executive Board	23,000		604
Corrections Corp of America *	55,230		1,054
CoStar Group * (A)	1,100		43
Courier (A)	6,189		76
Crane	9,800		296
Cummins	2,100		137
Delta Air Lines *	5,725		67
Deluxe	18,000		337
Dollar Thrifty Automotive Group *	3,000		128
Donaldson	600		26
Dover	8,671		362
EMCOR Group *	22,014		510
EnergySolutions	4,700		24
EnerNOC * (A)	1,300		41
Ennis	3,700		56
EnPro Industries *	11,900		335
Esterline Technologies *	7,310		347
Excel Maritime Carriers *	8,300		43
Fastenal (A)	6,548		329
Flowserve	1,100		93
Fluor	7,573		322
Forward Air (A)	1,000		27
Foster Wheeler *	7,300		154
FTI Consulting * (A)	800		35
G&K Services	10,126		209
Gardner Denver	29,004		1,293
GATX (A)	2,900		77
Genco Shipping & Trading *	2,100		31
GenCorp * (A)	9,100		40
Generac Holdings *	1,300		18
General Cable *	900		24
GeoEye *	700		22
Goodrich	1,600		106
Gorman-Rupp (A)	1,250		31
Graco	600		17
GrafTech International *	2,200		32
Griffon *	1,600		18
Harsco	3,200		75
Heartland Express (A)	2,100		31
Heidrick & Struggles International	700		16
Herman Miller	1,500		28
Hertz Global Holdings * (A)	38,100		360
Hexcel *	2,200		34
HNI (A)	1,400		39
Hubbell, Cl B	5,700		226
Huron Consulting Group *	400		8
IDEX	6,500		186
IHS, Cl A *	16,400		958
Insituform Technologies, Cl A *	1,900		39
Interface, Cl A (A)	18,214		196
Interline Brands *	1,300		23
International Shipholding (A)	5,600		124

Description	Shares	Market Value ($ Thousands)
Jacobs Engineering Group *	2,049	$	75
JB Hunt Transport Services	16,610		543
John Bean Technologies	1,377		21
Joy Global	1,800		90
Kadant *	11,654		203
Kaman	2,707		60
Kansas City Southern *	3,100		113
Kaydon (A)	10,092		332
KBR	5,700		116
Kelly Services, Cl A *	1,200		18
Kennametal	600		15
Kirby *	1,100		42
Knoll	32,290		429
Landstar System	600		23
Layne Christensen *	1,000		24
Lennox International	2,400		100
Lincoln Electric Holdings	3,205		163
Localiza Rent a Car	35,760		412
Manitowoc	5,200		48
Manpower	15,100		652
MasTec *	5,300		50
Middleby *	500		27
Mine Safety Appliances (A)	6,500		161
Moog, Cl A *	2,300		74
Mueller Industries	11,400		280
NACCO Industries, Cl A	400		35
Navistar International * (A)	15,400		758
NCI Building Systems * (A)	3,160		26
Nordson	1,400		78
Old Dominion Freight Line *	21,070		740
Orbital Sciences *	4,400		69
Oshkosh Truck *	11,200		349
Owens Corning *	5,200		156
PACCAR	9,707		387
Pall	3,500		120
Park-Ohio Holdings *	2,900		42
Pentair	800		26
Pitney Bowes	17,546		385
Quanex Building Products	4,400		76
Quanta Services *	3,656		75
Regal-Beloit	13,560		756
Resources Connection *	43,095		586
Ritchie Bros. Auctioneers (A)	12,600		230
Robert Half International	1,400		33
Rockwell Collins	4,923		262
Roper Industries	400		22
RR Donnelley & Sons	31,294		512
RSC Holdings * (A)	1,700		10
Rush Enterprises, Cl A *	39,760		531
Ryder System	12,600		507
School Specialty * (A)	15,532		281
Shaw Group *	1,400		48
Skywest	11,800		144
Spirit Aerosystems Holdings, Cl A *	20,179		385
Standard Register (A)	5,864		18
Steelcase, Cl A (A)	4,600		36
Stericycle * (A)	1,000		66
SYKES Enterprises *	107,897		1,535
TAL International Group	8,900		200
Teledyne Technologies *	10,540		407
Teleflex	8,133		441

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Terex *	14,372	$	269
Tetra Tech * (A)	10,986		215
Thomas & Betts *	12,300		427
Timken	25,200		655
Towers Watson, Cl A (A)	11,970		465
Trex * (A)	25,191		506
Trinity Industries (A)	8,720		154
Triumph Group (A)	10,543		702
TrueBlue *	1,500		17
Tutor Perini *	6,800		112
Tyco International	3,723		131
UAL * (A)	23,000		473
United Stationers *	9,221		502
Universal Forest Products	2,200		67
URS *	8,400		330
US Airways Group * (A)	22,038		190
USG * (A)	1,100		13
UTI Worldwide	20,300		251
Valmont Industries	300		22
Vicor * (A)	2,300		29
Vitran *	31,730		420
Wabash National * (A)	54,570		388
Wabtec (A)	1,800		72
Watsco (A)	4,200		243
Watts Water Technologies, Cl A (A)	7,204		206
WESCO International * (A)	22,602		761
Xerium Technologies *	1,200		17
			42,472
Information Technology — 16.7%
Advanced Analogic Technologies * (A)	3,400		11
Advanced Energy Industries *	1,400		17
Advanced Micro Devices * (A)	7,300		53
Advent Software * (A)	500		24
Agilysys	2,800		19
Akamai Technologies *	2,300		93
Alliance Data Systems * (A)	21,400		1,274
Amkor Technology * (A)	15,500		85
Analog Devices	14,873		414
Anixter International *	500		21
Ansys *	11,000		446
Applied Micro Circuits *	60,460		634
Ariba *	2,700		43
Arris Group *	7,200		73
Arrow Electronics *	1,900		42
AsiaInfo Holdings * (A)	9,100		199
Atheros Communications *	2,200		61
ATMI *	1,400		21
Autodesk *	1,000		24
Avnet *	10,000		241
Benchmark Electronics *	19,500		309
BigBand Networks *	7,100		22
Black Box	5,800		162
Blackbaud	1,000		22
Blue Coat Systems *	18,000		368
BMC Software *	1,700		59
Brightpoint *	41,283		289
Broadridge Financial Solutions	1,700		32
Brocade Communications Systems *	147,590		762

Description	Shares	Market Value ($ Thousands)
CACI International, Cl A * (A)	5,633	$	239
Cadence Design Systems *	5,600		32
Celestica *	32,590		263
Checkpoint Systems *	7,277		126
Ciber *	23,263		64
Ciena * (A)	1,900		24
Citrix Systems *	900		38
Cognex	5,900		104
Cognizant Technology Solutions, Cl A *	1,800		90
Cogo Group *	3,500		22
Coherent * (A)	11,089		380
CommScope *	900		21
Computer Sciences	9,800		443
Comverge *	2,600		23
Concur Technologies * (A)	11,370		485
Convergys *	27,500		270
CoreLogic	2,100		37
Cree *	3,249		195
CSG Systems International *	19,034		349
CTS	33,788		312
Cybersource *	1,700		43
Cymer *	2,301		69
Cypress Semiconductor * (A)	11,200		112
Daktronics (A)	4,600		35
DealerTrack Holdings *	1,100		18
Deltek * (A)	4,647		39
DG FastChannel *	6,500		212
Diebold	24,762		675
Digital River * (A)	14,747		353
Diodes *	1,800		29
Dolby Laboratories, Cl A *	6,000		376
DST Systems	3,600		130
Earthlink	15,100		120
EchoStar, Cl A *	2,900		55
Electronics for Imaging *	6,990		68
Emulex * (A)	20,136		185
Equinix * (A)	11,060		898
Euronet Worldwide *	20,400		261
F5 Networks *	3,200		219
Factset Research Systems	300		20
Fair Isaac (A)	1,100		24
Fairchild Semiconductor International *	71,788		604
Fidelity National Information Services (A)	1,480		40
Finisar * (A)	37,780		563
Flir Systems *	7,360		214
Forrester Research *	900		27
Gartner * (A)	54,540		1,268
Genpact *	1,200		19
Global Payments	800		29
GSI Commerce * (A)	92,640		2,668
Harris	14,100		587
Heartland Payment Systems (A)	16,960		252
Hewitt Associates, Cl A *	3,634		125
Hittite Microwave *	1,300		58
Hollysys Automation Technologies *	20,600		186
Hughes Communications *	1,200		29
IAC *	4,079		90
Imation *	2,100		19

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Informatica * (A)	31,050	$	741
Ingram Micro, Cl A *	1,400		21
Integrated Device Technology *	11,300		56
InterDigital *	1,000		25
Intermec *	26,646		273
International Rectifier *	1,600		30
Intersil, Cl A	7,800		94
Itron *	600		37
Ixia *	26,800		230
Jabil Circuit	4,400		59
Jack Henry & Associates	1,000		24
JDS Uniphase *	2,700		27
L-1 Identity Solutions, Cl 1 *	2,100		17
Lawson Software *	32,720		239
Lexmark International, Cl A * (A)	23,390		773
Limelight Networks *	3,000		13
Linear Technology (A)	3,700		103
Littelfuse *	7,197		228
LoopNet *	1,700		21
Loral Space & Communications *	800		34
LSI Logic *	5,300		24
Mantech International, Cl A *	900		38
Measurement Specialties *	2,900		40
Mentor Graphics *	2,400		21
Methode Electronics	17,356		169
Micrel	11,400		116
Micros Systems *	13,000		414
Microsemi * (A)	73,672		1,078
MicroStrategy, Cl A *	300		23
Microtune * (A)	2,735		6
Molex	27,509		502
Monolithic Power Systems *	5,228		93
Monster Worldwide * (A)	1,600		19
Move * (A)	35,372		73
MTS Systems	2,119		61
Multi-Fineline Electronix *	12,100		302
National Semiconductor	3,200		43
NCR *	13,725		166
Netezza *	44,740		612
Netgear *	2,300		41
Netlogic Microsystems *	17,990		489
NetSuite * (A)	1,400		18
NeuStar, Cl A *	1,000		21
Novell *	26,778		152
Novellus Systems *	1,600		41
Omnivision Technologies *	1,400		30
Palm * (A)	4,400		25
Parametric Technology *	18,549		291
Plantronics	1,100		32
Plexus *	6,850		183
PMC - Sierra *	150,500		1,132
Polycom *	23,710		706
Power Integrations (A)	13,110		422
QLogic *	34,060		566
Quality Systems (A)	12,881		747
Radisys * (A)	4,300		41
Rambus * (A)	1,900		33
RealNetworks *	11,200		37
Red Hat *	1,700		49
RF Micro Devices * (A)	22,890		90
Richardson Electronics	11,300		102
Riverbed Technology * (A)	15,830		437

Description	Shares	Market Value ($ Thousands)
Rofin-Sinar Technologies *	1,100	$	23
Rovi * (A)	11,274		427
S1 *	3,900		23
SAIC *	28,600		479
Salesforce.com *	800		69
Sanmina-SCI * (A)	60,100		818
Sapient	74,447		755
SAVVIS *	1,900		28
Scansource *	3,600		90
Semtech *	3,600		59
Silicon Graphics International * (A)	2,400		17
Silicon Laboratories *	3,850		156
Skyworks Solutions *	59,840		1,005
Solera Holdings	6,848		248
SonicWALL * (A)	2,600		31
SuccessFactors * (A)	22,630		470
SunPower, Cl A *	3,400		41
Supertex *	900		22
Sybase *	1,800		116
Symyx Technologies *	4,303		22
Synaptics * (A)	4,750		131
SYNNEX * (A)	2,118		54
Synopsys *	32,939		687
Syntel	1,400		48
Take-Two Interactive Software * (A)	2,400		22
Taleo, Cl A *	4,492		109
Tech Data *	13,400		477
Technitrol	19,700		62
Tekelec *	3,400		45
Tellabs	7,100		45
Teradata *	4,800		146
Teradyne * (A)	29,882		291
Tessera Technologies *	1,300		21
TIBCO Software *	10,000		121
TiVo * (A)	85,170		629
TNS *	13,076		228
Total System Services	1,600		22
Trimble Navigation *	6,000		168
Ultimate Software Group *	800		26
Unisys * (A)	11,773		218
United Online (A)	58,230		335
Valueclick *	2,700		29
Varian Semiconductor Equipment Associates *	6,275		180
Veeco Instruments * (A)	2,300		79
Viasat * (A)	1,100		36
Virtusa *	1,600		15
Vishay Intertechnology *	71,300		552
VistaPrint * (A)	30,819		1,464
WebMD Health, Cl A *	1,121		52
Websense *	33,470		633
Western Digital *	15,900		479
Wright Express * (A)	21,195		629
Xyratex * (A)	18,637		264
Zebra Technologies, Cl A *	14,044		356
Zoran *	37,797		361
			46,499
Materials — 5.3%
Airgas	800		50

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
AK Steel Holding	9,700	$	116
Albemarle	4,500		179
Allegheny Technologies (A)	13,384		592
Alpha Natural Resources *	800		27
AM Castle *	7,770		108
AMCOL International	1,500		35
Aptargroup	7,837		296
Ashland	2,600		121
Ball	5,200		275
Cabot	11,592		279
Carpenter Technology	800		26
Celanese, Ser A	14,100		351
Century Aluminum * (A)	5,100		45
China Green Agriculture * (A)	7,900		71
Clearwater Paper *	400		22
Cliffs Natural Resources	5,068		239
Coeur d’Alene Mines * (A)	1,400		22
Commercial Metals	15,769		209
Compass Minerals International	1,100		77
Crown Holdings *	4,800		120
Cytec Industries	11,124		445
Domtar (A)	4,800		236
Eagle Materials	1,000		26
Eastman Chemical (A)	11,200		598
Ferro *	2,300		17
FMC (A)	1,800		103
General Steel Holdings * (A)	15,828		37
Georgia Gulf *	1,400		19
Glatfelter	1,700		18
Globe Specialty Metals *	5,200		54
Golden Star Resources *	4,200		18
Greif, Cl A	1,900		105
H.B. Fuller	10,400		197
Headwaters *	14,423		41
Hecla Mining * (A)	4,100		21
Huntsman (A)	69,395		602
Innophos Holdings (A)	10,900		284
Innospec	3,500		33
Jaguar Mining *	3,900		35
James River Coal *	1,000		16
Kaiser Aluminum (A)	4,300		149
Koppers Holdings	5,097		115
LSB Industries * (A)	20,200		269
Lubrizol	8,200		659
Mosaic	500		19
Nalco Holding	14,000		286
Neenah Paper	7,642		140
NewMarket	1,092		95
Nucor	9,009		345
Olin	3,500		63
OM Group *	6,097		145
Owens-Illinois *	24,861		658
Packaging Corp of America	19,872		438
Pactiv *	12,111		337
PolyOne *	63,235		532
Reliance Steel & Aluminum	7,200		260
Rock-Tenn, Cl A	600		30
Rockwood Holdings *	16,600		377
Royal Gold (A)	900		43
RPM International	900		16
RTI International Metals *	9,952		240
Schnitzer Steel Industries, Cl A	3,300		129

Description	Shares	Market Value ($ Thousands)
Schulman A (A)	16,322	$	309
Schweitzer-Mauduit International	3,997		202
Scotts Miracle-Gro, Cl A	1,500		67
Sealed Air	1,000		20
Sensient Technologies	7,400		192
Sherwin-Williams	600		42
Silgan Holdings	37,188		1,055
Solutia *	9,900		130
Spartech *	3,327		34
Steel Dynamics	39,800		525
Stillwater Mining * (A)	2,600		30
STR Holdings *	800		15
Temple-Inland	2,300		48
Texas Industries (A)	1,000		29
Thompson Creek Metals *	2,200		19
Titanium Metals * (A)	6,800		120
Walter Energy	100		6
Westlake Chemical (A)	2,215		41
Worthington Industries (A)	9,100		117
WR Grace *	10,300		217
			14,728
Telecommunication Services — 2.1%
Alaska Communications Systems Group (A)	21,570		183
American Tower, Cl A *	1,015		45
CenturyTel (A)	12,400		413
Cincinnati Bell *	70,435		212
Consolidated Communications Holdings (A)	1,600		27
Frontier Communications (A)	100,400		714
General Communication, Cl A *	5,600		43
Global Crossing * (A)	1,400		15
Globalstar *	11,400		18
MetroPCS Communications *	86,500		708
Neutral Tandem *	1,500		17
NII Holdings * (A)	45,000		1,463
NTELOS Holdings	17,700		304
PAETEC Holding * (A)	6,400		22
Price Communication *	3,800		—
Qwest Communications International (A)	15,700		82
SBA Communications, Cl A * (A)	32,400		1,102
Syniverse Holdings *	1,000		21
tw telecom , Cl A *	9,490		158
USA Mobility (A)	16,700		216
			5,763
Utilities — 4.0%
AGL Resources	34,098		1,221
Alliant Energy	8,800		279
American States Water	1,700		57
American Water Works	5,500		113
Avista	16,100		314
Black Hills (A)	3,485		99
California Water Service Group	700		25
CH Energy Group (A)	1,800		71
Chesapeake Utilities	400		13
Cleco	1,600		42
CMS Energy (A)	47,700		699
Consolidated Edison	5,929		255
Dynegy, Cl A *	27,860		107
Edison International	9,690		307

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
El Paso Electric *	4,700	$	91
Empire District Electric (A)	12,731		239
Energen	2,800		124
Great Plains Energy (A)	56,292		958
Hawaiian Electric Industries (A)	14,100		321
Idacorp	3,400		113
ITC Holdings	1,000		53
Laclede Group (A)	4,275		142
MDU Resources Group	5,300		96
MGE Energy	1,600		58
Mirant *	19,400		205
New Jersey Resources	750		26
NiSource	49,900		724
Northeast Utilities	4,000		102
Northwest Natural Gas	1,700		74
NorthWestern	34,925		915
NV Energy	2,100		25
Oneok	600		26
Ormat Technologies (A)	600		17
Pepco Holdings	12,500		196
Pinnacle West Capital	7,800		284
PNM Resources	1,700		19
Portland General Electric (A)	54,481		999
RRI Energy *	5,000		19
SCANA	13,806		494
Sempra Energy	1,600		75
South Jersey Industries (A)	4,679		201
Southern Union	600		13
Southwest Water	2,600		27
TECO Energy	1,800		27
UGI	8,400		214
UIL Holdings	700		18
Westar Energy	5,800		125
Wisconsin Energy	1,900		96
Xcel Energy	18,194		375
			11,093
Total Common Stock (Cost $249,714) ($ Thousands)			268,799
EXCHANGE TRADED FUND — 0.4% iShares Russell 2000 Growth Index Fund	15,800		1,052
Total Exchange Traded Fund (Cost $1,168) ($ Thousands)			1,052
CLOSED-END FUND — 0.0% Kayne Anderson Energy Development (A)	800		12
Total Closed-End Fund (Cost $9) ($ Thousands)			12
AFFILIATED PARTNERSHIP — 33.2% SEI Liquidity Fund, L.P.,
0.240% (B) ** ††	93,107,241		92,544
Total Affiliated Partnership (Cost $93,107) ($ Thousands)			92,544

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		7,489,011	$	7,489
Total Cash Equivalent (Cost $7,489) ($ Thousands)				7,489
U.S. TREASURY OBLIGATION (C) (D) — 0.9%
U.S. Treasury Bills
0.200%, 12/16/10	$	2,640		2,638
Total U.S. Treasury Obligation (Cost $2,638) ($ Thousands)				2,638
Total Investments — 133.7% (Cost $354,125) ($ Thousands) ‡			$	372,534

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI	59	Sep-2010	$	(254	)
S&P Mid 400 Index E-MINI	40	Sep-2010		(199	)
			$	(453	)

For the period ended June 31, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $278,617 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $89,934 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $92,544 ($ Thousands).

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

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

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, 2010, the tax basis cost of the Fund’s investments was $354,125 ($ Thousands), and the unrealized appreciation and depreciation were $40,961 ($ Thousands) and ($22,552) ($ Thousands) respectively.

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.

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	268,799		$	—	$	—	$	268,799
Exchange Traded Fund		1,052			—		—		1,052
Closed-End Fund		12			—		—		12
U.S. Treasury Obligation		—			2,638		—		2,638
Cash Equivalent		7,489			—		—		7,489
Affiliated Partnership		—			92,544		—		92,544
Total Investments in Securities	$	277,352		$	95,182	$	—	$	372,534
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(453	)	$	—	$	—	$	(453	)

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

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.3%
Consumer Discretionary — 17.0%
Aeropostale * (A)	13,612	$	390
American Eagle Outfitters (A)	76,001		893
Apollo Group, Cl A *	17,498		743
Bed Bath & Beyond *	11,636		431
BorgWarner * (A)	21,983		821
Brinker International	4,200		61
Career Education * (A)	20,561		473
Carter’s *	1,300		34
CBS, Cl B	2,800		36
Cheesecake Factory * (A)	1,800		40
Chico’s FAS	3,700		37
Chipotle Mexican Grill, Cl A * (A)	1,400		192
Coach (A)	10,700		391
Cooper Tire & Rubber	1,400		27
Darden Restaurants	19,208		746
DeVry	2,500		131
Dick’s Sporting Goods * (A)	14,039		349
DISH Network, Cl A	5,500		100
Dollar General *	400		11
Dollar Tree *	5,100		213
Education Management *	2,300		35
Expedia	28,079		527
Fossil *	1,000		35
GameStop, Cl A * (A)	47,719		897
Gannett (A)	16,500		222
Gap	1,500		29
Genuine Parts	300		12
Guess? (A)	8,149		255
H&R Block	52,203		819
Harley-Davidson (A)	25,901		576
Hyatt Hotels, Cl A * (A)	12,186		452
International Game Technology	35,965		565
Interpublic Group * (A)	137,109		978
ITT Educational Services * (A)	2,000		166
Jones Apparel Group	800		13
Leggett & Platt	24,892		499
Liberty Media — Interactive, Cl A *	16,000		168
Liberty Media — Starz *	2,200		114
Limited Brands (A)	8,600		190
Live Nation *	53,053		554
LKQ *	26,181		505
Macy’s	13,800		247
Marriott International, Cl A (A)	10,751		322
Mattel	15,800		334
McGraw-Hill	9,600		270
National CineMedia	37,567		626
NetFlix * (A)	3,858		419
Nordstrom	2,400		77
Oxford Industries	1,600		34
Penn National Gaming *	8,150		188
PetSmart	20,994		633
Phillips-Van Heusen	17,736		821
Polaris Industries (A)	11,964		654
priceline.com *	1,500		265
Ross Stores (A)	2,600		139
Scientific Games, Cl A *	95,761		881
Signet Jewelers *	500		14
Strayer Education (A)	1,835		382
Tempur-Pedic International *	3,800		117

Description	Shares	Market Value ($ Thousands)
Thor Industries (A)	7,500	$	178
TRW Automotive Holdings *	9,300		257
Tupperware Brands	1,500		60
Urban Outfitters *	300		10
VF	3,700		263
WABCO Holdings *	4,400		138
Warnaco Group *	400		14
Washington Post, Cl B	300		123
Whirlpool (A)	4,151		364
Williams-Sonoma	900		22
WMS Industries *	12,213		479
Wyndham Worldwide	1,300		26
			22,087
Consumer Staples — 4.5%
Avon Products	500		13
BJ’s Wholesale Club * (A)	13,193		489
Brown-Forman, Cl B (A)	12,338		706
Bunge (A)	4,700		231
ConAgra Foods	5,600		131
Constellation Brands, Cl A *	44,272		692
Dean Foods *	79,692		802
Energizer Holdings *	500		25
HJ Heinz	2,500		108
Hormel Foods	3,600		146
JM Smucker	1,300		78
Kroger	900		18
Lorillard	2,400		173
McCormick (A)	17,068		648
Molson Coors Brewing, Cl B (A)	17,858		756
Ralcorp Holdings * (A)	1,400		77
Safeway	2,500		49
Sanderson Farms (A)	600		30
Sara Lee	9,800		138
Smithfield Foods * (A)	5,700		85
SUPERVALU	14,600		158
Tyson Foods, Cl A	16,700		274
			5,827
Energy — 6.8%
Atwood Oceanics *	4,600		117
Chesapeake Energy	3,800		79
Cimarex Energy (A)	4,200		301
Concho Resources *	7,196		398
Continental Resources * (A)	3,200		143
Dresser-Rand Group *	4,200		133
El Paso	12,500		139
Green Plains Renewable Energy *	2,800		28
Helix Energy Solutions Group *	1,900		21
Hess	3,100		156
Massey Energy	800		22
Murphy Oil	20,044		993
Nabors Industries * (A)	39,720		700
Newfield Exploration *	16,738		818
Noble Energy	2,400		145
Panhandle Oil and Gas, Cl A	600		16
PetroHawk Energy *	37,368		634
Pioneer Natural Resources (A)	11,118		661
Plains Exploration & Production *	500		10
Pride International *	7,000		156
Range Resources	28,245		1,134
Spectra Energy	43,941		882
Stone Energy *	6,300		70

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Sunoco	15,180	$	528
Whiting Petroleum * (A)	6,936		544
Williams	2,400		44
			8,872
Financials — 15.0%
Affiliated Managers Group *	200		12
Allied World Assurance Holdings	10,763		488
American Equity Investment Life Holding	6,000		62
American Financial Group	8,600		235
American Safety Insurance Holdings *	700		11
Ameriprise Financial	22,116		799
Annaly Capital Management † (A)	22,500		386
Assurant	4,600		160
Boston Properties †	11,579		826
Brandywine Realty Trust †	12,300		132
CapLease †	1,700		8
CB Richard Ellis Group, Cl A * (A)	20,981		285
Center Financial *	4,800		25
Chimera Investment †	43,100		156
Comerica (A)	24,468		901
Community Trust Bancorp	400		10
Compass Diversified Holdings	4,700		63
Douglas Emmett † (A)	2,300		33
Duke Realty †	5,600		64
Endurance Specialty Holdings	20,525		770
Everest Re Group	3,500		247
Federated Investors, Cl B (A)	33,832		701
Fifth Third Bancorp (A)	62,341		766
First Horizon National *	863		10
Flagstone Reinsurance Holdings	5,300		57
Fulton Financial	8,900		86
Genworth Financial, Cl A *	11,300		148
Hanover Insurance Group (A)	8,175		356
Hartford Financial Services Group	13,500		299
Hospitality Properties Trust †	10,400		219
Host Hotels & Resorts † (A)	45,230		610
HRPT Properties Trust †	17,000		106
Hudson City Bancorp	17,000		208
IntercontinentalExchange *	800		90
Invesco Mortgage Capital †	4,600		92
Jones Lang LaSalle	300		20
Keycorp (A)	17,000		131
Kimco Realty †	3,000		40
Liberty Property Trust † (A)	28,609		825
Lincoln National	1,400		34
Marshall & Ilsley	10,500		75
MFA Financial † (A)	21,000		155
Montpelier Re Holdings	6,300		94
Moody’s (A)	5,900		118
NASDAQ OMX Group *	3,000		53
New York Community Bancorp (A)	7,500		115
NewStar Financial *	3,100		20
NYSE Euronext	4,500		124
Oppenheimer Holdings, Cl A	1,400		33
Parkway Properties †	3,500		51
PartnerRe	10,832		760
People’s United Financial (A)	53,937		728

Description	Shares	Market Value ($ Thousands)
Piedmont Office Realty Trust, Cl A † (A)	4,500	$	84
ProAssurance *	12,904		732
Raymond James Financial (A)	17,340		428
Regions Financial	28,300		186
Reinsurance Group of America, Cl A	17,208		786
Resource Capital †	16,400		93
SCBT Financial	1,600		56
SLM *	31,100		323
Southside Bancshares	565		11
State Bancorp	800		8
Stewart Information Services (A)	3,200		29
SunTrust Banks	1,000		23
Synovus Financial (A)	225,779		574
T. Rowe Price Group (A)	400		18
Transatlantic Holdings	200		10
Unitrin	2,300		59
Unum Group	44,639		969
Vornado Realty Trust † (A)	3,835		280
WesBanco	3,600		61
Willis Group Holdings	24,817		746
XL Capital, Cl A	16,800		269
Zions Bancorporation (A)	42,881		925
			19,467
Health Care — 11.0%
Acorda Therapeutics *	13,541		422
Aetna	3,000		79
Allscripts Healthcare Solutions * (A)	15,500		249
AmerisourceBergen	20,128		639
Auxilium Pharmaceuticals * (A)	12,551		295
Beckman Coulter	8,835		533
Becton Dickinson	300		20
Biogen Idec *	300		14
Biovail	31,741		611
Brookdale Senior Living *	23,018		345
Bruker BioSciences *	4,200		51
C.R. Bard	3,400		264
CareFusion *	4,700		107
Cerner *	2,700		205
Cigna	3,100		96
Cooper (A)	13,430		534
Covance *	4,493		230
Coventry Health Care *	11,200		198
Dentsply International	8,725		261
Endo Pharmaceuticals Holdings *	4,500		98
Forest Laboratories *	27,529		755
Gen-Probe *	11,098		504
Health Net *	8,100		197
Henry Schein *	9,903		544
Hologic * (A)	45,878		639
Hospira *	300		17
Humana *	16,236		742
IDEXX Laboratories * (A)	2,200		134
Intuitive Surgical *	1,300		410
Invacare (A)	2,900		60
Kinetic Concepts *	1,300		48
Life Technologies *	7,400		350
Mettler Toledo International *	1,800		201
Mylan Laboratories * (A)	29,016		495

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Onyx Pharmaceuticals *	24,313	$	525
PerkinElmer	17,601		364
Perrigo (A)	7,635		451
Shire ADR	23,496		1,442
Sirona Dental Systems *	200		7
SXC Health Solutions *	1,100		81
Varian Medical Systems *	800		42
Vertex Pharmaceuticals *	12,225		402
Warner Chilcott, Cl A * (A)	18,564		424
Waters *	2,600		168
			14,253
Industrials — 13.4%
Acuity Brands (A)	7,515		273
Ametek	2,900		117
Armstrong World Industries *	800		24
Avery Dennison	25,756		828
Bucyrus International, Cl A	7,282		346
Cintas (A)	28,147		675
Cooper Industries, Cl A	2,300		101
Copart *	800		29
Crane	1,700		51
Cummins	300		20
Delta Air Lines * (A)	17,300		203
Donaldson	1,300		55
Dover	20,320		849
DXP Enterprises *	800		13
Eaton	4,100		268
Equifax	800		22
Flowserve	500		42
Fluor (A)	14,079		598
Gardner Denver	15,521		692
Hertz Global Holdings * (A)	26,157		247
IDEX	4,500		129
IHS, Cl A *	12,589		735
Ingersoll-Rand	6,181		213
ITT	18,387		826
JB Hunt Transport Services (A)	1,700		56
Joy Global	5,200		261
Kansas City Southern *	5,200		189
Kennametal	600		15
L-3 Communications Holdings	4,800		340
Lennox International	1,200		50
Manpower	12,634		546
Navistar International *	4,138		204
Northrop Grumman	3,700		202
Oshkosh Truck *	15,997		498
Owens Corning *	7,500		225
PACCAR (A)	18,046		720
Parker Hannifin	5,800		322
Pentair	200		6
Pitney Bowes	32,620		716
Raytheon	2,900		140
Regal-Beloit	400		22
Republic Services	8,000		238
Rockwell Automation	7,200		354
Rockwell Collins	9,152		486
Roper Industries	3,000		168
RR Donnelley & Sons	37,592		615
Spirit Aerosystems Holdings, Cl A *	37,519		715
Teleflex	8,922		484

Description	Shares	Market Value ($ Thousands)
Thomas & Betts *	11,383	$	395
Timken	21,433		557
Toro (A)	900		44
URS *	13,664		538
UTI Worldwide	19,074		236
WESCO International *	13,018		438
WW Grainger	2,800		278
			17,414
Information Technology — 14.7%
Activision Blizzard	56,356		591
Advanced Micro Devices * (A)	14,700		108
Alliance Data Systems * (A)	16,366		974
Altera (A)	13,612		338
Amdocs *	1,500		40
Analog Devices	27,649		770
Arrow Electronics *	7,800		174
Autodesk *	7,200		175
Avnet *	12,200		294
AVX	3,000		39
BMC Software *	5,800		201
Brightpoint *	2,100		15
Broadcom, Cl A	1,600		53
Brocade Communications Systems *	137,876		712
CA	4,500		83
Cognizant Technology Solutions, Cl A * (A)	7,923		397
Computer Sciences	4,700		213
Diebold	24,007		654
Dolby Laboratories, Cl A *	6,684		419
Equinix * (A)	2,341		190
F5 Networks *	3,400		233
Factset Research Systems (A)	1,400		94
Fairchild Semiconductor International *	21,800		183
Gartner *	36,614		851
GSI Commerce *	48,350		1,392
Harris	5,400		225
Hewitt Associates, Cl A *	800		28
IAC *	3,400		75
Ingram Micro, Cl A *	7,600		115
Intersil, Cl A (A)	4,800		58
Intuit *	5,700		198
Jabil Circuit	6,800		90
Juniper Networks *	800		18
Lam Research * (A)	6,700		255
Lender Processing Services	5,400		169
Lexmark International, Cl A *	2,000		66
LSI Logic *	28,000		129
Marvell Technology Group *	35,362		557
Maxim Integrated Products (A)	8,400		140
McAfee *	14,644		450
Micron Technology *	19,100		162
Micros Systems *	9,522		304
Microsemi * (A)	52,107		762
Molex (A)	36,454		665
NetApp *	1,500		56
Nvidia *	8,100		83
PMC — Sierra * (A)	118,220		889
Seagate Technology *	23,200		303
Silicon Laboratories * (A)	1,600		65

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Solera Holdings	5,357	$	194
Symantec *	9,600		133
Synopsys *	40,803		852
Teradata *	2,700		82
Teradyne *	22,905		223
Tivo * (A)	35,807		264
Vishay Intertechnology *	10,700		83
VistaPrint * (A)	16,764		796
Western Digital *	10,500		317
Western Union	6,500		97
Wright Express * (A)	16,212		481
Xerox	25,800		207
Xilinx (A)	8,100		205
Zebra Technologies, Cl A *	2,000		51
			19,040
Materials — 6.4%
Alcoa (A)	9,700		98
Allegheny Technologies (A)	15,029		664
Ashland	6,500		302
Ball	3,100		164
Boise * (A)	1,500		8
Cabot	2,700		65
Celanese, Ser A	24,871		619
CF Industries Holdings	2,000		127
Cliffs Natural Resources	10,822		511
Eastman Chemical	5,600		299
Ecolab (A)	12,311		553
Huntsman	72,462		628
International Paper	8,000		181
Lubrizol	3,400		273
Nalco Holding	6,000		123
Nucor (A)	16,748		641
Owens-Illinois *	34,598		915
Packaging Corp of America	35,456		781
Pactiv *	22,515		627
Schnitzer Steel Industries, Cl A	5,900		231
Solutia *	1,200		16
Steel Dynamics	7,500		99
Temple-Inland	8,300		171
Walter Energy (A)	3,800		231
			8,327
Telecommunication Services — 2.3%
CenturyTel (A)	2,800		93
MetroPCS Communications * (A)	57,102		468
NII Holdings * (A)	37,975		1,235
SBA Communications, Cl A * (A)	33,206		1,129
Telephone & Data Systems	2,000		61
			2,986
Utilities — 5.2%
AES *	14,000		129
AGL Resources	25,245		904
Allegheny Energy (A)	3,100		64
Ameren	3,500		83
American Water Works	10,400		214
Atmos Energy	4,700		127
CMS Energy	4,000		59
Consolidated Edison (A)	11,023		475
Constellation Energy Group	1,800		58
DPL	5,000		120
Edison International	26,514		841

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Energen		6,200	$	275
Great Plains Energy		42,354		721
MDU Resources Group		3,200		58
NiSource		6,200		90
OGE Energy		2,300		84
Oneok		400		17
Pinnacle West Capital		1,600		58
Portland General Electric		32,108		589
PPL		2,700		67
RRI Energy *		4,600		18
SCANA		19,142		684
Sempra Energy (A)		1,700		79
Southern Union		4,300		94
TECO Energy		900		14
Xcel Energy (A)		36,187		746
				6,668
Total Common Stock (Cost $133,555) ($ Thousands)				124,941
AFFILIATED PARTNERSHIP — 24.9%
SEI Liquidity Fund, L.P.,
0.240% (B) ** ††		32,750,754		32,332
Total Affiliated Partnership (Cost $32,751) ($ Thousands)				32,332
CASH EQUIVALENT — 3.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		4,880,517		4,881
Total Cash Equivalent (Cost $4,881) ($ Thousands)				4,881
U.S. TREASURY OBLIGATION (C) (D) — 0.4%
U.S. Treasury Bills
0.200%, 12/16/10	$	464		463
Total U.S. Treasury Obligation (Cost $463) ($ Thousands)				463
Total Investments — 125.4% (Cost $171,650) ($ Thousands) ‡			$	162,617

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P Mid 400 Index E-MINI	47	Sep-2010	$	(270	)

For the period ended June 30, 2010, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for this derivative type during the period.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Mid-Cap Fund

June 30, 2010

Percentages are based on Net Assets of $129,695 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $31,597 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was 32,332 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $171,650 ($ Thousands), and the unrealized appreciation and depreciation were $4,837 ($ Thousands) and ($13,870) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	124,941		$	—	$	—	$	124,941
U.S. Treasury Obligation		—			463		—		463
Cash Equivalent		4,881			—		—		4,881
Affiliated Partnership		—			32,332		—		32,332
Total Investments in Securities	$	129,822		$	32,795	$	—	$	162,617
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(270	)	$	—	$	—	$	(270	)

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

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 96.4%
Consumer Discretionary — 8.2%
Aaron Rents	59,550	$	1,017
Advance Auto Parts	28,600		1,435
Amazon.com *	32,094		3,507
Autoliv	10,000		479
Buckle	27,000		875
Burger King Holdings	69,900		1,177
Career Education *	45,300		1,043
Carter’s *	43,400		1,139
Choice Hotels International	40,200		1,214
Cinemark Holdings	86,000		1,131
DIRECTV, Cl A *	51,900		1,760
Discovery Communications, Cl A *	41,600		1,486
DreamWorks Animation SKG, Cl A *	22,700		648
GameStop, Cl A *	55,900		1,050
Genuine Parts	24,800		978
Gildan Activewear *	28,600		820
H&R Block	32,000		502
Hillenbrand	3,780		81
ITT Educational Services *	16,477		1,368
Panera Bread, Cl A *	11,100		836
PetSmart	27,060		817
priceline.com *	14,044		2,479
Shaw Communications, Cl B	43,900		791
Strayer Education	9,471		1,969
			28,602
Consumer Staples — 16.9%
Altria Group	209,011		4,189
Brown-Forman, Cl B	72,507		4,149
Campbell Soup	73,907		2,648
Church & Dwight	22,500		1,411
Dean Foods *	75,900		764
Flowers Foods	57,500		1,405
General Mills	48,860		1,736
Hansen Natural *	19,400		759
Hershey	124,015		5,944
HJ Heinz	10,791		466
Hormel Foods	148,798		6,023
Kellogg	108,912		5,478
Kimberly-Clark	28,966		1,756
Lorillard	61,152		4,402
McCormick	42,068		1,597
Philip Morris International	93,170		4,271
Ralcorp Holdings *	22,600		1,239
Reynolds American	84,906		4,425
Ruddick	45,000		1,394
Safeway	8,383		165
Sara Lee	69,713		983
SYSCO	138,645		3,961
			59,165
Energy — 3.5%
Chevron	26,900		1,825
ConocoPhillips	2,273		112
Dresser-Rand Group *	27,500		867
Enbridge	36,400		1,696
Exxon Mobil	29,200		1,667
FMC Technologies *	25,100		1,322
Murphy Oil	15,518		769

Description	Shares	Market Value ($ Thousands)
PetroHawk Energy *	70,500	$	1,196
Range Resources	14,300		574
Teekay Shipping	34,300		898
TransCanada	44,300		1,481
			12,407
Financials — 13.6%
Alleghany *	2,040		598
Allied World Assurance Holdings	30,300		1,375
Arch Capital Group *	11,600		864
Bank of Hawaii	85,651		4,141
BOK Financial	15,311		727
Capitol Federal Financial	57,298		1,900
Commerce Bancshares	133,173		4,793
Corporate Office Properties Trust †	39,700		1,499
Cullen/Frost Bankers	66,031		3,394
Endurance Specialty Holdings	38,400		1,441
Erie Indemnity, Cl A	36,200		1,647
Essex Property Trust †	15,400		1,502
Federated Investors, Cl B	58,600		1,214
First Citizens BancShares, Cl A	11,436		2,200
First Niagara Financial Group	38,408		481
Health Care †	36,700		1,546
Hudson City Bancorp	114,000		1,395
MFA Financial †	113,400		839
NASDAQ OMX Group *	30,300		539
National Retail Properties †	46,100		988
Nationwide Health Properties †	28,900		1,034
People’s United Financial	194,780		2,630
ProAssurance *	20,500		1,164
Prosperity Bancshares	35,600		1,237
Realty Income †	47,100		1,429
RenaissanceRe Holdings	25,600		1,441
TFS Financial	202,367		2,511
UMB Financial	31,300		1,113
Washington Real Estate Investment Trust †	51,700		1,426
Wesco Financial	544		176
White Mountains Insurance Group	1,713		555
			47,799
Health Care — 21.6%
Abbott Laboratories	102,280		4,785
Alexion Pharmaceuticals *	8,966		459
AmerisourceBergen	193,842		6,154
Amgen *	93,976		4,943
Baxter International	55,195		2,243
Becton Dickinson	57,460		3,885
Biogen Idec *	78,674		3,733
C.R. Bard	72,189		5,597
Cardinal Health	128,203		4,309
Celgene *	13,000		661
Edwards Lifesciences *	29,230		1,638
Eli Lilly	73,063		2,447
Emergency Medical Services, Cl A *	9,900		485
Endo Pharmaceuticals Holdings *	67,500		1,473
Forest Laboratories *	123,040		3,375
Genzyme *	54,765		2,781
Henry Schein *	23,226		1,275
Johnson & Johnson	68,537		4,048

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Laboratory Corp of America Holdings *	9,900	$	746
LifePoint Hospitals *	19,200		603
McKesson	90,928		6,107
Medco Health Solutions *	8,508		469
Millipore *	43,015		4,588
Myriad Genetics *	54,800		819
Owens & Minor	44,250		1,256
Patterson	48,100		1,372
Perrigo	9,000		531
Techne	63,609		3,654
United Therapeutics *	24,300		1,186
			75,622
Industrials — 3.9%
Alliant Techsystems *	16,400		1,018
C.H. Robinson Worldwide	29,300		1,631
FTI Consulting *	27,800		1,212
Gardner Denver	24,600		1,097
IHS, Cl A *	10,200		596
KBR	69,200		1,407
Landstar System	31,500		1,228
Lennox International	33,300		1,384
Lincoln Electric Holdings	22,100		1,127
Nordson	17,400		976
Northrop Grumman	2,372		129
Raytheon	13,000		629
Rollins	65,800		1,361
			13,795
Information Technology — 10.7%
Activision Blizzard	140,700		1,476
Adtran	52,100		1,421
Amdocs *	26,059		700
Analog Devices	114,926		3,202
Cognizant Technology Solutions, Cl A *	1,950		98
Computer Sciences	37,799		1,710
Diebold	17,400		474
eBay *	1,858		37
Flir Systems *	18,600		541
Harris	33,700		1,403
Hewitt Associates, Cl A *	41,900		1,444
Ingram Micro, Cl A *	94,404		1,434
Intel	182,581		3,551
International Business Machines	39,435		4,870
Lender Processing Services	20,724		649
Mantech International, Cl A *	26,200		1,115
Microchip Technology	33,175		920
NeuStar, Cl A *	40,700		839
SAIC *	18,179		304
Sybase *	23,200		1,500
Tech Data *	94,708		3,374
Texas Instruments	169,858		3,954
WebMD Health, Cl A *	8,012		372
Xilinx	63,967		1,616
Zebra Technologies, Cl A *	21,300		540
			37,544
Materials — 3.0%
Aptargroup	37,800		1,430
Compass Minerals International	19,000		1,335
Greif, Cl A	22,600		1,255

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Intrepid Potash *		43,600	$	853
Newmont Mining		69,372		4,283
Silgan Holdings		44,000		1,249
				10,405
Telecommunication Services — 2.3%
AT&T		79,900		1,933
BCE		54,000		1,581
MetroPCS Communications *		189,500		1,552
SBA Communications, Cl A *		40,900		1,391
Verizon Communications		60,330		1,690
				8,147
Utilities — 12.7%
AGL Resources		82,355		2,950
Alliant Energy		50,200		1,593
Atmos Energy		111,335		3,011
Consolidated Edison		39,300		1,694
DPL		43,616		1,042
DTE Energy		36,264		1,654
Edison International		46,700		1,481
Energen		35,900		1,591
Great Plains Energy		29,500		502
Hawaiian Electric Industries		35,500		809
Idacorp		42,700		1,421
Nicor		96,596		3,912
NSTAR		124,608		4,361
OGE Energy		31,800		1,163
Pepco Holdings		60,200		944
PG&E		15,500		637
Piedmont Natural Gas		53,200		1,346
PPL		39,882		995
SCANA		39,706		1,420
TECO Energy		60,300		909
UGI		92,584		2,355
Vectren		105,405		2,494
WGL Holdings		40,100		1,365
Wisconsin Energy		94,324		4,786
				44,435
Total Common Stock (Cost $309,123) ($ Thousands)				337,921
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		9,982,033		9,982
Total Cash Equivalent (Cost $9,982) ($ Thousands)				9,982
U.S. TREASURY OBLIGATION (A) (B) — 0.3%
U.S. Treasury Bills
0.200%, 12/16/10	$	829		828
Total U.S. Treasury Obligation (Cost $828) ($ Thousands)				828
Total Investments — 99.5% (Cost $319,933) ($ Thousands) ‡			$	348,731

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

June 30, 2010

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index E-MINI	115	Sep-2010	$	(340	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $350,462 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) Rate reported is the effective yield at the time of purchase.

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

Cl — Class

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $319,933 ($ Thousands), and the unrealized appreciation and depreciation were $41,561 ($ Thousands) and ($12,763) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	337,921		$	—	$	—	$	337,921
U.S. Treasury Obligation		—			828		—		828
Cash Equivalent		9,982			—		—		9,982
Total Investments in Securities	$	347,903		$	828	$	—	$	348,731
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(340	)	$	—	$	—	$	(340	)

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

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 95.9%
Australia — 6.1%
AGL Energy (A)	32,827	$	405
Amcor (A)	82,898		443
ARB	15,114		73
CFS Retail Property Trust † (A)	91,638		145
Coal & Allied Industries	11,515		900
Coca-Cola Amatil (A)	131,028		1,317
CSL (A)	23,427		642
Decmil Group * (A)	77,458		98
Forge Group (A)	4,334		10
Foster’s Group	516,364		2,454
Gujarat NRE Coking Coal *	24,727		14
McPherson’s	16,139		34
Metcash (A)	652,758		2,302
Origin Energy (A)	101,311		1,268
RHG * (A)	89,178		46
Silver Lake Resources * (A)	34,271		50
SP AusNet, Cl Miscellaneous (A)	282,076		182
Specialty Fashion Group	19,378		17
TABCORP Holdings (A)	477,041		2,537
Tatts Group (A)	979,262		1,842
Telstra (A)	486,340		1,330
Wesfarmers (A)	35,690		856
			16,965
Belgium — 2.2%
Belgacom (A)	30,916		974
Cofinimmo †	2,069		233
Colruyt (A)	11,842		2,791
Delhaize Group (A)	814		59
Intervest Offices †	868		23
Mobistar	39,369		2,095
			6,175
Canada — 10.8%
Aastra Technologies	1,100		24
Alimentation Couche Tard, Cl B	87,300		1,470
BCE	137,700		4,027
Biovail	55,900		1,079
Canadian Tire, Cl A	4,000		200
Canadian Utilities, Cl A	14,700		627
Capital Power	10,600		221
Cash Store Financial Services	8,600		133
Centerra Gold *	27,800		307
CGI Group, Cl A *	101,500		1,513
Cott *	20,000		116
Empire, Cl A	43,000		2,131
Enbridge	22,800		1,064
Fairfax Financial Holdings	600		220
Fortis	38,200		977
Garda World Security, Cl A *	6,700		49
Genworth MI Canada	6,631		145
George Weston	25,800		1,768
Laurentian Bank of Canada	11,800		468
Loblaw	10,300		374
Manitoba Telecom Services	22,300		565
Metro, Cl A	73,500		2,892
National Bank of Canada	11,700		600
Open Text *	6,700		252
Provident Energy Trust	11,000		75
Rogers Communications, Cl B	99,900		3,270

Description	Shares	Market Value ($ Thousands)
Saputo	114,600	$	3,278
Shoppers Drug Mart	33,400		1,035
TELUS, Cl A	16,100		583
TMX Group	13,100		343
Toronto-Dominion Bank	3,300		214
			30,020
Cayman Islands — 0.0%
Pacific Textile Holdings (A)	144,000		72
			72
Denmark — 1.8%
Coloplast, Cl B (A)	24,716		2,457
H Lundbeck (A)	16,582		227
Novo Nordisk, Cl B (A)	29,483		2,386
			5,070
European Currency Union — 0.0%
Oriola-KD (A)	4,851		23
			23
Finland — 0.7%
Orion, Cl B (A)	77,325		1,449
Tietoenator	23,696		391
			1,840
France — 1.5%
Boiron	5,001		178
Bonduelle S.C.A.	533		48
France Telecom (A)	70,588		1,227
PagesJaunes Groupe (A)	10,968		113
Sanofi-Aventis (A)	16,432		991
Sartorius Stedim Biotech	889		37
Societe BIC (A)	23,393		1,664
			4,258
Germany — 1.4%
Balda *	29,337		92
Beiersdorf	16,959		938
Deutsche Telekom (A)	87,769		1,038
Fresenius (A)	2,946		196
Fresenius Medical Care (A)	21,287		1,150
Hornbach Holding	313		29
Suedzucker (A)	26,720		484
			3,927
Greece — 0.1%
Public Power (A)	12,644		182
			182
Hong Kong — 3.0%
Cheung Kong Infrastructure Holdings	60,000		222
CLP Holdings (A)	470,500		3,405
HongKong Electric Holdings (A)	510,500		3,041
Link † (A)	464,000		1,151
NAM TAI Electronics *	16,900		70
Yue Yuen Industrial Holdings (A)	193,000		599
			8,488
Ireland — 0.3%
Accenture, Cl A	17,716		685
Kerry Group, Cl A	2,259		63
			748

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Israel — 0.6%
Check Point Software Technologies *	34,434	$	1,015
Elbit Systems	3,675		187
Frutarom Industries	5,818		43
Teva Pharmaceutical Industries (A)	6,295		329
			1,574
Italy — 1.5%
CSP International Fashion Group	6,238		7
DiaSorin (A)	7,633		280
Parmalat (A)	397,107		925
Snam Rete Gas (A)	589,147		2,355
Terna Rete Elettrica Nazionale (A)	133,119		480
			4,047
Japan — 26.7%
77 Bank (A)	25,000		134
ABC-Mart (A)	18,100		709
Able	3,000		25
Adores	5,988		5
Ain Pharmaciez	1,200		49
Aisin Seiki (A)	20,700		557
Ajis	1,300		20
Amiyaki Tei	13		35
Arc Land Sakamoto (A)	2,700		39
Asahi Breweries (A)	133,700		2,263
Bank of Kyoto	20,000		165
Benesse	34,700		1,578
BML (A)	2,800		63
Chubu Electric Power (A)	147,300		3,652
Chugoku Bank	9,000		106
Cleanup	3,600		20
Coca-Cola Central Japan	11,500		147
Combi	9,500		75
Dainippon Sumitomo Pharma	57,200		438
Dena (A)	22,800		601
Doshisha	1,000		23
Faith (A)	242		21
FamilyMart (A)	49,500		1,633
Fuji Electric Holdings (A)	507,000		1,458
Fuji Oil	86,800		1,275
FUJI SOFT (A)	8,000		132
Fukuyama Transporting	8,000		37
Hachijuni Bank	21,000		118
Haruyama Trading	2,000		9
Hazama	14,000		12
Hiday Hidaka	3,100		36
Hitachi High-Technologies (A)	19,500		358
Hokkaido Electric Power	6,500		140
Hokuriku Electric Power	29,100		638
Idemitsu Kosan (A)	12,900		971
Iida Home Max (A)	3,800		30
Infocom	288		349
Ito En	45,500		696
Itochu Techno-Solutions	3,700		135
Itochu-Shokuhin (A)	1,300		43
Iyo Bank	41,000		381
Japan Retail Fund Investment, Cl A † (A)	217		264
Kamigumi	115,000		882

Description	Shares	Market Value ($ Thousands)
Kansai Electric Power	108,000	$	2,632
Kansai Paint	32,000		274
KDDI (A)	93		443
Keihin Electric Express Railway	174,000		1,536
Kewpie	57,300		659
Kintetsu	74,000		226
Koito Manufacturing (A)	52,000		765
Kojima	20,300		123
Kokuyo	27,300		225
Komatsu Seiren	5,000		19
Kyushu Electric Power	113,400		2,541
Lawson (A)	60,200		2,631
Lion	141,000		727
Mabuchi Motor	200		9
Marudai Food	82,000		241
Maruzen Showa Unyu	7,000		22
Matsuya Foods	1,600		23
McDonald’s Holdings Japan (A)	31,000		693
MEIJI Holdings (A)	11,200		458
Mikuni Coca-Cola Bottling	7,400		59
Miraca Holdings (A)	24,500		733
Morinaga Milk Industry	83,025		321
NEC Mobiling (A)	1,700		45
NET One Systems	107		138
Nichirei	45,000		189
Nichireki	5,000		22
Nidec (A)	500		42
Nihon Shokuhin Kako	7,000		36
Nippon Express (A)	33,000		149
Nippon Meat Packers (A)	35,000		432
Nippon Telegraph & Telephone (A)	28,100		1,144
Nishi-Nippon City Bank (A)	35,000		100
Nisshin Seifun Group	42,500		479
Nissin Food Products (A)	4,100		150
Nitori (A)	17,000		1,464
Noevir	4,800		54
NTT DoCoMo (A)	2,647		4,005
Ohsho Food Service (A)	3,400		87
Oita Bank	8,082		27
Okumura	64,000		234
Oracle Japan (A)	14,900		732
Oriental Land	35,400		2,956
Oriental Yeast	3,000		14
Osaka Gas	78,000		281
Prima Meat Packers	114,000		125
Rinnai (A)	5,600		287
Rock Field	3,300		44
Ryoshoku	3,000		72
Saizeriya (A)	14,800		294
Sankyo (A)	31,200		1,409
Santen Pharmaceutical	16,500		594
Scroll	4,600		17
Shikoku Electric Power	29,300		837
Shimachu	4,800		87
Shizuoka Gas	46,500		316
Sogo Medical	2,800		76
Studio Alice	10,500		92
Sumitomo Rubber Industries	82,300		725
Suzuken (A)	37,100		1,241
Takeda Pharmaceutical (A)	61,400		2,635
Tobu Railway	177,000		952

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Toho Gas (A)	335,000	$	1,786
Tokyo Electric Power	100,600		2,734
Tokyo Gas (A)	895,000		4,082
Tokyo Style	5,000		40
TonenGeneral Sekiyu	36,000		311
Torii Pharmaceutical	3,200		50
Toyo Suisan Kaisha	11,000		262
Trancom	1,300		21
Tsumura	3,100		95
Unicharm (A)	27,600		3,109
Wacoal Holdings	48,000		582
Yamada Denki (A)	12,370		808
Yamato Holdings	117,100		1,549
Yamazaki Baking	54,000		728
			74,422
Luxembourg — 0.1%
ArcelorMittal	9,662		260
			260
Netherlands — 1.1%
Royal Dutch Shell, Cl A (A)	63,375		1,598
Royal KPN (A)	71,768		916
Teleplan International	116,145		291
Unilever (A)	8,864		242
			3,047
New Zealand — 0.0%
Auckland International Airport	15,257		20
Fisher & Paykel Healthcare	24,293		52
Restaurant Brands New Zealand	21,157		33
Sky City Entertainment Group	12,117		24
			129
Singapore — 0.1%
Broadway Industrial Group	264,000		214
MobileOne (A)	107,000		163
			377
Spain — 0.4%
Ebro Puleva *	29,624		501
Inditex (A)	10,574		604
Viscofan	3,931		106
			1,211
Sweden — 0.7%
Electrolux (A)	62,393		1,429
Investor, Cl B	33,508		543
			1,972
Switzerland — 1.5%
Bell Holding	13		18
Emmi (A)	489		74
LifeWatch *	199		2
Nestle (A)	24,211		1,167
Novartis (A)	27,245		1,320
Schindler Holding (A)	460		38
Swisscom (A)	2,398		813
Synthes (A)	7,189		826
			4,258
United Kingdom — 4.7%
Associated British Foods (A)	38,987		565
AstraZeneca (A)	96,297		4,546
BAE Systems (A)	63,073		294
BP (A)	118,687		569

Description	Shares	Market Value ($ Thousands)
Fiberweb (A)	4,598	$	4
GlaxoSmithKline (A)	25,705		437
Imperial Tobacco Group (A)	12,919		361
Investec (A)	67,983		458
JD Sports Fashion	2,922		34
LSL Property Services	9,779		36
Mcbride	13,930		27
Reckitt Benckiser Group (A)	82,053		3,822
Robert Wiseman Dairies	15,028		112
Smith & Nephew (A)	76,581		724
TUI Travel (A)	70,749		220
Unilever (A)	9,166		245
WM Morrison Supermarkets (A)	187,424		742
			13,196
United States — 30.6%
3M	8,499		671
Abbott Laboratories	49,000		2,292
Allied Healthcare International *	8,200		19
America Service Group	1,998		34
American Italian Pasta, Cl A *	8,710		461
AmerisourceBergen	124,800		3,962
Amgen *	30,289		1,593
Annaly Capital Management †	202,800		3,478
Apollo Group, Cl A *	12,200		518
Approach Resources *	3,701		25
AT&T	45,111		1,091
Biogen Idec *	12,792		607
Boston Beer, Cl A *	6,997		472
Bristol-Myers Squibb	46,794		1,167
Bruker BioSciences *	9,703		118
C.R. Bard	30,700		2,380
Campbell Soup	74,337		2,663
Capella Education *	10,637		865
Celgene *	19,779		1,005
Cephalon *	63,108		3,582
Chemed	5,885		322
Chevron	16,058		1,090
Clorox	40,200		2,499
Constellation Energy Group	87,100		2,809
Corinthian Colleges *	12,741		126
CSG Systems International *	6,625		122
Del Monte Foods	15,623		225
DeVry	14,105		740
Dollar Tree *	18,311		762
Dun & Bradstreet	1,800		121
Dynamics Research *	6,300		64
Eli Lilly	31,864		1,067
Emergency Medical Services, Cl A *	7,676		376
ePlus *	1,500		26
Exxon Mobil	13,553		774
Family Dollar Stores	80,949		3,051
Flowers Foods	42,539		1,039
Forest Laboratories *	38,600		1,059
General Mills	91,800		3,261
Gilead Sciences *	26,110		895
Hershey	17,294		829
Hormel Foods	64,281		2,602
Insmed *	178,220		120
InterDigital *	15,866		392
International Business Machines	9,500		1,173

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
International Shipholding	16,248	$	360
ITT Educational Services *	7,582		630
J&J Snack Foods	2,568		108
John B. Sanfilippo & Son *	7,000		101
Johnson & Johnson	19,304		1,140
Kimberly-Clark	72,426		4,391
Kirkland’s *	2,553		43
Lancaster Colony	20,081		1,072
Lifetime Brands *	2,852		42
Lincoln Educational Services *	32,512		669
Lorillard	10,200		734
Magellan Health Services *	28,813		1,046
Mantech International, Cl A *	8,226		350
Medco Health Solutions *	20,500		1,129
Metropolitan Health Networks *	32,161		120
Microsoft	31,724		730
Miller Industries	13,342		180
Oil-Dri Corp of America	1,205		28
Par Pharmaceutical *	43,241		1,123
PG&E	21,400		879
Pinnacle Airlines *	6,723		37
Procter & Gamble	20,000		1,199
Providence Service *	24,903		349
Radio One, Cl D *	23,046		29
Raytheon	50,800		2,458
Reynolds American	7,800		407
Ross Stores	23,600		1,258
Rural *	26,722		218
SAIC *	63,100		1,056
Santarus *	27,375		68
Seneca Foods, Cl A *	24,525		791
Sturm Ruger	21,693		311
Tessco Technologies	2,296		38
TJX	88,300		3,704
TreeHouse Foods *	24,643		1,125
UGI	15,360		391
UnitedHealth Group	6,265		178
USA Mobility	23,835		308
Viropharma *	14,356		161
Wal-Mart Stores	66,600		3,201
Watson Pharmaceuticals *	11,600		471
West Marine *	30,954		337
			85,517
Total Common Stock (Cost $265,143) ($ Thousands)			267,778
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††	5,590,931		5,591
Total Cash Equivalent (Cost $5,591) ($ Thousands)			5,591

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATION (B) (C) —0.5%
U.S. Treasury Bills
0.197%, 12/16/10	$	1,402	$	1,400
Total U.S. Treasury Obligation (Cost $1,400) ($ Thousands)				1,400
Total Investments — 98.4% (Cost $272,134) ($ Thousands) ‡			$	274,769

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
DJ Euro Stoxx 50 Index	29	Sep-2010	$	(32	)
FTSE Index	8	Sep-2010		(25	)
Hang Seng Index	2	Jul-2010		(8	)
S&P 500 Index EMINI	54	Sep-2010		(143	)
SPI 200 Index	4	Sep-2010		(20	)
			$	(228	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2010, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
7/29/10	AUD	23,255	USD	20,020	$	448
7/29/10	CAD	37,052	USD	35,589		719
7/29/10	EUR	29,899	USD	36,759		137
7/29/10	GBP	12,909	USD	19,337		28
7/29/10	JPY	6,475,100	USD	72,536		(689	)
7/29/10	USD	152	AUD	175		(5	)
7/29/10	USD	406	CAD	421		(10	)
7/29/10	USD	142	EUR	115		(1	)
7/29/10	USD	202	GBP	134		(1	)
7/29/10	USD	1,170	JPY	103,855		5
					$	631

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

June 30, 2010

Percentages are based on Net Assets of $279,263 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010

† 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, 2010 was $148,981 ($ Thousands) and represented 53.35% of Net Assets.

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

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

AUD — Australian Dollar

CAD — Canadian Dollar

Cl — Class

EUR — Euro

GBP — British Pound

JPY — Japanese Yen

USD — United States Dollar

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $272,134 ($ Thousands), and the unrealized appreciation and depreciation were $15,966 ($ Thousands) and ($13,331) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	118,797		$	148,981	$	—	$	267,778
U.S. Treasury Obligation		—			1,400		—		1,400
Cash Equivalent		5,591			—		—		5,591
Total Investments in Securities	$	124,388		$	150,381	$	—	$	274,769
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(228	)	$	—	$	—	$	(228	)
Forwards*		—			631		—		631
Total Other Financial Instruments	$	(228	)	$	631	$	—	$	403

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

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.7%
Consumer Discretionary — 8.1%
Aaron Rents	25,950	$	443
Advance Auto Parts	14,000		703
Amazon.com *	1,562		170
Autoliv	8,000		383
Buckle	8,800		285
Burger King Holdings	33,100		558
Career Education *	26,000		598
Carter’s *	27,700		727
Choice Hotels International	18,600		562
Cinemark Holdings	43,300		569
DIRECTV, Cl A *	26,400		896
Discovery Communications, Cl C *	86,395		2,672
Discovery Communications, Cl A *	24,600		879
DreamWorks Animation SKG, Cl A *	18,400		525
GameStop, Cl A *	35,300		663
Genuine Parts	14,100		556
Gildan Activewear *	17,100		490
H&R Block	21,200		333
ITT Educational Services *	6,700		556
John Wiley & Sons, Cl A	7,900		306
Panera Bread, Cl A *	7,400		557
priceline.com *	11,469		2,025
Regal Entertainment Group, Cl A	16,800		219
Shaw Communications, Cl B	23,700		427
Strayer Education	1,600		333
			16,435
Consumer Staples — 23.6%
Altria Group	124,817		2,501
Brown-Forman, Cl B	29,373		1,681
Campbell Soup	32,391		1,161
Church & Dwight	46,438		2,912
Clorox	15,349		954
Coca-Cola	38,160		1,913
Colgate-Palmolive	32,368		2,549
Dean Foods *	39,600		399
Flowers Foods	28,100		686
General Mills	91,464		3,249
Hansen Natural *	12,100		473
Hershey	29,694		1,423
HJ Heinz	25,538		1,104
Hormel Foods	64,288		2,602
JM Smucker	28,652		1,725
Kellogg	58,524		2,944
Kimberly-Clark	45,318		2,748
Kroger	8,994		177
Lorillard	33,988		2,447
McCormick	47,710		1,811
PepsiCo	22,200		1,353
Philip Morris International	55,865		2,561
Procter & Gamble	32,478		1,948
Ralcorp Holdings *	11,700		641
Reynolds American	49,727		2,592
Ruddick	21,900		679
Wal-Mart Stores	49,446		2,377
			47,610
Energy — 3.6%
Chevron	12,400		841

Description	Shares	Market Value ($ Thousands)
Dresser-Rand Group *	14,800	$	467
Enbridge	18,300		853
Exxon Mobil	16,700		953
FMC Technologies *	11,700		616
Imperial Oil	11,500		419
Murphy Oil	10,800		535
PetroHawk Energy *	39,100		664
Range Resources	15,200		610
Teekay Shipping	23,700		620
TransCanada	22,500		752
			7,330
Financials — 13.2%
Alleghany *	2,700		792
Allied World Assurance Holdings	16,600		753
Arch Capital Group *	5,300		395
Bancorpsouth	27,200		486
Capitol Federal Financial	96,673		3,206
Commerce Bancshares	50,096		1,803
Corporate Office Properties Trust †	18,000		680
Endurance Specialty Holdings	21,000		788
Erie Indemnity, Cl A	16,600		755
Essex Property Trust †	7,100		693
Federated Investors, Cl B	28,300		586
First Citizens BancShares, Cl A	3,900		750
Health Care †	19,100		805
Hudson City Bancorp	59,100		723
MFA Financial †	43,700		323
National Retail Properties †	18,300		392
Nationwide Health Properties †	17,400		622
PartnerRe	4,000		281
People’s United Financial	180,199		2,433
Platinum Underwriters Holdings	7,100		258
ProAssurance *	12,500		709
Prosperity Bancshares	17,500		608
Realty Income †	27,500		834
RenaissanceRe Holdings	13,100		737
Senior Housing Properties Trust †	21,100		424
TFS Financial	249,543		3,097
UMB Financial	13,500		480
Washington Real Estate Investment Trust †	24,100		665
Wesco Financial	5,045		1,631
			26,709
Health Care — 15.7%
Abbott Laboratories	44,555		2,084
Alexion Pharmaceuticals *	42,635		2,182
Allscripts Healthcare Solutions *	125,429		2,019
AmerisourceBergen	90,228		2,865
Amgen *	5,700		300
Becton Dickinson	13,975		945
C.R. Bard	23,116		1,792
Celgene *	8,700		442
Dentsply International	54,131		1,619
Edwards Lifesciences *	31,488		1,764
Eli Lilly	23,462		786
Emergency Medical Services, Cl A *	8,000		392
Endo Pharmaceuticals Holdings *	33,600		733
Genzyme *	15,100		767
Henry Schein *	41,279		2,266

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
Johnson & Johnson	40,934	$	2,418
Laboratory Corp of America Holdings *	20,767		1,565
LifePoint Hospitals *	11,200		352
McKesson	13,900		933
Myriad Genetics *	30,100		450
Owens & Minor	24,600		698
Patterson	28,700		819
Perrigo	6,700		396
Pfizer	20,574		293
Quest Diagnostics	9,259		461
Techne	28,554		1,641
United Therapeutics *	13,600		664
			31,646
Industrials — 4.8%
Alliant Techsystems *	8,600		534
C.H. Robinson Worldwide	13,100		729
FTI Consulting *	16,400		715
Gardner Denver	14,400		642
KBR	31,300		637
Landstar System	16,500		644
Lennox International	18,600		773
Lincoln Electric Holdings	13,500		688
Nordson	7,700		432
Raytheon	10,200		493
Rollins	29,800		616
Stericycle *	42,174		2,766
			9,669
Information Technology — 9.5%
Activision Blizzard	76,900		807
Adtran	24,500		668
Applied Materials	35,958		432
Automatic Data Processing	8,113		327
Cree *	20,944		1,258
Diebold	10,100		275
Flir Systems *	10,200		297
Google, Cl A *	5,244		2,333
Harris	14,000		583
Hewitt Associates, Cl A *	16,800		579
IAC *	116,040		2,550
Ingram Micro, Cl A *	41,500		630
International Business Machines	23,044		2,845
Mantech International, Cl A *	13,000		553
Microchip Technology	33,447		928
National Instruments	12,748		405
NeuStar, Cl A *	23,600		487
Sybase *	12,700		821
WebMD Health, Cl A *	23,458		1,089
Zebra Technologies, Cl A *	48,247		1,224
			19,091
Materials — 2.9%
Aptargroup	15,400		583
Compass Minerals International	9,800		689
Greif, Cl A	12,700		705
Intrepid Potash *	27,500		538
Newmont Mining	31,443		1,941
Royal Gold	16,142		775
Silgan Holdings	24,800		704
			5,935

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Telecommunication Services — 2.2%
AT&T		37,900	$	917
BCE		20,700		606
CenturyTel		21,133		704
MetroPCS Communications *		86,300		707
SBA Communications, Cl A *		17,400		591
Telephone & Data Systems		4,700		143
Verizon Communications		30,300		849
				4,517
Utilities — 11.1%
AGL Resources		19,400		695
Alliant Energy		23,300		740
Atmos Energy		21,600		584
Consolidated Edison		24,656		1,063
DTE Energy		20,700		944
Edison International		23,600		748
Energen		6,500		288
Great Plains Energy		22,500		383
Hawaiian Electric Industries		58,670		1,336
Idacorp		21,600		719
New Jersey Resources		8,700		306
Nicor		17,100		693
NSTAR		80,613		2,821
OGE Energy		57,211		2,092
Pepco Holdings		29,200		458
PG&E		12,300		506
Piedmont Natural Gas		24,800		627
SCANA		59,945		2,144
Southern		28,311		942
TECO Energy		42,300		637
Vectren		62,023		1,467
WGL Holdings		15,500		528
Wisconsin Energy		32,605		1,654
				22,375
Total Common Stock (Cost $174,606) ($ Thousands)				191,317
CASH EQUIVALENT — 3.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ††		6,896,242		6,896
Total Cash Equivalent (Cost $6,896) ($ Thousands)				6,896
U.S. TREASURY OBLIGATION (A) (B) — 0.3%
U.S. Treasury Bills
0.200%, 12/16/10	$	545		545
Total U.S. Treasury Obligation (Cost $545) ($ Thousands)				545
Total Investments — 98.4% (Cost $182,047) ($ Thousands) ‡			$	198,758

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

June 30, 2010

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)	Expiration Date	Unrealized Depreciation ($ Thousands)
S&P 500 Index EMINI	79	Sep-2010	$	(223	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $202,059 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

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

Cl — Class

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $182,047 ($ Thousands), and the unrealized appreciation and depreciation were $22,492 ($ Thousands) and ($5,781) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	191,317		$	—	$	—	$	191,317
U.S. Treasury Obligation		—			545		—		545
Cash Equivalent		6,896			—		—		6,896
Total Investments in Securities	$	198,213		$	545	$	—	$	198,758
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *	$	(223	)	$	—	$	—	$	(223	)

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

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Real Estate Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.4%
Consumer Discretionary — 0.3%
PDG Realty Empreendimentos e Participacoes	60,300	$	506
Financials — 93.2%
Alexandria Real Estate Equities † (A)	34,500		2,186
AMB Property † (A)	396,800		9,408
Annaly Capital Management † (A)	77,500		1,329
Apartment Investment & Management, Cl A † (A)	146,734		2,842
AvalonBay Communities † (A)	73,548		6,867
Boston Properties † (A)	130,083		9,280
Brookfield Asset Management, Cl A	132,500		2,997
Camden Property Trust † (A)	58,800		2,402
Corporate Office Properties Trust † (A)	63,550		2,400
CreXus Investment †	52,100		648
Dexus Property Group †	683,511		445
Digital Realty Trust † (A)	15,000		865
Douglas Emmett † (A)	407,099		5,789
Duke Realty † (A)	163,200		1,852
Equity Residential † (A)	236,450		9,846
Essex Property Trust † (A)	48,100		4,692
Federal Realty Investment Trust † (A)	56,700		3,984
Forest City Enterprises, Cl A * (A)	280,100		3,170
Hammerson (United Kingdom) †	128,680		662
HCP † (A)	207,900		6,705
Healthcare Realty Trust †	72,700		1,597
Host Hotels & Resorts † (A)	552,629		7,449
HRPT Properties Trust † (A)	269,050		1,671
Hudson Pacific Properties * †	25,500		440
Kimco Realty † (A)	419,700		5,641
Liberty Property Trust † (A)	48,000		1,385
Macerich † (A)	141,632		5,286
Mack-Cali Realty †	132,650		3,944
Plum Creek Timber † (A)	107,600		3,715
Prologis † (A)	108,700		1,101
Public Storage † (A)	138,904		12,211
Regency Centers † (A)	172,850		5,946
RioCan Real Estate Investment Trust †	36,900		661
Saul Centers †	52,200		2,121
Senior Housing Properties Trust †	118,350		2,380
Simon Property Group † (A)	145,213		11,726
SL Green Realty † (A)	30,350		1,671
Sunstone Hotel Investors * †	214,259		2,128
Taubman Centers † (A)	62,350		2,346
Terreno Realty * †	26,200		464
UDR † (A)	183,400		3,508
Unibail (France) †	15,448		2,550
Ventas † (A)	122,300		5,742
Verde Realty PIPE * (B) (C)	21,400		419
Vornado Realty Trust † (A)	107,381		7,833
Westfield Group †	212,703		2,188
			174,492

Description	Shares	Market Value ($ Thousands)
Health Care — 0.9%
Brookdale Senior Living *	106,700	$	1,601
Total Common Stock (Cost $132,995) ($ Thousands)			176,599
AFFILIATED PARTNERSHIP — 43.0%
SEI Liquidity Fund, L.P.,
0.240% (D) ** ‡	82,178,781		80,565
Total Affiliated Partnership (Cost $82,179) ($ Thousands)			80,565
CASH EQUIVALENT — 5.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110% ** ‡	11,008,079		11,008
Total Cash Equivalent (Cost $11,008) ($ Thousands)			11,008
Total Investments — 143.3% (Cost $226,182) ($ Thousands) ††		$	268,172

Percentages are based on Net Assets of $187,193 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† Real Estate Investment Trust.

‡ Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total market value of securities on loan at June 30, 2010 was $79,408 ($ 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, 2010 was $419 ($ Thousands) and represented 0.22% of Net Assets.

(C) Securities considered illiquid and restricted. The total value of such securities as of June 30, 2010 was $419 ($ Thousands) and represented 0.22% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $80,565 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

†† At June 30, 2010, the tax basis cost of the Fund’s investments was $226,182 ($ Thousands), and the unrealized appreciation and depreciation were $46,572 ($ Thousands) and ($4,582) ($ Thousands) respectively.

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.

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Real Estate Fund

June 30, 2010

A summary of restricted securities held by the Fund as of June 30, 2010, is as follows:

	Number of Shares/ Face Amount ($Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Verde Realty PIPE	21,400	02/16/07	02/16/07	$	706	$	419	0.22	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	176,180	$	—	$	419	$	176,599
Cash Equivalent		11,008		—		—		11,008
Affiliated Partnership		—		80,565		—		80,565
Total Investments in Securities	$	187,188	$	80,565	$	419	$	268,172

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

	Common Stock
Beginning balance as of October 1, 2009	$	451
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(32	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of June 30, 2010	$	419
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(32	)

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 24.2%
Affinion Group Holdings, Term B Loan
5.000%, 10/08/16	$	499	$	474
Allison Transmission
3.110%, 08/07/14		712		648
3.050%, 08/07/14		160		145
Aramark
2.165%, 01/26/14		490		457
Aramark LOC
2.126%, 01/26/14		32		30
Asurion, 1st Lien Term Loan
3.421%, 07/03/14		96		91
3.351%, 07/03/14		264		249
3.350%, 07/03/14		310		292
BBN Acquisitions
5.000%, 09/14/15		463		460
Biomet
3.538%, 03/25/15		470		451
3.354%, 03/25/15		26		25
3.347%, 03/25/15		57		55
Booz Allen Hamilton, Tranche B
7.500%, 07/31/15		136		136
Burlington Coat Factory
2.760%, 05/28/13		394		367
2.570%, 05/28/13		390		363
Calpine Corporation
3.165%, 03/29/14		626		573
Cedar Fair
2.354%, 08/30/12		146		143
Cedar Fair, Term B Loan
4.354%, 08/30/14		637		628
Celanese Holdings
2.041%, 04/02/14		536		506
Cengage Learning Hollding
2.790%, 06/28/14		742		640
CF Industries Holdings, Term Loan B-1
4.500%, 04/05/15		227		227
Charter Communications Holding, Term B Loan
2.300%, 03/15/14		76		70
Charter Communications Holding, Term C Loan
3.790%, 09/06/16		616		573
Cinemark
2.180%, 10/05/13		62		59
2.110%, 10/05/13		91		87
2.100%, 10/05/13		87		83
2.060%, 10/05/13		252		242
2.050%, 10/05/13		43		41
Clear Channel
4.004%, 01/29/16		466		355
Community Health Systems
2.788%, 07/25/14		673		626
2.604%, 07/25/14		1		1
Community Health Systems, Delayed Draw
2.788%, 07/25/14		22		21
Dana Corporation
4.790%, 01/31/15		39		38
4.730%, 01/31/15		71		68
4.600%, 01/31/15		147		141
4.580%, 01/31/15		70		67
4.550%, 01/31/15		127		122

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dynegy Holdings
4.110%, 04/02/13	$	814	$	764
Education Media, Term Loan A
5.601%, 06/12/14		498		453
Federal Mogul
2.288%, 12/29/14		588		514
Federal Mogul, Term B Loan
2.288%, 12/29/14		2		1
Federal Mogul, Term C Loan
2.288%, 12/28/15		1		1
Federal Mogul, Term C Loan
2.288%, 12/28/15		262		228
1.937%, 12/28/15		38		34
Flextronics International, Term Loan A-2
2.540%, 10/01/14		330		306
Flextronics International, Term Loan A-3
2.604%, 10/01/14		385		357
Fontainebleau Miami, Term B Loan
10.000%, 06/06/12 (G)		2,500		850
Ford Motor Company
5.750%, 05/16/16		500		495
3.347%, 11/08/14		500		448
Graphic Packaging International, Incremental Term Loan
3.050%, 05/16/14		47		46
3.044%, 05/16/14		170		164
3.041%, 05/16/14		281		271
Hanesbrands, Term B Loan
5.250%, 12/10/15		232		232
Harrah’s Operation, Tranche B-2
3.316%, 01/28/15		807		671
HCA, Tranche B
2.540%, 11/18/13		564		531
Hertz LOC
2.098%, 12/21/12		85		81
Hertz, Term B Loan
2.100%, 12/21/12		460		437
Hexion Specialty Chemical, Term Loan C-1
2.563%, 05/05/13		318		289
Hexion Specialty Chemical, Term Loan C-2
2.813%, 05/05/13		141		128
Hub International Ltd., Delayed Draw
2.790%, 06/13/14		131		117
Hub International Ltd., Initial Term Loan
2.790%, 06/13/14		584		519
Iasis Healthcare LOC
2.252%, 03/15/14		35		33
Iasis Healthcare, Delayed Draw
2.347%, 03/15/14		129		120
Iasis Healthcare, Term B Loan
2.347%, 03/15/14		371		346
IMS Health, Term B Loan
5.250%, 02/26/16		198		196
Infor Enterprise Solutions
6.110%, 07/28/12		494		458
Infor Global Enterprise Solutions
6.597%, 03/02/14		33		24

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Infor Global Enterprise Solutions, Tranche 1
6.597%, 03/02/14	$	169	$	123
Infor Global Solutions, 2nd Lien
6.604%, 03/02/14		329		239
Integra Telecom, Term B Loan
9.250%, 04/07/15		680		678
Intelsat Bermuda
3.292%, 02/01/14		900		826
Intersil Corp, Term B Loan
5.500%, 04/26/16		1		1
4.750%, 04/26/16		249		248
Inverness Medical
4.604%, 06/26/15		560		535
JHT Holding, 2nd Lien
12.500%, 12/21/12 (A) (B)		39		37
Lake at Las Vegas
14.350%, 06/20/12 (G)		1		—
Lamar Media Corp
4.250%, 10/01/16		449		447
Live Nation, Term B Loan
4.500%, 10/20/16		249		247
Meg Energy, Term Loan
6.000%, 04/03/16		554		539
Mylan Laboratories, Term B Loan
3.813%, 10/02/14		234		232
Nalco, Term B Loan
6.500%, 05/06/16		554		552
Nielson Finance
2.350%, 12/31/17		778		731
NRG Holdings LOC
0.190%, 02/01/13		195		186
NRG Holdings, Term B Loan
2.104%, 02/01/13		64		61
2.040%, 02/01/13		232		222
Oshkosh, Term B Loan
6.540%, 12/06/13		298		298
Reable Therapeutics, Term B Loan
3.354%, 05/20/14		498		474
Regal Cinemas
4.033%, 11/19/16		408		398
Remax Internations, Term B Loan
5.500%, 03/11/16		499		495
Sally Holdings, Term B Loan
2.600%, 11/16/13		500		480
Sensata Technology
2.078%, 04/27/13		535		498
Sensata Technology Term Loan B-1
2.047%, 04/27/13		1		1
Sirva Revolving Credit Loan Exit Finance
13.000%, 05/12/12		79		53
9.500%, 05/12/12		98		66
Sirva Worldwide
0.500%, 05/12/12 (C)		609		201
Solutia, 1st Lien Term Loan
4.750%, 03/02/17		170		169
Styron, Term B Loan
0.000%, 06/14/16		500		499
Sungard Data Systems
4.060%, 02/28/16		38		36
3.999%, 02/28/16		497		474

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Texas Competitive Electric Holdings, Tranche B-2
4.066%, 10/10/14	$	707	$	522
4.033%, 10/10/14		7		5
3.874%, 10/10/14		494		365
3.850%, 10/10/14		111		82
Travelport LLC, LOC
2.790%, 08/23/13		57		54
Travelport LLC, Term B Loan
2.790%, 08/23/13		386		360
Travelport LLC, Term B Loan
2.847%, 08/23/13		115		107
Travelport LLC, Term Loan C-1
10.500%, 08/23/13		208		207
Univision Communications
2.597%, 09/29/14		394		328
UPC Broadband Holdings B.V./Facility X
0.000%, 12/31/17		250		229
Vanguard Health
5.000%, 01/15/16		400		393
Verint Systems
2.600%, 05/25/14		639		593
VWR International, Term B Loan
2.854%, 06/30/14		613		567
Waiccs Las Vegas 3 LLC, 2nd Lien
0.000%, 07/30/10		2,000		—
Warner Chilcott, Term Loan A-1
5.500%, 10/30/14		129		128
Warner Chilcott, Term Loan B-1
5.750%, 04/30/15		61		60
Warner Chilcott, Term Loan B-2
5.750%, 04/30/15		101		101
WideOpenWest Finance, 1st Lien
2.874%, 06/30/14		148		134
2.850%, 06/30/14		142		128
2.795%, 06/30/14		145		131
Total Loan Participations (Cost $36,446) ($ Thousands)				33,208
CORPORATE OBLIGATIONS — 24.1%
Consumer Discretionary — 0.8%
President and Fellows of Harvard College
3.700%, 04/01/13		1,060		1,123
Financials — 19.5%
Ally Financial
0.539%, 09/19/09 (D)		1,250		1,251
Bank of America MTN
0.738%, 06/22/12 (D)		1,500		1,511
BTM Curacao Holdings MTN
4.760%, 07/21/15 (D) (E)		530		531
Citigroup
1.047%, 08/25/36 (D)		1,500		1,045
Citigroup Funding
0.668%, 04/30/12 (D)		375		378
0.486%, 06/03/11 (D)		375		375

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
General Electric Capital MTN
1.800%, 03/11/11	$	2,500	$	2,524
0.539%, 12/21/12 (D)		5,150		5,166
Goldman Sachs Group
1.700%, 03/15/11		3,180		3,209
ILFC E-Capital Trust I
5.900%, 12/21/65 (D) (E)		1,000		641
JPMorgan Chase Capital XXI, Ser U
1.294%, 02/02/37 (D)		1,300		939
Liberty Property L.P.
7.250%, 03/15/11 ‡		1,000		1,032
Mellon Funding
0.586%, 05/15/14 (D)		900		880
Merrill Lynch
1.297%, 09/15/36 (D)		700		522
Monumental Global Funding III
0.503%, 01/15/14 (D) (E)		900		859
Morgan Stanley
0.654%, 02/10/12 (D)		1,150		1,157
State Street
0.438%, 04/30/12 (D)		615		612
State Street Bank and Trust
0.737%, 09/15/11 (D)		960		964
State Street Capital Trust IV
1.537%, 06/15/37 (D)		375		268
Unitrin
6.000%, 05/15/17		670		660
4.875%, 11/01/10		1,000		1,005
Western Union
5.400%, 11/17/11		1,175		1,239
				26,768
Health Care — 0.7%
UnitedHealth Group
1.660%, 02/07/11 (D)		1,000		1,005
Industrials — 0.4%
Continental Airlines, Ser 061G
0.886%, 06/02/13 (D)		569		478
Materials — 1.0%
Berry Plastics
5.053%, 02/15/15 (D)		540		512
NewPage
11.375%, 12/31/14		480		435
Verso Paper Holdings
11.500%, 07/01/14		400		431
				1,378
Telecommunication Services — 1.2%
Corning
6.050%, 06/15/15		400		406
Telecom Italia Capital
0.914%, 07/18/11 (D)		550		542
Vodafone Group PLC
0.816%, 02/27/12 (D)		650		649
				1,597
Utilities — 0.5%
Southern, Ser A
5.300%, 01/15/12		665		703
Total Corporate Obligations (Cost $34,385) ($ Thousands)				33,052

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 17.5%
FHLB
1.375%, 05/16/11	$	7,000	$	7,058
0.760%, 07/19/11		5,000		5,015
0.750%, 03/18/11		2,000		2,005
FNMA
5.125%, 04/15/11		750		778
1.750%, 03/23/11		7,500		7,573
1.375%, 04/28/11		1,560		1,572
Total U.S. Government Agency Obligations (Cost $23,915) ($ Thousands)				24,001
MORTGAGE-BACKED SECURITIES — 16.1%
Agency Mortgage-Backed Obligations — 9.2%
FHLMC
6.000%, 09/01/26		546		597
5.625%, 03/15/11		2,000		2,073
2.750%, 04/11/11		1,813		1,846
FNMA TBA
6.500%, 07/01/32		2,500		2,738
6.000%, 11/01/14 to 11/01/26		3,154		3,432
FNMA
6.500%, 09/01/26		331		365
6.000%, 01/01/27		1,478		1,617
				12,668
Non-Agency Mortgage-Backed Obligations — 6.9%
American Tower Trust, Ser 2007-1A, Cl D
5.957%, 04/15/37 (E)		625		657
Banc of America Mortgage Securities, Ser 2004-J, Cl 2A1
3.581%, 11/25/34 (D)		226		210
Banc of America Mortgage Securities, Ser 2005-C, Cl 2A2
2.995%, 04/25/35 (D)		676		516
Banc of America Mortgage Securities, Ser 2005-I, Cl 2A1
4.846%, 10/25/35 (D)		506		426
Bayview Commercial Asset Trust, Ser 2006-4A, Cl A2
0.613%, 12/25/36 (D) (E)		438		283
Citigroup Commercial Mortgage Trust, Ser 2006-FL2, Cl D
0.547%, 08/15/21 (D) (E)		400		355
Citigroup Mortgage Loan Trust, Cl 1A
3.111%, 09/25/34 (D)		154		123
Commercial Mortgage Pass — Through Certificates, Ser 2006-FL12, Cl A2
0.450%, 12/15/20 (D) (E)		944		899
Crusade Global Trust, Ser 2007-1, Cl A1
0.364%, 04/19/38 (D)		754		666
Greenwich Capital Commercial Funding, Ser 2006-FL4A, Cl C
0.581%, 11/15/21 (D) (E)		810		541
Impac CMB Trust, Ser 2005-1, Cl 1A1
0.867%, 04/25/35 (D)		322		231
JPMorgan Mortgage Trust, Ser 2006- A6, Cl 4A1
5.251%, 10/25/36 (D)		839		693

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Lynch Mortgage Investors, Ser 2005-A1, Cl 1A
3.281%, 12/25/34 (D)	$	324	$	263
MortgageIT Trust, Ser 2005-5, Cl A1
0.607%, 12/25/35 (D)		1,047		730
Prudential Commercial Mortgage Trust, Ser 2003-PWR1, Cl A1
3.669%, 02/11/36		479		482
Sequoia Mortgage Trust, Ser 2004-10, Cl A2
0.668%, 11/20/34 (D)		233		199
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
0.647%, 12/20/34 (D)		191		160
Sequoia Mortgage Trust, Ser 2005-2, Cl A1
0.568%, 03/20/35 (D)		103		85
Washington Mutual Mortgage Pass — Through Certificates, Ser 2006-AR2, Cl 1A1
5.270%, 03/25/37 (D)		508		418
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
2.902%, 01/25/35 (D)		497		474
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR1, Cl 2A1
4.489%, 02/25/35 (D)		618		557
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR2, Cl 2A2
2.876%, 03/25/35 (D)		530		481
				9,449
Total Mortgage-Backed Securities (Cost $23,338) ($ Thousands)				22,117
ASSET-BACKED SECURITIES — 9.0%
Automotive — 2.9%
Americredit Prime Automobile Receivable, Ser 2007-1, Cl D
5.520%, 09/08/14		775		777
Carmax Auto Owner Trust, Ser 2007-1, Cl C
5.530%, 07/15/13		190		193
Daimler Chrysler Auto Trust, Ser 2007- A, Cl A3A
5.000%, 02/08/12		333		336
Ford Credit Auto Owner Trust, Ser 2007-A, Cl C
5.800%, 02/15/13		515		545
Harley-Davidson Motorcycle Trust, Ser 2006-1, Cl B
5.240%, 11/15/13 (E)		1,550		1,571
Hyundai Auto Receivables Trust, Ser 2006-B, Cl D
5.410%, 05/15/13		42		42
Hyundai Auto Receivables Trust, Ser 2007-A, Cl A3A
5.040%, 01/17/12		108		109

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Auto Trust Securitization, Ser 2007-1, Cl C
5.960%, 12/15/13	$	433	$	436
				4,009
Credit Cards — 2.3%
Citibank Credit Card Issuance Trust, Ser 2007-B5, Cl B5
0.971%, 11/07/14 (D)		1,100		1,095
GE Capital Credit Card Master Note Trust, Ser 2007-4, Cl B
0.550%, 06/15/15 (D)		1,150		1,092
MBNA Master Credit Card Trust, Ser 1997-B, Cl B
0.700%, 08/15/14 (D)		1,000		984
				3,171
Mortgage Related Securities — 0.1%
New Century Home Equity Loan Trust, Ser 2005-1, Cl A1MZ
0.637%, 03/25/35 (D)		35		34
Option One Mortgage Loan Trust, Ser 2007-FXD1, Cl 3A3
5.611%, 01/25/37 (D)		285		107
				141
Other Asset-Backed Securities — 3.7%
Babson CLO , Ser 2007-1A, Cl A1
0.529%, 01/18/21 (D) (E)		1,060		969
CapitalSource Commercial Loan Trust, Ser 2006-2A, Cl A1A
0.557%, 09/20/22 (D) (E)		90		84
CapitalSource Commercial Loan Trust, Ser 2007-1, Cl C
0.997%, 03/20/17 (D) (E)		458		289
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (E)		2,200		2,033
GE Business Loan Trust, Ser 2003-2A, Cl B
1.350%, 11/15/31 (D) (E)		81		55
GE Business Loan Trust, Ser 2004-2A, Cl B
0.830%, 12/15/32 (D) (E)		89		53
GE Business Loan Trust, Ser 2004-2A, Cl A
0.570%, 12/15/32 (D) (E)		118		102
GE Business Loan Trust, Ser 2006-2A, Cl D
1.100%, 11/15/34 (D) (E)		258		65
Katonah, Ser 2005-7A, Cl B
0.856%, 11/15/17 (D) (E)		700		490
Marriott Vacation Club Owner Trust, Ser 2006-2A, Cl A
5.362%, 10/20/28 (E)		83		84
Marriott Vacation Club Owner Trust, Ser 2007-1A, Cl D
6.135%, 05/20/29 (E)		469		376

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Triton Container Finance LLC, Ser 2006-1A, Cl N 0.517%, 11/26/21 (D) (E)	$	481	$	431
				5,031
Total Asset-Backed Securities (Cost $13,612) ($ Thousands)				12,352
U.S. TREASURY OBLIGATIONS — 7.3%
U.S. Treasury Note
0.875%, 01/31/11 to 03/31/11		10,000		10,041
Total U.S. Treasury Obligations (Cost $10,029) ($ Thousands)				10,041
	Number of Warrants
WARRANTS — 0.0%
Monitor Oil, 2nd Lien, Expires 01/25/15 (C)		47,031		—
Total Warrants (Cost $—) ($ Thousands)				—
COMMON STOCK — 0.0%
JHT Holding *		4,002		—
Total Common Stock (Cost $—) ($ Thousands)				—
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.110%† **		1,742,975		1,743
Total Cash Equivalent (Cost $1,743) ($ Thousands)				1,743
REPURCHASE AGREEMENT — 1.7%
Bank of America (F) 0.170%, dated 06/30/10, to be repurchased on 07/01/10, repurchase price $2,300,003 (collateralized by a GNMA obligation, par value $2,253,416, 5.000%, 11/20/39; total market value 2,346,001)		2,300		2,300
Total Repurchase Agreement (Cost $2,300) ($ Thousands)				2,300
Total Investments — 101.2% (Cost $145,768) ($ Thousands) ††			$	138,814

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Depreciation ($ Thousands)
U.S. 10-Year Treasury Note	(6	)	Sep-2010	$	(13	)
U.S. 2-Year Treasury Note	(82	)	Oct-2010		(85	)
U.S. 5-Year Treasury Note	(35	)	Oct-2010		(60	)
				$	(158	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on a Net Assets of $137,151 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

‡ 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, 2010 was $37 ($ Thousands) and represented 0.03% of Net Assets.

(B) Security considered illiquid and restricted. The total market value of such securities as of June 30, 2010 was $37 ($ Thousands) and represented 0.03% of Net Assets.

(C) Unfunded bank loan.

(D) Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effects as of June 30, 2010. The date reported on the Schedule of Investments is the next reset date.

(E) 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.

(F) Tri-Party Repurchase Agreement.

(G) Security in default on interest payments.

Cl — Class

CLO — Collateralized Loan Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

Ltd — Limited

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

Ser — Series

TBA — To Be Announced

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

†† At June 30, 2010, the tax basis cost of the Fund’s investments was $145,768 ($ Thousands), and the unrealized appreciation and depreciation were $2,011 ($ Thousands) and $(8,965) ($ Thousands) respectively.

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, 2010

Schedule of Investments (Unaudited)

Enhanced Income Fund

June 30, 2010

A summary of restricted securities held by the Fund at June 30, 2010, is as follows:

	Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
JHT Holding, 2nd Lien	39	12/16/08	12/16/08	$	58	$	37	0.03	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Corporate Obligations	$	—	$	33,052	$	—	$	33,052
U.S. Government Agency Obligations		—		24,001		—		24,001
Mortgage-Backed Securities		—		22,117		—		22,117
Asset-Backed Securities		—		11,778		574		12,352
U.S. Treasury Obligations		—		10,041		—		10,041
Warrants		—		—		—		—
Common Stock		—		—		—		—
Loan Participations		—		32,644		564		33,208
Repurchase Agreement		—		2,300		—		2,300
Cash Equivalent		1,743		—		—		1,743
Total Investments in Securities	$	1,743	$	135,933	$	1,138	$	138,814

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(158	)	$	—	$	—	$	(158	)

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

	Asset-Backed Securities			Loan Participations
Beginning balance as of October 1, 2009	$	425		$	29
Accrued discounts/premiums		—			5
Realized gain/(loss)		(501	)		683
Change in unrealized appreciation/(depreciation)		585			(146	)
Net purchases/sales		(19	)		(7	)
Net transfer in and/or out of Level 3		84			—
Ending balance as of June 30, 2010	$	574		$	564
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	91		$	13

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 41.3%
Agency Mortgage-Backed Obligations — 27.6%
FHLMC
7.500%, 11/01/29 to 09/01/32	$	1,500	$	1,719
7.000%, 10/01/10 to 01/01/32		306		345
6.500%, 06/01/17 to 09/01/38		13,694		15,035
6.000%, 03/01/20 to 09/01/38		36,245		39,434
5.500%, 12/01/13 to 03/01/38		21,535		23,218
5.000%, 10/01/18 to 02/01/39		60,214		64,025
4.500%, 04/01/35 to 11/01/35		2,229		2,329
4.000%, 04/01/19 to 10/01/33		1,668		1,695
2.875%, 02/09/15		5,690		5,927
FHLMC ARM
6.429%, 11/01/37 (A)		5		5
6.143%, 06/01/37 (A)		151		164
5.953%, 01/01/37 (A)		994		1,072
5.902%, 03/01/37 (A)		157		169
5.717%, 03/01/36 (A)		320		345
5.688%, 03/01/36 (A)		263		283
5.642%, 10/01/38 (A)		296		318
FHLMC CMO, Ser 1, Cl Z
9.300%, 04/15/19		99		111
FHLMC CMO, Ser 1983, Cl Z
6.500%, 12/15/23		1,839		2,016
FHLMC CMO, Ser 2043, Cl CJ
6.500%, 04/15/28		1,204		1,266
FHLMC CMO, Ser 2277, Cl B
7.500%, 01/15/31		322		343
FHLMC CMO, Ser 2399, Cl XG
6.500%, 01/15/32		3,123		3,431
FHLMC CMO, Ser 2542, Cl ES
5.000%, 12/15/17		80		86
FHLMC CMO, Ser 2558, Cl BD
5.000%, 01/15/18		612		669
FHLMC CMO, Ser 2590, Cl BY
5.000%, 03/15/18		251		274
FHLMC CMO, Ser 2676, Cl CY
4.000%, 09/15/18		716		755
FHLMC CMO, Ser 2694, Cl QG
4.500%, 01/15/29		95		100
FHLMC CMO, Ser 2727, Cl PW
3.570%, 06/15/29		126		129
FHLMC CMO, Ser 2765, Cl CT
4.000%, 03/15/19		414		432
FHLMC CMO, Ser 2843, Cl BC
5.000%, 08/15/19		921		1,005
FHLMC CMO, Ser 2875, Cl HB
4.000%, 10/15/19		163		170
FHLMC CMO, Ser 2945, Cl SA
11.665%, 03/15/20 (A)		2,850		3,250
FHLMC CMO, Ser 2957, Cl PT
5.500%, 11/15/33		6,059		6,489
FHLMC CMO, Ser 3028, Cl PG
5.500%, 09/15/35		592		633
FHLMC CMO, Ser 3035, Cl PA
5.500%, 09/15/35		263		291
FHLMC CMO, Ser 3234, Cl MC
4.500%, 10/15/36		1,538		1,628
FHLMC CMO, Ser 3372, Cl BD
4.500%, 10/15/22		926		990
FHLMC CMO, Ser 3631, Cl PA
4.000%, 02/15/40		1,861		1,963
FHLMC CMO, Ser 3652, Cl AP
4.500%, 03/15/40		3,721		4,014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC Multifamily Structured Pass Through Certificates CMO, Cl A
2 4.317%, 11/25/19	$	1,034	$	1,081
FHLMC Multifamily Structured Pass Through Certificates CMO, Cl A1
3.342%, 12/25/19		1,529		1,563
FHLMC TBA
5.500%, 08/01/37		2,500		2,675
5.000%, 08/01/34		2,500		2,634
4.500%, 08/15/36		3,000		3,097
FNMA
7.000%, 09/01/26 to 01/01/39		4,782		5,386
6.500%, 05/01/17 to 08/01/35		1,811		1,980
6.000%, 10/01/19 to 07/01/37		36,950		40,427
5.500%, 06/01/14 to 08/01/37		88,588		95,764
5.000%, 01/01/20 to 02/01/39		40,981		43,619
4.500%, 04/01/25 to 04/01/38		17,887		18,786
4.000%, 08/01/20		1,774		1,872
FNMA ARM
6.274%, 09/01/37(A)		228		247
6.257%, 10/01/36(A)		206		222
6.124%, 12/01/36(A)		243		262
6.042%, 09/01/37(A)		112		121
6.028%, 01/01/37(A)		364		392
6.021%, 10/01/37(A)		179		193
6.000%, 11/01/37(A)		261		281
5.977%, 04/01/37(A)		381		411
5.962%, 07/01/37 to 10/01/37 (A)		987		1,066
5.957%, 01/01/37(A)		564		609
5.929%, 10/01/37(A)		548		590
5.910%, 03/01/37(A)		289		312
5.900%, 07/01/37(A)		508		547
5.896%, 09/01/37(A)		270		292
5.892%, 07/01/37(A)		493		532
5.878%, 02/01/37(A)		295		319
5.853%, 12/01/37(A)		1,772		1,911
5.847%, 04/01/37(A)		510		549
5.824%, 07/01/37(A)		447		481
5.811%, 03/01/37(A)		215		231
5.795%, 02/01/37(A)		112		121
5.790%, 04/01/37(A)		404		435
5.755%, 11/01/37(A)		437		470
5.659%, 10/01/37(A)		266		285
5.610%, 02/01/39(A)		713		765
5.504%, 01/01/37(A)		577		614
2.441%, 11/01/35(A)		1,441		1,481
2.440%, 10/01/35(A)		9,501		9,759
2.428%, 11/01/35(A)		1,311		1,347
2.425%, 11/01/35(A)		1,416		1,457
2.419%, 11/01/35(A)		1,418		1,458
2.415%, 11/01/35(A)		4,595		4,707
2.411%, 10/01/35(A)		729		747
2.404%, 10/01/35 to 11/01/35 (A)		8,081		8,283
FNMA CMO, IO
6.083%, 03/25/37(A)		14,210		1,643
FNMA CMO STRIPS, Ser 360, Cl 2, IO
5.000%, 08/01/35		15,627		2,750
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29		2,826		3,083
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		5,319		5,825
FNMA CMO, Ser 2002-94, Cl HQ
4.500%, 01/25/18		782		836
FNMA CMO, Ser 2003-108, Cl BE
4.000%, 11/25/18		554		583

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2003-125, Cl AY
4.000%, 12/25/18	$	178	$	187
FNMA CMO, Ser 2003-3, Cl HJ
5.000%, 02/25/18		6		6
FNMA CMO, Ser 2004-3, Cl HT
4.000%, 02/25/19		3		3
FNMA CMO, Ser 2004-60, Cl PA
5.500%, 04/25/34		511		549
FNMA CMO, Ser 2004-80, Cl LE
4.000%, 11/25/19		3,301		3,468
FNMA CMO, Ser 2004-81, Cl KE
4.500%, 11/25/19		177		190
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		423		469
FNMA CMO, Ser 2006-10, Cl FD
0.693%, 03/25/36 (A)		1,285		1,269
FNMA CMO, Ser 2006-112, IO
6.357%, 11/25/36 (A)		12,349		1,319
FNMA CMO, Ser 2007-39, Cl NA
4.250%, 01/25/37		10		11
FNMA CMO, Ser 2007-74, Cl A
5.000%, 04/25/34		517		540
FNMA CMO, Ser 2007-77, Cl MH
6.000%, 12/25/36		2,000		2,143
FNMA CMO, Ser 2007-113, Cl DB
4.500%, 12/25/22		1,197		1,280
FNMA CMO, Ser 2007-T2, Cl B
6.022%, 11/25/10		4,500		4,570
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/37		8,668		7,871
FNMA CMO, Ser 2009-31, Cl A2
4.287%, 07/25/19		1,339		1,401
FNMA CMO, Ser 2009-71, Cl JT
6.000%, 06/25/36		80		88
FNMA CMO, Ser 2009-78, Cl J
5.000%, 09/25/19		1,813		1,932
FNMA CMO, Ser 2009-80, Cl KC
5.000%, 09/25/37		2,608		2,797
FNMA CMO, Ser 2009-88, Cl B
6.000%, 11/25/39		1,491		1,628
FNMA CMO, Ser 2009-M2, Cl A3
4.001%, 01/25/19		1,437		1,477
FNMA CMO, Ser 2010-54, Cl EA
4.500%, 06/25/40		3,011		3,169
FNMA CMO, Ser 2010-M1, Cl A2
4.450%, 09/25/19		467		491
FNMA CMO, Ser 2010-M3, Cl A3
4.332%, 03/25/20 (A)		3,359		3,500
FNMA CMO, Ser 30, Cl MA
4.250%, 02/25/37		3		3
FNMA, Ser K003, Cl AAB
4.768%, 05/25/18		857		926
FNMA TBA
5.500%, 07/01/22 to 08/01/37		10,400		11,174
5.000%, 08/14/37 to 09/01/37		4,000		4,205
4.500%, 07/17/18 to 07/01/37		31,650		32,921
4.000%, 08/13/39		1,400		1,413
GNMA
8.000%, 11/15/29 to 09/15/30		113		132
7.500%, 03/15/29 to 01/15/32		283		323
7.000%, 08/15/13		46		49
6.500%, 04/15/26 to 09/15/35		10,964		12,331
6.000%, 03/15/14 to 10/15/35		16,967		18,705

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2006-37, Cl JG
5.000%, 07/20/36	$	685	$	751
GNMA CMO, Ser 2010-4, Cl NS IO
6.040%, 01/16/40 (A)		27,963		3,339
GNMA TBA
6.000%, 07/01/34		100		109
5.000%, 08/01/33 to 07/01/39		19,900		21,116
4.500%, 07/01/35 to 07/15/40		51,955		54,086
4.000%, 07/01/39		400		406
				663,576
Non-Agency Mortgage-Backed Obligations — 13.7%
American Home Mortgage Assets, Ser 2007-2, Cl A1
0.472%, 03/25/47 (A)		8,929		4,970
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.696%, 06/25/45 (A)		4,317		3,511
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
5.350%, 11/25/45 (A)		4,081		2,979
Asset Securitization, Cl A2
7.778%, 10/13/26 (A)		745		775
Banc of America Commercial Mortgage, Cl A3
4.512%, 12/10/42		315		322
Banc of America Commercial Mortgage, Cl A4
5.414%, 09/10/47		2,034		2,128
Banc of America Commercial Mortgage, Cl E
7.634%, 09/15/32 (A)		263		262
Banc of America Commercial Mortgage, Cl B
5.271%, 07/11/43		225		232
Banc of America Commercial Mortgage Securities, Ser 2002-PB2, Cl B
6.309%, 06/11/35		414		436
Banc of America Commercial Mortgage Securities, Ser 2005-3, Cl A4
4.668%, 07/10/43		4,000		4,144
Banc of America Commercial Mortgage Securities, Ser 2006-2, Cl A1
5.611%, 05/10/45		990		1,004
Banc of America Commercial Mortgage, Ser 2005-4, Cl A5A
4.933%, 07/10/45		1,626		1,648
Banc of America Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/44 (A)		1,072		1,089
Banc of America Commercial Mortgage, Ser 2007-3, Cl A3
5.837%, 06/10/49 (A)		1,360		1,448
Banc of America Funding, Ser 2003-1, Cl A1
6.000%, 05/20/33		42		43
Banc of America Funding, Ser 2005-B, Cl 2A1
3.018%, 04/20/35 (A)		4,295		3,107
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
5.268%, 05/25/34 (A)		3,148		3,178

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities, Cl A3
5.468%, 06/11/41 (A)	$	1,133	$	1,212
Bear Stearns Commercial Mortgage Securities, Cl A2
4.945%, 02/11/41		393		401
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP2, Cl A2
6.480%, 02/15/35		82		84
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP4, Cl A3
5.610%, 11/15/33		291		301
Bear Stearns Commercial Mortgage Securities, Ser 2002-PBW1, Cl A2
4.720%, 11/11/35 (A)		537		561
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		129		135
Bear Stearns Commercial Mortgage Securities, Ser 2003-T12, Cl A3
4.240%, 08/13/39 (A)		158		162
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4
5.405%, 12/11/40 (A)		761		800
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.149%, 10/12/42 (A)		3,250		3,474
Chase Commercial Mortgage Securities, Ser 2000-3, Cl A2
7.319%, 10/15/32		993		994
Chase Mortgage Finance, Ser 2005-A1, Cl 2A3
5.229%, 12/25/35 (A)		12,400		10,767
Citigroup Mortgage Loan Trust,
Ser 2005-11, Cl A3
4.900%, 12/25/35 (A)		7,260		6,080
Commercial Mortgage Asset Trust,
Ser 1999-C1, Cl A4
6.975%, 01/17/32 (A)		1,267		1,395
Commercial Mortgage Loan Trust, Cl AJ
6.019%, 12/10/49 (A)		1,190		606
Commercial Mortgage Loan Trust,
Ser 2008-LS1, Cl A4B
6.019%, 12/10/49 (A)		4,655		4,602
Commercial Mortgage Pass-Through
Certificates, Cl A4
4.715%, 03/10/39		479		496
Commercial Mortgage Pass-Through
Certificates, Cl B
6.304%, 07/16/34 (B)		826		922
Commercial Mortgage Pass-Through
Certificates, Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (B)		82		86
Countrywide Alternative Loan Trust,
Ser 2003-20BC, Cl 1A1
5.500%, 10/25/33		1,289		1,325
Countrywide Alternative Loan Trust,
Ser 2004-J1, Cl 1A1
6.000%, 02/25/34		423		433
Countrywide Alternative Loan Trust,
Ser 2005-21, Cl 3A2
1.521%, 08/25/35 (A)		498		252
Countrywide Alternative Loan Trust,
Ser 2005-56, Cl 4A1
0.657%, 11/25/35 (A)		6,662		3,596

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Countrywide Alternative Loan Trust, Ser 2005-59, Cl 1A1
0.670%, 11/20/35 (A)	$	9,006	$	5,210
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-R3, Cl AF
0.747%, 09/25/35 (A) (B)		4,371		3,509
Credit Suisse Mortgage Capital
Certificates, Cl A3
5.694%, 09/15/40 (A)		688		698
Credit Suisse Mortgage Capital
Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39		6,045		5,982
CS First Boston Mortgage Securities, Cl A3
4.813%, 02/15/38		109		111
CS First Boston Mortgage Securities, Ser 2002-CKN2, Cl A3
6.133%, 04/15/37		172		182
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A1
4.485%, 11/15/36		13		13
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2
5.183%, 11/15/36		1,008		1,059
CS First Boston Mortgage Securities, Ser 2002-CP5, Cl A2
4.940%, 12/15/35		294		310
CS First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
3.030%, 10/25/33 (A)		3,156		2,903
CS First Boston Mortgage Securities, Ser C2, Cl A4
4.832%, 04/15/37		703		714
CS First Boston Mortgage Securities, Ser CPN1, Cl A2
4.597%, 03/15/35		509		533
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/48		5,505		5,499
Deutsche Mortgage Securities, Ser 2004-4, Cl 7AR2
0.793%, 06/20/34 (A)		921		691
Developers Diversified Realty, Cl A
3.807%, 10/14/22 (B)		980		1,012
Downey Savings & Loan Association
Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.748%, 11/19/44 (A)		2,310		831
FFCA Secured Lending, Ser 1999-1A, IO
1.190%, 09/18/25 (A) (B)		3,363		60
First Union National Bank Commercial Mortgage, Cl A2
6.141%, 02/12/34		273		286
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33		540		564
Fund America Investors II, Ser 1993-A, Cl A2
5.481%, 06/25/23 (A)		166		161
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/35 (A) (B)		5,477		5,780
GE Capital Commercial Mortgage, Cl A1
5.560%, 06/10/38		44		44

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35	$	4,802	$	5,067
GE Capital Commercial Mortgage, Ser 2002-3A, Cl A2
4.996%, 12/10/37		10,500		11,065
GE Capital Commercial Mortgage, Ser 2006-C1, Cl A3
5.335%, 03/10/44 (A)		2,845		3,024
GMAC Commercial Mortgage Securities, Cl D
5.675%, 05/10/40 (A)		233		234
GMAC Commercial Mortgage Securities, Cl B
6.790%, 04/15/34		136		141
GMAC Commercial Mortgage Securities, Cl A4
5.301%, 08/10/38 (A)		442		456
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl A2
5.485%, 05/10/40 (A)		357		387
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		352		374
Greenwich Capital Commercial Funding, Cl A4
5.444%, 03/10/39		8,645		8,661
Greenwich Capital Commercial Funding
5.190%, 04/10/37 (A)		197		209
Greenwich Capital Commercial Funding, Cl A6
5.135%, 06/10/36 (A)		579		612
Greenwich Capital Commercial Funding, Ser 2005-GG3, Cl AAB
4.619%, 08/10/42		4,949		5,117
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 04/10/37 (A)		1,617		1,661
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
5.888%, 08/10/09 (A)		8,076		8,442
GS Mortgage Securities II, Cl A2
4.319%, 10/10/28		614		616
GS Mortgage Securities II, Ser 2001- GL3A, Cl A2
6.449%, 08/15/18 (A) (B)		1,946		2,041
GS Mortgage Securities II, Ser 2005- GG4, Cl AABA
4.680%, 07/10/39		335		347
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/27 (A) (B)		63		65
GSR Mortgage Loan Trust, Cl 3A5
3.253%, 07/25/35 (A)		7,000		5,011
GSR Mortgage Loan Trust, Ser 2003- 13, Cl 1A1
4.461%, 10/25/33 (A)		2,923		2,973
Impac Funding, Cl A1
5.314%, 01/25/51 (B)		1,565		1,579
Impac Secured Assets CMO Owner Trust, Ser 2006-2, Cl 2A1
0.697%, 08/25/36 (A)		791		638

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Indymac INDA Mortgage Loan Trust, Ser 2007-AR7, Cl 1A1
6.127%, 11/01/37 (A)	$	1,423	$	1,082
Indymac Index Mortgage Loan Trust, Ser 2007-AR15, Cl 2A1
5.996%, 08/25/37 (A)		7,963		4,209
JP Morgan Alternative Loan Trust, Ser 2006-A7, Cl 2A6
5.750%, 12/25/36 (A)		12,253		4,765
JP Morgan Chase Commercial Mortgage Securities, Cl A3
6.188%, 02/15/51 (A)		794		812
JP Morgan Chase Commercial Mortgage Securities, Cl B
5.211%, 12/12/34 (A)		144		149
JP Morgan Chase Commercial Mortgage Securities, Cl A2
5.633%, 12/05/27 (B)		1,233		1,349
JP Morgan Chase Commercial Mortgage Securities
5.407%, 05/15/41 (A)		712		756
JP Morgan Chase Commercial Mortgage Securities, Cl A4
5.371%, 06/12/41 (A)		230		242
JP Morgan Chase Commercial Mortgage Securities, Cl D
6.847%, 04/15/35 (A)		306		309
JP Morgan Chase Commercial Mortgage Securities, Cl A3A
4.678%, 07/15/42		1,620		1,672
JP Morgan Chase Commercial Mortgage Securities, Cl A2S
5.305%, 01/15/49		2,287		2,285
JP Morgan Chase Commercial Mortgage Securities, Cl A1
5.017%, 02/12/51		38		39
3.853%, 06/15/43 (B)		1,187		1,216
JP Morgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl A3
6.429%, 04/15/35		3,936		4,058
JP Morgan Chase Commercial Mortgage Securities, Ser 2002-CIB5, Cl A2
5.161%, 10/12/37		394		416
JP Morgan Chase Commercial Mortgage Securities, Ser 2003- PM1A, Cl A4
5.326%, 11/12/08 (A)		124		133
JP Morgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/42 (A)		215		225
JP Morgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3
5.336%, 05/15/47		1,766		1,745
JP Morgan Chase Commercial Mortgage Securities, Ser 2007- CB18, Cl A4
5.716%, 02/15/51		840		827

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JP Morgan Chase Commercial Mortgage Securities, Ser 2007-LD12, Cl A4
5.882%, 02/15/51 (A)	$	3,030	$	3,039
JP Morgan Commercial Mortgage Finance, Cl C
7.918%, 08/15/32 (A)		306		306
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-CB7, Cl A4
4.879%, 01/12/38 (A)		897		945
LB Commercial Conduit Mortgage Trust, Cl A3
6.140%, 07/15/44 (A)		303		318
LB-UBS Commercial Mortgage Trust
6.324%, 04/15/41 (A)		1,540		1,634
LB-UBS Commercial Mortgage Trust, Cl A5
4.628%, 10/15/29		294		305
LB-UBS Commercial Mortgage Trust, Cl A4
6.080%, 06/15/38 (A)		1,473		1,582
4.568%, 01/15/31		304		311
4.563%, 09/15/26		238		244
4.367%, 03/15/36		603		611
LB-UBS Commercial Mortgage Trust, Cl A2
6.653%, 11/15/27		319		326
LB-UBS Commercial Mortgage Trust, Cl AAB
5.403%, 02/15/40		124		129
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		1,009		1,068
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A5
4.853%, 09/15/31		540		568
LB-UBS Commercial Mortgage Trust, Ser 2003-C8, Cl A4
5.124%, 11/15/32 (A)		176		188
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40		80		85
Master Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/34 (B)		3,514		3,322
Master Seasoned Securities Trust, Ser 2004-2, Cl A2
6.500%, 08/25/32		1,662		1,776
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.261%, 02/25/34 (A)		3,435		3,612
Merrill Lynch Mortgage Trust, Cl A3A
4.949%, 07/12/38 (A)		371		385
Merrill Lynch Mortgage Trust, Cl A3
6.020%, 06/12/50 (A)		791		818
Merrill Lynch Mortgage Trust, Ser 2004-KEY2, Cl A4
4.864%, 08/12/39 (A)		366		377
Merrill Lynch Mortgage Trust, Ser 2005-MCP1, Cl A4
4.747%, 06/12/43 (A)		2,480		2,587
Merrill Lynch Mortgage Trust, Ser CIP1
5.047%, 07/12/38 (A)		633		663

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Lynch Mortgage Trust, Ser KEY1, Cl A4
5.236%, 11/12/35 (A)	$	846 $	905
Merrill Lynch/Countrywide Commercial Mortgage, Ser 2006-4, Cl A3
5.172%, 12/12/49 (A)		7,000	6,911
Merrill Lynch MTN
7,430%, 09/01/22		3	3
MLCC Mortgage Investors, Ser 2004-B, Cl A3
2.009%, 05/25/29 (A)		789	778
Morgan Stanley Capital I, Cl A2
4.690%, 06/13/41		131	132
Morgan Stanley Capital I, Cl A7
4.970%, 04/14/40		2,348	2,394
Morgan Stanley Capital I, Cl A4
5.401%, 06/15/38 (A)		1,033	1,088
5.270%, 06/13/41 (A)		377	397
4.900%, 06/15/40		886	917
4.520%, 12/13/41		72	74
Morgan Stanley Capital I, Ser 2004- HQ3, Cl A4
4.800%, 01/13/41		312	327
Morgan Stanley Capital I, Ser 2005- HQ5, Cl AAB
5.037%, 01/14/42		1,150	1,204
Morgan Stanley Capital I, Ser 2005- HQ6, Cl A4A
4.989%, 08/13/42		2,000	2,078
Morgan Stanley Capital I, Ser 2005- HQ7, Cl AAB
5.185%, 11/14/42 (A)		116	123
Morgan Stanley Capital I, Ser 2006- T21, Cl A4
5.162%, 10/12/52 (A)		2,500	2,616
Morgan Stanley Capital I, Ser 2007- IQ14, Cl A4
5.692%, 04/15/49 (A)		4,200	4,051
Morgan Stanley Dean Witter Capital I
6.510%, 04/15/34		187	196
Morgan Stanley Dean Witter Capital I, Cl B
6.640%, 04/15/34		226	241
6.550%, 07/15/33		325	339
Morgan Stanley Dean Witter Capital I, Cl A4
5.740%, 12/15/35		156	164
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		208	220
Morgan Stanley Mortgage Loan Trust, Ser 2007-6XS, Cl 2A1S
0.457%, 02/25/47 (A)		262	205
Nomura Asset Securities, Cl A2
7.317%, 03/15/30 (A)		171	192
Prudential Mortgage Capital Funding, Cl B
6.760%, 05/10/34		295	306
RBS Greenwhich Capital Mortgage Pass - Through Certificates, Ser 2007-B, Cl 1A4
0.797%, 01/25/37 (A)		4,326	2,397
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31		478	468

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Residential Asset Securitization Trust, Cl A1
5.000%, 08/25/19	$	756	$	757
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.897%, 12/25/34 (A)		1,023		944
Salomon Brothers Mortgage Securities VII, Cl C
7.727%, 07/18/33 (A)		470		469
Salomon Brothers Mortgage Securities VII, Ser 2001-C2, Cl A3
6.499%, 10/13/11		4,873		5,080
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36		396		409
Sequoia Mortgage Trust, Cl A1
3.750%, 02/25/40 (A)		541		541
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19, Cl 1A1
0.667%, 10/25/35 (A)		1,604		978
Structured Adjustable Rate Mortgage Loan Trust, Ser 2007-7, Cl 2AS2
5.433%, 08/25/15 (A)		9,803		6,033
Structured Asset Mortgage Investments, Ser 2006-AR8, Cl A1A
0.547%, 10/25/36 (A)		4,470		2,470
Structured Asset Securities, Cl 1A
0.693%, 06/25/35 (A) (B)		2,504		1,974
Structured Asset Securities, Cl A
0.693%, 03/25/35 to 04/25/35 (A) (B)		4,937		3,944
Structured Asset Securities, Ser 2005- 17, Cl 5A1
5.500%, 10/25/35		2,882		2,359
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 3A1
6.205%, 09/25/37 (A)		4,552		4,416
Thornburg Mortgage Securities Trust, Ser 2007-4, Cl 2A1
6.201%, 08/30/37 (A)		4,394		4,186
US Bank, Ser 2007-1, Cl A
5.920%, 05/25/12		1,802		1,889
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1A, Cl A4
6.287%, 04/15/34		1,202		1,276
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (B)		130		131
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		583		596
Wachovia Bank Commercial Mortgage Trust, Ser 2004-C11, Cl A4
5.030%, 01/15/41		400		409
Washington Mutual Mortgage Pass- Through Certificates, Cl 1A1
5.610%, 02/25/37 (A)		3,207		2,345
Washington Mutual Mortgage Pass- Through Certificates, Cl 1A
1.321%, 10/25/46 (A)		3,842		2,314
Washington Mutual Mortgage Pass- Through Certificates, Ser 2003-MS1, Cl 1A
5.000%, 02/25/18		837		850

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR13, Cl A1A1
0.637%, 10/25/47 (A)	$	3,916	$	3,045
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR15, Cl A1A2
0.627%, 11/25/47 (A)		5,954		4,083
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR16, Cl 1A4A
5.070%, 12/25/35 (A)		12,955		10,713
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR19, Cl A1A2
0.637%, 12/25/45 (A)		5,559		3,711
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005-AR5, Cl A6
2.700%, 05/25/35 (A)		9,220		8,546
Washington Mutual Mortgage Pass- Through Certificates, Ser 2007-OA6, Cl 1A
1.251%, 07/25/47 (A)		8,426		5,116
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl 1A1
4.534%, 06/25/34 (A)		3,224		3,178
				327,808
Total Mortgage-Backed Securities (Cost $979,334) ($ Thousands)				991,384
CORPORATE OBLIGATIONS — 32.8%
Consumer Discretionary — 1.6%
Boyd Gaming
7.125%, 02/01/16 (C)		350		288
6.750%, 04/15/14 (C)		570		499
British Sky Broadcasting Group
9.500%, 11/15/18 (B)		647		865
Comcast
6.500%, 01/15/17		2,695		3,088
6.500%, 01/15/15		985		1,131
6.400%, 03/01/40		650		700
5.450%, 11/15/10		525		534
5.300%, 01/15/14		2,340		2,568
5.150%, 03/01/20		718		752
Comcast Cable Communications
6.750%, 01/30/11 (C)		2,310		2,382
Comcast Cable Communications
8.375%, 03/15/13		1,174		1,359
COX Communications
5.450%, 12/15/14		850		938
Daimler Finance LLC
7.300%, 01/15/12		1,400		1,509
6.500%, 11/15/13		1,320		1,477
Discovery Communications
6.350%, 06/01/40		335		358
DISH DBS
7.875%, 09/01/19		690		718
Eastman Kodak
7.250%, 11/15/13		1,420		1,392
Echostar DBS
7.750%, 05/31/15		220		227

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
General Motors
8.250%, 07/15/23 (C) (D)	$	3,100	$	938
Grupo Televisa
6.625%, 01/15/40		580		604
Inn of the Mountain Gods Resort & Casino
12.000%, 11/15/10 (D)		1,010		490
MGM Mirage
8.500%, 09/15/10		10		10
7.625%, 01/15/17 (C)		440		344
News America
6.650%, 11/15/37		180		202
6.200%, 12/15/34		65		68
6.150%, 03/01/37		1,215		1,267
Station Casinos
7.750%, 08/15/16 (D)		1,495		94
Sun Media
7.625%, 02/15/13		470		470
Thomson Reuters
5.950%, 07/15/13		477		533
Time Warner
6.875%, 05/01/12		2,225		2,424
Time Warner Cable
8.750%, 02/14/19		210		265
8.250%, 04/01/19		4,895		6,020
6.750%, 06/15/39		920		1,016
6.550%, 05/01/37		2,300		2,479
Time Warner Entertainment
8.375%, 07/15/33		60		75
				38,084
Consumer Staples — 1.5%
Altria Group
10.200%, 02/06/39		300		402
9.700%, 11/10/18		677		859
9.250%, 08/06/19		920		1,148
Anheuser-Busch
5.050%, 10/15/16		940		1,010
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19 (B)		2,570		3,119
5.375%, 01/15/20		1,580		1,703
5.000%, 04/15/20 (B)		560		586
4.125%, 01/15/15		1,810		1,895
CVS Caremark
9.350%, 01/10/23 (B)		4,300		4,451
Diageo Capital
4.828%, 07/15/20		4,870		5,166
Dr Pepper Snapple Group
6.820%, 05/01/18		2,505		2,988
Grupo Bimbo
4.875%, 06/30/20 (B)		403		406
HJ Heinz
5.350%, 07/15/13		510		561
Kraft Foods
6.500%, 02/09/40		3,045		3,405
5.375%, 02/10/20		2,785		2,984
PepsiCo
5.500%, 01/15/40		650		712
Reynolds American
6.750%, 06/15/17		1,260		1,365
Wal-Mart Stores
5.625%, 04/01/40		1,350		1,473
5.250%, 09/01/35		520		548
4.875%, 07/08/40		1,220		1,201
WM Wrigley Jr
3.700%, 06/30/14 (B)		535		541
				36,523

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Energy — 3.7%
Anadarko Finance, Ser B
7.500%, 05/01/31	$	370	$	311
Anadarko Petroleum
6.450%, 09/15/36		1,300		1,034
Apache
6.000%, 09/15/13		2,570		2,880
Baker Hughes
7.500%, 11/15/18		2,530		3,093
BP Capital Markets
5.250%, 11/07/13 (C)		1,790		1,646
3.875%, 03/10/15		210		179
3.125%, 03/10/12		240		222
Chesapeake Energy
7.250%, 12/15/18		660		682
6.500%, 08/15/17		275		271
Cie Generale de Geophysique-Veritas
7.750%, 05/15/17		110		104
7.500%, 05/15/15		1,205		1,148
Conoco Funding
7.250%, 10/15/31		50		62
6.350%, 10/15/11		920		981
ConocoPhillips
5.900%, 10/15/32		10		11
5.900%, 05/15/38		2,640		2,969
ConocoPhillips Holding
6.950%, 04/15/29		190		233
Consol Energy
8.250%, 04/01/20 (B)		660		688
El Paso
6.950%, 06/01/28		6,750		6,043
El Paso Performance-Linked Trust
7.750%, 07/15/11 (B)		3,830		3,948
EnCana
6.500%, 02/01/38		1,345		1,494
Energy Transfer Partners
9.000%, 04/15/19		890		1,047
6.700%, 07/01/18		2,220		2,387
Enterprise Products Operating
9.750%, 01/31/14		1,910		2,304
GAZ Capital
6.212%, 11/22/16 (B)		220		223
Hess
7.875%, 10/01/29		1,070		1,317
7.300%, 08/15/31		1,220		1,439
Husky Energy
5.900%, 06/15/14		557		620
Kerr-McGee
7.875%, 09/15/31		460		421
6.950%, 07/01/24		450		409
Kinder Morgan Energy Partners
7.125%, 03/15/12		90		97
6.750%, 03/15/11		450		466
6.550%, 09/15/40		277		288
6.000%, 02/01/17		505		550
5.850%, 09/15/12		130		139
5.000%, 12/15/13		720		766
Motiva Enterprises
6.850%, 01/15/40 (B)		1,100		1,257
Occidental Petroleum
7.000%, 11/01/13		4,000		4,675
OPTI Canada
7.875%, 12/15/14		70		61

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Peabody Energy, Ser B
6.875%, 03/15/13	$	35	$	35
Pemex Project Funding Master Trust
6.625%, 06/15/35		1,667		1,715
Petrobras International Finance
7.875%, 03/15/19		539		617
6.875%, 01/20/40		495		499
6.125%, 10/06/16		655		695
5.750%, 01/20/20		574		578
Petro-Canada
6.800%, 05/15/38		1,920		2,203
Ras Laffan Liquefied Natural Gas III
5.500%, 09/30/14 (B)		935		997
4.500%, 09/30/12 (B)		785		815
Rockies Express Pipeline
5.625%, 04/15/20 (B)		640		609
3.900%, 04/15/15 (B)		1,483		1,433
SandRidge Energy
9.875%, 05/15/16 (B)		870		883
Shell International Finance BV
4.375%, 03/25/20		1,980		2,047
3.100%, 06/28/15		1,070		1,086
Southern Natural Gas
8.000%, 03/01/32		170		193
Southern Union
8.250%, 11/15/29		1,315		1,399
Suncor Energy
6.500%, 06/15/38		720		804
Tennessee Gas Pipeline
7.625%, 04/01/37		830		918
Tosco
8.125%, 02/15/30		400		533
Total Capital
4.450%, 06/24/20		612		625
3.000%, 06/24/15		3,260		3,292
TransCanada PipeLines
6.200%, 10/15/37		1,165		1,267
Valero Energy
10.500%, 03/15/39		1,750		2,336
9.375%, 03/15/19 (C)		2,656		3,217
6.625%, 06/15/37		1,125		1,095
Williams
8.750%, 03/15/32		1,732		2,021
7.875%, 09/01/21		3,884		4,451
7.750%, 06/15/31		1,392		1,496
Williams, Ser A
7.500%, 01/15/31		808		860
XTO Energy
7.500%, 04/15/12		850		946
6.750%, 08/01/37		495		638
5.500%, 06/15/18		2,030		2,321
				89,089
Financials — 17.5%
Achmea Hypotheekbank
3.200%, 11/03/14 (B)		2,310		2,387
AEP Texas Central Transition Funding
5.090%, 07/01/15		3,600		4,021
4.980%, 07/01/13		2,373		2,503
Aiful
5.000%, 08/10/10 (B)		1,010		977
Allstate
7.450%, 05/16/19		1,085		1,279

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Allstate Life Global Funding Trusts MTN
5.375%, 04/30/13	$	100	$	110
Ally Financial
7.500%, 12/31/13		103		103
6.875%, 09/15/11		2,325		2,357
2.738%, 12/01/14 (A)		2,234		1,923
1.750%, 10/30/12		2,010		2,045
American Express
7.250%, 05/20/14		833		947
6.800%, 09/01/66 (A)		2,010		1,915
American Express Credit MTN
5.125%, 08/25/14		1,990		2,141
American General Finance MTN
6.900%, 12/15/17		2,720		2,166
American International Group
6.250%, 03/15/37		2,560		1,741
5.850%, 01/16/18 (C)		4,340		3,879
ASIF Global Financing XIX
4.900%, 01/17/13 (B)		390		382
Australia & New Zealand Banking Group
3.700%, 01/13/15 (B)		1,445		1,468
BAC Capital Trust XIV
5.630%, 03/15/12 (A)		130		88
BAC Capital Trust XV
1.338%, 06/01/56 (A)		5,715		3,727
Banco Nacional de Desenvolvimento Economico e Social
5.500%, 07/12/20 (B)		1,210		1,213
Bank of America
7.625%, 06/01/19		90		103
7.375%, 05/15/14		1,065		1,194
6.500%, 08/01/16		3,375		3,653
6.000%, 09/01/17		715		752
5.750%, 12/01/17		2,880		2,987
5.625%, 07/01/20		1,870		1,885
5.420%, 03/15/17		4,300		4,284
4.500%, 04/01/15		730		738
Bank of Montreal
2.850%, 06/09/15 (B)		845		859
Bank of Tokyo-Mitsubishi UFJ
3.850%, 01/22/15 (B)		690		718
Bank One
7.875%, 08/01/10		995		999
Barclays Bank
6.050%, 12/04/17 (B)		1,230		1,241
5.200%, 07/10/14		630		665
5.125%, 01/08/20		1,310		1,303
5.000%, 09/22/16		170		174
Barnett Capital III
0.969%, 02/01/27 (A)		425		285
Bear Stearns
7.250%, 02/01/18		1,120		1,308
6.950%, 08/10/12		580		636
6.400%, 10/02/17		70		78
5.700%, 11/15/14		232		257
5.350%, 02/01/12		3,280		3,468
4.650%, 07/02/18		995		979
4.500%, 10/28/10		1,470		1,487
Berkshire Hathaway
3.200%, 02/11/15		1,620		1,668
Berkshire Hathaway Finance
5.400%, 05/15/18		830		922

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Boeing Capital
4.700%, 10/27/19	$	490	$	527
Canadian Imperial Bank of Commerce
2.600%, 07/02/15 (B)		510		513
Capital One Bank USA
8.800%, 07/15/19		855		1,067
Caterpillar Financial Services MTN
6.200%, 09/30/13		3,650		4,140
CDP Financial
3.000%, 11/25/14 (B)		2,450		2,473
Chase Capital VI
0.969%, 08/01/28 (A)		2,500		1,968
Cie de Financement Foncier
2.125%, 04/22/13 (B)		700		707
Citigroup
8.500%, 05/22/19		555		662
6.875%, 03/05/38		5,805		6,090
6.500%, 08/19/13		1,310		1,396
6.375%, 08/12/14		761		808
6.125%, 05/15/18 (C)		3,970		4,143
6.010%, 01/15/15		660		692
6.000%, 08/15/17		750		779
6.000%, 12/13/13		2,250		2,361
5.875%, 02/22/33		4,485		4,022
5.500%, 02/15/17		2,350		2,314
5.500%, 04/11/13		2,683		2,789
5.000%, 09/15/14		3,245		3,246
4.750%, 05/19/15		997		997
0.807%, 06/09/16 (A)		3,650		2,961
Citigroup Capital III
7.625%, 12/01/36		1,500		1,330
Citigroup Funding
1.875%, 10/22/12 (C)		2,165		2,211
Commonwealth Bank of Australia
5.000%, 03/19/20 (B) (C)		685		709
5.000%, 10/15/19 (B)		1,290		1,339
3.750%, 10/15/14 (B)		1,060		1,090
Countrywide Financial
6.250%, 05/15/16		1,080		1,126
5.800%, 06/07/12		2,745		2,886
Countrywide Financial , Cl A
0.597%, 10/15/28 (A)		92		79
Countrywide Home Loans MTN
4.000%, 03/22/11		2,100		2,138
Credit Agricole
8.375%, 12/31/49 (A) (B)		2,460		2,325
Credit Suisse MTN
5.400%, 01/14/20		705		701
Credit Suisse New York
6.000%, 02/15/18		3,693		3,854
Credit Suisse NY MTN
5.300%, 08/13/19		585		620
Credit Suisse USA
4.875%, 08/15/10		2,210		2,219
Depfa ACS Bank
5.125%, 03/16/37 (B)		3,000		2,192
Deutsche Bank MTN
4.875%, 05/20/13		1,830		1,954
Deutsche Bank Capital Funding Trust VII
5.628%, 01/19/49 (A) (B)		2,760		2,063
Dexia Credit Local
2.750%, 04/29/14 (B)		4,895		4,932
East Lane Re
6.344%, 05/06/11 (A) (B)		650		640

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Export-Import Bank of Korea
5.875%, 01/14/15	$	915	$	992
5.500%, 10/17/12		542		575
Farmer Mac Guaranteed Notes Trust 2007-1
5.125%, 04/19/17 (B)		3,540		3,869
Farmers Exchange Capital
7.050%, 07/15/28 (B)		1,434		1,368
Farmers Insurance Exchange
8.625%, 05/01/24 (B)		3,017		3,360
FIH Erhvervsbank
2.000%, 06/12/13 (B)		1,320		1,328
First Industrial L.P. MTN
7.500%, 12/01/17		970		887
Fleet Capital Trust II
7.920%, 12/11/26		1,050		1,014
Ford Motor Credit LLC
8.000%, 12/15/16		2,680		2,741
5.787%, 06/15/11 (A) (C)		3,703		3,749
General Electric Capital MTN
6.375%, 11/15/19 (A)		5,870		5,459
6.000%, 08/07/19		710		769
5.900%, 05/13/14		2,800		3,091
5.875%, 01/14/38		1,300		1,275
5.625%, 05/01/18		7,235		7,701
5.450%, 01/15/13		20		22
0.797%, 09/15/14 (A)		2,460		2,321
0.727%, 05/05/26 (A)		3,500		2,730
0.595%, 03/20/14 (A)		1,900		1,778
Glitnir Banki HF
7.451%, 09/14/16 (B) (D)		400		—
6.693%, 06/15/16 (B) (D)		3,960		5
6.375%, 09/25/12 (B) (D)		2,330		606
6.330%, 07/28/11 (B) (D)		1,980		515
Goldman Sachs Capital I
6.345%, 02/15/34		520		467
Goldman Sachs Capital II
5.793%, 12/29/49 (A)		440		332
Goldman Sachs Group
7.500%, 02/15/19		2,329		2,603
6.750%, 10/01/37		566		555
6.600%, 01/15/12		180		190
6.150%, 04/01/18		3,780		3,960
6.000%, 06/15/20		2,490		2,567
5.950%, 01/18/18		260		270
5.450%, 11/01/12		4,040		4,256
5.375%, 03/15/20		3,230		3,192
5.350%, 01/15/16		660		683
5.300%, 02/14/12		80		83
5.250%, 10/15/13		390		411
4.750%, 07/15/13		130		136
3.625%, 08/01/12		270		275
0.794%, 01/12/15 (A)		1,750		1,611
0.707%, 07/22/15 (A)		500		451
Hartford Financial Services Group
5.500%, 03/30/20		685		665
HBOS Capital Funding
6.071%, 06/30/49 (A) (B)		1,330		924
HBOS PLC
6.750%, 05/21/18 (B)		2,100		1,966
HCP MTN
6.700%, 01/30/18 ‡		306		323
6.300%, 09/15/16 ‡		1,191		1,232
6.000%, 01/30/17 ‡		4,186		4,226
5.650%, 12/15/13 ‡		934		985

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Highwoods Properties
7.500%, 04/15/18 ‡	$	1,142	$	1,228
HSBC Bank
3.500%, 06/28/15 (B)		1,695		1,711
HSBC Finance
8.000%, 07/15/10		3,475		3,481
4.625%, 09/15/10		650		655
HSBC Holdings PLC
6.800%, 06/01/38		600		647
ICICI Bank
6.375%, 04/30/22 (A) (B)		1,260		1,159
ILFC E-Capital Trust II
6.250%, 12/21/65 (A) (B)		900		577
International Bank for Reconstruction & Development
2.375%, 05/26/15		3,360		3,416
Itau Unibanco Holding MTN
6.200%, 04/15/20 (B) (C)		935		959
Japan Bank for International Cooperation
2.875%, 02/02/15		4,200		4,317
JP Morgan Chase Capital XIII
1.239%, 09/30/34 (A)		1,000		741
JP Morgan Chase Capital XXIII
1.436%, 05/15/47 (A)		1,900		1,390
JP Morgan Chase Capital XXV
6.800%, 10/01/37		904		896
JPMorgan Chase
6.000%, 01/15/18		225		248
5.750%, 01/02/13		3,785		4,071
4.950%, 03/25/20		150		156
4.750%, 05/01/13		510		544
3.700%, 01/20/15		125		128
3.400%, 06/24/15		430		430
JPMorgan Chase Bank
6.000%, 10/01/17		1,323		1,441
6.000%, 07/05/17		2,250		2,436
0.866%, 06/13/16 (A)		1,300		1,223
Kaupthing Bank MTN
7.625%, 02/28/15 (B) (D)		8,810		2,114
7.125%, 05/19/16 (B) (D)		1,350		—
5.750%, 10/04/11 (B) (D)		960		230
Kilroy Realty
6.625%, 06/01/20 ‡ (B)		455		464
Korea Development Bank
4.375%, 08/10/15 (C)		725		739
Kreditanstalt fuer Wiederaufbau
3.500%, 03/10/14		1,270		1,341
Landsbanki Islands
6.100%, 08/25/11 (B) (D)		5,570		627
Lazard Group
7.125%, 05/15/15		932		982
6.850%, 06/15/17		1,287		1,303
LBG Capital No..1 MTN
8.000%, 12/15/49 (A)		5,850		4,534
Lehman Brothers Holdings MTN
14.500%, 06/20/16 (A) (D)		3,977		726
11.000%, 11/07/16 (A) (D)		4,283		782
8.910%, 02/16/17 (D)		2,370		432
6.750%, 12/28/17 (D)		4,320		2
6.200%, 09/26/14 (D)		1,160		229
5.250%, 02/06/12 (D)		1,220		241

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lehman Brothers Holdings Capital Trust V MTN
5.857%, 11/29/49 (D)	$	4,280	$	—
Liberty Mutual Group
7.500%, 08/15/36 (B)		549		542
Lloyds TSB Bank MTN
5.800%, 01/13/20 (B)		1,570		1,482
4.375%, 01/12/15 (B)		1,470		1,416
Massachusetts Mutual Life Insurance
8.875%, 06/01/39 (B)		1,825		2,428
MBNA Capital A
8.278%, 12/01/26		1,450		1,414
Merna Reinsurance, Ser B
2.040%, 07/07/10 (A) (B)		3,750		3,749
Merrill Lynch MTN
8.950%, 05/18/17 (A)		1,790		1,888
8.680%, 05/02/17 (A)		3,160		3,334
6.050%, 05/16/16		350		362
5.700%, 05/02/17		1,300		1,304
5.450%, 02/05/13		2,080		2,182
MetLife
6.750%, 06/01/16		1,060		1,199
6.400%, 12/15/36		570		502
MetLife Capital Trust IV
7.875%, 12/15/37 (B)		800		768
MetLife Capital Trust X
9.250%, 04/08/38 (A) (B)		1,800		1,944
Metropolitan Life Global Funding I
5.125%, 04/10/13 (B)		110		119
5.125%, 06/10/14 (B)		2,750		2,987
Morgan Stanley MTN
7.300%, 05/13/19		100		108
6.750%, 04/15/11		30		31
6.625%, 04/01/18		3,570		3,742
6.000%, 05/13/14		5,710		6,050
6.000%, 04/28/15		630		658
5.950%, 12/28/17		605		613
5.625%, 09/23/19		160		155
5.550%, 04/27/17		2,415		2,395
5.500%, 01/26/20		1,558		1,507
0.754%, 10/18/16 (A)		5,020		4,367
0.595%, 01/09/14 (A)		4,120		3,793
MUFG Capital Finance 1
6.346%, 07/25/49 (A)		1,670		1,616
National Australia Bank
5.350%, 06/12/13 (B)		2,500		2,708
National Capital Trust II
5.486%, 12/29/49 (A) (B)		2,231		1,941
Nationwide Mutual Insurance
6.600%, 04/15/34 (B)		2,440		2,151
5.810%, 06/15/09 (A) (B)		1,975		1,679
NB Capital Trust IV
8.250%, 04/15/27		1,055		1,029
New Communications Holdings
8.500%, 04/15/20 (B)		505		506
8.250%, 04/15/17 (B)		565		567
New York Life Global Funding
3.000%, 05/04/15 (B)		1,840		1,854
NIBC Bank MTN
2.800%, 12/02/14 (B)		1,475		1,494
Nordea Bank
4.875%, 01/27/20 (B)		1,000		1,027
3.700%, 11/13/14 (B)		2,430		2,476
2.500%, 11/13/12 (B)		855		864

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Northwestern Mutual Life Insurance
6.063%, 03/30/40 (B)	$	955	$	1,024
Power Receivables Financial
6.290%, 01/01/12		1,478		1,507
Pricoa Global Funding I
5.450%, 06/11/14 (B)		3,400		3,697
Prime Property Fund
5.600%, 06/15/11 (B)		1,384		1,404
5.500%, 01/15/14 ‡ (B)		1,850		1,836
Prudential Holdings
8.695%, 12/18/23 (B)		1,300		1,553
Rabobank Nederland
11.000%, 12/31/49 (A) (B)		1,810		2,235
Reckson Operating Partnership
7.750%, 03/15/20 ‡ (B)		506		496
Residential Capital
9.625%, 05/15/15		15		15
Resona Preferred Global Securities
7.191%, 07/30/49 (A) (B)		580		534
Royal Bank of Scotland Group
7.640%, 09/29/17		1,000		572
6.400%, 10/21/19		2,230		2,260
5.050%, 01/08/15		660		616
5.000%, 10/01/14		990		929
5.000%, 11/12/13		520		505
4.875%, 03/16/15		400		398
Santander US Debt Unipersonal
3.724%, 01/20/15 (B)		1,600		1,537
Shinsei Finance Cayman
6.418%, 01/25/49 (A) (B) (C)		3,490		2,244
Simon Property Group L.P.
5.750%, 12/01/15 ‡		910		1,000
SLM MTN
8.000%, 03/25/20		1,860		1,633
5.625%, 08/01/33		695		510
5.375%, 05/15/14		2,655		2,428
5.050%, 11/14/14		690		617
5.000%, 10/01/13 (C)		1,840		1,759
5.000%, 04/15/15		120		103
SunTrust Preferred Capital I
5.853%, 12/15/11 (A)		259		174
Svensk Exportkredit
3.250%, 09/16/14		1,934		2,006
Tanger Properties
6.125%, 06/01/20 ‡		455		479
Teachers Insurance & Annuity Association of America
6.850%, 12/16/39 (B)		2,160		2,516
TNK-BP Finance
7.500%, 07/18/16 (B)		1,170		1,211
6.625%, 03/20/17 (B)		180		177
Travelers
6.250%, 03/15/37 (A)		1,470		1,379
5.375%, 06/15/12		370		397
UBS MTN
3.875%, 01/15/15		1,320		1,313
UDR MTN
5.000%, 01/15/12 ‡		2,000		2,048
US Bancorp
2.000%, 06/14/13		840		848
Wachovia MTN
5.750%, 02/01/18		2,260		2,476
5.500%, 05/01/13		2,100		2,281
5.250%, 08/01/14		2,570		2,722
4.875%, 02/15/14		875		915

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wachovia Bank
6.600%, 01/15/38	$	1,040	$	1,131
Wachovia Capital Trust III
5.800%, 03/15/11 (A)		1,930		1,534
WEA Finance
7.500%, 06/02/14 (B)		568		644
7.125%, 04/15/18 (B)		3,331		3,758
6.750%, 09/02/19 (B)		1,230		1,367
Wells Fargo Capital X
5.950%, 12/15/36		760		674
Wells Fargo Capital XV
9.750%, 12/31/49 (A)		3,790		4,055
Westfield Capital
4.375%, 11/15/10 (B)		2,103		2,126
Westfield Group
5.400%, 10/01/12 (B)		678		719
Westpac Banking
4.875%, 11/19/19		725		749
2.250%, 11/19/12		1,675		1,689
Woodbourne Capital Trust II
1.328%, 04/08/49 (A) (B)		625		269
Woodbourne Capital Trust III
1.328%, 04/08/49 (A) (B)		625		269
Woodbourne Capital Trust IV
1.328%, 04/08/49 (A) (B)		625		269
ZFS Finance USA Trust I
6.150%, 12/15/65 (A) (B)		4,272		3,973
				420,727
Health Care — 1.0%
Abbott Laboratories
5.300%, 05/27/40		1,455		1,527
Amgen
5.750%, 03/15/40		470		514
CareFusion
4.125%, 08/01/12		550		574
Coventry Health Care
5.950%, 03/15/17		914		873
FMC Finance III
6.875%, 07/15/17		600		606
GlaxoSmithKline Capital
5.650%, 05/15/18		1,870		2,140
HCA
9.625%, 11/15/16		1		1
7.500%, 11/15/95		3,800		2,831
Humana
7.200%, 06/15/18		1,150		1,284
Life Technologies
6.000%, 03/01/20		673		729
4.400%, 03/01/15		491		508
Medtronic
4.450%, 03/15/20		730		778
Pfizer
5.350%, 03/15/15		371		420
Roche Holdings
6.000%, 03/01/19 (B)		1,410		1,643
Tenet Healthcare
8.875%, 07/01/19 (B)		1,695		1,796
7.375%, 02/01/13		336		336
UnitedHealth Group
6.875%, 02/15/38		987		1,116
6.000%, 06/15/17		51		56
WellPoint
6.800%, 08/01/12		1,000		1,097
5.875%, 06/15/17		2,190		2,440

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wyeth
5.950%, 04/01/37	$	2,680	$	3,036
				24,305
Industrials — 1.3%
Boeing
4.875%, 02/15/20		1,380		1,519
Burlington Northern Santa Fe
5.750%, 05/01/40		710		751
Cedar Brakes I LLC
8.500%, 02/15/14 (B)		941		943
Complete Production Services
8.000%, 12/15/16		1,005		982
Continental Airlines
9.000%, 07/08/16 (C)		2,939		3,160
Continental Airlines, Ser 1999-2
7.256%, 03/15/20		2,805		2,861
Continental Airlines, Ser A
5.983%, 04/19/22 (C)		2,000		1,962
Delta Air Lines
6.821%, 08/10/22 (C)		1,601		1,581
6.619%, 03/18/11		197		200
Delta Air Lines, Ser 2001-1
7.111%, 09/18/11 (C)		4,475		4,620
General Electric
5.000%, 02/01/13		1,140		1,223
Hutchison Whampoa International 09
4.625%, 09/11/15 (B)		2,080		2,170
JetBlue Airways 2004-2 G-1 Pass Through Trust
0.811%, 08/15/16 (A)		3,389		2,915
Kansas City Southern de Mexico
12.500%, 04/01/16		522		624
L-3 Communications
5.875%, 01/15/15		300		296
RailAmerica
9.250%, 07/01/17		1,008		1,056
Reynolds Group Issuer
7.750%, 10/15/16 (B)		1,720		1,681
Systems 2001 Asset Trust
6.664%, 09/15/13 (B)		968		1,026
United Air Lines
9.750%, 01/15/17		640		683
United Parcel Service
4.500%, 01/15/13		980		1,059
				31,312
Information Technology — 0.2%
Adobe Systems
4.750%, 02/01/20		690		711
3.250%, 02/01/15		260		267
Cisco Systems
5.900%, 02/15/39		205		228
5.500%, 01/15/40		720		754
4.450%, 01/15/20		1,235		1,304
Freescale Semiconductor
10.125%, 12/15/16		60		48
National Semiconductor
6.600%, 06/15/17		170		190
				3,502
Materials — 0.9%
Alcoa
6.000%, 07/15/13 (C)		170		179
Ball
6.750%, 09/15/20		1,100		1,111

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CodelCo
4.750%, 10/15/14 (B)	$	470	$	507
Dow Chemical
8.550%, 05/15/19		2,356		2,884
5.900%, 02/15/15		610		667
4.850%, 08/15/12		1,140		1,202
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		4,790		5,269
PPG Industries
6.650%, 03/15/18		435		516
5.750%, 03/15/13		435		476
Rio Tinto Finance USA
6.500%, 07/15/18		3,480		3,966
5.875%, 07/15/13		793		869
Rio Tinto Finance USA
9.000%, 05/01/19		698		916
Southern Copper
6.750%, 04/16/40		576		570
Steel Dynamics
6.750%, 04/01/15		810		813
Teck Resources
10.750%, 05/15/19		180		221
10.250%, 05/15/16		90		106
Vale Overseas
8.250%, 01/17/34		195		229
6.875%, 11/10/39		620		648
6.875%, 11/21/36		1,300		1,355
				22,504
Sovereign — 0.7%
Kommunalbanken
2.750%, 05/05/15 (B)		1,168		1,189
Province of Ontario Canada
4.400%, 04/14/20		770		818
4.100%, 06/16/14		1,831		1,969
2.950%, 02/05/15		6,080		6,233
Qatar Govt International Bond
6.400%, 01/20/40 (B)		519		551
4.000%, 01/20/15 (B)		420		432
RSHB Capital
6.299%, 05/15/17 (B)		700		695
Russian Foreign Bond - Eurobond
7.500%, 03/31/30		156		176
3.625%, 04/29/15 (B)		600		581
Tennessee Valley Authority
5.250%, 09/15/39		1,744		1,928
United Mexican States , Ser A MTN
7.500%, 04/08/33		176		220
6.750%, 09/27/34		968		1,116
				15,908
Telecommunication Services — 2.0%
America Movil
6.125%, 03/30/40 (B)		430		449
5.625%, 11/15/17		440		481
5.000%, 10/16/19 (B)		849		877
5.000%, 03/30/20 (B)		750		775
AT&T
6.500%, 09/01/37		1,380		1,531
6.450%, 06/15/34		625		680
6.300%, 01/15/38		1,190		1,291
5.500%, 02/01/18 (C)		1,360		1,504
5.100%, 09/15/14		2,200		2,440
AT&T Mobility LLC
6.500%, 12/15/11		1,455		1,564

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
BellSouth
4.750%, 11/15/12 (C)	$	170	$	182
British Telecommunications PLC
9.625%, 12/15/30		367		448
9.125%, 12/15/10		1,250		1,293
Cellco Partnership
8.500%, 11/15/18		595		774
7.375%, 11/15/13		275		322
3.750%, 05/20/11		1,300		1,332
Cricket Communications
7.750%, 05/15/16		840		857
Deutsche Telekom International Finance
5.750%, 03/23/16		1,920		2,101
France Telecom
7.750%, 03/01/11		569		594
Frontier Communications
8.125%, 10/01/18		355		353
Intelsat
9.250%, 08/15/14		280		286
Intelsat Jackson Holdings
9.500%, 06/15/16		180		189
8.500%, 11/01/19 (B)		250		253
Koninklijke
8.000%, 10/01/10		650		660
New Cingular Wireless Services
8.125%, 05/01/12		1,595		1,785
Qwest
7.500%, 10/01/14		736		783
Rogers Communications
7.875%, 05/01/12		550		611
6.800%, 08/15/18		450		533
6.750%, 03/15/15		1,015		1,176
6.375%, 03/01/14		1,476		1,676
5.500%, 03/15/14		201		222
Sprint Capital
8.750%, 03/15/32		660		630
8.375%, 03/15/12		745		785
6.900%, 05/01/19		100		91
Telecom Italia Capital
6.999%, 06/04/18		2,080		2,216
6.200%, 07/18/11		1,730		1,793
5.250%, 11/15/13		790		816
5.250%, 10/01/15		90		91
4.950%, 09/30/14		1,250		1,252
Telefonica Emisiones SAU
5.984%, 06/20/11		840		871
5.134%, 04/27/20		2,605		2,611
Telefonica Europe
7.750%, 09/15/10		1,925		1,949
Verizon Communications
7.350%, 04/01/39		1,040		1,279
6.400%, 02/15/38		1,270		1,404
6.100%, 04/15/18		465		528
5.500%, 02/15/18		1,920		2,107
Verizon New York, Ser A
6.875%, 04/01/12		660		713
Virgin Media Finance PLC
9.125%, 08/15/16		70		72
				47,230
Utilities — 2.4%
Aquila
11.875%, 07/01/12		2,535		2,919
Calpine Construction Finance
8.000%, 06/01/16 (B)		975		997

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Cedar Brakes II LLC
9.875%, 09/01/13 (B)	$	1,604	$	1,655
Dominion Resources
8.875%, 01/15/19		1,570		2,074
4.750%, 12/15/10		935		951
DPL
6.875%, 09/01/11		1,098		1,162
Duke Energy
6.300%, 02/01/14		958		1,078
Duke Energy Carolinas
6.250%, 01/15/12		2,000		2,155
5.625%, 11/30/12		1,470		1,608
Edison Mission Energy
7.625%, 05/15/27		420		238
Enel Finance International
6.000%, 10/07/39 (B)		1,740		1,674
Energy Future Holdings
11.250%, 11/01/17		10,128		6,583
Exelon
5.625%, 06/15/35		2,720		2,635
Exelon Generation
6.250%, 10/01/39		315		337
5.200%, 10/01/19		40		43
FirstEnergy Solutions
6.800%, 08/15/39		270		267
6.050%, 08/15/21		1,085		1,107
FirstEnergy, Ser B
6.450%, 11/15/11		23		24
FirstEnergy, Ser C
7.375%, 11/15/31		3,255		3,432
Florida Power
6.400%, 06/15/38		240		287
KCP&L Greater Missouri Operations
8.270%, 11/15/21		2,700		3,067
Midamerican Energy Holdings
6.500%, 09/15/37		1,140		1,310
Nevada Power, Ser A
8.250%, 06/01/11		1,655		1,752
Nisource Finance
6.800%, 01/15/19		2,261		2,517
NRG Energy
7.250%, 02/01/14		1,610		1,632
Oncor Electric Delivery
6.800%, 09/01/18		2,000		2,348
Pacific Gas & Electric
8.250%, 10/15/18		210		269
6.050%, 03/01/34		660		736
5.800%, 03/01/37		800		870
Panhandle Eastern Pipeline
8.125%, 06/01/19		2,500		2,798
Progress Energy
6.850%, 04/15/12		601		654
Public Service of New Mexico
7.950%, 05/15/18		1,805		1,901
PVNGS II Funding
8.000%, 12/30/15		2,188		2,359
South Carolina Electric & Gas
6.500%, 11/01/18		215		257
Texas-New Mexico Power
9.500%, 04/01/19 (B)		2,880		3,647
				57,343
Total Corporate Obligations (Cost $793,168) ($ Thousands)				786,527

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)	Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 18.3%
U.S. Treasury Bills
0.151%, 08/12/10 (E)	$1,095	$	1,095
0.000%, 07/29/10 (E)	3,865		3,865
U.S. Treasury Bond
8.875%, 08/15/17 to 02/15/19	1,759		2,573
8.000%, 11/15/21	11,105		16,151
7.125%, 02/15/23 (C)	534		739
6.250%, 08/15/23	5,375		6,967
5.375%, 02/15/31	6,857		8,436
4.625%, 02/15/40 (C)	12,995		14,607
4.500%, 08/15/39 (C)	9,450		10,408
4.375%, 11/15/39 to 05/15/40 (C)	15,955		17,233
4.250%, 05/15/39 (C)	3,563		3,767
3.500%, 02/15/39 (C)	25,833		23,997
0.000%, 02/15/25 (E)	11,400		6,496
U.S. Treasury Bond TIPS
3.875%, 04/15/29	380		676
3.625%, 04/15/28	1,507		2,629
2.375%, 01/15/25 to 01/15/27	14,533		18,069
2.000%, 01/15/16 to 01/15/26	5,341		6,319
1.750%, 01/15/28 (C)	11,607		12,252
U.S. Treasury Note
3.625%, 02/15/20	788		833
3.500%, 05/15/20	5,690		5,955
3.375%, 11/15/19	9,125		9,451
3.125%, 04/30/17	1,479		1,546
2.750%, 11/30/16 to 02/15/19 (C)	9,427		9,410
2.500%, 06/30/17	9,210		9,250
2.375%, 10/31/14	36,230		37,379
2.125%, 05/31/15	5,642		5,739
1.875%, 02/28/14 to 06/30/15	74,923		75,305
1.750%, 04/15/13	620		634
1.375%, 02/15/13 to 05/15/13 (C)	54,818		55,524
1.125%, 06/15/13	16,272		16,337
1.000%, 04/30/12	23,420		23,596
0.750%, 05/31/12	15,710		15,756
0.625%, 06/30/12	5,028		5,029
U.S. Treasury STRIPS
1.847%, 02/08/13 (E)	2,225		2,134
0.000%, 11/15/27 (E)	16,990		8,579
Total U.S. Treasury Obligations (Cost $418,956) ($ Thousands)			438,736
ASSET-BACKED SECURITIES —7.2%
Automotive — 0.3%
Avis Budget Rental Car Funding AESOP
4.640%, 05/20/16 (B)	860		891
Harley-Davidson Motorcycle Trust, Cl A4
3.320%, 02/15/17	102		106
2.400%, 07/15/14	342		346
Harley-Davidson Motorcycle Trust,
Ser 2009-1, Cl A4
5.000%, 01/15/17	197		209
Hertz Vehicle Financing, Cl A2
5.290%, 03/25/16 (B)	1,470		1,591
Honda Auto Receivables Owner Trust, Cl A3
2.310%, 05/15/13	1,055		1,071

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Huntington Auto Trust, Cl A4
5.730%, 01/15/14 (B)	$	977	$	1,049
Nissan Auto Receivables Owner Trust, Cl A3
5.000%, 09/15/14		1,281		1,324
				6,587
Credit Cards — 0.8%
Bank of America Credit Card Trust,
Ser 2008-A1, Cl A1
0.930%, 04/15/13 (A)		9,645		9,660
Capital One Multi-Asset Execution
Trust, Ser 2008-A5, Cl A5
4.850%, 02/18/14		110		113
Chase Issuance Trust, Cl A
5.120%, 10/15/14		2,510		2,726
1.450%, 03/15/16 (A)		723		742
Citibank Credit Card Issuance Trust, Cl A5
2.250%, 12/23/14		2,520		2,565
Citibank Credit Card Issuance Trust, Cl A3
5.300%, 03/15/18		224		254
Discover Card Master Trust, Cl A1
1.650%, 12/15/14 (A)		780		793
Discover Card Master Trust, Cl A
1.650%, 02/17/15 (A)		2,214		2,256
Nordstrom Private Label Credit Card Master Note Trust, Cl A
0.410%, 05/15/15 (A) (B)		688		675
				19,784
Mortgage Related Securities — 1.3%
ABS Home Equity Loan Trust, Ser 2007-HE3, Cl A1
0.890%, 11/25/31 (A)		366		313
AFC Home Equity Loan Trust, Ser 1998-1, Cl 1A2
0.613%, 04/25/28 (A)		73		53
AFC Home Equity Loan Trust, Ser 2000-1, Cl 2A
0.587%, 03/25/30 (A)		3,380		1,007
Asset-Backed Securities Home Equity, Ser 2003-HE4, Cl M2
3.337%, 08/15/33 (A)		154		55
Bear Stearns Asset-Backed Securities Trust, Ser 2000-2, Cl M2
8.280%, 08/25/30		4,108		3,930
Bear Stearns Asset-Backed Securities Trust, Ser 2007-HE2, Cl 1A1
0.443%, 03/25/37 (A)		2,871		2,591
BNC Mortgage Loan Trust, Ser 2007-1, Cl M1
0.583%, 03/25/37 (A)		6,300		79
Centex Home Equity, Ser 2006-A, Cl AV4
0.593%, 06/25/36 (A)		4,917		2,665
Citigroup Mortgage Loan Trust, Ser 2007-AHL1, Cl A2A
0.387%, 12/25/36 (A)		238		221
Conseco Finance, Ser 2001-D, Cl A5
6.190%, 11/15/32 (A)		1,112		1,121
Contimortgage Home Equity Trust, Ser 1997-1, Cl A9
7.050%, 03/15/28		5		5

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Contimortgage Home Equity Trust, Ser 1997-2, Cl A9
7.090%, 04/15/28	$	8	$	8
Countrywide Asset-Backed Certificates, Ser 2007-S2, Cl A2
5.649%, 05/25/37 (A)		1,850		1,316
EMC Mortgage Loan Trust, Ser 2002- AA, Cl A1
0.817%, 05/25/39 (A) (B)		1,499		1,137
Morgan Stanley Capital I, Ser 2007- HE2, Cl A2A
0.387%, 01/25/37 (A)		100		98
Morgan Stanley Dean Witter Capital I, Ser 2003-NC4, Cl M2
3.347%, 04/25/33 (A)		76		30
Morgan Stanley Home Equity Loans, Ser 2007-1, Cl A1
0.397%, 12/25/36 (A)		92		89
Nationstar Home Equity Loan Trust, Ser 2007-C, Cl 2AV2
0.473%, 06/25/37 (A)		5,500		3,908
Option One Mortgage Loan Trust, Ser 2001-4, Cl A
0.947%, 01/25/32 (A)		341		284
Option One Mortgage Loan Trust, Ser 2007-14, Cl 2A3
0.487%, 01/25/37 (A)		9,500		3,746
Option One Mortgage Loan Trust, Ser 2007-6, Cl 2A4
0.593%, 07/25/37 (A)		4,574		1,779
PRLM
4.500%, 07/30/40		2,450		2,597
Residential Funding Mortgage Securities II, Ser 2000-HI1, Cl AI7
8.290%, 02/25/25		1,243		1,155
Soundview Home Equity Loan Trust, Ser 2006-EQ2, Cl A3
0.503%, 01/25/37 (A)		6,450		2,586
Terwin Mortgage Trust, Ser 2005- 9HG3, Cl A1
4.000%, 08/25/35 (A) (B)		425		399
Truman Capital Mortgage Loan Trust, Ser 2006-1, Cl A
0.603%, 03/25/36 (A) (B)		427		269
Wells Fargo Home Equity Trust, Ser 2004-2, Cl M8B
5.000%, 05/25/34 (A) (B)		302		73
				31,514
Other Asset-Backed Securities — 4.8%
Aircastle Aircraft Lease Backed Trust, Cl G1
0.610%, 06/14/37 (A) (B)		2,244		1,817
Ally Master Owner Trust, Cl A
2.880%, 04/15/15 (B)		1,764		1,789
2.100%, 01/15/15 (A) (B)		327		331
Babcock & Brown Air Funding I, Cl G1
0.650%, 11/14/33 (A) (B)		1,942		1,485
Bank America Manufactured Housing Contract Trust, Ser 1997-1, Cl M
6.800%, 01/10/28		3,310		3,796
Carrington Mortgage Loan Trust, Ser 2007-RFC1, Cl A1
0.393%, 07/27/09 (A)		2,527		2,278

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Chase Funding Mortgage Loan Asset- Backed Certificates, Ser 2002-1, Cl 2A2
0.847%, 03/25/32 (A)	$	1,326	$	862
Citicorp Residential Mortgage Securities, Ser 2007-1, Cl A5
6.046%, 03/25/37		1,970		1,893
Conseco Finance Home Loan Trust, Ser 2000-E, Cl M1
8.130%, 08/15/31 (A)		903		877
Conseco Finance Securitizations, Ser 2000-4, Cl A6
8.310%, 05/01/32 (A)		1,194		941
Countrywide Asset-Backed Certificates, Cl 2A2
1.143%, 10/25/47 (A)		5,179		3,755
Countrywide Asset-Backed Certificates, Ser 2003-BC2, Cl 2A1
0.947%, 06/25/33 (A)		38		34
Countrywide Asset-Backed Certificates, Ser 2005-17, Cl 1AF3
5.711%, 05/25/36 (A)		6,450		2,591
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.803%, 10/25/35 (A)		5,150		4,975
Countrywide Asset-Backed Certificates, Ser 2006-10, Cl MV1
0.603%, 09/25/46 (A)		10,450		594
Countrywide Home Equity Loan Trust, Cl 2A1B
0.404%, 11/15/36 (A)		258		186
Countrywide Home Equity Loan Trust, Ser 2004-K, Cl A2
1.136%, 02/15/34 (A)		1,031		479
Countrywide Home Equity Loan Trust, Ser 2005-F, Cl 2A
0.590%, 12/15/35 (A)		1,880		615
Countrywide Home Equity Loan Trust, Ser 2007-GW, Cl A
0.887%, 11/15/28 (A)		10,286		7,898
Credit Suisse First Boston Mortgage Securities, Ser 2001-MH29, Cl A
5.600%, 09/25/31		612		623
Credit-Based Asset Servicing and Securitization, Ser 2007-CB4, Cl A1A
0.437%, 04/25/37 (A)		1,574		1,345
EFS Volunteer, Cl A2
1.389%, 10/25/35 (A) (B)		900		838
Embarcadero Aircraft Securitization Trust, Ser 2000-A, Cl A1
0.817%, 08/15/25 (A) (B)		2,670		1,148
First Franklin Mortgage Loan Asset- Backed Certificates, Ser 2005-FF10, Cl A4
0.663%, 11/25/35 (A)		5,648		4,693
First Franklin Mortgage Loan Asset- Backed Certificates, Ser 2006-FFA, Cl A3
0.467%, 09/25/26 (A)		4,234		572
First Horizon ABS Trust, Ser 2004- HE2, Cl A
0.567%, 02/25/34 (A)		1,238		703
Ford Credit Floorplan Master Owner Trust, Cl A1
4.200%, 02/15/17 (B)		1,063		1,118

15 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GE Seaco Finance Srl, Cl A
0.600%, 11/17/20 (A) (B)	$	2,234	$	2,044
Green Tree Financial, Ser 1993-4, Cl A5
7.050%, 01/15/19		212		216
Green Tree Financial, Ser 1996-5, Cl A6
7.750%, 07/15/27		661		676
GSAMP Trust, Cl A
0.643%, 05/25/36 (A) (B)		603		483
GSAMP Trust, Ser 2003-SEA, Cl A1
0.747%, 02/25/33 (A)		2,761		2,066
HSI Asset Securitization Trust, Ser 2005-I1, Cl 2A3
0.637%, 11/25/35 (A)		4,750		3,376
Lehman XS Trust, Ser 2005-5N, Cl 1A1
0.647%, 11/25/35 (A)		3,717		2,466
Lehman XS Trust, Ser 2006-GP1, Cl A4A
0.677%, 05/25/46 (A)		5,569		1,424
Lehman XS Trust, Ser 2007-1, Cl WF1
7.000%, 01/25/37		2,246		1,087
Lehman XS Trust, Ser 2007-9, Cl 1A1
0.463%, 05/25/37 (A)		6,918		3,750
Master Specialized Loan Trust, Ser 2007-2, Cl A
0.693%, 05/25/37 (A) (B)		7,699		5,235
Merrill Lynch Mortgage Investors, Ser 2005-SL3, Cl A1
0.573%, 07/25/36 (A)		169		158
Merrill Lynch Mortgage Investors, Ser 2006-WMC2, Cl A2D
5.895%, 03/25/37		4,948		2,208
Merrill Lynch Mortgage Investors, Ser 2007-MLN1, Cl M1
0.743%, 03/25/37 (A)		3,010		39
Merrill Lynch Mortgage Investors, Ser 2007-SL1, Cl A1
0.643%, 02/25/37 (A)		6,062		206
Mid-State Trust, Ser 11, Cl A1
4.864%, 07/15/38		3,303		3,175
Morgan Stanley Dean Witter Capital Heloc Trust, Ser 2005-1, Cl A
0.537%, 07/25/17 (A)		517		338
Nelnet Student Loan Trust, Cl A4
2.147%, 11/25/24 (A)		3,013		3,122
Nelnet Student Loan Trust, Ser 2008-4, Cl A4
1.796%, 04/25/24 (A)		2,740		2,823
PG&E Energy Recovery Funding
4.370%, 06/25/14		625		649
PG&E Energy Recovery Funding, Cl A5
4.470%, 12/25/14		830		887
Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1
1.438%, 12/25/33 (A)		188		143
Residential Asset Mortgage Products, Ser 2003-RS2, Cl AII
1.023%, 03/25/33 (A)		55		34
Saco I, Ser 2005-9, Cl A1
0.597%, 12/25/35 (A)		760		262
Saco I, Ser 2005-WM3, Cl A1
0.867%, 09/25/35 (A)		794		237

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Saco I, Ser 2006-6, Cl A1
0.477%, 06/25/36 (A)	$	2,033	$	375
SLC Student Loan Trust, Cl A4A
2.137%, 12/15/32 (A)		4,709		4,890
SLC Student Loan Trust, Ser 2006-2, Cl B
0.767%, 12/15/39 (A)		5,250		3,979
SLM Student Loan Trust, Cl A4
2.016%, 07/25/23 (A)		1,506		1,582
SLM Student Loan Trust, Cl A5
0.426%, 01/25/27 (A)		1,540		1,452
SLM Student Loan Trust, Ser 2006-9, Cl B
0.546%, 01/25/41 (A)		4,000		3,210
SLM Student Loan Trust, Ser 2006-C, Cl C
0.927%, 12/15/39 (A)		4,000		216
SLM Student Loan Trust, Ser 2008-8, Cl A4
1.966%, 07/25/22 (A)		620		650
Small Business Administration, Ser 2003-P10A, Cl 1
4.524%, 02/01/13		521		544
Structured Asset Investment Loan Trust, Ser 2003-BC4, Cl M2
3.343%, 06/25/33 (A)		83		53
Structured Asset Securities, Ser 2007- BC2, Cl A2
0.433%, 03/25/37 (A)		2,850		2,741
Structured Asset Securities, Ser 2007- BC4, Cl A3
0.512%, 11/25/37 (A)		3,640		3,398
Structured Asset Securities, Ser 2007- TC1, Cl A
0.643%, 04/25/31 (A) (B)		400		271
Textainer Marine Containers, Cl A
0.600%, 05/15/20 (A) (B)		2,225		2,024
Triton Container Finance
0.487%, 02/26/19 (A) (B)		1,808		1,665
Triton Container Finance , Ser 2006- 1A, Cl N
0.517%, 11/26/21 (A) (B)		2,823		2,529
				114,919
Total Asset-Backed Securities (Cost $237,307) ($ Thousands)				172,804
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2%
FHLB
1.500%, 01/16/13		1,050		1,063
FICO STRIPS, PO
0.000%, 02/08/18 to 09/26/19 (E)		11,780		8,991
FINANCING CORP
9.700%, 04/05/19		1,050		1,548
8.600%, 09/26/19		2,490		3,493
FNMA
7.250%, 05/15/30		1,493		2,056
7.125%, 01/15/30		2,100		2,858
6.250%, 05/15/29		2,110		2,611
5.250%, 08/01/12		1,860		2,007
7.918%, 10/09/19 (E)		1,520		940
0.000%, 08/23/10 (E)		1,800		1,800
Resolution Funding STRIPS
3.235%, 01/15/16 (E)		2,730		2,374

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)	Market Value ($ Thousands)
Total U.S. Government Agency Obligations (Cost $28,096) ($ Thousands)		$	29,741
LOAN PARTICIPATIONS — 0.9%
Allison Transmission
3.110%, 08/07/14	760		691
3.050%, 08/07/14	172		156
Aramark
2.165%, 01/26/14	148		138
0.142%, 01/26/14	17		16
Aramark LOC
2.126%, 01/26/14	12		11
Aramark, Term B Loan
3.540%, 07/26/16	267		257
Charter Communications, Term C Loan
3.790%, 09/06/16	1,302		1,212
Charter, Term B Loan
2.444%, 03/15/14	160		149
CMP Susquehanna
2.375%, 05/05/13	928		789
DAE Aviation, Tranche B-1
4.090%, 07/31/14	287		256
DAE Aviation, Tranche B-2
4.090%, 09/27/14	280		250
Enterprise GP Holdings
2.600%, 11/10/14	392		378
2.545%, 11/10/14	588		568
First Data, Term Loan B-2
3.097%, 09/24/14	3,727		3,130
Harrah’s Operating, Term Loan B-2
3.316%, 01/28/15	605		503
HCR Healthcare, Initial Term Loan
2.847%, 12/22/14	854		794
IASIS, Delayed Draw
2.347%, 03/15/14	235		219
IASIS, Sythentic LOC
2.252%, 03/15/14	64		60
IASIS, Term B Loan
2.347%, 03/15/14	678		632
Insight Midwest
2.040%, 04/07/14	342		320
Insight Midwest Holdings, Term B Loan
2.100%, 04/07/14	333		312
Las Vegas Sands, Delayed Draw
2.100%, 05/17/14	360		318
Las Vegas Sands, Term B Loan
2.100%, 05/17/14	1,588		1,403
Lodgenet Entertainment, Term B Loan
2.540%, 04/04/14	687		623
Petco, Term B Loan
2.783%, 10/26/13	432		412
2.597%, 10/26/13	540		515
Regal Cinemas
4.033%, 11/19/16	377		368
Sunguard
4.060%, 02/28/16	83		79
3.999%, 02/28/16	1,094		1,043
SuperMedia
11.000%, 12/31/15	381		326
Telesat Canada, U.S. Term I Loan
3.350%, 10/31/14	1,044		994
Telesat Canada, U.S. Term II Loan
3.350%, 10/31/14	90		85

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Texas Competitive, Term Loan B-2
4.066%, 10/10/14	$	1,935	$	1,428
4.033%, 10/10/14		10		7
Tribune
0.000%, 06/04/10 (D)		366		216
United Air Lines, Tranche B
2.375%, 02/01/14		533		458
2.312%, 02/01/14		162		140
Univision Communications
2.597%, 09/29/14		2,484		2,069
UPC Financing Partnership
3.930%, 12/30/16		352		330
2.180%, 12/31/14		648		600
Total Loan Participations (Cost $24,855) ($ Thousands)				22,255
MUNICIPAL BONDS — 0.7%
Brazos Higher Education Authority, Ser 2006-2, RB
1.850%, 06/25/42 (A)		1,150		978
County of Clark Nevada, Ser C-BUILD, RB
6.820%, 07/01/45		710		793
Kentucky Higher Education Student Loan, Ser 1-CL, RB
1.450%, 05/01/34 (A)		1,100		1,098
Los Angeles Unified School District, GO
6.758%, 07/01/34		680		745
Municipal Electric Authority of Georgia, RB
6.655%, 04/01/57		320		309
6.637%, 04/01/57		570		552
North Texas Tollway Authority, RB
6.718%, 01/01/49		360		389
Pennsylvania Higher Education
Assistance Agency, Sub-Ser, RB
0.330%, 05/01/46 (A)		5,500		4,864
State of California, GO
7.550%, 04/01/39		1,605		1,722
7.300%, 10/01/39		5,220		5,435
Total Municipal Bonds (Cost $16,491) ($ Thousands)				16,885
PREFERRED STOCK — 0.1%
Citigroup Capital XII
8.500% 03/30/40*(A)		53		1,326
Total Preferred Stock (Cost $1,327) ($ Thousands)				1,326
	Number of Warrants
WARRANT — 0.0%
Semgroup Warrants, Expires 2014*		1,362		6
Total Warrant (Cost $—) ($ Thousands)				6
COMMON STOCK — 0.0%
SemGroup, Cl A *		1,294		34
SuperMedia * (C)		1,802		33
Total Common Stock (Cost $99) ($ Thousands)				67

17 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Description	Contracts/Shares/ Notional Amount ($ Thousands)		Market Value ($ Thousands)
PURCHASED OPTIONS* — 0.0%
September 2010 U.S. 10 Year Note
Call, Expires 08/30/10, Strike Price $119.50	50		$	172
September 2010 U.S. 10 Year Note
Call, Expires 08/30/10, Strike Price $121.50	71			138
Total Purchased Options (Cost $152) ($ Thousands)				310
AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P.,
0.240% (F) † **	59,082,581			55,621
Total Affiliated Partnership (Cost $59,083) ($ Thousands)				55,621
CASH EQUIVALENTS — 2.9%
Evergreen Institutional Money Market
Fund, 0.110% **	11,936,151			11,936
SEI Daily Income Trust, Prime
Obligation Fund, Cl A, 0.110% † **	57,283,632			57,284
Total Cash Equivalents (Cost $69,220) ($ Thousands)				69,220
Total Investments — 107.7% (Cost $2,628,088) ($ Thousands) ††			$	2,584,882
WRITTEN OPTIONS* — 0.0%
September 2010 Euro $ Future Call,
Expires 09/14/10, Strike Price $99.25	(176	)		(74	)
September 2010 U.S. 10 Year Note
Future Call, Expires 08/30/10, Strike Price $121.00	(80	)		(183	)
September 2010 U.S. 10 Year Note
Future Call, Expires 08/30/10, Strike Price $123.50	(27	)		(25	)
September 2010 U.S. 10 Year Note
Future Put, Expires 08/30/10, Strike Price $115.00	(80	)		(5	)
Total Written Options (Premiums Received $(208)) ($ Thousands)				(287	)
WRITTEN SWAPTIONS* — (0.1)%
U.S. Swaption Call, Deutsche Bank	(14,010	)		(362	)
U.S. Swaption Call, Deutsche Bank	(4,260	)		(231	)
U.S. Swaption Put, Deutsche Bank	(14,010	)		(766	)
U.S. Swaption Put, Deutsche Bank	(4,260	)		(110	)
Total Written Swaptions (Premiums Received $(1,595)) ($ Thousands)				(1,469	)

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
90-Day Euro$	(17	)	Dec-2010	$	(166	)
90-Day Euro$	(17	)	Jun-2011		(164	)
90-Day Euro$	(17	)	Mar-2011		(165	)
90-Day Euro$	187		Sep-2010		71
U.S. 10-Year Treasury Note	(151	)	Sep-2010		(87	)
U.S. 2-Year Treasury Note	(60	)	Oct-2010		(11	)
U.S. 5-Year Treasury Note	931		Oct-2010		1,688
U.S. Long Treasury Bond	10		Oct-2010		34
U.S. Ultra Long Treasury Bond	11		Oct-2010		47
				$	1,247

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2010, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
8/17/10	EUR	24,534	USD	31,274	$	1,220
8/17/10	USD	13,796	EUR	11,078		(225	)
					$	995

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

A summary of outstanding swap agreements held by the Fund at June 30, 2010, 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 Index	BUY	(0.84	)	10/12/52	245		$	(92	)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	2,750			(1,061	)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	2,900			(1,119	)
Barclays Bank PLC	ABX.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(2,487	)		156
Barclays Bank PLC	ABX.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(1,989	)		143
Barclays Bank PLC	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	2,590			(1,013	)
Citigroup	ABX.HE.AAA 06-2 Index	SELL	0.11		05/25/46	(1,325	)		(143	)
Citigroup	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(5,737	)		(2,364	)
Citigroup	ABX.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(2,885	)		292
Citigroup	ABX.HE.PENAAA 07-2 Index	SELL	0.76		01/25/38	(5,322	)		642
Citigroup	Darden Restaurants Inc., 6.000% 08/15/35	BUY	(2.73	)	03/20/14	440			(29	)
Citigroup	Darden Restaurants Inc., 7.125% 02/01/16	BUY	(2.40	)	03/20/15	800			(46	)
Citigroup	DR Horton Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	520			37
Citigroup	DR Horton Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	480			34
Citigroup	Home Depot, 5.875% 12/16/36	BUY	(2.67	)	03/20/14	2,900			(231	)
Citigroup	Lowes Cos. Inc., 8.250% 06/01/10	BUY	(1.20	)	03/20/14	3,025			(77	)
Credit Suisse	ABX.HE.AA 06-2 Index	SELL	0.17		05/25/46	(2,334	)		(135	)
Credit Suisse	ABX.HE.AA 06-2 Index	SELL	0.17		05/25/46	(3,204	)		(208	)
Credit Suisse	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(1,980	)		(87	)
Credit Suisse	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/49	7,735			(2,935	)
Credit Suisse	General Electric Corp., 5.625% 09/15/17	SELL	6.55		12/20/10	(1,480	)		37
Credit Suisse	Pulte Homes, Inc., 5.250% 1/15/14	BUY	(1.00	)	09/20/16	1,500			112
Credit Suisse	Toll Brothers Inc., 5.150% 05/15/15	BUY	(1.00	)	09/20/16	1,210			73
Credit Suisse	Toll Brothers Inc., 5.150% 05/15/15	BUY	(1.00	)	09/20/16	4,885			294
Deutsche Bank	Centex Corporation, 5.250% 06/15/15	BUY	(4.40	)	12/20/13	125			(12	)
Deutsche Bank	Darden Restaurants Inc., 6.000% 08/15/35	BUY	(2.25	)	03/20/14	1,075			(51	)
Deutsche Bank	Darden Restaurants Inc., 7.125% 02/01/16	BUY	(2.25	)	03/20/13	400			(16	)
Deutsche Bank	DR Horton Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	410			24
Deutsche Bank	DR Horton Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	375			22
Deutsche Bank	Pulte Homes, Inc., 5.250% 1/15/14	BUY	(1.00	)	09/20/16	2,200			168
Deutsche Bank	Pulte Homes, Inc., 5.250% 1/15/14	BUY	(1.00	)	09/20/16	1,500			137
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY	(1.00	)	12/20/14	655			(5	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY	(1.00	)	12/20/14	655			(5	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY	(1.00	)	12/20/14	600			(5	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY	(1.00	)	12/20/14	600			(5	)
Goldman Sachs	ABX.HE.AA 06-2 Index	SELL	0.17		05/25/46	(2,288	)		(137	)
Goldman Sachs	DR Horton, Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	405			23
Goldman Sachs	DR Horton, Inc., 5.375% 6/15/12	BUY	(1.00	)	09/20/16	370			21
Goldman Sachs	Pulte Homes, Inc., 5.250% 1/15/14	BUY	(1.00	)	09/20/16	1,150			91
Greenwich Capital Markets	ABX.HE.AA 06-2 Index	SELL	0.17		05/25/46	(1,831	)		(106	)
JPMorgan Chase Bank	CDX.IG HVOL.12 Index	SELL	5.00		06/20/14	(3,287	)		351
Merrill Lynch	Centex Corporation, 5.250% 06/15/15	BUY	(3.56	)	12/20/12	1,350			(76	)
Merrill Lynch	Centex Corporation, 5.250% 06/15/15	BUY	(3.65	)	12/20/12	925			(54	)
Morgan Stanley	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(1,683	)		(169	)
Morgan Stanley	ABX.HE.AAA 07-1 Index	SELL	0.09		08/25/37	(3,762	)		(348	)
Morgan Stanley	Berkshire Hathaway Inc., 4.625% 10/15/13	SELL	4.00		03/20/11	(2,800	)		65
Morgan Stanley	CMBX 1 2006-1 AAA	SELL	0.10		10/12/52	(1,140	)		1
Morgan Stanley	CMBX 2 2006-1 AAA	BUY	(0.07	)	03/15/49	1,113			4
Morgan Stanley	Darden Restaurants Inc., 7.125% 02/01/16	BUY	(2.25	)	03/20/13	400			(16	)
								$	(7,818	)

19 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)	Net Unrealized Depreciation ($Thousands)
Morgan Stanley	0.00%	3MLIBOR (PAYMENT AT MATURITY)	11/15/27	16,210,000	$	(1,240	)
Morgan Stanley	0.00%	3MLIBOR (PAYMENT AT MATURITY)	02/15/25	10,530,000		(830	)
					$	(2,070	)

Percentages are based on a Net Assets of $2,399,202 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† 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, 2010. 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, 2010. The total value of securities on loan at June 30, 2010 was $57,064 ($ Thousands). (D) Security in default on interest payments.

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

(F) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $55,621 ($ Thousands)

ABS — Asset-Based Security

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only—face amount represents notional amount

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

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 $O or have been rounded to $O

†† At June 30, 2010, the tax basis cost of the Fund’s investments was $2,628,088 ($ Thousands), and the unrealized appreciation and depreciation were $132,335 ($ Thousands) and $(175,541) ($ Thousands) respectively.

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

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	989,067	$	2,317	$	991,384
Corporate Obligations		—		786,527		—		786,527
U.S. Treasury Obligations		—		438,736		—		438,736
Asset-Backed Securities		—		172,804		—		172,804
U.S. Government Agency Obligations		—		29,741		—		29,741
Municipal Bonds		—		16,885		—		16,885
Preferred Stock		1,326		—		—		1,326
Purchased Options		310		—		—		310
Warrant		—		6		—		6
Common Stock		67		—		—		67
Loan Participations		—		19,099		3,156		22,255
Affiliated Partnership		—		55,621		—		55,621
Cash Equivalents		69,220		—		—		69,220
Total Investments in Securities	$	70,923	$	2,508,486	$	5,473	$	2,584,882

Other Financial Instruments	Level 1			Level 2			Level 3			Total
Written Swaptions	$	—		$	—		$	(1,469	)	$	(1,469	)
Written Options		(287	)		—			—			(287	)
Futures Contracts*		1,247			—			—			1,247
Forwards*		—			995			—			995
Credit Default Swaps*		—			(7,818	)		—			(7,818	)
Interest Rate Swaps*		—			(2,070	)		—			(2,070	)
Total Other Financial Instruments	$	960		$	(8,893	)	$	(1,469	)	$	(9,402	)

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

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

	Mortgage-Backed Securities			Loan Participations			Corporate Obligations			Written Swaptions
Beginning balance as of October 1, 2009	$	4,779		$	—		$	3,150		$	(2,359	)
Accrued discounts/premiums		14			12			—			14
Realized gain/(loss)		105			—			—			296
Change in unrealized appreciation/(depreciation)		303			(705	)		—			—
Net purchases/sales		1,891			3,849			—			580
Net transfer in and/or out of Level 3		(4,775	)		—			(3,150	)		—
Ending balance as of June 30, 2010	$	2,317		$	3,156		$	—		$	(1,469	)
Changes in unrealized gains (losses) included in earnings related to securities held at reporting date	$	303		$	(705	)	$	—		$	14

21 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Core Fixed Income Fund

June 30, 2010

As of June 30, 2010, the Core Fixed Income Fund is the buyer (“receiving protection”) on a total notional amount of $46.3 million, and is the seller (“providing protection”) on a total notional amount of $45.5 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS					CDS ON AN INDEX
Reference Asset	Corporate Debt			Sovereign Debt		Asset-Backed Securities			Corporate Debt			Total
Fair value of written credit derivatives	$	95,944		$	—	$	(23,622,964	)	$	428,251		$	(23,098,769	)
Maximum potential amount of future payments	$	(4,280,000	)	$	—	$	(37,965,345	)	$	(3,286,644	)	$	(45,531,989	)
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		—			—		—			—			—
Collateral held by the Partnership or other third parties which the Partnership can obtain upon occurrence of triggering event		—			—		—			—			—

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 months			6-12 months			1-5 years			5-10 years	> 10 years			Total
Current credit spread* on underlying (in basis points)
0 - 1500	$	(1,480,000	)	$	(2,800,000	)	$	(3,286,644	)	—		—		$	(7,566,644	)
1501 - 3000		—			—			—		—	$	(14,486,020	)	$	(14,486,020	)
3001 - 4500		—			—			—		—	$	(12,682,464	)	$	(12,682,464	)
Greater than 4500		—			—			—		—	$	(10,796,861	)	$	(10,796,861	)
Total	$	(1,480,000	)	$	(2,800,000	)	$	(3,286,644	)	—	$	(37,965,345	)	$	(45,531,989	)

* 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.

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 46.6%
Agency Mortgage-Backed Obligations — 35.2%
FHLB
0.750%, 10/05/10 (A)	$	4,040	$	4,044
FHLB CMO, Cl 1
5.300%, 06/15/12		270		290
FHLMC
11.000%, 02/17/21		599		664
10.000%, 03/17/26 to 10/01/30		1,706		2,003
7.500%, 01/01/32 to 09/01/38		2,199		2,474
6.500%, 10/01/31 to 09/01/38		3,781		4,165
6.000%, 08/01/15 to 09/01/38		6,837		7,434
5.500%, 08/23/17 to 03/01/38		8,040		8,721
5.000%, 03/01/34 to 02/01/39		9,564		10,145
4.500%, 04/01/35 to 04/01/39		3,971		4,124
4.000%, 10/01/33		705		716
1.250%, 01/26/12		2,940		2,951
0.469%, 02/03/12 (B)		6,485		6,489
0.180%, 10/25/10 (C)		3,050		3,049
0.177%, 10/13/10 (C)		9,060		9,056
FHLMC ARM
6.455%, 02/01/37 (B)		503		543
6.365%, 10/01/37 (B)		767		826
6.364%, 12/01/36 (B)		662		701
6.306%, 10/01/36 (B)		651		687
6.247%, 10/01/36 (B)		1,744		1,834
6.183%, 12/01/36 (B)		887		940
6.143%, 06/01/37 (B)		74		80
6.040%, 10/01/37 (B)		237		252
6.012%, 04/01/37 (B)		189		204
5.992%, 04/01/37 (B)		348		371
5.965%, 11/01/36 (B)		116		123
5.956%, 03/01/37 (B)		703		750
5.953%, 01/01/37 (B)		1,023		1,103
5.902%, 03/01/37 (B)		48		51
5.874%, 11/01/36 (B)		1,058		1,126
5.794%, 05/01/37 (B)		532		569
5.765%, 05/01/37 (B)		909		967
5.739%, 05/01/37 (B)		652		691
5.717%, 03/01/36 (B)		158		170
5.693%, 04/01/37 (B)		209		224
5.688%, 03/01/36 (B)		160		172
5.686%, 06/01/37 (B)		612		660
5.642%, 10/01/38 (B)		142		152
5.322%, 05/01/38 (B)		467		493
5.243%, 03/01/36 (B)		1,114		1,167
FHLMC CMO, Cl A2
4.317%, 11/25/19		422		441
FHLMC CMO, Cl A1
3.342%, 12/25/19		724		740
FHLMC CMO, Ser 1591, Cl PV
6.250%, 10/15/23		1,646		1,767
FHLMC CMO, Ser 2033, Cl HC
6.500%, 02/15/28		273		287
FHLMC CMO, Ser 2043, Cl CJ
6.500%, 04/15/28		803		844
FHLMC CMO, Ser 2075, Cl D
6.500%, 08/15/28		576		619
FHLMC CMO, Ser 239, Cl S30, IO
7.350%, 08/15/36 (B)		1,359		159

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2399, Cl XG
6.500%, 01/15/32	$	782	$	859
FHLMC CMO, Ser 2434, Cl ZA
6.500%, 04/15/32		624		693
FHLMC CMO, Ser 2458, Cl ZM
6.500%, 06/15/32		492		546
FHLMC CMO, Ser 2542, Cl ES
5.000%, 12/15/17		39		42
FHLMC CMO, Ser 2558, Cl BD
5.000%, 01/15/18		173		189
FHLMC CMO, Ser 2587, Cl CO, PO
0.000%, 03/15/32		413		404
FHLMC CMO, Ser 2590, Cl BY
5.000%, 03/15/18		71		78
FHLMC CMO, Ser 2591, Cl QO
4.500%, 03/15/18		300		322
FHLMC CMO, Ser 2631, Cl SA
14.209%, 06/15/33 (B)		344		411
FHLMC CMO, Ser 2676, Cl CY
4.000%, 09/15/18		202		213
FHLMC CMO, Ser 2691, Cl SE
9.065%, 12/15/28 (B)		183		192
FHLMC CMO, Ser 2694, Cl QG
4.500%, 01/15/29		46		48
FHLMC CMO, Ser 2695, Cl OB, PO
0.000%, 10/15/33		122		92
FHLMC CMO, Ser 2695, Cl SX
15.665%, 10/15/33 (B)		85		96
FHLMC CMO, Ser 2698, Cl SV
8.475%, 11/15/33 (B)		175		177
FHLMC CMO, Ser 2725, Cl SC
8.544%, 11/15/33 (B)		81		81
FHLMC CMO, Ser 2727, Cl PW
3.570%, 06/15/29		36		36
FHLMC CMO, Ser 2754, Cl JG
4.500%, 03/15/33		184		183
FHLMC CMO, Ser 2765, Cl CT
4.000%, 03/15/19		117		122
FHLMC CMO, Ser 2812, Cl NO, PO
0.000%, 10/15/33		141		127
FHLMC CMO, Ser 2833, Cl KO, PO
0.000%, 08/15/34		63		60
FHLMC CMO, Ser 2843, Cl BC
5.000%, 08/15/19		261		285
FHLMC CMO, Ser 2864, Cl NB
5.500%, 07/15/33		1,007		1,114
FHLMC CMO, Ser 2865, Cl GO, PO
0.000%, 10/15/33		91		73
FHLMC CMO, Ser 2875, Cl HB
4.000%, 10/15/19		45		47
FHLMC CMO, Ser 2897, Cl EO, PO
0.000%, 10/15/31		169		156
FHLMC CMO, Ser 2903, Cl UZ
5.500%, 07/15/31		151		157
FHLMC CMO, Ser 2934, Cl CI
5.000%, 01/15/34		2,510		2,718
FHLMC CMO, Ser 2945, Cl SA
11.665%, 03/15/20 (B)		151		172
FHLMC CMO, Ser 2950, Cl JO, PO
0.000%, 03/15/20		219		208

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2990, Cl LK
0.720%, 10/15/34 (B)	$	516	$	515
FHLMC CMO, Ser 3001, Cl HP
20.601%, 05/15/35 (B)		131		150
FHLMC CMO, Ser 3006, Cl QS
19.171%, 07/15/35 (B)		366		450
FHLMC CMO, Ser 3012, Cl GK
23.176%, 06/15/35 (B)		138		152
FHLMC CMO, Ser 3028, Cl PG
5.500%, 09/15/35		179		191
FHLMC CMO, Ser 3035, Cl PA
5.500%, 09/15/35		74		82
FHLMC CMO, Ser 3137, Cl XP
6.000%, 04/15/36		299		333
FHLMC CMO, Ser 3217, Cl CX, IO
6.240%, 09/15/36 (B)		1,105		135
FHLMC CMO, Ser 3225, Cl EO, PO
0.000%, 10/15/36		454		392
FHLMC CMO, Ser 3234, Cl MC
4.500%, 10/15/36		27		29
FHLMC CMO, Ser 3262, Cl SG, IO
6.050%, 01/15/37 (B)		1,054		114
FHLMC CMO, Ser 3342, Cl VG
6.000%, 11/15/23		300		336
FHLMC CMO, Ser 3346, Cl FA
0.580%, 02/15/19 (B)		4,057		4,062
FHLMC CMO, Ser 3372, Cl BD
4.500%, 10/15/22		262		280
FHLMC CMO, Ser 3373, Cl TO, PO
0.000%, 04/15/37		158		144
FHLMC CMO, Ser 3383, Cl SA, IO
6.100%, 11/15/37 (B)		1,158		128
FHLMC CMO, Ser 3422, Cl SE
16.576%, 02/15/38 (B)		114		137
FHLMC CMO, Ser 3461, Cl LZ
6.000%, 06/15/38		225		252
FHLMC CMO, Ser 3515, IO
5.500%, 07/15/37		429		48
FHLMC CMO, Ser 3607, Cl BO, PO
0.000%, 04/15/36		100		78
FHLMC CMO, Ser 3611, PO
0.000%, 07/15/34		259		232
FHLMC CMO, Ser 3626, Cl MA
5.000%, 02/15/30		3,297		3,521
FHLMC CMO, Ser 3631, Cl PA
4.000%, 02/15/40		791		835
FHLMC CMO, Ser 3632, Cl BS
16.334%, 02/15/40 (B)		100		155
FHLMC CMO, Ser 3652, Cl AP
4.500%, 03/15/40		1,581		1,705
FHLMC CMO, Ser 6960, Cl SJ
8.625%, 10/15/33 (B)		346		349
FHLMC CMO, Ser T-42, Cl A5
7.500%, 02/25/42		961		1,097
FHLMC CMO, Ser T-51, Cl 1A
6.500%, 09/25/43 (B)		232		260
FHLMC CMO, Ser T-54, Cl 3A
7.000%, 02/25/43		516		593
FHLMC CMO, Ser T-54, Cl 2A
6.500%, 02/25/43		160		177

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser T-57, Cl 1A2
7.000%, 07/25/43	$	580	$	666
FHLMC CMO, Ser T-58, Cl 4A
7.500%, 09/25/43		767		876
FHLMC CMO, Ser T-60, Cl 1A2
7.000%, 03/25/44		246		278
FHLMC CMO, Ser T-76, Cl 2A
4.822%, 10/25/37 (B)		392		402
FHLMC Reference REMIC CMO, Cl ZA
6.000%, 05/15/36		319		356
FHLMC-GNMA CMO, Cl L
6.250%, 10/25/23		529		554
FHLMC TBA
5.000%, 08/01/34		1,500		1,580
FNMA
7.500%, 10/01/37 to 04/01/39		1,673		1,867
7.000%, 04/01/32 to 01/01/39		1,589		1,776
6.500%, 05/01/27 to 10/01/38		2,842		3,144
6.000%, 03/01/19 to 04/01/36		12,721		13,928
5.500%, 01/01/19 to 09/01/36		32,793		35,483
5.000%, 01/01/20 to 02/01/39		8,518		9,051
4.500%, 04/01/25 to 06/01/35		4,154		4,376
FNMA ARM
6.526%, 09/01/36 (B)		390		413
6.308%, 09/01/37 (B)		47		50
6.274%, 09/01/37 (B)		112		121
6.257%, 10/01/36 (B)		81		88
6.237%, 09/01/36 (B)		535		564
6.227%, 11/01/37 (B)		448		478
6.200%, 08/01/36 (B)		196		210
6.195%, 06/01/36 (B)		830		874
6.150%, 02/01/37 (B)		967		1,028
6.138%, 07/01/37 (B)		701		751
6.124%, 12/01/36 (B)		75		81
6.042%, 09/01/37 (B)		54		59
6.028%, 01/01/37 (B)		112		121
6.021%, 10/01/37 (B)		87		93
6.000%, 11/01/37 (B)		128		138
5.993%, 05/01/36 (B)		754		796
5.986%, 09/01/37 (B)		459		495
5.977%, 04/01/37 (B)		117		126
5.962%, 07/01/37 to 10/01/37 (B)		348		375
5.957%, 01/01/37 (B)		172		186
5.929%, 10/01/37 (B)		266		287
5.922%, 04/01/37 (B)		215		229
5.921%, 07/01/37 (B)		332		354
5.910%, 03/01/37 (B)		92		99
5.904%, 04/01/36 (B)		601		644
5.900%, 07/01/37 (B)		248		267
5.896%, 09/01/37 (B)		132		143
5.892%, 07/01/37 (B)		240		259
5.882%, 11/01/36 (B)		327		348
5.878%, 02/01/37 (B)		91		99
5.853%, 12/01/37 (B)		603		650
5.847%, 04/01/37 (B)		249		268
5.845%, 12/01/36 (B)		389		414
5.831%, 10/01/37 (B)		77		83
5.824%, 07/01/37 (B)		218		235
5.811%, 03/01/37 (B)		105		113
5.795%, 02/01/37 (B)		54		59

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.790%, 04/01/37(B)	$	198	$	213
5.755%, 11/01/37(B)		214		230
5.686%, 01/01/23(B)		292		310
5.679%, 11/01/36(B)		507		537
5.659%, 10/01/37(B)		130		140
5.656%, 09/01/36(B)		293		311
5.612%, 12/01/36(B)		658		698
5.610%, 02/01/39(B)		348		374
5.601%, 11/01/37(B)		810		865
5.504%, 01/01/37(B)		282		300
5.500%, 07/01/37(B)		817		869
5.213%, 03/01/36(B)		423		442
FNMA CMO STRIPS, Ser 360, Cl 2, IO
5.000%, 08/01/35		1,736		306
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29		707		771
FNMA CMO, Ser 2000-18, Cl EC, PO
0.000%, 10/25/23		169		152
FNMA CMO, Ser 2001-79, Cl BA
7.000%, 03/25/45		281		314
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		2,667		2,921
FNMA CMO, Ser 2002-81, Cl JO, PO
0.000%, 04/25/32		228		220
FNMA CMO, Ser 2002-94, Cl HQ
4.500%, 01/25/18		222		237
FNMA CMO, Ser 2003-108, Cl BE
4.000%, 11/25/18		158		166
FNMA CMO, Ser 2003-125, Cl AY
4.000%, 12/25/18		50		53
FNMA CMO, Ser 2003-131, Cl SK
15.506%, 01/25/34(B)		307		362
FNMA CMO, Ser 2003-3, Cl HJ
5.000%, 02/25/18		3		3
FNMA CMO, Ser 2003-35, Cl EA, PO
0.000%, 05/25/33		228		204
FNMA CMO, Ser 2003-91, Cl XT
4.500%, 12/25/17		837		855
FNMA CMO, Ser 2004-3, Cl HT
4.000%, 02/25/19		1		1
FNMA CMO, Ser 2004-52, Cl PX, PO
0.000%, 09/25/32		183		178
FNMA CMO, Ser 2004-60, Cl PA
5.500%, 04/25/34		145		156
FNMA CMO, Ser 2004-61, Cl CO, PO
0.000%, 10/25/31		236		232
FNMA CMO, Ser 2004-80, Cl LE
4.000%, 11/25/19		936		983
FNMA CMO, Ser 2004-81, Cl KE
4.500%, 11/25/19		49		53
FNMA CMO, Ser 2004-89, Cl SM
16.932%, 09/25/24(B)		568		751
FNMA CMO, Ser 2005-106, Cl US
23.294%, 11/25/35(B)		1,057		1,570
FNMA CMO, Ser 2005-38, Cl DP
5.000%, 06/25/19		1,000		1,061
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		120		133
FNMA CMO, Ser 2005-68, Cl BA
5.250%, 11/25/33		331		335

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2005-72, Cl SB
16.007%, 08/25/35 (B)	$	354	$	419
FNMA CMO, Ser 2005-88, Cl QO, PO
0.000%, 11/25/33		88		85
FNMA CMO, Ser 2005-90, Cl ES
16.007%, 10/25/35 (B)		259		307
FNMA CMO, Ser 2005-96, Cl BP
5.900%, 02/25/15		834		834
FNMA CMO, Ser 2006-118, Cl A2
0.407%, 12/25/36 (B)		483		478
FNMA CMO, Ser 2006-15, Cl OP, PO
0.000%, 03/25/36		168		145
FNMA CMO, Ser 2006-27, Cl OH, PO
0.000%, 04/25/36		207		188
FNMA CMO, Ser 2006-43, Cl VB
6.500%, 10/25/17		360		385
FNMA CMO, Ser 2006-59, Cl CO, PO
0.000%, 08/25/35		68		69
FNMA CMO, Ser 2006-59, Cl QO, PO
0.000%, 01/25/33		178		160
FNMA CMO, Ser 2006-63, Cl ZH
6.500%, 07/25/36		518		576
FNMA CMO, Ser 2006-75, Cl VD
6.500%, 05/25/17		711		747
FNMA CMO, Ser 2006-78, Cl BZ
6.500%, 08/25/36		129		144
FNMA CMO, Ser 2007-100, Cl SM, IO
6.103%, 10/25/37 (B)		860		94
FNMA CMO, Ser 2007-112, Cl SA, IO
6.103%, 12/25/37 (B)		661		76
FNMA CMO, Ser 2007-113, Cl DB
4.500%, 12/25/22		341		365
FNMA CMO, Ser 2007-114, Cl A6
0.547%, 10/27/37 (B)		500		499
FNMA CMO, Ser 2007-116, Cl HI, IO
6.209%, 01/25/38 (B)		567		55
FNMA CMO, Ser 2007-27, Cl MA
5.500%, 11/25/29		126		130
FNMA CMO, Ser 2007-29, Cl SG
21.509%, 04/25/37 (B)		101		140
FNMA CMO, Ser 2007-30, Cl MA
4.250%, 02/25/37		1,510		1,610
FNMA CMO, Ser 2007-39, Cl NA
4.250%, 01/25/37		4		4
FNMA CMO, Ser 2007-54, Cl FA
0.747%, 06/25/37 (B)		604		604
FNMA CMO, Ser 2007-65, Cl KI, IO
6.273%, 07/25/37 (B)		933		96
FNMA CMO, Ser 2007-75, Cl EO, PO
0.000%, 01/25/36		397		371
FNMA CMO, Ser 2007-77, Cl PD
6.000%, 10/25/36		1,000		1,135
FNMA CMO, Ser 2007-77, Cl MH
6.000%, 12/25/36		567		608
FNMA CMO, Ser 2007-83, Cl PC
6.000%, 10/25/33		1,000		1,061
FNMA CMO, Ser 2008-35, Cl IM, IO
0.642%, 10/25/16 (B)		1,338		17
FNMA CMO, Ser 2008-4, Cl SD, IO
5.653%, 02/25/38 (B)		1,286		151

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2008-95, Cl BA
5.000%, 01/25/24	$	250	$	276
FNMA CMO, Ser 2009-103, Cl MB
4.000%, 12/25/39		670		707
FNMA CMO, Ser 2009-31, Cl A2
4.287%, 07/25/19		651		681
FNMA CMO, Ser 2009-52, Cl PI, IO
5.000%, 07/25/39		639		104
FNMA CMO, Ser 2009-71, Cl JT
6.000%, 06/25/36		39		43
FNMA CMO, Ser 2009-78, Cl J
5.000%, 09/25/19		909		969
FNMA CMO, Ser 2009-80, Cl KC
5.000%, 09/25/37		281		301
FNMA CMO, Ser 2009-84, Cl WS, IO
5.553%, 10/25/39 (B)		621		54
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/37		3,084		2,801
FNMA CMO, Ser 2009-88, Cl B
6.000%, 11/25/39		1,265		1,382
FNMA CMO, Ser 2009-99, Cl SC, IO
5.833%, 12/25/39 (B)		730		55
FNMA CMO, Ser 2009-99, Cl WA
6.286%, 12/25/39 (B)		472		512
FNMA CMO, Ser 2009-M2, Cl A3
4.001%, 01/25/19		680		699
FNMA CMO, Ser 2010-1, Cl WA
6.130%, 02/25/40 (B)		237		263
FNMA CMO, Ser 2010-16, Cl WA
6.428%, 03/25/40		240		260
FNMA CMO, Ser 2010-23, Cl KS, IO
6.753%, 02/25/40 (B)		947		134
FNMA CMO, Ser 2010-64, Cl DM
5.000%, 06/25/40		494		535
FNMA CMO, Ser 2010-68, Cl SA, IO
4.650%, 07/25/40 (B)		1,500		158
FNMA CMO, Ser 2010-M1, Cl A2
4.450%, 09/25/19		228		240
FNMA CMO, Ser 2010-M3, Cl A3
4.332%, 03/25/20 (B)		1,049		1,093
FNMA Grantor Trust CMO, Ser 2001- T10, Cl A2
7.500%, 12/25/41		509		581
FNMA Grantor Trust CMO, Ser 2001- T10, Cl A1
7.000%, 12/25/41		822		920
FNMA Grantor Trust CMO, Ser 2002- T1, Cl A1
6.500%, 11/25/31		627		695
FNMA Grantor Trust CMO, Ser 2002- T19, Cl A2
7.000%, 07/25/42		522		581
FNMA Grantor Trust CMO, Ser 2004- T3, Cl 1A3
7.000%, 02/25/44		496		558
FNMA Whole Loan CMO, Ser 2002-W6, Cl 2SI, IO
7.757%, 06/25/42 (B)		625		93
FNMA Whole Loan CMO, Ser 2003-W1, Cl 2A
7.500%, 12/25/42		321		372

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA Whole Loan CMO, Ser 2003- W12, Cl 1A8
4.550%, 06/25/43	$	397	$	424
FNMA Whole Loan CMO, Ser 2003-W8, Cl 2A
7.000%, 10/25/42		432		482
FNMA Whole Loan CMO, Ser 2004-W1, Cl 2A2
7.000%, 12/25/33		670		756
FNMA Whole Loan CMO, Ser 2004-W2, Cl 2A2
7.000%, 02/25/44		864		992
FNMA Whole Loan CMO, Ser 2005-W3, Cl 2AF
0.563%, 03/25/45(B)		412		392
FNMA Whole Loan CMO, Ser 2006-W1, Cl 1A3
7.500%, 12/25/45		436		497
FNMA Whole Loan CMO, Ser 2006-W2, Cl 1AF1
0.567%, 02/25/36(B)		463		449
FNMA Whole Loan CMO, Ser 2007-W1, Cl 1AF1
0.607%, 11/25/46(B)		727		741
FNMA, Ser K003, Cl AAB
4.768%, 05/25/18		342		370
FNMA TBA
6.000%, 07/01/37		1,400		1,520
5.000%, 08/14/37 to 09/01/37		2,900		3,053
4.500%, 07/01/37		11,200		11,608
GNMA
7.500%, 10/15/37		944		1,042
7.000%, 09/15/31		134		152
6.500%, 12/15/32 to 12/15/35		2,195		2,459
4.500%, 11/15/39		3,869		4,040
GNMA ARM
3.500%, 02/20/34(B)		695		712
GNMA CMO, Ser 1999-47, Cl Z
7.500%, 12/20/29		696		787
GNMA CMO, Ser 2001-61, Cl Z
6.500%, 12/20/31		868		956
GNMA CMO, Ser 2003-97, Cl SA, IO
6.200%, 11/16/33(B)		768		114
GNMA CMO, Ser 2004-11, Cl SX
16.490%, 02/20/34(B)		37		46
GNMA CMO, Ser 2004-28, Cl SV
8.652%, 04/20/34(B)		475		486
GNMA CMO, Ser 2004-34, Cl JO, PO
0.000%, 02/20/34		143		142
GNMA CMO, Ser 2004-71, Cl ST
7.000%, 09/20/34(B)		248		269
GNMA CMO, Ser 2004-85, PO
0.000%, 01/17/33		94		91
GNMA CMO, Ser 2004-87, Cl SB
7.270%, 03/17/33(B)		400		413
GNMA CMO, Ser 2005-92, Cl PB
6.000%, 12/20/35		400		457
GNMA CMO, Ser 2006-34, PO
0.000%, 07/20/36		144		135
GNMA CMO, Ser 2006-37, Cl JG
5.000%, 07/20/36		194		213

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2007-17, Cl AF
0.550%, 04/16/37 (B)	$	644	$	641
GNMA CMO, Ser 2007-26, Cl SW, IO
5.853%, 05/20/37 (B)		1,269		115
GNMA CMO, Ser 2007-27, Cl SD, IO
5.852%, 05/20/37 (B)		703		65
GNMA CMO, Ser 2007-72, Cl US, IO
6.203%, 11/20/37 (B)		487		58
GNMA CMO, Ser 2007-78, Cl SA, IO
6.180%, 12/16/37 (B)		4,223		457
GNMA CMO, Ser 2007-82, Cl SA, IO
6.182%, 12/20/37 (B)		660		62
GNMA CMO, Ser 2007-9, Cl CI, IO
5.852%, 03/20/37 (B)		1,046		98
GNMA CMO, Ser 2008-10, Cl S, IO
5.483%, 02/20/38 (B)		1,030		73
GNMA CMO, Ser 2008-29, PO
0.000%, 02/17/33		207		185
GNMA CMO, Ser 2008-33, Cl XS, IO
7.350%, 04/16/38 (B)		481		68
GNMA CMO, Ser 2008-55, Cl SA, IO
5.852%, 06/20/38 (B)		1,178		108
GNMA CMO, Ser 2009-106, Cl AS, IO
6.050%, 11/16/39 (B)		1,257		112
GNMA CMO, Ser 2009-14, Cl KI, IO
6.500%, 03/20/39		644		93
GNMA CMO, Ser 2009-24, Cl DS, IO
5.952%, 03/20/39 (B)		1,772		186
GNMA CMO, Ser 2009-25, Cl SE, IO
7.252%, 09/20/38 (B)		812		89
GNMA CMO, Ser 2009-43, Cl SA, IO
5.603%, 06/20/39 (B)		953		77
GNMA CMO, Ser 2009-44, Cl MV
6.000%, 04/20/20		1,864		2,130
GNMA CMO, Ser 2009-6, Cl SH, IO
5.693%, 02/20/39 (B)		797		68
GNMA CMO, Ser 2009-65, Cl IQ, IO
6.000%, 12/20/38		395		40
GNMA CMO, Ser 2009-65, Cl TS, IO
6.053%, 12/20/38 (B)		1,581		147
GNMA CMO, Ser 2009-67, Cl SA, IO
5.700%, 08/16/39 (B)		687		56
GNMA CMO, Ser 2009-75, Cl MN
5.500%, 09/20/39		500		550
GNMA CMO, Ser 2009-79, Cl OK, PO
0.000%, 11/16/37		713		639
GNMA CMO, Ser 2010-14, Cl CO, PO
0.000%, 08/20/35		125		92
GNMA CMO, Ser 2010-4, Cl NS, IO
6.040%, 01/16/40 (B)		9,088		1,085
GNMA TBA
5.000%, 09/01/33		1,500		1,582
4.500%, 07/15/39 to 07/15/40		20,235		21,065
Vendee Mortgage Trust CMO, Ser 1993-1, Cl ZB
7.250%, 02/15/23		1,073		1,201
				307,672
Non-Agency Mortgage-Backed Obligations — 11.4%
American General Mortgage Loan Trust, Cl A5
5.750%, 09/25/48 (B) (D)		200		203

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American General Mortgage Loan Trust, Cl A1
5.650%, 03/25/58 (B) (D)	$	284	$	285
American General Mortgage Loan Trust, Cl A4
5.750%, 09/25/48 (B) (D)		200		205
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.442%, 02/25/45 (B)		1,371		1,234
ASG Resecuritization Trust
5.755%, 05/24/36 (B) (D)		361		364
5.594%, 03/26/37 (B) (D)		1,201		1,200
Asset Securitization, Cl A2
7.778%, 10/13/26 (B)		293		305
Banc of America Alternative Loan Trust, Cl 3A1
5.500%, 09/25/19		179		183
Banc of America Alternative Loan Trust, Cl 2A4
5.000%, 09/25/18		246		252
Banc of America Alternative Loan Trust, Cl 5A1
5.500%, 02/25/19		132		132
Banc of America Alternative Loan Trust, Cl 1A1
6.000%, 01/25/34		205		208
Banc of America Alternative Loan Trust, Cl 2A1
6.000%, 01/25/34		478		486
Banc of America Alternative Loan Trust, Cl 1CB2
5.500%, 11/25/33		294		299
Banc of America Commercial Mortgage, Cl E
7.634%, 09/15/32 (B)		128		128
Banc of America Commercial Mortgage, Cl A3
4.512%, 12/10/42		149		152
Banc of America Commercial Mortgage, Cl A4
6.186%, 06/11/35		1,119		1,175
5.634%, 07/10/46		225		231
5.414%, 09/10/47		839		878
Banc of America Commercial Mortgage, Cl AM
4.727%, 07/10/43		150		134
Banc of America Commercial Mortgage, Cl B
5.271%, 07/11/43		111		114
Banc of America Commercial Mortgage Securities, Ser 2002-PB2, Cl B
6.309%, 06/11/35		145		153
Banc of America Commercial Mortgage Securities, Ser 2005-3, Cl A4
4.668%, 07/10/43		100		104
Banc of America Commercial Mortgage, Ser 2005-4, Cl A5A
4.933%, 07/10/45		782		793
Banc of America Commercial Mortgage, Ser 2005-5, Cl A4
5.115%, 10/10/45 (B)		100		106

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/44 (B)	$	657	$	667
Banc of America Funding, Cl 1A7
5.500%, 10/25/34		216		215
Banc of America Funding, Cl 1A1
5.052%, 12/20/34 (B)		169		169
Banc of America Mortgage Securities, Cl 1A23
4.500%, 04/25/34		178		178
Banc of America Mortgage Securities, Cl 3A1
5.000%, 04/25/19		151		153
Banc of America Mortgage Securities, Cl 2A1
0.897%, 05/25/18 (B)		222		212
0.797%, 08/25/18 (B)		97		94
Banc of America Mortgage Securities, Cl 4A1
4.750%, 06/25/19		249		249
BCAP Trust, Cl 15A1
1.142%, 06/25/40		500		455
BCAP Trust
5.500%, 11/26/34 (D)		916		911
BCAP Trust, Cl 5A1
5.500%, 11/26/37 (B) (D)		277		279
BCAP Trust, Cl 11A1
5.250%, 05/26/37 (B) (D)		196		195
BCAP Trust, Cl 2A1
5.105%, 06/25/40		520		528
BCAP Trust, Cl 17A1
5.750%, 06/26/37 (D)		415		419
BCAP Trust, Cl 2A5
5.183%, 04/26/37 (B) (D)		400		397
Bear Stearns Adjustable Rate Mortgage Trust, Cl 14A
5.130%, 05/25/34 (B)		213		222
Bear Stearns Adjustable Rate Mortgage Trust, Cl A1
2.530%, 08/25/35 (B)		254		243
Bear Stearns Commercial Mortgage Securities, Cl A3
5.468%, 06/11/41 (B)		120		128
Bear Stearns Commercial Mortgage Securities
5.624%, 03/11/39 (B)		100		106
Bear Stearns Commercial Mortgage Securities, Cl A2
4.945%, 02/11/41		160		163
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP2, Cl A2
6.480%, 02/15/35		71		72
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP4, Cl A3
5.610%, 11/15/33		71		73
Bear Stearns Commercial Mortgage Securities, Ser 2002-PBW1, Cl A2
4.720%, 11/11/35 (B)		132		138
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		65		68

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities, Ser 2003-T12, Cl A3
4.240%, 08/13/39 (B)	$	59	$	61
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4
5.405%, 12/11/40 (B)		308		324
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.149%, 10/12/42 (B)		450		481
Chase Mortgage Finance, Cl 1A1
3.252%, 07/25/37 (B)		211		205
Chase Mortgage Finance, PO
0.797%, 01/25/34 (B)		248		244
0.000%, 10/25/18		159		136
Chase Mortgage Finance, Cl 2A1
3.815%, 02/25/37 (B)		185		185
Chase Mortgage Finance, Cl 9A1
4.549%, 02/25/37 (B)		121		123
Citicorp Mortgage Securities, Cl 1A2
4.500%, 05/25/33		84		85
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4
6.975%, 01/17/32 (B)		680		749
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A4B
6.019%, 12/10/49 (B)		1,575		1,557
Commercial Mortgage Pass Through Certificates, Cl A4
4.715%, 03/10/39		205		212
Commercial Mortgage Pass Through Certificates, Cl B
6.304%, 07/16/34 (D)		393		439
Commercial Mortgage Pass Through Certificates, Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (D)		71		74
Countrywide Home Loan Mortgage Pass Through Trust, Cl 1A7
5.250%, 01/25/34		492		486
Countrywide Home Loan Mortgage Pass Through Trust, Cl A6
5.250%, 09/25/33		350		360
5.000%, 10/25/33		280		273
Countrywide Home Loan Mortgage Pass Through Trust
9.325%, 08/25/18 (B)		103		99
Countrywide Home Loan Mortgage Pass Through Trust, Cl 2A1
4.500%, 06/25/19		287		290
Credit Suisse First Boston Mortgage Securities, Cl 5A3
5.250%, 11/25/33		351		359
Credit Suisse First Boston Mortgage Securities, Cl 5A1
7.000%, 12/25/33		155		158
Credit Suisse Mortgage Capital Certificates, Cl A3
5.846%, 03/15/39 (B)		215		224
5.694%, 09/15/40 (B)		284		288
Credit Suisse Mortgage Capital Certificates, Cl A1
1.347%, 06/28/47 (B) (D)		528		527

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description		Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse Mortgage Capital Certificates, Cl 7A1
5.500%, 10/27/35 (D)		$	147	$	148
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39			2,450		2,424
CS First Boston Mortgage Securities, Cl A3
4.813%, 02/15/38			775		792
CS First Boston Mortgage Securities, Cl 8A1
6.000%, 11/25/18			218		222
CS First Boston Mortgage Securities, Ser 2002-CKN2, Cl A3
6.133%, 04/15/37			60		63
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A1
4.485%, 11/15/36			7		7
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2
5.183%, 11/15/36			433		455
CS First Boston Mortgage Securities, Ser 2002-CP5, Cl A2
4.940%, 12/15/35			120		127
CS First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
3.030%, 10/25/33 (B)			1,352		1,244
CS First Boston Mortgage Securities, Ser C2, Cl A4
4.832%, 04/15/37			290		295
CS First Boston Mortgage Securities, Ser CPN1, Cl A2
4.597%, 03/15/35			213		223
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/48			1,515		1,513
Deutsche ALT-A Securities Alternate Loan Trust, Cl 2A1
5.587%, 02/25/20 (B)	145				139
Developers Diversified Realty, Cl A
3.807%, 10/14/22 (D)	443				457
First Horizon Asset Securities, Cl 2A1
4.500%, 09/25/18	292				300
First Union National Bank Commercial Mortgage, Cl B
7.281%, 10/15/32 (B)	200				201
First Union National Bank Commercial Mortgage, Cl A2
6.141%, 02/12/34	114				119
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33	132				138
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/35 (B) (D)	1,122				1,184
GE Capital Commercial Mortgage, Cl A1
5.560%, 06/10/38	36				36
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35	1,516				1,600

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GE Capital Commercial Mortgage, Ser 2002-3A, Cl A2
4.996%, 12/10/37	$	2,000	$	2,108
GMAC Commercial Mortgage Securities, Cl D
5.675%, 05/10/40 (B)		94		94
GMAC Commercial Mortgage Securities, Cl A4
5.301%, 08/10/38 (B)		187		193
GMAC Commercial Mortgage Securities, Cl B
6.790%, 04/15/34		53		55
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl A2
5.485%, 05/10/40 (B)		122		132
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		179		190
GMAC Mortgage Loan Trust, Cl A4
5.000%, 10/25/33		243		238
4.067%, 10/19/33 (B)		327		323
GMAC Mortgage Loan Trust, Cl A7
6.500%, 01/25/35		347		362
5.000%, 11/25/33		347		321
GMAC Mortgage Loan Trust, Cl 1A1
5.000%, 01/25/20		247		253
GMAC Mortgage Loan Trust, Cl A
4.250%, 07/25/40 (D)		225		224
Greenwich Capital Commercial Funding, Cl A6
5.135%, 06/10/36 (B)		266		281
Greenwich Capital Commercial Funding
5.190%, 04/10/37 (B)		183		194
Greenwich Capital Commercial Funding, Cl A4
5.444%, 03/10/39		1,500		1,503
Greenwich Capital Commercial Funding, Ser 2005-GG3, Cl AAB
4.619%, 08/10/42		724		749
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 04/10/37 (B)		667		685
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
5.888%, 07/10/38 (B)		2,446		2,557
GS Mortgage Securities II, Cl A2
4.319%, 10/10/28		310		311
GS Mortgage Securities II, Ser 2001- GL3A, Cl A2
6.449%, 08/05/18 (B) (D)		1,018		1,067
GSR Mortgage Loan Trust, Cl 2A4
5.500%, 01/25/37		50		44
GSR Mortgage Loan Trust, Cl 8A3
0.847%, 06/25/35 (B)		267		241
GSR Mortgage Loan Trust, Cl 2A3
6.000%, 09/25/34		224		236
5.500%, 06/25/35		270		274
GSR Mortgage Loan Trust, Ser 2003- 13, Cl 1A1
4.461%, 10/25/33 (B)		974		991

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Homestar Mortgage Acceptance, Cl A1
0.793%, 10/25/34 (B)	$	2,007	$	1,723
Impac Funding, Cl A1
5.314%, 01/25/51 (D)		754		761
Impac Secured Assets CMN Owner Trust, Cl A1
5.500%, 08/25/33		188		192
JP Morgan Chase Commercial Mortgage Securities
5.407%, 05/15/41 (B)		314		333
JP Morgan Chase Commercial Mortgage Securities, Cl A3
6.188%, 02/15/51 (B)		337		345
JP Morgan Chase Commercial Mortgage Securities, Cl A3A
4.678%, 07/15/42		784		809
JP Morgan Chase Commercial Mortgage Securities, Cl B
5.211%, 12/12/34 (B)		46		48
JP Morgan Chase Commercial Mortgage Securities, Cl A1
3.853%, 06/15/43 (D)		564		578
JP Morgan Chase Commercial Mortgage Securities, Cl D
6.847%, 04/15/35 (B)		134		135
JP Morgan Mortgage Trust
4.479%, 02/25/35 (B)		132		133
JPMorgan Chase Commercial Mortgage Securities, Cl A2
5.633%, 12/05/27 (D)		569		623
JPMorgan Chase Commercial Mortgage Securities, Cl A2S
5.305%, 01/15/49		942		941
JPMorgan Chase Commercial Mortgage Securities, Cl A4
5.371%, 06/12/41 (B)		95		100
JPMorgan Chase Commercial Mortgage Securities, Cl A1
5.017%, 02/12/51		19		19
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl A3
6.429%, 04/15/35		1,151		1,187
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB5, Cl A2
5.161%, 10/12/37		97		103
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-CB7, Cl A4
4.879%, 01/12/38 (B)		375		395
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-PM1A, Cl A4
5.326%, 08/12/40 (B)		30		32
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/42 (B)		103		108
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3
5.336%, 05/15/47		887		877
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB18, Cl A4
5.716%, 02/15/51		356		351
5.440%, 06/12/47		1,200		1,198

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LD12, Cl A4
5.882%, 02/15/51 (B)	$	2,350	$	2,357
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LDPX, Cl A3
5.420%, 01/15/49		2,435		2,380
JPMorgan Commercial Mortgage Finance, Cl C
7.918%, 08/15/32 (B)		150		150
JPMorgan Mortgage Trust, Cl 4A1
4.280%, 07/25/34 (B)		105		107
3.900%, 08/25/34 (B)		754		736
JPMorgan Mortgage Trust, Cl 1A1
4.609%, 09/25/34 (B)		136		139
JPMorgan Mortgage Trust, Cl 6A1
3.894%, 08/25/34 (B)		408		369
LB Commercial Conduit Mortgage Trust, Cl A3
6.140%, 07/15/44 (B)		129		135
LB-UBS Commercial Mortgage Trust
6.324%, 04/15/41 (B)		744		790
5.156%, 02/15/31		200		208
LB-UBS Commercial Mortgage Trust, Cl A2
6.653%, 11/15/27		131		135
LB-UBS Commercial Mortgage Trust, Cl AAB
5.403%, 02/15/40		51		53
LB-UBS Commercial Mortgage Trust, Cl A4
6.080%, 06/15/38 (B)		760		816
4.568%, 01/15/31		146		149
4.563%, 09/15/26		87		89
4.367%, 03/15/36		244		247
LB-UBS Commercial Mortgage Trust, Cl A5
4.628%, 10/15/29		101		105
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		248		262
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A5
4.853%, 09/15/31		133		140
LB-UBS Commercial Mortgage Trust, Ser 2003-C8, Cl A4
5.124%, 11/15/32 (B)		75		80
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40		40		42
LVII Resecuritization Trust, Cl A3
3.000%, 09/27/37 (B) (D)		300		299
Master Adjustable Rate Mortgages Trust, Cl 3A6
3.075%, 11/21/34 (B)		517		516
Master Alternative Loans Trust, Cl 2A1
6.000%, 12/25/33		256		258
Master Asset Securitization Trust, Cl 1A1
5.000%, 03/25/18		100		104
Master Resecuritization Trust, PO
0.000%, 05/28/35 (D)		199		123

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Master Seasoned Securities Trust, Ser 2004-2, Cl A2
6.500%, 08/25/32	$	895	$	956
MASTR Asset Securitization Trust, Cl 3A18
5.500%, 04/25/33		192		199
Merrill Lynch, Cl A4
5.810%, 06/12/50 (B)		2,460		2,406
Merrill Lynch Mortgage Investors
2.876%, 07/25/33 (B)		72		73
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.261%, 02/25/34 (B)		1,144		1,203
Merrill Lynch Mortgage Trust, Cl A3
6.020%, 06/12/50 (B)		323		334
Merrill Lynch Mortgage Trust
5.838%, 05/12/39 (B)		150		160
Merrill Lynch Mortgage Trust, Cl A3A
4.949%, 07/12/38 (B)		127		132
Merrill Lynch Mortgage Trust, Ser 2004-KEY2, Cl A4
4.864%, 08/12/39 (B)		148		152
Merrill Lynch Mortgage Trust, Ser CIP1
5.047%, 07/12/38 (B)		269		282
Merrill Lynch Mortgage Trust, Ser KEY1, Cl A4
5.236%, 11/12/35 (B)		342		366
Merrill Lynch/Countrywide Commercial Mortgage, Ser 2006-4, Cl A3
5.172%, 12/12/49 (B)		1,400		1,382
MLCC Mortgage Investors, Cl A2
0.684%, 04/25/29 (B)		113		101
Morgan Stanley Capital I, Cl A4
5.809%, 12/12/49		846		876
5.802%, 06/11/42 (B) (E)		100		105
5.401%, 06/15/38 (B)		426		449
5.270%, 06/13/41 (B)		156		164
4.900%, 06/15/40		427		442
4.520%, 12/13/41		35		35
Morgan Stanley Capital I, Cl A2
4.690%, 06/13/41		58		58
Morgan Stanley Capital I, Cl A7
4.970%, 04/14/40		969		988
Morgan Stanley Capital I, Ser 2004- HQ3, Cl A4
4.800%, 01/13/41		129		135
Morgan Stanley Capital I, Ser 2005- HQ5, Cl AAB
5.037%, 01/14/42		496		519
Morgan Stanley Capital I, Ser 2005- HQ7, Cl AAB
5.185%, 11/14/42 (B)		59		62
Morgan Stanley Capital I, Ser 2006- T21, Cl A4
5.162%, 10/12/52 (B)		300		314
Morgan Stanley Dean Witter Capital I, Cl B
6.640%, 04/15/34		111		118
6.550%, 07/15/33		159		166

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Dean Witter Capital I, Cl A4
5.740%, 12/15/35	$	50	$	52
Morgan Stanley Dean Witter Capital I
6.510%, 04/15/34		75		79
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		306		324
Nomura Asset Securities, Cl A2
7.317%, 03/15/30 (B)		55		62
Prime Mortgage Trust, Cl 1A1
6.000%, 02/25/34		159		164
Prime Mortgage Trust, PO
0.000%, 02/25/34		75		50
Prudential Mortgage Capital Funding, Cl B
6.760%, 05/10/34		144		150
RBSSP Resecuritization Trust, Cl 12A1
4.500%, 03/26/21 (D)		396		404
Residential Accredit Loans, Cl A4
5.500%, 05/25/34		278		228
Residential Accredit Loans, Cl A1
5.000%, 09/25/18		255		258
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31		888		870
Residential Asset Securitization Trust, Cl A1
5.500%, 06/25/33		176		173
Residential Asset Securitization Trust, Cl A4
5.250%, 12/25/17		225		224
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.897%, 12/25/34 (B)		1,023		944
Salomon Brothers Mortgage Securities VII, Cl C
7.727%, 07/18/33 (B)		232		232
Salomon Brothers Mortgage Securities VII, Cl A
3.690%, 09/25/33 (B)		243		235
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36		176		181
Sequoia Mortgage Trust, Cl A1
3.750%, 02/25/40 (B)		217		217
Station Place Securitization Trust
1.847%, 01/25/40 (B) (D)		250		251
Structured Asset Securities, Cl A3
0.847%, 06/25/33 (B)		253		232
Structured Asset Securities, Cl 1A1
5.500%, 10/25/33		299		287
5.147%, 11/25/33 (B)		163		169
Structured Asset Securities, Cl 2A
4.998%, 12/25/33 (B)		180		184
Structured Asset Securities, Cl 3A2
2.679%, 07/25/33 (B)		380		372
Structured Asset Securities, Cl A4
5.540%, 12/25/33		400		393

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
TIAA Seasoned Commercial Mortgage Trust, Cl A3
6.071%, 08/15/39 (B)	$	1,000	$	1,090
US Bank, Ser 2007-1, Cl A
5.920%, 05/25/12		511		536
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1A, Cl A4
6.287%, 04/15/34		341		362
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (D)		32		32
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		143		146
Wachovia Bank Commercial Mortgage Trust, Ser 2004-C11, Cl A4
5.030%, 01/15/41		98		100
WaMu Mortgage Pass Through Certificates, Cl 2A4
5.500%, 06/25/34		222		222
WaMu Mortgage Pass Through Certificates, Cl 21A1
4.500%, 12/25/18		198		204
WaMu Mortgage Pass Through Certificates, Cl A2
4.243%, 06/25/34 (B)		204		202
WaMu Mortgage Pass Through Certificates, Cl A8
5.250%, 10/25/33		709		669
WaMu Mortgage Pass Through Certificates, Cl A7
2.831%, 08/25/33 (B)		196		194
2.825%, 10/25/33 (B)		332		318
WaMu Mortgage Pass Through Certificates, Cl A1
2.740%, 01/25/35 (B)		430		424
2.712%, 06/25/34 (B)		136		130
WaMu Mortgage Pass Through Certificates, Cl 2A10
16.508%, 06/25/33 (B)		80		85
WaMu Mortgage Pass Through Certificates, Cl 3A
7.500%, 07/25/34		733		730
WaMu Mortgage Pass Through Certificates, Cl 1A6
2.829%, 09/25/33 (B)		310		308
WaMu Mortgage Pass Through Certificates, Cl A
2.834%, 08/25/33 (B)		88		88
WaMu Mortgage Pass Through Certificates, Ser 2004-CB2, Cl 7A
5.500%, 08/25/19		289		298
Wells Fargo Mortgage Backed Securities Trust, Cl 2A1
3.098%, 06/25/35 (B)		295		295
3.060%, 09/25/34 (B)		166		162
3.050%, 12/25/34 (B)		344		347
Wells Fargo Mortgage Backed Securities Trust, Cl 1A2
3.143%, 10/25/34 (B)		360		357

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Mortgage Backed Securities Trust, Cl A2
4.500%, 05/25/34 (B)	$	119	$	118
Wells Fargo Mortgage Backed Securities Trust, Cl 2A2
3.050%, 12/25/34 (B)		344		338
Wells Fargo Mortgage Backed Securities Trust, Cl 1A1
4.750%, 12/25/18		519		535
4.472%, 11/25/33 (B)		295		302
3.322%, 07/25/34 (B)		305		298
3.143%, 10/25/34 (B)		180		177
Wells Fargo Mortgage Backed Securities Trust, Cl 2A5
4.438%, 10/25/33 (B)		194		197
Wells Fargo Mortgage Backed Securities Trust, Cl 3A1
3.596%, 12/25/34 (B)		164		167
Wells Fargo Mortgage Backed Securities Trust, Cl A8
4.858%, 05/25/34 (B)		250		251
Wells Fargo Mortgage Backed Securities Trust, Cl A6
3.292%, 02/25/33 (B)		177		179
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl 1A1
4.534%, 06/25/34 (B)		708		698
				100,161
Total Mortgage-Backed Securities (Cost $393,470) ($ Thousands)				407,833
U.S. TREASURY OBLIGATIONS — 25.8%
U.S. Treasury Bills
0.000%, 07/29/10 to 08/12/10 (C)		6,560		6,559
U.S. Treasury Bond
9.000%, 11/15/18		125		185
8.875%, 08/15/17 to 02/15/19		19,775		28,327
8.750%, 05/15/17 to 08/15/20		6,075		8,575
8.500%, 02/15/20		425		623
8.000%, 11/15/21		3,855		5,607
7.500%, 11/15/16 (E)		1,300		1,703
7.125%, 02/15/23		131		181
6.750%, 08/15/26		250		347
6.500%, 11/15/26		200		272
6.375%, 08/15/27		50		67
6.250%, 08/15/23		875		1,134
6.125%, 11/15/27		500		658
5.500%, 08/15/28		100		124
5.375%, 02/15/31		1,496		1,841
4.917%, 05/15/26 (C)		100		53
4.863%, 11/15/31 (C)		50		21
4.625%, 02/15/17 to 02/15/40		3,002		3,377
4.375%, 11/15/39 to 05/15/40		3,967		4,286
4.250%, 05/15/39		1,054		1,114
3.625%, 02/15/20 (E)		6,274		6,629
3.375%, 11/15/19		2,760		2,859
3.235%, 01/15/16 (C)		1,000		870
2.971%, 02/15/16 (C)		100		89
2.625%, 02/29/16		1,500		1,543
2.375%, 10/31/14		15,580		16,074

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. Treasury Bond TIPS
2.000%, 01/15/16	$	2,000	$	2,370
1.750%, 01/15/28		4,000		4,222
U.S. Treasury Note
3.625%, 08/15/19		593		627
3.500%, 05/15/20		2,756		2,884
3.250%, 12/31/16		100		105
3.125%, 10/31/16 to 04/30/17		2,804		2,941
2.750%, 11/30/16 to 05/31/17		314		321
2.625%, 07/31/14		500		523
2.500%, 03/31/15 (E)		1,200		1,244
2.375%, 02/28/15 (E)		13,090		13,491
2.125%, 05/31/15		4,763		4,845
1.875%, 02/28/14 to 06/30/15		34,551		34,808
1.750%, 04/15/13		142		145
1.375%, 02/15/13 to 05/15/13		17,463		17,685
1.125%, 06/15/13		7,244		7,273
1.000%, 04/30/12		4,000		4,030
0.750%, 05/31/12		17,930		17,982
0.625%, 06/30/12		53		53
U.S. Treasury STRIPS
6.292%, 05/15/24 (C)		200		117
4.978%, 11/15/27 (C)		200		99
4.968%, 08/15/27 (C)		250		126
4.850%, 05/15/28 (C)		50		24
4.801%, 11/15/24 (C)		50		29
4.780%, 08/15/25 (C)		100		55
4.754%, 02/15/27 (C)		100		52
4.591%, 05/15/36 (C)		100		34
4.587%, 02/15/24 (C)		75		45
4.555%, 05/15/29 (C)		100		46
4.462%, 08/15/20 (C)		1,350		961
4.446%, 08/15/24 (C)		500		289
4.388%, 02/15/32 (C)		100		41
4.320%, 11/15/20 (C)		1,050		738
4.287%, 02/15/17 (C)		3,660		3,105
4.160%, 02/15/22 (C)		100		66
4.050%, 05/15/19 (C)		875		668
4.029%, 08/15/19 (C)		1,350		1,017
3.960%, 05/15/20 (C)		200		144
3.780%, 08/15/17 (C)		500		416
3.704%, 08/15/18 (C)		400		319
3.675%, 11/15/17 (C)		1,550		1,275
3.501%, 02/15/18 (C)		725		592
3.301%, 11/15/16 (C)		200		171
2.776%, 05/15/14 (C)		5,200		4,915
2.721%, 02/15/15 (C)		100		92
2.546%, 02/15/14 (C)		1,900		1,809
Total U.S. Treasury Obligations (Cost $218,070) ($ Thousands)				225,912
CORPORATE OBLIGATIONS — 22.6%
Consumer Discretionary — 0.9%
British Sky Broadcasting Group
9.500%, 11/15/18 (D)		308		412
CBS
7.875%, 07/30/30		50		58
5.750%, 04/15/20		25		27

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Comcast
6.500%, 01/15/17	$	725	$	831
6.400%, 03/01/40		310		334
5.850%, 11/15/15		465		526
5.150%, 03/01/20		398		417
Comcast Cable Communications
8.375%, 03/15/13 (E)		547		633
Comcast Cable Holdings
10.125%, 04/15/22		45		63
COX Communications
5.450%, 12/15/14		70		77
COX Enterprises
7.375%, 07/15/27 (D)		50		58
Daimler Finance LLC
7.300%, 01/15/12		170		183
6.500%, 11/15/13		80		90
Discovery Communications
6.350%, 06/01/40		145		155
Grupo Televisa
6.625%, 01/15/40		275		286
Historic TW
9.150%, 02/01/23		200		269
Lowe’s MTN
7.110%, 05/15/37		110		138
News America
7.300%, 04/30/28		100		112
7.250%, 05/18/18		50		60
6.150%, 03/01/37		445		464
Staples
9.750%, 01/15/14		80		98
TCI Communications
8.750%, 08/01/15		210		259
7.125%, 02/15/28		200		223
Thomson Reuters
5.950%, 07/15/13		188		210
4.700%, 10/15/19		75		79
Time Warner
7.625%, 04/15/31		620		746
Time Warner Cable
8.250%, 04/01/19		200		246
7.300%, 07/01/38		110		128
6.750%, 07/01/18		400		459
6.550%, 05/01/37		250		269
Viacom
6.250%, 04/30/16		100		113
				8,023
Consumer Staples — 1.2%
Altria Group
10.200%, 02/06/39		125		168
9.700%, 11/10/18		325		412
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19 (D)		995		1,208
7.200%, 01/15/14 (D)		120		138
4.125%, 01/15/15		885		926
Bunge Finance
8.500%, 06/15/19		120		143
Cargill
7.350%, 03/06/19 (D)		250		308
CVS Caremark
6.125%, 09/15/39		40		43

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Diageo Capital
4.828%, 07/15/20	$	90	$	96
Diageo Finance BV
5.500%, 04/01/13		90		99
Dr Pepper Snapple Group
6.820%, 05/01/18		380		453
General Mills
5.250%, 08/15/13		90		99
Grupo Bimbo
4.875%, 06/30/20 (D)		193		195
Kraft Foods
6.500%, 02/09/40 (E)		1,080		1,208
6.125%, 08/23/18		225		256
5.375%, 02/10/20		2,226		2,385
PepsiCo
7.900%, 11/01/18		50		65
5.500%, 01/15/40		355		389
SABMiller
5.500%, 08/15/13 (D)		90		98
Wal-Mart Stores
5.625%, 04/01/40		480		524
5.250%, 09/01/35		195		205
4.875%, 07/08/40		585		576
WM Wrigley Jr
3.700%, 06/30/14 (D)		260		263
				10,257
Energy — 1.9%
Anadarko Petroleum
7.625%, 03/15/14 (E)		180		172
Baker Hughes
7.500%, 11/15/18		205		251
BP Capital Markets
3.875%, 03/10/15 (E)		125		107
Cenovus Energy
5.700%, 10/15/19 (D)		55		60
CenterPoint Energy Resources
7.875%, 04/01/13		25		29
5.950%, 01/15/14		70		76
ConocoPhillips
6.000%, 01/15/20 (E)		100		117
5.900%, 05/15/38		415		467
EnCana
6.500%, 05/15/19		150		172
6.500%, 02/01/38		495		550
Energy Transfer Partners
9.000%, 04/15/19		425		500
Halliburton
6.150%, 09/15/19		80		87
Husky Energy
5.900%, 06/15/14		273		304
Kinder Morgan Energy Partners
6.550%, 09/15/40		133		138
Marathon Oil
7.500%, 02/15/19 (E)		100		120
Motiva Enterprises
6.850%, 01/15/40 (D)		400		457
Petrobras International Finance - Pifco
7.875%, 03/15/19		261		299
6.875%, 01/20/40 (E)		230		232
Petro-Canada
6.800%, 05/15/38		585		671

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
6.050%, 05/15/18	$	115	$	129
Ras Laffan Liquefied Natural Gas III
5.500%, 09/30/14 (D)		500		533
4.500%, 09/30/12 (D)		270		280
Rockies Express Pipeline
5.625%, 04/15/20 (D)		305		290
3.900%, 04/15/15 (D)		650		628
Shell International Finance BV
4.300%, 09/22/19		300		310
3.100%, 06/28/15		577		586
Southern Union
8.250%, 11/15/29		1,200		1,277
Spectra Energy Capital
8.000%, 10/01/19		200		241
Suncor Energy
6.500%, 06/15/38		350		391
Talisman Energy
7.750%, 06/01/19		100		123
Tosco
7.800%, 01/01/27		65		82
Total Capital
4.450%, 06/24/20		295		301
3.000%, 06/24/15		1,110		1,121
TransCanada Pipelines
6.500%, 08/15/18 (E)		175		205
TransCanada PipeLines
6.200%, 10/15/37		425		462
Union Pacific Resources Group
7.150%, 05/15/28		52		45
Valero Energy
9.375%, 03/15/19		404		489
6.625%, 06/15/37 (E)		1,935		1,884
Williams
7.875%, 09/01/21		1,022		1,171
7.750%, 06/15/31		550		591
XTO Energy
6.750%, 08/01/37		175		225
6.250%, 08/01/17		100		119
4.625%, 06/15/13		30		32
				16,324
Financials — 13.4%
Achmea Hypotheekbank
3.200%, 11/03/14 (D)		1,020		1,054
AEP Texas Central Transition Funding
5.090%, 07/01/15		1,300		1,452
4.980%, 07/01/13		361		381
Allstate
5.000%, 08/15/14		70		76
Allstate Life Global Funding Trusts MTN
5.375%, 04/30/13		610		669
American Express
7.250%, 05/20/14		412		468
7.000%, 03/19/18		170		196
American Express Credit MTN
7.300%, 08/20/13		680		770
ANZ National Int’l
2.375%, 12/21/12 (D)		100		101
Associates Corp of North America
6.950%, 11/01/18		200		205

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Australia & New Zealand Banking Group
3.700%, 01/13/15 (D)	$	530	$	538
AvalonBay Communities MTN
5.700%, 03/15/17 ‡		1,300		1,404
Bank of America MTN
7.625%, 06/01/19		75		86
7.375%, 05/15/14		1,115		1,250
6.500%, 08/01/16		1,325		1,434
6.100%, 06/15/17		1,875		1,940
6.000%, 09/01/17		385		405
5.750%, 12/01/17		40		41
5.650%, 05/01/18		1,370		1,404
5.625%, 07/01/20		905		912
4.500%, 04/01/15 (E)		482		487
Bank of Montreal
2.850%, 06/09/15 (D)		375		381
Bank of New York Mellon MTN
4.600%, 01/15/20		40		42
2.950%, 06/18/15		125		126
Bank of Nova Scotia
3.400%, 01/22/15		94		97
Bank of Tokyo-Mitsubishi UFJ
3.850%, 01/22/15 (D) (E)		100		104
Barclays Bank
5.200%, 07/10/14		150		158
5.125%, 01/08/20		515		512
5.000%, 09/22/16 (E)		1,450		1,487
2.500%, 01/23/13		150		149
BB&T
4.900%, 06/30/17		200		206
3.950%, 04/29/16		160		164
3.850%, 07/27/12 (E)		150		156
3.375%, 09/25/13		195		201
Bear Stearns
7.250%, 02/01/18		1,500		1,751
6.950%, 08/10/12 (E)		275		302
5.700%, 11/15/14		112		124
Berkshire Hathaway Finance
5.400%, 05/15/18		110		122
BlackRock
6.250%, 09/15/17		75		86
Canadian Imperial Bank of Commerce
2.600%, 07/02/15 (D)		495		498
Capital One Bank USA
8.800%, 07/15/19 (E)		325		406
Capital One Financial
7.375%, 05/23/14		225		257
6.750%, 09/15/17		70		80
Caterpillar Financial Services MTN
7.150%, 02/15/19 (E)		110		135
5.850%, 09/01/17		140		159
CDP Financial
3.000%, 11/25/14 (D)		900		908
Charles Schwab
4.950%, 06/01/14		20		22
Chase Capital II
0.844%, 02/01/27 (B)		560		421
Cie de Financement Foncier
2.125%, 04/22/13 (D)		300		303

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citigroup
8.500%, 05/22/19 (E)	$	632	$	753
8.125%, 07/15/39		2,361		2,817
6.500%, 08/19/13		250		266
6.375%, 08/12/14 (E)		385		409
6.125%, 05/15/18		115		120
6.000%, 08/15/17 (E)		500		519
6.000%, 12/13/13		300		315
5.875%, 02/22/33		710		637
5.500%, 10/15/14 (E)		325		334
4.750%, 05/19/15		478		478
1.150%, 12/09/11 (B)		885		895
1.047%, 08/25/36 (B)		1,500		1,045
Citigroup Funding
1.875%, 10/22/12 (E)		915		934
City National Capital Trust I
9.625%, 02/01/40		1,300		1,368
Commonwealth Bank of Australia
5.000%, 03/19/20 (D) (E)		330		342
5.000%, 10/15/19 (D)		355		369
CommonWealth REIT
6.650%, 01/15/18 ‡		60		62
6.250%, 08/15/16 ‡		100		102
Credit Suisse New York
6.000%, 02/15/18		385		402
Credit Suisse NY MTN
5.400%, 01/14/20		335		333
5.300%, 08/13/19		1,685		1,786
Credit Suisse USA
5.125%, 08/15/15		170		185
Deutsche Bank
3.875%, 08/18/14 (E)		100		103
2.375%, 01/11/13		1,355		1,362
Dexia Credit Local
2.750%, 04/29/14 (D)		1,795		1,809
Discover Financial Services
6.450%, 06/12/17		250		253
ERP Operating
5.750%, 06/15/17 ‡		125		135
5.125%, 03/15/16 ‡		830		874
Export-Import Bank of Korea
5.875%, 01/14/15		445		482
5.500%, 10/17/12		233		247
Farmers Exchange Capital
7.200%, 07/15/48 (D)		1,721		1,590
7.050%, 07/15/28 (D)		480		458
FIH Erhvervsbank
2.000%, 06/12/13 (D)		640		644
General Electric Capital MTN
6.750%, 03/15/32 (E)		1,665		1,792
6.000%, 08/07/19		645		698
5.900%, 05/13/14		850		938
5.875%, 01/14/38		1,100		1,079
5.625%, 09/15/17 (E)		700		749
5.500%, 01/08/20 (E)		180		190
5.400%, 02/15/17		200		212
1.384%, 05/22/13 (B)		760		749
0.414%, 04/10/12 (B)		500		492
Goldman Sachs Capital II
5.793%, 12/29/49 (B)		205		155

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Goldman Sachs Group MTN
7.500%, 02/15/19	$	200	$	224
6.750%, 10/01/37 (E)		305		299
6.250%, 09/01/17		650		689
6.150%, 04/01/18		250		262
6.000%, 05/01/14		2,800		3,009
6.000%, 06/15/20 (E)		740		763
5.375%, 03/15/20		950		939
3.625%, 08/01/12		140		143
1.151%, 12/05/11 (B)		2,030		2,053
Guardian Life Insurance of America
7.375%, 09/30/39 (D)		1,250		1,383
Hartford Financial Services Group
5.500%, 03/30/20		335		325
HCP MTN
6.700%, 01/30/18 ‡		1,124		1,185
6.300%, 09/15/16 ‡		430		445
6.000%, 01/30/17 ‡		89		90
5.950%, 09/15/11 ‡		1,155		1,197
5.650%, 12/15/13 ‡		401		423
Health Care REIT
6.125%, 04/15/20 ‡		1,775		1,836
Healthcare Realty Trust
6.500%, 01/17/17 ‡		1,400		1,464
HSBC Bank
3.500%, 06/28/15 (D)		820		828
HSBC Bank USA NY
4.625%, 04/01/14		175		184
HSBC Finance
5.500%, 01/19/16 (E)		140		150
4.750%, 07/15/13		160		168
HSBC Holdings PLC
6.800%, 06/01/38		340		366
International Bank for Reconstruction & Development
2.375%, 05/26/15		1,425		1,449
International Lease Finance MTN
5.250%, 01/10/13		100		91
Itau Unibanco Holding MTN
6.200%, 04/15/20 (D) (E)		380		390
Jackson National Life Global Funding MTN
5.375%, 05/08/13 (D)		200		215
Jefferies Group
6.450%, 06/08/27		160		151
6.250%, 01/15/36		120		107
John Deere Capital MTN
5.750%, 09/10/18		100		114
JP Morgan Chase Capital XIII
1.239%, 09/30/34 (B)		500		371
JPMorgan Chase
4.950%, 03/25/20 (E)		130		135
3.700%, 01/20/15		110		113
3.400%, 06/24/15		207		207
JPMorgan Chase Bank
6.000%, 10/01/17 (E)		1,634		1,779
JPMorgan Chase Capital XV
5.875%, 03/15/35		1,645		1,498
JPMorgan Chase Capital XXV
6.800%, 10/01/37		381		378

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
KeyBank
5.800%, 07/01/14 (E)	$	250	$	267
Kilroy Realty
6.625%, 06/01/20 ‡ (D)		190		194
Korea Development Bank
4.375%, 08/10/15 (E)		350		357
Kreditanstalt fuer Wiederaufbau
3.500%, 03/10/14		460		486
Lazard Group
7.125%, 05/15/15		448		472
6.850%, 06/15/17		619		627
Liberty Mutual Group
7.500%, 08/15/36 (D)		249		246
M&T Bank
5.375%, 05/24/12		80		85
Macquarie Group
7.300%, 08/01/14		1,475		1,626
Massachusetts Mutual Life Insurance
8.875%, 06/01/39 (D)		540		718
MassMutual Global Funding II
2.875%, 04/21/14 (D)		100		103
Merrill Lynch
6.875%, 04/25/18		100		107
6.400%, 08/28/17		150		157
6.150%, 04/25/13		140		150
6.110%, 01/29/37		1,405		1,276
6.050%, 05/16/16		920		951
MetLife
6.750%, 06/01/16		390		441
6.400%, 12/15/36		695		612
Metropolitan Life Global Funding I
5.125%, 06/10/14 (D)		100		109
2.875%, 09/17/12 (D)		200		205
2.500%, 01/11/13 (D)		110		111
Monumental Global Funding
5.500%, 04/22/13 (D)		65		70
Morgan Stanley
7.300%, 05/13/19		100		107
6.625%, 04/01/18		1,770		1,855
6.250%, 08/28/17		200		203
5.950%, 12/28/17 (E)		297		301
5.750%, 08/31/12 (E)		180		189
5.625%, 09/23/19		285		276
5.550%, 04/27/17		985		977
5.500%, 01/26/20		1,451		1,404
5.450%, 01/09/17		470		466
4.750%, 04/01/14		620		621
4.200%, 11/20/14 (E)		156		154
0.889%, 06/20/12 (B)		2,385		2,407
0.554%, 01/18/11 (B)		325		323
National Australia Bank
3.750%, 03/02/15 (D)		120		123
2.500%, 01/08/13 (D) (E)		150		152
National City
4.900%, 01/15/15		200		216
National City Bank
0.908%, 06/07/17 (B)		1,300		1,163
National Rural Utilities Cooperative Finance
2.625%, 09/16/12		25		26

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
New York Life Global Funding
4.650%, 05/09/13 (D)	$	150	$	161
3.000%, 05/04/15 (D)		720		726
NIBC Bank MTN
2.800%, 12/02/14 (D)		615		623
Nomura Holdings
6.700%, 03/04/20		115		122
Nordea Bank
3.700%, 11/13/14 (D)		400		408
2.500%, 11/13/12 (D)		345		349
Northern Trust
5.500%, 08/15/13 (E)		200		222
Northwestern Mutual Life Insurance
6.063%, 03/30/40 (D)		350		375
Pacific Life Global Funding MTN
5.150%, 04/15/13 (D)		100		105
5.000%, 05/15/17 (D)		50		51
Pipeline Funding
7.500%, 01/15/30 (D)		1,500		1,626
PNC Funding
5.125%, 02/08/20		90		94
Power Receivables Financial
6.290%, 01/01/12 (D)		121		124
Principal Life Income Funding Trusts MTN
5.300%, 04/24/13 (E)		125		135
5.300%, 12/14/12		125		135
5.100%, 04/15/14		225		240
Prudential Holdings
8.695%, 12/18/23 (D)		1,200		1,433
1.414%, 12/18/17 (B) (D)		750		639
Rabobank Nederland MTN
3.200%, 03/11/15 (D)		200		202
Simon Property Group
10.350%, 04/01/19 ‡		130		173
6.750%, 05/15/14 ‡		50		56
5.650%, 02/01/20 ‡ (E)		38		40
Svensk Exportkredit
3.250%, 09/16/14		832		863
Tanger Properties
6.125%, 06/01/20 ‡		215		226
Teachers Insurance & Annuity Association of America
6.850%, 12/16/39 (D)		315		367
Toyota Motor Credit MTN
3.200%, 06/17/15		87		89
Travelers Property Casualty
7.750%, 04/15/26		100		130
UBS
5.875%, 12/20/17 (E)		120		127
US Bancorp MTN
2.875%, 11/20/14		138		140
2.000%, 06/14/13		350		353
Wachovia
5.750%, 06/15/17 (E)		485		530
Wachovia Bank
6.600%, 01/15/38		380		413
6.000%, 11/15/17		250		272
0.867%, 03/15/16 (B)		400		373
WEA Finance
7.500%, 06/02/14 (D)		1,392		1,577

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
7.125%, 04/15/18 (D)	$	200	$	226
6.750%, 09/02/19 (D)		70		78
Wells Fargo MTN
5.625%, 12/11/17		180		197
3.750%, 10/01/14		390		399
Westfield Group
5.400%, 10/01/12 (D)		299		317
Westpac Banking
4.875%, 11/19/19		555		573
2.250%, 11/19/12		830		837
ZFS Finance USA Trust IV
5.875%, 05/09/32 (B) (D)		1,750		1,547
				117,541
Government — 0.3%
Banco Nacional de Desenvolvimento Economico e Social
5.500%, 07/12/20 (D)		460		461
Kommunalbanken
2.750%, 05/05/15 (D)		528		538
Mexico Government International Bond MTN
6.375%, 01/16/13		200		219
Province of Ontario Canada
4.400%, 04/14/20		415		441
2.950%, 02/05/15		240		246
Qatar Govt International Bond
6.400%, 01/20/40 (D)		320		340
4.000%, 01/20/15 (D)		195		201
Russian Foreign Bond - Eurobond
3.625%, 04/29/15 (D)		300		290
				2,736
Health Care — 0.4%
Abbott Laboratories
5.300%, 05/27/40		465		488
Amgen
5.750%, 03/15/40		337		369
4.500%, 03/15/20		22		23
Bristol-Myers Squibb
5.450%, 05/01/18		245		280
CareFusion
4.125%, 08/01/12		205		214
Coventry Health Care
5.950%, 03/15/17		391		374
Hospira
5.550%, 03/30/12		100		107
Life Technologies
6.000%, 03/01/20		325		352
4.400%, 03/01/15		233		241
Pfizer
5.350%, 03/15/15		231		262
Pharmacia
6.500%, 12/01/18		120		145
UnitedHealth Group
6.875%, 02/15/38		536		606
				3,461
Industrials — 0.7%
Browning-Ferris Industries
9.250%, 05/01/21		45		56
Burlington Northern Santa Fe
7.290%, 06/01/36		90		110
5.750%, 05/01/40		315		333

15 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.750%, 03/15/18	$	440	$	494
4.700%, 10/01/19		75		79
Canadian National Railway
5.850%, 11/15/17		50		58
Continental Airlines 2000-1 Class A-1 Pass Through Trust
8.048%, 11/01/20		373		383
Continental Airlines 2009-2 Class A Pass Through Trust
7.250%, 11/10/19		500		533
CSX
6.250%, 03/15/18		155		178
Delta Air Lines
6.200%, 07/02/18		1,400		1,400
Hutchison Whampoa International 09
4.625%, 09/11/15 (D)		935		976
JetBlue Airways 2004-1 G-1 Pass Through Trust
0.912%, 12/15/13 (B)		634		532
Lockheed Martin
5.720%, 06/01/40 (D)		82		89
Northwest Airlines
1.215%, 05/20/14 (B)		780		691
Tyco International Finance
8.500%, 01/15/19		50		65
Union Pacific
7.000%, 02/01/16		150		178
United Parcel Service of America
8.375%, 04/01/20		50		69
United Technologies
8.875%, 11/15/19		110		152
Waste Management
4.750%, 06/30/20		93		96
				6,472
Information Technology — 0.3%
Adobe Systems
4.750%, 02/01/20		325		335
3.250%, 02/01/15		110		113
Arrow Electronics
6.875%, 07/01/13		25		28
6.875%, 06/01/18		95		105
Cisco Systems
5.900%, 02/15/39		330		366
5.500%, 01/15/40		475		498
4.450%, 01/15/20		590		623
Dell
5.650%, 04/15/18		90		100
International Business Machines
8.000%, 10/15/38		100		141
Intuit
5.750%, 03/15/17		75		82
Oracle
5.000%, 07/08/19 (E)		200		222
Xerox
8.250%, 05/15/14		90		106
				2,719
Materials — 0.5%
BHP Billiton Finance USA
6.500%, 04/01/19		125		150

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dow Chemical
8.550%, 05/15/19	$	812	$	994
5.900%, 02/15/15(E)		300		328
4.850%, 08/15/12		745		786
PPG Industries
9.000%, 05/01/21		145		186
Praxair
5.200%, 03/15/17		70		78
4.375%, 03/31/14		75		81
Rio Tinto Finance USA
9.000%, 05/01/19 (E)		337		442
5.875%, 07/15/13		342		375
Rio Tinto Finance USA Ltd.
8.950%, 05/01/14		80		97
Southern Copper
6.750%, 04/16/40		268		265
Vale Overseas
6.875%, 11/10/39		265		277
				4,059
Sovereign — 0.2%
Province of Manitoba Canada
2.125%, 04/22/13		46		47
Province of Ontario Canada
4.100%, 06/16/14		894		961
Tennessee Valley Authority
5.250%, 09/15/39		329		364
				1,372
Telecommunication Services — 1.0%
America Movil
6.125%, 03/30/40(D)		210		219
5.000%, 10/16/19(D)		355		367
AT&T
8.000%, 11/15/31		370		476
6.300%, 01/15/38		435		472
5.875%, 02/01/12		200		214
5.500%, 02/01/18		100		111
BellSouth
6.000%, 11/15/34		850		878
BellSouth Telecommunications
6.300%, 12/15/15		163		173
British Telecommunications
9.625%, 06/15/10		178		217
5.950%, 01/15/18 (E)		200		209
Cellco Partnership
8.500%, 11/15/18		315		410
7.375%, 11/15/13		240		281
Deutsche Telekom International Finance BV
6.000%, 07/08/19		175		194
France Telecom
8.500%, 03/01/31		50		69
7.750%, 03/01/11		236		246
GTE
8.750%, 11/01/21		300		393
Qwest
7.875%, 09/01/11		640		666
7.500%, 10/01/14		304		323
Rogers Communications
6.375%, 03/01/14 (E)		619		703
5.500%, 03/15/14		89		98

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Telecom Italia Capital
6.999%, 06/04/18 (E)	$	150	$	160
Telefonica Emisiones
5.984%, 06/20/11 (E)		345		358
Telefonica Emisiones SAU
6.221%, 07/03/17		70		76
5.134%, 04/27/20		480		481
Verizon Communications
8.950%, 03/01/39		50		71
7.350%, 04/01/39		380		467
6.400%, 02/15/38		385		426
5.850%, 09/15/35		40		41
Verizon Global Funding
7.750%, 12/01/30		175		218
Vodafone Group
5.450%, 06/10/19		75		80
				9,097
Utilities — 1.8%
AGL Capital
5.250%, 08/15/19		50		53
4.450%, 04/15/13		120		126
Appalachian Power
5.950%, 05/15/33		100		102
Aquila
11.875%, 07/01/12		1,210		1,393
Atmos Energy
4.950%, 10/15/14		75		81
Carolina Power & Light
5.300%, 01/15/19		175		196
Cleveland Electric Illuminating
7.880%, 11/01/17		170		209
Consolidated Edison of New York
5.700%, 06/15/40		38		41
Consumers Energy
6.700%, 09/15/19		100		120
Dominion Resources
8.875%, 01/15/19		875		1,156
6.400%, 06/15/18		180		209
DPL
6.875%, 09/01/11		467		494
Duke Energy
6.300%, 02/01/14 (E)		467		526
Duke Energy Carolinas
4.300%, 06/15/20		39		41
Enel Finance International
6.000%, 10/07/39 (D)		730		702
5.125%, 10/07/19 (D) (E)		100		100
Exelon Generation
6.250%, 10/01/39		150		160
5.200%, 10/01/19		35		37
FirstEnergy Solutions
6.800%, 08/15/39		110		109
6.050%, 08/15/21		520		530
Jersey Central Power & Light
7.350%, 02/01/19		100		119
Massachusetts Electric
5.900%, 11/15/39 (D)		55		60
MidAmerican Energy
5.300%, 03/15/18		200		223
Midamerican Energy Holdings
6.500%, 09/15/37		415		477

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.750%, 04/01/18	$	615	$	689
Nevada Power
7.125%, 03/15/19		110		130
Nevada Power, Ser A
8.250%, 06/01/11		770		815
Niagara Mohawk Power
4.881%, 08/15/19 (D)		80		84
Nisource Finance
10.750%, 03/15/16		100		128
6.125%, 03/01/22		1,400		1,494
Northern States Power
6.250%, 06/01/36		100		118
5.350%, 11/01/39		19		20
Oncor Electric Delivery
6.800%, 09/01/18		460		540
Pacific Gas & Electric
8.250%, 10/15/18		60		77
5.400%, 01/15/40		42		44
Pacificorp
6.250%, 10/15/37		90		106
5.650%, 07/15/18		175		200
Panhandle Eastern Pipeline
6.200%, 11/01/17		625		643
Progress Energy
6.850%, 04/15/12		289		314
PSEG Power
5.500%, 12/01/15		100		111
5.320%, 09/15/16 (D)		40		43
5.125%, 04/15/20 (D)		45		47
Public Service Electric & Gas MTN
5.375%, 11/01/39		28		30
2.700%, 05/01/15		45		46
Public Service of Oklahoma
5.150%, 12/01/19		33		35
Sempra Energy
8.900%, 11/15/13		180		215
6.000%, 10/15/39		50		53
Southern California Edison
5.500%, 03/15/40		50		55
Southwestern Public Service
8.750%, 12/01/18		90		115
Texas-New Mexico Power
9.500%, 04/01/19 (D)		1,290		1,633
Virginia Electric and Power
5.400%, 04/30/18		545		607
				15,656
Total Corporate Obligations (Cost $188,059) ($ Thousands)				197,717
ASSET-BACKED SECURITIES — 4.8%
Automotive — 0.4%
Ally Auto Receivables Trust, Cl A3
2.330%, 06/17/13 (D)		100		102
1.450%, 05/15/14		100		100
AmeriCredit Automobile Receivables Trust, Cl A2
0.970%, 01/15/13		60		60
AmeriCredit Automobile Receivables Trust, Cl A3
1.660%, 03/17/14		40		40

17 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank of America Auto Trust, Cl A3
2.130%, 09/15/13 (D)	$	100 $	101
1.670%, 12/15/13 (D)		105	106
1.390%, 03/15/14 (D)		130	131
1.310%, 07/15/14		25	25
Bank of America Auto Trust, Cl A4
2.180%, 02/15/17 (D)		100	102
CarMax Auto Owner Trust, Cl A3
1.560%, 07/15/14		80	81
CitiFinancial Auto Issuance Trust, Cl A3
2.590%, 10/15/13 (D)		235	238
Harley-Davidson Motorcycle Trust, Cl A4
5.220%, 06/15/13		71	72
3.320%, 02/15/17		100	104
Harley-Davidson Motorcycle Trust, Ser 2009-1, Cl A4
5.000%, 01/15/17		252	267
Honda Auto Receivables Owner Trust, Cl A3
2.310%, 05/15/13		335	340
Huntington Auto Trust, Cl A4
5.730%, 01/15/14 (D)		413	443
Mercedes-Benz Auto Receivables Trust, Cl A3
1.420%, 08/15/14		180	181
Nissan Auto Receivables Owner Trust, Cl A3
5.000%, 09/15/14		614	635
USAA Auto Owner Trust, Cl A4
2.530%, 07/15/15		145	149
USAA Auto Owner Trust, Cl A3
1.540%, 02/18/14		140	141
World Omni Auto Receivables Trust, Cl A4
2.210%, 05/15/15		135	137
			3,555
Credit Cards — 1.0%
Bank of America Credit Card Trust, Ser 2008-A1, Cl A1
0.930%, 04/15/13 (B)		4,624	4,631
Capital One Multi-Asset Execution Trust, Ser 2008-A5, Cl A5
4.850%, 02/18/14		100	103
Chase Issuance Trust, Cl A
5.120%, 10/15/14		915	994
1.450%, 03/15/16 (B)		347	356
Citibank Credit Card Issuance Trust, Cl A3
5.300%, 03/15/18		193	219
Citibank Credit Card Issuance Trust, Cl A5
2.250%, 12/23/14		675	687
Discover Card Master Trust, Cl A
1.650%, 02/17/15 (B)		978	997
Discover Card Master Trust, Cl A1
1.650%, 12/15/14 (B)		332	337
Nordstrom Private Label Credit Card
Master Note Trust, Cl A
0.410%, 05/15/15 (B) (D)		296	291
			8,615

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mortgage Related Securities — 1.4%
Aegis Asset Backed Securities Trust, Cl M1
0.993%, 12/25/34 (B)	$	1,347	$	1,244
0.883%, 03/25/35 (B)		1,377		1,321
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.393%, 01/25/34 (B)		505		448
Argent Securities, Ser 2003-W5, Cl M1
1.043%, 10/25/33 (B)		518		412
Asset Backed Securities Home Equity, Cl M1
0.833%, 07/25/35 (B)		1,332		1,288
Bear Stearns Asset-Backed Securities Trust, Ser 2007-HE2, Cl 1A1
0.443%, 03/25/37 (B)		1,014		915
Citigroup Mortgage Loan Trust, Cl A
0.753%, 12/25/33 (B) (D)		1,184		971
Contimortgage Home Equity Trust, Ser 1997-1, Cl A9
7.050%, 03/15/28		1		1
Contimortgage Home Equity Trust,
Ser 1997-2, Cl A9
7.090%, 04/15/28		2		2
HSBC Home Equity Loan Trust
0.497%, 03/20/36 (B)		123		113
HSBC Home Equity Loan Trust, Cl AS
0.548%, 03/20/36 (B)		135		123
HSBC Home Equity Loan Trust, Cl A1
0.618%, 01/20/35 (B)		108		96
0.507%, 01/20/36 (B)		404		368
HSBC Home Equity Loan Trust, Cl M2
0.838%, 01/20/35 (B)		136		118
0.827%, 03/20/36 (B)		2,000		910
HSBC Home Equity Loan Trust, Cl APT
1.547%, 11/20/36 (B)		314		265
HSBC Home Equity Loan Trust, Cl A2F
5.600%, 03/20/36		200		205
IXIS Real Estate Capital Trust, Cl M2
1.078%, 06/25/35 (B)		993		928
Morgan Stanley ABS Capital I, Cl M1
1.097%, 01/25/35 (B)		84		81
Morgan Stanley Capital I, Ser 2003- NC8, Cl M1
1.397%, 09/25/33 (B)		1,656		1,194
Morgan Stanley Capital I, Ser 2007- HE2, Cl A2A
0.387%, 01/25/37 (B)		28		28
Morgan Stanley Home Equity Loans, Ser 2007-1, Cl A1
0.397%, 12/25/36 (B)		26		25
Option One Mortgage Loan Trust, Ser 2003-5, Cl M1
1.318%, 08/25/33 (B)		262		137
Residential Asset Securities, Cl AI4
0.713%, 09/25/35 (B)		1,155		1,062
Salomon Brothers Mortgage Securities VII, Cl A
3.450%, 04/25/32 (D)		189		159

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Structured Asset Securities, Cl A2
3.450%, 02/25/32	$	106	$	96
				12,510
Other Asset-Backed Securities — 2.0%
Ally Master Owner Trust, Cl A
2.880%, 04/15/15 (D)		874		886
2.100%, 01/15/15 (B) (D)		144		146
Chase Funding Mortgage Loan Asset- Backed Certificates, Cl 1A5
5.350%, 11/25/34		125		114
Chase Funding Mortgage Loan Asset- Backed Certificates, Cl 1A4
4.499%, 11/25/34		189		183
CNH Equipment Trust, Cl A3
1.850%, 12/16/13		40		40
1.540%, 07/15/14		380		382
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.803%, 10/25/35 (B)		1,100		1,063
Ford Credit Floorplan Master Owner Trust, Cl A1
4.200%, 02/15/17 (D)		458		482
Indymac Residential Asset Backed Trust, Cl 2A1
0.423%, 07/25/37 (B)		712		706
JP Morgan Mortgage Acquisition, Cl AV2
0.403%, 10/25/36 (B)		675		645
Mid-State Trust, Ser 11, Cl A1
4.864%, 07/15/38		1,077		1,035
Nelnet Student Loan Trust, Cl A4
2.147%, 11/25/24 (B)		1,318		1,366
Park Place Securities, Cl M1
1.047%, 12/25/34 (B)		1,652		1,611
0.977%, 12/25/34 (B)		903		899
PG&E Energy Recovery Funding, Cl A5
4.470%, 12/25/14		305		326
PG&E Energy Recovery Funding
4.370%, 06/25/14		425		441
RSB Bondco, Cl A1
5.470%, 10/01/14		139		147
SLC Student Loan Trust, Cl A4A
2.137%, 12/15/32 (B)		2,257		2,344
SLM Student Loan Trust, Cl A4
2.016%, 07/25/23 (B)		701		736
SLM Student Loan Trust, Ser 2008-8, Cl A4
1.966%, 07/25/22 (B)		245		257
Soundview Home Equity Loan Trust, Cl A4
0.643%, 11/25/35 (B)		1,394		1,302
Structured Asset Investment Loan Trust, Cl A9
0.617%, 06/25/35 (B)		100		90
Structured Asset Securities, Ser 2006- GEL4, Cl A1
0.467%, 10/25/36 (B) (D)		1,046		965

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Structured Asset Securities, Ser 2007- BC2, Cl A2
0.433%, 03/25/37 (B)	$	939	$	903
				17,069
Total Asset-Backed Securities (Cost $40,374) ($ Thousands)				41,749
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%
FICO STRIPS
1.847%, 02/08/13 (C)		815		782
FICO STRIPS, PO
0.000%, 09/26/19 (C)		100		71
Financing Corp
9.700%, 04/05/19		320		472
8.600%, 09/26/19		845		1,185
FNMA
7.250%, 05/15/30		718		989
5.375%, 06/12/17		50		58
2.625%, 07/22/10 (A)		4,015		4,016
0.170%, 10/18/10 (C)		2,005		2,004
Total U.S. Government Agency Obligations (Cost $9,533) ($ Thousands)				9.577
MUNICIPAL BONDS — 0.5%
Bay Area Toll Authority, RB
6.263%, 04/01/49		1,330		1,398
County of Clark Nevada, Ser C-BUILD, RB
6.820%, 07/01/45		305		341
Los Angeles Unified School District, GO
6.758%, 07/01/34		280		307
North Texas Tollway Authority, RB
6.718%, 01/01/49		150		162
State of California, GO
7.550%, 04/01/39		235		252
7.300%, 10/01/39		1,450		1,510
6.650%, 03/01/22		175		184
State of Illinois, GO
5.100%, 06/01/33		60		47
Total Municipal Bonds (Cost $4,002) ($ Thousands)				4,201
COMMERCIAL PAPER — 0.6%
General Electric Capital
0.250%, 07/14/10		1,705		1,705
Moody’s
0.400%, 07/07/10 (D)		4,030		4,030
Total Commercial Paper (Cost $5,735) ($ Thousands)				5,735
AFFILIATED PARTNERSHIP — 1.9%
SEI Liquidity Fund, L.P., 0.240%† * (F)		16,309,739		16,310
Total Affiliated Partnership (Cost $16,310) ($ Thousands)				16,310

19 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
CASH EQUIVALENT — 4.2%
SEI Daily Income Trust, Prime Obligation Fund, Cl A,
0.120%† *	37,142,311	$	37,142
Total Cash Equivalent (Cost $37,142) ($ Thousands)			37,142
Total Investments — 108.1% (Cost $912,695) ($ Thousands) ††		$	946,176

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note	(10	)	Sep-2010	$	(19	)
U.S. 2-Year Treasury Note	(8	)	Oct-2010		(3	)
U.S. 5-Year Treasury Note	52		Oct-2010		63
U.S. 5-Year Treasury Note	(7	)	Oct-2010		(5	)
U.S. Long Treasury Bond	18		Oct-2010		46
U.S. Long Treasury Bond	(51	)	Oct-2010		(128	)
				$	(46	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A summary of outstanding swap agreements held by the Fund at June 30, 2010, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate		Termination Date	Notional Amount (Thousands)	Net Unrealized Depreciation ($Thousands)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	1,500	$	(311	)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	3,030		(192	)
Bank of America	CMBX-NA-AJ 1 Index	BUY	(0.84	)	10/12/52	1,050		(39	)
							$	(542	)

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

U.S. Fixed Income Fund

June 30, 2010

Percentages are based on a Net Assets of $874,963 ($ Thousands).

* Rate shown is the 7-day effective yield as of June 30, 2010

‡ Real Estate Investment Trust

† Investment in Affiliated Security.

(A) Step Bonds-The rate reflected on the Schedule of Investments is the effective yield on June 30, 2010. The coupon on a step bond changes on a specified date.

(B) Variable Rate Security-The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2010. The date reported on the Schedule of Investments is the maturity date. The effective date may be shorter.

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

(D) 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.

(E) This security or a partial position of this security is on loan at June 30, 2010. The total value of securities on loan at June 30, 2010 was $15,787 ($ Thousands).

(F) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $16,310 ($ Thousands).

ABS — Asset-Based Security

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only—face amount represents notional amount GO — General Obligation

LTD — Limited

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

TIPS — Treasury Inflation Protected Security

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

†† At June 30, 2010, the tax basis cost of the Fund’s investments was $912,695 ($ Thousands), and the unrealized appreciation and depreciation were $34,656 ($ Thousands) and $(1,175) ($ Thousands) respectively.

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

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):
Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	407,833	$	—	$	407,833
U.S. Treasury Obligations		2,884		223,028		—		225,912
Corporate Obligations		—		197,717		—		197,717
Asset-Backed Securities		—		41,749		—		41,749
U.S. Government Agency Obligations		—		9,577		—		9,577
Municipal Bonds		—		4,201		—		4,201
Commercial Paper		—		5,735		—		5,735
Affiliated Partnership		—		16,310		—		16,310
Cash Equivalent		37,142		—		—		37,142
Total Investments in Securities	$	40,026	$	906,150	$	—	$	946,176

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*	$	(46	)	$	—		$	—	$	(46	)
Credit Default Swaps*		—			(542	)		—		(542	)
Total Other Financial Instruments	$	(46	)	$	(542	)	$	—	$	(588	)

* Future and Swap contracts are valued at unrealized depreciation on the instruments

21 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 83.2%
Consumer Discretionary — 18.4%
Adelphia Communications (Escrow Security)
10.250%, 06/15/11 (B)	$	150	$	2
0.000%, 01/15/09 (B)		225		3
Adelphia Communications (Escrow Security), Ser B
0.000%, 02/15/04		25		—
Affinion Group
11.500%, 10/15/15		550		578
10.125%, 10/15/13		250		256
10.125%, 10/15/13		800		820
Amscan Holdings
8.750%, 05/01/14		2,985		2,910
Ashtead Capital
9.000%, 08/15/16 (A)		1,665		1,632
Aventine Renewable (Escrow Security)
0.000%, 10/15/49 (B) (F) (G)		2,750		369
Avis Budget Car Rental
9.625%, 03/15/18 (A)		1,445		1,459
7.750%, 05/15/16		955		892
Beazer Homes USA
12.000%, 10/15/17		1,260		1,383
9.125%, 06/15/18		450		416
8.125%, 06/15/16		680		609
Belo
8.000%, 11/15/16		2,080		2,137
7.750%, 06/01/27		1,675		1,478
Bon-Ton Department Stores
10.250%, 03/15/14		640		629
Boyd Gaming
7.125%, 02/01/16		1,275		1,049
Buffalo Thunder Development Authority
9.375%, 12/15/14 (A) (B)		2,175		392
Burlington Coat Factory Investment Holdings
14.500%, 10/15/14 (C)		3,920		4,116
Burlington Coat Factory Warehouse
11.125%, 04/15/14		1,895		1,961
Cablevision Systems
8.625%, 09/15/17 (A)		255		260
8.000%, 04/15/20		472		478
7.750%, 04/15/18		792		792
CCH II
13.500%, 11/30/16		3,708		4,320
CCO Holdings
8.125%, 04/30/20 (A)		1,513		1,547
7.875%, 04/30/18 (A)		1,390		1,397
Cequel Communications Holdings I and Cequel Capital
8.625%, 11/15/17 (A)		2,935		2,924
Charter Communications Operating
10.875%, 09/15/14 (A)		475		527
Choctaw Resort Development Enterprise
7.250%, 11/15/19 (A)		998		689
Clear Channel Communications
10.750%, 08/01/16		1,050		738
Clear Channel Worldwide Holdings
9.250%, 12/15/17 (A)		360		358

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
9.250%, 12/15/17 (A)	$	1,520	$	1,528
Cleveland Unlimited
13.500%, 12/15/10 (A) (D)		4,304		4,046
Columbus International
11.500%, 11/20/14 (A)		1,295		1,379
Community Health Systems
8.875%, 07/15/15		1,015		1,047
Couche-Tard US
7.500%, 12/15/13		310		312
CSC Holdings
8.625%, 02/15/19		2,200		2,313
Dana (Escrow Security) (B)
0.000%, 03/01/09		350		9
0.000%, 03/01/29		850		21
0.000%, 03/15/08		100		2
0.000%, 03/15/28		200		5
Dex One
12.000%, 01/29/17		489		465
Dillard’s
7.750%, 05/15/27		470		398
7.750%, 07/15/26		75		65
6.625%, 01/15/18		80		73
DISH DBS
7.875%, 09/01/19		430		447
Dollar General
11.875%, 07/15/17		1,505		1,710
Eastman Kodak
9.750%, 03/01/18 (A)		1,730		1,704
7.250%, 11/15/13		1,010		990
Easton-Bell Sports
9.750%, 12/01/16 (A)		2,240		2,318
Echostar DBS
7.750%, 05/31/15		3,935		4,053
7.125%, 02/01/16		2,040		2,045
El Dorado Casino Shreveport PIK
10.000%, 08/01/12		1,191		1,012
El Pollo Loco
11.750%, 12/01/12		2,000		2,000
Equinox Holdings
9.500%, 02/01/16 (A)		810		801
Fontainebleau Las Vegas Holdings
11.000%, 06/15/15 (A) (B)		3,125		12
Ford Motor
7.450%, 07/16/31		1,495		1,349
6.375%, 02/01/29		1,075		823
Games Merger
11.000%, 06/01/18 (A)		4,810		4,846
Goodyear Tire & Rubber
10.500%, 05/15/16		215		234
9.000%, 07/01/15		200		206
8.750%, 08/15/20		375		383
Gray Television
10.500%, 06/29/15 (A)		1,157		1,122
GWR Operating Partnership LLP
10.875%, 04/01/17 (A)		840		835
Hanesbrands
8.000%, 12/15/16		3,029		3,071
Harrah’s Operating
12.750%, 04/15/18 (A)		352		336
11.250%, 06/01/17		6,275		6,604
10.000%, 12/15/18		3,966		3,252

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Hertz
8.875%, 01/01/14	$	500	$	506
Hillman Group
10.875%, 06/01/18 (A)		450		464
HSN
11.250%, 08/01/16		1,475		1,652
Inergy L.P.
8.750%, 03/01/15		845		860
8.250%, 03/01/16		345		349
Insight Communications
9.375%, 07/15/18 (A)		1,200		1,200
Isle of Capri Casinos
7.000%, 03/01/14		550		495
Jarden
8.000%, 05/01/16		260		267
7.500%, 05/01/17		1,345		1,318
Lamar Media
7.875%, 04/15/18 (A)		2,172		2,167
Landry’s Restaurants
11.625%, 12/01/15		1,939		2,007
11.625%, 12/01/15 (A)		753		779
Laureate Education
11.750%, 08/15/17 (A)		1,100		1,128
10.000%, 08/15/15 (A)		525		522
Lear
8.125%, 03/15/20		848		850
7.875%, 03/15/18		855		857
Levi Strauss
7.625%, 05/15/20 (A)		885		867
Libbey Glass
10.000%, 02/15/15 (A)		870		900
Liberty Media LLC
8.250%, 02/01/30		1,970		1,812
Lions Gate Entertainment
10.250%, 11/01/16 (A)		3,890		3,871
M/I Homes
6.875%, 04/01/12		545		539
MCE Finance
10.250%, 05/15/18 (A)		1,240		1,288
MDC Partners
11.000%, 11/01/16 (A)		3,200		3,408
MGM Mirage
11.375%, 03/01/18 (A)		4,565		4,291
9.000%, 03/15/20 (A)		3,070		3,154
7.500%, 06/01/16		2,950		2,323
6.875%, 04/01/16		1,870		1,496
5.875%, 02/27/14		1,485		1,177
MGM Resorts International
11.125%, 11/15/17		965		1,064
10.375%, 05/15/14		620		674
Michaels Stores
13.000%, 11/01/11 (C)		60		53
Millennium (Escrow Security)
7.625%, 11/15/26 (B)		175		—
Mohegan Tribal Gaming Authority
7.125%, 08/15/14		765		553
6.875%, 02/15/15		265		188
MTR Gaming Group
12.625%, 07/15/14		1,925		1,930
NCL
11.750%, 11/15/16 (A)		1,075		1,123

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Neiman-Marcus Group PIK
9.000%, 10/15/15	$	1,396	$	1,400
Nexstar Broadcasting
8.875%, 04/15/17 (A)		1,625		1,633
Norcraft
10.500%, 12/15/15 (A)		550		567
Norcraft Holdings
9.750%, 09/01/12 (C)		821		777
OSI Restaurant Partners
10.000%, 06/15/15		3,185		3,113
Peninsula Gaming
10.750%, 08/15/17		1,535		1,527
8.375%, 08/15/15		1,100		1,096
Penn National Gaming
6.750%, 03/01/15		3,000		2,992
Phillips-Van Heusen
7.375%, 05/15/20		2,890		2,915
Pinnacle Entertainment
8.750%, 05/15/20 (A)		3,700		3,427
Quebecor Media
7.750%, 03/15/16		2,235		2,190
Quebecor Media (Escrow Security)
0.000%, 11/15/13 (B) (E)		1,725		—
0.000%, 03/15/16 (F) (G)		1,915		115
Quiksilver
6.875%, 04/15/15		1,610		1,463
QVC
7.500%, 10/01/19 (A)		2,755		2,707
7.375%, 10/15/20 (A)		415		404
Rental Services
9.500%, 12/01/14		2,485		2,469
River Rock Entertainment Authority
9.750%, 11/01/11		4,515		4,193
RJ Tower
12.000%, 06/01/13 (B)		172		1
Royal Caribbean Cruises
7.000%, 06/15/13		685		682
RSC Equipment Rental
10.000%, 07/15/17 (A)		1,750		1,877
Salem Communications
9.625%, 12/15/16		994		1,024
Sally Holdings LLC
9.250%, 11/15/14		1,360		1,411
San Pasqual Casino
8.000%, 09/15/13 (A)		1,670		1,586
Sbarro
10.375%, 02/01/15		674		532
Sealy Mattress
8.250%, 06/15/14		2,641		2,648
Service International
7.375%, 10/01/14		1,170		1,194
7.000%, 06/15/17		200		197
6.750%, 04/01/15		245		243
Shingle Springs Tribal Gaming Authority
9.375%, 06/15/15 (A)		1,520		1,205
Simmons Bedding
11.250%, 07/15/15 (A)		3,710		3,984
Sinclair Television Group
9.250%, 11/01/17 (A)		375		379
Sirius XM Radio
9.750%, 09/01/15 (A)		2,105		2,237

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
8.750%, 04/01/15 (A)	$	1,750	$	1,724
Sitel
11.500%, 04/01/18 (A)		1,020		943
Speedway Motorsports
8.750%, 06/01/16		1,470		1,544
Stanadyne Holdings
12.000%, 02/15/15 (C)		1,575		1,166
Stanadyne Holdings, Ser 1
10.000%, 08/15/14		450		410
Standard Pacific
10.750%, 09/15/16		1,955		2,092
8.375%, 05/15/18		377		358
Steinway Musical Instruments
7.000%, 03/01/14 (A)		1,990		1,895
TL Acquisitions
10.500%, 01/15/15 (A)		1,280		1,190
Travelport LLC
11.875%, 09/01/16		4,705		4,752
5.163%, 09/01/14 (D)		1,571		1,469
TRW Automotive
7.250%, 03/15/17 (A)		1,095		1,062
Turning Stone Resort Casino Enterprise
9.125%, 09/15/14 (A)		2,035		2,030
United Components
9.375%, 06/15/13		870		874
United Rentals North America
10.875%, 06/15/16		2,600		2,789
9.250%, 12/15/19		965		972
Univision Communications
12.000%, 07/01/14 (A)		500		536
9.750%, 03/15/15 (A)		2,700		2,248
UPC Holding
9.875%, 04/15/18 (A)		3,635		3,653
Vail Resorts
6.750%, 02/15/14		1,340		1,337
Videotron
9.125%, 04/15/18		800		868
6.875%, 01/15/14		1,200		1,206
Visant Holding
10.250%, 12/01/13 (C)		3,195		3,263
WMG Acquisition
9.500%, 06/15/16		2,460		2,620
Wynn Las Vegas
7.875%, 05/01/20 (A)		190		191
7.875%, 11/01/17 (A)		110		111
XM Satellite Radio
13.000%, 08/01/13 (A)		3,280		3,583
11.250%, 06/15/13 (A)		1,920		2,050
				234,193
Consumer Staples — 2.4%
Alliance One International
10.000%, 07/15/16 (A)		185		188
10.000%, 07/15/16 (A)		595		606
B&G Foods
7.625%, 01/15/18		310		312
Bumble Bee Foods
7.750%, 12/15/15 (A)		645		649
C&S Group Enterprises
8.375%, 05/01/17 (A)		1,300		1,261
Central Garden and Pet
8.250%, 03/01/18		840		833

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Chiquita Brands International
8.875%, 12/01/15	$	1,435	$	1,424
Constellation Brands
8.375%, 12/15/14		760		809
7.250%, 09/01/16		565		570
7.250%, 05/15/17		1,000		1,014
Cott Beverages
8.375%, 11/15/17 (A)		1,160		1,171
Dean Foods
7.000%, 06/01/16		610		570
Dole Food
13.875%, 03/15/14		386		453
8.000%, 10/01/16 (A)		205		205
Fleming
0.000%, 04/01/08 (B)		1,010		—
JBS USA
11.625%, 05/01/14		510		572
JohnsonDiversey Holdings
10.500%, 05/15/20 (A)		1,925		2,137
8.250%, 11/15/19 (A)		925		953
Michael Foods
9.750%, 07/15/18 (A)		175		180
Rite Aid
10.375%, 07/15/16		2,640		2,663
10.250%, 10/15/19		305		304
9.750%, 06/12/16		1,890		1,975
9.500%, 06/15/17		3,935		3,119
9.375%, 12/15/15		500		409
7.500%, 03/01/17		840		743
Smithfield Foods
7.750%, 07/01/17		554		529
Spectrum Brands Holdings
12.000%, 08/28/19		1,686		1,838
9.500%, 06/15/18 (A)		485		500
SuperValu
8.000%, 05/01/16		1,980		1,960
Tops Markets
10.125%, 10/15/15( A)		930		958
Viskase
9.875%, 01/15/18 (A)		75		75
9.875%, 01/15/18 (A)		1,075		1,080
				30,060
Energy — 7.9%
American Petroleum Tankers
10.250%, 05/01/15 (A)		520		521
Anadarko Petroleum
6.450%, 09/15/36		845		672
5.950%, 09/15/16		510		439
Antero Resources Finance
9.375%, 12/01/17 (A)		885		885
Aquilex Holdings
11.125%, 12/15/16 (A)		2,720		2,720
Arch Coal
8.750%, 08/01/16 (A)		2,115		2,205
Atlas Energy Operating
12.125%, 08/01/17		120		133
10.750%, 02/01/18		1,705		1,818
Aventine Renewable Energy Holdings
13.000%, 03/15/15 (A) (F) (G)		986		1,035
Basic Energy Services
11.625%, 08/01/14		1,100		1,183

3 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
BP AMI Leasing
5.523%, 05/08/19 (A)	$	1,080	$	910
BP Capital Markets
3.875%, 03/10/15		775		660
Bristow Group
7.500%, 09/15/17		1,680		1,604
Chesapeake Energy
6.500%, 08/15/17		1,010		996
Cloud Peak Energy Resources
8.250%, 12/15/17 (A)		920		911
Compton Petroleum Finance
7.625%, 12/01/13		375		300
Consol Energy
8.250%, 04/01/20 (A)		1,450		1,512
8.000%, 04/01/17 (A)		1,550		1,600
Continental Resources
7.375%, 10/01/20 (A)		2,200		2,162
Copano Energy
7.750%, 06/01/18		2,600		2,457
Crosstex Energy
8.875%, 02/15/18 (A)		1,845		1,843
Denbury Resources
9.750%, 03/01/16		375		405
Drummond
9.000%, 10/15/14 (A)		810		814
Dynegy Holdings
7.750%, 06/01/19		2,440		1,687
7.625%, 10/15/26		1,115		686
7.500%, 06/01/15		1,770		1,401
El Paso
7.420%, 02/15/37		950		855
7.250%, 06/01/18		2,240		2,246
Forbes Energy Services
11.000%, 02/15/15		1,662		1,496
Forest Oil
8.500%, 02/15/14		315		328
8.000%, 12/15/11		585		609
7.250%, 06/15/19		2,075		2,002
General Maritime
12.000%, 11/15/17 (A)		770		785
Global Geophysical Services
10.500%, 05/01/17 (A)		480		461
Helix Energy Solutions Group
9.500%, 01/15/16 (A)		2,845		2,617
Hercules Offshore
10.500%, 10/15/17 (A)		905		803
Hilcorp Energy I
8.000%, 02/15/20 (A)		765		755
Holly
9.875%, 06/15/17 (A)		1,500		1,541
International Coal Group
9.125%, 04/01/18		995		995
Kerr-McGee
6.950%, 07/01/24		390		354
Key Energy Services
8.375%, 12/01/14		820		815
Linn Energy
11.750%, 05/15/17		230		261
8.625%, 04/15/20 (A)		2,460		2,518
MarkWest Energy Partners
8.750%, 04/15/18		1,005		1,015

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Murray Energy
10.250%, 10/15/15 (A)	$	980	$	975
Newfield Exploration
7.125%, 05/15/18		4,465		4,420
6.875%, 02/01/20		1,850		1,795
NFR Energy
9.750%, 02/15/17 (A)		675		651
9.750%, 02/15/17 (A)		1,070		1,033
OPTI Canada
8.250%, 12/15/14		2,940		2,558
7.875%, 12/15/14		785		683
Parker Drilling
9.125%, 04/01/18 (A)		2,615		2,484
Penn Virginia
10.375%, 06/15/16		400		426
PetroHawk Energy
10.500%, 08/01/14		1,800		1,935
9.125%, 07/15/13		990		1,032
7.875%, 06/01/15		2,165		2,171
Petroleum Development
12.000%, 02/15/18		2,000		2,065
Pioneer Drilling
9.875%, 03/15/18 (A)		950		931
Plains Exploration & Production
10.000%, 03/01/16		85		91
7.750%, 06/15/15		75		74
7.625%, 04/01/20		325		315
7.625%, 06/01/18		675		660
7.000%, 03/15/17		1,250		1,194
Pride International
8.500%, 06/15/19		2,580		2,677
Quicksilver Resources
11.750%, 01/01/16		2,500		2,756
9.125%, 08/15/19		165		168
7.125%, 04/01/16		2,210		2,039
SandRidge Energy
9.875%, 05/15/16 (A)		1,185		1,203
8.750%, 01/15/20 (A)		2,175		2,066
8.625%, 04/01/15		1,525		1,481
Southwestern Energy
7.500%, 02/01/18		900		956
Targa Resources Partners
11.250%, 07/15/17		3,000		3,285
Tesoro
9.750%, 06/01/19		3,050		3,164
Thermon Industries
9.500%, 05/01/17 (A)		1,600		1,624
Transocean
6.000%, 03/15/18		1,105		1,017
				99,944
Financials — 12.8%
ALH Finance LLC
8.500%, 01/15/13		2,090		2,090
Alliant Holdings I
11.000%, 05/01/15 (A)		2,900		2,922
Ally Financial
8.000%, 11/01/31		3,035		2,800
8.000%, 12/31/18		1,065		980
6.875%, 08/28/12		246		247
6.750%, 12/01/14		3,713		3,592
American International Group
8.175%, 05/15/58 (D)		1,260		996

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank of America
8.000%, 12/29/49 (D)	$	580	$	560
Bankrate
11.750%, 07/15/15 (A)		1,700		1,692
Calfrac Holdings
7.750%, 02/15/15 (A)		2,850		2,750
Cardtronics
9.250%, 08/15/13		560		566
9.250%, 08/15/13		1,445		1,459
Cemex Finance
9.500%, 12/14/16 (A)		6,025		5,814
CEVA Group
11.625%, 10/01/16 (A)		2,925		3,020
11.500%, 04/01/18 (A)		2,500		2,537
Chukchansi Economic Development Authority
4.123%, 11/15/12 (A) (D)		1,945		1,284
CIT Group
7.000%, 05/01 /16		5,481		5,002
7.000%, 05/01/13		397		380
7.000%, 05/01/17		2,764		2,487
7.000%, 05/01/14		595		561
7.000%, 05/01/15		1,115		1,029
Citigroup Capital XXI
8.300%, 12/21/57 (D)		580		565
City National Bank
9.000%, 08/12 /19		3,384		3,384
City National Capital Trust I
9.625%, 02/01/40		1,600		1,684
Credit Acceptance
9.125%, 02/01/17 (A)		2,400		2,412
E*Trade Financial PIK
12.500%, 11/30/17		1,636		1,738
Felcor Lodging
10.000%, 10/01/14 ‡		740		773
FireKeepers Development Authority
13.875%, 05/01/15 (A)		3,450		3,985
Ford Motor Credit
7.000%, 04/15/15		1,695		1,677
Ford Motor Credit LLC
12.000%, 05/15/15		860		996
8.700%, 10/01/14		1,245		1,298
8.000%, 06/01/14		1,900		1,961
8.000%, 12/15/16		2,050		2,096
7.000%, 10/01/13		550		561
Fresenius US Finance II
9.000%, 07/15/15 (A)		300		325
Genworth Financial
6.500%, 06/15/34		1,090		961
6.150%, 11/15/66 (D)		5,305		3,621
Greektown Superholdings
13.000%, 07/01/15 (A)		2,500		2,300
HBOS Capital Funding
6.071%, 06/30/49 (A) (D)		3,415		2,373
Hellas Telecommunications II
6.881%, 01/15/15 (A) (B) (D)		2,250		45
Hexion US Finance
9.750%, 11/15/14		2,519		2,380
4.936%, 11/15/14 (D)		500		413
Host Marriott LP, Ser Q
6.750%, 06/01/16 ‡		1,115		1,102

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HUB International Holdings
10.250%, 06/15/15 (A)	$	360	$	330
9.000%, 12/15/14 (A)		1,440		1,364
Icahn Enterprises
8.000%, 01/15/18 (A)		3,075		2,983
7.750%, 01/15/16 (A)		5,100		4,960
ILFC E-Capital Trust II
6.250%, 12/21/65 (A) (D)		1,535		984
International Lease Finance
8.750%, 03/15/17 (A)		4,445		4,212
8.625%, 09/15/15 (A)		2,360		2,236
6.375%, 03/25/13		800		750
5.650%, 06/01/14		595		528
Ironshore Holdings US
8.500%, 05/15/20 (A)		4,400		4,484
LBG Capital No..1
7.875%, 11/01/20		1,220		982
LBI Escrow
8.000%, 11/01/17 (A)		5,305		5,464
Liberty Mutual Group
7.000%, 03/15/37 (A) (D)		1,275		1,001
Lloyds Banking Group
6.267%, 11/14/16 (A)		335		172
5.920%, 09/29/49 (A) (D)		505		260
Marlin Water Trust II
6.310%, 07/15/03 (A) (B)		4,200		—
MBIA
5.700%, 12/01 /34		2,500		1,206
MetLife Capital Trust X
9.250%, 04/08/38 (A) (D)		3,550		3,834
National Life Insurance
10.500%, 09/15/39 (A)		990		1,170
NCO Group
11.875%, 11/15/14		800		760
Nielsen Finance
0.000%, 08/01/16 (C)		2,976		2,835
Novelis
11.500%, 02/15/15		580		606
7.250%, 02/15/15		1,655		1,597
Nuveen Investments
10.500%, 11/15/15		8,630		7,508
10.500%, 11/15/15		1,665		1,449
5.500%, 09/15/15		780		562
Ohio Casualty
7.300%, 06/15/14		905		984
Omega Healthcare Investors
7.500%, 02/15/20 ‡ (A)		3,495		3,486
Penson Worldwide
12.500%, 05/15/17 (A)		1,125		1,114
Pinnacle Foods Finance
10.625%, 04/01/17		775		808
9.250%, 04/01/15 (A)		310		316
9.250%, 04/01/15		165		168
PNC Preferred Funding Trust II
6.113%, 03/29/49 (A) (D)		2,170		1,592
Protective Life
8.450%, 10/15/39		2,800		2,988
Rabobank Nederland
11.000%, 12/31/49 (A) (D)		1,295		1,599
Radnet Management
10.375%, 04/01/18 (A)		1,065		959

5 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Realogy
12.375%, 04/15/15	$	875	$	661
10.500%, 04/15/14		1,470		1,246
Regions Financing Trust II
6.625%, 05/15/47 (D)		469		358
Snoqualmie Entertainment Authority
9.125%, 02/01/15 (A)		2,090		1,750
4.136%, 02/01/14 (A) (D)		645		514
Susquehanna Capital II
11.000%, 03/23/40		1,300		1,339
Symetra Financial
6.125%, 04/01/16 (A)		635		639
Unitrin
6.000%, 05/15/17		1,025		1,010
USI Holdings
9.750%, 05/15/15 (A)		3,619		3,320
Ventas Realty L.P.
9.000%, 05/01/12 ‡		675		714
6.750%, 04/01/17 ‡		850		860
Wind Acquisition Holdings Finance
12.250%, 07/15/17 (A)		1,460		1,329
XL Capital
6.500%, 12/31/49 (D)		670		462
Yankee Acquisition, Ser B
9.750%, 02/15/17		1,215		1,236
8.500%, 02/15/15		1,370		1,385
Zions Bancorporation
5.650%, 05/15/14		200		189
				162,681
Health Care — 8.2%
Accellent
10.500%, 12/01/13		820		808
8.375%, 02/01/17 (A)		1,700		1,666
Alion Science and Technology
12.000%, 11/01/14 (A)		2,606		2,606
American Renal Holdings
8.375%, 05/15/18 (A)		1,620		1,604
Apria Healthcare Group
12.375%, 11/01/14 (A)		5,680		6,063
Bausch & Lomb
9.875%, 11/01/15		1,745		1,793
Biomet
11.625%, 10/15/17		4,925		5,331
10.375%, 10/15/17		5,130		5,515
10.000%, 10/15/17		2,045		2,198
BioScrip
10.250%, 10/01/15 (A)		4,340		4,297
Catalent Pharma Solutions
9.500%, 04/15/15		6,060		5,772
DJO Finance
10.875%, 11/15 /14		2,720		2,856
HCA
9.875%, 02/15/17		160		172
9.625%, 11/15/16		7,331		7,844
9.250%, 11/15/16		3,405		3,618
8.500%, 04/15/19		2,160		2,290
7.875%, 02/15/20		1,345		1,384
Health Management Associates
6.125%, 04/15/16		1,055		1,000
Healthsouth
8.125%, 02/15/20		2,870		2,820

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Inverness Medical Innovations
9.000%, 05/15/16	$	3,630	$	3,639
Lantheus Medical Imaging
9.750%, 05/15/17 (A)		2,665		2,638
Mylan
7.875%, 07/15/20 (A)		1,305		1,331
7.625%, 07/15/17 (A)		3,130		3,192
Novasep Holding SAS
9.750%, 12/15/16 (A)		780		766
Omnicare
7.750%, 06/01/20		3,375		3,442
PharmaNet Development Group
10.875%, 04/15/17 (A)		2,490		2,428
Phibro Animal Health
10.000%, 08/01/13 (A)		100		105
9.250%, 07/01/18 (A)		1,650		1,642
Radiation Therapy Services
9.875%, 04/15/17 (A)		1,600		1,536
ReAble Therapeutics Finance
11.750%, 11/15/14		2,732		2,787
Select Medical
7.625%, 02/01/15		4,435		4,169
Surgical Care Affiliates
8.875%, 07/15/15 (A)		1,254		1,233
Talecris Biotherapeutics Holdings
7.750%, 11/15/16 (A)		1,435		1,528
Tenet Healthcare
10.000%, 05/01/18 (A)		95		105
9.250%, 02/01/15		1,265		1,306
8.875%, 07/01/19 (A)		370		392
United Surgical Partners International PIK
9.250%, 05/01/17		1,130		1,130
Universal Hospital Services
8.500%, 06/01/15		640		630
US Oncology
9.125%, 08/15/17		1,445		1,485
US Oncology Holdings
6.427%, 03/15/12 (D)		1,147		1,067
Vanguard Health Holding II
8.000%, 02/01/18		2,640		2,534
VWR Funding PIK
10.250%, 07/15/15		5,555		5,610
				104,332
Industrials — 9.9%
ACCO Brands
10.625%, 03/15/15		3,095		3,358
7.625%, 08/15/15		820		754
Actuant
6.875%, 06/15/17		2,000		1,950
Aleris International
0.000%, 12/15/16 (B)		1,800		16
Aleris International PIK
4.414%, 12/15/14 (B)		725		5
Alliant Techsystems
6.750%, 04/01/16		3,015		2,955
Allison Transmission
11.000%, 11/01/15 (A)		900		943
America West Airlines 2000-1 Pass Through Trust
8.057%, 07/02/20		2,341		2,294

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American Airlines
13.000%, 08/01/16	$	2,782	$	3,060
American Axle & Manufacturing
7.875%, 03/01/17		1,510		1,310
American Tire Distributors
9.750%, 06/01/17 (A)		515		516
Ames True Temper
10.000%, 07/15/12		1,005		980
4.303%, 01/15/12 (D)		1,610		1,530
Amsted Industries
8.125%, 03/15/18 (A)		775		773
ArvinMeritor
10.625%, 03/15/18		445		472
8.125%, 09/15/15		675		648
Associated Materials
11.250%, 03/01/14 (C)		830		847
9.875%, 11/15/16		415		445
Atrium PIK
15.000%, 12/15/12 (A) (B)		1,625		24
Baker & Taylor
11.500%, 07/01/13 (A)		950		696
Baldor Electric
8.625%, 02/15/17		390		404
Belden
9.250%, 06/15/19 (A)		610		644
Case New Holland
7.875%, 12/01/17 (A)		1,970		1,985
7.750%, 09/01/13		410		419
Casella Waste Systems
11.000%, 07/15/14 (A)		170		184
9.750%, 02/01/13		1,030		1,030
Cemex Espana Luxembourg
9.250%, 05/12/20 (A)		174		151
Chart Industries
9.125%, 10/15/15		1,600		1,604
Clean Harbors
7.625%, 08/15/16		535		550
Coleman Cable
9.000%, 02/15/18 (A)		4,965		4,742
Complete Production Services
8.000%, 12/15/16		350		342
Continental Airlines
7.339%, 04/19/14		1,151		1,186
Continental Airlines 2000-1 Class B Pass Through Trust
8.388%, 11/01/20		1,043		988
Corrections Corp of America
7.750%, 06/01/17		475		493
CPM Holdings
10.625%, 09/01/14 (A)		655		692
DAE Aviation Holdings
11.250%, 08/01/15 (A)		870		861
Delta Air Lines
12.250%, 03/15/15 (A)		4,200		4,484
DynCorp International
10.375%, 07/01/17 (A)		4,010		4,020
Esco
8.625%, 12/15/13 (A)		95		94
4.132%, 12/15/13 (A) (D)		375		343
Express
8.750%, 03/01/18 (A)		700		712

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
General Cable
7.125%, 04/01/17	$	1,050	$	1,039
Geo Group
7.750%, 10/15/17 (A)		700		705
Global Aviation Holdings
14.000%, 08/15/13 (A)		2,750		2,846
Goodman Global Group
0.000%, 12/15/14 (A) (H)		4,400		2,684
Harland Clarke Holdings
9.500%, 05/15/15		3,530		3,212
6.000%, 05/15/15 (D)		865		699
Intcomex
13.250%, 12/15/14 (A)		3,250		3,352
Interface
11.375%, 11/01/13		400		448
9.500%, 02/01/14		131		135
Interline Brands
8.125%, 06/15/14		570		571
International Wire Group
9.750%, 04/15/15 (A)		975		965
Iron Mountain
8.375%, 08/15/21		1,070		1,091
K Hovnanian Enterprises
7.500%, 05/15/16		580		406
6.250%, 01/15/15		780		569
Kansas City Southern de Mexico
12.500%, 04/01/16		144		172
8.000%, 02/01/18 (A)		615		637
Koppers
7.875%, 12/01/19		1,620		1,636
Kratos Defense & Security Solutions
10.000%, 06/01/17 (A)		1,250		1,269
Manitowoc
9.500%, 02/15/18		1,450		1,450
Masco
7.125%, 03/15/20		500		485
McJunkin Red Man
9.500%, 12/15/16 (A)		665		645
Neenah Foundary
9.500%, 01/01/17 (B)		400		187
Niska Gas Storage US
8.875%, 03/15/18 (A)		1,085		1,101
Oshkosh
8.250%, 03/01/17		900		936
Ply Gem Industries
13.125%, 07/15/14 (A)		1,120		1,134
Quality Distribution
11.750%, 11/01/13		837		791
RailAmerica
9.250%, 07/01/17		575		602
RBS Global and Rexnord
11.750%, 08/01/16		860		897
8.500%, 05/01/18 (A)		2,375		2,304
Reynolds Group Issuer
8.500%, 05/15/18 (A)		2,240		2,198
7.750%, 10/15/16 (A)		4,825		4,717
Sabine Pass LNG L.P.
7.500%, 11/30/16 (A)		680		566
7.500%, 11/30/16		4,560		3,796
Sequa
11.750%, 12/01/15 (A)		1,745		1,688

7 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ServiceMaster
10.750%, 07/15/15 (A)	$	4,305	$	4,456
7.450%, 08/15/27		1,500		1,118
7.250%, 03/01/38		1,195		837
7.100%, 03/01/18		1,260		1,058
Spirit Aerosystems
7.500%, 10/01/17		745		730
SPX
7.625%, 12/15/14		1,190		1,223
Susser Holdings
8.500%, 05/15/16 (A)		990		990
syncreon Global Ireland
9.500%, 05/01/18 (A)		1,937		1,869
Terex
10.875%, 06/01/16		950		1,023
8.000%, 11/15/17		3,805		3,519
Thermadyne Holdings
9.500%, 02/01/14		860		871
Ticketmaster Entertainment
10.750%, 08/01/16		4,890		5,269
Trimas
9.750%, 12/15/17 (A)		555		562
Triumph Group
8.625%, 07/15/18 (A)		310		316
8.000%, 11/15/17		120		114
UAL Pass Through Trust Series 2000-1
8.030%, 07/01/11		563		842
UCI Holdings
8.537%, 12/15/13 (D)		1,177		1,141
United Air Lines
12.000%, 11/01/13 (A)		1,520		1,581
9.125%, 01/15/12 (B)		1,075		—
United Air Lines, Ser 95A1
9.560%, 10/19/18 (B)		560		213
9.020%, 04/19/12 (B)		357		89
United Air Lines, Ser A
0.000%, 05/01/04 (B)		525		—
USG
9.750%, 08/01/14 (A)		225		234
Wyle Services
10.500%, 04/01/18 (A)		1,745		1,736
				125,228
Information Technology — 7.0%
Activant Solutions
9.500%, 05/01/16		1,645		1,563
Aeroflex
11.750%, 02/15/15		1,465		1,568
Amkor Technology
9.250%, 06/01/16		2,775		2,907
7.375%, 05/01/18 (A)		2,170		2,105
Aspect Software
10.625%, 05/15/17 (A)		2,035		2,035
Avaya
10.125%, 11/01/15		728		680
9.750%, 11/01/15		665		623
Brocade Communications Systems
6.875%, 01/15/20 (A)		440		436
6.625%, 01/15/18 (A)		440		437
Compucom Systems
12.500%, 10/01/15 (A)		3,775		3,973
Equinix
8.125%, 03/01/18		1,900		1,943

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
First Data
11.250%, 03/31/16	$	600	$	369
10.550%, 09/24/15		1,800		1,319
9.875%, 09/24/15		1,900		1,425
9.875%, 09/24/15		7,355		5,590
Freescale Semiconductor
10.125%, 03/15/18 (A)		400		408
10.125%, 12/15/16		2,135		1,708
9.250%, 04/15/18 (A)		5,625		5,555
GXS Worldwide
9.750%, 06/15/15 (A)		10,150		9,693
Innophos
8.875%, 08/15/14		2,440		2,513
Iron Mountain
8.750%, 07/15/18		1,020		1,053
JDA Software Group
8.000%, 12/15/14 (A)		915		920
MagnaChip Semiconductor
10.500%, 04/15/18 (A)		4,115		4,187
NXP Funding LLC
10.000%, 07/15/13 (A)		489		511
9.500%, 10/15/15		1,450		1,214
7.875%, 10/15/14		3,655		3,353
Open Solutions
9.750%, 02/01/15 (A)		4,200		3,150
Sabre Holdings
8.350%, 03/15/16		1,675		1,600
Sanmina-SCI
8.125%, 03/01/16		825		812
Smart Modular Technologies
5.791%, 04/01/12 (D)		670		640
SSI Investments II
11.125%, 06/01/18 (A)		520		528
Stratus Technologies
12.000%, 03/29/15 (A)		2,300		2,004
Sungard Data Systems
10.250%, 08/15/15		4,503		4,649
9.125%, 08/15/13		3,004		3,053
Terremark Worldwide
12.000%, 06/15/17		2,475		2,784
Travelport LLC
9.875%, 09/01/14		1,115		1,118
Unisys
14.250%, 09/15/15 (A)		1,540		1,779
12.750%, 10/15/14 (A)		6,085		6,800
Viasat
8.875%, 09/15/16		565		575
Zayo Group
10.250%, 03/15/17 (A)		965		984
				88,564
Materials — 6.8%
AK Steel
7.625%, 05/15/20		1,283		1,245
Algoma Acquisition
9.875%, 06/15/15 (A)		1,255		1,067
Appleton Papers
10.500%, 06/15/15 (A)		940		888
Ashland
9.125%, 06/01/17		2,265		2,480
Berry Plastics
10.250%, 03/01/16		2,200		1,920
9.500%, 05/15/18 (A)		1,601		1,465

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
8.875%, 09/15/14	$	465	$	448
Boise Paper Holdings
9.000%, 11/01/17 (A)		2,270		2,338
BWAY Holding
10.000%, 06/15/18 (A)		1,125		1,173
Cascades
7.875%, 01/15/20		1,320		1,313
Century Aluminum
8.000%, 05/15/14		889		838
CF Industries
7.125%, 05/01/20		780		799
6.875%, 05/01/18		4,825		4,909
Clearwater Paper
10.625%, 06/15/16		790		870
CPG International I
10.500%, 07/01/13		1,865		1,856
Crown Americas
7.625%, 05/15/17 (A)		515		533
Domtar
10.750%, 06/01/17		2,700		3,240
9.500%, 08/01/16		275		307
Essar Steel Algoma
9.375%, 03/15/15 (A)		115		109
FMG Finance Property Ltd.
10.625%, 09/01/16 (A)		3,690		4,059
Georgia-Pacific LLC
8.250%, 05/01/16 (A)		1,890		2,015
8.000%, 01/15/24		1,690		1,791
7.125%, 01/15/17 (A)		4,980		5,080
7.000%, 01/15/15 (A)		1,155		1,167
Graham Packaging
9.875%, 10/15/14		1,950		1,994
8.250%, 01/01/17 (A)		95		94
Graphic Packaging International
9.500%, 06/15/17		1,265		1,322
Headwaters
11.375%, 11/01/14		835		843
Huntsman International
8.625%, 03/15/20 (A)		1,705		1,577
7.875%, 11/15/14		2,175		2,099
7.375%, 01/01/15		415		388
5.500%, 06/30/16 (A)		685		599
Ineos Finance
9.000%, 05/15/15 (A)		2,840		2,833
Intertape Polymer
8.500%, 08/01/14		710		575
Lyondell Chemical
11.000%, 05/01/18		2,216		2,377
MacDermid
9.500%, 04/15/17 (A)		1,320		1,320
Millar Western Forest Products
7.750%, 11/15/13		685		589
NewPage
11.375%, 12/31/14		2,565		2,328
Noranda Aluminium Acquisition PIK
5.370%, 05/15/15 (D)		2,559		1,970
Packaging Dynamics Finance
10.000%, 05/01/16 (A)		1,020		852
PE Paper Escrow GmbH
12.000%, 08/01/14 (A)		520		571
PH Glatfelter
7.125%, 05/01/16 (A)		250		244

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
7.125%, 05/01/16	$	905	$	882
Plastipak Holdings
10.625%, 08/15/19 (A)		590		655
Pregis
12.375%, 10/15/13		2,081		2,058
Reichhold Industries
9.000%, 08/15/14 (A)		1,969		1,733
Ryerson
12.000%, 11/01/15		1,215		1,248
Sealed Air
7.875%, 06/15/17 (A)		1,120		1,171
Solo Cup
10.500%, 11/01/13		715		739
8.500%, 02/15/14		925		830
Solutia
8.750%, 11/01/17		1,405		1,461
7.875%, 03/15/20		865		863
Standard Steel
12.000%, 05/01/15 (A)		2,650		2,729
Steel Dynamics
7.750%, 04/15/16		1,200		1,206
7.625%, 03/15/20 (A)		785		781
Teck Resources
10.250%, 05/15/16		110		130
Verso Paper Holdings
11.500%, 07/01/14		1,280		1,379
9.125%, 08/01/14		2,910		2,779
Verso Paper Holdings
11.375%, 08/01/16		960		818
Vitro
9.125%, 02/01/17 (B)		1,045		481
				86,428
Telecommunication Services — 7.2%
Angel Lux Common
8.875%, 05/01/16 (A)		1,335		1,372
Citizens Communications
6.625%, 03/15/15		980		946
Clearwire Communications
12.000%, 12/01/15 (A)		6,370		6,314
12.000%, 12/01/15 (A)		3,255		3,243
Cricket Communications
10.000%, 07/15/15		1,050		1,097
9.375%, 11/01/14		1,050		1,066
Crown Castle International
9.000%, 01/15/15		2,505		2,649
Digicel
12.000%, 04/01/14 (A)		500		559
Digicel Group
10.500%, 04/15/18 (A)		1,195		1,232
8.875%, 01/15/15 (A)		785		767
8.250%, 09/01/17 (A)		1,295		1,282
GCI
8.625%, 11/15/19 (A)		2,340		2,334
Global Crossing
12.000%, 09/15/15 (A)		1,370		1,452
Inmarsat Finance
7.375%, 12/01/17 (A)		2,125		2,173
Intelsat
9.250%, 06/15/16		350		368
Intelsat Jackson Holding
11.250%, 06/15/16		3,475		3,701
9.500%, 06/15/16		1,270		1,333

9 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
8.500%, 11/01/19 (A)	$	1,355	$	1,369
Intelsat Luxembourg
11.500%, 02/04/17		3,427		3,419
11.250%, 02/04/17 (C)		3,000		3,037
Intelsat Subsidiary Holding
8.875%, 01/15/15 (A)		320		324
8.875%, 01/15/15		1,775		1,804
ITC Deltacom
10.500%, 04/01/16 (A)		690		662
Level 3 Financing
10.000%, 02/01/18 (A)		3,320		2,938
4.140%, 02/15/15 (D)		125		97
MetroPCS Wireless
9.250%, 11/01/14		1,945		2,003
NII Capital
10.000%, 08/15/16		2,390		2,515
Orascom Telecom Finance
7.875%, 02/08/14 (A)		1,800		1,651
PAETEC Holding
9.500%, 07/15/15		1,830		1,780
8.875%, 06/30/17		1,515		1,515
Primus Telecommunications Holding
13.000%, 12/15/16 (A)		818		814
Qwest
7.500%, 06/15/23		1,015		972
7.250%, 09/15/25		350		336
7.250%, 10/15/35		1,200		1,101
6.875%, 09/15/33		225		206
Qwest Communications International, Ser B
7.500%, 02/15/14		2,135		2,140
Sable International Finance
7.750%, 02/15/17 (A)		1,085		1,090
Sprint Capital
8.750%, 03/15/32		2,655		2,536
6.900%, 05/01/19		2,965		2,683
Telcordia Technologies
11.000%, 05/01/18 (A)		5,295		5,030
Telesat Canada
12.500%, 11/01/17		760		851
11.000%, 11/01/15		860		929
tw telecom holdings inc
8.000%, 03/01/18 (A)		1,585		1,617
Virgin Media Finance PLC
9.500%, 08/15/16		2,540		2,683
8.375%, 10/15/19		1,800		1,823
West
11.000%, 10/15/16		2,830		2,880
9.500%, 10/15/14		1,000		1,005
Wind Acquisition Finance
12.000%, 12/01/09 (A)		2,335		2,417
11.750%, 07/15/17 (A)		2,913		2,985
Windstream
8.625%, 08/01/16		1,920		1,944
				91,044
Utilities — 2.6%
AES
9.750%, 04/15/16		1,745		1,876
8.000%, 10/15/17		475		482
8.000%, 06/01/20		755		759
7.750%, 03/01/14		50		51

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Calpine Generating
14.320%, 04/01/11 (B) (D)	$	1,600	$	204
Edison Mission Energy
7.625%, 05/15/27		1,400		794
7.500%, 06/15/13		155		133
7.000%, 05/15/17		350		224
Elwood Energy
8.159%, 07/05/26		808		764
Energy Future Holdings
10.875%, 11/01/17		3,445		2,549
10.000%, 01/15/20 (A)		395		393
6.500%, 11/15/24		1,055		475
Ferrellgas Partners
9.125%, 10/01/17 (A)		2,100		2,189
6.750%, 05/01/14		1,250		1,225
Mirant (Escrow Security)
0.000%, 07/15/04 (B)		450		5
0.000%, 10/15/49 (B)		50		—
Mirant Americas Generation LLC
8.500%, 10/01/21		1,195		1,111
Mirant North America LLC
7.375%, 12/31/13		600		614
North American Energy Alliance
10.875%, 06/01/16 (A)		1,100		1,133
NRG Energy
8.500%, 06/15/19		2,185		2,220
7.375%, 01/15/17		3,790		3,752
7.375%, 02/01/16		1,490		1,483
Public Service of New Mexico
7.950%, 05/15/18		2,600		2,739
Puget Sound Energy
6.974%, 06/01/67 (D)		905		829
Texas Competitive Electric Holdings
10.250%, 11/01/15		2,950		1,947
TXU, Ser P
5.550%, 11/15/14		1,015		721
TXU, Ser R
6.550%, 11/15/34		2,210		983
United Maritime Group
11.750%, 06/15/15 (A)		4,200		3,969
				33,624
Total Corporate Obligations (Cost $1,036,585) ($ Thousands)				1,056,098
LOAN PARTICIPATIONS — 6.4%
Advantage Sales
8.500%, 04/15/17		1,600		1,580
Affinion Group
7.641%, 03/01/12		4,690		4,368
Allison Transmission
3.110%, 08/07/14		274		249
3.050%, 08/07/14		114		103
American General Finance
7.250%, 04/08/15		1,860		1,807
Asurion, 2nd Lien
4.350%, 07/03/15		2,200		2,145
Boston Generating, 2nd Lien
4.540%, 06/20/14		700		135
Boston Generating, Mezzanine
7.290%, 12/20/16		211		5

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CDW
4.350%, 10/12/14	$	995	$	869
Central Parking
2.563%, 05/22/14		608		514
Central Parking, 1st Lien
2.813%, 05/22/14		1,437		1,240
CF Industries Holdings, Term Loan B-1
4.500%, 04/05/15		1,386		1,386
Chester Downs
12.375%, 12/31/49		557		553
CIT Group, Term Loan A-2
9.500%, 01/20/12		3,713		3,779
CIT Group, Tranche A
0.000%, 01/20/12		280		285
Claire’s Stores
3.040%, 05/27/14		1,561		1,286
Clear Channel
4.004%, 01/29/16		318		242
DAE Aviation Holdings, Tranche B-1
4.090%, 07/31/14		125		112
DAE Aviation Holdings, Tranche B-1
4.090%, 07/31/14		235		210
DAE Aviation Holdings, Tranche B-2
4.090%, 09/27/14		350		312
Dana, Term B Loan
0.000%, 01/31/15		60		58
Dex Media West
7.500%, 10/24/14		93		84
Dex Media West
7.500%, 10/24/14		1,193		1,070
Dex Media West, Term Loan D-2
9.250%, 06/30/11		1,026		917
DynCorp
0.000%, 07/05/16		1,600		1,568
Federal Mogul
2.288%, 12/29/14		1,220		1,064
Federal Mogul, Term C Loan
2.288%, 12/28/15		622		543
First Data, Initial Tranche B-1
3.097%, 09/24/14		949		799
3.040%, 09/24/14		47		40
First Data, Initial Tranche B-2
3.097%, 09/24/14		326		274
Gambro Aktiebolag
7.054%, 11/24/16		1,014		765
5.186%, 05/24/16		922		789
Georgia Pacific
2.538%, 12/20/12		213		205
2.533%, 12/20/12		27		27
Greektown Casino
0.000%, 12/03/12 (B)		614		667
Greektown Casino DIP, Revolving Credit
0.000%, 09/30/10		114		—
Greektown Casino DIP, Term A Loan
0.000%, 09/30/10		1,086		1,097
Greektown Casino, Incremental Term Loan
0.000%, 12/03/12 (B)		36		39
Green Valley Ranch Gaming, 2nd Lien
3.507%, 08/06/14 (B)		2,000		50

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Guitar Center
3.850%, 10/09/13	$	1,833	$	1,616
Harrah’s Operating
3.316%, 01/28/15		1,240		1,029
3.290%, 01/28/15		14		11
Harrah’s Operating
9.500%, 01/28/15		2,985		2,981
Hexion Specialty Chemicals, Term Loan C-1
2.563%, 05/05/13		1,211		1,101
Hexion Specialty Chemicals, Term Loan C-2
2.813%, 05/05/13		461		419
Iasis Healthcare
5.588%, 06/13/14		3,113		2,770
Ineos Group, Term Loan B-2
7.500%, 12/16/13		1,298		1,243
Ineos Group, Term Loan C-2
8.000%, 12/16/14		1,488		1,425
Infor Enterprise Solutions, 2nd Lien
0.000%, 03/02/14		781		569
Infor Enterprise Solutions, 2nd Lien
0.000%, 03/02/14		286		209
Infor Global Enterprise Solutions
6.597%, 03/02/14		917		668
Infor Global Solutions
8.360%, 08/29/14		3,305		1,272
0.000%, 07/28/12		573		531
0.000%, 08/29/14		518		200
Infor Global Solutions, 2nd Lien
6.597%, 03/02/14		1,583		1,154
Integra Telecom Inc
9.250%, 04/07/15		230		230
Intelsat Jackson Holding
2.804%, 02/01/14		2,100		1,869
Jacuzzi
2.574%, 02/14/14		1,037		845
2.543%, 02/14/14		2		2
2.540%, 02/07/14		54		44
Landry’s Restaurants
6.351%, 05/13/11		1,565		1,569
Metroflag, 2nd Lien
14.000%, 01/06/09 (B)		300		—
Nuveen Investments, 2nd Lien
12.500%, 11/09/14		690		716
12.500%, 07/31/15		595		618
Open Link Financial
10.250%, 11/06/15		2,250		2,340
OSI Restaurant Partners
2.625%, 06/14/13		68		59
2.625%, 06/14/14		3,669		3,138
0.356%, 06/14/13		184		158
0.000%, 06/14/14		70		60
PQ
6.850%, 06/14/14		1,297		1,172
ProQuest, 2nd Lien
6.100%, 02/09/15		1,200		1,104
Realogy
3.294%, 10/13/13		495		417
3.292%, 10/13/13		527		444
Rexnord, Term B Loan
7.538%, 03/01/13		2,261		1,470

11 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Reynold, 1st Lien
6.250%, 10/24/12	$	1,491	$	1,481
Rite Aid
9.500%, 06/01/15		827		837
Sabre Holdings
2.338%, 09/30/14		441		391
Sabre, Initial Term Loan
2.354%, 09/30/14		778		690
Simmons Holdco Unsecured
0.000%, 02/15/12		1,635		—
Targa Resources
5.348%, 02/09/15		2,156		1,828
Texas Competitive Electric Holdings,
Term Loan B-2
4.066%, 10/10/14		5,062		3,737
4.033%, 10/10/14		56		41
3.874%, 10/10/14		3,537		2,611
3.850%, 10/10/14		795		587
Texas Competitive Electric Holdings,
Term Loan B-3
4.033%, 10/10/14		2		1
3.850%, 10/10/14		379		278
Tronox DIP, Term Loan B-1
9.000%, 06/01/10		682		687
Tronox DIP, Term Loan B-2
9.000%, 06/01/10		183		185
Wide Open West Finance
6.600%, 06/27/15		1,369		1,195
Wide Open West Finance, 2nd Lien
6.624%, 06/27/15		710		619
0.000%, 06/27/15		475		414
OSI Restaurant Partners
2.787%, 06/14/14 (D)		105		90
Zuffa
7.500%, 06/18/15		1,741		1,741
Total Loan Participations
(Cost $82,431) ($ Thousands)				82,102
COLLATERALIZED DEBT OBLIGATION — 2.8%
Rated Debt — 2.4%
ACAS Business Loan Trust , Ser 2007- 2A , Cl A
0.836%, 11/18/09 (A) (D)		1,032		908
ACAS CLO, Ser 2007-1A, Cl A1J
0.615%, 04/20/21 (A) (D)		3,150		2,425
Applebee’s Enterprises
6.427%, 12/20/37 (A)		3,845		3,585
CIFC Funding, Ser 2007-3A, Cl B
1.566%, 07/26/21 (A) (D)		2,500		1,317
CIT CLO, Ser 2007-1A, Cl E
5.539%, 06/20/21 (D)		800		320
CIT CLO, Ser 2007-1A, Cl D
2.539%, 06/20/21 (A) (D)		2,800		1,316
De Meer Middle Market CLO, Ser 2006-1A, Cl B
0.705%, 10/20/18 (A) (D)		1,029		813

Description	Face Amount ($Thousands)/Shares		Market Value ($ Thousands)
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (A)	$	1,169	$	1,080
Emporia Preferred Funding, Cl C
1.213%, 04/23/21 (A) (D)		1,708		1,076
FM Leveraged Capital Fund, Cl D
2.045%, 11/15/20 (A) (D)		694		347
FM Leveraged Capital Fund, Cl B
0.915%, 11/15/20 (A) (D)		3,157		2,021
Grayson CLO, Cl A1B
0.704%, 11/01/21 (A) (D)		3,316		2,056
Peritus I CDO, Ser 2005-1A, Cl C
9.000%, 05/24/15 (A)		12,517		7,510
Rockwall CDO, Cl A1LA
0.644%, 08/01/21 (A) (D)		5,810		4,067
Stone Tower CDO, Cl A1LA
0.828%, 01/29/20 (A) (D)		1,647		1,350
Waterfront CLO, Ser 2007-1A, Cl A2
0.703%, 08/02/20 (A) (D)		1,181		886
				31,077
Equity — 0.4%
ARES CLO, Ser 2007-1A, Cl SUB
0.000%, 04/16/21 (A)		3,800		1,159
Connecticut Valley Structured Credit CDO, Ser 2006-3A, Cl NOTE
0.000%, 03/23/23 (A)		2,200		11
De Meer Middle Market CLO,
Ser 2006-1A, Cl INC
0.000%, 10/20/18 (A)		3,366		1,178
Duane Street CLO, Ser 2007-5A, Cl SN
0.000%, 10/14/21 (A)		3,300		990
Gleneagles CLO, Ser AI * (D)		7		650
Peritus I CDO, Ser 2007-1A *		3,750		750
Rockwall Investors CDO * (A) (D)		4,000		360
				5,098
Total Collateralized Debt Obligation
(Cost $51,373) ($ Thousands)				36,175
PREFERRED STOCK — 0.7%
Ally Financial (A)		1		540
Axis Capital Holdings		13		1,061
BlackRock Insured Municipal Income
Trust (D)		14		1,141
BlackRock Municipal Income Trust (D)		42		3,445
BlackRock MuniVest Fund (D)		13		1,058
BlackRock MuniYield Insured Fund (D)		11		872
Dana *		5		345
Total Preferred Stock
(Cost $7,827) ($ Thousands)				8,462
COMMON STOCK — 0.6%
Aventine Renewable Energy Holding *
(A) (F) (G)		61,019		2,013
Dana Holding *		64,570		646
Dex One *		32,547		618
LyondellBasell Industries, Cl A *		121,235		1,958
LyondellBasell Industries, Cl B *		111,286		1,797
Shreveport Gaming Holding		13,948		101

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Solutia *		186	$	3
UAL *		35		1
VSS AHC, Cl A * (F) (G)		38,453		459
World Color Press *		12,780		143
Total Common Stock (Cost $9,784) ($ Thousands)				7,739
CONVERTIBLE BONDS — 0.4%
DryShips
5.000%, 12/01/14	$	575		432
Hologic CV to 25.9110
2.000%, 12/15/37 (C)		720		613
Leap Wireless International CV to 10.729
4.500%, 07/15/14		627		525
Liberty Media CV to 16.7764
3.750%, 02/15/30		540		260
Liberty Media CV to 22.94686
4.000%, 11/15/29		375		192
Lions Gate Entertainment CV to 86.9565
2.938%, 10/15/24		1,124		1,099
Live Nation Entertainment
2.875%, 07/15/27		454		377
Mirant
0.000%, 07/15/49 (B)		1,150		—
Mirant CV to 14.7167
0.000%, 06/15/21 (B)		2,200		4
Standard Pacific
6.000%, 10/01/12		790		705
Vector Group
3.875%, 06/15/26 (D)		415		450
Total Convertible Bonds (Cost $4,513) ($ Thousands)				4,657
	Number of Warrants
WARRANTS — 0.0%
Atrium, Expires *		706		—
Grande Communications, Expires 2011 *		850		—
World Color Press, Expires 2014 *		28,804		30
Total Warrants (Cost $458) ($ Thousands)				30
AFFILIATED PARTNERSHIP — 0.00%
SEI Liquidity Fund, L.P., 0.240% (I)† **		6,082		6
Total Affiliated Partnership (Cost $6) ($ Thousands)				6

Description	Shares	Market Value ($ Thousands)
CASH EQUIVALENT — 5.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.110%† **	74,534,797	$	74,535
Total Cash Equivalent (Cost $74,535) ($ Thousands)			74,535
Total Investments — 100.0% (Cost $1,267,512) ($ Thousands) ††		$	1,269,804

13 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

A summary of outstanding swap

agreements held by the Fund at June 30, 2010, is as follows:

Credit Default Swap
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Termination Date	Notional Amount (Thousands)	Net Unrealized Depreciation ($Thousands)
Barclays Bank PLC	CDX.NA.HY.SERIES 13 12/14	BUY	5.00	12/20/14	14,355	$	(505	)
						$	(505	)

Percentages are based on a Net Assets of $1,269,719 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2010.

† 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) Security in default on interest payments.

(C) Step Bonds-The rate reflected on the Schedule of Investments is the effective yield on June 30, 2010. The coupon on a step bond changes on a specified date.

(D) Variable Rate Security - The rate reported on the Schedule of Investments is the rate in effects as of June 30, 2010. The date reported on the Schedule of Investments is the next reset date.

(E) This security or a partial position of this security is on loan at June 30, 2010. The total value of securities on loan at June 30, 2010 was $— ($ Thousands).

(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, 2010 was $3,991 ($ Thousands) and represented 0.31% of Net Assets.

(G) Security considered illiquid and restricted. The total market value of such securities as of June 30, 2010 was $3,991 ($ Thousands) and represented 0.31% of Net Assets.

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

(I) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2010 was $6 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

LTD — Limited

LLC — Limited Liability Company

LLP — Limited Liability Partnership

L.P. — Limited Partnership

PIK — Payment-in-Kind

PLC — Public Limited Company

Ser — Series

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

†† At June 30, 2010, the tax basis cost of the Fund’s investments was $1,267,512 ($ Thousands), and the unrealized appreciation and depreciation were $59,680 ($ Thousands) and $(57,388) ($ Thousands) respectively.

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.

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

High Yield Bond Fund

June 30, 2010

A summary of restricted securities held by the Fund as of June 30, 2010, is as follows:

	Number of Shares/ Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Aventine Renewable Energy Holdings	986	04/17/10	04/17/10	$	912	$	1,035	0.08	%
Aventine Renewable Energy Holdings	61,019	03/31/10	03/31/10		2,285		2,013	0.16
Aventine Renewable Escrow	2,750	03/31/10	03/31/10		—		369	0.03
Quebecore Media	1,915	09/24/09	09/24/09		—		115	—
VSS AHC, Cl A	38,453	10/08/09	10/08/09		485		459	0.04
				$	3,682	$	3,991	0.31	%

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2			Level 3		Total
Corporate Obligations	$	—	$	1,043,631		$	12,467	$	1,056,098
Collateralized Debt Obligation		—		4,665			31,510		36,175
Preferred Stock		—		1,601			6,861		8,462
Common Stock		5,165		—			2,574		7,739
Convertible Bonds		—		4,653			4		4,657
Warrants		—		30			—		30
Loan Participations		—		69,132			12,970		82,102
Affiliated Partnership		—		6			—		6
Cash Equivalent		74,535		—			—		74,535
Total Investments in Securities	$	79,700	$	1,123,718		$	66,386	$	1,269,804
Other Financial Instruments	Level 1		Level 2			Level 3		Total
Credit Default Swap*	$	—	$	(505	)	$	—	$	(505	)

* Swaps are valued at the unrealized depreciation on the instrument.

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

	Corporate Obligations			Collateralized Debt Obligations			Preferred Stock			Common Stock			Convertible Bonds		Loan Participations
Beginning balance as of October 1, 2009	$	3,544		$	36,616		$	—		$	279		$	4	$	20,916
Accrued discounts/premiums		85			(474	)		—			—			—		249
Realized gain/(loss)		93			(6,463	)		548			(35	)		—		458
Change in unrealized appreciation/(depreciation)		516			47,114			(273	)		(143	)		—		1,656
Net purchases/sales		(18	)		(52,793	)		6,586			—			—		(11,952	)
Net transfer in and/or out of Level 3		8,247			7,510			—			2,473			—		1,643
Ending balance as of June 30, 2010	$	12,467		$	31,510		$	6,861		$	2,574		$	4	$	12,970
Changes in unrealized gains (losses) included in earnings Related to securities held at reporting date	$	200		$	3,410		$	995		$	(143	)	$	—	$	320

15 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Real Return Fund

June 30, 2010

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.1%
U.S. Treasury Bond TIPS
3.500%, 01/15/11	$	675	$	860
3.000%, 07/15/12		9,450		12,189
2.375%, 04/15/11 to 01/15/17		11,425		13,159
2.000%, 04/15/12 to 01/15/16		73,275		87,861
1.875%, 07/15/13		13,220		16,598
1.625%, 01/15/15		29,325		35,344
1.250%, 04/15/14		15,200		16,347
0.625%, 04/15/13 (A)		23,575		24,816
Total U.S. Treasury Obligations (Cost $204,921) ($ Thousands)				207,174
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.110%† *		1,193,216		1,193
Total Cash Equivalent (Cost $1,193) ($ Thousands)				1,193
AFFILIATED PARTNERSHIP — 4.6%
SEI Liquidity Fund, L.P., 0.240% (B) †† *		9,655,728		9,656
Total Affiliated Partnership (Cost $9,656) ($ Thousands)				9,656
Total Investments — 104.3% (Cost $215,770) ($ Thousands) †			$	218,023

A summary of the open futures contracts held by the Fund at June 30, 2010, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date	Unrealized (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note	(83	)	Sep-2010	$	(9	)

For the period ended June 30, 2010, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on a Net Assets of $209,113 ($ Thousands).

* Rate shown is the 7-day effective yield as of June 30, 2010.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at June 30, 2010. The total value of securities on loan at June 30, 2010 was $9,440 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2010 was $9,656 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

TIPS — Treasury Inflation Protected Security

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

† At June 30, 2010, the tax basis cost of the Fund’s investments was $215,770 ($ Thousands), and the unrealized appreciation and depreciation were $2,507 ($ Thousands) and $(254) ($ Thousands) respectively.

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.

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Real Return Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
U.S. Treasury Obligations	$	—		$	207,174	$	—	$	207,174
Cash Equivalent		1,193			—		—		1,193
Affiliated Partnership		—			9,656		—		9,656
Total Investments in Securities	$	1,193		$	216,830	$	—	$	218,023
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(9	)	$	—	$	—	$	(9	)

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

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Multi-Strategy Alternative Fund

June 30, 2010

Description	Shares	Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES — 96.6%
Aberdeen Equity Long Short
Fund, Institutional Class	1,103,537	$	11,863
AQR Diversified Arbitrage Fund, Class I	1,208,892		13,165
Driehaus Active Income Fund	1,738,561		18,828
DWS Disciplined Market Neutral Fund, Institutional Class	885,371		8,429
Highbridge Statistical Market
Neutral Fund, Class A	1,013,480		15,689
JPMorgan Research Market
Neutral Fund, Institutional Class	1,228,064		18,937
Manager AMG FW Alternative
Fund, Institutional Class	969,689		10,288
Merger Fund	1,218,823		18,989
Rydex Managed Futures Strategy
Fund, Class I	685,445		17,390
TFS Market Neutral Fund	811,331		12,259
Total Registered Investment Companies (Cost $147,830) ($ Thousands)			145,837
CASH EQUIVALENT — 3.2%
SEI Daily Income Trust,
Prime Obligation Fund,
Cl A, 0.110% * †	4,832,520		4,833
Total Cash Equivalent (Cost $4,833) ($ Thousands)			4,833
Total Investments — 99.8% (Cost $152,663) ($ Thousands) ‡		$	150,670

Percentages are based on Net Assets of $150,945 ($ Thousands).

* Rate shown is the 7-day effective yield as of June 30, 2010.

† Investment in Affiliated Security.

Cl — Class

‡ At June 30, 2010, the tax basis cost of the Fund’s investments was $152,663 ($ Thousands), and the unrealized appreciation and depreciation were $552 ($ Thousands) and ($2,545) ($ Thousands) respectively.

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.

1 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

Schedule of Investments (Unaudited)

Multi-Strategy Alternative Fund

June 30, 2010

The following is a summary of the inputs used as of June 30, 2010 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Registered Investment Companies	$	145,837	$	—	$	—	$	145,837
Cash Equivalent		4,833		—		—		4,833
Total Investments in Securities	$	150,670	$	—	$	—	$	150,670

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2010

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 NESHER
	Robert A. Nesher, President & CEO
Date: August 30, 2010

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 NESHER
	Robert A. Nesher, President & CEO
Date: August 30, 2010

By (Signature and Title)	/S/    STEPHEN PANNER
	Stephen F. Panner, Controller & CFO
Date: August 30, 2010