UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

________

FORM N-CSRS

________

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number 811-04878

SEI Institutional Managed Trust

(Exact name of registrant as specified in charter)

________

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices)

Timothy D. Barto, Esq.

SEI Investments Co.

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

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

Date of fiscal year end: September 30, 2023

Date of reporting period: March 31, 2023

Item 1. Reports to Stockholders.

MARCH 31, 2023

SEMI-ANNUAL REPORT

SEI Institutional Managed Trust

❯ Large Cap Fund

❯ Large Cap Value Fund

❯ Large Cap Growth Fund

❯ Large Cap Index Fund

❯ Tax-Managed Large Cap Fund

❯ S&P 500 Index Fund

❯ Small Cap Fund

❯ Small Cap Value Fund

❯ Small Cap Growth Fund

❯ Tax-Managed Small/Mid Cap Fund

❯ Mid-Cap Fund

❯ U.S. Managed Volatility Fund

❯ Global Managed Volatility Fund

❯ Tax-Managed Managed Volatility Fund

❯ Tax-Managed International Managed
Volatility Fund

❯ Real Estate Fund

❯ Core Fixed Income Fund

❯ High Yield Bond Fund

❯ Conservative Income Fund

❯ Tax-Free Conservative Income Fund

❯ Real Return Fund

❯ Dynamic Asset Allocation Fund

❯ Multi-Strategy Alternative Fund

❯ Multi-Asset Accumulation Fund

❯ Multi-Asset Income Fund

❯ Multi-Asset Inflation Managed Fund

❯ Multi-Asset Capital Stability Fund

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

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

seic.com

TABLE OF CONTENTS

Schedules of Investments	1
Glossary	299
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities	300
Statements of Operations/Consolidated Statements of Operations	312
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	318
Consolidated Statement of Cash Flows	326
Financial Highlights/Consolidated Financial Highlights	327
Notes to Financial Statements/Consolidated Notes to Financial Statements	340
Disclosure of Fund Expenses	386
Review of the Liquidity Risk Management Program	389
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	390

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The Trust’s Form N-PORT reports are available on the Commission’s website at http://www.sec.gov.

A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission’s website at http://www.sec.gov.

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.9%
Communication Services — 6.5%
Alphabet Inc, Cl A *		91,640	$	9,506
Alphabet Inc, Cl C *		198,335		20,627
AT&T Inc		216,966		4,177
Comcast Corp, Cl A		142,077		5,386
Fox Corp, Cl A		57,265		1,950
Liberty Media Corp-Liberty Formula One, Cl C *		32,908		2,462
Live Nation Entertainment Inc *		65,855		4,610
Meta Platforms Inc, Cl A *		66,488		14,091
Netflix Inc *		7,623		2,634
Nexstar Media Group Inc, Cl A		7,733		1,335
Paramount Global, Cl B		22,664		506
TEGNA Inc		150,197		2,540
T-Mobile US Inc *		67,629		9,795
Trade Desk Inc/The, Cl A *		47,680		2,904
Verizon Communications Inc		280,734		10,918
Walt Disney Co/The *		160,172		16,038
Warner Bros Discovery Inc *		56,488		853
				110,332
Consumer Discretionary — 9.2%
Amazon.com Inc, Cl A *		282,471		29,176
Autoliv Inc		14,037		1,310
AutoNation Inc *		2,478		333
AutoZone Inc *		1,077		2,647
Best Buy Co Inc		63,975		5,007
Bloomin' Brands Inc		26,398		677
Booking Holdings Inc *		1,179		3,127
BorgWarner Inc		159,883		7,852
Carnival Corp *		75,978		771
Dick's Sporting Goods Inc		36,476		5,176
Dillard's Inc, Cl A		7,630		2,348
eBay Inc		56,727		2,517
Foot Locker Inc, Cl A		23,394		929

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ford Motor Co		65,375	$	824
General Motors Co		167,255		6,135
Harley-Davidson Inc, Cl A		49,267		1,871
Kohl's Corp		24,781		583
Lennar Corp, Cl A		12,211		1,283
Lithia Motors Inc, Cl A		10,129		2,319
Lowe's Cos Inc		60,013		12,001
Magna International Inc, Cl A		47,105		2,523
MercadoLibre Inc *		3,871		5,102
MGM Resorts International *		148,597		6,601
NIKE Inc, Cl B		90,033		11,042
O'Reilly Automotive Inc *		1,199		1,018
Penske Automotive Group Inc, Cl A		4,717		669
PulteGroup Inc		101,999		5,944
PVH Corp		11,442		1,020
Ross Stores Inc		101,920		10,817
Starbucks Corp		73,877		7,693
Tesla Inc *		34,686		7,196
Thor Industries Inc		11,700		932
Trip.com Group Ltd ADR *		48,035		1,809
Whirlpool Corp		27,260		3,599
Williams-Sonoma Inc		30,798		3,747
				156,598
Consumer Staples — 8.0%
Altria Group Inc		46,068		2,056
Archer-Daniels-Midland Co		20,067		1,599
Church & Dwight Co Inc		42,854		3,789
Coca-Cola Co/The		146,094		9,062
Coca-Cola Europacific Partners PLC		89,238		5,282
Colgate-Palmolive Co		145,985		10,971
Conagra Brands Inc		263,174		9,885
Dollar General Corp		41,094		8,649
Hershey Co/The		1,388		353
Ingredion Inc		72,988		7,425
J M Smucker Co/The		58,157		9,152
Kraft Heinz Co/The		9,187		355
Kroger Co/The		268,628		13,262
Molson Coors Beverage Co, Cl B		30,456		1,574
Mondelez International Inc, Cl A		47,375		3,303
PepsiCo Inc		62,828		11,454
Philip Morris International Inc		106,185		10,326
Sysco Corp, Cl A		145,077		11,204
Target Corp, Cl A		45,317		7,506
Tyson Foods Inc, Cl A		105,363		6,250
Walgreens Boots Alliance Inc		38,987		1,348
				134,805
Energy — 4.6%
Baker Hughes Co, Cl A		209,475		6,045
BP PLC ADR		131,377		4,984
Canadian Natural Resources Ltd		96,107		5,320
Chesapeake Energy Corp		7,654		582

SEI Institutional Managed Trust

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chevron Corp		75,839	$	12,374
ConocoPhillips		81,177		8,054
Devon Energy Corp		81,767		4,138
EOG Resources Inc		75,132		8,612
Exxon Mobil Corp		16,215		1,778
HF Sinclair Corp		44,588		2,157
Marathon Oil Corp		12,387		297
Marathon Petroleum Corp		52,516		7,081
Phillips 66		39,964		4,052
Schlumberger NV, Cl A		64,571		3,170
Shell PLC ADR		30,942		1,780
Valero Energy Corp		49,196		6,868
				77,292
Financials — 14.2%
Aflac Inc		81,002		5,226
Allstate Corp/The		21,940		2,431
American Financial Group Inc/OH		10,346		1,257
Ameriprise Financial Inc		17,997		5,516
Bank of America Corp		352,610		10,085
Bank of New York Mellon Corp/The		19,244		874
Berkshire Hathaway Inc, Cl B *		63,875		19,723
Capital One Financial Corp		28,853		2,774
Charles Schwab Corp/The		118,223		6,192
Citigroup Inc		178,158		8,354
Citizens Financial Group Inc		9,142		278
Discover Financial Services		33,010		3,263
Everest Re Group Ltd		1,843		660
Fifth Third Bancorp		123,682		3,295
First American Financial Corp		14,531		809
Global Payments Inc		148,513		15,629
Goldman Sachs Group Inc/The		996		326
Hartford Financial Services Group Inc/The		69,124		4,817
JPMorgan Chase & Co		79,023		10,297
KeyCorp		107,415		1,345
LPL Financial Holdings Inc		11,674		2,363
Markel Corp *		12,740		16,274
Marsh & McLennan Cos Inc		57,085		9,507
Moody's Corp		38,887		11,900
Morgan Stanley		27,105		2,380
New York Community Bancorp Inc		249,203		2,253
PayPal Holdings Inc *		41,194		3,128
PNC Financial Services Group Inc/The		12,954		1,646
Progressive Corp/The		57,358		8,206
Radian Group Inc		16,498		365
Regions Financial Corp		212,723		3,948
Reinsurance Group of America Inc, Cl A		17,568		2,332
S&P Global Inc		20,519		7,074
Starwood Property Trust Inc ‡		32,387		573
State Street Corp		99,816		7,555
Synchrony Financial		96,135		2,796
US Bancorp		241,322		8,700
Visa Inc, Cl A		110,461		24,905

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Voya Financial Inc		59,127	$	4,225
Wells Fargo & Co		115,137		4,304
Willis Towers Watson PLC		48,312		11,227
Zions Bancorp NA (A)		71,519		2,141
				240,953
Health Care — 15.1%
AbbVie Inc		59,751		9,523
Acadia Healthcare Co Inc, Cl A *		46,772		3,379
AmerisourceBergen Corp, Cl A		70,298		11,255
Amgen Inc, Cl A		48,551		11,737
AstraZeneca PLC ADR		85,913		5,963
Baxter International Inc		136,426		5,533
Biogen Inc *		8,964		2,492
Boston Scientific Corp *		30,639		1,533
Bristol-Myers Squibb Co		155,447		10,774
Cardinal Health Inc		15,457		1,167
Cigna Group/The		1,877		480
CVS Health Corp		187,434		13,928
Danaher Corp, Cl A		37,827		9,534
DaVita Inc *		4,103		333
DENTSPLY SIRONA Inc		41,453		1,628
Gilead Sciences Inc		63,484		5,267
GSK PLC ADR		48,685		1,732
HCA Healthcare Inc		14,456		3,812
Horizon Therapeutics Plc *		43,342		4,730
Humana Inc		11,971		5,812
Jazz Pharmaceuticals PLC *		28,906		4,230
Johnson & Johnson		149,252		23,134
Lantheus Holdings Inc *		15,517		1,281
McKesson Corp		32,704		11,644
Medtronic PLC		79,267		6,391
Merck & Co Inc		91,347		9,718
Mettler-Toledo International Inc *		10,186		15,587
Natera Inc *		90,672		5,034
Organon & Co		15,833		372
PerkinElmer Inc		19,741		2,631
Perrigo Co PLC		61,799		2,217
Pfizer Inc		237,127		9,675
Prometheus Biosciences Inc *		13,076		1,403
Teleflex Inc		22,986		5,823
Thermo Fisher Scientific Inc		13,628		7,855
TransMedics Group Inc *		35,971		2,724
UnitedHealth Group Inc		39,331		18,587
Universal Health Services Inc, Cl B		14,474		1,840
Vertex Pharmaceuticals Inc *		21,049		6,632
Viatris Inc, Cl W		65,540		631
Zimmer Biomet Holdings Inc		62,960		8,134
				256,155
Industrials — 11.0%
AerCap Holdings NV *		62,810		3,532
AGCO Corp		28,514		3,855

2

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alaska Air Group Inc *		80,294	$	3,369
Allison Transmission Holdings Inc		37,699		1,706
American Airlines Group Inc *		127,347		1,878
AMETEK Inc		42,093		6,118
Cummins Inc		24,677		5,895
Delta Air Lines Inc, Cl A *		64,342		2,247
Eaton Corp PLC		36,869		6,317
Emerson Electric Co		16,230		1,414
Fastenal Co, Cl A		93,346		5,035
FedEx Corp		33,861		7,737
Fortive Corp		171,178		11,669
GFL Environmental Inc		30,787		1,060
GXO Logistics Inc *		191,843		9,681
Hillenbrand Inc		34,870		1,657
Honeywell International Inc		75,534		14,436
Huntington Ingalls Industries Inc, Cl A		10,975		2,272
Jacobs Solutions Inc		28,438		3,342
Knight-Swift Transportation Holdings Inc, Cl A		78,885		4,463
L3Harris Technologies Inc		9,696		1,903
Lockheed Martin Corp		8,565		4,049
ManpowerGroup Inc		29,203		2,410
Owens Corning		34,317		3,288
Parker-Hannifin Corp, Cl A		23,421		7,872
Paychex Inc		9,846		1,128
Ryder System Inc		14,973		1,336
Snap-on Inc		9,070		2,239
Southwest Airlines Co, Cl A		49,272		1,603
Textron Inc		56,360		3,981
Timken Co/The		61,063		4,990
TransDigm Group Inc *		27,853		20,529
Triton International Ltd		4,943		313
Uber Technologies Inc *		83,796		2,656
United Airlines Holdings Inc *		23,047		1,020
United Parcel Service Inc, Cl B		67,742		13,141
Westinghouse Air Brake Technologies Corp		9,477		958
WW Grainger Inc		23,291		16,043
				187,142
Information Technology — 21.4%
Adobe Inc *		45,245		17,436
Advanced Micro Devices Inc *		71,209		6,979
Amdocs Ltd		51,821		4,976
Amkor Technology Inc		51,908		1,351
Amphenol Corp, Cl A		108,662		8,880
Apple Inc		337,558		55,663
Applied Materials Inc		44,845		5,508
Arista Networks Inc *		13,867		2,328
Arrow Electronics Inc, Cl A *		14,925		1,864
Broadcom Inc		685		439
Cadence Design Systems Inc *		18,760		3,941
Cirrus Logic Inc *		4,992		546
Cisco Systems Inc		151,519		7,921

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Datadog Inc, Cl A *		63,552	$	4,618
Dell Technologies Inc, Cl C		26,601		1,070
DXC Technology Co *		70,284		1,796
First Solar Inc *		23,682		5,151
Fortinet Inc *		22,373		1,487
Hewlett Packard Enterprise Co		249,894		3,981
HP Inc		173,068		5,079
Intel Corp		118,591		3,874
International Business Machines Corp		24,273		3,182
Intuit Inc		40,098		17,877
Jabil Inc		68,671		6,054
Marvell Technology Inc		183,135		7,930
Microchip Technology Inc		278,655		23,346
Micron Technology Inc		46,921		2,831
Microsoft Corp		221,552		63,873
Motorola Solutions Inc		23,607		6,755
NVIDIA Corp		39,931		11,092
ON Semiconductor Corp *		50,746		4,177
Oracle Corp, Cl B		60,494		5,621
Palo Alto Networks Inc *		2,041		408
Qorvo Inc *		8,524		866
QUALCOMM Inc		73,578		9,387
Roper Technologies Inc		21,778		9,597
Salesforce Inc *		52,218		10,432
SAP SE ADR (A)		85,766		10,854
Seagate Technology Holdings PLC		44,700		2,956
Teradyne Inc		61,524		6,614
Vishay Intertechnology Inc		115,899		2,622
VMware Inc, Cl A *		16,249		2,029
Vontier Corp		253,262		6,924
Xerox Holdings Corp		58,641		903
Zebra Technologies Corp, Cl A *		7,469		2,375
				363,593
Materials — 4.2%
Air Products and Chemicals Inc		47,893		13,755
Avery Dennison Corp		4,043		723
Berry Global Group Inc		31,426		1,851
Celanese Corp, Cl A		33,158		3,611
Crown Holdings Inc		71,500		5,914
Eastman Chemical Co		73,135		6,168
Huntsman Corp		161,847		4,428
International Flavors & Fragrances Inc		15,501		1,426
International Paper Co		39,192		1,413
Linde PLC		27,030		9,608
Louisiana-Pacific Corp		35,915		1,947
LyondellBasell Industries NV, Cl A		3,410		320
Martin Marietta Materials Inc, Cl A		4,215		1,497
Mosaic Co/The		15,728		722
Newmont Corp		50,822		2,491
O-I Glass Inc, Cl I *		44,115		1,002
Reliance Steel & Aluminum Co		8,194		2,104
Sherwin-Williams Co/The, Cl A		8,943		2,010

SEI Institutional Managed Trust

3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Steel Dynamics Inc		9,490	$	1,073
Sylvamo Corp		61,164		2,829
Vulcan Materials Co		39,159		6,718
Westrock Co		8,670		264
				71,874
Real Estate — 2.6%
American Homes 4 Rent, Cl A ‡		254,955		8,018
American Tower Corp, Cl A ‡		55,725		11,387
Crown Castle Inc ‡		70,972		9,499
Extra Space Storage Inc ‡		39,044		6,362
Howard Hughes Corp/The *		35,813		2,865
Omega Healthcare Investors Inc ‡		57,992		1,590
Prologis Inc ‡		20,464		2,553
Sabra Health Care Inc ‡		73,150		841
Service Properties Trust ‡		140,154		1,396
				44,511
Utilities — 2.1%
CMS Energy Corp		51,784		3,178
Edison International		104,559		7,381
FirstEnergy Corp		180,214		7,219
NRG Energy Inc		66,137		2,268
PPL Corp		319,532		8,880
UGI Corp		103,502		3,598

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		114,510	$	2,748
				35,272
Total Common Stock
(Cost $1,131,361) ($ Thousands)				1,678,527
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, LP
4.740% **†(B)		14,986,752		14,992
Total Affiliated Partnership
(Cost $14,990) ($ Thousands)				14,992
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		15,448,985		15,449
Total Cash Equivalent
(Cost $15,449) ($ Thousands)				15,449
Total Investments in Securities — 100.7%
(Cost $1,161,800) ($ Thousands)			$	1,708,968

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		69		Jun-2023	$	13,740	$	14,275	$	535
S&P Mid Cap 400 Index E-MINI		5		Jun-2023		1,219		1,265		46
					$	14,959	$	15,540	$	581

	Percentages are based on Net Assets of $1,696,899 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $14,992 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,678,527		–		–		1,678,527
Affiliated Partnership		–		14,992		–		14,992
Cash Equivalent		15,449		–		–		15,449
Total Investments in Securities		1,693,976		14,992		–		1,708,968

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		581		–		–		581
Total Other Financial Instruments		581		–		–		581

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

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

4

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)			Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1,266	$	23,436	$	(9,703	)	$	(4	)	$	(3	)	$	14,992	$	2	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		15,252		194,930		(194,733	)		—			—			15,449		309		—
Totals	$	16,518	$	218,366	$	(204,436	)	$	(4	)	$	(3	)	$	30,441	$	311	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Value Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 7.7%
Alphabet Inc, Cl A *		36,224	$	3,758
AT&T Inc		1,216,008		23,408
BCE Inc		272,263		12,195
Comcast Corp, Cl A		445,242		16,879
Fox Corp, Cl A		114,572		3,901
Meta Platforms Inc, Cl A *		66,365		14,066
Nexstar Media Group Inc, Cl A		7,601		1,312
Omnicom Group Inc		9,242		872
Paramount Global, Cl B		76,913		1,716
TEGNA Inc		131,658		2,226
T-Mobile US Inc *		50,440		7,306
Verizon Communications Inc		174,796		6,798
Walt Disney Co/The *		70,190		7,028
Warner Bros Discovery Inc *		71,996		1,087
				102,552
Consumer Discretionary — 6.6%
Autoliv Inc		22,443		2,095
Best Buy Co Inc		56,534		4,425
Bloomin' Brands Inc		59,763		1,533
BorgWarner Inc		24,610		1,209
Carnival Corp *		171,400		1,740
Dick's Sporting Goods Inc		18,515		2,627
Dillard's Inc, Cl A		7,538		2,319
eBay Inc		41,518		1,842
Foot Locker Inc, Cl A		44,858		1,781
Ford Motor Co		185,547		2,338
General Motors Co		256,100		9,394
Genuine Parts Co		109,501		18,321
Goodyear Tire & Rubber Co/The *		230,109		2,536
Harley-Davidson Inc, Cl A		31,143		1,182
Kohl's Corp		33,830		796
Lennar Corp, Cl A		9,612		1,010
Lithia Motors Inc, Cl A		9,683		2,217
Lowe's Cos Inc		46,949		9,388

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Magna International Inc, Cl A		27,465	$	1,471
NVR Inc *		114		635
Penske Automotive Group Inc, Cl A		10,242		1,452
PulteGroup Inc		104,103		6,067
PVH Corp		26,398		2,354
Royal Caribbean Cruises Ltd *		20,285		1,325
Thor Industries Inc		20,376		1,623
Whirlpool Corp		17,096		2,257
Williams-Sonoma Inc		33,785		4,110
				88,047
Consumer Staples — 9.2%
Altria Group Inc		207,317		9,250
Archer-Daniels-Midland Co		11,947		952
Conagra Brands Inc		146,906		5,518
Diageo PLC ADR		37,752		6,840
Ingredion Inc		79,830		8,121
J M Smucker Co/The		17,549		2,762
Kimberly-Clark Corp		77,089		10,347
Kraft Heinz Co/The		56,221		2,174
Kroger Co/The		347,326		17,147
Molson Coors Beverage Co, Cl B		104,071		5,378
Philip Morris International Inc		156,341		15,204
Target Corp, Cl A		94,360		15,629
Tyson Foods Inc, Cl A		158,338		9,393
Unilever PLC ADR		172,247		8,945
Walgreens Boots Alliance Inc		134,840		4,663
				122,323
Energy — 7.7%
APA Corp		43,986		1,586
BP PLC ADR		119,233		4,524
Canadian Natural Resources Ltd		33,334		1,845
Chevron Corp		148,216		24,183
ConocoPhillips		177,827		17,642
Devon Energy Corp		36,246		1,834
Exxon Mobil Corp		273,934		30,040
HF Sinclair Corp		30,151		1,459
Marathon Oil Corp		48,813		1,169
Marathon Petroleum Corp		68,784		9,274
Phillips 66		15,015		1,522
Shell PLC ADR		61,589		3,544
Valero Energy Corp		26,222		3,661
				102,283
Financials — 17.9%
Aflac Inc		86,434		5,577
Ally Financial Inc		31,400		800
American Financial Group Inc/OH		20,349		2,472
Ameriprise Financial Inc		21,678		6,644
Annaly Capital Management Inc ‡		66,321		1,267
Bank of America Corp		623,733		17,839
Bank of New York Mellon Corp/The		191,211		8,689
Berkshire Hathaway Inc, Cl B *		39,144		12,086

6

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Capital One Financial Corp		28,002	$	2,693
Charles Schwab Corp/The		43,038		2,254
Chubb Ltd		85,357		16,575
Citigroup Inc		544,061		25,511
Citizens Financial Group Inc		104,794		3,183
Discover Financial Services		35,862		3,544
Fifth Third Bancorp		113,014		3,011
First American Financial Corp		19,225		1,070
Global Payments Inc		34,526		3,634
Goldman Sachs Group Inc/The		6,327		2,069
Hartford Financial Services Group Inc/The		40,505		2,823
JPMorgan Chase & Co		171,797		22,387
KeyCorp		125,944		1,577
Lincoln National Corp		49,895		1,121
MetLife Inc		85,353		4,945
Morgan Stanley		194,327		17,062
New York Community Bancorp Inc		533,663		4,824
Principal Financial Group Inc, Cl A		4,436		330
Prudential Financial Inc		15,906		1,316
Radian Group Inc		78,204		1,728
Regions Financial Corp		201,984		3,749
Reinsurance Group of America Inc, Cl A		21,858		2,902
State Street Corp		47,517		3,597
Synchrony Financial		153,808		4,473
T Rowe Price Group Inc		6,272		708
Travelers Cos Inc/The		48,773		8,360
Truist Financial Corp		211,571		7,215
Unum Group		58,479		2,313
Voya Financial Inc		94,607		6,761
Wells Fargo & Co		377,180		14,099
Willis Towers Watson PLC		16,379		3,806
Zions Bancorp NA (A)		79,407		2,377
				237,391
Health Care — 16.2%
AbbVie Inc		22,361		3,564
Amgen Inc, Cl A		22,684		5,484
AstraZeneca PLC ADR		54,158		3,759
Baxter International Inc		27,948		1,134
Biogen Inc *		10,497		2,918
Bristol-Myers Squibb Co		183,512		12,719
Cardinal Health Inc		69,526		5,249
Cigna Group/The		22,581		5,770
CVS Health Corp		181,962		13,522
DaVita Inc *		25,118		2,037
DENTSPLY SIRONA Inc		115,297		4,529
Gilead Sciences Inc		114,091		9,466
GSK PLC ADR		98,291		3,497
HCA Healthcare Inc		16,836		4,439
Hologic Inc *		17,032		1,375
Horizon Therapeutics Plc *		42,242		4,610
Jazz Pharmaceuticals PLC *		41,808		6,118
Johnson & Johnson		142,804		22,135

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lantheus Holdings Inc *		28,734	$	2,372
McKesson Corp		28,817		10,260
Medtronic PLC		182,215		14,690
Merck & Co Inc		276,116		29,376
Novartis AG ADR		100,888		9,282
Organon & Co		65,898		1,550
Pfizer Inc		713,334		29,104
Syneos Health Inc, Cl A *		71,479		2,546
Viatris Inc, Cl W		405,459		3,901
				215,406
Industrials — 10.5%
AerCap Holdings NV *		77,499		4,358
AGCO Corp		31,476		4,256
Alaska Air Group Inc *		72,619		3,047
Allison Transmission Holdings Inc		68,559		3,102
Cummins Inc		28,130		6,719
Delta Air Lines Inc, Cl A *		130,072		4,542
Expeditors International of Washington Inc		7,871		867
FedEx Corp		39,365		8,994
General Dynamics Corp		60,416		13,787
Hillenbrand Inc		8,094		385
Huntington Ingalls Industries Inc, Cl A		15,488		3,206
Johnson Controls International PLC		261,479		15,746
Lockheed Martin Corp		5,611		2,652
ManpowerGroup Inc		42,383		3,498
Owens Corning		35,493		3,400
PACCAR Inc		28,141		2,060
Raytheon Technologies Corp		194,355		19,033
Ryder System Inc		31,013		2,768
Siemens AG ADR		114,640		9,280
Snap-on Inc		18,096		4,468
Textron Inc		56,910		4,020
Timken Co/The		50,058		4,091
United Airlines Holdings Inc *		38,423		1,700
United Parcel Service Inc, Cl B		68,760		13,339
				139,318
Information Technology — 9.8%
Amdocs Ltd		68,616		6,589
Amkor Technology Inc		102,883		2,677
Applied Materials Inc		28,754		3,532
Arrow Electronics Inc, Cl A *		43,920		5,484
Broadcom Inc		23,152		14,853
Cirrus Logic Inc *		17,288		1,891
Cisco Systems Inc		349,960		18,294
Cognizant Technology Solutions Corp, Cl A		18,994		1,157
Dell Technologies Inc, Cl C		22,376		900
DXC Technology Co *		76,611		1,958
Hewlett Packard Enterprise Co		292,631		4,662
HP Inc		292,652		8,589
Intel Corp		562,549		18,378
International Business Machines Corp		26,606		3,488

SEI Institutional Managed Trust

7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jabil Inc		72,955	$	6,432
Micron Technology Inc		65,413		3,947
Microsoft Corp		31,115		8,970
Oracle Corp, Cl B		34,542		3,210
Seagate Technology Holdings PLC		34,718		2,296
Teradyne Inc		55,447		5,961
Vontier Corp		159,939		4,373
Zebra Technologies Corp, Cl A *		5,903		1,877
				129,518
Materials — 5.1%
Berry Global Group Inc		26,280		1,548
Celanese Corp, Cl A		20,666		2,250
Crown Holdings Inc		47,060		3,892
Dow Inc		320,918		17,593
Eastman Chemical Co		55,322		4,666
Huntsman Corp		146,520		4,009
International Paper Co		111,708		4,028
Louisiana-Pacific Corp		56,701		3,074
LyondellBasell Industries NV, Cl A		44,349		4,164
Mosaic Co/The		52,568		2,412
Newmont Corp		65,956		3,233
O-I Glass Inc, Cl I *		64,028		1,454
Reliance Steel & Aluminum Co		30,848		7,920
Steel Dynamics Inc		47,842		5,409
Sylvamo Corp		16,541		765
Westrock Co		60,481		1,843
				68,260
Real Estate — 3.0%
Boston Properties Inc ‡		88,658		4,798
Healthpeak Properties Inc ‡		453,779		9,969
Host Hotels & Resorts Inc ‡		123,322		2,034
Howard Hughes Corp/The *		41,684		3,335
Jones Lang LaSalle Inc *		2,215		322
Omega Healthcare Investors Inc ‡		117,830		3,230
Sabra Health Care REIT Inc ‡		143,789		1,654

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Service Properties Trust ‡		89,985	$	896
Simon Property Group Inc ‡		18,224		2,040
VICI Properties Inc, Cl A ‡		340,826		11,118
				39,396
Utilities — 5.0%
Duke Energy Corp		145,181		14,005
Edison International		113,921		8,042
FirstEnergy Corp		188,154		7,537
NextEra Energy Inc		234,869		18,104
NRG Energy Inc		150,729		5,168
UGI Corp		253,874		8,825
Vistra Corp		200,451		4,811
				66,492
Total Common Stock
(Cost $964,814) ($ Thousands)				1,310,986
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
4.740% **†(B)		4,913,803		4,914
Total Affiliated Partnership
(Cost $4,915) ($ Thousands)				4,914
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		12,440,457		12,440
Total Cash Equivalent
(Cost $12,440) ($ Thousands)				12,440
Total Investments in Securities — 100.0%
(Cost $982,169) ($ Thousands)			$	1,328,340

A list of the open futures contracts held at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		32		Jun-2023	$	6,389	$	6,620	$	231
S&P Mid Cap 400 Index E-MINI		15		Jun-2023		3,661		3,795		134
					$	10,050	$	10,415	$	365

8

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $1,327,862 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $4,914 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,310,986		–		–		1,310,986
Affiliated Partnership		–		4,914		–		4,914
Cash Equivalent		12,440		–		–		12,440
Total Investments in Securities		1,323,426		4,914		–		1,328,340

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		365		–		–		365
Total Other Financial Instruments		365		–		–		365

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	15,770	$	46,285	$	(57,144	)	$	2	$	1	$	4,914	$	36	$	2
SEI Daily Income Trust, Government Fund, Institutional Class		16,000		133,541		(137,101	)		—		—		12,440		251		—
Totals	$	31,770	$	179,826	$	(194,245	)	$	2	$	1	$	17,354	$	287	$	2

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Growth Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 99.1%
Communication Services — 7.8%
Alphabet Inc, Cl A *		305,521	$	31,692
Alphabet Inc, Cl C *		291,080		30,272
Interpublic Group of Cos Inc/The		5,517		205
Liberty Media Corp-Liberty Formula One, Cl C *		119,488		8,941
Live Nation Entertainment Inc *		80,442		5,631
Meta Platforms Inc, Cl A *		52,953		11,223
Netflix Inc *		24,802		8,569
Omnicom Group Inc		10,519		992
T-Mobile US Inc *		25,964		3,761
Trade Desk Inc/The, Cl A *		89,812		5,470
Walt Disney Co/The *		3,670		368
World Wrestling Entertainment Inc, Cl A		11,987		1,094
				108,218
Consumer Discretionary — 13.4%
Airbnb Inc, Cl A *		1,684		209
Amazon.com Inc, Cl A *		568,799		58,751
AutoZone Inc *		10,177		25,017
Booking Holdings Inc *		599		1,589
Choice Hotels International Inc		1,628		191
Deckers Outdoor Corp *		475		213
Dick's Sporting Goods Inc		1,447		205
eBay Inc		4,082		181
Five Below Inc *		1,032		213
Genuine Parts Co		10,431		1,745
Grand Canyon Education Inc *		1,871		213
H&R Block Inc		13,227		466
Home Depot Inc/The		35,275		10,411
LKQ Corp		3,678		209
Lowe's Cos Inc		69,965		13,991
Lululemon Athletica Inc *		630		229
Marriott International Inc/MD, Cl A		41,075		6,820
McDonald's Corp		12,195		3,410
MercadoLibre Inc *		2,911		3,837

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
MGM Resorts International *		207,574	$	9,220
NIKE Inc, Cl B		41,733		5,118
O'Reilly Automotive Inc *		4,451		3,779
Tapestry Inc		4,909		212
Tempur Sealy International Inc		5,173		204
Tesla Inc *		114,397		23,733
TJX Cos Inc/The		148,505		11,637
Trip.com Group Ltd ADR *		89,186		3,360
Ulta Beauty Inc *		406		222
Williams-Sonoma Inc		1,692		206
Yum! Brands Inc		1,539		203
				185,794
Consumer Staples — 5.3%
Altria Group Inc		23		1
BJ's Wholesale Club Holdings Inc *		1,343		102
Bunge Ltd		74,082		7,077
Colgate-Palmolive Co		99,839		7,503
Costco Wholesale Corp		24,528		12,187
General Mills Inc		24,235		2,071
Hershey Co/The		53,638		13,646
Lamb Weston Holdings Inc		8,611		900
PepsiCo Inc		126,633		23,085
Performance Food Group Co *		3,396		205
Procter & Gamble Co/The		51,969		7,727
				74,504
Energy — 2.4%
Cheniere Energy Inc		19,669		3,100
Chevron Corp		10,356		1,690
ConocoPhillips		35,268		3,499
EOG Resources Inc		101,428		11,626
Exxon Mobil Corp		14,681		1,610
Schlumberger NV, Cl A		229,508		11,269
				32,794
Financials — 9.0%
Apollo Global Management Inc		2,808		177
CME Group Inc, Cl A		54,686		10,474
FactSet Research Systems Inc		23,882		9,913
JPMorgan Chase & Co		7,680		1,001
LPL Financial Holdings Inc		20,472		4,144
Mastercard Inc, Cl A		71,392		25,945
Moody's Corp		44,675		13,671
MSCI Inc, Cl A		24,877		13,923
PayPal Holdings Inc *		25,018		1,900
Progressive Corp/The		6,747		965
S&P Global Inc		29,549		10,188
Shift4 Payments Inc, Cl A *		3,246		246
Unum Group		42,974		1,700
Visa Inc, Cl A		111,971		25,245
W R Berkley Corp		106,990		6,661
				126,153

10

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Health Care — 12.1%
AbbVie Inc		78,624	$	12,530
Acadia Healthcare Co Inc, Cl A *		112,809		8,150
AstraZeneca PLC ADR		42,107		2,923
Becton Dickinson & Co		19,601		4,852
Biogen Inc *		10,027		2,788
Boston Scientific Corp *		60,316		3,018
Cardinal Health Inc		2,614		197
Charles River Laboratories International Inc *		5,103		1,030
Danaher Corp, Cl A		53,479		13,479
Eli Lilly & Co		25,889		8,891
Gilead Sciences Inc		12,470		1,035
Humana Inc		20,491		9,948
Incyte Corp *		2,512		181
Johnson & Johnson		74,128		11,490
McKesson Corp		46,355		16,505
Merck & Co Inc		44,718		4,757
Mettler-Toledo International Inc *		3,304		5,056
Natera Inc *		204,575		11,358
Prometheus Biosciences Inc *		31,254		3,354
Thermo Fisher Scientific Inc		356		205
TransMedics Group Inc *		46,400		3,514
UnitedHealth Group Inc		80,380		37,987
Vertex Pharmaceuticals Inc *		18,383		5,792
Waters Corp *		291		90
				169,130
Industrials — 8.2%
Builders FirstSource Inc *		2,387		212
Carrier Global Corp		209,480		9,584
Caterpillar Inc, Cl A		11,646		2,665
Deere & Co		458		189
Eaton Corp PLC		63,165		10,823
General Dynamics Corp		27,835		6,352
GFL Environmental Inc		85,659		2,950
Graco Inc		143,435		10,472
Hubbell Inc, Cl B		421		102
Middleby Corp/The *		51,098		7,491
nVent Electric PLC		4,521		194
Otis Worldwide Corp		108,620		9,167
Parker-Hannifin Corp, Cl A		6,551		2,202
Paychex Inc		20,540		2,354
Tetra Tech Inc		35,198		5,171
Trane Technologies PLC		9,117		1,677
TransDigm Group Inc *		23,156		17,067
Uber Technologies Inc *		229,081		7,262
Union Pacific Corp		34,255		6,894
Waste Management Inc		34,717		5,665
WESCO International Inc		1,383		214
Westinghouse Air Brake Technologies Corp		56,071		5,667
WillScot Mobile Mini Holdings Corp, Cl A *		4,344		204

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
WW Grainger Inc		299	$	206
				114,784
Information Technology — 37.7%
Adobe Inc *		36,710		14,147
Advanced Micro Devices Inc *		99,468		9,749
Allegro MicroSystems Inc *		4,527		217
Analog Devices Inc		66,281		13,072
Apple Inc		733,739		120,993
Applied Materials Inc		79,121		9,718
Arista Networks Inc *		67,318		11,300
Broadcom Inc		21,517		13,804
Cadence Design Systems Inc *		21,585		4,535
Datadog Inc, Cl A *		97,799		7,106
Dropbox Inc, Cl A *		19,706		426
Enphase Energy Inc *		11,125		2,339
Fair Isaac Corp *		2,282		1,604
First Solar Inc *		36,224		7,879
Fortinet Inc *		69,634		4,628
Gartner Inc *		600		195
Intuit Inc		60,488		26,967
Jabil Inc		49,341		4,350
Keysight Technologies Inc *		9,106		1,470
KLA Corp		2,291		914
Lattice Semiconductor Corp *		2,775		265
Manhattan Associates Inc *		772		120
Marvell Technology Inc		198,585		8,599
Microchip Technology Inc		88,488		7,413
Microsoft Corp		550,121		158,600
Monolithic Power Systems Inc		2,523		1,263
New Relic Inc *		2,690		203
NVIDIA Corp		167,395		46,497
ON Semiconductor Corp *		129,764		10,682
Oracle Corp, Cl B		124,059		11,528
Palo Alto Networks Inc *		49,938		9,975
Paylocity Holding Corp *		1,274		253
Pure Storage Inc, Cl A *		76,360		1,948
ServiceNow Inc *		26,921		12,511
VeriSign Inc *		930		197
				525,467
Materials — 3.2%
Ball Corp		32,993		1,818
Linde PLC		41,809		14,860
Martin Marietta Materials Inc, Cl A		24,759		8,791
Reliance Steel & Aluminum Co		2,087		536
Sherwin-Williams Co/The, Cl A		45,748		10,283
Steel Dynamics Inc		75,818		8,572
				44,860

SEI Institutional Managed Trust

11

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Real Estate — 0.0%
Gaming and Leisure Properties Inc ‡		3,710	$	193
Total Common Stock
(Cost $721,542) ($ Thousands)				1,381,897
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
4.740% **†(A)		11,252		11
Total Affiliated Partnership
(Cost $11) ($ Thousands)				11

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		14,381,242	$	14,381
Total Cash Equivalent
(Cost $14,381) ($ Thousands)				14,381
Total Investments in Securities — 100.1%
(Cost $735,934) ($ Thousands)			$	1,396,289

A list of the open futures contracts held at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		45		Jun-2023	$	9,110	$	9,310	$	200

	Percentages are based on Net Assets of $1,395,445 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
‡	Real Estate Investment Trust.
(A)	This security was purchased with cash collateral held from securities on loan (see Note 12).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,381,897		–		–		1,381,897
Affiliated Partnership		–		11		–		11
Cash Equivalent		14,381		–		–		14,381
Total Investments in Securities		1,396,278		11		–		1,396,289

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		200		–		–		200
Total Other Financial Instruments		200		–		–		200

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023, ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	45	$	6,588	$	(6,621	)	$	(1	)	$	—	$	11	$	9	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		13,898		113,268		(112,785	)		—			—		14,381		193		—
Totals	$	13,943	$	119,856	$	(119,406	)	$	(1	)	$	—	$	14,392	$	202	$	—

12

SEI Institutional Managed Trust

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

13

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 99.0%
Communication Services — 7.8%
Activision Blizzard Inc		20,881	$	1,787
Alphabet Inc, Cl A *		161,181		16,719
Alphabet Inc, Cl C *		140,172		14,578
Altice USA Inc, Cl A *		5,800		20
AMC Entertainment Holdings Inc, Cl A *(A)		13,800		69
AT&T Inc		192,001		3,696
Cable One Inc		138		97
Charter Communications Inc, Cl A *		2,772		991
Comcast Corp, Cl A		112,176		4,252
DISH Network Corp, Cl A *		6,511		61
Electronic Arts Inc		7,306		880
Fox Corp, Cl A		7,731		263
Fox Corp, Cl B		3,700		116
Frontier Communications Parent Inc *		6,600		150
IAC Inc *		1,998		103
Interpublic Group of Cos Inc/The		10,400		387
Liberty Broadband Corp, Cl A *		500		41
Liberty Broadband Corp, Cl C *		3,158		258
Liberty Media Corp-Liberty Formula One, Cl A *		500		34
Liberty Media Corp-Liberty Formula One, Cl C *		5,400		404
Liberty Media Corp-Liberty SiriusXM *		6,198		174
Live Nation Entertainment Inc *		4,190		293
Lumen Technologies Inc		27,095		72
Madison Square Garden Sports Corp *		496		97
Match Group Inc *		7,499		288
Meta Platforms Inc, Cl A *		59,628		12,637
Netflix Inc *		11,677		4,034
New York Times Co/The, Cl A		4,312		168
News Corp, Cl A		10,300		178
News Corp, Cl B		3,200		56
Nexstar Media Group Inc, Cl A		1,000		173

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Omnicom Group Inc		5,426	$	512
Paramount Global, Cl A		219		6
Paramount Global, Cl B		15,453		345
Pinterest Inc, Cl A *		15,976		436
Playtika Holding Corp *		2,637		30
ROBLOX Corp, Cl A *		12,100		544
Roku Inc, Cl A *		3,345		220
Sirius XM Holdings Inc (A)		18,618		74
Spotify Technology SA *		3,760		502
Take-Two Interactive Software Inc, Cl A *		4,404		525
T-Mobile US Inc *		15,714		2,276
Trade Desk Inc/The, Cl A *		11,851		722
TripAdvisor Inc *		2,600		52
Verizon Communications Inc		112,679		4,382
Walt Disney Co/The *		48,844		4,891
Warner Bros Discovery Inc *		63,520		959
World Wrestling Entertainment Inc, Cl A		1,200		109
ZoomInfo Technologies Inc, Cl A *		7,400		183
				79,844
Consumer Discretionary — 10.2%
ADT Inc		5,828		42
Advance Auto Parts Inc		1,617		197
Airbnb Inc, Cl A *		10,100		1,256
Amazon.com Inc, Cl A *		238,105		24,594
Aptiv PLC *		7,253		814
Aramark		6,191		222
AutoNation Inc *		894		120
AutoZone Inc *		517		1,271
Bath & Body Works Inc		6,100		223
Best Buy Co Inc		5,380		421
Booking Holdings Inc *		1,039		2,756
BorgWarner Inc		6,200		304
Boyd Gaming Corp		2,100		135
Bright Horizons Family Solutions Inc *		1,500		115
Brunswick Corp/DE		1,900		156
Burlington Stores Inc *		1,753		354
Caesars Entertainment Inc *		5,600		273
Capri Holdings Ltd *		3,300		155
CarMax Inc *		4,200		270
Carnival Corp *		25,927		263
Carter's Inc		1,000		72
Carvana Co, Cl A *(A)		2,868		28
Chipotle Mexican Grill Inc, Cl A *		739		1,262
Choice Hotels International Inc		828		97
Churchill Downs Inc		961		247
Columbia Sportswear Co		1,000		90
Darden Restaurants Inc		3,299		512
Deckers Outdoor Corp *		701		315
Dick's Sporting Goods Inc		1,392		198
Domino's Pizza Inc		960		317
DoorDash Inc, Cl A *		6,664		424
DR Horton Inc		8,438		824

14

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
DraftKings Inc, Cl A *		9,300	$	180
eBay Inc		14,606		648
Etsy Inc *		3,404		379
Expedia Group Inc *		3,924		381
Five Below Inc *		1,483		305
Floor & Decor Holdings Inc, Cl A *		2,800		275
Ford Motor Co		105,385		1,328
GameStop Corp, Cl A *(A)		7,200		166
Gap Inc/The		5,300		53
Garmin Ltd		4,157		420
General Motors Co		37,349		1,370
Gentex Corp		6,235		175
Genuine Parts Co		3,676		615
Grand Canyon Education Inc *		800		91
H&R Block Inc		4,200		148
Hanesbrands Inc		9,000		47
Harley-Davidson Inc, Cl A		3,600		137
Hasbro Inc		3,502		188
Hilton Worldwide Holdings Inc		6,984		984
Home Depot Inc/The		27,346		8,070
Hyatt Hotels Corp, Cl A *		1,294		145
Kohl's Corp		3,025		71
Las Vegas Sands Corp *		8,846		508
Lear Corp		1,594		222
Leggett & Platt Inc		3,600		115
Lennar Corp, Cl A		6,689		703
Lennar Corp, Cl B		450		40
Leslie's Inc *		4,400		48
Lithia Motors Inc, Cl A		730		167
LKQ Corp		6,688		380
Lowe's Cos Inc		16,226		3,245
Lucid Group Inc *(A)		15,600		125
Lululemon Athletica Inc *		2,993		1,090
Macy's Inc		7,100		124
Marriott International Inc/MD, Cl A		7,055		1,171
Marriott Vacations Worldwide Corp		1,000		135
Mattel Inc *		9,300		171
McDonald's Corp		19,761		5,525
MGM Resorts International *		8,553		380
Mister Car Wash Inc *		2,100		18
Mohawk Industries Inc *		1,432		144
Newell Brands Inc, Cl B		10,070		125
NIKE Inc, Cl B		32,244		3,954
Nordstrom Inc		3,000		49
Norwegian Cruise Line Holdings Ltd *		11,363		153
NVR Inc *		75		418
Ollie's Bargain Outlet Holdings Inc *		1,661		96
O'Reilly Automotive Inc *		1,650		1,401
Peloton Interactive Inc, Cl A *		7,927		90
Penn Entertainment Inc *		4,200		125
Penske Automotive Group Inc, Cl A		700		99
Petco Health & Wellness Co Inc, Cl A *		2,300		21

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Planet Fitness Inc, Cl A *		2,200	$	171
Polaris Inc		1,531		169
Pool Corp		1,021		350
PulteGroup Inc		6,100		356
PVH Corp		1,749		156
QuantumScape Corp, Cl A *(A)		6,600		54
Ralph Lauren Corp, Cl A		1,084		126
RH *		453		110
Rivian Automotive Inc, Cl A *		13,700		212
Ross Stores Inc		9,144		970
Royal Caribbean Cruises Ltd *		5,923		387
Service Corp International/US		4,000		275
Six Flags Entertainment Corp *		2,100		56
Skechers USA Inc, Cl A *		3,653		174
Starbucks Corp		30,701		3,197
Tapestry Inc		6,408		276
Tempur Sealy International Inc		4,400		174
Tesla Inc *		69,224		14,361
Thor Industries Inc		1,400		112
TJX Cos Inc/The		31,159		2,442
Toll Brothers Inc		2,900		174
TopBuild Corp *		858		179
Tractor Supply Co		2,901		682
Travel + Leisure Co		2,063		81
Ulta Beauty Inc *		1,378		752
Under Armour Inc, Cl A *		4,815		46
Under Armour Inc, Cl C *		5,600		48
Vail Resorts Inc		1,070		250
VF Corp		9,364		215
Victoria's Secret & Co *		2,266		77
Wayfair Inc, Cl A *		2,023		69
Wendy's Co/The		4,600		100
Whirlpool Corp		1,438		190
Williams-Sonoma Inc		1,800		219
Wyndham Hotels & Resorts Inc		2,363		160
Wynn Resorts Ltd *		2,815		315
YETI Holdings Inc *		2,300		92
Yum! Brands Inc		7,509		992
				104,114
Consumer Staples — 6.7%
Albertsons Cos Inc, Cl A		6,300		131
Altria Group Inc		48,050		2,144
Archer-Daniels-Midland Co		14,688		1,170
BJ's Wholesale Club Holdings Inc *		3,600		274
Boston Beer Co Inc/The, Cl A *		240		79
Brown-Forman Corp, Cl A		1,240		81
Brown-Forman Corp, Cl B		4,922		316
Bunge Ltd		3,700		353
Campbell Soup Co		5,200		286
Casey's General Stores Inc		996		216
Church & Dwight Co Inc		6,510		575
Clorox Co/The		3,271		518

SEI Institutional Managed Trust

15

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Coca-Cola Co/The		104,576	$	6,487
Colgate-Palmolive Co		22,179		1,667
Conagra Brands Inc		12,549		471
Constellation Brands Inc, Cl A		4,086		923
Costco Wholesale Corp		11,864		5,895
Coty Inc, Cl A *		9,339		113
Darling Ingredients Inc *		4,223		247
Dollar General Corp		6,045		1,272
Dollar Tree Inc *		5,556		798
Estee Lauder Cos Inc/The, Cl A		6,180		1,523
Flowers Foods Inc		4,900		134
Freshpet Inc *		1,200		79
General Mills Inc		15,861		1,355
Grocery Outlet Holding Corp *		2,300		65
Hershey Co/The		3,942		1,003
Hormel Foods Corp		7,637		305
Ingredion Inc		1,810		184
J M Smucker Co/The		2,754		433
Kellogg Co		6,785		454
Keurig Dr Pepper Inc		23,085		814
Kimberly-Clark Corp		8,990		1,207
Kraft Heinz Co/The		18,849		729
Kroger Co/The		17,688		873
Lamb Weston Holdings Inc		3,900		408
McCormick & Co Inc/MD		6,682		556
Molson Coors Beverage Co, Cl B		4,695		243
Mondelez International Inc, Cl A		36,546		2,548
Monster Beverage Corp *		19,678		1,063
Olaplex Holdings Inc *		3,500		15
PepsiCo Inc		37,030		6,751
Performance Food Group Co *		4,100		247
Philip Morris International Inc		41,563		4,042
Pilgrim's Pride Corp *		1,300		30
Post Holdings Inc *		1,507		135
Procter & Gamble Co/The		63,230		9,402
Reynolds Consumer Products Inc		1,500		41
Seaboard Corp		6		23
Spectrum Brands Holdings Inc		1,057		70
Sysco Corp, Cl A		13,663		1,055
Target Corp, Cl A		12,402		2,054
Tyson Foods Inc, Cl A		7,408		439
US Foods Holding Corp *		5,397		199
Walgreens Boots Alliance Inc		19,341		669
Walmart Inc		38,071		5,614
				68,778
Energy — 4.5%
Antero Midstream Corp		8,900		93
Antero Resources Corp *		7,700		178
APA Corp		8,600		310
Baker Hughes Co, Cl A		25,402		733
Cheniere Energy Inc		6,673		1,052
Chesapeake Energy Corp		3,200		243

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Chevron Corp		51,833	$	8,457
ConocoPhillips		32,804		3,254
Coterra Energy Inc		21,214		521
Devon Energy Corp		17,361		879
Diamondback Energy Inc, Cl A		4,829		653
DT Midstream Inc		2,506		124
Enviva Inc		800		23
EOG Resources Inc		15,682		1,798
EQT Corp		9,767		312
Exxon Mobil Corp		110,447		12,112
Halliburton Co		24,245		767
Hess Corp		7,549		999
HF Sinclair Corp		3,600		174
Kinder Morgan Inc		53,534		937
Marathon Oil Corp		16,892		405
Marathon Petroleum Corp		12,112		1,633
New Fortress Energy Inc, Cl A		1,500		44
NOV Inc		10,400		192
Occidental Petroleum Corp		21,223		1,325
ONEOK Inc		11,961		760
Ovintiv Inc		6,700		242
PDC Energy Inc, Cl A		2,300		148
Phillips 66		12,462		1,263
Pioneer Natural Resources Co		6,374		1,302
Range Resources Corp		6,200		164
Schlumberger NV, Cl A		37,875		1,860
Southwestern Energy Co *		29,800		149
Targa Resources Corp		6,100		445
Texas Pacific Land Corp		149		253
Valero Energy Corp		10,274		1,434
Vitesse Energy Inc		635		12
Williams Cos Inc/The		32,773		979
				46,229
Financials — 13.2%
Affiliated Managers Group Inc		971		138
Affirm Holdings Inc, Cl A *		6,100		69
Aflac Inc		16,346		1,055
AGNC Investment Corp ‡		14,928		150
Allstate Corp/The		7,080		785
Ally Financial Inc		7,858		200
American Express Co		15,914		2,625
American Financial Group Inc/OH		1,843		224
American International Group Inc		20,003		1,007
Ameriprise Financial Inc		2,836		869
Annaly Capital Management Inc ‡		12,593		241
Aon PLC, Cl A		5,447		1,717
Apollo Global Management Inc		13,047		824
Arch Capital Group Ltd *		9,489		644
Ares Management Corp, Cl A		4,100		342
Arthur J Gallagher & Co		5,605		1,072
Assurant Inc		1,400		168
Assured Guaranty Ltd		1,514		76

16

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Axis Capital Holdings Ltd		2,023	$	110
Bank of America Corp		188,202		5,383
Bank of Hawaii Corp		1,048		55
Bank of New York Mellon Corp/The		19,785		899
Bank OZK		2,900		99
Berkshire Hathaway Inc, Cl B *		48,320		14,920
BlackRock Inc		3,969		2,656
Blackstone Inc, Cl A		18,999		1,669
Block Inc, Cl A *		14,453		992
Blue Owl Capital Inc, Cl A		10,800		120
BOK Financial Corp		800		68
Brighthouse Financial Inc *		1,900		84
Brown & Brown Inc		6,300		362
Capital One Financial Corp		10,263		987
Carlyle Group Inc/The		5,600		174
Cboe Global Markets Inc		2,800		376
Charles Schwab Corp/The		40,727		2,133
Chubb Ltd		11,110		2,157
Cincinnati Financial Corp		4,100		460
Citigroup Inc		51,880		2,433
Citizens Financial Group Inc		13,059		397
CME Group Inc, Cl A		9,633		1,845
CNA Financial Corp		752		29
Coinbase Global Inc, Cl A *(A)		4,300		291
Columbia Banking System Inc		5,666		121
Comerica Inc		3,453		150
Commerce Bancshares Inc/MO		3,024		176
Corebridge Financial Inc		2,200		35
Credit Acceptance Corp, Cl A *		136		59
Cullen/Frost Bankers Inc		1,614		170
Discover Financial Services		7,171		709
East West Bancorp Inc		3,800		211
Equitable Holdings Inc		9,900		251
Erie Indemnity Co, Cl A		656		152
Euronet Worldwide Inc *		1,300		145
Evercore Inc, Cl A		983		113
Everest Re Group Ltd		1,016		364
Eversource Energy		9,298		728
F&G Annuities & Life Inc		476		9
FactSet Research Systems Inc		985		409
Fidelity National Financial Inc		7,010		245
Fidelity National Information Services Inc, Cl B		15,819		859
Fifth Third Bancorp		18,400		490
First American Financial Corp		2,700		150
First Citizens BancShares Inc/NC, Cl A		319		310
First Hawaiian Inc		3,500		72
First Horizon Corp		14,000		249
First Republic Bank/CA *(A)		4,873		68
Fiserv Inc, Cl A *		15,828		1,789
FleetCor Technologies Inc *		1,911		403
FNB Corp/PA		9,200		107

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Franklin Resources Inc		7,700	$	207
Global Payments Inc		6,977		734
Globe Life Inc		2,401		264
Goldman Sachs Group Inc/The		8,740		2,859
Hanover Insurance Group Inc/The, Cl A		926		119
Hartford Financial Services Group Inc/The		8,559		596
Huntington Bancshares Inc/OH		38,338		429
Interactive Brokers Group Inc, Cl A		2,521		208
Intercontinental Exchange Inc		14,812		1,545
Invesco Ltd		10,062		165
Jack Henry & Associates Inc		1,894		285
Janus Henderson Group PLC		3,600		96
Jefferies Financial Group Inc		5,400		171
JPMorgan Chase & Co		78,145		10,183
Kemper Corp, Cl A		1,755		96
KeyCorp		24,788		310
KKR & Co Inc		15,400		809
Lazard Ltd, Cl A		2,300		76
Lincoln National Corp		4,477		101
Loews Corp		5,289		307
LPL Financial Holdings Inc		2,092		423
M&T Bank Corp		4,577		547
Markel Corp *		350		447
MarketAxess Holdings Inc		975		382
Marsh & McLennan Cos Inc		13,295		2,214
Mastercard Inc, Cl A		22,795		8,284
MetLife Inc		17,815		1,032
MGIC Investment Corp		8,200		110
Moody's Corp		4,256		1,302
Morgan Stanley		33,062		2,903
Morningstar Inc, Cl A		700		142
MSCI Inc, Cl A		2,087		1,168
Nasdaq Inc, Cl A		9,200		503
New York Community Bancorp Inc		17,900		162
Northern Trust Corp		5,550		489
Old Republic International Corp		7,500		187
OneMain Holdings Inc, Cl A		2,981		111
PacWest Bancorp (A)		3,000		29
PayPal Holdings Inc *		30,520		2,318
Pinnacle Financial Partners Inc		2,000		110
PNC Financial Services Group Inc/The		10,756		1,367
Popular Inc		1,900		109
Primerica Inc		981		169
Principal Financial Group Inc, Cl A		6,534		486
Progressive Corp/The		15,607		2,233
Prosperity Bancshares Inc		2,300		142
Prudential Financial Inc		9,862		816
Raymond James Financial Inc		5,205		485
Regions Financial Corp		25,212		468
Reinsurance Group of America Inc, Cl A		1,824		242
RenaissanceRe Holdings Ltd		1,175		235
Rithm Capital Corp ‡		11,640		93

SEI Institutional Managed Trust

17

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Robinhood Markets Inc, Cl A *		14,900	$	145
Rocket Cos Inc, Cl A *(A)		2,800		25
Ryan Specialty Holdings Inc, Cl A *		2,200		89
S&P Global Inc		8,651		2,983
SEI Investments Co †		2,800		161
Shift4 Payments Inc, Cl A *		1,300		99
SLM Corp		6,540		81
SoFi Technologies Inc *		21,300		129
Starwood Property Trust Inc ‡		7,600		134
State Street Corp		9,309		705
Stifel Financial Corp		2,800		165
Synchrony Financial		11,668		339
Synovus Financial Corp		3,900		120
T Rowe Price Group Inc		5,871		663
TFS Financial Corp		1,417		18
Toast Inc, Cl A *		6,700		119
Tradeweb Markets Inc, Cl A		2,900		229
Travelers Cos Inc/The		6,270		1,075
Truist Financial Corp		35,527		1,211
Unum Group		5,275		209
Upstart Holdings Inc *(A)		2,000		32
US Bancorp		36,980		1,333
UWM Holdings Corp (A)		2,800		14
Virtu Financial Inc, Cl A		2,400		45
Visa Inc, Cl A		43,519		9,812
Voya Financial Inc		2,600		186
W R Berkley Corp		5,550		346
Webster Financial Corp		4,568		180
Wells Fargo & Co		102,715		3,840
Western Alliance Bancorp		2,800		100
Western Union Co/The		10,000		112
WEX Inc *		1,195		220
White Mountains Insurance Group Ltd		79		109
Willis Towers Watson PLC		2,904		675
Wintrust Financial Corp		1,600		117
Zions Bancorp NA		4,000		120
				134,657
Health Care — 13.8%
10X Genomics Inc, Cl A *		2,498		139
Abbott Laboratories		45,933		4,651
AbbVie Inc		47,385		7,552
Acadia Healthcare Co Inc, Cl A *		2,400		173
Agilent Technologies Inc		7,954		1,100
agilon health Inc *		5,070		120
Align Technology Inc *		2,051		685
Alnylam Pharmaceuticals Inc *		3,327		666
Amedisys Inc *		900		66
AmerisourceBergen Corp, Cl A		4,395		704
Amgen Inc, Cl A		14,345		3,468
Avantor Inc *		16,220		343
Azenta Inc *		1,900		85
Baxter International Inc		13,465		546

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Becton Dickinson & Co		7,609	$	1,884
Biogen Inc *		3,859		1,073
BioMarin Pharmaceutical Inc *		4,967		483
Bio-Rad Laboratories Inc, Cl A *		556		266
Bio-Techne Corp		4,196		311
Boston Scientific Corp *		38,238		1,913
Bristol-Myers Squibb Co		57,136		3,960
Bruker Corp		2,900		229
Cardinal Health Inc		6,900		521
Catalent Inc *		4,823		317
Centene Corp *		14,681		928
Certara Inc *		3,100		75
Charles River Laboratories International Inc *		1,303		263
Chemed Corp		392		211
Cigna Group/The		7,850		2,006
Cooper Cos Inc/The, Cl A		1,268		473
CVS Health Corp		34,408		2,557
Danaher Corp, Cl A		17,334		4,369
DaVita Inc *		1,500		122
Definitive Healthcare Corp, Cl A *		600		6
DENTSPLY SIRONA Inc		5,800		228
Dexcom Inc *		10,372		1,205
Doximity Inc, Cl A *		2,900		94
Edwards Lifesciences Corp, Cl A *		16,547		1,369
Elanco Animal Health Inc *		11,877		112
Elevance Health Inc		6,432		2,958
Eli Lilly & Co		22,616		7,767
Encompass Health Corp		2,600		141
Enhabit Inc *		1,300		18
Enovis Corp *		1,366		73
Envista Holdings Corp *		4,300		176
Exact Sciences Corp *		4,700		319
Exelixis Inc *		8,200		159
GE HealthCare Technologies Inc		9,804		804
Gilead Sciences Inc		33,644		2,791
Globus Medical Inc, Cl A *		2,100		119
Guardant Health Inc *		2,609		61
HCA Healthcare Inc		5,804		1,530
Henry Schein Inc *		3,647		297
Hologic Inc *		6,600		533
Horizon Therapeutics Plc *		5,900		644
Humana Inc		3,404		1,653
ICU Medical Inc *		519		86
IDEXX Laboratories Inc *		2,155		1,078
Illumina Inc *		4,228		983
Incyte Corp *		4,843		350
Insulet Corp *		1,819		580
Integra LifeSciences Holdings Corp *		1,900		109
Intuitive Surgical Inc *		9,383		2,397
Ionis Pharmaceuticals Inc *		3,700		132
IQVIA Holdings Inc *		5,005		995

18

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Jazz Pharmaceuticals PLC *		1,680	$	246
Johnson & Johnson		70,547		10,935
Laboratory Corp of America Holdings		2,401		551
Maravai LifeSciences Holdings Inc, Cl A *		3,000		42
Masimo Corp *		1,300		240
McKesson Corp		3,642		1,297
Medtronic PLC		35,803		2,886
Merck & Co Inc		67,772		7,210
Mettler-Toledo International Inc *		593		907
Mirati Therapeutics Inc *		1,100		41
Moderna Inc *		8,881		1,364
Molina Healthcare Inc *		1,495		400
Natera Inc *		2,600		144
Neurocrine Biosciences Inc *		2,584		262
Novavax Inc *(A)		2,000		14
Novocure Ltd *		2,775		167
Oak Street Health Inc *		3,200		124
Organon & Co		6,770		159
Penumbra Inc *		900		251
PerkinElmer Inc		3,341		445
Perrigo Co PLC		3,493		125
Pfizer Inc		151,575		6,184
Premier Inc, Cl A		3,200		104
QIAGEN NV *		6,000		276
Quest Diagnostics Inc		3,000		424
QuidelOrtho Corp *		1,300		116
Regeneron Pharmaceuticals Inc *		2,813		2,311
Repligen Corp *		1,450		244
ResMed Inc		3,853		844
Royalty Pharma PLC, Cl A		10,000		360
Sarepta Therapeutics Inc *		2,300		317
Seagen Inc *		3,607		730
Sotera Health Co *		2,700		48
STERIS PLC		2,640		505
Stryker Corp		9,398		2,683
Syneos Health Inc, Cl A *		2,659		95
Tandem Diabetes Care Inc *		1,662		68
Teladoc Health Inc *		4,310		112
Teleflex Inc		1,239		314
Tenet Healthcare Corp *		2,800		166
Thermo Fisher Scientific Inc		10,447		6,021
Ultragenyx Pharmaceutical Inc *		1,700		68
United Therapeutics Corp *		1,172		263
UnitedHealth Group Inc		25,085		11,855
Universal Health Services Inc, Cl B		1,675		213
Veeva Systems Inc, Cl A *		3,768		693
Vertex Pharmaceuticals Inc *		6,796		2,141
Viatris Inc, Cl W		32,830		316
Waters Corp *		1,599		495
West Pharmaceutical Services Inc		1,928		668
Zimmer Biomet Holdings Inc		5,622		726

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Zoetis Inc, Cl A		12,625	$	2,101
				141,297
Industrials — 9.4%
3M Co		14,752		1,551
A O Smith Corp		3,300		228
Acuity Brands Inc		819		150
Advanced Drainage Systems Inc		1,700		143
AECOM		3,500		295
AGCO Corp		1,700		230
Air Lease Corp, Cl A		2,800		110
Alaska Air Group Inc *		3,400		143
Allegion plc		2,350		251
Allison Transmission Holdings Inc		2,500		113
American Airlines Group Inc *		17,072		252
AMETEK Inc		6,183		899
Armstrong World Industries Inc		1,200		85
Automatic Data Processing Inc		11,174		2,488
Avis Budget Group Inc *		700		136
Axon Enterprise Inc *		1,843		414
AZEK Co Inc/The, Cl A *		3,000		71
Boeing Co/The *		14,838		3,152
Booz Allen Hamilton Holding Corp, Cl A		3,540		328
Broadridge Financial Solutions Inc		3,125		458
Builders FirstSource Inc *		3,900		346
BWX Technologies Inc, Cl W		2,500		158
CACI International Inc, Cl A *		592		175
Carlisle Cos Inc		1,324		299
Carrier Global Corp		22,352		1,023
Caterpillar Inc, Cl A		13,967		3,196
CH Robinson Worldwide Inc		3,155		313
ChargePoint Holdings Inc *(A)		6,800		71
Cintas Corp		2,301		1,065
Clarivate PLC *		12,400		116
Clean Harbors Inc *		1,400		200
Concentrix Corp		1,100		134
Copa Holdings SA, Cl A		733		68
Copart Inc *		11,428		859
Core & Main Inc, Cl A *		2,000		46
CoStar Group Inc *		10,900		750
Crane NXT Co		1,300		148
CSX Corp		56,300		1,686
Cummins Inc		3,744		894
Curtiss-Wright Corp		1,000		176
Deere & Co		7,262		2,998
Delta Air Lines Inc, Cl A *		17,221		601
Donaldson Co Inc, Cl A		3,300		216
Dover Corp		3,751		570
Driven Brands Holdings Inc *		1,500		45
Dun & Bradstreet Holdings Inc		6,900		81
Eaton Corp PLC		10,711		1,835
Emerson Electric Co		15,246		1,329
Equifax Inc		3,279		665

SEI Institutional Managed Trust

19

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Esab Corp		1,366	$	81
Expeditors International of Washington Inc		4,300		473
Fastenal Co, Cl A		15,487		835
FedEx Corp		6,260		1,430
Flowserve Corp		3,400		116
Fortive Corp		9,559		652
Fortune Brands Innovations Inc		3,461		203
FTI Consulting Inc *		852		168
Gates Industrial Corp PLC *		2,600		36
Generac Holdings Inc *		1,700		184
General Dynamics Corp		6,555		1,496
General Electric Co		29,114		2,783
Genpact Ltd		4,900		226
Graco Inc		4,500		329
GXO Logistics Inc *		2,833		143
Hayward Holdings Inc *		2,000		23
HEICO Corp		1,150		197
HEICO Corp, Cl A		2,100		285
Hertz Global Holdings Inc *		4,900		80
Hexcel Corp, Cl A		2,200		150
Honeywell International Inc		18,051		3,450
Howmet Aerospace Inc		10,000		424
Hubbell Inc, Cl B		1,405		342
Huntington Ingalls Industries Inc, Cl A		1,027		213
IDEX Corp		2,003		463
Illinois Tool Works Inc		8,189		1,994
Ingersoll Rand Inc		10,849		631
ITT Inc		2,248		194
Jacobs Solutions Inc		3,395		399
JB Hunt Transport Services Inc		2,210		388
JetBlue Airways Corp *		8,197		60
Johnson Controls International PLC		18,526		1,116
KBR Inc		3,700		204
Kirby Corp *		1,600		111
Knight-Swift Transportation Holdings Inc, Cl A		4,127		233
L3Harris Technologies Inc		5,097		1,000
Landstar System Inc		992		178
Leidos Holdings Inc		3,700		341
Lennox International Inc		878		221
Lincoln Electric Holdings Inc		1,542		261
Lockheed Martin Corp		6,088		2,878
Lyft Inc, Cl A *		8,300		77
ManpowerGroup Inc		1,388		115
Masco Corp		6,000		298
MasTec Inc *		1,600		151
Masterbrand Inc *		3,461		28
MDU Resources Group Inc		5,300		162
Mercury Systems Inc *		1,300		66
Middleby Corp/The *		1,439		211
MSA Safety Inc		958		128
MSC Industrial Direct Co Inc, Cl A		1,279		107

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Nordson Corp		1,543	$	343
Norfolk Southern Corp		6,115		1,296
Northrop Grumman Corp		3,831		1,769
nVent Electric PLC		4,400		189
Old Dominion Freight Line Inc, Cl A		2,670		910
Oshkosh Corp		1,800		150
Otis Worldwide Corp		11,226		947
Owens Corning		2,460		236
PACCAR Inc		13,782		1,009
Parker-Hannifin Corp, Cl A		3,456		1,162
Paychex Inc		8,690		996
Pentair PLC		4,400		243
Plug Power Inc *		13,800		162
Quanta Services Inc		3,800		633
Raytheon Technologies Corp		39,397		3,858
Regal Rexnord Corp		1,700		239
Republic Services Inc		5,546		750
Ritchie Bros Auctioneers Inc		1,890		106
Robert Half International Inc		2,800		226
Rockwell Automation Inc		3,049		895
Rollins Inc		6,100		229
RXO Inc *		2,733		54
Ryder System Inc		1,300		116
Schneider National Inc, Cl B		1,500		40
Science Applications International Corp		1,500		161
Sensata Technologies Holding PLC		4,100		205
SiteOne Landscape Supply Inc *		1,152		158
Snap-on Inc		1,379		340
Southwest Airlines Co, Cl A		16,044		522
Spirit AeroSystems Holdings Inc, Cl A		2,700		93
SS&C Technologies Holdings Inc		5,900		333
Stanley Black & Decker Inc		3,957		319
Stericycle Inc, Cl A *		2,400		105
Sunrun Inc *		5,409		109
Tetra Tech Inc		1,400		206
Textron Inc		5,638		398
Timken Co/The		1,600		131
Toro Co/The		2,800		311
Trane Technologies PLC		6,120		1,126
TransDigm Group Inc *		1,325		977
TransUnion		5,100		317
Trex Co Inc *		2,900		141
Uber Technologies Inc *		51,429		1,630
U-Haul Holding Co *		237		14
U-Haul Holding Co, Cl B		2,133		111
Union Pacific Corp		16,436		3,308
United Airlines Holdings Inc *		8,773		388
United Parcel Service Inc, Cl B		19,720		3,825
United Rentals Inc		1,888		747
Univar Solutions Inc *		4,200		147
Valmont Industries Inc		559		178
Verisk Analytics Inc, Cl A		4,149		796

20

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Vertiv Holdings Co, Cl A		7,900	$	113
Waste Management Inc		10,950		1,787
Watsco Inc		876		279
WESCO International Inc		1,200		185
Westinghouse Air Brake Technologies Corp		4,866		492
WillScot Mobile Mini Holdings Corp, Cl A *		5,500		258
Woodward Inc		1,542		150
WW Grainger Inc		1,211		834
XPO Inc *		2,733		87
Xylem Inc/NY		4,838		507
				96,240
Information Technology — 25.1%
Accenture PLC, Cl A		16,979		4,853
Adobe Inc *		12,203		4,703
Advanced Micro Devices Inc *		43,323		4,246
Akamai Technologies Inc *		4,100		321
Allegro MicroSystems Inc *		1,800		86
Alteryx Inc, Cl A *		1,636		96
Amdocs Ltd		3,200		307
Amphenol Corp, Cl A		15,732		1,286
Analog Devices Inc		13,537		2,670
ANSYS Inc *		2,275		757
Apple Inc		402,711		66,407
Applied Materials Inc		22,597		2,776
AppLovin Corp, Cl A *		6,000		94
Arista Networks Inc *		6,552		1,100
Arrow Electronics Inc, Cl A *		1,531		191
Aspen Technology Inc *		731		167
Atlassian Corp Ltd, Cl A *		3,843		658
Autodesk Inc, Cl A *		5,782		1,204
Avnet Inc		2,500		113
Bentley Systems Inc, Cl B		4,600		198
BILL Holdings Inc *		2,641		214
Black Knight Inc *		4,100		236
Broadcom Inc		10,601		6,801
Cadence Design Systems Inc *		7,302		1,534
CCC Intelligent Solutions Holdings Inc *		4,500		40
CDW Corp/DE		3,645		710
Ceridian HCM Holding Inc *		3,655		268
Ciena Corp *		3,900		205
Cirrus Logic Inc *		1,500		164
Cisco Systems Inc		110,181		5,760
Cloudflare Inc, Cl A *		7,600		469
Cognex Corp		4,700		233
Cognizant Technology Solutions Corp, Cl A		13,761		838
Coherent Corp *		3,085		117
Confluent Inc, Cl A *		3,300		79
Corning Inc, Cl B		19,714		695
Crowdstrike Holdings Inc, Cl A *		5,741		788
Datadog Inc, Cl A *		7,100		516
Dell Technologies Inc, Cl C		6,287		253
DocuSign Inc, Cl A *		5,320		310

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Dolby Laboratories Inc, Cl A		1,653	$	141
DoubleVerify Holdings Inc, Cl Rights *		2,300		69
Dropbox Inc, Cl A *		7,300		158
DXC Technology Co *		6,081		155
Dynatrace Inc *		5,700		241
Elastic NV *		2,000		116
Enphase Energy Inc *		3,540		744
Entegris Inc		4,000		328
EPAM Systems Inc *		1,492		446
F5 Inc, Cl A *		1,581		230
Fair Isaac Corp *		662		465
First Solar Inc *		2,800		609
Five9 Inc *		1,900		137
Fortinet Inc *		17,335		1,152
Gartner Inc *		2,025		660
Gen Digital Inc		14,801		254
GLOBALFOUNDRIES Inc *(A)		1,700		123
Globant SA *		1,053		173
GoDaddy Inc, Cl A *		4,225		328
Guidewire Software Inc, Cl Z *		2,182		179
Hewlett Packard Enterprise Co		34,307		547
HP Inc		26,301		772
HubSpot Inc *		1,271		545
Informatica Inc, Cl A *		900		15
Intel Corp		110,876		3,622
International Business Machines Corp		24,137		3,164
Intuit Inc		7,399		3,299
IPG Photonics Corp *		872		108
Jabil Inc		3,500		309
Jamf Holding Corp *		1,790		35
Juniper Networks Inc		8,500		293
Keysight Technologies Inc *		4,832		780
KLA Corp		3,695		1,475
Kyndryl Holdings Inc *		5,177		76
Lam Research Corp		3,607		1,912
Lattice Semiconductor Corp *		3,600		344
Littelfuse Inc		600		161
Lumentum Holdings Inc *		1,800		97
Manhattan Associates Inc *		1,705		264
Marvell Technology Inc		22,859		990
Microchip Technology Inc		14,250		1,194
Micron Technology Inc		29,073		1,754
Microsoft Corp		200,479		57,798
MKS Instruments Inc		1,500		133
MongoDB Inc, Cl A *		1,764		411
Monolithic Power Systems Inc		1,184		593
Motorola Solutions Inc		4,364		1,249
National Instruments Corp		3,527		185
nCino inc *		1,900		47
NCR Corp *		3,423		81
NetApp Inc		5,800		370
New Relic Inc *		1,400		105

SEI Institutional Managed Trust

21

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Nutanix Inc, Cl A *		6,259	$	163
NVIDIA Corp		63,423		17,617
Okta Inc, Cl A *		4,016		346
ON Semiconductor Corp *		11,657		960
Oracle Corp, Cl B		40,993		3,809
Palantir Technologies Inc, Cl A *		49,720		420
Palo Alto Networks Inc *		7,923		1,583
Paycom Software Inc *		1,366		415
Paycor HCM Inc *		1,400		37
Paylocity Holding Corp *		1,035		206
Pegasystems Inc		1,100		53
Procore Technologies Inc *		1,900		119
PTC Inc *		2,865		367
Pure Storage Inc, Cl A *		7,600		194
Qorvo Inc *		2,724		277
QUALCOMM Inc		30,057		3,835
RingCentral Inc, Cl A *		2,155		66
Roper Technologies Inc		2,844		1,253
Salesforce Inc *		25,804		5,155
SentinelOne Inc, Cl A *		5,300		87
ServiceNow Inc *		5,443		2,529
Skyworks Solutions Inc		4,226		499
Smartsheet Inc, Cl A *		3,500		167
Snowflake Inc, Cl A *		8,300		1,281
Splunk Inc *		4,382		420
Synopsys Inc *		4,067		1,571
TD SYNNEX Corp		1,300		126
Teledyne Technologies Inc *		1,194		534
Teradata Corp *		2,697		109
Teradyne Inc		4,254		457
Texas Instruments Inc		24,257		4,512
Thoughtworks Holding Inc *		2,400		18
Trimble Inc *		6,600		346
Twilio Inc, Cl A *		4,758		317
Tyler Technologies Inc *		1,060		376
Ubiquiti Inc		69		19
UiPath Inc, Cl A *		10,000		176
Unity Software Inc *		6,253		203
Universal Display Corp		1,142		177
VeriSign Inc *		2,448		517
Viasat Inc *		1,900		64
VMware Inc, Cl A *		5,675		709
Vontier Corp		4,063		111
Western Digital Corp *		8,492		320
Wix.com Ltd *		1,500		150
Wolfspeed Inc *		3,330		216
Workday Inc, Cl A *		5,339		1,103
Zebra Technologies Corp, Cl A *		1,384		440
Zoom Video Communications Inc, Cl A *		6,600		487
Zscaler Inc *		2,264		264
				257,079

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Materials — 2.8%
Air Products and Chemicals Inc		5,885	$	1,690
Albemarle Corp		3,120		690
Alcoa Corp		4,700		200
Amcor PLC		40,100		456
AptarGroup Inc		1,800		213
Ardagh Metal Packaging SA		5,550		23
Ashland Inc		1,400		144
Avery Dennison Corp		2,166		387
Axalta Coating Systems Ltd *		6,000		182
Ball Corp		8,235		454
Berry Global Group Inc		3,177		187
Celanese Corp, Cl A		2,938		320
CF Industries Holdings Inc		5,237		380
Chemours Co/The		3,900		117
Cleveland-Cliffs Inc *		13,800		253
Corteva Inc		19,234		1,160
Crown Holdings Inc		3,100		256
Dow Inc		18,975		1,040
DuPont de Nemours Inc		12,338		885
Eagle Materials Inc		959		141
Eastman Chemical Co		3,232		273
Ecolab Inc		6,588		1,090
Element Solutions Inc		6,100		118
FMC Corp		3,410		416
Freeport-McMoRan Inc, Cl B		38,202		1,563
Ginkgo Bioworks Holdings Inc *(A)		22,000		29
Graphic Packaging Holding Co		8,300		211
Huntsman Corp		4,805		131
International Flavors & Fragrances Inc		6,869		632
International Paper Co		9,591		346
Linde PLC		13,200		4,692
Louisiana-Pacific Corp		1,900		103
LyondellBasell Industries NV, Cl A		6,861		644
Martin Marietta Materials Inc, Cl A		1,616		574
Mosaic Co/The		9,200		422
MP Materials Corp *		2,400		68
NewMarket Corp		182		66
Newmont Corp		21,255		1,042
Nucor Corp		6,841		1,057
Olin Corp		3,200		178
Packaging Corp of America		2,464		342
PPG Industries Inc		6,288		840
Reliance Steel & Aluminum Co		1,529		392
Royal Gold Inc, Cl A		1,747		227
RPM International Inc		3,400		297
Scotts Miracle-Gro Co/The, Cl A		1,077		75
Sealed Air Corp		3,900		179
Sherwin-Williams Co/The, Cl A		6,442		1,448
Silgan Holdings Inc		2,230		120
Sonoco Products Co		2,600		159
Southern Copper Corp		2,300		175

22

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
SSR Mining Inc		5,700	$	86
Steel Dynamics Inc		4,449		503
United States Steel Corp		6,200		162
Valvoline Inc		4,800		168
Vulcan Materials Co		3,539		607
Westlake Corp		932		108
Westrock Co		6,700		204
				28,925
Real Estate — 2.9%
Alexandria Real Estate Equities Inc ‡		4,648		584
American Homes 4 Rent, Cl A ‡		8,200		258
American Tower Corp, Cl A ‡		12,384		2,531
Americold Realty Trust Inc ‡		7,100		202
Apartment Income REIT Corp ‡		3,965		142
AvalonBay Communities Inc ‡		3,759		632
Boston Properties Inc ‡		4,162		225
Brixmor Property Group Inc ‡		7,900		170
Camden Property Trust ‡		2,769		290
CBRE Group Inc, Cl A *		8,500		619
Cousins Properties Inc ‡		4,000		86
Crown Castle Inc ‡		11,536		1,544
CubeSmart ‡		6,100		282
Digital Realty Trust Inc, Cl A ‡		7,673		754
Douglas Emmett Inc ‡		4,500		55
EastGroup Properties Inc ‡		1,100		182
EPR Properties, Cl A ‡		1,900		72
Equinix Inc ‡		2,512		1,811
Equity LifeStyle Properties Inc ‡		4,800		322
Equity Residential ‡		9,883		593
Essex Property Trust Inc ‡		1,717		359
Extra Space Storage Inc ‡		3,540		577
Federal Realty Investment Trust ‡		2,146		212
First Industrial Realty Trust Inc ‡		3,500		186
Gaming and Leisure Properties Inc ‡		6,610		344
Healthcare Realty Trust Inc, Cl A ‡		10,300		199
Healthpeak Properties Inc ‡		14,370		316
Highwoods Properties Inc ‡		2,778		64
Host Hotels & Resorts Inc ‡		18,802		310
Howard Hughes Corp/The *		963		77
Hudson Pacific Properties Inc ‡		3,800		25
Invitation Homes Inc ‡		16,300		509
Iron Mountain Inc ‡		7,800		413
JBG SMITH Properties ‡		2,800		42
Jones Lang LaSalle Inc *		1,303		190
Kilroy Realty Corp ‡		3,100		100
Kimco Realty Corp ‡		16,005		313
Lamar Advertising Co, Cl A ‡		2,300		230
Life Storage Inc ‡		2,251		295
Medical Properties Trust Inc ‡		15,735		129
Mid-America Apartment Communities Inc ‡		3,100		468
National Retail Properties Inc ‡		4,700		207
National Storage Affiliates Trust ‡		2,300		96

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Omega Healthcare Investors Inc ‡		6,245	$	171
Opendoor Technologies Inc *		12,400		22
Park Hotels & Resorts Inc ‡		5,800		72
Prologis Inc ‡		24,712		3,083
Public Storage ‡		4,156		1,256
Rayonier Inc ‡		4,000		133
Realty Income Corp ‡		16,739		1,060
Regency Centers Corp ‡		4,600		281
Rexford Industrial Realty Inc ‡		5,300		316
SBA Communications Corp, Cl A ‡		2,837		741
Simon Property Group Inc ‡		8,735		978
SL Green Realty Corp ‡		1,830		43
Spirit Realty Capital Inc ‡		3,678		147
Sun Communities Inc ‡		3,283		463
UDR Inc ‡		8,600		353
Ventas Inc ‡		10,790		468
VICI Properties Inc, Cl A ‡		26,994		881
Vornado Realty Trust ‡		4,600		71
Welltower Inc ‡		12,700		910
WeWork Inc, Cl A *		3,500		3
Weyerhaeuser Co ‡		19,797		596
WP Carey Inc ‡		5,590		433
Zillow Group Inc, Cl A *		1,600		70
Zillow Group Inc, Cl C *		4,200		187
				29,753
Utilities — 2.6%
AES Corp/The		17,800		429
Alliant Energy Corp		6,821		364
Ameren Corp		6,925		598
American Electric Power Co Inc		13,829		1,258
American Water Works Co Inc		5,165		757
Atmos Energy Corp		3,766		423
Avangrid Inc		1,900		76
Brookfield Renewable Corp, Cl A		3,400		119
CenterPoint Energy Inc		16,855		497
CMS Energy Corp		7,710		473
Consolidated Edison Inc		9,479		907
Constellation Energy Corp		8,813		692
Dominion Energy Inc		22,402		1,252
DTE Energy Co		5,213		571
Duke Energy Corp		20,612		1,988
Edison International		10,149		716
Entergy Corp		5,489		591
Essential Utilities Inc		6,300		275
Evergy Inc		5,917		362
Exelon Corp		26,739		1,120
FirstEnergy Corp		14,500		581
Hawaiian Electric Industries Inc		2,800		107
IDACORP Inc, Cl A		1,400		152
National Fuel Gas Co		2,300		133
NextEra Energy Inc		53,255		4,105
NiSource Inc		10,900		305

SEI Institutional Managed Trust

23

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Large Cap Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
NRG Energy Inc		5,600	$	192
OGE Energy Corp		5,300		200
PG&E Corp *		44,406		718
Pinnacle West Capital Corp		3,000		238
PPL Corp		19,703		548
Public Service Enterprise Group Inc		13,404		837
Sempra Energy		8,431		1,274
Southern Co/The		29,162		2,029
UGI Corp		5,530		192
Vistra Corp		10,469		251
WEC Energy Group Inc		8,484		804
Xcel Energy Inc		14,690		991
				27,125
Total Common Stock
(Cost $742,133) ($ Thousands)				1,014,041

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
4.740% **†(B)		1,126,575	$	1,127
Total Affiliated Partnership
(Cost $1,127) ($ Thousands)				1,127
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		7,719,179		7,719
Total Cash Equivalent
(Cost $7,719) ($ Thousands)				7,719
Total Investments in Securities — 99.9%
(Cost $750,979) ($ Thousands)			$	1,022,887

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		47		Jun-2023	$	9,359	$	9,724	$	365
S&P Mid Cap 400 Index E-MINI		3		Jun-2023		741		759		18
					$	10,100	$	10,483	$	383

	Percentages are based on Net Assets of $1,023,607 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $1,127 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,014,041		–		–		1,014,041
Affiliated Partnership		–		1,127		–		1,127
Cash Equivalent		7,719		–		–		7,719
Total Investments in Securities		1,021,760		1,127		–		1,022,887

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		383		–		–		383
Total Other Financial Instruments		383		–		–		383

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

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

24

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Investments Co	$	137	$	—	$	—		$	—	$	24	$	161	$	1	$	—
SEI Liquidity Fund, LP		855		3,243		(2,972	)		—		1		1,127		46		—
SEI Daily Income Trust, Government Fund, Institutional Class		5,327		95,573		(93,181	)		—		—		7,719		151		—
Totals	$	6,319	$	98,816	$	(96,153	)	$	—	$	25	$	9,007	$	198	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

25

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Large Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.4%
Communication Services — 5.4%
Alphabet Inc, Cl A *		524,280	$	54,383
Alphabet Inc, Cl C *		456,960		47,524
AT&T Inc		448,397		8,632
BCE Inc		199,232		8,924
Charter Communications Inc, Cl A *		12,696		4,540
Comcast Corp, Cl A		240,091		9,102
Electronic Arts Inc		44,812		5,398
Meta Platforms Inc, Cl A *		135,757		28,772
Omnicom Group Inc		70,330		6,635
Paramount Global, Cl B		301,322		6,722
TEGNA Inc		153,973		2,604
Verizon Communications Inc		97,068		3,775
Walt Disney Co/The *		197,217		19,747
Warner Bros Discovery Inc *		82,533		1,246
				208,004
Consumer Discretionary — 9.5%
Amazon.com Inc, Cl A *		368,960		38,110
AutoZone Inc *		16,513		40,591
Best Buy Co Inc		185,088		14,487
Booking Holdings Inc *		2,537		6,729
BorgWarner Inc		89,239		4,382
Brinker International Inc *		141,821		5,389
Darden Restaurants Inc		3,127		485
Dick's Sporting Goods Inc		94,331		13,385
Domino's Pizza Inc		16,892		5,572
DR Horton Inc		16,198		1,582
eBay Inc		127,055		5,637
Foot Locker Inc, Cl A		65,687		2,607
Genuine Parts Co		79,642		13,325
Goodyear Tire & Rubber Co/The *		406,438		4,479
Grand Canyon Education Inc *		9,300		1,059

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Harley-Davidson Inc, Cl A		88,020	$	3,342
Home Depot Inc/The		28,380		8,375
Lear Corp		45,771		6,385
Lowe's Cos Inc		328,236		65,637
Magna International Inc, Cl A		19,822		1,062
NIKE Inc, Cl B		357,743		43,874
O'Reilly Automotive Inc *		1,906		1,618
PulteGroup Inc		251,522		14,659
Ross Stores Inc		102,513		10,880
Royal Caribbean Cruises Ltd *		81,005		5,290
Starbucks Corp		68,046		7,086
TJX Cos Inc/The		374,562		29,351
TopBuild Corp *		31,775		6,614
Whirlpool Corp		59,551		7,862
				369,854
Consumer Staples — 9.0%
Altria Group Inc		257,075		11,471
Archer-Daniels-Midland Co		50,878		4,053
Coca-Cola Co/The		123,765		7,677
Conagra Brands Inc		351,277		13,194
Constellation Brands Inc, Cl A		10,975		2,479
Costco Wholesale Corp		12,956		6,437
Diageo PLC ADR		65,244		11,821
Dollar General Corp		192,477		40,509
Estee Lauder Cos Inc/The, Cl A		35,000		8,626
Hershey Co/The		26,426		6,723
Ingredion Inc		26,094		2,654
J M Smucker Co/The		115,422		18,164
Kimberly-Clark Corp		41,873		5,620
Kraft Heinz Co/The		115,076		4,450
Kroger Co/The		798,798		39,437
Lamb Weston Holdings Inc		16,377		1,712
Molson Coors Beverage Co, Cl B		246,452		12,737
Mondelez International Inc, Cl A		24,475		1,706
Monster Beverage Corp *		27,454		1,483
PepsiCo Inc		208,587		38,025
Philip Morris International Inc		317,871		30,913
Procter & Gamble Co/The		233,806		34,765
Sysco Corp, Cl A		22,279		1,721
Target Corp, Cl A		56,539		9,364
Tyson Foods Inc, Cl A		253,116		15,015
Unilever PLC ADR		162,720		8,450
Walgreens Boots Alliance Inc		99,700		3,448
Walmart Inc		43,983		6,485
				349,139
Energy — 4.4%
Canadian Natural Resources Ltd		293,668		16,255
Chevron Corp		212,408		34,656
ConocoPhillips		204,582		20,297
Devon Energy Corp		457,139		23,136
Exxon Mobil Corp		129,439		14,194

26

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HF Sinclair Corp		40,846	$	1,976
Marathon Petroleum Corp		154,884		20,883
Phillips 66		109,951		11,147
Shell PLC ADR		66,816		3,845
Valero Energy Corp		173,346		24,199
				170,588
Financials — 17.0%
Aflac Inc		136,144		8,784
Allstate Corp/The		49,660		5,503
American Financial Group Inc/OH		11,100		1,349
Ameriprise Financial Inc		82,444		25,269
Assurant Inc		33,412		4,012
Assured Guaranty Ltd		31,872		1,602
Bank of America Corp		1,439,653		41,174
Berkshire Hathaway Inc, Cl B *		93,247		28,792
Capital One Financial Corp		43,778		4,210
Charles Schwab Corp/The		172,552		9,038
Citigroup Inc		167,922		7,874
Citizens Financial Group Inc		31,397		953
CME Group Inc, Cl A		77,815		14,903
Comerica Inc		75,804		3,291
Discover Financial Services		126,480		12,501
Everest Re Group Ltd		38,172		13,666
FactSet Research Systems Inc		11,209		4,653
Fifth Third Bancorp		501,389		13,357
Goldman Sachs Group Inc/The		21,644		7,080
Hartford Financial Services Group Inc/The		66,936		4,665
Intercontinental Exchange Inc		58,438		6,094
JPMorgan Chase & Co		444,568		57,932
KeyCorp		778,006		9,741
KKR & Co Inc		76,949		4,041
Lincoln National Corp		21,062		473
Markel Corp *		11,113		14,196
Marsh & McLennan Cos Inc		138,328		23,039
Mastercard Inc, Cl A		168,189		61,122
Moody's Corp		229,512		70,235
Morgan Stanley		311,935		27,388
MSCI Inc, Cl A		64,006		35,823
Navient Corp		263,511		4,214
PNC Financial Services Group Inc/The		36,433		4,631
Popular Inc		103,116		5,920
Progressive Corp/The		23,730		3,395
Prudential Financial Inc		17,700		1,464
Regions Financial Corp		599,114		11,120
S&P Global Inc		17,358		5,984
Travelers Cos Inc/The		119,703		20,518
Truist Financial Corp		32,333		1,103
US Bancorp		41,704		1,503
Visa Inc, Cl A		275,684		62,156
Voya Financial Inc		156,840		11,208

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		92,870	$	3,471
				659,447
Health Care — 14.9%
Abbott Laboratories		84,496		8,556
AbbVie Inc		92,048		14,670
AmerisourceBergen Corp, Cl A		137,635		22,037
Amgen Inc, Cl A		144,595		34,956
AstraZeneca PLC ADR		99,185		6,884
Becton Dickinson & Co		113,758		28,160
Biogen Inc *		23,794		6,615
Bristol-Myers Squibb Co		192,866		13,367
Cardinal Health Inc		36,074		2,724
Centene Corp *		19,739		1,248
Cigna Group/The		27,340		6,986
CVS Health Corp		379,134		28,173
Edwards Lifesciences Corp, Cl A *		61,914		5,122
Elevance Health Inc		10,844		4,986
Eli Lilly & Co		17,885		6,142
Gilead Sciences Inc		120,443		9,993
HCA Healthcare Inc		109,165		28,785
Horizon Therapeutics Plc *		70,709		7,717
Humana Inc		11,818		5,737
IDEXX Laboratories Inc *		13,235		6,618
Intuitive Surgical Inc *		21,300		5,441
Johnson & Johnson		532,816		82,586
McKesson Corp		12,923		4,601
Medtronic PLC		65,252		5,261
Merck & Co Inc		563,613		59,963
Mettler-Toledo International Inc *		28,371		43,414
Novartis AG ADR		32,225		2,965
Novo Nordisk A/S ADR		42,109		6,701
Organon & Co		26,217		617
Perrigo Co PLC		48,381		1,735
Pfizer Inc		727,201		29,670
Syneos Health Inc, Cl A *		32,178		1,146
United Therapeutics Corp *		22,931		5,136
UnitedHealth Group Inc		158,185		74,757
Veeva Systems Inc, Cl A *		4,706		865
Vertex Pharmaceuticals Inc *		2,576		812
Zoetis Inc, Cl A		38,042		6,332
				581,478
Industrials — 9.9%
AerCap Holdings NV *		20,386		1,146
AGCO Corp		52,600		7,112
Alaska Air Group Inc *		317,367		13,317
Carlisle Cos Inc		6,137		1,387
Carrier Global Corp		357,041		16,335
Caterpillar Inc, Cl A		25,261		5,781
Chart Industries Inc *		29,522		3,702
Cummins Inc		8,214		1,962
Deere & Co		14,637		6,043

SEI Institutional Managed Trust

27

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Delta Air Lines Inc, Cl A *		128,832	$	4,499
Eaton Corp PLC		36,716		6,291
Expeditors International of Washington Inc		28,492		3,138
FedEx Corp		20,626		4,713
Fortive Corp		67,655		4,612
Graco Inc		542,313		39,594
GXO Logistics Inc *		266,043		13,425
Honeywell International Inc		44,277		8,462
Huntington Ingalls Industries Inc, Cl A		41,706		8,634
Illinois Tool Works Inc		47,481		11,559
Johnson Controls International PLC		490,100		29,514
L3Harris Technologies Inc		25,220		4,949
Lockheed Martin Corp		15,688		7,416
ManpowerGroup Inc		18,167		1,499
Middleby Corp/The *		100,000		14,661
Northrop Grumman Corp		13,751		6,349
Oshkosh Corp		61,954		5,153
PACCAR Inc		64,500		4,721
Raytheon Technologies Corp		247,761		24,263
Robert Half International Inc		25,692		2,070
Siemens AG ADR		170,436		13,797
Southwest Airlines Co, Cl A		86,460		2,813
SPX Technologies Inc *		89,103		6,289
Textron Inc		190,528		13,457
Timken Co/The		112,333		9,180
TransDigm Group Inc *		26,934		19,852
United Parcel Service Inc, Cl B		57,341		11,124
Waste Management Inc		18,232		2,975
WW Grainger Inc		64,211		44,229
				386,023
Information Technology — 20.7%
Adobe Inc *		132,912		51,220
Amphenol Corp, Cl A		104,624		8,550
Analog Devices Inc		101,656		20,049
Apple Inc		800,024		131,924
Applied Materials Inc		148,944		18,295
Arista Networks Inc *		90,886		15,256
ASML Holding NV, Cl G		9,863		6,714
Broadcom Inc		17,576		11,276
Cadence Design Systems Inc *		10,238		2,151
Cirrus Logic Inc *		23,057		2,522
Cisco Systems Inc		488,328		25,527
Cognizant Technology Solutions Corp, Cl A		8,912		543
Corning Inc, Cl B		177,573		6,265
Dropbox Inc, Cl A *		324,078		7,006
Fair Isaac Corp *		2,421		1,701
Hewlett Packard Enterprise Co		307,307		4,895
HP Inc		480,394		14,099
Intel Corp		398,465		13,018
International Business Machines Corp		6,932		909
Intuit Inc		127,317		56,762
Juniper Networks Inc		88,843		3,058

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Keysight Technologies Inc *		96,705	$	15,616
Lam Research Corp		10,701		5,673
Marvell Technology Inc		74,923		3,244
Microchip Technology Inc		554,907		46,490
Micron Technology Inc		156,515		9,444
Microsoft Corp		486,353		140,216
Motorola Solutions Inc		22,111		6,327
NetApp Inc		45,929		2,933
Oracle Corp, Cl B		453,993		42,185
Qorvo Inc *		19,308		1,961
QUALCOMM Inc		67,431		8,603
Roper Technologies Inc		56,426		24,866
Salesforce Inc *		55,295		11,047
SAP SE ADR (A)		178,714		22,616
Seagate Technology Holdings PLC		112,151		7,415
ServiceNow Inc *		12,293		5,713
Texas Instruments Inc		44,297		8,240
VeriSign Inc *		91,384		19,312
Vishay Intertechnology Inc		666,583		15,078
VMware Inc, Cl A *		21,032		2,626
Western Digital Corp *		33,750		1,271
Xerox Holdings Corp		197,397		3,040
				805,656
Materials — 5.2%
Air Products and Chemicals Inc		67,837		19,484
Cabot Corp		81,410		6,239
Celanese Corp, Cl A		28,298		3,081
Corteva Inc		64,004		3,860
Dow Inc		162,912		8,931
DuPont de Nemours Inc		43,599		3,129
Eastman Chemical Co		139,435		11,760
Ecolab Inc		37,520		6,211
Huntsman Corp		531,983		14,555
Ingevity Corp *		14,131		1,011
International Paper Co		76,269		2,750
Linde PLC		123,959		44,060
LyondellBasell Industries NV, Cl A		74,826		7,025
O-I Glass Inc, Cl I *		451,358		10,250
Reliance Steel & Aluminum Co		11,055		2,838
Sherwin-Williams Co/The, Cl A		170,648		38,357
Steel Dynamics Inc		152,103		17,197
Sylvamo Corp		12,276		568
Westrock Co		27,405		835
				202,141
Real Estate — 1.5%
American Tower Corp, Cl A ‡		101,757		20,793
Brandywine Realty Trust ‡		24,300		115
CBRE Group Inc, Cl A *		41,173		2,998
Crown Castle Inc ‡		34,157		4,571
Equinix Inc ‡		1,986		1,432
Gaming and Leisure Properties Inc ‡		53,447		2,782

28

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Healthpeak Properties Inc ‡		428,561	$	9,415
Invitation Homes Inc ‡		28,203		881
Public Storage ‡		4,106		1,241
SBA Communications Corp, Cl A ‡		18,373		4,797
Service Properties Trust ‡		574,963		5,727
Welltower Inc ‡		70,223		5,034
				59,786
Utilities — 1.9%
Ameren Corp		64,109		5,538
American Electric Power Co Inc		57,553		5,237
CenterPoint Energy Inc		66,863		1,970
Constellation Energy Corp		59,660		4,683
Duke Energy Corp		266,163		25,677
Edison International		97,576		6,888
Exelon Corp		132,096		5,533
FirstEnergy Corp		57,608		2,308
NextEra Energy Inc		192,725		14,855
UGI Corp		29,973		1,042

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		40,284	$	967
				74,698
Total Common Stock
(Cost $1,336,771) ($ Thousands)				3,866,814
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
4.740% **†(B)		17,169,108		17,173
Total Affiliated Partnership
(Cost $17,173) ($ Thousands)				17,173
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		22,772,979		22,773
Total Cash Equivalent
(Cost $22,773) ($ Thousands)				22,773
Total Investments in Securities — 100.4%
(Cost $1,376,717) ($ Thousands)			$	3,906,760

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		38		Jun-2023	$	7,401	$	7,862	$	461
S&P Mid Cap 400 Index E-MINI		3		Jun-2023		732		759		27
					$	8,133	$	8,621	$	488

	Percentages are based on Net Assets of $3,891,052 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $17,173 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		3,866,814		–		–		3,866,814
Affiliated Partnership		–		17,173		–		17,173
Cash Equivalent		22,773		–		–		22,773
Total Investments in Securities		3,889,587		17,173		–		3,906,760

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		488		–		–		488
Total Other Financial Instruments		488		–		–		488

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

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

SEI Institutional Managed Trust

29

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Large Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	28,547	$	62,158	$	(73,534	)	$	—	$	2	$	17,173	$	16	$	1
SEI Daily Income Trust, Government Fund, Institutional Class		21,654		347,176		(346,057	)		—		—		22,773		367		—
Totals	$	50,201	$	409,334	$	(419,591	)	$	—	$	2	$	39,946	$	383	$	1

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

See “Glossary” for abbreviations.

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

30

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

S&P 500 Index Fund

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

 

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 99.4%
Communication Services — 8.1%
Activision Blizzard Inc *		16,752	$	1,434
Alphabet Inc, Cl A *		139,790		14,500
Alphabet Inc, Cl C *		121,835		12,671
AT&T Inc		167,517		3,225
Charter Communications Inc, Cl A *		2,432		870
Comcast Corp, Cl A		98,755		3,744
DISH Network Corp, Cl A *		6,238		58
Electronic Arts Inc		6,078		732
Fox Corp, Cl A		6,886		235
Fox Corp, Cl B		3,381		106
Interpublic Group of Cos Inc/The		9,101		339
Live Nation Entertainment Inc *		3,400		238
Match Group Inc *		6,500		250
Meta Platforms Inc, Cl A *		52,285		11,081
Netflix Inc *		10,465		3,615
News Corp, Cl A		8,975		155
News Corp, Cl B		3,000		52
Omnicom Group Inc		4,804		453
Paramount Global, Cl B		11,817		264
Take-Two Interactive Software Inc, Cl A *		3,700		441
T-Mobile US Inc *		13,900		2,013
Verizon Communications Inc		98,713		3,839
Walt Disney Co/The *		42,924		4,298
Warner Bros Discovery Inc *		51,974		785
				65,398
Consumer Discretionary — 10.1%
Advance Auto Parts Inc		1,400		170
Amazon.com Inc, Cl A *		209,265		21,615
Aptiv PLC *		6,370		715
AutoZone Inc *		446		1,096
Bath & Body Works Inc		5,427		199
Best Buy Co Inc		4,654		364
Booking Holdings Inc *		914		2,424
BorgWarner Inc		5,553		273
Caesars Entertainment Inc *		5,000		244

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
CarMax Inc *		3,700	$	238
Carnival Corp *		23,784		241
Chipotle Mexican Grill Inc, Cl A *		662		1,131
Darden Restaurants Inc		2,818		437
Domino's Pizza Inc		795		262
DR Horton Inc		7,358		719
eBay Inc		12,849		570
Etsy Inc *		2,900		323
Expedia Group Inc *		3,455		335
Ford Motor Co		91,870		1,158
Garmin Ltd *		3,571		360
General Motors Co		32,747		1,201
Genuine Parts Co		3,296		551
Hasbro Inc		3,096		166
Hilton Worldwide Holdings Inc		6,200		873
Home Depot Inc/The		23,963		7,072
Las Vegas Sands Corp *		7,800		448
Lennar Corp, Cl A		5,974		628
LKQ Corp		6,000		341
Lowe's Cos Inc		14,206		2,841
Marriott International Inc/MD, Cl A		6,324		1,050
McDonald's Corp		17,154		4,796
MGM Resorts International *		7,400		329
Mohawk Industries Inc *		1,200		120
Newell Brands Inc, Cl B		8,855		110
NIKE Inc, Cl B		29,276		3,590
Norwegian Cruise Line Holdings Ltd *		10,200		137
NVR Inc *		68		379
O'Reilly Automotive Inc *		1,477		1,254
Pool Corp		922		316
PulteGroup Inc		5,299		309
Ralph Lauren Corp, Cl A		1,005		117
Ross Stores Inc		8,119		862
Royal Caribbean Cruises Ltd *		5,200		340
Starbucks Corp		27,004		2,812
Tapestry Inc		5,519		238
Tesla Inc *		63,139		13,099
TJX Cos Inc/The		27,086		2,123
Tractor Supply Co		2,580		606
Ulta Beauty Inc *		1,197		653
VF Corp		7,965		183
Whirlpool Corp		1,312		173
Wynn Resorts Ltd *		2,429		272
Yum! Brands Inc		6,570		868
				81,731
Consumer Staples — 7.2%
Altria Group Inc		41,873		1,868
Archer-Daniels-Midland Co		12,818		1,021
Brown-Forman Corp, Cl B		4,365		281
Bunge Ltd		3,500		334
Campbell Soup Co		4,784		263
Church & Dwight Co Inc		5,776		511

SEI Institutional Managed Trust

31

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Clorox Co/The		2,902	$	459
Coca-Cola Co/The		91,348		5,666
Colgate-Palmolive Co		19,595		1,473
Conagra Brands Inc		11,165		419
Constellation Brands Inc, Cl A		3,807		860
Costco Wholesale Corp		10,419		5,177
Dollar General Corp		5,281		1,111
Dollar Tree Inc *		4,854		697
Estee Lauder Cos Inc/The, Cl A		5,450		1,343
General Mills Inc		13,786		1,178
Hershey Co/The		3,412		868
Hormel Foods Corp		6,908		276
J M Smucker Co/The		2,453		386
Kellogg Co		6,067		406
Keurig Dr Pepper Inc		20,000		706
Kimberly-Clark Corp		7,903		1,061
Kraft Heinz Co/The		18,808		727
Kroger Co/The		15,336		757
Lamb Weston Holdings Inc		3,400		355
McCormick & Co Inc/MD		5,932		494
Molson Coors Beverage Co, Cl B		4,451		230
Mondelez International Inc, Cl A		32,020		2,232
Monster Beverage Corp *		17,908		967
PepsiCo Inc		32,279		5,885
Philip Morris International Inc		36,427		3,543
Procter & Gamble Co/The		55,372		8,233
Sysco Corp, Cl A		11,920		921
Target Corp, Cl A		10,828		1,793
Tyson Foods Inc, Cl A		6,703		398
Walgreens Boots Alliance Inc		16,857		583
Walmart Inc		32,873		4,847
				58,329
Energy — 4.6%
APA Corp		7,531		272
Baker Hughes Co, Cl A		23,649		682
Chevron Corp		41,741		6,810
ConocoPhillips		28,708		2,848
Coterra Energy Inc		18,613		457
Devon Energy Corp		15,413		780
Diamondback Energy Inc, Cl A		4,351		588
EOG Resources Inc		13,807		1,583
EQT Corp		8,700		278
Exxon Mobil Corp		96,621		10,595
Halliburton Co		21,142		669
Hess Corp		6,475		857
Kinder Morgan Inc		46,682		817
Marathon Oil Corp		14,856		356
Marathon Petroleum Corp		10,658		1,437
Occidental Petroleum Corp		17,062		1,065
ONEOK Inc		10,509		668
Phillips 66		10,887		1,104
Pioneer Natural Resources Co		5,566		1,137

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Schlumberger NV, Cl A		33,400	$	1,640
Targa Resources Corp		5,300		387
Valero Energy Corp		9,010		1,258
Williams Cos Inc/The		28,569		853
				37,141
Financials — 12.9%
Aflac Inc		13,134		847
Allstate Corp/The		6,159		682
American Express Co		13,995		2,308
American International Group Inc		17,535		883
Ameriprise Financial Inc		2,481		760
Aon PLC, Cl A		4,801		1,514
Arch Capital Group Ltd *		8,700		590
Arthur J Gallagher & Co		4,949		947
Assurant Inc		1,205		145
Bank of America Corp		163,909		4,688
Bank of New York Mellon Corp/The		17,299		786
Berkshire Hathaway Inc, Cl B *		42,247		13,045
BlackRock Inc		3,469		2,321
Brown & Brown Inc		5,600		322
Capital One Financial Corp		8,949		861
Cboe Global Markets Inc		2,500		336
Charles Schwab Corp/The		35,770		1,874
Chubb Ltd		9,701		1,884
Cincinnati Financial Corp		3,683		413
Citigroup Inc		45,398		2,129
Citizens Financial Group Inc		11,600		352
CME Group Inc, Cl A		8,412		1,611
Comerica Inc		3,092		134
Discover Financial Services		6,230		616
Everest Re Group Ltd		937		335
Eversource Energy		8,235		644
FactSet Research Systems Inc		900		374
Fidelity National Information Services Inc, Cl B		13,965		759
Fifth Third Bancorp		16,011		427
First Republic Bank/CA *(A)		4,259		60
Fiserv Inc, Cl A *		14,872		1,681
FleetCor Technologies Inc *		1,729		365
Franklin Resources Inc		6,738		181
Global Payments Inc		6,183		651
Globe Life Inc		2,139		235
Goldman Sachs Group Inc/The		7,945		2,599
Hartford Financial Services Group Inc/The		7,486		522
Huntington Bancshares Inc/OH		34,314		384
Intercontinental Exchange Inc		13,105		1,367
Invesco Ltd		10,616		174
Jack Henry & Associates Inc		1,700		256
JPMorgan Chase & Co		68,808		8,966
KeyCorp		22,183		278
Lincoln National Corp		3,589		81
Loews Corp		4,662		270

32

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
M&T Bank Corp		3,934	$	470
MarketAxess Holdings Inc		856		335
Marsh & McLennan Cos Inc		11,659		1,942
Mastercard Inc, Cl A		19,756		7,180
MetLife Inc		15,539		900
Moody's Corp		3,671		1,123
Morgan Stanley		30,636		2,690
MSCI Inc, Cl A		1,884		1,054
Nasdaq Inc, Cl A		7,977		436
Northern Trust Corp		4,909		433
PayPal Holdings Inc *		26,529		2,015
PNC Financial Services Group Inc/The		9,413		1,196
Principal Financial Group Inc, Cl A		5,357		398
Progressive Corp/The		13,685		1,958
Prudential Financial Inc		8,666		717
Raymond James Financial Inc		4,558		425
Regions Financial Corp		22,163		411
S&P Global Inc		7,705		2,656
State Street Corp		8,245		624
Synchrony Financial		10,263		298
T Rowe Price Group Inc		5,293		598
Travelers Cos Inc/The		5,456		935
Truist Financial Corp		31,206		1,064
US Bancorp		32,838		1,184
Visa Inc, Cl A		38,149		8,601
W R Berkley Corp		4,800		299
Wells Fargo & Co		89,567		3,348
Willis Towers Watson PLC		2,469		574
Zions Bancorp NA		3,486		104
				104,625
Health Care — 14.1%
Abbott Laboratories		40,912		4,143
AbbVie Inc		41,513		6,616
Agilent Technologies Inc		6,915		957
Align Technology Inc *		1,686		563
AmerisourceBergen Corp, Cl A		3,796		608
Amgen Inc, Cl A		12,522		3,027
Baxter International Inc		11,835		480
Becton Dickinson & Co		6,621		1,639
Biogen Inc *		3,406		947
Bio-Rad Laboratories Inc, Cl A *		531		254
Bio-Techne Corp		3,752		278
Boston Scientific Corp *		33,576		1,680
Bristol-Myers Squibb Co		49,932		3,461
Cardinal Health Inc		6,059		457
Catalent Inc *		4,200		276
Centene Corp *		12,889		815
Charles River Laboratories International Inc *		1,160		234
Cigna Group/The		7,043		1,800
Cooper Cos Inc/The, Cl A		1,204		449
CVS Health Corp		30,176		2,242

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Danaher Corp, Cl A		15,407	$	3,883
DaVita Inc *		1,256		102
DENTSPLY SIRONA Inc		5,009		197
Dexcom Inc *		9,072		1,054
Edwards Lifesciences Corp, Cl A *		14,549		1,204
Elevance Health Inc		5,629		2,588
Eli Lilly & Co		18,462		6,340
GE HealthCare Technologies Inc *		8,562		702
Gilead Sciences Inc		29,314		2,432
HCA Healthcare Inc		4,939		1,302
Henry Schein Inc *		3,200		261
Hologic Inc *		5,800		468
Humana Inc		2,931		1,423
IDEXX Laboratories Inc *		1,923		962
Illumina Inc *		3,696		859
Incyte Corp *		4,400		318
Insulet Corp *		1,600		510
Intuitive Surgical Inc *		8,207		2,097
IQVIA Holdings Inc *		4,396		874
Johnson & Johnson		61,398		9,517
Laboratory Corp of America Holdings		2,110		484
McKesson Corp		3,243		1,155
Medtronic PLC		31,279		2,522
Merck & Co Inc		59,514		6,332
Mettler-Toledo International Inc *		524		802
Moderna Inc *		7,700		1,183
Molina Healthcare Inc *		1,379		369
Organon & Co		6,017		141
PerkinElmer Inc		2,998		399
Pfizer Inc		131,701		5,373
Quest Diagnostics Inc		2,624		371
Regeneron Pharmaceuticals Inc *		2,544		2,090
ResMed Inc		3,409		746
STERIS PLC		2,345		448
Stryker Corp		7,926		2,263
Teleflex Inc		1,129		286
Thermo Fisher Scientific Inc		9,218		5,313
UnitedHealth Group Inc		21,972		10,384
Universal Health Services Inc, Cl B		1,500		191
Vertex Pharmaceuticals Inc *		6,027		1,899
Viatris Inc, Cl W		28,757		277
Waters Corp *		1,372		425
West Pharmaceutical Services Inc		1,722		597
Zimmer Biomet Holdings Inc		4,874		630
Zoetis Inc, Cl A		10,945		1,822
				114,521
Industrials — 8.6%
3M Co		12,971		1,363
A O Smith Corp		3,000		207
Alaska Air Group Inc *		3,000		126
Allegion plc		2,070		221
American Airlines Group Inc *		15,309		226

SEI Institutional Managed Trust

33

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
AMETEK Inc		5,400	$	785
Automatic Data Processing Inc		9,765		2,174
Boeing Co/The *		13,155		2,794
Broadridge Financial Solutions Inc		2,784		408
Carrier Global Corp		19,631		898
Caterpillar Inc, Cl A		12,234		2,800
CH Robinson Worldwide Inc		2,805		279
Cintas Corp		2,032		940
Copart Inc *		10,100		760
CoStar Group Inc *		9,400		647
CSX Corp		49,499		1,482
Cummins Inc		3,298		788
Deere & Co		6,311		2,606
Delta Air Lines Inc, Cl A *		15,013		524
Dover Corp		3,237		492
Eaton Corp PLC		9,320		1,597
Emerson Electric Co		13,375		1,165
Equifax Inc		2,889		586
Expeditors International of Washington Inc		3,777		416
Fastenal Co, Cl A		13,418		724
FedEx Corp		5,411		1,236
Fortive Corp		8,287		565
Generac Holdings Inc *		1,454		157
General Dynamics Corp		5,244		1,197
General Electric Co		25,588		2,446
Honeywell International Inc		15,720		3,004
Howmet Aerospace Inc		8,678		368
Huntington Ingalls Industries Inc, Cl A		947		196
IDEX Corp		1,800		416
Illinois Tool Works Inc		6,465		1,574
Ingersoll Rand Inc		9,533		555
Jacobs Solutions Inc		2,962		348
JB Hunt Transport Services Inc		1,951		342
Johnson Controls International PLC		16,172		974
L3Harris Technologies Inc		4,509		885
Leidos Holdings Inc		3,243		298
Lockheed Martin Corp		5,328		2,519
Masco Corp		5,384		268
Nordson Corp		1,300		289
Norfolk Southern Corp		5,386		1,142
Northrop Grumman Corp		3,330		1,537
Old Dominion Freight Line Inc, Cl A		2,144		731
Otis Worldwide Corp		9,750		823
PACCAR Inc		12,300		900
Parker-Hannifin Corp, Cl A		2,971		999
Paychex Inc		7,569		867
Pentair PLC		3,866		214
Quanta Services Inc		3,318		553
Raytheon Technologies Corp		34,428		3,371
Republic Services Inc		4,783		647
Robert Half International Inc		2,532		204
Rockwell Automation Inc		2,726		800

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Rollins Inc		5,500	$	206
Snap-on Inc		1,207		298
Southwest Airlines Co, Cl A		13,962		454
Stanley Black & Decker Inc		3,508		283
Textron Inc		4,907		347
Trane Technologies PLC		5,370		988
TransDigm Group Inc *		1,220		899
Union Pacific Corp		14,341		2,886
United Airlines Holdings Inc *		7,700		341
United Parcel Service Inc, Cl B		17,168		3,330
United Rentals Inc		1,614		639
Verisk Analytics Inc, Cl A		3,666		703
Waste Management Inc		8,684		1,417
Westinghouse Air Brake Technologies Corp		4,271		432
WW Grainger Inc		1,064		733
Xylem Inc/NY		4,200		440
				69,829
Information Technology — 25.9%
Accenture PLC, Cl A		14,808		4,232
Adobe Inc *		10,747		4,142
Advanced Micro Devices Inc *		37,825		3,707
Akamai Technologies Inc *		3,704		290
Amphenol Corp, Cl A		13,960		1,141
Analog Devices Inc		11,872		2,341
ANSYS Inc *		2,007		668
Apple Inc		349,129		57,571
Applied Materials Inc		19,741		2,425
Arista Networks Inc *		5,770		969
Autodesk Inc, Cl A *		5,055		1,052
Broadcom Inc		9,851		6,320
Cadence Design Systems Inc *		6,451		1,355
CDW Corp/DE		3,147		613
Ceridian HCM Holding Inc *		3,500		256
Cisco Systems Inc		96,378		5,038
Cognizant Technology Solutions Corp, Cl A		11,905		725
Corning Inc, Cl B		17,908		632
DXC Technology Co *		5,430		139
Enphase Energy Inc *		3,200		673
EPAM Systems Inc *		1,300		389
F5 Inc, Cl A *		1,360		198
Fair Isaac Corp *		600		422
First Solar Inc *		2,300		500
Fortinet Inc *		15,290		1,016
Gartner Inc *		1,856		605
Gen Digital Inc		13,247		227
Hewlett Packard Enterprise Co		30,391		484
HP Inc		20,272		595
Intel Corp		96,937		3,167
International Business Machines Corp		21,168		2,775
Intuit Inc		6,559		2,924
Juniper Networks Inc		7,600		262
Keysight Technologies Inc *		4,132		667

34

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
KLA Corp		3,277	$	1,308
Lam Research Corp		3,124		1,656
Microchip Technology Inc		12,913		1,082
Micron Technology Inc		25,569		1,543
Microsoft Corp		174,684		50,361
Monolithic Power Systems Inc		1,050		526
Motorola Solutions Inc		3,882		1,111
NetApp Inc		5,085		325
NVIDIA Corp		57,697		16,026
NXP Semiconductors NV		6,076		1,133
ON Semiconductor Corp *		10,200		840
Oracle Corp, Cl B		36,071		3,352
Paycom Software Inc *		1,159		352
PTC Inc *		2,457		315
Qorvo Inc *		2,300		234
QUALCOMM Inc		26,132		3,334
Roper Technologies Inc		2,513		1,107
Salesforce Inc *		23,416		4,678
Seagate Technology Holdings PLC		4,500		297
ServiceNow Inc *		4,785		2,224
Skyworks Solutions Inc		3,716		438
SolarEdge Technologies Inc *		1,300		395
Synopsys Inc *		3,571		1,379
TE Connectivity Ltd		7,409		972
Teledyne Technologies Inc *		1,118		500
Teradyne Inc		3,615		389
Texas Instruments Inc		21,244		3,952
Trimble Inc *		5,800		304
Tyler Technologies Inc *		1,020		362
VeriSign Inc *		2,095		443
Western Digital Corp *		7,474		282
Zebra Technologies Corp, Cl A *		1,173		373
				210,113
Materials — 2.6%
Air Products and Chemicals Inc		5,166		1,484
Albemarle Corp		2,757		609
Amcor PLC		35,032		399
Avery Dennison Corp		1,864		334
Ball Corp		7,372		406
Celanese Corp, Cl A		2,352		256
CF Industries Holdings Inc		4,650		337
Corteva Inc		16,673		1,006
Dow Inc		16,606		910
DuPont de Nemours Inc		10,799		775
Eastman Chemical Co		2,820		238
Ecolab Inc		5,816		963
FMC Corp		2,900		354
Freeport-McMoRan Inc, Cl B		33,663		1,377
International Flavors & Fragrances Inc		6,026		554
International Paper Co		8,452		305
Linde PLC		11,546		4,104
LyondellBasell Industries NV, Cl A		5,974		561

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Martin Marietta Materials Inc, Cl A		1,469	$	522
Mosaic Co/The		8,109		372
Newmont Corp		18,725		918
Nucor Corp		5,927		916
Packaging Corp of America		2,200		305
PPG Industries Inc		5,505		735
Sealed Air Corp		3,428		157
Sherwin-Williams Co/The, Cl A		5,545		1,246
Steel Dynamics Inc		3,900		441
Vulcan Materials Co		3,149		540
Westrock Co		5,984		182
				21,306
Real Estate — 2.5%
Alexandria Real Estate Equities Inc ‡		3,723		468
American Tower Corp, Cl A ‡		10,897		2,227
AvalonBay Communities Inc ‡		3,228		543
Boston Properties Inc ‡		3,400		184
Camden Property Trust ‡		2,500		262
CBRE Group Inc, Cl A *		7,409		539
Crown Castle Inc ‡		10,164		1,360
Digital Realty Trust Inc, Cl A ‡		6,769		665
Equinix Inc ‡		2,196		1,583
Equity Residential ‡		8,044		483
Essex Property Trust Inc ‡		1,521		318
Extra Space Storage Inc ‡		3,099		505
Federal Realty Investment Trust ‡		1,700		168
Healthpeak Properties Inc ‡		12,800		281
Host Hotels & Resorts Inc ‡		16,974		280
Invitation Homes Inc ‡		13,700		428
Iron Mountain Inc ‡		6,838		362
Kimco Realty Corp ‡		14,713		287
Mid-America Apartment Communities Inc ‡		2,740		414
Prologis Inc ‡		21,680		2,705
Public Storage ‡		3,687		1,114
Realty Income Corp ‡		14,700		931
Regency Centers Corp ‡		3,699		226
SBA Communications Corp, Cl A ‡		2,549		665
Simon Property Group Inc ‡		7,706		863
UDR Inc ‡		7,200		296
Ventas Inc ‡		9,432		409
VICI Properties Inc, Cl A ‡		23,700		773
Welltower Inc ‡		11,000		789
Weyerhaeuser Co ‡		17,261		520
				20,648
Utilities — 2.8%
AES Corp/The		15,890		383
Alliant Energy Corp		5,900		315
Ameren Corp		6,053		523
American Electric Power Co Inc		12,115		1,102
American Water Works Co Inc		4,557		667
Atmos Energy Corp		3,300		371

SEI Institutional Managed Trust

35

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

S&P 500 Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
CenterPoint Energy Inc		14,785	$	436
CMS Energy Corp		6,901		424
Consolidated Edison Inc		8,336		797
Constellation Energy Corp		7,651		601
Dominion Energy Inc		19,630		1,097
DTE Energy Co		4,570		501
Duke Energy Corp		18,091		1,745
Edison International		8,957		632
Entergy Corp		4,726		509
Evergy Inc		5,399		330
Exelon Corp		23,255		974
FirstEnergy Corp		12,723		510
NextEra Energy Inc		46,680		3,598
NiSource Inc		9,644		270
NRG Energy Inc		5,481		188
PG&E Corp *		37,900		613
Pinnacle West Capital Corp		2,649		210
PPL Corp		17,471		485
Public Service Enterprise Group Inc		11,730		732
Sempra Energy		7,345		1,110
Southern Co/The		25,619		1,783
WEC Energy Group Inc		7,371		699

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Xcel Energy Inc		12,836	$	866
				22,471
Total Common Stock
(Cost $223,398) ($ Thousands)				806,112
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
4.740% **†(B)		55,971		56
Total Affiliated Partnership
(Cost $56) ($ Thousands)				56
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		3,659,040		3,659
Total Cash Equivalent
(Cost $3,659) ($ Thousands)				3,659
Total Investments in Securities — 99.8%
(Cost $227,113) ($ Thousands)			$	809,827

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		21		Jun-2023	$	4,183	$	4,345	$	162

	Percentages are based on Net Assets of $811,206 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $56 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		806,112		–		–		806,112
Affiliated Partnership		–		56		–		56
Cash Equivalent		3,659		–		–		3,659
Total Investments in Securities		809,771		56		–		809,827

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		162		–		–		162
Total Other Financial Instruments		162		–		–		162

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

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

36

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1	$	118	$	(63	)	$	—	$	—	$	56	$	6	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,986		58,310		(57,637	)		—		—		3,659		63		—
Totals	$	2,987	$	58,428	$	(57,700	)	$	—	$	—	$	3,715	$	69	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

37

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 3.7%
Audacy Inc, Cl A *		735,284	$	99
Bandwidth Inc, Cl A *		28,130		428
Cable One Inc		1,595		1,120
Cars.com Inc *		27,500		531
Cinemark Holdings Inc *		219,917		3,252
Cogent Communications Holdings Inc		17,496		1,115
Eventbrite Inc, Cl A *		96,810		831
IDT Corp, Cl B *		13,680		466
Integral Ad Science Holding Corp *		61,920		884
Iridium Communications Inc		29,659		1,837
Liberty Latin America Ltd, Cl A *		71,694		596
Lions Gate Entertainment Corp, Cl A *		200,116		2,215
MediaAlpha Inc, Cl A *		9,340		140
Nexstar Media Group Inc, Cl A		6,718		1,160
Shutterstock Inc		28,668		2,081
Stagwell Inc, Cl A *		59,909		444
TEGNA Inc		27,168		460
Thryv Holdings Inc *		47,180		1,088
United States Cellular Corp *		21,590		447
Vimeo Inc *		41,530		159
Ziff Davis Inc *		8,282		646
				19,999
Consumer Discretionary — 12.1%
2U Inc *		80,510		552
Aaron's Co Inc/The		80,165		774
Academy Sports & Outdoors Inc		15,214		993
Advance Auto Parts Inc		5,965		725
American Eagle Outfitters Inc		254,098		3,415
Asbury Automotive Group Inc *		2,583		542
AutoNation Inc *		3,923		527
Bally's Corp *		17,250		337

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Beazer Homes USA Inc, Cl A *		41,028	$	652
Biglari Holdings Inc, Cl B *		2,026		343
BJ's Restaurants Inc *		19,710		574
Bloomin' Brands Inc		129,932		3,333
Bluegreen Vacations Holding Corp, Cl A		30,461		834
Boot Barn Holdings Inc *		6,934		531
Brinker International Inc *		98,238		3,733
Brunswick Corp/DE		16,337		1,340
Buckle Inc/The		5,800		207
Build-A-Bear Workshop Inc *		41,640		968
Carter's Inc		17,270		1,242
Century Casinos Inc *		41,032		301
Cheesecake Factory Inc/The		16,462		577
Chico's FAS Inc *		39,480		217
Churchill Downs Inc		6,780		1,743
Chuy's Holdings Inc *		32,783		1,175
Crocs Inc *		7,680		971
Deckers Outdoor Corp *		1,600		719
Denny's Corp, Cl A *		27,430		306
Destination XL Group Inc *		133,785		737
Dick's Sporting Goods Inc		3,891		552
Domino's Pizza Inc		3,287		1,084
Dorman Products Inc *		10,123		873
Duolingo Inc, Cl A *		11,152		1,590
Ethan Allen Interiors Inc		42,120		1,157
Express Inc *		173,000		136
First Watch Restaurant Group Inc *		58,864		945
Foot Locker Inc, Cl A		14,243		565
Goodyear Tire & Rubber Co/The *		46,775		515
Green Brick Partners Inc *		15,400		540
Haverty Furniture Cos Inc		31,729		1,012
Hooker Furnishings Corp		29,300		533
Inspired Entertainment Inc *		26,290		336
Latham Group Inc *		43,731		125
Legacy Housing Corp *		35,791		815
Lifetime Brands Inc		22,874		135
Light & Wonder Inc, Cl A *		7,419		446
Lindblad Expeditions Holdings Inc *		35,490		339
M/I Homes Inc *		11,162		704
Marine Products Corp		14,288		188
MarineMax Inc *		6,130		176
MasterCraft Boat Holdings Inc *		35,620		1,084
Modine Manufacturing Co *		89,490		2,063
Monarch Casino & Resort Inc		5,395		400
Monro Inc		20,896		1,033
Movado Group Inc		32,936		948
Murphy USA Inc		4,651		1,200
Noodles & Co, Cl A *		31,075		151
OneSpaWorld Holdings Ltd *		57,106		685
Oxford Industries Inc, Cl A		4,418		467
Pool Corp		3,093		1,059
Red Robin Gourmet Burgers Inc *		34,000		487

38

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ruth's Hospitality Group Inc		66,862	$	1,098
Shoe Carnival Inc		23,518		603
Skyline Champion Corp *		9,273		698
Steven Madden Ltd		22,812		821
Target Hospitality Corp *		27,284		359
Topgolf Callaway Brands Corp *		39,949		864
Travel + Leisure Co		28,185		1,105
Urban Outfitters Inc *		88,794		2,461
Visteon Corp *		4,297		674
Wingstop Inc, Cl A		12,176		2,235
Winmark Corp		648		208
WW International Inc *		123,290		508
Wynn Resorts Ltd *		6,143		687
Xponential Fitness Inc, Cl A *		56,037		1,703
YETI Holdings Inc *		8,994		360
				65,095
Consumer Staples — 4.2%
BellRing Brands Inc *		40,700		1,384
Cal-Maine Foods Inc		12,341		751
Casey's General Stores Inc		5,624		1,217
Coty Inc, Cl A *		62,000		748
Duckhorn Portfolio Inc/The *		45,910		730
elf Beauty Inc *		16,799		1,383
Fresh Market Inc *		19,578		—
Hain Celestial Group Inc/The *		29,717		510
Hostess Brands Inc, Cl A *		34,315		854
Ingles Markets Inc, Cl A		6,280		557
Ingredion Inc		11,623		1,182
Inter Parfums Inc		21,559		3,067
John B Sanfilippo & Son Inc		5,750		557
Lancaster Colony Corp		6,557		1,330
Medifast Inc		9,000		933
MGP Ingredients Inc		6,123		592
Natural Grocers by Vitamin Cottage Inc		32,460		381
Performance Food Group Co *		17,332		1,046
Pilgrim's Pride Corp *		93,348		2,164
TreeHouse Foods Inc *		28,192		1,422
Village Super Market Inc, Cl A		18,788		430
Vita Coco Co Inc/The *		31,500		618
Vital Farms Inc *		40,314		617
				22,473
Energy — 7.6%
Archrock Inc		52,000		508
Ardmore Shipping Corp		40,645		604
Berry Corp		125,085		982
Borr Drilling Ltd *		85,000		644
Bristow Group Inc *		40,488		907
Cactus Inc, Cl A		20,505		845
Centrus Energy Corp, Cl A *		14,644		472
ChampionX Corp		36,339		986
Chord Energy Corp		9,172		1,235

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Civitas Resources Inc		34,212	$	2,338
CNX Resources Corp *		29,252		469
Crescent Point Energy Corp		75,692		534
Delek US Holdings Inc		120,541		2,766
DHT Holdings Inc		111,627		1,207
Diamondback Energy Inc, Cl A		2,579		349
DMC Global Inc *		31,798		699
Dorian LPG Ltd *		55,970		1,116
Expro Group Holdings NV *		49,712		913
Golar LNG Ltd *		25,781		557
Helix Energy Solutions Group Inc *		159,243		1,233
Helmerich & Payne Inc		14,355		513
HF Sinclair Corp		33,734		1,632
International Seaways Inc		15,324		639
Liberty Energy Inc, Cl A		40,657		521
Matador Resources Co		22,107		1,053
Noble Corp PLC *		12,200		481
Nordic American Tankers Ltd		125,000		495
Northern Oil and Gas Inc		42,268		1,283
Oceaneering International Inc, Cl A *		24,861		438
Oil States International Inc *		33,050		275
Par Pacific Holdings Inc *		49,294		1,439
PBF Energy Inc, Cl A		11,208		486
PDC Energy Inc, Cl A		19,818		1,272
Permian Resources Corp, Cl A		40,274		423
Ranger Energy Services Inc, Cl A *		53,440		545
REX American Resources Corp *		34,989		1,000
RPC Inc		146,250		1,125
Scorpio Tankers Inc		13,305		749
Select Energy Services Inc, Cl A		36,500		254
SFL Corp Ltd		60,576		576
Solaris Oilfield Infrastructure Inc, Cl A		84,396		721
Southwestern Energy Co *		379,815		1,899
Talos Energy Inc *		29,210		433
Teekay Corp *		49,230		304
Teekay Tankers Ltd, Cl A *		21,198		910
TETRA Technologies Inc *		44,830		119
Tidewater Inc *		23,707		1,045
VAALCO Energy Inc		128,230		581
Weatherford International PLC *		7,100		421
				40,996
Financials — 16.2%
1st Source Corp		17,969		775
AFC Gamma Inc ‡		10,318		125
Amalgamated Financial Corp		19,440		344
Ambac Financial Group Inc *		33,651		521
American Equity Investment Life Holding Co		83,608		3,051
Arrow Financial Corp		5,539		138
AssetMark Financial Holdings Inc *		60,808		1,912
Associated Banc-Corp		26,195		471
Atlanticus Holdings Corp *		21,406		581
AvidXchange Holdings Inc *		18,800		147

SEI Institutional Managed Trust

39

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axos Financial Inc *		13,412	$	495
Bank of Marin Bancorp		5,399		118
Bank of NT Butterfield & Son Ltd/The		18,798		508
Bank OZK		32,827		1,123
BankUnited Inc		88,837		2,006
BGC Partners Inc, Cl A		107,347		561
Byline Bancorp Inc		12,540		271
Capital Bancorp Inc		11,234		187
Capital City Bank Group Inc		18,195		533
Carter Bankshares Inc *		15,208		213
Cass Information Systems Inc		11,720		508
Central Pacific Financial Corp		19,330		346
Central Valley Community Bancorp		4,214		87
Chimera Investment Corp ‡		127,610		720
City Holding Co		6,300		573
Civista Bancshares Inc		18,241		308
CNB Financial Corp/PA		5,880		113
CNO Financial Group Inc		139,704		3,100
Coastal Financial Corp/WA *		31,077		1,119
Cohen & Steers Inc		14,808		947
Columbia Banking System Inc		124,824		2,674
Comerica Inc		18,259		793
Crawford & Co, Cl A		21,350		178
CrossFirst Bankshares Inc *		22,630		237
CVB Financial Corp		24,025		401
Enova International Inc *		13,865		616
Enterprise Financial Services Corp		11,586		517
Esquire Financial Holdings Inc		9,954		389
FactSet Research Systems Inc		2,718		1,128
Federated Hermes Inc, Cl B		16,776		673
Financial Institutions Inc		15,449		298
First American Financial Corp		13,400		746
First Bancshares Inc/The		9,163		237
First Commonwealth Financial Corp		131,236		1,631
First Community Bankshares Inc		17,640		442
First Financial Bancorp		27,509		599
First Financial Corp/IN		5,780		217
First Interstate BancSystem Inc, Cl A		47,080		1,406
FirstCash Holdings Inc		6,827		651
Flywire Corp *		23,000		675
FNB Corp/PA		177,465		2,059
Globe Life Inc		9,253		1,018
Great Southern Bancorp Inc		8,100		410
Hamilton Lane Inc, Cl A		14,607		1,081
Hanover Insurance Group Inc/The, Cl A		6,500		835
HBT Financial Inc		26,450		522
Heartland Financial USA Inc		12,399		476
Heritage Commerce Corp		44,663		372
Home BancShares Inc/AR		58,431		1,269
HomeTrust Bancshares Inc		17,390		428
I3 Verticals Inc, Cl A *		8,772		215
Independent Bank Corp		25,316		1,661

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		25,550	$	454
International Money Express Inc *		23,447		604
Jack Henry & Associates Inc		5,809		875
Kinsale Capital Group Inc		4,572		1,372
Lincoln National Corp		113,821		2,558
Macatawa Bank Corp		56,098		573
Mercantile Bank Corp		12,752		390
Merchants Bancorp/IN		21,630		563
Metrocity Bankshares Inc		7,846		134
Metropolitan Bank Holding Corp *		16,530		560
MGIC Investment Corp		50,530		678
Mid Penn Bancorp Inc		4,790		123
Morningstar Inc, Cl A		4,506		915
National Western Life Group Inc, Cl A		750		182
NerdWallet Inc, Cl A *		27,500		445
NMI Holdings Inc, Cl A *		21,942		490
Northrim BanCorp Inc		10,839		511
OFG Bancorp		41,702		1,040
Old National Bancorp/IN, Cl A		274,999		3,965
Old Second Bancorp Inc		75,858		1,067
Oppenheimer Holdings Inc, Cl A		23,880		935
Orrstown Financial Services Inc		16,710		332
Paysafe Ltd *		35,177		607
Peapack-Gladstone Financial Corp		9,550		283
Peoples Bancorp Inc/OH		6,720		173
Peoples Financial Services Corp		7,134		309
Pinnacle Financial Partners Inc		17,456		963
Preferred Bank/Los Angeles CA		9,422		516
Primerica Inc		8,333		1,435
Prosperity Bancshares Inc		15,894		978
Provident Bancorp Inc		31,936		218
RBB Bancorp		18,380		285
Regional Management Corp		25,347		661
Remitly Global Inc *		76,500		1,297
RenaissanceRe Holdings Ltd		2,337		468
Renasant Corp		16,993		520
Republic First Bancorp Inc *		17,576		24
RLI Corp		3,473		462
S&T Bancorp Inc		18,316		576
Selectquote Inc *		209,370		454
Shift4 Payments Inc, Cl A *		9,559		725
Southern Missouri Bancorp Inc		4,691		175
SouthState Corp		5,585		398
Stellar Bancorp Inc		18,610		458
StepStone Group Inc, Cl A		14,875		361
StoneX Group Inc *		7,800		808
Summit Financial Group Inc		6,000		124
TrustCo Bank Corp NY		18,426		588
Universal Insurance Holdings Inc		89,615		1,633
Univest Financial Corp		50,472		1,198
Valley National Bancorp		96,000		887
Voya Financial Inc		8,000		572

40

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Washington Federal Inc		20,442	$	616
Westamerica BanCorp		10,407		461
Wintrust Financial Corp		19,960		1,456
Zions Bancorp NA		26,000		778
				86,988
Health Care — 15.0%
2seventy bio Inc *		14,580		149
89bio Inc *		28,500		434
Accolade Inc *		41,700		600
ADMA Biologics Inc *		303,721		1,005
Agenus Inc *		149,019		226
Akero Therapeutics Inc *		9,513		364
Alector Inc *		109,330		677
ALX Oncology Holdings Inc *		76,127		344
Amedisys Inc *		8,855		651
Amicus Therapeutics Inc *		52,206		579
AMN Healthcare Services Inc *		35,776		2,968
Amneal Pharmaceuticals Inc *		89,590		124
Arcellx Inc *		24,825		765
Arcturus Therapeutics Holdings Inc *		10,257		246
Assertio Holdings Inc *		79,000		503
Avanos Medical Inc *		23,224		691
Axogen Inc *		53,557		506
Axonics Inc *		9,646		526
BioLife Solutions Inc *		23,950		521
Biomea Fusion Inc *		16,500		512
Bluebird Bio Inc *		51,090		162
Bridgebio Pharma Inc *		35,300		585
Brookdale Senior Living Inc, Cl A *		130,398		385
CareDx Inc *		51,950		475
Castle Biosciences Inc *		10,150		231
Catalyst Pharmaceuticals Inc *		69,119		1,146
Celldex Therapeutics Inc *		10,000		360
Chemed Corp		2,166		1,165
Chinook Therapeutics Inc *		18,761		434
Co-Diagnostics Inc *		12,871		19
Collegium Pharmaceutical Inc *		66,410		1,593
Community Health Systems Inc *		62,770		308
Computer Programs and Systems Inc *		5,150		155
Cross Country Healthcare Inc *		128,483		2,868
CVRx Inc *		6,500		61
Deciphera Pharmaceuticals Inc *		37,564		580
Eagle Pharmaceuticals Inc/DE *		36,530		1,036
Emergent BioSolutions Inc *		23,170		240
Encompass Health Corp		47,318		2,560
Ensign Group Inc/The		17,115		1,635
Envista Holdings Corp *		26,311		1,076
Evolent Health Inc, Cl A *		17,500		568
FibroGen Inc *		28,000		522
Generation Bio Co *		35,081		151
Haemonetics Corp *		7,797		645
Harrow Health Inc *		28,812		610

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HealthEquity Inc *		10,775	$	633
HealthStream Inc		44,248		1,199
Heron Therapeutics Inc *		291,510		440
Hims & Hers Health Inc *		113,000		1,121
Inhibrx Inc *		14,150		267
Innoviva Inc *		32,903		370
Inspire Medical Systems Inc *		2,332		546
Integra LifeSciences Holdings Corp *		64,722		3,716
Intra-Cellular Therapies Inc, Cl A *		11,983		649
Invitae Corp *		212,246		287
iRadimed Corp *		26,335		1,036
iTeos Therapeutics Inc *		55,633		757
IVERIC bio Inc *		19,888		484
Karyopharm Therapeutics Inc *		47,010		183
Kiniksa Pharmaceuticals Ltd, Cl A *		56,592		609
Kodiak Sciences Inc *		79,980		496
Krystal Biotech Inc *		5,486		439
Lantheus Holdings Inc *		18,325		1,513
LeMaitre Vascular Inc		23,029		1,185
Madrigal Pharmaceuticals Inc *		2,606		631
Merit Medical Systems Inc *		9,532		705
Mersana Therapeutics Inc *		104,470		429
Morphic Holding Inc *		4,860		183
Natera Inc *		10,500		583
NeoGenomics Inc *		68,381		1,190
Neuronetics Inc *		100,909		294
Nurix Therapeutics Inc *		50,060		445
NuVasive Inc *		14,815		612
OptimizeRx Corp *		12,815		187
Option Care Health Inc *		21,299		677
OraSure Technologies Inc *		158,486		959
Organogenesis Holdings Inc, Cl A *		255,215		544
Orthofix Medical Inc *		16,710		280
Pennant Group Inc/The *		13,290		190
Penumbra Inc *		1,550		432
Perrigo Co PLC		29,881		1,072
PetIQ Inc, Cl A *		15,870		182
Phreesia Inc *		17,051		551
Pliant Therapeutics Inc *		14,442		384
PMV Pharmaceuticals Inc *		24,940		119
Praxis Precision Medicines Inc *		141,700		115
Precigen Inc *		233,510		247
Premier Inc, Cl A		27,200		880
Prestige Consumer Healthcare Inc, Cl A *		29,287		1,834
Privia Health Group Inc *		25,718		710
Prometheus Biosciences Inc *		5,468		587
Protagonist Therapeutics Inc *		24,529		564
Prothena Corp PLC *		7,449		361
Quest Diagnostics Inc		8,318		1,177
RAPT Therapeutics Inc *		45,250		830
Revance Therapeutics Inc *		17,308		557
Rigel Pharmaceuticals Inc *		193,906		256

SEI Institutional Managed Trust

41

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sana Biotechnology Inc *		75,620	$	247
Shockwave Medical Inc *		2,481		538
SIGA Technologies Inc *		161,040		926
STERIS PLC		6,878		1,316
Stoke Therapeutics Inc *		17,924		149
Supernus Pharmaceuticals Inc *		10,666		386
Sutro Biopharma Inc *		24,827		115
Tactile Systems Technology Inc *		60,483		993
TG Therapeutics Inc *		42,501		639
TransMedics Group Inc *		8,439		639
Treace Medical Concepts Inc *		23,100		582
UFP Technologies Inc *		10,751		1,396
US Physical Therapy Inc		12,897		1,263
Utah Medical Products Inc		2,416		229
Vanda Pharmaceuticals Inc *		103,267		701
Vaxcyte Inc *		12,887		483
Ventyx Biosciences Inc *		12,469		418
Verrica Pharmaceuticals Inc *		42,796		278
Viemed Healthcare Inc *		72,702		702
ViewRay Inc *		105,970		367
Viking Therapeutics Inc *		50,201		836
Viridian Therapeutics Inc *		17,201		438
				80,299
Industrials — 19.2%
AAON Inc		16,069		1,554
AAR Corp *		10,500		573
ABM Industries Inc		103,005		4,629
ACCO Brands Corp		548,520		2,918
Air Lease Corp, Cl A		28,767		1,133
Alamo Group Inc		6,884		1,268
Alight Inc, Cl A *		63,500		585
Allied Motion Technologies Inc		15,970		617
Allison Transmission Holdings Inc		25,490		1,153
API Group Corp *		31,032		698
Applied Industrial Technologies Inc, Cl A		11,552		1,642
Astronics Corp *		77,229		1,032
Atkore Inc *		6,411		901
AZEK Co Inc/The, Cl A *		32,490		765
Barrett Business Services Inc		9,003		798
Beacon Roofing Supply Inc *		9,800		577
Booz Allen Hamilton Holding Corp, Cl A		12,993		1,204
Bowman Consulting Group Ltd, Cl A *		26,238		753
Brady Corp, Cl A		13,660		734
Broadridge Financial Solutions Inc		7,976		1,169
BWX Technologies Inc, Cl W		34,962		2,204
CACI International Inc, Cl A *		4,273		1,266
Carlisle Cos Inc		4,498		1,017
CBIZ Inc *		22,998		1,138
CECO Environmental Corp *		52,014		728
CIRCOR International Inc *		46,482		1,447
Clean Harbors Inc *		13,876		1,978
Comfort Systems USA Inc		10,814		1,578

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Costamare Inc		39,644	$	373
Crane NXT Co		3,576		406
CSG Systems International Inc		7,184		386
CSW Industrials Inc		5,041		700
Daseke Inc *		118,484		916
Douglas Dynamics Inc		15,632		498
Ducommun Inc *		7,899		432
EMCOR Group Inc		18,287		2,973
Enerpac Tool Group Corp, Cl A		21,925		559
Ennis Inc		47,373		999
EnPro Industries Inc		9,536		991
ExlService Holdings Inc *		10,030		1,623
Federal Signal Corp		14,043		761
First Advantage Corp *		14,080		197
Forrester Research Inc *		10,498		340
Franklin Covey Co *		22,442		863
FTI Consulting Inc *		3,300		651
Gates Industrial Corp PLC *		52,487		729
GATX Corp		4,079		449
Genco Shipping & Trading Ltd		9,333		146
GFL Environmental Inc		40,070		1,380
Griffon Corp		12,397		397
H&E Equipment Services Inc		14,952		661
Harsco Corp *		36,576		250
Heartland Express Inc		25,330		403
Heidrick & Struggles International Inc		16,326		496
Heritage-Crystal Clean Inc *		31,866		1,135
Hexcel Corp, Cl A		11,302		771
Hub Group Inc, Cl A *		6,790		570
Hudson Technologies Inc *		95,030		830
Huron Consulting Group Inc *		39,611		3,184
Hyster-Yale Materials Handling Inc		23,681		1,181
IBEX Holdings Ltd *		13,695		334
Insperity Inc, Cl A		16,463		2,001
ITT Inc		16,060		1,386
Kennametal Inc		17,426		481
Korn Ferry		17,911		927
Landstar System Inc		7,004		1,256
LSI Industries Inc		53,446		744
Manitowoc Co Inc/The *		66,613		1,138
Marten Transport Ltd		32,477		680
Masonite International Corp *		10,679		969
MasTec Inc *		3,514		332
Mayville Engineering Co Inc *		46,210		689
McGrath RentCorp		6,903		644
MRC Global Inc *		52,617		511
Nordson Corp		5,146		1,144
Northwest Pipe Co *		16,705		522
nVent Electric PLC		14,043		603
PAM Transportation Services Inc *		24,986		715
Powell Industries Inc		25,489		1,086
Primoris Services Corp		24,088		594

42

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quanex Building Products Corp		25,057	$	539
Radiant Logistics Inc *		124,075		814
Regal Rexnord Corp		8,355		1,176
Rush Enterprises Inc, Cl A		13,816		754
Safe Bulkers Inc		269,660		995
Shoals Technologies Group Inc, Cl A *		21,108		481
Simpson Manufacturing Co Inc		5,123		562
SP Plus Corp *		16,879		579
SPX Technologies Inc *		5,632		397
Standex International Corp		20,056		2,456
Sterling Infrastructure Inc *		52,280		1,980
Sun Country Airlines Holdings Inc *		8,150		167
Terex Corp		33,251		1,609
Tetra Tech Inc		8,615		1,266
Thermon Group Holdings Inc *		43,872		1,093
Timken Co/The		6,091		498
Titan Machinery Inc *		14,314		436
TPI Composites Inc *		16,770		219
TTEC Holdings Inc		20,712		771
UFP Industries Inc		13,252		1,053
UniFirst Corp/MA		5,563		980
V2X Inc *		13,330		529
Valmont Industries Inc		4,171		1,332
Wabash National Corp		38,700		952
WESCO International Inc		9,075		1,402
WillScot Mobile Mini Holdings Corp, Cl A *		12,606		591
				102,696
Information Technology — 13.0%
8x8 Inc *		238,890		996
A10 Networks Inc		33,569		520
ACM Research Inc, Cl A *		60,620		709
Aehr Test Systems *		14,213		441
Agilysys Inc *		17,779		1,467
Alkami Technology Inc *		48,731		617
Allegro MicroSystems Inc *		15,990		767
Altair Engineering Inc, Cl A *		11,000		793
American Software Inc/GA, Cl A		56,828		717
Amplitude Inc, Cl A *		19,220		239
Appfolio Inc, Cl A *		4,922		613
Arlo Technologies Inc *		77,260		468
Asure Software Inc *		49,202		713
Aviat Networks Inc *		15,520		535
Axcelis Technologies Inc *		12,257		1,633
AXT Inc *		74,345		296
Badger Meter Inc		6,400		780
Bel Fuse Inc, Cl B		18,593		699
Belden Inc		27,150		2,356
Box Inc, Cl A *		23,269		623
C3.ai Inc, Cl A *(A)		19,000		638
Calix Inc *		10,015		537
Cambium Networks Corp *		7,670		136
Cirrus Logic Inc *		6,109		668

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Clearfield Inc *		2,714	$	126
Cognex Corp		20,573		1,019
Diebold Nixdorf Inc *		170,890		205
Digi International Inc *		19,012		640
Diodes Inc *		9,100		844
eGain Corp *		54,866		416
EngageSmart Inc *		33,789		650
Entegris Inc		16,409		1,346
Fabrinet *		5,765		685
Fastly Inc, Cl A *		75,500		1,341
Grid Dynamics Holdings Inc *		43,640		500
Hackett Group Inc/The		49,277		911
Harmonic Inc, Cl A *		91,968		1,342
Impinj Inc *		10,959		1,485
indie Semiconductor Inc, Cl A *		52,695		556
Insight Enterprises Inc *		5,205		744
Intapp Inc *		37,110		1,664
Iteris Inc *		136,756		641
Kimball Electronics Inc *		14,930		360
Kulicke & Soffa Industries Inc		23,706		1,249
Lattice Semiconductor Corp *		7,333		700
Littelfuse Inc		4,615		1,237
Lumentum Holdings Inc *		16,426		887
MACOM Technology Solutions Holdings Inc *		14,707		1,042
Mitek Systems Inc *		15,216		146
Model N Inc *		17,200		576
Napco Security Technologies Inc *		37,123		1,395
National Instruments Corp		17,833		935
New Relic Inc *		7,556		569
Olo Inc, Cl A *		29,960		244
PC Connection Inc		21,707		976
PDF Solutions Inc *		32,747		1,388
Photronics Inc *		227,134		3,766
Plexus Corp *		5,847		571
Porch Group Inc *		147,690		211
Power Integrations Inc		15,189		1,286
Qualys Inc *		4,061		528
Rambus Inc *		29,725		1,524
Ribbon Communications Inc *		94,170		322
Sanmina Corp *		17,104		1,043
ScanSource Inc *		5,410		165
ShotSpotter Inc *		13,576		534
Silicon Motion Technology Corp ADR		38,907		2,549
Smartsheet Inc, Cl A *		11,872		567
SPS Commerce Inc *		4,351		663
Squarespace Inc *		19,000		604
Super Micro Computer Inc *		49,659		5,291
Tenable Holdings Inc *		12,170		578
Universal Display Corp		13,947		2,164
Viavi Solutions Inc *		90,277		978
Vishay Precision Group Inc *		27,200		1,136

SEI Institutional Managed Trust

43

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Yext Inc *		54,500	$	524
				69,784
Materials — 4.7%
Alpha Metallurgical Resources Inc		3,105		484
Aspen Aerogels Inc *		31,910		238
ATI Inc *		19,158		756
Axalta Coating Systems Ltd *		28,898		875
Cabot Corp		14,263		1,093
Carpenter Technology Corp		11,402		510
Chase Corp		6,220		651
Clearwater Paper Corp *		33,760		1,128
Commercial Metals Co, Cl A		60,617		2,964
Diversey Holdings Ltd *		25,151		204
Ecovyst Inc *		58,865		650
Element Solutions Inc		49,661		959
Haynes International Inc		21,893		1,097
Ingevity Corp *		13,802		987
Innospec Inc		11,637		1,195
Livent Corp *		59,259		1,287
Materion Corp		5,807		674
O-I Glass Inc, Cl I *		103,331		2,347
Olympic Steel Inc		17,626		920
Quaker Chemical Corp		4,842		959
Reliance Steel & Aluminum Co		6,114		1,570
Ryerson Holding Corp		16,540		602
Silgan Holdings Inc		21,610		1,160
SunCoke Energy Inc		66,740		599
Tredegar Corp		20,970		191
Valvoline Inc		34,886		1,219
				25,319
Real Estate — 1.8%
Ashford Hospitality Trust Inc *‡		39,640		127
Corporate Office Properties Trust ‡		33,968		805
eXp World Holdings Inc (A)		71,813		911
Hersha Hospitality Trust, Cl A ‡		19,630		132
Industrial Logistics Properties Trust ‡		109,943		338
Kennedy-Wilson Holdings Inc		57,512		954
National Storage Affiliates Trust ‡		24,328		1,016
Newmark Group Inc, Cl A		108,556		769
NexPoint Residential Trust Inc ‡		22,858		998
RMR Group Inc/The, Cl A		9,710		255
Ryman Hospitality Properties Inc ‡		6,986		627
STAG Industrial Inc ‡		38,927		1,317
Terreno Realty Corp ‡		17,143		1,107
				9,356
Utilities — 1.2%
Black Hills Corp, Cl A		12,481		788
Brookfield Infrastructure Corp, Cl A		26,800		1,234
Chesapeake Utilities Corp		7,955		1,018
IDACORP Inc, Cl A		9,935		1,076
Portland General Electric Co		33,990		1,662

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Spire Inc		8,900	$	624
Via Renewables Inc, Cl A		298		6
				6,408
Total Common Stock
(Cost $459,335) ($ Thousands)				529,413
EXCHANGE TRADED FUND — 0.1%
SPDR S&P Regional Banking ETF (A)		14,897		653
Total Exchange Traded Fund
(Cost $683) ($ Thousands)				653
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
4.740% **†(B)		1,985,679		1,986
Total Affiliated Partnership
(Cost $1,986) ($ Thousands)				1,986
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		6,919,603		6,920
Total Cash Equivalent
(Cost $6,920) ($ Thousands)				6,920
Total Investments in Securities — 100.5%
(Cost $468,924) ($ Thousands)			$	538,972

44

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $536,333 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $1,986 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		529,413		–		–		529,413
Exchange Traded Fund		653		–		–		653
Affiliated Partnership		–		1,986		–		1,986
Cash Equivalent		6,920		–		–		6,920
Total Investments in Securities		536,986		1,986		–		538,972

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	2,751	$	10,092	$	(10,857	)	$	—	$	—	$	1,986	$	9	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		9,050		87,673		(89,803	)		—		—		6,920		146		—
Totals	$	11,801	$	97,765	$	(100,660	)	$	—	$	—	$	8,906	$	155	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

45

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Value Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.5%
Communication Services — 5.2%
Advantage Solutions Inc *		22,958	$	36
AMC Networks Inc, Cl A *		18,606		327
Cinemark Holdings Inc *		163,007		2,411
EchoStar Corp, Cl A *		11,616		212
Entravision Communications Corp, Cl A		16,827		102
IDT Corp, Cl B *		1,416		48
John Wiley & Sons Inc, Cl A		66,508		2,579
Lions Gate Entertainment Corp, Cl A *		147,658		1,635
Nexstar Media Group Inc, Cl A		35,975		6,211
Scholastic Corp, Cl B		7,838		268
Telephone and Data Systems Inc		26,718		281
Yelp Inc, Cl A *		4,612		142
Ziff Davis Inc *		54,017		4,216
				18,468
Consumer Discretionary — 13.5%
Aaron's Co Inc/The		32,783		317
American Axle & Manufacturing Holdings Inc *		70,825		553
American Eagle Outfitters Inc		154,630		2,078
Big 5 Sporting Goods Corp (A)		6,921		53
Big Lots Inc		10,080		110
Biglari Holdings Inc, Cl B *		325		55
Bloomin' Brands Inc		136,643		3,505
Bluegreen Vacations Holding Corp, Cl A		3,675		101
Brinker International Inc *		72,243		2,745
Capri Holdings Ltd *		13,195		620
Carriage Services Inc, Cl A		13,839		422
Carter's Inc		9,447		679
Cato Corp/The, Cl A		6,012		53
Chico's FAS Inc *		33,606		185
Dick's Sporting Goods Inc		7,820		1,110
Ethan Allen Interiors Inc		6,584		181
Genesco Inc *		13,164		486
G-III Apparel Group Ltd *		22,248		346

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Goodyear Tire & Rubber Co/The *		78,617	$	866
Group 1 Automotive Inc		7,662		1,735
Guess? inc, Cl 3		35,748		696
H&R Block Inc		40,245		1,419
Harley-Davidson Inc, Cl A		22,288		846
Haverty Furniture Cos Inc		26,455		844
Helen of Troy Ltd *		9,343		889
KB Home		21,107		848
La-Z-Boy Inc, Cl Z		47,344		1,377
Leslie's Inc *		126,399		1,392
Lithia Motors Inc, Cl A		13,017		2,980
Macy's Inc		56,392		986
MasterCraft Boat Holdings Inc *		5,463		166
Meritage Homes Corp		12,288		1,435
Modine Manufacturing Co *		86,498		1,994
Movado Group Inc		4,903		141
ODP Corp/The *		18,103		814
Perdoceo Education Corp *		20,135		270
PVH Corp		10,100		901
Qurate Retail Inc *		103,000		102
Sally Beauty Holdings Inc *		51,779		807
Shoe Carnival Inc		1,654		42
Signet Jewelers Ltd		18,500		1,439
Sonic Automotive Inc, Cl A		22,681		1,232
Taylor Morrison Home Corp, Cl A *		29,834		1,141
Thor Industries Inc		9,367		746
Travel + Leisure Co		13,500		529
Tri Pointe Homes Inc *		78,210		1,980
Tupperware Brands Corp *		64,997		163
Universal Technical Institute Inc *		9,294		69
Upbound Group Inc		22,699		556
Urban Outfitters Inc *		60,451		1,676
Victoria's Secret & Co *		63,792		2,179
Vista Outdoor Inc *		2,670		74
Winnebago Industries Inc		18,233		1,052
Zumiez Inc *		5,830		108
				48,093
Consumer Staples — 3.9%
Cal-Maine Foods Inc		6,050		368
Coca-Cola Consolidated Inc		2,005		1,073
Energizer Holdings Inc		22,563		783
Herbalife Nutrition Ltd *		21,359		344
Ingles Markets Inc, Cl A		16,408		1,455
Ingredion Inc		13,044		1,327
Medifast Inc		6,621		686
Nature's Sunshine Products Inc *		5,446		56
Nu Skin Enterprises Inc, Cl A		3,050		120
Pilgrim's Pride Corp *		69,568		1,612
SpartanNash Co		22,908		568
Spectrum Brands Holdings Inc		42,976		2,846
Sprouts Farmers Market Inc *		47,093		1,650
US Foods Holding Corp *		21,700		802

46

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Village Super Market Inc, Cl A		13,897	$	318
				14,008
Energy — 7.1%
Bristow Group Inc *		6,871		154
California Resources Corp		27,037		1,041
Chord Energy Corp		5,463		735
Civitas Resources Inc		13,163		900
CNX Resources Corp *		22,155		355
Comstock Resources Inc		61,920		668
Crescent Point Energy Corp		56,510		399
Delek US Holdings Inc		89,725		2,059
DHT Holdings Inc		38,336		414
DT Midstream Inc		67,400		3,327
HF Sinclair Corp		62,241		3,011
Magnolia Oil & Gas Corp, Cl A		123,435		2,701
Murphy Oil Corp		21,656		801
National Energy Services Reunited Corp *		4,990		26
NexTier Oilfield Solutions Inc *		26,000		207
Par Pacific Holdings Inc *		3,700		108
PBF Energy Inc, Cl A		23,985		1,040
PDC Energy Inc, Cl A		26,732		1,716
REX American Resources Corp *		4,644		133
SFL Corp Ltd		65,246		620
Southwestern Energy Co *		280,549		1,403
TechnipFMC PLC *		76,000		1,037
Teekay Corp *		20,000		124
Viper Energy Partners LP		3,189		89
W&T Offshore Inc *		174,023		884
World Fuel Services Corp		49,588		1,267
				25,219
Financials — 22.4%
Amalgamated Financial Corp		4,384		78
A-Mark Precious Metals Inc		5,257		182
American Equity Investment Life Holding Co		65,412		2,387
Apollo Commercial Real Estate Finance Inc ‡		26,004		242
Arbor Realty Trust Inc ‡		65,836		756
Associated Banc-Corp		70,672		1,271
Axis Capital Holdings Ltd		15,008		818
B Riley Financial Inc (A)		11,672		331
Banco Latinoamericano de Comercio Exterior SA, Cl E		37,823		657
Bank OZK		24,568		840
BankUnited Inc		111,811		2,525
Bankwell Financial Group Inc		1,565		39
Banner Corp		11,870		645
Bar Harbor Bankshares		4,295		114
BayCom Corp		4,440		76
BCB Bancorp Inc		4,000		52
Berkshire Hills Bancorp Inc		32,500		814
BGC Partners Inc, Cl A		568,809		2,975

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Blue Ridge Bankshares Inc		5,776	$	59
BrightSpire Capital Inc, Cl A ‡		60,274		356
Business First Bancshares Inc		5,863		100
Camden National Corp		20,223		732
Capital Bancorp Inc		2,753		46
Carlyle Secured Lending Inc		37,000		504
Carter Bankshares Inc *		7,203		101
Cathay General Bancorp		36,652		1,265
Central Pacific Financial Corp		31,526		564
Civista Bancshares Inc		4,598		78
CNB Financial Corp/PA		5,063		97
CNO Financial Group Inc		209,057		4,639
Columbia Banking System Inc		119,961		2,570
Comerica Inc		12,800		556
Community Trust Bancorp Inc		10,140		385
Crawford & Co, Cl A		5,820		49
CrossFirst Bankshares Inc *		11,080		116
Customers Bancorp Inc *		10,152		188
Donnelley Financial Solutions Inc *		25,508		1,042
Enova International Inc *		5,055		225
Enterprise Bancorp Inc		2,900		91
Euronet Worldwide Inc *		16,895		1,891
EZCORP Inc, Cl A *		15,751		135
Federated Hermes Inc, Cl B		26,381		1,059
Financial Institutions Inc		4,854		94
First American Financial Corp		10,366		577
First Bank/Hamilton NJ		4,774		48
First Busey Corp		47,931		975
First Business Financial Services Inc		2,400		73
First Commonwealth Financial Corp		159,357		1,981
First Financial Corp/IN		13,031		488
First Foundation Inc		15,500		115
First Guaranty Bancshares Inc		2,368		37
First Internet Bancorp		3,003		50
First Merchants Corp		55,053		1,814
Flushing Financial Corp		47,072		701
FNB Corp/PA		209,969		2,436
FS KKR Capital Corp		29,785		551
Fulton Financial Corp		61,083		844
Genworth Financial Inc, Cl A *		237,298		1,191
Golub Capital BDC Inc		46,500		630
Great Southern Bancorp Inc		6,917		351
Green Dot Corp, Cl A *		13,500		232
Greenlight Capital Re Ltd, Cl A *		9,121		86
Hancock Whitney Corp, Cl A		30,065		1,094
Hanmi Financial Corp		29,402		546
Hercules Capital Inc, Cl A (A)		47,609		614
Hilltop Holdings Inc		16,789		498
HomeStreet Inc		25,397		457
HomeTrust Bancshares Inc		4,006		98
Hope Bancorp Inc		114,753		1,127
Horizon Bancorp Inc/IN		1,050		12

SEI Institutional Managed Trust

47

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		6,278	$	112
Invesco Mortgage Capital Inc ‡		19,075		212
Jackson Financial Inc, Cl A		21,629		809
Ladder Capital Corp, Cl A ‡		59,500		562
LendingClub Corp *		30,639		221
Lincoln National Corp		84,642		1,902
Mercantile Bank Corp		4,399		134
Merchants Bancorp/IN		5,977		156
Metropolitan Bank Holding Corp *		3,100		105
MGIC Investment Corp		61,442		825
Mid Penn Bancorp Inc		4,546		116
Midland States Bancorp Inc		6,502		139
MidWestOne Financial Group Inc		4,386		107
MVB Financial Corp		3,000		62
Navient Corp		58,190		930
New Mountain Finance Corp		35,378		431
OceanFirst Financial Corp		16,218		300
OFG Bancorp		79,694		1,988
Old National Bancorp/IN, Cl A		156,502		2,257
Oppenheimer Holdings Inc, Cl A		4,859		190
Orrstown Financial Services Inc		3,530		70
Oscar Health Inc, Cl A *		5,967		39
Pacific Premier Bancorp Inc		52,393		1,258
PacWest Bancorp (A)		140,860		1,371
Pathward Financial Inc		8,006		332
Paysafe Ltd *		9,033		156
PCB Bancorp		3,500		51
Peapack-Gladstone Financial Corp		5,631		167
PennantPark Investment Corp		59,908		316
PennyMac Financial Services Inc		19,118		1,140
Peoples Bancorp Inc/OH		15,990		412
Peoples Financial Services Corp		840		36
Popular Inc		17,949		1,030
Provident Bancorp Inc		4,672		32
QCR Holdings Inc		4,792		210
Radian Group Inc		85,163		1,882
RBB Bancorp		4,906		76
Redwood Trust Inc ‡		43,651		294
Republic Bancorp Inc/KY, Cl A		9,707		412
Republic First Bancorp Inc *		17,661		24
Rithm Capital Corp ‡		113,008		904
Sierra Bancorp		4,509		78
Simmons First National Corp, Cl A		38,404		672
SiriusPoint Ltd *		28,661		233
Sixth Street Specialty Lending Inc		33,800		618
SmartFinancial Inc		2,250		52
South Plains Financial Inc		3,417		73
Starwood Property Trust Inc ‡		156,977		2,777
Summit Financial Group Inc		3,604		75
Synovus Financial Corp		20,383		628
Third Coast Bancshares Inc *		4,000		63
TowneBank		20,236		539

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Two Harbors Investment Corp ‡		11,596	$	171
Victory Capital Holdings Inc, Cl A		19,500		571
Washington Federal Inc		28,112		847
Zions Bancorp NA		45,396		1,359
				79,896
Health Care — 6.5%
AbCellera Biologics Inc *		1,480		11
AMN Healthcare Services Inc *		38,720		3,212
Amneal Pharmaceuticals Inc *		99,560		138
Arcus Biosciences Inc *		8,877		162
Avanos Medical Inc *		20,455		608
Catalyst Pharmaceuticals Inc *		19,933		331
Co-Diagnostics Inc *		10,330		15
Collegium Pharmaceutical Inc *		39,267		942
Computer Programs and Systems Inc *		19,696		595
Corcept Therapeutics Inc *		4,347		94
Cross Country Healthcare Inc *		101,251		2,260
Dynavax Technologies Corp *		35,122		345
Eagle Pharmaceuticals Inc/DE *		3,432		97
Emergent BioSolutions Inc *		18,367		190
Enovis Corp *		38,602		2,065
Exelixis Inc *		43,393		842
Fulgent Genetics Inc *		6,500		203
Innoviva Inc *		17,595		198
Integra LifeSciences Holdings Corp *		31,184		1,790
Ironwood Pharmaceuticals Inc, Cl A *		149,808		1,576
iTeos Therapeutics Inc *		7,004		95
LivaNova PLC *		23,056		1,005
NextGen Healthcare Inc *		1,004		17
Organon & Co		30,000		706
Pediatrix Medical Group Inc *		23,879		356
Premier Inc, Cl A		27,248		882
Prestige Consumer Healthcare Inc, Cl A *		21,072		1,320
QuidelOrtho Corp *		13,244		1,180
Select Medical Holdings Corp		46,496		1,202
SIGA Technologies Inc *		13,000		75
Vanda Pharmaceuticals Inc *		17,220		117
Varex Imaging Corp *		4,500		82
Veradigm Inc *		20,048		262
Zimvie Inc *		5,861		42
				23,015
Industrials — 14.9%
ABM Industries Inc		56,717		2,549
ACCO Brands Corp		510,841		2,718
AerSale Corp *		4,881		84
Alaska Air Group Inc *		15,633		656
Allison Transmission Holdings Inc		24,064		1,089
Apogee Enterprises Inc		14,704		636
ArcBest Corp		14,630		1,352
Argan Inc		754		31
Atkore Inc *		13,535		1,901

48

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boise Cascade Co		11,348	$	718
BWX Technologies Inc, Cl W		56,937		3,589
Conduent Inc *		52,230		179
CoreCivic Inc *‡		22,280		205
Covenant Logistics Group Inc, Cl A		3,450		122
CSG Systems International Inc		15,466		831
Deluxe Corp		12,713		203
Eagle Bulk Shipping Inc		3,395		155
EMCOR Group Inc		4,045		658
Encore Wire Corp		11,356		2,105
Ennis Inc		21,905		462
Esab Corp		39,045		2,306
Fluor Corp *		10,509		325
Genco Shipping & Trading Ltd		6,414		100
GXO Logistics Inc *		63,299		3,194
Heidrick & Struggles International Inc		5,834		177
Hillenbrand Inc		11,392		541
Hub Group Inc, Cl A *		724		61
Interface Inc, Cl A		38,264		311
Kaman Corp, Cl A		33,906		775
KAR Auction Services Inc *		171,144		2,341
Kelly Services Inc, Cl A		29,293		486
Kennametal Inc		13,020		359
ManpowerGroup Inc		6,913		571
Matson Inc		9,719		580
MDU Resources Group Inc		25,108		765
Moog Inc, Cl A		12,159		1,225
Mueller Industries Inc		24,390		1,792
Park-Ohio Holdings Corp		11,604		140
Primoris Services Corp		26,839		662
Quanex Building Products Corp		7,497		161
Resources Connection Inc		4,918		84
Ritchie Bros Auctioneers Inc		17,286		973
Rush Enterprises Inc, Cl A		17,288		944
Ryder System Inc		15,874		1,417
Safe Bulkers Inc		26,340		97
SkyWest Inc *		8,046		178
Terex Corp		36,794		1,780
Timken Co/The		14,464		1,182
Titan International Inc *		15,000		157
Titan Machinery Inc *		5,729		174
Triton International Ltd		23,720		1,500
TrueBlue Inc *		13,004		231
Tutor Perini Corp *		11,956		74
UFP Industries Inc		3,153		251
V2X Inc *		593		24
Verra Mobility Corp, Cl A *		132,879		2,248
Wabash National Corp		44,196		1,087
Werner Enterprises Inc		23,723		1,079
WESCO International Inc		13,054		2,017
XPO Inc *		9,499		303
				52,915

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 9.6%
ACI Worldwide Inc *		43,431	$	1,172
Adeia Inc		29,641		263
Amkor Technology Inc		108,210		2,816
Avnet Inc		29,289		1,324
Benchmark Electronics Inc		26,198		621
Cirrus Logic Inc *		10,817		1,183
Consensus Cloud Solutions Inc *		25,304		862
Diodes Inc *		15,413		1,430
Insight Enterprises Inc *		5,915		845
Jabil Inc		30,253		2,667
Methode Electronics Inc		10,375		455
NCR Corp *		32,204		760
NetScout Systems Inc *		6,016		172
Photronics Inc *		165,203		2,739
Rimini Street Inc *		7,468		31
Sanmina Corp *		50,058		3,053
ScanSource Inc *		15,259		464
Silicon Motion Technology Corp ADR		28,889		1,893
Super Micro Computer Inc *		34,265		3,651
TD SYNNEX Corp		8,893		861
Teledyne Technologies Inc *		3,474		1,554
TTM Technologies Inc *		53,829		726
Unisys Corp *		8,449		33
Verint Systems Inc *		89,422		3,330
Vishay Intertechnology Inc		38,941		881
Xerox Holdings Corp		27,788		428
				34,214
Materials — 8.6%
AdvanSix Inc		23,393		895
Alpha Metallurgical Resources Inc		2,250		351
Ashland Inc		32,467		3,335
Axalta Coating Systems Ltd *		114,882		3,480
Chemours Co/The		20,292		608
Clearwater Paper Corp *		4,378		146
Commercial Metals Co, Cl A		81,766		3,998
FMC Corp		27,142		3,315
FutureFuel Corp		8,285		61
Greif Inc, Cl A		26,208		1,661
Huntsman Corp		37,937		1,038
Ingevity Corp *		9,734		696
Koppers Holdings Inc		23,760		831
Kronos Worldwide Inc		1,434		13
Louisiana-Pacific Corp		11,888		644
Mativ Holdings Inc		22,418		481
Minerals Technologies Inc		1,186		72
O-I Glass Inc, Cl I *		47,243		1,073
Rayonier Advanced Materials Inc *		3,940		25
Silgan Holdings Inc		123,208		6,613
SunCoke Energy Inc		88,096		791
TimkenSteel Corp *		7,730		142
Valhi Inc		1,055		18

SEI Institutional Managed Trust

49

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Warrior Met Coal Inc		12,359	$	454
				30,741
Real Estate — 6.0%
Acadia Realty Trust ‡		1,711		24
Alexander & Baldwin Inc ‡		9,957		188
American Assets Trust Inc ‡		28,681		533
Anywhere Real Estate Inc *		29,998		158
Apple Hospitality REIT Inc ‡		52,276		811
Brandywine Realty Trust ‡		55,921		265
Brixmor Property Group Inc ‡		29,107		626
Chatham Lodging Trust ‡		44,725		469
City Office REIT Inc ‡		40,274		278
CTO Realty Growth Inc ‡		4,895		84
DiamondRock Hospitality Co ‡		6,594		54
Diversified Healthcare Trust ‡		48,583		66
Douglas Elliman Inc		25,262		79
EPR Properties, Cl A ‡		23,636		901
Equity Commonwealth *‡		63,739		1,320
Forestar Group Inc *		5,053		79
Franklin Street Properties Corp ‡		86,591		136
Gaming and Leisure Properties Inc ‡		93,499		4,868
Global Net Lease Inc ‡		56,412		725
Hersha Hospitality Trust, Cl A ‡		9,104		61
Industrial Logistics Properties Trust ‡		36,893		113
Kite Realty Group Trust ‡		32,262		675
LXP Industrial Trust, Cl B ‡		3,503		36
Marcus & Millichap Inc		3,088		99
Medical Properties Trust Inc ‡		253,654		2,085
Newmark Group Inc, Cl A		188,137		1,332
Office Properties Income Trust ‡		18,671		230
Paramount Group Inc ‡		2,496		11
Pebblebrook Hotel Trust ‡		4,360		61
Piedmont Office Realty Trust Inc, Cl A ‡		64,119		468
PotlatchDeltic Corp ‡		15,171		751
RLJ Lodging Trust ‡		16,338		173
Sabra Health Care Inc ‡		111,299		1,280
Service Properties Trust ‡		45,487		453
SITE Centers Corp ‡		4,500		55
Summit Hotel Properties Inc ‡		4,100		29
Sunstone Hotel Investors Inc ‡		17,789		176
Tanger Factory Outlet Centers Inc ‡		58,286		1,144
Uniti Group Inc ‡		91,739		326
Urstadt Biddle Properties Inc, Cl A ‡		8,782		154
Xenia Hotels & Resorts Inc ‡		5,651		74
				21,450
Utilities — 0.8%
National Fuel Gas Co		26,315		1,519
Northwest Natural Holding Co		6,625		315

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Otter Tail Corp		2,420	$	175
Portland General Electric Co		3,596		176
UGI Corp		12,300		428
Unitil Corp		1,587		90
Via Renewables Inc, Cl A		857		16
				2,719
Total Common Stock
(Cost $299,283) ($ Thousands)				350,738
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, LP
4.740% **†(B)		2,391,488		2,394
Total Affiliated Partnership
(Cost $2,392) ($ Thousands)				2,394
CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		5,279,314		5,279
Total Cash Equivalent
(Cost $5,279) ($ Thousands)				5,279
Total Investments in Securities — 100.7%
(Cost $306,954) ($ Thousands)			$	358,411

	Percentages are based on Net Assets of $355,906 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $2,394 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		350,738		–		–		350,738
Affiliated Partnership		–		2,394		–		2,394
Cash Equivalent		5,279		–		–		5,279
Total Investments in Securities		356,017		2,394		–		358,411

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

50

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	675	$	4,974	$	(3,255	)	$	—	$	—	$	2,394	$	5	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		10,063		52,549		(57,333	)		—		—		5,279		106		—
Totals	$	10,738	$	57,523	$	(60,588	)	$	—	$	—	$	7,673	$	111	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

51

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Growth Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 3.6%
Bandwidth Inc, Cl A *		27,327	$	415
Bumble Inc, Cl A *		19,566		383
Cargurus Inc, Cl A *		121,722		2,274
Cars.com Inc *		29,686		573
EverQuote Inc, Cl A *		32,566		453
Gogo Inc *		9,322		135
Integral Ad Science Holding Corp *		45,855		654
Iridium Communications Inc		23,302		1,443
Reservoir Media Inc *(A)		161,636		1,054
Shutterstock Inc		16,609		1,206
Stagwell Inc, Cl A *		76,341		566
TechTarget Inc *		13,869		501
Yelp Inc, Cl A *		8,808		270
ZipRecruiter Inc, Cl A *		104,754		1,670
				11,597
Consumer Discretionary — 13.3%
Academy Sports & Outdoors Inc		26,444		1,726
American Eagle Outfitters Inc		44,162		594
Asbury Automotive Group Inc *		3,248		682
AutoNation Inc *		5,059		680
Bloomin' Brands Inc		17,613		452
Boot Barn Holdings Inc *		8,812		675
Bowlero Corp *		51,506		873
Boyd Gaming Corp		2,419		155
Brinker International Inc *		10,988		418
Canada Goose Holdings Inc *(A)		48,331		930
Cavco Industries Inc *		1,905		605
Clarus Corp		59,446		562
Crocs Inc *		20,653		2,611
Dave & Buster's Entertainment Inc *		5,753		212
Deckers Outdoor Corp *		1,939		872
Dick's Sporting Goods Inc		4,913		697
Dillard's Inc, Cl A		1,479		455

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Duolingo Inc, Cl A *		6,937	$	989
Ethan Allen Interiors Inc		3,390		93
Everi Holdings Inc *		53,473		917
Farfetch Ltd, Cl A *		124,414		611
Foot Locker Inc, Cl A		17,710		703
Frontdoor Inc *		57,107		1,592
Grand Canyon Education Inc *		10,370		1,181
Green Brick Partners Inc *		19,486		683
Group 1 Automotive Inc		2,668		604
Hanesbrands Inc *		80,026		421
Installed Building Products Inc		4,826		550
International Game Technology PLC		23,241		623
Lovesac Co/The *		6,292		182
MasterCraft Boat Holdings Inc *		13,709		417
Modine Manufacturing Co *		51,726		1,192
Movado Group Inc		8,598		247
Murphy USA Inc		2,777		717
NEOGAMES SA *		102,303		1,555
Oxford Industries Inc, Cl A		7,948		839
PlayAGS Inc *		186,766		1,335
Red Robin Gourmet Burgers Inc *		42,905		614
Sally Beauty Holdings Inc *		92,264		1,437
SeaWorld Entertainment Inc *		4,963		304
Signet Jewelers Ltd		5,584		434
Skechers USA Inc, Cl A *		51,209		2,434
Skyline Champion Corp *		23,280		1,751
Stoneridge Inc *		76,189		1,425
Stride Inc *		17,284		678
Target Hospitality Corp *		39,382		518
Taylor Morrison Home Corp, Cl A *		13,029		499
Texas Roadhouse Inc, Cl A		4,174		451
Vista Outdoor Inc *		12,660		351
Visteon Corp *		9,712		1,523
Wynn Resorts Ltd *		7,555		846
Xponential Fitness Inc, Cl A *		23,542		716
				42,631
Consumer Staples — 5.0%
Andersons Inc/The		5,126		212
Beauty Health Co/The *		115,516		1,459
BellRing Brands Inc *		27,331		929
Cal-Maine Foods Inc		7,968		485
Celsius Holdings Inc *		6,949		646
Chefs' Warehouse Inc/The *		13,997		477
Coca-Cola Consolidated Inc		568		304
Coty Inc, Cl A *		78,342		945
elf Beauty Inc *		26,040		2,144
Hostess Brands Inc, Cl A *		30,081		748
Inter Parfums Inc		13,492		1,919
John B Sanfilippo & Son Inc		6,369		617
MGP Ingredients Inc		9,579		927
Performance Food Group Co *		11,108		670
Primo Water Corp		40,770		626

52

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SpartanNash Co		11,315	$	281
Turning Point Brands Inc		92,757		1,948
Vita Coco Co Inc/The *		40,733		799
				16,136
Energy — 5.3%
Archrock Inc		66,065		646
Borr Drilling Ltd *		117,887		894
Chord Energy Corp		2,202		296
Civitas Resources Inc		10,479		716
CVR Energy Inc		14,388		472
DHT Holdings Inc		54,622		591
Earthstone Energy Inc, Cl A *		16,120		210
Expro Group Holdings NV *		29,038		533
Frontline PLC		5,767		96
Helix Energy Solutions Group Inc *		124,677		965
Liberty Energy Inc, Cl A		40,993		525
Nabors Industries Ltd *		2,807		342
NexTier Oilfield Solutions Inc *		36,432		290
Noble Corp PLC *		17,666		697
Nordic American Tankers Ltd		157,184		622
Northern Oil and Gas Inc		21,747		660
Oceaneering International Inc, Cl A *		43,670		770
Par Pacific Holdings Inc *		51,793		1,512
PBF Energy Inc, Cl A		14,082		611
PDC Energy Inc, Cl A		7,484		480
Peabody Energy Corp *		12,521		321
Permian Resources Corp, Cl A		91,246		958
RPC Inc		58,870		453
Select Energy Services Inc, Cl A		10,362		72
SFL Corp Ltd		19,621		186
Tidewater Inc *		23,853		1,051
US Silica Holdings Inc *		31,854		380
Viper Energy Partners LP		14,402		403
Weatherford International PLC *		22,749		1,350
				17,102
Financials — 7.7%
Amerant Bancorp Inc, Cl A		5,820		127
Artisan Partners Asset Management Inc, Cl A		11,876		380
Associated Banc-Corp		22,245		400
Axos Financial Inc *		9,347		345
Bancorp Inc/The *		9,564		266
Banner Corp		8,437		459
BGC Partners Inc, Cl A		197,214		1,031
Blackstone Mortgage Trust Inc, Cl A ‡		16,735		299
City Holding Co		998		91
CNO Financial Group Inc		22,623		502
Customers Bancorp Inc *		11,593		215
Donnelley Financial Solutions Inc *		6,564		268
Eagle Bancorp Inc		9,259		310
Employers Holdings Inc		8,749		365

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Enova International Inc *		23,150	$	1,029
Enterprise Financial Services Corp		17,459		778
First Bank/Hamilton NJ		11,277		114
First Commonwealth Financial Corp		32,753		407
First Financial Bancorp		19,426		423
Fulton Financial Corp		50,504		698
Hanmi Financial Corp		22,899		425
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡		6,871		196
Heartland Financial USA Inc		11,845		454
Heritage Financial Corp/WA		6,542		140
Houlihan Lokey Inc, Cl A		6,857		600
International Money Express Inc *		73,961		1,907
Kinsale Capital Group Inc		4,603		1,382
Mr Cooper Group Inc *		29,428		1,206
Navient Corp		18,169		290
NerdWallet Inc, Cl A *		34,718		562
OceanFirst Financial Corp		18,721		346
Orrstown Financial Services Inc		5,121		102
Payoneer Global Inc *		100,955		634
PennyMac Financial Services Inc		1,509		90
Preferred Bank/Los Angeles CA		9,084		498
Remitly Global Inc *		60,665		1,028
RenaissanceRe Holdings Ltd		4,053		812
RLI Corp		7,211		958
S&T Bancorp Inc		17,015		535
Selective Insurance Group Inc		4,619		440
Shift4 Payments Inc, Cl A *		11,910		903
Victory Capital Holdings Inc, Cl A		14,137		414
Voya Financial Inc		8,847		632
Washington Federal Inc		17,308		521
WisdomTree Inc		208,395		1,221
				24,803
Health Care — 20.3%
4D Molecular Therapeutics Inc *		32,306		555
89bio Inc *		36,087		550
ACADIA Pharmaceuticals Inc *		30,552		575
Addus HomeCare Corp *		4,273		456
ADMA Biologics Inc *		163,076		540
Akero Therapeutics Inc *		12,248		469
Alkermes PLC *		15,005		423
AMN Healthcare Services Inc *		3,532		293
Amphastar Pharmaceuticals Inc *		20,825		781
Amylyx Pharmaceuticals Inc *		16,245		477
Arbutus Biopharma Corp *		73,832		224
Arcellx Inc *		32,925		1,014
Artivion Inc *		46,721		612
Arvinas Inc *		19,341		528
Assertio Holdings Inc *		98,749		629
Aurinia Pharmaceuticals Inc *		46,126		506
Avid Bioservices Inc *		19,092		358
Axogen Inc *		41,733		394

SEI Institutional Managed Trust

53

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axonics Inc *		10,215	$	557
Biomea Fusion Inc *		17,568		545
Bridgebio Pharma Inc *		47,348		785
C4 Therapeutics Inc *		77,945		245
CareDx Inc *		21,007		192
Catalyst Pharmaceuticals Inc *		49,429		820
Celldex Therapeutics Inc *		14,177		510
Certara Inc *		68,919		1,662
Chinook Therapeutics Inc *		31,747		735
Collegium Pharmaceutical Inc *		23,024		552
CorVel Corp *		1,759		335
Cross Country Healthcare Inc *		14,340		320
DICE Therapeutics Inc *		22,859		655
Eagle Pharmaceuticals Inc/DE *		12,083		343
Ensign Group Inc/The		6,807		650
Erasca Inc *		85,761		258
Haemonetics Corp *		8,308		688
Halozyme Therapeutics Inc *		9,033		345
Harmony Biosciences Holdings Inc *		11,007		359
Harrow Health Inc *		36,300		768
HealthEquity Inc *		37,716		2,214
Heron Therapeutics Inc *		164,901		249
Hims & Hers Health Inc *		104,653		1,038
ImmunoGen Inc *		15,787		61
Inhibrx Inc *		26,446		499
Intercept Pharmaceuticals Inc *		39,193		526
Ironwood Pharmaceuticals Inc, Cl A *		44,101		464
iTeos Therapeutics Inc *		7,324		100
IVERIC bio Inc *		25,785		627
Kiniksa Pharmaceuticals Ltd, Cl A *		72,398		779
Krystal Biotech Inc *		7,630		611
Lantheus Holdings Inc *		34,585		2,855
Ligand Pharmaceuticals Inc *		6,361		468
Madrigal Pharmaceuticals Inc *		3,248		787
MaxCyte Inc *		155,225		768
Medpace Holdings Inc *		6,554		1,232
Merit Medical Systems Inc *		50,414		3,728
Natera Inc *		13,288		738
NeoGenomics Inc *		35,265		614
Nevro Corp *		19,140		692
NextGen Healthcare Inc *		38,514		671
Nuvalent Inc, Cl A *		19,005		496
Omnicell Inc *		15,435		906
Option Care Health Inc *		14,441		459
Paragon 28 Inc *		49,522		845
Pediatrix Medical Group Inc *		52,442		782
Penumbra Inc *		2,258		629
Phreesia Inc *		22,792		736
Pliant Therapeutics Inc *		17,835		474
PMV Pharmaceuticals Inc *		94,804		452
Prestige Consumer Healthcare Inc, Cl A *		8,212		514
Prometheus Biosciences Inc *		9,092		976

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prothena Corp PLC *		12,508	$	606
QuidelOrtho Corp *		38,565		3,436
Relay Therapeutics Inc *		28,142		464
Revance Therapeutics Inc *		38,208		1,231
Shockwave Medical Inc *		3,381		733
Sight Sciences Inc *		68,908		602
Silk Road Medical Inc *		15,801		618
Sonendo Inc *		139,610		279
SpringWorks Therapeutics Inc *		24,732		637
STAAR Surgical Co *		1,352		86
Supernus Pharmaceuticals Inc *		46,888		1,699
Tenet Healthcare Corp *		8,951		532
TG Therapeutics Inc *		43,599		656
TransMedics Group Inc *		16,956		1,284
UFP Technologies Inc *		6,832		887
Vaxcyte Inc *		16,734		627
Ventyx Biosciences Inc *		19,038		638
Veracyte Inc *		32,101		716
Veradigm Inc *		12,411		162
Viking Therapeutics Inc *		69,497		1,157
Viridian Therapeutics Inc *		18,060		459
				65,207
Industrials — 22.0%
AAON Inc		17,251		1,668
ACV Auctions Inc, Cl A *		199,825		2,580
Alamo Group Inc		3,884		715
Alight Inc, Cl A *		288,243		2,655
Allegiant Travel Co, Cl A *		4,666		429
Apogee Enterprises Inc		12,442		538
Applied Industrial Technologies Inc, Cl A		12,198		1,734
Arcosa Inc		8,649		546
Atkore Inc *		14,035		1,972
Avis Budget Group Inc *		1,439		280
Barrett Business Services Inc		4,450		394
Beacon Roofing Supply Inc *		19,148		1,127
Boise Cascade Co		4,541		287
Byrna Technologies Inc *		122,117		927
CBIZ Inc *		11,167		553
Cimpress PLC *		16,514		724
Clean Harbors Inc *		5,173		737
Comfort Systems USA Inc		13,100		1,912
Crane NXT Co		6,622		752
Dycom Industries Inc *		8,835		827
EMCOR Group Inc		9,075		1,475
Encore Wire Corp		3,802		705
Ennis Inc		4,669		98
ESCO Technologies Inc		4,978		475
Evoqua Water Technologies Corp *		15,408		766
ExlService Holdings Inc *		11,624		1,881
Federal Signal Corp		16,903		916
Forrester Research Inc *		37,608		1,217
Forward Air Corp		17,010		1,833

54

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Franklin Covey Co *		2,081	$	80
FTI Consulting Inc *		4,249		838
GMS Inc *		6,076		352
Griffon Corp		29,718		951
H&E Equipment Services Inc		12,810		567
Heartland Express Inc		44,675		711
Helios Technologies Inc		6,705		438
Herc Holdings Inc		2,749		313
Heritage-Crystal Clean Inc *		77,579		2,763
Hillenbrand Inc		11,225		533
Hub Group Inc, Cl A *		4,523		380
Hudson Technologies Inc *		299,314		2,613
Huron Consulting Group Inc *		16,797		1,350
ICF International Inc, Cl A		1,240		136
Janus International Group Inc *		38,752		382
John Bean Technologies Corp, Cl A		10,630		1,162
Kadant Inc		4,890		1,020
Kirby Corp *		27,819		1,939
Korn Ferry		8,422		436
Legalzoom.com Inc *		124,814		1,171
Matson Inc		21,177		1,264
Maxar Technologies Inc		4,476		229
McGrath RentCorp		3,943		368
MYR Group Inc *		1,829		230
NOW Inc *		57,259		638
nVent Electric PLC		17,520		752
Quanex Building Products Corp		11,556		249
Ritchie Bros Auctioneers Inc		50,659		2,852
Rocket Lab USA Inc *		106,971		432
Rush Enterprises Inc, Cl A		15,765		861
Shoals Technologies Group Inc, Cl A *		15,529		354
SP Plus Corp *		43,928		1,506
SPX Technologies Inc *		10,241		723
Sterling Infrastructure Inc *		22,016		834
Sun Country Airlines Holdings Inc *		20,961		430
Tennant Co		22,508		1,542
Terex Corp		23,760		1,149
Thermon Group Holdings Inc *		24,360		607
Timken Co/The		8,875		725
Titan Machinery Inc *		21,824		665
Transcat Inc *		1,095		98
TriNet Group Inc *		9,013		726
TrueBlue Inc *		30,318		540
UniFirst Corp/MA		2,102		370
Wabash National Corp		46,712		1,149
WESCO International Inc		4,657		720
WillScot Mobile Mini Holdings Corp, Cl A *		38,920		1,825
				70,696
Information Technology — 15.5%
8x8 Inc *		183,693		766
A10 Networks Inc		21,880		339
ADTRAN Holdings Inc		29,313		465

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aehr Test Systems *		21,743	$	674
Agilysys Inc *		12,055		995
Alkami Technology Inc *		108,451		1,373
Allegro MicroSystems Inc *		48,085		2,308
Altair Engineering Inc, Cl A *		21,552		1,554
Asure Software Inc *		42,719		619
Axcelis Technologies Inc *		15,735		2,097
Badger Meter Inc		12,903		1,572
Belden Inc		19,361		1,680
Blackbaud Inc, Cl A *		6,651		461
Box Inc, Cl A *		12,166		326
C3.ai Inc, Cl A *(A)		20,430		686
Cirrus Logic Inc *		8,704		952
Clearfield Inc *		4,484		209
Consensus Cloud Solutions Inc *		54,493		1,858
Digi International Inc *		12,645		426
EngageSmart Inc *		21,821		420
Everbridge Inc *		9,734		337
Extreme Networks Inc *		64,666		1,236
Fabrinet *		5,382		639
Fastly Inc, Cl A *		46,367		823
Hackett Group Inc/The		6,806		126
Impinj Inc *		17,694		2,398
indie Semiconductor Inc, Cl A *		65,986		696
Insight Enterprises Inc *		6,762		967
Intapp Inc *		27,628		1,239
Lattice Semiconductor Corp *		9,862		942
MACOM Technology Solutions Holdings Inc *		1,488		105
Mirion Technologies Inc, Cl A *		184,678		1,577
Model N Inc *		20,993		703
Momentive Global Inc *		118,814		1,107
Monday.com Ltd *		6,096		870
Napco Security Technologies Inc *		22,140		832
New Relic Inc *		9,322		702
PagerDuty Inc *		39,507		1,382
PDF Solutions Inc *		17,771		754
Plexus Corp *		3,288		321
Qualys Inc *		11,052		1,437
Rambus Inc *		32,948		1,689
Sanmina Corp *		35,139		2,143
Silicon Laboratories Inc *		2,426		425
Smartsheet Inc, Cl A *		15,797		755
SPS Commerce Inc *		9,318		1,419
Squarespace Inc *		24,220		769
Sumo Logic Inc *		44,661		535
Super Micro Computer Inc *		13,121		1,398
Universal Display Corp		4,287		665
Varonis Systems Inc, Cl B *		15,795		411
Yext Inc *		59,980		576
				49,758

SEI Institutional Managed Trust

55

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Small Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Materials — 3.2%
American Vanguard Corp, Cl B		4,806	$	105
ATI Inc *		41,549		1,640
Carpenter Technology Corp		14,243		637
Clearwater Paper Corp *		8,984		300
Commercial Metals Co, Cl A		14,688		718
Ecovyst Inc *		50,217		555
Innospec Inc		3,894		400
Kronos Worldwide Inc		10,538		97
Livent Corp *		49,152		1,068
Materion Corp		7,426		861
O-I Glass Inc, Cl I *		71,052		1,614
Orion Engineered Carbons SA		32,241		841
Ranpak Holdings Corp, Cl A *		141,167		737
Silgan Holdings Inc		14,400		773
				10,346
Real Estate — 1.9%
Alexander & Baldwin Inc ‡		5,139		97
Armada Hoffler Properties Inc ‡		30,753		363
DiamondRock Hospitality Co ‡		52,142		424
Equity Commonwealth *‡		14,574		302
Essential Properties Realty Trust Inc ‡		18,857		468
Independence Realty Trust Inc ‡		64,169		1,029
Kennedy-Wilson Holdings Inc		23,573		391
Kite Realty Group Trust ‡		18,624		390
LTC Properties Inc ‡		13,041		458
Newmark Group Inc, Cl A		33,010		234
Plymouth Industrial REIT Inc ‡		20,392		428
SITE Centers Corp ‡		64,434		791
Tanger Factory Outlet Centers Inc ‡		26,231		515
Uniti Group Inc ‡		33,236		118
				6,008
Utilities — 0.9%
ALLETE Inc		7,013		452
Clearway Energy Inc, Cl C		10,956		343
New Jersey Resources Corp		10,251		545
Northwest Natural Holding Co		8,550		407
Otter Tail Corp		10,130		732
Portland General Electric Co		8,353		408
				2,887
Total Common Stock
(Cost $286,751) ($ Thousands)				317,171

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, LP
4.740% **†(B)		2,117,608	$	2,113
Total Affiliated Partnership
(Cost $2,117) ($ Thousands)				2,113
CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		4,893,949		4,894
Total Cash Equivalent
(Cost $4,894) ($ Thousands)				4,894
Total Investments in Securities — 100.9%
(Cost $293,762) ($ Thousands)			$	324,178

	Percentages are based on Net Assets of $321,322 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
†	Investment in Affiliated Security (see Note 6).
‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $2,113 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		317,171		–		–		317,171
Affiliated Partnership		–		2,113		–		2,113
Cash Equivalent		4,894		–		–		4,894
Total Investments in Securities		322,065		2,113		–		324,178

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

56

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,740	$	23,370	$	(24,998	)	$	1	$	—	$	2,113	$	33	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		6,614		39,869		(41,589	)		—		—		4,894		77		—
Totals	$	10,354	$	63,239	$	(66,587	)	$	1	$	—	$	7,007	$	110	$	—

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

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

SEI Institutional Managed Trust

57

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Small/Mid Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 5.8%
ATN International Inc		16,608	$	680
Cinemark Holdings Inc *		442,178		6,540
Cogent Communications Holdings Inc		18,392		1,172
EchoStar Corp, Cl A *		14,096		258
Electronic Arts Inc		2,290		276
IAC Inc *		3,105		160
Interpublic Group of Cos Inc/The		24,754		922
Iridium Communications Inc		9,732		603
John Wiley & Sons Inc, Cl A		54,927		2,129
Lions Gate Entertainment Corp, Cl A *		407,462		4,511
Match Group Inc *		1,449		56
Nexstar Media Group Inc, Cl A		68,960		11,907
Ooma Inc *		8,203		103
Playstudios Inc *		29,700		109
Shutterstock Inc		14,686		1,066
Take-Two Interactive Software Inc, Cl A *		3,431		409
World Wrestling Entertainment Inc, Cl A		47,069		4,295
Ziff Davis Inc *		144,668		11,291
				46,487
Consumer Discretionary — 9.3%
Advance Auto Parts Inc		8,265		1,005
American Eagle Outfitters Inc		398,373		5,354
Arko Corp		27,266		231
Asbury Automotive Group Inc *		3,907		821
AutoNation Inc *		1,730		232
Bloomin' Brands Inc		193,749		4,970
Bright Horizons Family Solutions Inc *		1,538		118
Brinker International Inc *		203,887		7,748
Carter's Inc		4,159		299
Cavco Industries Inc *		1,857		590
Dave & Buster's Entertainment Inc *		43,840		1,613
Deckers Outdoor Corp *		3,400		1,528

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Duolingo Inc, Cl A *		10,279	$	1,466
Etsy Inc *		6,503		724
Group 1 Automotive Inc		4,472		1,013
Haverty Furniture Cos Inc		17,831		569
Helen of Troy Ltd *		9,910		943
Hibbett Inc		17,681		1,043
Hooker Furnishings Corp		36,806		670
JAKKS Pacific Inc *		53,967		934
LCI Industries		16,429		1,805
Leslie's Inc *		152,262		1,676
Lithia Motors Inc, Cl A		24,454		5,598
LKQ Corp		65,256		3,704
Modine Manufacturing Co *		243,920		5,622
Murphy USA Inc		8,055		2,079
Ollie's Bargain Outlet Holdings Inc *		3,893		226
Overstock.com Inc *		28,534		578
Penske Automotive Group Inc, Cl A		1,099		156
Pool Corp		14,737		5,047
Service Corp International/US		8,000		550
Skechers USA Inc, Cl A *		19,536		928
Sleep Number Corp *		2,049		62
Standard Motor Products Inc		15,384		568
Stride Inc *		38,570		1,514
Taylor Morrison Home Corp, Cl A *		55,866		2,137
Urban Outfitters Inc *		129,062		3,578
Vail Resorts Inc		9,517		2,224
Victoria's Secret & Co *		93,387		3,189
Whirlpool Corp		3,320		438
Williams-Sonoma Inc		7,799		949
Wingstop Inc, Cl A		572		105
Winmark Corp		1,329		426
				75,030
Consumer Staples — 4.6%
BJ's Wholesale Club Holdings Inc *		24,382		1,855
Cal-Maine Foods Inc		23,045		1,403
Casey's General Stores Inc		6,437		1,393
Central Garden & Pet Co, Cl A *		15,496		605
Coca-Cola Consolidated Inc		2,500		1,338
Darling Ingredients Inc *		16,819		982
elf Beauty Inc *		11,364		936
Flowers Foods Inc		23,770		652
Fresh Del Monte Produce Inc		14,071		424
Fresh Market Inc *		17,502		—
Freshpet Inc *		8,866		587
Hostess Brands Inc, Cl A *		85,034		2,116
Ingles Markets Inc, Cl A		6,621		587
Ingredion Inc		14,851		1,511
J & J Snack Foods Corp		7,030		1,042
John B Sanfilippo & Son Inc		5,357		519
Kroger Co/The		6,156		304
Lancaster Colony Corp		2,000		406
Medifast Inc		25,446		2,638

58

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mission Produce Inc *		9,560	$	106
Pilgrim's Pride Corp *		131,642		3,052
PriceSmart Inc		12,015		859
Primo Water Corp		30,856		474
Seaboard Corp		144		543
Seneca Foods Corp, Cl A *		315		16
SpartanNash Co		5,962		148
Spectrum Brands Holdings Inc		69,995		4,635
Sprouts Farmers Market Inc *		27,834		975
Tootsie Roll Industries Inc		6,062		272
TreeHouse Foods Inc *		9,556		482
Universal Corp/VA		18,077		956
US Foods Holding Corp *		10,313		381
USANA Health Sciences Inc *		4,731		298
Vector Group Ltd		6,608		79
Village Super Market Inc, Cl A		7,188		164
Vital Farms Inc *		111,395		1,704
Weis Markets Inc		27,069		2,292
				36,734
Energy — 5.8%
Ardmore Shipping Corp		69,843		1,039
ChampionX Corp		14,821		402
CNX Resources Corp *		6,766		108
Coterra Energy Inc		69,602		1,708
Delek US Holdings Inc		314,513		7,218
DHT Holdings Inc		134,402		1,453
Diamondback Energy Inc, Cl A		12,076		1,632
DT Midstream Inc		67,641		3,340
Golar LNG Ltd *		17,050		368
Helmerich & Payne Inc		23,788		850
HF Sinclair Corp		73,441		3,553
International Seaways Inc		44,523		1,856
Liberty Energy Inc, Cl A		83,798		1,074
Magnolia Oil & Gas Corp, Cl A		130,870		2,863
Marathon Petroleum Corp		7,296		984
Par Pacific Holdings Inc *		31,805		929
PBF Energy Inc, Cl A		42,772		1,855
Pioneer Natural Resources Co		4,198		857
Ranger Energy Services Inc, Cl A *		103,649		1,056
REX American Resources Corp *		69		2
Scorpio Tankers Inc		14,901		839
SFL Corp Ltd		96,342		915
Southwestern Energy Co *		660,743		3,304
TechnipFMC PLC *		115,262		1,573
Teekay Corp *		107,083		662
Teekay Tankers Ltd, Cl A *		30,805		1,322
Tidewater Inc *		11,094		489
Viper Energy Partners LP		126,194		3,533
				45,784
Financials — 16.4%
1st Source Corp		19,527		843

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alerus Financial Corp		30,542	$	490
Allstate Corp/The		990		110
Amalgamated Financial Corp		43,074		762
American Equity Investment Life Holding Co		164,447		6,001
American Financial Group Inc/OH		13,674		1,661
Ameriprise Financial Inc		4,701		1,441
Arch Capital Group Ltd *		10,008		679
Argo Group International Holdings Ltd *		76,729		2,247
Arrow Financial Corp		21,180		528
AssetMark Financial Holdings Inc *		24,034		756
Assurant Inc		5,558		667
Axos Financial Inc *		48,113		1,776
Bank of NT Butterfield & Son Ltd/The		40,579		1,096
Bank OZK		55,988		1,915
BankUnited Inc		209,185		4,723
BGC Partners Inc, Cl A		1,099,126		5,748
Bridgewater Bancshares Inc *		19,061		207
Business First Bancshares Inc		20,719		355
Camden National Corp		18,864		683
Capital City Bank Group Inc		9,652		283
Capstar Financial Holdings Inc		5,941		90
Cass Information Systems Inc		15,894		688
Cboe Global Markets Inc		3,600		483
Central Pacific Financial Corp		6,509		117
Central Valley Community Bancorp		4,108		85
City Holding Co		15,826		1,438
CNB Financial Corp/PA		44,272		850
CNO Financial Group Inc		289,034		6,414
Coastal Financial Corp/WA *		2,756		99
Columbia Banking System Inc		250,076		5,357
Columbia Financial Inc *		91,296		1,669
Comerica Inc		47,125		2,046
Community Trust Bancorp Inc		27,038		1,026
Diamond Hill Investment Group Inc		3,103		511
Donnelley Financial Solutions Inc *		39,415		1,610
Eagle Bancorp Inc		29,167		976
Employers Holdings Inc		17,888		746
Enstar Group Ltd *		314		73
Equity Bancshares Inc, Cl A		3,686		90
Euronet Worldwide Inc *		51,944		5,813
Everest Re Group Ltd		6,060		2,170
EVERTEC Inc		55,000		1,856
Farmers National Banc Corp		24,544		310
Financial Institutions Inc		51,330		990
First American Financial Corp		3,200		178
First Busey Corp		9,425		192
First Citizens BancShares Inc/NC, Cl A		775		754
First Commonwealth Financial Corp		316,920		3,939
First Community Bankshares Inc		66,479		1,665
First Financial Corp/IN		22,861		857
First Interstate BancSystem Inc, Cl A		51,000		1,523
First Merchants Corp		77,646		2,558

SEI Institutional Managed Trust

59

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First Mid Bancshares Inc		17,585	$	479
First of Long Island Corp/The		7,275		98
Flywire Corp *		44,351		1,302
FNB Corp/PA		494,669		5,738
German American Bancorp Inc		1,528		51
Glacier Bancorp Inc, Cl A		18,951		796
Global Payments Inc		1,009		106
Great Southern Bancorp Inc		13,042		661
Guaranty Bancshares Inc/TX		3,440		96
Hanmi Financial Corp		5,071		94
Hanover Insurance Group Inc/The, Cl A		25,705		3,303
Heritage Commerce Corp		106,217		885
Heritage Financial Corp/WA		16,404		351
HomeTrust Bancshares Inc		4,975		122
Horace Mann Educators Corp, Cl A		21,962		735
Independent Bank Corp/MI		12,857		228
International Money Express Inc *		1,250		32
Lincoln National Corp		28,000		629
MarketAxess Holdings Inc		350		137
Mercantile Bank Corp		1,832		56
Merchants Bancorp/IN		59,391		1,547
Northfield Bancorp Inc		63,237		745
OFG Bancorp		133,441		3,328
Old National Bancorp/IN, Cl A		195,344		2,817
Old Second Bancorp Inc		44,774		630
Pacific Premier Bancorp Inc		84,780		2,036
PacWest Bancorp		113,005		1,100
Peoples Bancorp Inc/OH		2,043		53
PJT Partners Inc, Cl A		14,364		1,037
Popular Inc		11,261		647
Preferred Bank/Los Angeles CA		4,751		260
RBB Bancorp		40,126		622
Reinsurance Group of America Inc, Cl A		7,938		1,054
Remitly Global Inc *		93,513		1,585
RenaissanceRe Holdings Ltd		6,494		1,301
Renasant Corp		23,294		712
Republic Bancorp Inc/KY, Cl A		17,019		722
S&T Bancorp Inc		16,259		511
Selective Insurance Group Inc		19,688		1,877
ServisFirst Bancshares Inc		26,000		1,420
Sierra Bancorp		20,570		354
SmartFinancial Inc		4,000		93
Southern First Bancshares Inc *		5,581		171
Southside Bancshares Inc		5,386		179
Starwood Property Trust Inc ‡		234,606		4,150
StoneX Group Inc *		10,593		1,097
Towne Bank/Portsmouth VA		17,345		462
TriCo Bancshares		22,196		923
TrustCo Bank Corp NY		19,056		609
United Fire Group Inc		15,704		417
Univest Financial Corp		50,690		1,203
Washington Federal Inc		40,487		1,219

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zions Bancorp NA		40,322	$	1,207
				132,131
Health Care — 13.1%
AbCellera Biologics Inc *		57,252		432
ACADIA Pharmaceuticals Inc *		87,758		1,652
ADMA Biologics Inc *		236,247		782
Akero Therapeutics Inc *		30,983		1,185
Alkermes PLC *		68,608		1,934
AmerisourceBergen Corp, Cl A		4,713		755
Amicus Therapeutics Inc *		125,521		1,392
AMN Healthcare Services Inc *		53,595		4,446
Amphastar Pharmaceuticals Inc *		39,594		1,485
AnaptysBio Inc *		7,862		171
ANI Pharmaceuticals Inc *		11,989		476
Apellis Pharmaceuticals Inc *		968		64
Arcutis Biotherapeutics Inc *		9,000		99
Ascendis Pharma A/S ADR *		9,780		1,049
AtriCure Inc *		8,762		363
Atrion Corp		890		559
Avanos Medical Inc *		54,401		1,618
Avista Public Acquisition Corp II, Cl W *		31,894		117
Axogen Inc *		152,108		1,437
Axonics Inc *		20,500		1,118
Biohaven Ltd *		7,698		105
BioMarin Pharmaceutical Inc *		9,577		931
Catalyst Pharmaceuticals Inc *		56,995		945
Charles River Laboratories International Inc *		7,525		1,519
Chemed Corp		5,665		3,046
Chinook Therapeutics Inc *		21,466		497
Co-Diagnostics Inc *		452,750		670
Collegium Pharmaceutical Inc *		46,029		1,104
Computer Programs and Systems Inc *		21,134		638
Corcept Therapeutics Inc *		24,000		520
CorVel Corp *		3,132		596
Cross Country Healthcare Inc *		232,025		5,179
Cullinan Oncology Inc *		10,941		112
CVRx Inc *		36,296		338
Day One Biopharmaceuticals Inc *		8,316		111
Deciphera Pharmaceuticals Inc *		73,334		1,133
DICE Therapeutics Inc *		10,756		308
Doximity Inc, Cl A *		45,839		1,484
Dyne Therapeutics Inc *		15,684		181
Eagle Pharmaceuticals Inc/DE *		11,371		323
Encompass Health Corp		19,928		1,078
Enovis Corp *		57,084		3,053
Ensign Group Inc/The		4,885		467
Evolent Health Inc, Cl A *		16,963		550
FibroGen Inc *		55,239		1,031
Globus Medical Inc, Cl A *		14,804		838
Haemonetics Corp *		8,827		730
Harmony Biosciences Holdings Inc *		1,750		57

60

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HealthEquity Inc *		13,790	$	810
HealthStream Inc		93,597		2,536
Hims & Hers Health Inc *		124,264		1,233
ICON PLC *		7,886		1,684
ICU Medical Inc *		5,669		935
IDEXX Laboratories Inc *		458		229
Incyte Corp *		3,300		238
Insmed Inc *		25,371		433
Integra LifeSciences Holdings Corp *		70,747		4,062
Ionis Pharmaceuticals Inc *		8,741		312
Iovance Biotherapeutics Inc *		113,425		693
Jazz Pharmaceuticals PLC *		5,000		732
Kiniksa Pharmaceuticals Ltd, Cl A *		31,021		334
Kura Oncology Inc *		16,563		203
Lantheus Holdings Inc *		22,178		1,831
LeMaitre Vascular Inc		3,528		182
Ligand Pharmaceuticals Inc *		15,446		1,136
Masimo Corp *		3,863		713
Medpace Holdings Inc *		12,810		2,409
Merit Medical Systems Inc *		21,642		1,600
Mettler-Toledo International Inc *		411		629
NeoGenomics Inc *		81,134		1,413
Neurocrine Biosciences Inc *		15,038		1,522
NextGen Healthcare Inc *		66,488		1,158
Novocure Ltd *		2,480		149
OmniAB Inc *		11,714		—
Option Care Health Inc *		42,714		1,357
Pacira BioSciences Inc *		44,489		1,816
Penumbra Inc *		1,427		398
PerkinElmer Inc		12,707		1,693
Perrigo Co PLC		27,874		1,000
Phibro Animal Health Corp, Cl A		33,788		518
Phreesia Inc *		27,973		903
Point Biopharma Global Inc, Cl A *		14,694		107
Premier Inc, Cl A		76,765		2,485
Prestige Consumer Healthcare Inc, Cl A *		46,904		2,938
Privia Health Group Inc *		41,900		1,157
PTC Therapeutics Inc *		6,783		329
Puma Biotechnology Inc *		179,196		554
QuidelOrtho Corp *		14,903		1,328
Revance Therapeutics Inc *		61,071		1,967
Shockwave Medical Inc *		2,788		604
SIGA Technologies Inc *		20,751		119
Supernus Pharmaceuticals Inc *		50,405		1,826
Teleflex Inc		5,980		1,515
Tenet Healthcare Corp *		6,108		363
Theravance Biopharma Inc *		9,506		103
Travere Therapeutics Inc *		4,570		103
Treace Medical Concepts Inc *		13,195		332
UFP Technologies Inc *		9,200		1,194
United Therapeutics Corp *		7,055		1,580
Utah Medical Products Inc		11,227		1,064

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Varex Imaging Corp *		12,155	$	221
Ventyx Biosciences Inc *		5,243		176
Verrica Pharmaceuticals Inc *		69,820		454
Viemed Healthcare Inc *		122,739		1,186
Voyager Therapeutics Inc *		95,680		738
Xencor Inc *		5,445		152
				106,134
Industrials — 16.8%
A O Smith Corp		4,400		304
AAON Inc		16,416		1,587
ABM Industries Inc		90,461		4,065
ACCO Brands Corp		963,827		5,128
Advanced Drainage Systems Inc		15,809		1,331
AECOM		13,579		1,145
Alamo Group Inc		561		103
Allied Motion Technologies Inc		19,225		743
Apogee Enterprises Inc		8,561		370
Applied Industrial Technologies Inc, Cl A		12,000		1,706
Argan Inc		2,608		106
Armstrong World Industries Inc		4,726		337
Barrett Business Services Inc		2,700		239
Boise Cascade Co		4,228		267
Bowman Consulting Group Ltd, Cl A *		33,064		949
Brady Corp, Cl A		1,378		74
Broadridge Financial Solutions Inc		1,700		249
Builders FirstSource Inc *		23,370		2,075
BWX Technologies Inc, Cl W		92,285		5,818
CACI International Inc, Cl A *		1,073		318
Casella Waste Systems Inc, Cl A *		5,000		413
CBIZ Inc *		22,449		1,111
CECO Environmental Corp *		122,408		1,713
Cintas Corp		3,186		1,474
Clean Harbors Inc *		7,022		1,001
CoStar Group Inc *		27,109		1,867
CRA International Inc		11,678		1,259
CSG Systems International Inc		16,685		896
CSW Industrials Inc		1,824		253
Curtiss-Wright Corp		12,804		2,257
Douglas Dynamics Inc		14,102		450
EMCOR Group Inc		19,007		3,090
Ennis Inc		34,657		731
Esab Corp		75,081		4,435
Evoqua Water Technologies Corp *		9,047		450
ExlService Holdings Inc *		24,383		3,946
Exponent Inc		30,000		2,991
Forrester Research Inc *		1,863		60
Forward Air Corp		13,445		1,449
Franklin Covey Co *		12,085		465
FTI Consulting Inc *		6,375		1,258
Genpact Ltd		30,604		1,414
Griffon Corp		22,517		721
GXO Logistics Inc *		66,615		3,361

SEI Institutional Managed Trust

61

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Heartland Express Inc		53,253	$	848
Heritage-Crystal Clean Inc *		29,302		1,043
Hillenbrand Inc		8,146		387
Hub Group Inc, Cl A *		12,964		1,088
Hubbell Inc, Cl B		1,071		261
Huron Consulting Group Inc *		1,476		119
IDEX Corp		4,000		924
Insperity Inc, Cl A		5,000		608
Kadant Inc		10,269		2,141
Kaman Corp, Cl A		92,301		2,110
KAR Auction Services Inc *		269,192		3,683
Kennametal Inc		33,177		915
Kforce Inc		10,057		636
L3Harris Technologies Inc		2,036		400
Landstar System Inc		8,600		1,542
LSI Industries Inc		123,562		1,721
Marten Transport Ltd		78,638		1,648
Masonite International Corp *		28,376		2,576
Matthews International Corp, Cl A		45,895		1,655
Mayville Engineering Co Inc *		81,985		1,223
McGrath RentCorp		6,000		560
Miller Industries Inc/TN		55,417		1,959
MRC Global Inc *		45,636		444
MSA Safety Inc		10,698		1,428
MSC Industrial Direct Co Inc, Cl A		3,679		309
Mueller Industries Inc		8,000		588
MYR Group Inc *		22,025		2,775
National Presto Industries Inc		7,176		517
Old Dominion Freight Line Inc, Cl A		6,164		2,101
Park Aerospace Corp		85,755		1,153
Primoris Services Corp		3,901		96
Radiant Logistics Inc *		17,857		117
RBC Bearings Inc *		4,000		931
Resources Connection Inc		51,753		883
Ritchie Bros Auctioneers Inc		49,373		2,779
Rush Enterprises Inc, Cl A		38,922		2,125
RXO Inc *		50,356		989
Schneider National Inc, Cl B		13,231		354
Science Applications International Corp		13,698		1,472
Shoals Technologies Group Inc, Cl A *		27,903		636
Simpson Manufacturing Co Inc		7,500		822
SP Plus Corp *		1,746		60
Standex International Corp		5,842		715
Tennant Co		12,618		865
Terex Corp		17,424		843
Tetra Tech Inc		27,739		4,075
Textainer Group Holdings Ltd		47,803		1,535
Toro Co/The		2,800		311
UFP Industries Inc		9,396		747
United Rentals Inc		4,375		1,731
Verra Mobility Corp, Cl A *		126,073		2,133
Wabash National Corp		23,582		580

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Werner Enterprises Inc		7,139	$	325
WESCO International Inc		29,823		4,609
Westinghouse Air Brake Technologies Corp		3,600		364
WNS Holdings Ltd ADR *		26,370		2,457
XPO Inc *		60,356		1,925
				135,820
Information Technology — 13.6%
A10 Networks Inc		113,184		1,753
ACI Worldwide Inc *		202,478		5,463
Agilysys Inc *		17,117		1,412
Amdocs Ltd		14,000		1,344
American Software Inc/GA, Cl A		30,440		384
Amkor Technology Inc		28,193		734
ANSYS Inc *		2,600		865
Appfolio Inc, Cl A *		977		122
Arista Networks Inc *		9,952		1,671
Arlo Technologies Inc *		92,723		562
Aspen Technology Inc *		9,821		2,248
Asure Software Inc *		68,501		993
Axcelis Technologies Inc *		22,971		3,061
Bel Fuse Inc, Cl B		80,329		3,019
Blackbaud Inc, Cl A *		10,741		744
Cadence Design Systems Inc *		9,295		1,953
Calix Inc *		23,763		1,273
CommVault Systems Inc *		19,305		1,095
Consensus Cloud Solutions Inc *		40,554		1,383
CTS Corp		7,000		346
Digital Turbine Inc *		50,884		629
Diodes Inc *		15,000		1,391
eGain Corp *		13,072		99
EngageSmart Inc *		15,583		300
Entegris Inc		17,353		1,423
EPAM Systems Inc *		2,034		608
Fabrinet *		2,627		312
Fair Isaac Corp *		1,635		1,149
Fastly Inc, Cl A *		85,988		1,527
Gartner Inc *		1,518		495
GoDaddy Inc, Cl A *		35,607		2,767
Hackett Group Inc/The		37,239		688
Ichor Holdings Ltd *		16,589		543
Insight Enterprises Inc *		21,641		3,094
Intapp Inc *		19,103		857
Iteris Inc *		232,679		1,091
Lattice Semiconductor Corp *		22,776		2,175
Lumentum Holdings Inc *		2,779		150
MACOM Technology Solutions Holdings Inc *		12,485		884
Manhattan Associates Inc *		10,280		1,592
Monolithic Power Systems Inc		2,213		1,108
ON Semiconductor Corp *		54,188		4,461
OSI Systems Inc *		184		19
Palo Alto Networks Inc *		2,358		471

62

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PDF Solutions Inc *		6,638	$	281
Perficient Inc *		12,505		903
Photronics Inc *		288,454		4,783
Power Integrations Inc		10,000		846
Progress Software Corp		5,788		333
PTC Inc *		19,109		2,450
Qualys Inc *		8,879		1,154
Radware Ltd *		15,000		323
Rambus Inc *		12,784		655
RingCentral Inc, Cl A *		773		24
ShotSpotter Inc *		17,620		693
Silicon Motion Technology Corp ADR		92,517		6,062
SolarWinds Corp *		64,815		557
SPS Commerce Inc *		16,563		2,523
Super Micro Computer Inc *		108,849		11,598
Synopsys Inc *		5,341		2,063
Teledyne Technologies Inc *		13,375		5,983
Tenable Holdings Inc *		29,500		1,402
Teradyne Inc		11,312		1,216
Tyler Technologies Inc *		4,508		1,599
Verint Systems Inc *		114,807		4,275
Vishay Precision Group Inc *		10,000		418
Wix.com Ltd *		12,484		1,246
				109,645
Materials — 7.2%
Alamos Gold Inc, Cl A		47,569		582
Albemarle Corp		3,497		773
Alpha Metallurgical Resources Inc		971		151
Ashland Inc		55,852		5,737
Avery Dennison Corp		2,472		442
Axalta Coating Systems Ltd *		170,448		5,163
Balchem Corp		14,444		1,827
Century Aluminum Co *		83,044		830
Chase Corp		3,821		400
Commercial Metals Co, Cl A		188,176		9,202
Crown Holdings Inc		4,800		397
FMC Corp		63,800		7,792
Fortitude Gold Corp		40,846		291
Hawkins Inc		12,136		531
Ingevity Corp *		39,763		2,844
Innospec Inc		7,000		719
Materion Corp		9,421		1,093
NewMarket Corp		1,035		378
Novagold Resources Inc *		213,395		1,327
Packaging Corp of America		2,600		361
Reliance Steel & Aluminum Co		1,787		459
Royal Gold Inc, Cl A		8,757		1,136
Ryerson Holding Corp		23,026		838
Silgan Holdings Inc		256,629		13,773
Stepan Co		1,291		133

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Warrior Met Coal Inc		5,000	$	183
				57,362
Real Estate — 3.7%
Alexander & Baldwin Inc ‡		34,477		652
Alexander's Inc ‡		3,523		683
Centerspace ‡		15,417		842
Community Healthcare Trust Inc ‡		384		14
EastGroup Properties Inc ‡		14,800		2,447
Elme Communities ‡		58,378		1,043
Equity LifeStyle Properties Inc ‡		20,564		1,380
FRP Holdings Inc *		4,575		265
Gaming and Leisure Properties Inc ‡		167,435		8,717
Getty Realty Corp ‡		28,351		1,021
Gladstone Commercial Corp ‡		24,848		314
Howard Hughes Corp/The *		9,600		768
Independence Realty Trust Inc ‡		76,848		1,232
Invitation Homes Inc ‡		23,648		739
Life Storage Inc ‡		4,650		610
LTC Properties Inc ‡		1,664		58
Medical Properties Trust Inc ‡		269,187		2,213
Newmark Group Inc, Cl A		450,766		3,191
RMR Group Inc/The, Cl A		2,112		55
Ryman Hospitality Properties Inc ‡		10,995		987
Sun Communities Inc ‡		1,400		197
Terreno Realty Corp ‡		13,647		882
Universal Health Realty Income Trust ‡		14,403		693
Urstadt Biddle Properties Inc, Cl A ‡		3,615		63
Ventas Inc ‡		7,436		322
				29,388
Utilities — 1.9%
Artesian Resources Corp, Cl A		30,081		1,665
Avista Corp		32,500		1,380
Chesapeake Utilities Corp		10,037		1,285
Hawaiian Electric Industries Inc		21,153		812
IDACORP Inc, Cl A		10,909		1,182
MGE Energy Inc		16,399		1,274
Middlesex Water Co		16,481		1,287
Northwest Natural Holding Co		15,832		753
NorthWestern Corp		11,200		648
Otter Tail Corp		19,000		1,373
Portland General Electric Co		43,378		2,121
UGI Corp		6,450		224
Unitil Corp		17,644		1,006
York Water Co/The		9,081		406
				15,416
Total Common Stock
(Cost $484,804) ($ Thousands)				789,931

SEI Institutional Managed Trust

63

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Small/Mid Cap Fund (Concluded)

Description		Number of Rights	Market Value ($ Thousands)
RIGHTS — 0.0%
Abiomed Inc *‡‡		967	$	–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
4.740% **†(A)		370,754		377
Total Affiliated Partnership
(Cost $370) ($ Thousands)				377
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		13,744,069		13,744
Total Cash Equivalent
(Cost $13,744) ($ Thousands)				13,744
Total Investments in Securities — 100.0%
(Cost $498,918) ($ Thousands)			$	804,052

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Russell 2000 Index E-MINI		3		Jun-2023	$	272	$	272	$	–
S&P Mid Cap 400 Index E-MINI		1		Jun-2023		253		253		–
					$	525	$	525	$	–

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

	Percentages are based on Net Assets of $804,068 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $377 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		789,931		–		–		789,931
Rights		–		–		–		–
Affiliated Partnership		–		377		–		377
Cash Equivalent		13,744		–		–		13,744
Total Investments in Securities		803,675		377		–		804,052

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

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

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

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

64

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	525	$	6,004	$	(6,152	)	$	—	$	—	$	377	$	9	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		10,783		117,107		(114,146	)		—		—		13,744		202		—
Totals	$	11,308	$	123,111	$	(120,298	)	$	—	$	—	$	14,121	$	211	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

65

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Mid-Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 1.6%
Fox Corp, Cl A		2,180	$	74
Liberty Broadband Corp, Cl A *		1,010		83
Liberty Broadband Corp, Cl C *		1,150		94
Liberty Media Corp-Liberty SiriusXM *		5,271		148
Pinterest Inc, Cl A *		5,895		161
Playtika Holding Corp *		10,490		118
ROBLOX Corp, Cl A *		2,380		107
Roku Inc, Cl A *		1,070		70
Trade Desk Inc/The, Cl A *		3,050		186
TripAdvisor Inc *		7,840		156
				1,197
Consumer Discretionary — 12.1%
Aptiv PLC *		1,200		135
AutoNation Inc *		539		72
AutoZone Inc *		153		376
Bath & Body Works Inc		3,330		122
Best Buy Co Inc		4,370		342
BorgWarner Inc		6,016		295
Boyd Gaming Corp		3,304		212
Caesars Entertainment Inc *		3,800		185
Carter's Inc		1,646		118
Chipotle Mexican Grill Inc, Cl A *		114		195
Choice Hotels International Inc		950		111
Columbia Sportswear Co		4,109		371
DoorDash Inc, Cl A *		960		61
eBay Inc		4,700		209
Expedia Group Inc *		3,510		341
Grand Canyon Education Inc *		1,050		120
H&R Block Inc		11,830		417
Harley-Davidson Inc, Cl A		10,586		402
Hasbro Inc		3,858		207
Hilton Worldwide Holdings Inc		550		78
Lennar Corp, Cl A		2,180		229

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lennar Corp, Cl B		1,585	$	142
LKQ Corp		6,016		341
Lululemon Athletica Inc *		491		179
Mattel Inc *		3,420		63
MGM Resorts International		1,790		80
O'Reilly Automotive Inc *		260		221
Planet Fitness Inc, Cl A *		3,560		277
Polaris Inc		690		76
PulteGroup Inc		5,142		300
Ross Stores Inc		2,150		228
Royal Caribbean Cruises Ltd *		3,030		198
Six Flags Entertainment Corp *		7,657		205
Tapestry Inc		6,897		297
Thor Industries Inc		1,010		80
Toll Brothers Inc		4,720		283
TopBuild Corp *		1,470		306
Tractor Supply Co		844		198
Travel + Leisure Co		5,670		222
Ulta Beauty Inc *		217		118
Wyndham Hotels & Resorts Inc		1,250		85
YETI Holdings Inc *		2,210		88
Yum! Brands Inc		3,130		413
				8,998
Consumer Staples — 7.4%
Albertsons Cos Inc, Cl A		4,270		89
Brown-Forman Corp, Cl A		4,840		315
Brown-Forman Corp, Cl B		5,980		384
Campbell Soup Co		2,110		116
Casey's General Stores Inc		2,422		524
Constellation Brands Inc, Cl A		1,177		266
Coty Inc, Cl A *		23,710		286
Darling Ingredients Inc *		7,767		454
Dollar Tree Inc *		2,066		297
Hain Celestial Group Inc/The *		3,453		59
Hershey Co/The		1,951		496
Ingredion Inc		3,173		323
Kellogg Co		993		67
Kroger Co/The		6,580		325
Lamb Weston Holdings Inc		6,708		701
Performance Food Group Co *		1,830		110
Post Holdings Inc *		710		64
TreeHouse Foods Inc *		5,766		291
Tyson Foods Inc, Cl A		4,567		271
US Foods Holding Corp *		2,300		85
				5,523
Energy — 5.0%
Baker Hughes Co, Cl A		10,010		289
ChampionX Corp		8,194		222
Cheniere Energy Inc		910		143
Coterra Energy Inc		9,307		228
DT Midstream Inc		7,675		379

66

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EQT Corp		2,170	$	69
Halliburton Co		4,510		143
Marathon Petroleum Corp		1,035		140
ONEOK Inc		5,865		373
Ovintiv Inc		2,280		82
PDC Energy Inc, Cl A		1,520		98
Phillips 66		3,485		353
Pioneer Natural Resources Co		1,851		378
Range Resources Corp		3,090		82
Targa Resources Corp		6,066		443
Valero Energy Corp		1,297		181
Williams Cos Inc/The		4,052		121
				3,724
Financials — 12.6%
Aflac Inc		1,370		89
Allstate Corp/The		4,255		471
Ally Financial Inc		2,250		57
American International Group Inc		5,714		288
Ameriprise Financial Inc		905		277
Arch Capital Group Ltd *		8,307		564
Assurant Inc		670		80
Axis Capital Holdings Ltd		2,240		122
Bank of New York Mellon Corp/The		4,480		204
Bank OZK		4,630		158
Carlyle Group Inc/The		1,920		60
Chimera Investment Corp ‡		20,745		117
Cincinnati Financial Corp		1,450		163
CNA Financial Corp		1,490		58
Evercore Inc, Cl A		690		80
Everest Re Group Ltd		1,305		467
Eversource Energy		2,140		167
First Hawaiian Inc		3,930		81
First Horizon Corp		8,947		159
FleetCor Technologies Inc *		1,777		375
Global Payments Inc		2,478		261
Globe Life Inc		737		81
Jefferies Financial Group Inc		5,100		162
Loews Corp		1,340		78
Markel Corp *		200		255
MarketAxess Holdings Inc		1,070		419
MGIC Investment Corp		16,680		224
MSCI Inc, Cl A		940		526
Nasdaq Inc, Cl A		1,386		76
Pinnacle Financial Partners Inc		3,297		182
Primerica Inc		1,253		216
Progressive Corp/The		2,835		406
Reinsurance Group of America Inc, Cl A		3,613		480
RenaissanceRe Holdings Ltd		960		192
Stifel Financial Corp		6,878		406
StoneCo Ltd, Cl A *		8,750		83
Synchrony Financial		7,150		208
Unum Group		1,500		59

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Voya Financial Inc		4,330	$	309
W R Berkley Corp		3,742		233
Webster Financial Corp		3,726		147
Western Union Co/The		16,730		187
Wintrust Financial Corp		1,070		78
				9,305
Health Care — 11.2%
Acadia Healthcare Co Inc, Cl A *		1,560		113
Agilent Technologies Inc		4,116		569
Align Technology Inc *		1,050		351
Alnylam Pharmaceuticals Inc *		340		68
AmerisourceBergen Corp, Cl A		2,268		363
Biogen Inc *		510		142
Bio-Rad Laboratories Inc, Cl A *		330		158
Bio-Techne Corp		1,168		87
Centene Corp *		3,947		250
Chemed Corp		705		379
DENTSPLY SIRONA Inc		4,460		175
Dexcom Inc *		2,620		304
Doximity Inc, Cl A *		2,030		66
Encompass Health Corp		6,931		375
Envista Holdings Corp *		5,445		223
Exact Sciences Corp *		1,440		98
Exelixis Inc *		9,200		179
Globus Medical Inc, Cl A *		4,250		241
Hologic Inc *		3,310		267
Horizon Therapeutics Plc *		780		85
IDEXX Laboratories Inc *		890		445
Incyte Corp *		1,010		73
IQVIA Holdings Inc *		1,778		354
Jazz Pharmaceuticals PLC *		504		74
Laboratory Corp of America Holdings		1,645		377
Mettler-Toledo International Inc *		241		369
Molina Healthcare Inc *		970		259
Neurocrine Biosciences Inc *		940		95
Perrigo Co PLC		3,990		143
Premier Inc, Cl A		2,230		72
QuidelOrtho Corp *		770		69
Repligen Corp *		725		122
Royalty Pharma PLC, Cl A		7,173		258
United Therapeutics Corp *		1,090		244
Veeva Systems Inc, Cl A *		659		121
Waters Corp *		433		134
West Pharmaceutical Services Inc		870		301
Zimmer Biomet Holdings Inc		2,101		271
				8,274
Industrials — 19.2%
A O Smith Corp		3,510		243
AECOM		730		62
AerCap Holdings NV *		4,446		250
Alaska Air Group Inc *		2,870		120

SEI Institutional Managed Trust

67

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Mid-Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Allegion plc		4,918	$	525
Allison Transmission Holdings Inc		4,480		203
AMETEK Inc		967		141
Carlisle Cos Inc		992		224
Carrier Global Corp		13,440		615
Cintas Corp		1,000		463
Clean Harbors Inc *		3,467		494
Copa Holdings SA, Cl A		3,410		315
Copart Inc *		1,030		77
Delta Air Lines Inc, Cl A *		4,360		152
Donaldson Co Inc, Cl A		2,260		148
Dover Corp		3,503		532
Esab Corp		3,540		209
Fastenal Co, Cl A		9,327		503
Flowserve Corp		2,970		101
Genpact Ltd		5,755		266
GXO Logistics Inc *		1,760		89
HEICO Corp, Cl A		1,310		178
Hexcel Corp, Cl A		3,652		249
Huntington Ingalls Industries Inc, Cl A		531		110
Ingersoll Rand Inc		1,940		113
Kirby Corp *		3,200		223
Landstar System Inc		1,408		252
Leidos Holdings Inc		1,741		160
Lincoln Electric Holdings Inc		630		107
MSC Industrial Direct Co Inc, Cl A		940		79
nVent Electric PLC		9,553		410
Old Dominion Freight Line Inc, Cl A		480		164
Otis Worldwide Corp		7,115		601
PACCAR Inc		5,475		401
Parker-Hannifin Corp, Cl A		1,307		439
Paychex Inc		4,870		558
Quanta Services Inc		370		62
Regal Rexnord Corp		2,952		415
Republic Services Inc		1,024		138
Rockwell Automation Inc		265		78
Ryder System Inc		3,980		355
Schneider National Inc, Cl B		5,190		139
Sensata Technologies Holding PLC		1,330		67
Snap-on Inc		1,344		332
Tetra Tech Inc		1,670		245
Textron Inc		3,980		281
Timken Co/The		2,110		172
Trane Technologies PLC		853		157
TransDigm Group Inc		170		125
United Rentals Inc		1,330		526
Univar Solutions Inc *		3,130		110
Watsco Inc		523		166
Westinghouse Air Brake Technologies Corp		2,640		267
WW Grainger Inc		793		546
Xylem Inc/NY		2,770		290
				14,247

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 15.1%
Akamai Technologies Inc *		2,800	$	219
Alteryx Inc, Cl A *		2,930		172
Amdocs Ltd		3,196		307
Amphenol Corp, Cl A		935		76
ANSYS Inc *		657		219
Arista Networks Inc *		1,020		171
Arrow Electronics Inc, Cl A *		575		72
Avnet Inc		7,385		334
Cadence Design Systems Inc *		2,175		457
CDW Corp/DE		818		159
Ceridian HCM Holding Inc *		830		61
Ciena Corp *		6,520		342
Cirrus Logic Inc *		1,790		196
Cloudflare Inc, Cl A *		1,127		70
Crowdstrike Holdings Inc, Cl A *		700		96
Datadog Inc, Cl A *		2,035		148
DocuSign Inc, Cl A *		2,330		136
DoubleVerify Holdings Inc, Cl Rights *		7,350		222
Dynatrace Inc *		3,793		160
F5 Inc, Cl A *		1,659		242
Fair Isaac Corp *		473		332
First Solar Inc *		370		81
Fortinet Inc *		1,440		96
HubSpot Inc *		557		239
Juniper Networks Inc		8,750		301
Lattice Semiconductor Corp *		3,360		321
Manhattan Associates Inc *		2,295		355
Microchip Technology Inc		4,676		392
MongoDB Inc, Cl A *		389		91
Monolithic Power Systems Inc		1,390		696
Motorola Solutions Inc		2,513		719
New Relic Inc *		3,010		227
Okta Inc, Cl A *		1,210		104
Palantir Technologies Inc, Cl A *		17,580		149
Paycom Software Inc *		1,230		374
Pegasystems Inc		3,131		152
PTC Inc *		1,646		211
Pure Storage Inc, Cl A *		2,680		68
Qorvo Inc *		2,030		206
Skyworks Solutions Inc		3,509		414
Smartsheet Inc, Cl A *		3,166		151
Splunk Inc *		1,720		165
Synopsys Inc *		744		287
Teradata Corp *		8,550		344
Universal Display Corp		1,569		243
VeriSign Inc *		602		127
Vontier Corp		6,389		175
Wix.com Ltd *		620		62
Zebra Technologies Corp, Cl A *		248		79
Zoom Video Communications Inc, Cl A *		1,320		97

68

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zscaler Inc *		520	$	61
				11,178
Materials — 5.1%
Albemarle Corp		640		142
Alcoa Corp		2,030		86
Axalta Coating Systems Ltd *		9,144		277
Berry Global Group Inc		4,522		266
CF Industries Holdings Inc		1,950		141
Cleveland-Cliffs Inc *		5,980		110
Eagle Materials Inc		2,380		349
FMC Corp		2,972		363
Graphic Packaging Holding Co		3,890		99
International Flavors & Fragrances Inc		1,770		163
International Paper Co		4,500		162
Livent Corp *		11,473		249
NewMarket Corp		423		154
Nucor Corp		1,340		207
Scotts Miracle-Gro Co/The, Cl A		1,172		82
Silgan Holdings Inc		3,758		202
Sonoco Products Co		1,530		93
SSR Mining Inc		17,760		269
United States Steel Corp		4,710		123
Valvoline Inc		7,988		279
				3,816
Real Estate — 4.5%
Alexandria Real Estate Equities Inc ‡		2,063		259
AvalonBay Communities Inc ‡		444		75
Camden Property Trust ‡		1,190		125
CubeSmart ‡		1,410		65
Digital Realty Trust Inc, Cl A ‡		2,071		204
EPR Properties, Cl A ‡		7,190		274
Equity Residential ‡		1,190		71
Essex Property Trust Inc ‡		1,091		228
Federal Realty Investment Trust ‡		670		66
First Industrial Realty Trust Inc ‡		3,610		192
Healthcare Realty Trust Inc, Cl A ‡		7,920		153
Host Hotels & Resorts Inc ‡		7,956		131
Lamar Advertising Co, Cl A ‡		760		76
Mid-America Apartment Communities Inc ‡		1,106		167
National Retail Properties Inc ‡		8,941		395
Park Hotels & Resorts Inc ‡		7,770		96
SBA Communications Corp, Cl A ‡		1,260		329
Simon Property Group Inc ‡		863		97
Spirit Realty Capital Inc ‡		3,775		150
Ventas Inc ‡		4,763		207
				3,360
Utilities — 4.4%
Alliant Energy Corp		2,500		133
CenterPoint Energy Inc		10,850		320
CMS Energy Corp		1,280		79
Consolidated Edison Inc		810		77

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		2,558	$	280
Entergy Corp		3,206		345
Evergy Inc		3,266		200
Hawaiian Electric Industries Inc		4,330		166
IDACORP Inc, Cl A		1,502		163
National Fuel Gas Co		1,725		100
NiSource Inc		14,465		404
PPL Corp		10,580		294
UGI Corp		4,683		163
WEC Energy Group Inc		4,069		386
Xcel Energy Inc		2,510		169
				3,279
Total Common Stock
(Cost $69,998) ($ Thousands)				72,901
EXCHANGE TRADED FUND — 0.4%
iShares Russell Mid-Cap Value ETF		2,693		286
Total Exchange Traded Fund
(Cost $286) ($ Thousands)				286
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		160		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		452,252		452
Total Cash Equivalent
(Cost $452) ($ Thousands)				452
Total Investments in Securities — 99.2%
(Cost $70,736) ($ Thousands)			$	73,639

SEI Institutional Managed Trust

69

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Mid-Cap Fund (Concluded)

	Percentages are based on a Net Assets of $74,259 ($ Thousands).
*	Non-income producing security.

**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).

As of March 31, 2023, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	—	$	630	$	(630	)	$	—	$	—	$	—	$	1	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,161		5,383		(7,092	)		—		—		452		28		—
Totals	$	2,161	$	6,013	$	(7,722	)	$	—	$	—	$	452	$	29	$	—

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

See “Glossary” for abbreviations.

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

70

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

U.S. Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.8%
Communication Services — 6.0%
Advantage Solutions Inc *		33,948	$	54
AT&T Inc		580,400		11,172
Comcast Corp, Cl A		153,928		5,835
EchoStar Corp, Cl A *		9,048		165
Fox Corp, Cl A		92,000		3,133
Fox Corp, Cl B		35,449		1,110
Madison Square Garden Sports Corp		13,055		2,544
Omnicom Group Inc		42,409		4,001
Scholastic Corp, Cl B		1,606		55
Shutterstock Inc		3,969		288
SK Telecom Co Ltd ADR (A)		84,213		1,727
TEGNA Inc		171,600		2,902
Verizon Communications Inc		373,537		14,527
World Wrestling Entertainment Inc, Cl A		11,974		1,093
				48,606
Consumer Discretionary — 5.8%
AutoZone Inc *		4,963		12,200
Canadian Tire Corp Ltd, Cl A		23,000		2,997
Coursera Inc *		5,773		67
eBay Inc		66,799		2,964
Gentex Corp		37,401		1,048
Graham Holdings Co, Cl B		318		189
Grand Canyon Education Inc *		29,155		3,321
H&R Block Inc		84,700		2,986
Honda Motor Co Ltd ADR		145,242		3,848
LKQ Corp		8,489		482
Lowe's Cos Inc		18,200		3,639
Marriott International Inc/MD, Cl A		8,189		1,360
Murphy USA Inc		9,200		2,374
O'Reilly Automotive Inc *		2,606		2,212
Perdoceo Education Corp *		23,496		316
Service Corp International/US		33,200		2,283
Toyota Motor Corp ADR (A)		19,100		2,706

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whirlpool Corp		20,400	$	2,693
				47,685
Consumer Staples — 17.3%
Altria Group Inc		135,977		6,067
Archer-Daniels-Midland Co		67,530		5,379
BJ's Wholesale Club Holdings Inc *		26,427		2,010
Boston Beer Co Inc/The, Cl A *		2,640		868
Bunge Ltd		4,849		463
Calavo Growers Inc		11,289		325
Cal-Maine Foods Inc		8,669		528
Campbell Soup Co		110,125		6,055
Church & Dwight Co Inc		30,018		2,654
Clorox Co/The		20,499		3,244
Colgate-Palmolive Co		47,221		3,549
Conagra Brands Inc		279,991		10,517
Dollar General Corp		17,173		3,614
Flowers Foods Inc		96,334		2,641
Fresh Del Monte Produce Inc		15,134		456
General Mills Inc		107,282		9,168
Hain Celestial Group Inc/The *		6,201		106
Herbalife Nutrition Ltd *		17,212		277
Hormel Foods Corp		47,695		1,902
Hostess Brands Inc, Cl A *		20,698		515
Ingles Markets Inc, Cl A		1,106		98
Ingredion Inc		44,500		4,527
J & J Snack Foods Corp		2,624		389
J M Smucker Co/The		82,416		12,970
John B Sanfilippo & Son Inc		5,936		575
Kellogg Co		145,444		9,739
Keurig Dr Pepper Inc		2,033		72
Kimberly-Clark Corp		45,127		6,057
Kraft Heinz Co/The		224,063		8,665
Kroger Co/The		242,300		11,962
Lancaster Colony Corp		1,267		257
Molson Coors Beverage Co, Cl B		101,200		5,230
National Beverage Corp, Cl A *		2,890		152
PepsiCo Inc		926		169
Philip Morris International Inc		17,153		1,668
Pilgrim's Pride Corp *		89,326		2,071
Post Holdings Inc *		21,457		1,928
PriceSmart Inc		3,873		277
Procter & Gamble Co/The		11,732		1,744
Reynolds Consumer Products Inc		30,768		846
Seaboard Corp		64		241
Seneca Foods Corp, Cl A *		2,634		138
Simply Good Foods Co/The *		2,568		102
SpartanNash Co		3,986		99
Tootsie Roll Industries Inc		9,627		432
TreeHouse Foods Inc *		6,763		341
Turning Point Brands Inc		10,972		230
Tyson Foods Inc, Cl A		48,995		2,906
Universal Corp/VA		7,966		421

SEI Institutional Managed Trust

71

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
USANA Health Sciences Inc *		5,476	$	345
Vector Group Ltd		29,933		360
Village Super Market Inc, Cl A		10,265		235
Vital Farms Inc *		20,255		310
Walmart Inc		5,270		777
WD-40 Co		126		22
Weis Markets Inc		52,226		4,422
				141,115
Energy — 3.6%
California Resources Corp		2,222		86
Chesapeake Energy Corp		49,800		3,787
Chevron Corp		53,700		8,762
DT Midstream Inc		56,800		2,804
Exxon Mobil Corp		96,267		10,556
Kinder Morgan Inc		146,600		2,567
Southwestern Energy Co *		85,507		427
Teekay Corp *		17,377		107
Teekay Tankers Ltd, Cl A *		3,363		144
				29,240
Financials — 12.8%
Aflac Inc		161,700		10,433
Allstate Corp/The		44,400		4,920
American Financial Group Inc/OH		14,800		1,798
AMERISAFE Inc		5,736		281
Annaly Capital Management Inc ‡		63,275		1,209
Aon PLC, Cl A		799		252
Axis Capital Holdings Ltd		22,074		1,204
Banco Latinoamericano de Comercio Exterior SA, Cl E		3,237		56
Bank First Corp		1,616		119
Bank of New York Mellon Corp/The		199,083		9,046
Bankwell Financial Group Inc		613		15
Berkshire Hathaway Inc, Cl B *		15,800		4,879
Blue Foundry Bancorp *		2,472		24
Byline Bancorp Inc		5,118		111
Canadian Imperial Bank of Commerce		58,800		2,490
Carter Bankshares Inc *		2,619		37
Cboe Global Markets Inc		23,418		3,144
Chubb Ltd		2,040		396
Columbia Financial Inc *		15,930		291
Community Bank System Inc		522		27
Community Trust Bancorp Inc		2,353		89
CVB Financial Corp		5,922		99
Eastern Bankshares Inc		13,060		165
Employers Holdings Inc		11,670		487
Enact Holdings		811		19
Erie Indemnity Co, Cl A		4,052		939
Euronet Worldwide Inc *		315		35
Everest Re Group Ltd		17,028		6,097
EVERTEC Inc		916		31
First Busey Corp		4,891		100

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First Commonwealth Financial Corp		2,179	$	27
First Financial Bankshares Inc, Cl A		3,256		104
First Financial Corp/IN		7,948		298
FleetCor Technologies Inc *		7,960		1,678
Glacier Bancorp Inc, Cl A		494		21
Greenlight Capital Re Ltd, Cl A *		22,757		214
Hanover Insurance Group Inc/The, Cl A		21,384		2,748
Hartford Financial Services Group Inc/The		111,000		7,736
Heritage Commerce Corp		6,129		51
Independent Bank Corp		414		27
Independent Bank Corp/MI		1,017		18
James River Group Holdings Ltd		11,884		245
Loblaw Cos Ltd		61,600		5,606
Loews Corp		1,203		70
MarketAxess Holdings Inc		1,305		511
Marsh & McLennan Cos Inc		13,396		2,231
Mercantile Bank Corp		790		24
MetLife Inc		57,100		3,308
NBT Bancorp Inc		2,194		74
OceanFirst Financial Corp		90,806		1,678
Orrstown Financial Services Inc		709		14
Park National Corp		113		13
Popular Inc		8,782		504
Primis Financial		1,814		17
Progressive Corp/The		22,901		3,276
Reinsurance Group of America Inc, Cl A		13,715		1,821
RLI Corp		1,696		225
Ryan Specialty Holdings Inc, Cl A *		10,423		419
Safety Insurance Group Inc		4,018		299
Selective Insurance Group Inc		601		57
Towne Bank/Portsmouth VA		24,200		645
Travelers Cos Inc/The		17,900		3,068
TrustCo Bank Corp NY		3,796		121
Unity Bancorp Inc		1,503		34
Univest Financial Corp		6,031		143
Virtu Financial Inc, Cl A		166,163		3,141
W R Berkley Corp		59,506		3,705
Washington Federal Inc		79,300		2,389
Westamerica BanCorp		3,198		142
Western Union Co/The		667,751		7,445
Willis Towers Watson PLC		900		209
Zions Bancorp NA		22,683		679
				103,828
Health Care — 19.8%
Abbott Laboratories		6,401		648
AbbVie Inc		34,100		5,434
ADMA Biologics Inc *		10,950		36
Agilent Technologies Inc		10,663		1,475
Alkermes PLC *		4,924		139
Amgen Inc, Cl A		42,500		10,274
Amneal Pharmaceuticals Inc *		64,717		90
Amphastar Pharmaceuticals Inc *		10,517		394

72

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Anika Therapeutics Inc *		6,523	$	187
Avanos Medical Inc *		6,936		206
Becton Dickinson & Co		12,613		3,122
Biogen Inc *		6,089		1,693
Bio-Techne Corp		7,576		562
Bristol-Myers Squibb Co		175,120		12,138
Catalent Inc *		3,425		225
Catalyst Pharmaceuticals Inc *		15,830		263
Cigna Group/The		7,527		1,923
Computer Programs and Systems Inc *		4,572		138
Corcept Therapeutics Inc *		13,227		287
Cross Country Healthcare Inc *		719		16
CVS Health Corp		119,726		8,897
Danaher Corp, Cl A		4,326		1,090
DaVita Inc *		10,280		834
Deciphera Pharmaceuticals Inc *		19,401		300
Eagle Pharmaceuticals Inc/DE *		9,883		280
Elevance Health Inc		6,787		3,121
Esperion Therapeutics Inc *		29,844		47
Exelixis Inc *		151,002		2,931
Gilead Sciences Inc		213,030		17,675
Haemonetics Corp *		3,071		254
Halozyme Therapeutics Inc *		732		28
Harmony Biosciences Holdings Inc *		3,696		121
Hologic Inc *		31,188		2,517
Humana Inc		3,823		1,856
Incyte Corp *		51,014		3,687
Innoviva Inc *		31,047		349
Intercept Pharmaceuticals Inc *		13,263		178
Ionis Pharmaceuticals Inc *		48,943		1,749
Ironwood Pharmaceuticals Inc, Cl A *		27,928		294
Jazz Pharmaceuticals PLC *		37,755		5,525
Johnson & Johnson		67,199		10,416
Kiniksa Pharmaceuticals Ltd, Cl A *		15,231		164
Laboratory Corp of America Holdings		14,400		3,304
LeMaitre Vascular Inc		1,038		53
Ligand Pharmaceuticals Inc *		883		65
Masimo Corp *		4,026		743
McKesson Corp		19,000		6,765
Medpace Holdings Inc *		663		125
Merck & Co Inc		96,200		10,235
Merit Medical Systems Inc *		1,114		82
Mirum Pharmaceuticals Inc *		5,887		141
Neurocrine Biosciences Inc *		32,488		3,288
NuVasive Inc *		1,856		77
Organogenesis Holdings Inc, Cl A *		34,275		73
Organon & Co		110,753		2,605
Patterson Cos Inc		6,524		175
PerkinElmer Inc		1,810		241
PetIQ Inc, Cl A *		8,518		97
Pfizer Inc		234,656		9,574
Phibro Animal Health Corp, Cl A		12,502		192

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Point Biopharma Global Inc, Cl A *		4,532	$	33
Premier Inc, Cl A		77,570		2,511
Prestige Consumer Healthcare Inc, Cl A *		2,007		126
QIAGEN NV *		54,359		2,497
Quest Diagnostics Inc		29,654		4,195
Regeneron Pharmaceuticals Inc *		208		171
Sage Therapeutics Inc *		3,057		128
Supernus Pharmaceuticals Inc *		7,096		257
Vanda Pharmaceuticals Inc *		26,865		182
Vertex Pharmaceuticals Inc *		206		65
Viatris Inc, Cl W		253,179		2,436
Vir Biotechnology Inc *		4,372		102
Waters Corp *		8,437		2,612
West Pharmaceutical Services Inc		8,106		2,809
Zimmer Biomet Holdings Inc		28,816		3,723
				161,245
Industrials — 8.6%
3M Co		13,246		1,392
Allison Transmission Holdings Inc		120,448		5,449
AZZ Inc		2,474		102
Barrett Business Services Inc		3,251		288
Booz Allen Hamilton Holding Corp, Cl A		18,880		1,750
Broadridge Financial Solutions Inc		1,143		168
BWX Technologies Inc, Cl W		11,628		733
Casella Waste Systems Inc, Cl A *		3,466		287
CH Robinson Worldwide Inc		23,529		2,338
CSG Systems International Inc		59,368		3,188
Cummins Inc		31,600		7,549
Dun & Bradstreet Holdings Inc		23,228		273
Enerpac Tool Group Corp, Cl A		15,755		402
Ennis Inc		15,604		329
Exponent Inc		525		52
FTI Consulting Inc *		18,509		3,653
General Dynamics Corp		6,738		1,538
Golden Ocean Group Ltd (A)		36,812		350
Huntington Ingalls Industries Inc, Cl A		7,736		1,602
L3Harris Technologies Inc		1,005		197
Landstar System Inc		3,094		555
Leidos Holdings Inc		2,626		242
Lockheed Martin Corp		19,149		9,052
ManpowerGroup Inc		9,909		818
Matson Inc		2,626		157
Maximus Inc		1,038		82
Miller Industries Inc/TN		1,507		53
MSC Industrial Direct Co Inc, Cl A		2,371		199
National Presto Industries		5,408		390
Northrop Grumman Corp		8,859		4,090
Otis Worldwide Corp		9,220		778
Proto Labs Inc *		2,749		91
Resources Connection Inc		14,682		250
Rollins Inc		68,252		2,561
Schneider National Inc, Cl B		150,871		4,036

SEI Institutional Managed Trust

73

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Science Applications International Corp		38,100	$	4,094
Snap-on Inc		23,330		5,760
SS&C Technologies Holdings Inc		7,993		451
Stericycle Inc, Cl A *		559		24
Werner Enterprises Inc		99,600		4,531
				69,854
Information Technology — 14.2%
A10 Networks Inc		19,278		299
ACI Worldwide Inc *		9,046		244
Adeia Inc		14,871		132
Adobe Inc *		785		303
Altair Engineering Inc, Cl A *		376		27
Amdocs Ltd		130,242		12,507
American Software Inc/GA, Cl A		7,577		96
Arrow Electronics Inc, Cl A *		38,000		4,745
Autodesk Inc, Cl A *		12,852		2,675
AvePoint *		4,264		18
Avnet Inc		101,300		4,579
Brightcove Inc *		30,831		137
Canon Inc ADR		212,800		4,735
Cisco Systems Inc		265,600		13,884
CommVault Systems Inc *		5,680		322
Consensus Cloud Solutions Inc *		12,471		425
Dropbox Inc, Cl A *		67,962		1,469
eGain Corp *		3,349		25
Fortinet Inc *		3,033		202
Gen Digital Inc		114,203		1,960
GoDaddy Inc, Cl A *		15,291		1,188
Hewlett Packard Enterprise Co		418,100		6,660
Intel Corp		321,509		10,504
InterDigital Inc		2,733		199
International Business Machines Corp		102,708		13,464
Knowles Corp *		187,900		3,194
LiveRamp Holdings Inc *		11,133		244
NetApp Inc		6,942		443
Open Text Corp		57,000		2,196
Oracle Corp, Cl B		105,100		9,766
OSI Systems Inc *		28,433		2,910
Progress Software Corp		8,096		465
PTC Inc *		17,968		2,304
Roper Technologies Inc		4,223		1,861
Sanmina Corp *		1,185		72
Sapiens International Corp NV		16,915		367
ScanSource Inc *		1,858		57
Seagate Technology Holdings PLC		61,200		4,047
Skyworks Solutions Inc		12,229		1,443
Synopsys Inc *		2,381		920
Teradata Corp *		59,860		2,411
Upland Software Inc *		23,680		102
VeriSign Inc *		3,129		661
Vishay Intertechnology Inc		6,312		143
Vishay Precision Group Inc *		6,009		251

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vontier Corp		17,162	$	469
Yext Inc *		22,753		219
				115,344
Materials — 4.4%
Balchem Corp		1,865		236
Berry Global Group Inc		61,293		3,610
FutureFuel Corp		8,834		65
Innospec Inc		606		62
International Paper Co		65,600		2,366
NewMarket Corp		24,356		8,889
Newmont Corp		14,740		723
Reliance Steel & Aluminum Co		15,600		4,005
Sealed Air Corp		43,200		1,983
Silgan Holdings Inc		136,535		7,328
Sonoco Products Co		72,100		4,398
SSR Mining Inc		109,250		1,652
Westrock Co		16,624		507
				35,824
Real Estate — 0.2%
Agree Realty Corp ‡		3,126		215
BRT Apartments Corp ‡		5,322		105
Easterly Government Properties Inc, Cl A ‡		5,111		70
Equity Commonwealth ‡		10,051		208
InvenTrust Properties Corp ‡		4,826		113
NETSTREIT Corp ‡		5,167		94
Omega Healthcare Investors Inc ‡		2,843		78
Postal Realty Trust Inc, Cl A ‡		21,348		325
RMR Group Inc/The, Cl A		3,682		97
Weyerhaeuser Co ‡		20,736		625
				1,930
Utilities — 5.1%
American States Water Co		3,957		352
Avista Corp		4,419		188
Brookfield Infrastructure Corp, Cl A		18,992		875
Chesapeake Utilities Corp		3,739		479
Clearway Energy Inc, Cl A		1,300		39
Clearway Energy Inc, Cl C		688		22
Consolidated Edison Inc		9,926		950
Constellation Energy Corp		2,661		209
Dominion Energy Inc		29,907		1,672
DTE Energy Co		2,146		235
Entergy Corp		33,565		3,616
Evergy Inc		131,300		8,025
Exelon Corp		61,000		2,555
Hawaiian Electric Industries Inc		2,924		112
Middlesex Water Co		795		62
National Fuel Gas Co		121,522		7,017
Northwest Natural Holding Co		5,992		285
NorthWestern Corp		3,196		185
Otter Tail Corp		55,888		4,039
Portland General Electric Co		7,945		388

74

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPL Corp		17,974	$	499
Spire Inc		2,651		186
UGI Corp		201,690		7,011
Vistra Corp		107,590		2,582
York Water Co/The		1,550		69
				41,652
Total Common Stock
(Cost $681,826) ($ Thousands)				796,323
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, LP
4.740% **†(B)		4,621,675		4,622
Total Affiliated Partnership
(Cost $4,622) ($ Thousands)				4,622
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		16,109,697		16,110
Total Cash Equivalent
(Cost $16,110) ($ Thousands)				16,110
Total Investments in Securities — 100.3%
(Cost $702,558) ($ Thousands)			$	817,055

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		36		Jun-2023	$	7,013	$	7,448	$	435

	Percentages are based on a Net Assets of $814,364 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $4,622 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		796,323		–		–		796,323
Affiliated Partnership		–		4,622		–		4,622
Cash Equivalent		16,110		–		–		16,110
Total Investments in Securities		812,433		4,622		–		817,055

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		435		–		–		435
Total Other Financial Instruments		435		–		–		435

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

SEI Institutional Managed Trust

75

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

U.S. Managed Volatility Fund (Concluded)

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	7,816	$	14,183	$	(17,377	)	$	(1	)	$	1	$	4,622	$	35	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		9,947		116,402		(110,239	)		—			—		16,110		319		—
Totals	$	17,763	$	130,585	$	(127,616	)	$	(1	)	$	1	$	20,732	$	354	$	—

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

See “Glossary” for abbreviations.

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

76

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Global Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.7%
Australia — 0.4%
Aurizon Holdings Ltd		263,069	$	594
Glencore PLC		127,996		735
Rio Tinto Ltd		13,776		1,109
Telstra Group Ltd, Cl B		272,266		773
				3,211
Austria — 0.0%
Oberbank AG *		81		9
Telekom Austria AG, Cl A		44,848		339
				348
Belgium — 0.3%
Ageas SA/NV		21,222		919
Solvay SA		12,483		1,429
TINC Comm VA		2,066		27
				2,375
Brazil — 0.4%
Yara International ASA		86,465		3,747
Canada — 2.1%
BCE Inc		99,699		4,466
Canadian Utilities Ltd, Cl A		38,800		1,080
CGI Inc, Cl A *		7,400		712
Dollarama Inc		6,500		388
Emera Inc		14,800		607
Empire Co Ltd, Cl A		82,600		2,211
Fairfax Financial Holdings Ltd		2,400		1,594
George Weston Ltd		21,921		2,901
Loblaw Cos Ltd		31,126		2,833
Metro Inc/CN, Cl A		22,600		1,241
				18,033
China — 0.3%
BOC Hong Kong Holdings Ltd		72,000		224
CITIC Telecom International Holdings Ltd		1,597,000		651

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kerry Logistics Network Ltd		108,054	$	168
Wilmar International Ltd		433,000		1,373
				2,416
Denmark — 0.9%
Carlsberg AS, Cl B		12,726		1,973
Novo Nordisk A/S, Cl B		34,277		5,428
				7,401
Finland — 0.8%
Elisa Oyj		86,919		5,247
Kemira Oyj		15,212		268
Orion Oyj, Cl A		259		12
Orion Oyj, Cl B		18,621		833
TietoEVRY Oyj		8,052		253
				6,613
France — 2.6%
ABC arbitrage		4,265		28
Air Liquide SA		19,174		3,212
Carrefour SA		185,782		3,761
Legrand SA		14,100		1,288
Orange SA		650,329		7,738
Sanofi		56,205		6,121
Vivendi SE		22,345		226
				22,374
Germany — 0.2%
Henkel AG & Co KGaA		17,258		1,256
McKesson Europe AG		874		23
				1,279
Hong Kong — 3.0%
APT Satellite Holdings Ltd		202,000		63
CK Hutchison Holdings Ltd		705,500		4,365
CLP Holdings Ltd, Cl B		531,656		3,842
Dah Sing Banking Group Ltd		108,898		83
HK Electric Investments & HK Electric Investments Ltd		475,315		298
HKT Trust & HKT Ltd		2,953,000		3,920
Langham Hospitality Investments and Langham Hospitality Investments Ltd		425,500		57
Link REIT ‡		135,200		869
Miramar Hotel & Investment		49,000		74
MTR Corp Ltd		208,000		1,004
New World Development Co Ltd		90,000		241
Nissin Foods Co Ltd		16,455		14
PCCW Ltd		4,732,000		2,362
Power Assets Holdings Ltd		800,000		4,292
Regal Hotels International Holdings Ltd *		158,182		63
SmarTone Telecommunications Holdings Ltd		118,020		76
Swire Pacific Ltd, Cl A		74,000		569
VTech Holdings Ltd		58,569		350

SEI Institutional Managed Trust

77

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WH Group Ltd		4,683,000	$	2,792
				25,334
Ireland — 0.1%
Kerry Group PLC, Cl A		4,173		417
Israel — 2.3%
Bank Hapoalim BM		166,611		1,377
Bank Leumi Le-Israel BM		375,974		2,819
Bezeq The Israeli Telecommunication Corp Ltd		589,703		800
Check Point Software Technologies Ltd *		82,303		10,699
Elbit Systems Ltd		1,395		236
First International Bank Of Israel Ltd/The		43,619		1,532
ICL Group Ltd		245,104		1,643
Isracard Ltd		5		–
Nice Ltd *		842		188
Radware Ltd *		14,978		323
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		1,637		97
				19,714
Italy — 0.3%
Italgas SpA		28,912		177
Snam SpA		358,025		1,902
TXT e-solutions SpA		5,101		110
				2,189
Japan — 8.3%
Achilles Corp		2,500		26
Ahjikan Co Ltd		1,200		8
Aichi Electric Co Ltd (A)		600		16
Albis Co Ltd		1,600		30
Alinco Inc		2,700		21
Amano Corp		14,300		270
Anritsu Corp		28,300		261
Arcs Co Ltd		38,300		648
Asahi Co Ltd		6,200		63
Asante Inc		8,400		104
Autobacs Seven Co Ltd		19,500		212
Axial Retailing Inc		2,300		60
Belc Co Ltd (A)		4,300		181
Benesse Holdings Inc, Cl A		26,300		384
Calbee Inc		1,800		38
Canon Marketing Japan Inc		7,100		169
Cawachi Ltd (A)		29,900		515
C'BON COSMETICS Co Ltd		1,100		13
Chubu Electric Power Co Inc		54,600		575
Chugin Financial Group Inc		34,800		233
Chugoku Marine Paints Ltd		16,700		138
CI Takiron Corp		20,800		77
Computer Engineering & Consulting Ltd		18,100		175
COMSYS Holdings Corp		10,100		186
Create Medic Co Ltd		5,677		38

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dai Nippon Toryo Co Ltd		7,800	$	50
Earth Corp		21,200		757
Eizo Corp		8,600		266
Ezaki Glico Co Ltd		21,100		529
FAN Communications Inc		8,000		24
FJ Next Holdings Co Ltd		14,600		109
FTGroup Co Ltd		2,900		24
Fujicco Co Ltd (A)		22,500		314
Fujiya Co Ltd		2,900		54
Fukuda Denshi Co Ltd		200		6
Gakkyusha Co Ltd		5,600		84
Heiwado Co Ltd		46,600		714
Hitachi Ltd		569		31
Hokuto Corp		53,000		740
House Foods Group Inc		21,600		457
Itochu-Shokuhin Co Ltd		2,003		77
Japan Oil Transportation Co Ltd		2,100		38
Japan Tobacco Inc		380,300		8,014
JSP Corp		20,300		237
Kajima Corp		54,600		658
Kaken Pharmaceutical Co Ltd		23,200		646
Kakiyasu Honten Co Ltd		1,131		19
Kansai Electric Power Co Inc/The		228,800		2,223
Kato Sangyo Co Ltd		27,200		720
KDDI Corp (A)		54,900		1,689
Kenedix Retail REIT Corp ‡		36		64
Kewpie Corp		11,900		199
Key Coffee Inc		7,400		113
Komeri Co Ltd		2,800		58
Kyokuyo Co Ltd		1,900		49
Kyorin Pharmaceutical (A)		104,700		1,344
Kyosan Electric Manufacturing Co Ltd		9,800		31
Kyushu Leasing Service Co Ltd		4,100		27
Lawson Inc		6,600		279
Lion Corp		34,900		376
Maezawa Kasei Industries Co Ltd		2,400		27
Marvelous Inc		5,300		27
McDonald's Holdings Co Japan Ltd		33,100		1,373
Megmilk Snow Brand Co Ltd		23,600		313
Ministop Co Ltd		4,700		50
Miroku Jyoho Service Co Ltd		6,500		81
Mitsubishi Corp		32,200		1,154
Mitsubishi Shokuhin Co Ltd		18,900		463
Mitsui & Co Ltd		5,600		174
Mitsui DM Sugar Holdings Co Ltd		9,900		152
MIXI Inc		1,900		38
Miyoshi Oil & Fat Co Ltd		16,300		120
Mochida Pharmaceutical Co Ltd		6,100		154
Mori Hills REIT Investment Corp ‡		41		46
Morinaga & Co Ltd/Japan		2,200		62
Morinaga Milk Industry Co Ltd		4,000		144
Morozoff Ltd		1,200		31

78

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Musashi Co Ltd		2,400	$	29
Nagatanien Holdings Co Ltd		1,700		27
NEC Capital Solutions Ltd		1,600		30
Nichirei Corp		16,800		339
Nichirin Co Ltd		6,200		110
Nihon Chouzai Co Ltd		25,200		220
Nihon Denkei Co Ltd		2,000		29
Nikko Co Ltd/Hyogo		5,600		27
Nintendo Co Ltd (A)		50,300		1,949
Nippn Corp		111,234		1,389
Nippon BS Broadcasting Corp		1,700		12
NIPPON REIT Investment Corp ‡		213		513
Nippon Telegraph & Telephone Corp		206,600		6,159
Nisshin Oillio Group Ltd/The		5,452		133
Nissin Foods Holdings Co Ltd		5,100		465
Nittoc Construction Co Ltd		17,600		129
Oiles Corp		15,300		194
Okinawa Cellular Telephone Co		7,000		160
Okuwa Co Ltd		5,400		34
Osaki Electric Co Ltd		13,700		55
Otsuka Holdings Co Ltd		41,900		1,327
OUG Holdings Inc		2,236		42
Raito Kogyo Co Ltd		6,700		98
Rasa Corp		3,900		43
RYODEN CORP		2,300		32
San Holdings Inc		3,800		64
San-A Co Ltd, Cl A		25,300		778
Sanki Engineering Co Ltd		20,300		224
Sankyo Co Ltd		33,700		1,404
Showa Sangyo Co Ltd		18,600		355
SKY Perfect JSAT Holdings Inc		180,700		704
Socionext Inc		38,300		2,820
SoftBank Corp		391,700		4,511
SPK Corp		1,900		25
SRA Holdings		5,000		110
ST Corp		5,400		64
Sundrug Co Ltd		69,100		1,891
Tachibana Eletech Co Ltd		1,000		15
Takamatsu Construction Group Co Ltd		12,500		191
Takasago International Corp		2,300		45
Takeda Pharmaceutical Co Ltd		80,400		2,634
Teijin Ltd		31,000		326
Tekken Corp		6,000		82
TOKAI Holdings Corp		46,400		305
Tokuyama Corp		13,000		207
Tokyo Gas Co Ltd		28,700		538
Tokyo Individualized Educational Institute Inc		14,600		59
Tokyo Seimitsu Co Ltd		11,000		426
Tokyu Construction Co Ltd		5,000		25
Toyo Ink SC Holdings Co Ltd		21,700		336
Trend Micro Inc/Japan *		117,800		5,766

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Unicafe Inc (A)		6,400	$	44
United Super Markets Holdings Inc (A)		101,800		854
Uoriki Co Ltd		5,800		95
Valor Holdings Co Ltd		12,300		179
Vital KSK Holdings Inc		31,000		209
Warabeya Nichiyo Holdings Co Ltd		2,600		35
Wowow Inc		19,124		181
Yamato Holdings Co Ltd		37,300		639
Yamaura Corp		2,900		24
Yaoko Co Ltd		6,100		317
Yokorei Co Ltd		16,000		116
Yondoshi Holdings Inc		3,300		44
Zenkoku Hosho Co Ltd		4,000		151
Zenrin Co Ltd		16,500		104
				70,312
Netherlands — 2.5%
Flow Traders Ltd		4,825		140
Koninklijke Ahold Delhaize NV		368,976		12,623
OCI NV		12,398		421
Shell PLC		95,963		2,762
Wolters Kluwer NV		44,109		5,576
				21,522
New Zealand — 0.6%
Freightways Group Ltd		13,822		82
Spark New Zealand Ltd		1,620,820		5,138
				5,220
Norway — 1.5%
AF Gruppen ASA		449		6
AMSC ASA		7,860		31
Bouvet ASA		2,334		14
DNB Bank ASA		52,189		934
Equinor ASA		118,867		3,390
Gjensidige Forsikring ASA		21,783		356
Orkla ASA		300,688		2,132
Sparebank 1 Oestlandet		3,854		42
SpareBank 1 SMN		5,063		60
SpareBank 1 Sorost-Norge		3,479		17
Sparebanken Vest		8,999		79
Telenor ASA		487,942		5,717
Veidekke ASA		21,684		230
				13,008
Portugal — 0.7%
Corticeira Amorim SGPS SA		3,292		36
Jeronimo Martins SGPS SA		191,357		4,495
NOS SGPS SA		57,922		265
REN - Redes Energeticas Nacionais SGPS SA		471,024		1,382
				6,178
Singapore — 0.9%
Bukit Sembawang Estates Ltd		11,000		34
Fraser and Neave Ltd		20,400		17

SEI Institutional Managed Trust

79

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jardine Cycle & Carriage Ltd		33,200	$	783
Jardine Matheson Holdings Ltd		38,500		1,870
Kimly Ltd		90,400		22
Oversea-Chinese Banking Corp Ltd		235,600		2,198
Sheng Siong Group Ltd		1,367,374		1,739
Singapore Technologies Engineering Ltd		206,400		569
Venture Corp Ltd		12,700		169
				7,401
Spain — 0.7%
Cia de Distribucion Integral Logista Holdings SA		30,628		765
Endesa SA		9,562		208
Red Electrica Corp SA (A)		295,592		5,203
				6,176
Sweden — 0.4%
Axfood AB		53,762		1,313
Nordea Bank Abp, Cl A		13,795		147
Tele2 AB, Cl B		218,269		2,173
Volvo AB, Cl A		6,820		147
				3,780
Switzerland — 4.8%
ABB Ltd		35,169		1,208
Barry Callebaut AG		331		703
Bell Food Group AG		194		60
Berner Kantonalbank AG		248		62
BKW AG		2,434		383
Emmi AG		90		90
Nestle SA		53,225		6,494
Novartis AG		102,145		9,365
Plazza AG		133		45
PSP Swiss Property AG		30,307		3,450
Roche Holding AG		34,862		10,018
St Galler Kantonalbank AG		813		438
Swatch Group AG/The		8,046		509
Swatch Group AG/The, Cl B		1,223		420
Swisscom AG		12,308		7,857
				41,102
United Kingdom — 5.8%
British American Tobacco PLC		31,628		1,111
Bunzl PLC		64,308		2,431
Coca-Cola Europacific Partners PLC		25,128		1,487
GSK PLC		416,150		7,353
HSBC Holdings PLC		215,324		1,464
Imperial Brands PLC		189,952		4,378
J Sainsbury PLC		78,875		272
Liberty Global PLC, Cl A *		77,588		1,513
Pearson PLC		33,866		354
Reckitt Benckiser Group PLC		41,769		3,180
RELX PLC		230,133		7,449
Sage Group PLC/The		636,756		6,102

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shell PLC		117,710	$	3,360
Spirent Communications PLC		322,252		690
Tesco PLC		1,088,018		3,574
Unilever PLC		23,783		1,232
Vodafone Group PLC		3,319,373		3,665
				49,615
United States — 56.8%
AbbVie Inc		19,984		3,185
Aflac Inc		37,274		2,405
Air Products and Chemicals Inc		7,755		2,227
Alphabet Inc, Cl A *		17,304		1,795
Alphabet Inc, Cl C *		16,522		1,718
Altria Group Inc		126,106		5,627
Amcor PLC		280,950		3,197
Amdocs Ltd		75,235		7,225
American Business Bank *		1,369		45
American Electric Power Co Inc		9,451		860
AMETEK Inc		21,787		3,166
Amgen Inc, Cl A		34,558		8,354
Aon PLC, Cl A		7,297		2,301
Apple Inc		45,559		7,513
AptarGroup Inc		17,370		2,053
Archer-Daniels-Midland Co		12,360		985
Arrow Electronics Inc, Cl A *		8,774		1,096
Ashland Inc		12,450		1,279
AT&T Inc		4,257		82
AutoZone Inc *		2,801		6,885
Bank of New York Mellon Corp/The		15,549		706
Becton Dickinson & Co		15,047		3,725
Berkshire Hathaway Inc, Cl B *		15,948		4,924
BlackRock TCP Capital Corp		34,247		353
Booz Allen Hamilton Holding Corp, Cl A		20,559		1,906
Box Inc, Cl A *		42,528		1,139
Bristol-Myers Squibb Co		159,716		11,070
CACI International Inc, Cl A *		1,202		356
Cadence Design Systems Inc *		15,875		3,335
Campbell Soup Co		121,688		6,690
Cardinal Health Inc		11,093		837
Casey's General Stores Inc		25,469		5,513
Cboe Global Markets Inc		33,863		4,546
CF Industries Holdings Inc		28,682		2,079
CH Robinson Worldwide Inc		16,647		1,654
Chemed Corp		3,076		1,654
Chubb Ltd		2,889		561
Church & Dwight Co Inc		95,418		8,436
Cigna Group/The		6,237		1,594
Cirrus Logic Inc *		2,471		270
Cisco Systems Inc		175,162		9,157
Clorox Co/The		48,912		7,740
Coca-Cola Co/The		100,764		6,250
Cognizant Technology Solutions Corp, Cl A		4,618		281
Colgate-Palmolive Co		101,625		7,637

80

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Comcast Corp, Cl A		8,307	$	315
CommVault Systems Inc *		55,554		3,152
Conagra Brands Inc		90,049		3,382
Consolidated Edison Inc		12,694		1,215
Corebridge Financial Inc		105,816		1,695
Costco Wholesale Corp		3,431		1,705
Crane NXT Co		47,378		5,377
CVS Health Corp		59,126		4,394
Dolby Laboratories Inc, Cl A		62,691		5,355
Dollar General Corp		7,159		1,507
Dominion Energy Inc		17,999		1,006
Domino's Pizza Inc		4,057		1,338
Donaldson Co Inc, Cl A		2,371		155
DTE Energy Co		34,037		3,728
Duke Energy Corp		22,584		2,179
Ecolab Inc		8,626		1,428
Electronic Arts Inc		1,918		231
Elevance Health Inc		1,275		586
Ennis Inc		1,617		34
Expeditors International of Washington Inc		5,016		552
Exxon Mobil Corp		1,222		134
Fair Isaac Corp *		4,913		3,452
Ferguson PLC		15,957		2,134
Flowers Foods Inc		54,651		1,498
FMC Corp		14,148		1,728
Fox Corp, Cl A		23,607		804
General Dynamics Corp		15,843		3,616
General Mills Inc		108,679		9,288
Genuine Parts Co		5,849		979
Gilead Sciences Inc		102,882		8,536
Graco Inc		68,806		5,024
Graham Holdings Co, Cl B		2,107		1,256
Grand Canyon Education Inc *		13,044		1,486
HealthStream Inc		9,405		255
Hershey Co/The		32,252		8,205
HF Sinclair Corp		11,270		545
Hologic Inc *		10,065		812
Hormel Foods Corp		27,183		1,084
Hubbell Inc, Cl B		1,975		481
Humana Inc		16,236		7,882
Huntington Ingalls Industries Inc, Cl A		4,369		904
Incyte Corp *		130,100		9,402
Ingredion Inc		2,723		277
Insperity Inc, Cl A		2,599		316
Intercontinental Exchange Inc		51,850		5,408
J M Smucker Co/The		19,923		3,135
Jack Henry & Associates Inc		391		59
Jacobs Solutions Inc		17,773		2,088
John B Sanfilippo & Son Inc		2,862		277
Johnson & Johnson		72,083		11,173
Juniper Networks Inc		244,138		8,403
Kellogg Co		126,059		8,441

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimberly-Clark Corp		94,758	$	12,719
Knight-Swift Transportation Holdings Inc, Cl A		635		36
Kraft Heinz Co/The		33,824		1,308
L3Harris Technologies Inc		4,955		972
Lamb Weston Holdings Inc		2,580		270
Leidos Holdings Inc		10,532		970
Lockheed Martin Corp		9,473		4,478
Marathon Petroleum Corp		2,104		284
Marsh & McLennan Cos Inc		46,568		7,756
McDonald's Corp		6,506		1,819
McKesson Corp		21,827		7,771
Medtronic PLC		51,373		4,142
Merck & Co Inc		64,282		6,839
Microsoft Corp		24,820		7,156
Molina Healthcare Inc *		3,348		896
Mondelez International Inc, Cl A		115,772		8,071
MP Materials Corp *		46,084		1,299
Neurocrine Biosciences Inc *		7,551		764
NewMarket Corp		280		102
Newmont Corp		10,897		534
NextGen Healthcare Inc *		1,547		27
Northrop Grumman Corp		8,122		3,750
Oracle Corp, Cl B		46,556		4,326
O'Reilly Automotive Inc *		1,137		965
PACCAR Inc		40,617		2,973
Packaging Corp of America		641		89
PepsiCo Inc		41,651		7,593
Pfizer Inc		31,207		1,273
Philip Morris International Inc		74,471		7,242
Phillips 66		21,044		2,133
Procter & Gamble Co/The		60,856		9,049
Public Storage ‡		8,145		2,461
QIAGEN NV *		764		35
Regeneron Pharmaceuticals Inc *		444		365
Reliance Steel & Aluminum Co		22,326		5,732
Royal Gold Inc, Cl A		57,746		7,490
RPM International Inc		50,616		4,416
Service Corp International/US		10,643		732
Silgan Holdings Inc		81,099		4,353
Sonoco Products Co		458		28
Synopsys Inc *		7,134		2,756
Toro Co/The		10,955		1,218
Travelers Cos Inc/The		3,112		533
Tyson Foods Inc, Cl A		13,129		779
United Therapeutics Corp *		8,379		1,877
UnitedHealth Group Inc		13,397		6,331
USANA Health Sciences Inc *		11,882		747
Valero Energy Corp		24,155		3,372
Varia US Properties AG		28		1
VeriSign Inc *		12,264		2,592
Verizon Communications Inc		279,461		10,868

SEI Institutional Managed Trust

81

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vertex Pharmaceuticals Inc *		4,712	$	1,485
Vistra Corp		43,220		1,037
VMware Inc, Cl A *		1,674		209
Walgreens Boots Alliance Inc		77,751		2,689
Walmart Inc		46,632		6,876
Waste Management Inc		2,314		378
WEC Energy Group Inc		2,066		196
Western Union Co/The		253,967		2,832
				482,821
Total Common Stock
(Cost $777,899) ($ Thousands)				822,586
PREFERRED STOCK — 0.4%
Germany — 0.4%
Bayerische Motoren Werke AG, 7.000%		1,468		150
Henkel AG & Co KGaA (B)		37,652		2,948
Total Preferred Stock
(Cost $2,849) ($ Thousands)				3,098
AFFILIATED PARTNERSHIP — 1.4%
SEI Liquidity Fund, LP
4.740% **†(C)		11,914,745		11,920
Total Affiliated Partnership
(Cost $11,916) ($ Thousands)				11,920
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		7,742,220		7,742
Total Cash Equivalent
(Cost $7,742) ($ Thousands)				7,742
Total Investments in Securities — 99.4%
(Cost $800,406) ($ Thousands)			$	845,346

82

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Euro STOXX 50		29		Jun-2023	$	1,314	$	1,342	$	22
FTSE 100 Index		8		Jun-2023		752		756		2
Hang Seng Index		2		Apr-2023		262		261		(1	)
S&P 500 Index E-MINI		37		Jun-2023		7,502		7,655		153
SPI 200 Index		3		Jun-2023		352		361		7
TOPIX Index		5		Jun-2023		750		753		3
					$	10,932	$	11,128	$	186

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/03/23		CAD	8,682		USD	6,401	$	(14	)
Barclays PLC		04/03/23		CHF	19,391		USD	20,739		(487	)
Barclays PLC		04/03/23 - 05/01/23		DKK	52,217		USD	7,535		(87	)
Barclays PLC		04/03/23		HKD	123,075		USD	15,703		25
BNP Paribas		04/03/23		SGD	4,771		USD	3,540		(48	)
BNP Paribas		04/03/23		EUR	29,714		USD	31,581		(701	)
BNP Paribas		04/03/23		NOK	75,714		USD	7,338		108
BNP Paribas		04/03/23 - 05/02/23		SEK	170,752		USD	16,418		(63	)
BNP Paribas		04/03/23		JPY	4,961,428		USD	36,456		(823	)
Brown Brothers Harriman		04/03/23		USD	148		NZD	238		1
Brown Brothers Harriman		04/03/23		USD	88		NZD	140		—
Brown Brothers Harriman		05/02/23		SGD	45		USD	34		—
Brown Brothers Harriman		04/03/23		SGD	199		USD	148		(2	)
Brown Brothers Harriman		04/03/23 - 05/01/23		AUD	48		USD	32		—
Brown Brothers Harriman		04/03/23 - 05/01/23		AUD	229		USD	152		(1	)
Brown Brothers Harriman		04/03/23 - 05/01/23		USD	277		AUD	417		3
Brown Brothers Harriman		04/03/23		USD	66		AUD	98		(1	)
Brown Brothers Harriman		04/03/23 - 05/01/23		NZD	444		USD	274		(4	)
Brown Brothers Harriman		04/03/23 - 05/01/23		USD	518		CAD	709		6
Brown Brothers Harriman		04/03/23		USD	440		NOK	4,666		5
Brown Brothers Harriman		04/03/23		USD	239		NOK	2,459		(4	)
Brown Brothers Harriman		04/03/23		USD	658		SGD	888		9
Brown Brothers Harriman		04/03/23		USD	43		SGD	57		—
Brown Brothers Harriman		04/03/23 - 05/01/23		USD	903		DKK	6,338		21
Brown Brothers Harriman		04/03/23 - 05/01/23		USD	65		DKK	443		—
Brown Brothers Harriman		04/03/23		CHF	40		USD	43		—
Brown Brothers Harriman		04/03/23 - 05/02/23		CHF	933		USD	1,008		(13	)
Brown Brothers Harriman		05/02/23		GBP	43		USD	53		—
Brown Brothers Harriman		04/03/23 - 05/02/23		GBP	1,477		USD	1,787		(40	)
Brown Brothers Harriman		04/03/23 - 05/01/23		DKK	1,740		USD	249		(5	)
Brown Brothers Harriman		05/01/23		CAD	32		USD	24		—
Brown Brothers Harriman		04/03/23 - 05/01/23		CAD	1,777		USD	1,291		(21	)
Brown Brothers Harriman		04/03/23 - 05/02/23		USD	1,257		CHF	1,163		16
Brown Brothers Harriman		04/03/23 - 05/02/23		USD	666		CHF	607		(1	)
Brown Brothers Harriman		04/03/23		USD	2,476		GBP	2,038		44
Brown Brothers Harriman		04/03/23		USD	2,402		SEK	25,542		61
Brown Brothers Harriman		04/03/23		USD	274		SEK	2,830		(1	)
Brown Brothers Harriman		04/03/23		USD	3,018		HKD	23,662		(4	)

SEI Institutional Managed Trust

83

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Global Managed Volatility Fund (Concluded)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/03/23 - 05/02/23		USD	2,448		EUR	2,289	$	39
Brown Brothers Harriman		04/03/23 - 05/02/23		USD	660		EUR	606		(2	)
Brown Brothers Harriman		04/03/23		USD	2,623		JPY	355,618		49
Brown Brothers Harriman		04/03/23		USD	2,152		JPY	283,527		(21	)
Brown Brothers Harriman		05/02/23		EUR	207		USD	225		—
Brown Brothers Harriman		04/03/23		EUR	4,922		USD	5,217		(131	)
Brown Brothers Harriman		04/03/23 - 05/02/23		HKD	4,233		USD	540		1
Brown Brothers Harriman		05/02/23		HKD	988		USD	126		—
Brown Brothers Harriman		04/03/23 - 05/02/23		SEK	887		USD	86		—
Brown Brothers Harriman		04/03/23 - 05/02/23		SEK	6,947		USD	659		(10	)
Brown Brothers Harriman		04/03/23 - 05/02/23		NOK	1,590		USD	153		1
Brown Brothers Harriman		04/03/23 - 05/02/23		NOK	24,030		USD	2,262		(33	)
Brown Brothers Harriman		04/03/23 - 05/01/23		JPY	178,956		USD	1,354		7
Brown Brothers Harriman		04/03/23 - 05/01/23		JPY	130,491		USD	969		(13	)
Standard Chartered		04/03/23		AUD	3,254		USD	2,194		14
Standard Chartered		05/02/23		GBP	21,922		USD	27,053		(63	)
Westpac Banking		04/03/23 - 05/01/23		NZD	8,520		USD	5,274		(55	)
Westpac Banking		04/03/23		GBP	22,568		USD	27,307		(597	)
Westpac Banking		05/01/23		AUD	2,995		USD	2,002		(5	)
Westpac Banking		05/01/23		CAD	9,733		USD	7,160		(36	)
Westpac Banking		05/01/23		JPY	4,594,634		USD	34,854		174
Westpac Banking		05/02/23		SGD	4,046		USD	3,045		(2	)
Westpac Banking		05/02/23		CHF	18,832		USD	20,565		(115	)
Westpac Banking		05/02/23		EUR	31,843		USD	34,607		(38	)
Westpac Banking		05/02/23		NOK	92,422		USD	8,893		54
Westpac Banking		05/02/23		HKD	104,504		USD	13,337		3
									$	(2,800	)

	Percentages are based on Net Assets of $850,321 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $11,920 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		822,392		194		–		822,586
Preferred Stock		3,098		–		–		3,098
Affiliated Partnership		–		11,920		–		11,920
Cash Equivalent		7,742		–		–		7,742
Total Investments in Securities		833,232		12,114		–		845,346

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		187			–			–		187
Unrealized Depreciation		(1	)		–			–		(1	)
Forward Contracts*
Unrealized Appreciation		–			641			–		641
Unrealized Depreciation		–			(3,441	)		–		(3,441	)
Total Other Financial Instruments		186			(2,800	)		–		(2,614	)

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

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

84

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	17,355	$	66,904	$	(72,346	)	$	—	$	7	$	11,920	$	38	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		8,497		83,281		(84,036	)		—		—		7,742		210		—
Totals	$	25,852	$	150,185	$	(156,382	)	$	—	$	7	$	19,662	$	248	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

85

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.1%
Communication Services — 2.6%
Alphabet Inc, Cl A *		19,626	$	2,036
Alphabet Inc, Cl C *		4,281		445
AT&T Inc		190,500		3,667
Fox Corp, Cl A		83,711		2,850
Fox Corp, Cl B		50,761		1,589
Madison Square Garden Sports Corp		8,917		1,738
New York Times Co/The, Cl A		90,938		3,536
Verizon Communications Inc		176,872		6,879
				22,740
Consumer Discretionary — 4.6%
AutoZone Inc *		10,000		24,581
Darden Restaurants Inc		7,687		1,193
Dick's Sporting Goods Inc		12,374		1,756
Honda Motor Co Ltd ADR		129,300		3,425
McDonald's Corp		24,867		6,953
Toyota Motor Corp ADR (A)		16,500		2,338
				40,246
Consumer Staples — 16.4%
Altria Group Inc		51,246		2,287
Archer-Daniels-Midland Co		1,842		147
Bunge Ltd		11,345		1,084
Campbell Soup Co		53,765		2,956
Church & Dwight Co Inc		72,051		6,370
Clorox Co/The		19,287		3,052
Coca-Cola Co/The		69,556		4,315
Coca-Cola Europacific Partners PLC		49,400		2,924
Colgate-Palmolive Co		56,926		4,278
Costco Wholesale Corp		10,898		5,415
Dollar General Corp		8,848		1,862
General Mills Inc		70,976		6,066
Hershey Co/The		32,533		8,277
Hormel Foods Corp		110,755		4,417
J M Smucker Co/The		33,538		5,278

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kellogg Co		96,962	$	6,492
Kimberly-Clark Corp		41,715		5,599
Kroger Co/The		317,500		15,675
Lamb Weston Holdings Inc		28,333		2,961
McCormick & Co Inc/MD		75,752		6,303
Metro Inc/CN, Cl A		58,400		3,208
PepsiCo Inc		56,305		10,264
Procter & Gamble Co/The		39,918		5,935
Target Corp, Cl A		22,685		3,757
Tyson Foods Inc, Cl A		54,966		3,261
Walmart Inc		146,507		21,602
				143,785
Energy — 1.0%
DT Midstream Inc		19,049		940
Eni ADR (A)		117,500		3,290
Exxon Mobil Corp		17,300		1,897
Williams Cos Inc/The		96,414		2,879
				9,006
Financials — 15.0%
Aflac Inc		112,800		7,278
Allstate Corp/The		65,446		7,252
American Financial Group Inc/OH		41,500		5,042
Assurant Inc		10,566		1,269
Bank of America Corp		7,089		203
Bank of Hawaii Corp		44,635		2,325
Bank OZK		120,055		4,106
Berkshire Hathaway Inc, Cl B *		33,500		10,344
Cboe Global Markets Inc		46,588		6,254
Chubb Ltd		12,399		2,408
Cullen/Frost Bankers Inc		13,679		1,441
Everest Re Group Ltd		41,580		14,886
Eversource Energy		68,092		5,329
First Hawaiian Inc		91,228		1,882
Hanover Insurance Group Inc/The, Cl A		19,700		2,531
Jack Henry & Associates Inc		10,939		1,649
M&T Bank Corp		2,432		291
MGIC Investment Corp		145,255		1,949
Morningstar Inc, Cl A		22,856		4,640
National Bank of Canada		54,700		3,907
Progressive Corp/The		115,800		16,566
RenaissanceRe Holdings Ltd		31,431		6,297
TFS Financial Corp		110,415		1,394
Travelers Cos Inc/The		106,824		18,311
White Mountains Insurance Group Ltd		2,847		3,922
				131,476
Health Care — 21.0%
AbbVie Inc		85,676		13,654
AmerisourceBergen Corp, Cl A		14,727		2,358
Amgen Inc, Cl A		16,800		4,061
AstraZeneca PLC ADR		75,200		5,220
Bio-Rad Laboratories Inc, Cl A *		4,023		1,927

86

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bristol-Myers Squibb Co		124,169	$	8,606
Chemed Corp		1,680		903
CVS Health Corp		31,417		2,335
Danaher Corp, Cl A		9,731		2,453
Elevance Health Inc		44,047		20,253
Eli Lilly & Co		77,000		26,443
Gilead Sciences Inc		42,973		3,566
Henry Schein Inc *		15,109		1,232
Humana Inc		25,337		12,300
Incyte Corp *		55,898		4,040
Johnson & Johnson		53,074		8,227
McKesson Corp		8,957		3,189
Merck & Co Inc		195,945		20,847
Mettler-Toledo International Inc *		3,168		4,848
Pfizer Inc		208,635		8,512
Quest Diagnostics Inc		50,752		7,180
Thermo Fisher Scientific Inc		3,426		1,975
United Therapeutics Corp *		15,161		3,395
UnitedHealth Group Inc		35,650		16,848
				184,372
Industrials — 12.3%
3M Co		12,057		1,267
Automatic Data Processing Inc		11,680		2,600
Carrier Global Corp		50,700		2,320
CH Robinson Worldwide Inc		33,696		3,348
CSG Systems International Inc		37,600		2,019
Cummins Inc		10,600		2,532
EMCOR Group Inc		13,365		2,173
General Dynamics Corp		24,400		5,568
L3Harris Technologies Inc		26,704		5,241
Landstar System Inc		11,414		2,046
Lockheed Martin Corp		5,885		2,782
Northrop Grumman Corp		40,245		18,582
Quanta Services Inc		37,697		6,282
Raytheon Technologies Corp		135,100		13,230
Republic Services Inc		131,000		17,714
Schneider National Inc, Cl B		126,110		3,374
Waste Management Inc		101,545		16,569
				107,647
Information Technology — 17.2%
Amdocs Ltd		167,300		16,066
Apple Inc		181,200		29,880
Ciena Corp *		40,425		2,123
Cisco Systems Inc		108,070		5,650
F5 Inc, Cl A *		22,786		3,320
Microsoft Corp		93,896		27,070
Motorola Solutions Inc		87,964		25,169
NetApp Inc		46,296		2,956
Oracle Corp, Cl B		205,447		19,090
Qorvo Inc *		29,520		2,998

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		41,600	$	16,068
				150,390
Materials — 2.3%
AptarGroup Inc		6,262		740
Avery Dennison Corp		31,600		5,654
Corteva Inc		74,350		4,484
Royal Gold Inc, Cl A		15,330		1,989
Sealed Air Corp		58,400		2,681
Silgan Holdings Inc		81,300		4,363
				19,911
Real Estate — 0.5%
Equity LifeStyle Properties Inc ‡		29,390		1,973
SBA Communications Corp, Cl A ‡		7,655		1,998
				3,971
Utilities — 5.2%
Ameren Corp		74,283		6,417
American Electric Power Co Inc		42,147		3,835
DTE Energy Co		38,099		4,173
Duke Energy Corp		41,428		3,997
Entergy Corp		17,400		1,875
National Fuel Gas Co		34,340		1,983
NextEra Energy Inc		85,116		6,561
Portland General Electric Co		52,500		2,567
Public Service Enterprise Group Inc		37,300		2,329
Southern Co/The		83,686		5,823
WEC Energy Group Inc		63,946		6,061
				45,621
Total Common Stock
(Cost $378,348) ($ Thousands)				859,165
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, LP
4.740% **†(B)		4,192,720		4,193
Total Affiliated Partnership
(Cost $4,194) ($ Thousands)				4,193

SEI Institutional Managed Trust

87

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed Managed Volatility Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		16,110,322	$	16,110
Total Cash Equivalent
(Cost $16,110) ($ Thousands)				16,110
Total Investments in Securities — 100.4%
(Cost $398,652) ($ Thousands)			$	879,468

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		29		Jun-2023	$	5,653	$	6,000	$	347

	Percentages are based on a Net Assets of $876,163 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $4,193 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		859,165		–		–		859,165
Affiliated Partnership		–		4,193		–		4,193
Cash Equivalent		16,110		–		–		16,110
Total Investments in Securities		875,275		4,193		–		879,468

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		347		–		–		347
Total Other Financial Instruments		347		–		–		347

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,473	$	7,412	$	(6,692	)	$	—	$	—	$	4,193	$	13	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		14,834		136,737		(135,461	)		—		—		16,110		357		—
Totals	$	18,307	$	144,149	$	(142,153	)	$	—	$	—	$	20,303	$	370	$	—

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

See “Glossary” for abbreviations.

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

88

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed International Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.6%
Australia — 4.7%
Abacus Property Group ‡		226,087	$	396
AGL Energy Ltd		194,391		1,051
ASX Ltd		1,380		60
Aurizon Holdings Ltd		652,462		1,472
Australia & New Zealand Banking Group		24,433		377
Bendigo & Adelaide Bank		52,109		304
BHP Group Ltd		9,678		306
Brambles Ltd		38,595		349
Coles Group Ltd		10,208		124
CSL Ltd		3,288		638
Deterra Royalties		32,233		104
Dexus *‡		57,350		291
EBOS Group Ltd		5,627		164
Elders Ltd		16,343		95
Endeavour Group Ltd/Australia		21,286		97
Glencore PLC		56,000		322
Harvey Norman Holdings Ltd (A)		390,215		941
JB Hi-Fi Ltd		28,421		813
Medibank Pvt Ltd		474,152		1,072
Metcash Ltd, Cl A		406,212		1,052
Newcrest Mining Ltd		13,198		236
Orica Ltd		14,718		152
Rio Tinto Ltd		9,399		757
Rio Tinto PLC		5,470		370
Rio Tinto PLC ADR		4,770		327
Sonic Healthcare Ltd		27,138		637
South32 Ltd		55,362		163
Telstra Group Ltd, Cl B		466,530		1,324
Transurban Group		42,206		404
Vicinity Ltd ‡		170,560		223
Wesfarmers Ltd		18,824		637
Woolworths Group Ltd		17,215		438
				15,696

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Austria — 0.6%
CA Immobilien Anlagen AG		4,737	$	128
Mayr Melnhof Karton AG		3,798		631
S Immo AG		9,548		–
Telekom Austria AG, Cl A		81,520		616
Verbund AG		5,746		499
				1,874
Belgium — 0.9%
Ageas SA/NV		32,749		1,418
Etablissements Franz Colruyt NV		20,118		588
Proximus SADP		86,765		839
UCB SA, Cl A		2,296		206
				3,051
Brazil — 0.2%
Yara International ASA		15,995		693
Canada — 2.0%
Bank of Nova Scotia/The, Cl C (A)		7,856		395
Canadian Imperial Bank of Commerce		23,786		1,008
Canadian Tire Corp Ltd, Cl A		14,765		1,924
Cogeco Communications Inc		5,754		280
Empire Co Ltd, Cl A		26,754		716
Loblaw Cos Ltd		24,108		2,194
				6,517
China — 0.2%
BOC Hong Kong Holdings Ltd		89,000		277
Wilmar International Ltd		124,500		395
				672
Denmark — 3.2%
AP Moller - Maersk A/S, Cl B		236		428
Carlsberg AS, Cl B		12,271		1,902
Coloplast A/S, Cl B		7,340		965
Danske Bank A/S		48,402		974
DSV A/S		720		139
Genmab A/S *		1,478		558
Jyske Bank A/S *		2,041		143
Novo Nordisk A/S, Cl B		18,196		2,882
Scandinavian Tobacco Group A/S		66,734		1,326
Solar A/S, Cl B		2,119		171
Sydbank A/S		22,507		1,014
UIE		5,640		157
				10,659
Finland — 1.6%
Elisa OYJ		10,692		645
Kemira Oyj		45,914		809
Kesko OYJ, Cl B		56,495		1,216
Metsa Board, Cl B		50,571		408
Orion OYJ, Cl B		25,567		1,144
Sampo Oyj, Cl A		3,897		184

SEI Institutional Managed Trust

89

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TietoEVRY Oyj		32,083	$	1,008
				5,414
France — 9.7%
Air Liquide SA		3,881		650
Arkema SA		7,540		744
AXA SA		35,579		1,089
BNP Paribas SA		3,209		193
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		5,335		106
Caisse Regionale de Credit Agricole Mutuel Nord de France		9,313		154
Caisse Regionale de Credit Agricole Mutuel Sud Rhone Alpes		886		107
Carrefour SA		145,801		2,951
Cie Generale des Etablissements Michelin SCA		59,833		1,830
Credit Agricole SA		22,471		254
Danone SA		39,253		2,444
Dassault Systemes SE		2,647		109
Eiffage SA		6,260		678
Engie SA		109,908		1,740
Euroapi *		2,998		34
Eutelsat Communications SA (A)		17,947		120
Hermes International		182		369
Legrand SA		7,583		693
L'Oreal SA		465		208
Metropole Television SA		61,744		1,003
Orange SA		414,604		4,933
Pernod Ricard SA		2,108		478
Sanofi		66,490		7,241
Societe BIC SA		22,897		1,445
Thales SA, Cl A		5,065		750
TotalEnergies SE		25,354		1,497
Vivendi SE		33,639		340
				32,160
Germany — 5.4%
BASF SE		3,269		172
Bayer AG		34,730		2,216
Bayerische Motoren Werke AG		1,331		146
Beiersdorf AG		12,795		1,667
Deutsche Boerse AG		3,936		767
Deutsche Post AG		28,985		1,357
Deutsche Telekom AG		155,073		3,765
E.ON SE		10,939		137
Freenet AG		42,882		1,116
Fresenius Medical Care AG & Co KGaA		3,728		158
Fresenius SE & Co KGaA		10,322		279
Hannover Rueck SE		1,509		296
Henkel AG & Co KGaA		7,694		560
Hornbach Holding AG & Co KGaA		11,109		889
Knorr-Bremse AG		2,220		148

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Merck KGaA		4,963	$	925
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		5,589		1,958
QIAGEN NV *		6,386		291
RWE AG		12,965		558
Siemens Healthineers AG		2,446		141
Sirius Real Estate Ltd		87,389		83
Talanx AG		3,767		175
				17,804
Hong Kong — 3.8%
CK Asset Holdings Ltd		267,500		1,622
CK Hutchison Holdings Ltd		248,000		1,534
CK Infrastructure Holdings Ltd		82,000		446
CLP Holdings Ltd, Cl B		92,000		665
Dah Sing Banking Group Ltd		303,600		232
Harbour Centre Development		88,000		83
Henderson Land Development		44,000		152
HK Electric Investments & HK Electric Investments Ltd		1,860,000		1,165
HKT Trust & HKT Ltd		582,000		773
Kerry Properties Ltd		340,000		868
Link REIT ‡		55,400		356
MTR Corp Ltd		98,000		473
New World Development Co Ltd		41,000		110
Pacific Textiles Holdings		749,000		241
Paliburg Holdings Ltd *		146,000		33
PCCW Ltd		862,704		431
Power Assets Holdings Ltd		174,500		936
SmarTone Telecommunications Holdings Ltd		328,500		211
VTech Holdings Ltd		256,200		1,533
WH Group Ltd		1,416,500		844
				12,708
Indonesia — 0.2%
First Resources Ltd		533,200		633
Ireland — 0.1%
Kerry Group PLC, Cl A		2,140		214
Israel — 2.1%
Bank Hapoalim BM		73,060		604
Bank Leumi Le-Israel BM		118,458		888
Bezeq The Israeli Telecommunication Corp Ltd		361,216		490
Check Point Software Technologies Ltd *		18,230		2,370
Elbit Systems Ltd		6,793		1,149
ICL Group Ltd		45,755		307
Isracard Ltd		–		–
Kerur Holdings Ltd		4,845		107
Mizrahi Tefahot Bank Ltd		12,013		374
Oil Refineries Ltd		1,057,809		288
Radware Ltd *		9,378		202

90

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shufersal Ltd		26,493	$	128
				6,907
Italy — 1.9%
A2A SpA		636,039		1,016
ACEA SpA		26,106		357
Assicurazioni Generali SpA		15,478		309
Enel SpA		61,229		374
Eni SpA		119,562		1,676
Snam SpA		154,099		819
Terna - Rete Elettrica Nazionale		27,136		223
UnipolSai Assicurazioni SpA		546,367		1,382
				6,156
Japan — 23.8%
AEON Investment Corp ‡		681		743
Aozora Bank Ltd (A)		12,800		231
Arcs Co Ltd		38,800		656
Bandai Namco Holdings Inc		6,900		148
Benesse Holdings Inc, Cl A		13,700		200
Bridgestone Corp		26,900		1,090
Brother Industries Ltd		28,700		431
Canon Inc		69,600		1,546
Choushimaru Co Ltd		10,500		92
Chubu Electric Power Co Inc		9,600		101
CI Takiron Corp		40,400		150
Citizen Holdings (A)		89,900		528
Cosmos Pharmaceutical Corp		1,000		90
Daicel Corp		75,100		566
Daiichi Sankyo Co Ltd		7,500		273
Daiki Aluminium Industry Co Ltd		9,800		106
Daito Trust Construction Co Ltd		1,700		169
DCM Holdings Co Ltd		97,200		845
Earth Corp		7,100		254
EDION Corp (A)		77,600		749
ENEOS Holdings Inc (A)		409,800		1,434
Ezaki Glico Co Ltd		16,900		424
Fuji Nihon Seito		29,300		114
Fujicco Co Ltd		7,900		110
FUJIFILM Holdings Corp		7,600		385
Heiwado Co Ltd		7,900		121
Honda Motor Co Ltd		24,900		657
House Foods Group Inc		9,900		209
Hoya Corp		1,500		165
Inpex Corp		88,300		932
ITOCHU Corp (A)		88,700		2,882
Itochu Enex Co Ltd		78,700		669
Itoham Yonekyu Holdings		160,400		845
Iwatani Corp		3,900		170
Japan Post Bank Co Ltd (A)		38,900		317
Japan Post Holdings Co Ltd		227,700		1,844
Japan Post Insurance Co Ltd		7,700		120
Japan Tobacco Inc		123,900		2,611

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kadoya Sesame Mills Inc		3,900	$	104
Kajima Corp		157,800		1,900
Kaken Pharmaceutical Co Ltd		21,900		610
Kamigumi Co Ltd		10,100		212
Kaneka Corp		24,800		646
Kansai Electric Power Co Inc/The		47,000		457
Kato Sangyo Co Ltd		8,700		230
KDDI Corp (A)		108,400		3,335
Keihanshin Building Co Ltd		14,200		128
Keisei Electric Railway		4,674		144
Keiyo Co Ltd		32,400		206
Kewpie Corp		18,100		303
Kinden Corp		67,500		812
Komeri Co Ltd		5,200		107
K's Holdings Corp (A)		88,600		776
Kuraray Co Ltd		171,300		1,572
Kurimoto Ltd		10,700		164
Kyorin Pharmaceutical		7,800		100
Kyowa Kirin Co Ltd		4,500		98
Lawson Inc		8,600		363
Lintec Corp		44,600		729
Lion Corp		11,800		127
Marubeni Corp		17,400		236
Maruichi Steel Tube Ltd		4,400		97
McDonald's Holdings Co Japan Ltd		3,100		129
Megmilk Snow Brand Co Ltd		25,000		332
MEIJI Holdings Co Ltd		20,600		489
Mirait Holdings Corp		50,300		625
Mitsubishi Corp		3,200		115
Mitsubishi Electric Corp		67,600		806
Mitsubishi Shokuhin Co Ltd		27,500		674
Mitsubishi UFJ Financial Group Inc		205,800		1,316
Mitsui & Co Ltd (A)		28,400		883
Mizuho Financial Group Inc		200,280		2,831
Mochida Pharmaceutical Co Ltd		4,000		101
Morinaga & Co Ltd/Japan		10,800		305
Morinaga Milk Industry Co Ltd		3,000		108
Morishita Jintan Co Ltd		10,900		164
MS&AD Insurance Group Holdings Inc		52,400		1,620
NEC Corp		6,400		246
NH Foods Ltd (A)		17,300		499
Nichirei Corp		6,500		131
Nintendo Co Ltd		19,000		736
Nippn Corp		17,100		214
Nippon Electric Glass		34,400		662
NIPPON EXPRESS HOLDINGS INC		12,700		765
Nippon Kayaku		11,300		102
Nippon Light Metal Holdings Co Ltd		8,400		93
Nippon Telegraph & Telephone Corp		165,900		4,946
Nippon Television Holdings		80,400		692
Nissan Chemical Corp		2,200		100
Nisshin Seifun Group Inc		15,500		181

SEI Institutional Managed Trust

91

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nissin Foods Holdings Co Ltd		2,500	$	228
Nitto Fuji Flour Milling Co Ltd		5,000		169
Nomura Holdings Inc (A)		183,400		705
Okinawa Cellular Telephone Co		6,200		141
ORIX Corp		7,200		118
Otsuka Corp		9,100		322
Otsuka Holdings Co Ltd		16,600		526
Sankyo Co Ltd		38,600		1,608
Sankyu Inc		18,100		670
Secom Co Ltd		8,500		523
Seino Holdings Co Ltd		58,300		642
Sekisui Chemical Co Ltd		43,000		609
Sekisui House Ltd		47,600		968
Senko Group Holdings		59,100		421
Seven & i Holdings Co Ltd		5,500		248
Shimizu Corp		43,700		247
Shizuoka Financial Group Inc		45,700		327
Showa Sangyo Co Ltd		5,500		105
SoftBank Corp (A)		55,400		638
Sompo Holdings Inc		5,800		229
Sugi Holdings Co Ltd		3,400		146
Sumitomo Chemical Co Ltd		38,500		129
Sumitomo Corp		38,800		686
Sumitomo Mitsui Financial Group Inc		46,500		1,856
Sumitomo Mitsui Trust Holdings (A)		29,800		1,021
Sundrug Co Ltd		12,400		339
Suntory Beverage & Food Ltd		3,200		119
Taisei Corp (A)		17,100		528
Takeda Pharmaceutical Co Ltd		26,500		868
Techno Ryowa		18,100		119
Teijin Ltd		148,100		1,559
Toho Holdings Co Ltd		6,100		108
Tokio Marine Holdings Inc		8,700		167
Tokyo Gas Co Ltd		25,900		486
Toppan Printing Co Ltd		5,800		117
Trend Micro Inc/Japan		24,300		1,189
Tsuruha Holdings Inc		2,700		180
USS Co Ltd		30,200		523
Valor Holdings Co Ltd		29,600		430
Yaizu Suisankagaku Industry Co Ltd		16,800		108
Yamada Denki Co Ltd (A)		348,900		1,197
Yamaguchi Financial Group		92,500		565
Yamato Holdings Co Ltd		10,600		182
Yellow Hat Ltd		11,200		154
Zaoh Co Ltd		8,700		148
				78,666
Jordan — 0.3%
Hikma Pharmaceuticals PLC		40,058		830
Netherlands — 3.0%
ABN AMRO Bank NV		11,695		186
JDE Peet's NV		16,874		492

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Koninklijke Ahold Delhaize NV		180,028	$	6,159
Koninklijke KPN NV		143,332		507
NN Group NV		37,509		1,363
Shell PLC		3,555		102
Signify NV		4,814		160
Wolters Kluwer NV		7,314		925
				9,894
New Zealand — 0.8%
Fisher & Paykel Healthcare Corp Ltd		19,131		320
Fletcher Building Ltd		191,165		523
Freightways Group Ltd		50,319		298
Mainfreight Ltd		2,097		92
Mercury NZ Ltd		109,078		432
Meridian Energy Ltd		35,190		116
SKY Network Television		70,053		110
Spark New Zealand Ltd		282,585		896
				2,787
Norway — 1.1%
DNB Bank ASA		22,448		402
Equinor ASA		40,333		1,150
Norsk Hydro ASA		28,454		211
Olav Thon Eiendomsselskap ASA		6,096		100
Orkla ASA		185,365		1,314
SpareBank 1 SR-Bank ASA		17,208		199
Telenor ASA		29,170		342
				3,718
Portugal — 0.9%
Galp Energia SGPS SA		11,883		135
Jeronimo Martins SGPS SA		75,328		1,769
NOS SGPS SA		37,349		171
REN - Redes Energeticas Nacionais SGPS SA		209,231		614
Sonae SGPS		383,487		419
				3,108
Singapore — 4.1%
DBS Group Holdings Ltd		108,700		2,705
Frasers Property		144,000		95
Great Eastern Holdings Ltd		18,400		242
Ho Bee Land Ltd		56,400		95
Jardine Cycle & Carriage Ltd		111,500		2,628
Jardine Matheson Holdings Ltd		15,300		743
Mapletree Logistics Trust ‡		154,270		199
Oversea-Chinese Banking Corp Ltd		233,500		2,179
Sheng Siong Group Ltd		383,000		487
Singapore Airlines Ltd		27,500		119
Singapore Exchange Ltd		30,300		215
Singapore Technologies Engineering Ltd		465,500		1,283
Straits Trading Co Ltd		74,500		125
United Overseas Bank Ltd		89,200		2,003
Venture Corp Ltd		25,400		338
				13,456

92

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
South Africa — 0.0%
Anglo American PLC		3,222	$	107
Thungela Resources Ltd		1,394		16
				123
Spain — 1.9%
CaixaBank SA		14,847		58
Cia de Distribucion Integral Logista Holdings SA		90,492		2,261
Endesa SA		25,772		560
Faes Farma SA		69,832		239
Iberdrola SA		57,953		723
Red Electrica Corp SA		46,663		821
Repsol SA, Cl A		81,536		1,257
Telefonica SA		61,390		265
				6,184
Sweden — 1.7%
Axfood AB		37,092		906
Epiroc AB, Cl B		14,793		252
Essity AB, Cl B		24,943		713
KNOW IT AB		7,589		151
Nordea Bank Abp, Cl A		29,586		316
Nyfosa AB		18,745		130
Securitas, Cl B		16,575		147
Svenska Cellulosa AB SCA, Cl B		11,438		150
Swedbank AB, Cl A		32,836		539
Swedish Orphan Biovitrum AB *		29,681		691
Tele2 AB, Cl B		109,903		1,094
Telefonaktiebolaget LM Ericsson, Cl B		57,079		334
Telia Co AB		86,472		220
				5,643
Switzerland — 7.6%
ABB Ltd		9,006		309
Alcon Inc		3,282		232
ALSO Holding AG		606		123
Baloise Holding AG		7,301		1,138
Barry Callebaut AG		349		741
Basellandschaftliche Kantonalbank		201		200
Berner Kantonalbank AG		473		119
BKW AG		5,701		897
Chocoladefabriken Lindt & Spruengli AG		74		875
Emmi AG		591		594
EMS-Chemie Holding AG		206		170
Helvetia Holding AG		3,743		522
Nestle SA		10,269		1,253
Novartis AG		55,965		5,131
PSP Swiss Property AG		2,998		341
Roche Holding AG		16,289		4,658
Romande Energie Holding SA		76		96
Sika AG		1,337		374
Sonova Holding AG		3,097		911
Swiss Life Holding AG		1,417		874

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Swiss Re AG		1,155	$	119
Swisscom AG		5,873		3,749
Thurgauer Kantonalbank		927		121
TX Group AG		559		65
Valiant Holding AG		8,341		897
Vetropack Holding, Cl A		3,654		184
Zurich Insurance Group AG		965		462
				25,155
United Kingdom — 13.5%
3i Group PLC		18,195		379
AstraZeneca PLC ADR		5,620		390
Atalaya Mining PLC		44,952		190
B&M European Value Retail SA		150,368		896
BAE Systems PLC		390,677		4,746
Bank of Georgia Group		12,433		423
BP PLC		235,524		1,488
BP PLC ADR		18,564		704
British American Tobacco PLC		60,174		2,113
BT Group PLC, Cl A		650,300		1,172
Bunzl PLC		27,294		1,032
Coca-Cola Europacific Partners PLC		6,368		377
Computacenter PLC		30,082		795
DCC PLC		10,563		616
Diageo PLC		12,148		543
Direct Line Insurance Group		35,934		61
Ferguson PLC		3,272		431
Finsbury Food Group PLC		134,390		159
Gateley Holdings		45,924		101
GSK PLC		251,716		4,448
Haleon PLC		227,013		904
Howden Joinery Group PLC		31,799		274
HSBC Holdings PLC		99,862		679
Imperial Brands PLC		143,551		3,308
Inchcape PLC		24,346		233
J Sainsbury PLC		549,681		1,894
Kingfisher PLC		221,705		716
Land Securities Group PLC ‡		30,716		236
National Grid PLC		49,038		665
Pearson PLC		91,651		957
Premier Foods PLC		273,039		412
QinetiQ Group PLC		391,128		1,571
Reckitt Benckiser Group PLC		9,785		745
RELX PLC		23,211		751
Sage Group PLC/The		38,292		367
Shell PLC		80,736		2,304
Standard Chartered PLC		15,772		120
Tate & Lyle		112,963		1,096
Tesco PLC		734,967		2,415
Unilever PLC		58,454		3,028
Vodafone Group PLC		540,380		597
Woodside Energy Group		5,009		112

SEI Institutional Managed Trust

93

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Managed International Managed Volatility Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
YouGov PLC		8,551	$	96
				44,544
United States — 0.3%
Ferguson PLC		2,386		319
GSK PLC ADR		9,074		323
QIAGEN NV *		5,555		255
				897
Total Common Stock
(Cost $262,551) ($ Thousands)				316,163
PREFERRED STOCK — 0.8%
Germany — 0.8%
Henkel AG & Co KGaA (B)		33,981		2,660
Total Preferred Stock
(Cost $2,260) ($ Thousands)				2,660
AFFILIATED PARTNERSHIP — 5.3%
SEI Liquidity Fund, LP
4.740% **†(C)		17,515,723		17,523
Total Affiliated Partnership
(Cost $17,520) ($ Thousands)				17,523
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		4,327,361		4,327
Total Cash Equivalent
(Cost $4,327) ($ Thousands)				4,327
Total Investments in Securities — 103.0%
(Cost $286,658) ($ Thousands)			$	340,673

94

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Euro STOXX 50		30		Jun-2023	$	1,311	$	1,389	$	62
FTSE 100 Index		8		Jun-2023		730		756		16
Hang Seng Index		1		Apr-2023		126		130		5
SPI 200 Index		2		Jun-2023		233		241		7
TOPIX Index		6		Jun-2023		881		903		23
					$	3,281	$	3,419	$	113

	Percentages are based on Net Assets of $330,615 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $17,523 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		316,163		—		—		316,163
Affiliated Partnership		—		17,523		—		17,523
Cash Equivalent		4,327		—		—		4,327
Preferred Stock		2,660		—		—		2,660
Total Investments in Securities		323,150		17,523		—		340,673

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		113		–		–		113
Total Other Financial Instruments		113		–		–		113

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023, ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	18,526	$	48,825	$	(49,832	)	$	1	$	3	$	17,523	$	46	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,754		33,273		(31,700	)		—		—		4,327		79		—
Totals	$	21,280	$	82,098	$	(81,532	)	$	1	$	3	$	21,850	$	125	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

95

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Real Estate Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 98.7%
Real Estate — 98.7%
Acadia Realty Trust ‡		40,530	$	565
Alexandria Real Estate Equities Inc ‡		16,120		2,025
American Homes 4 Rent, Cl A ‡		24,180		761
American Tower Corp, Cl A ‡		6,740		1,377
Apple Hospitality REIT Inc ‡		21,250		330
AvalonBay Communities Inc ‡		18,330		3,081
Boston Properties Inc ‡		14,690		795
Brixmor Property Group Inc ‡		59,030		1,270
Camden Property Trust ‡		9,060		950
Cousins Properties Inc ‡		23,759		508
CubeSmart ‡		24,560		1,135
DiamondRock Hospitality Co ‡		45,390		369
Digital Realty Trust Inc, Cl A ‡		37,280		3,665
Douglas Emmett Inc ‡		60,799		750
Equinix Inc ‡		6,780		4,889
Equity Residential ‡		51,210		3,073
Extra Space Storage Inc ‡		10,164		1,656
First Industrial Realty Trust Inc ‡		41,040		2,183
Healthpeak Properties Inc ‡		61,010		1,340
Highwoods Properties Inc ‡		26,040		604
Host Hotels & Resorts Inc ‡		66,570		1,098
Invitation Homes Inc ‡		92,260		2,881
Kilroy Realty Corp ‡		26,360		854
Kimco Realty Corp ‡		29,590		578
Life Storage Inc ‡		7,670		1,005
Medical Properties Trust Inc ‡		53,853		443
Mid-America Apartment Communities Inc ‡		5,880		888
Omega Healthcare Investors Inc ‡		30,880		846
Park Hotels & Resorts Inc ‡		32,220		398
Prologis Inc ‡		72,857		9,090
Public Storage ‡		11,300		3,414
Regency Centers Corp ‡		13,377		818
Retail Opportunity Investments Corp ‡		27,952		390
Rexford Industrial Realty Inc ‡		19,560		1,167
RPT Realty ‡		61,569		586
Sabra Health Care Inc ‡		37,284		429
SBA Communications Corp, Cl A ‡		5,250		1,371
Simon Property Group Inc ‡		24,910		2,789
Sun Communities Inc ‡		17,727		2,497
UDR Inc ‡		36,340		1,492
Urban Edge Properties ‡		35,350		532
Ventas Inc ‡		57,826		2,507
Veris Residential Inc *‡		16,094		236
Welltower Inc ‡		48,140		3,451

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Xenia Hotels & Resorts Inc ‡		48,217	$	631
Total Common Stock
(Cost $60,758) ($ Thousands)				71,717
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
4.740% **†(A)		4,247		4
Total Affiliated Partnership
(Cost $4) ($ Thousands)				4
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		860,244		860
Total Cash Equivalent
(Cost $860) ($ Thousands)				860
Total Investments in Securities — 99.9%
(Cost $61,622) ($ Thousands)			$	72,581

	Percentages are based on Net Assets of $72,679 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $4 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		71,717		–		–		71,717
Affiliated Partnership		–		4		–		4
Cash Equivalent		860		–		–		860
Total Investments in Securities		72,577		4		–		72,581

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

96

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	3	$	—	$	—		$	—	$	1	$	4	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		2,110		10,292		(11,542	)		—		—		860		27		—
Totals	$	2,113	$	10,292	$	(11,542	)	$	—	$	1	$	864	$	27	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

97

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 39.6%
Agency Mortgage-Backed Obligations — 33.9%
FHLMC
7.500%, 05/01/2031 to 02/01/2038	$	203	$	209
7.000%, 05/01/2024 to 03/01/2039		55		59
6.500%, 10/01/2031 to 03/01/2053		1,425		1,473
6.000%, 02/01/2032 to 12/01/2052		1,351		1,387
5.500%, 01/01/2024 to 01/01/2053		2,243		2,275
5.000%, 05/01/2033 to 01/01/2053		5,895		5,931
4.500%, 04/01/2035 to 11/01/2052		7,972		7,934
4.000%, 08/01/2041 to 07/01/2052		13,808		13,462
3.500%, 12/01/2033 to 05/01/2052		39,493		37,349
3.000%, 03/01/2031 to 04/01/2052		30,312		27,679
2.500%, 10/01/2031 to 05/01/2052		63,510		55,383
2.000%, 06/01/2040 to 05/01/2052		49,148		41,441
1.500%, 10/01/2041 to 05/01/2051		11,257		8,877
0.000%, 07/15/2031(A)		265		192
FHLMC ARM
6.268%, ICE LIBOR USD 12 Month + 1.688%, 02/01/2043(B)		127		129
5.497%, ICE LIBOR USD 12 Month + 1.770%, 09/01/2042(B)		76		78
4.301%, SOFR30A + 2.130%, 07/01/2052(B)		511		500
4.119%, SOFR30A + 2.380%, 09/01/2052(B)		290		283
4.069%, ICE LIBOR USD 12 Month + 1.636%, 04/01/2048(B)		1,101		1,102
3.986%, SOFR30A + 2.140%, 08/01/2052(B)		561		536

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.912%, SOFR30A + 2.130%, 07/01/2052(B)	$	427	$	413
3.884%, ICE LIBOR USD 12 Month + 1.688%, 09/01/2047(B)		531		539
3.470%, ICE LIBOR USD 12 Month + 1.637%, 03/01/2049(B)		464		461
3.380%, ICE LIBOR USD 12 Month + 1.650%, 03/01/2043(B)		110		112
3.097%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(B)		238		230
3.007%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(B)		1,331		1,273
2.980%, ICE LIBOR USD 12 Month + 1.637%, 09/01/2045(B)		995		1,009
2.877%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(B)		446		432
2.838%, ICE LIBOR USD 12 Month + 1.719%, 01/01/2044(B)		189		192
2.817%, ICE LIBOR USD 12 Month + 1.640%, 05/01/2049(B)		298		288
2.673%, ICE LIBOR USD 12 Month + 1.611%, 10/01/2043(B)		103		104
2.557%, ICE LIBOR USD 12 Month + 1.606%, 09/01/2043(B)		45		46
2.553%, ICE LIBOR USD 12 Month + 1.646%, 10/01/2043(B)		172		175
2.508%, ICE LIBOR USD 12 Month + 1.631%, 11/01/2043(B)		94		95
2.368%, ICE LIBOR USD 12 Month + 1.635%, 07/01/2043(B)		54		54
2.304%, ICE LIBOR USD 12 Month + 1.642%, 08/01/2043(B)		85		86
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		14		14
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		17		18
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		162		168
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		435		458
FHLMC CMO, Ser 2007-3281, Cl AI, IO
1.746%, 02/15/2037(B)		34		3
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		109		114
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(A)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
1.346%, 05/15/2038(B)		4		–
FHLMC CMO, Ser 2010-3621, Cl SB, IO
1.546%, 01/15/2040(B)		24		2
FHLMC CMO, Ser 2011-3947, Cl SG, IO
1.266%, 10/15/2041(B)		193		18

98

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042	$	923	$	856
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		245		229
FHLMC CMO, Ser 2012-272, Cl F1
5.184%, ICE LIBOR USD 1 Month + 0.500%, 08/15/2042(B)		475		466
FHLMC CMO, Ser 2012-280, Cl F1
5.184%, ICE LIBOR USD 1 Month + 0.500%, 09/15/2042(B)		488		479
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		128		6
FHLMC CMO, Ser 2012-4054, Cl SA, IO
1.366%, 08/15/2039(B)		362		31
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		253		13
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		48		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
1.566%, 09/15/2042(B)		178		15
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		301		262
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		71		59
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		82		3
FHLMC CMO, Ser 2013-4240, Cl FA
5.184%, ICE LIBOR USD 1 Month + 0.500%, 08/15/2043(B)		883		867
FHLMC CMO, Ser 2014-328, Cl S4, IO
0.074%, 02/15/2038(B)		11		–
FHLMC CMO, Ser 2014-4335, Cl SW, IO
1.316%, 05/15/2044(B)		39		4
FHLMC CMO, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		129		115
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.212%, 04/15/2041(B)		122		5
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039(C)		111		109
FHLMC CMO, Ser 2016-353, Cl S1, IO
1.316%, 12/15/2046(B)		272		29
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053(C)		1,847		1,534
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,248		1,152
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		913		843
FHLMC CMO, Ser 2018-4793, Cl FD
4.984%, ICE LIBOR USD 1 Month + 0.300%, 06/15/2048(B)		133		128
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		188		167

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048	$	428	$	381
FHLMC CMO, Ser 2018-4826, Cl KF
4.984%, ICE LIBOR USD 1 Month + 0.300%, 09/15/2048(B)		272		262
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		41		40
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		617		572
FHLMC CMO, Ser 2020-4993, Cl KF
5.295%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2050(B)		2,412		2,315
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		762		124
FHLMC CMO, Ser 2020-5004, Cl FM
5.195%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2050(B)		520		499
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		274		40
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		732		114
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		2,809		490
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		330		50
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		514		69
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		147		21
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		696		110
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		2,370		433
FHLMC CMO, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		519		67
FHLMC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		1,054		118
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		1,038		848
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		439		354
FHLMC CMO, Ser 2021-5119, Cl QF
4.760%, SOFR30A + 0.200%, 06/25/2051(B)		735		701
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		1,000		138
FHLMC CMO, Ser 2021-5143, Cl GA
2.000%, 06/25/2049		368		308
FHLMC CMO, Ser 2021-5178, Cl TP
2.500%, 04/25/2049		846		743
FHLMC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		535		482

SEI Institutional Managed Trust

99

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048	$	780	$	707
FHLMC CMO, Ser 2022-5202, Cl LA
2.500%, 05/25/2049		768		677
FHLMC CMO, Ser 2022-5203, Cl G
2.500%, 11/25/2048		339		301
FHLMC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		677		617
FHLMC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,100		1,982
FHLMC CMO, Ser 2023-5300, Cl C
2.000%, 09/25/2047		1,047		935
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		423
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO
0.154%, 11/25/2032(B)		12,999		204
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO
0.527%, 01/25/2033(B)		6,500		203
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO
0.264%, 08/25/2032(B)		10,992		257
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.093%, 05/25/2023(B)		26,067		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(B)		280		273
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.602%, 03/25/2027(B)		4,578		92
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
0.880%, 06/25/2029(B)		1,988		89
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.148%, 06/25/2029(B)		4,850		299
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.240%, 06/25/2029(B)		700		46
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.697%, 04/25/2030(B)		1,295		118
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
0.913%, 08/25/2023(B)		6,173		9
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.288%, 07/25/2026(B)		967		33

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.570%, 12/25/2027(B)	$	2,992	$	66
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
0.925%, 05/25/2028(B)		3,997		158
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.212%, 06/25/2027(B)		1,513		45
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		551
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(B)		710		601
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		307
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		553
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
7.145%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(B)(D)		590		570
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
2.012%, 10/25/2037(B)		63		54
FNMA
7.500%, 10/01/2037 to 04/01/2039		69		74
7.000%, 09/01/2026 to 02/01/2053		968		1,009
6.500%, 05/01/2027 to 02/01/2053		1,413		1,482
6.000%, 01/01/2024 to 01/01/2053		1,964		2,028
5.500%, 02/01/2035 to 09/01/2056		2,774		2,852
5.000%, 07/01/2033 to 12/01/2052		3,639		3,713
4.500%, 04/01/2025 to 08/01/2058		16,125		16,033
4.440%, 11/01/2032		100		101
4.410%, 12/01/2032		200		202
4.370%, 11/01/2032		200		202
4.260%, 11/01/2032		200		200
4.200%, 01/01/2029		775		766
4.060%, 07/01/2032		299		292
4.000%, 01/01/2027 to 06/01/2057		39,656		38,714
3.900%, 08/01/2032		100		96
3.890%, 07/01/2032		600		573
3.880%, 07/01/2032		99		97
3.850%, 08/01/2032		200		190
3.840%, 07/01/2032 to 08/01/2032		300		291
3.820%, 07/01/2027		111		109
3.740%, 09/01/2032		200		192
3.560%, 07/01/2032		100		95
3.520%, 06/01/2032		100		95
3.500%, 05/01/2033 to 06/01/2052		53,805		50,764

100

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.450%, 03/01/2029	$	57	$	55
3.250%, 05/01/2029		58		55
3.160%, 05/01/2029		180		170
3.020%, 05/01/2026		550		527
3.000%, 12/01/2031 to 07/01/2060		113,924		104,171
2.930%, 06/01/2030		76		71
2.900%, 11/01/2029		497		460
2.820%, 07/01/2027		554		524
2.500%, 03/01/2035 to 09/01/2061		78,004		68,498
2.455%, 04/01/2040		1,920		1,426
2.150%, 02/01/2032(B)		239		203
2.000%, 05/01/2036 to 04/01/2052		139,356		117,706
1.850%, 09/01/2035		558		480
1.500%, 10/01/2041 to 07/01/2051		17,173		13,854
FNMA ARM
6.131%, ICE LIBOR USD 12 Month + 1.641%, 01/01/2043(B)		50		51
4.720%, 12 Month Treas Avg + 1.928%, 11/01/2035(B)		168		165
4.657%, 12 Month Treas Avg + 1.848%, 10/01/2035(B)		38		37
4.647%, SOFR30A + 2.130%, 08/01/2052(B)		970		965
4.645%, SOFR30A + 2.122%, 08/01/2052(B)		926		910
4.621%, 12 Month Treas Avg + 1.854%, 10/01/2035 to 08/01/2052 (B)		1,386		1,374
4.613%, 12 Month Treas Avg + 1.859%, 11/01/2035(B)		32		31
4.353%, SOFR30A + 2.124%, 07/01/2052(B)		1,077		1,061
4.315%, SOFR30A + 2.125%, 08/01/2052(B)		1,108		1,090
4.249%, SOFR30A + 2.127%, 11/01/2052(B)		707		701
4.227%, SOFR30A + 2.370%, 09/01/2052(B)		282		276
4.168%, SOFR30A + 2.120%, 07/01/2052(B)		970		936
4.154%, SOFR30A + 2.133%, 10/01/2052(B)		2,115		2,092
4.129%, SOFR30A + 2.120%, 09/01/2052(B)		883		875
3.963%, SOFR30A + 2.120%, 08/01/2052(B)		247		237
3.831%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(B)		671		675
3.739%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(B)		257		259
3.683%, SOFR30A + 2.370%, 08/01/2052(B)		625		601

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.307%, ICE LIBOR USD 12 Month + 1.567%, 03/01/2043(B)	$	25	$	26
3.172%, ICE LIBOR USD 12 Month + 1.579%, 10/01/2043(B)		229		232
2.981%, ICE LIBOR USD 12 Month + 1.603%, 03/01/2050(B)		1,076		1,045
2.255%, ICE LIBOR USD 12 Month + 1.560%, 06/01/2043(B)		69		70
1.615%, 12/01/2051(B)		274		246
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		95		92
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		118		123
FNMA CMO, Ser 2006-112, Cl ST, IO
1.855%, 11/25/2036(B)		222		10
FNMA CMO, Ser 2009-103, Cl MB
3.325%, 12/25/2039(B)		16		16
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(A)		384		330
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		835		862
FNMA CMO, Ser 2011-87, Cl SG, IO
1.705%, 04/25/2040(B)		44		1
FNMA CMO, Ser 2011-96, Cl SA, IO
1.705%, 10/25/2041(B)		454		33
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		69		2
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		11		–
FNMA CMO, Ser 2012-133, Cl CS, IO
1.305%, 12/25/2042(B)		124		15
FNMA CMO, Ser 2012-133, Cl JF
5.195%, ICE LIBOR USD 1 Month + 0.350%, 12/25/2042(B)		405		396
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		329		283
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		4		4
FNMA CMO, Ser 2012-35, Cl SC, IO
1.655%, 04/25/2042(B)		101		12
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		109		116
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(A)		10		9
FNMA CMO, Ser 2012-74, Cl SA, IO
1.805%, 03/25/2042(B)		130		8
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(A)		20		18
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,121		1,004
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		281		251

SEI Institutional Managed Trust

101

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-124, Cl SB, IO
1.105%, 12/25/2043(B)	$	201	$	22
FNMA CMO, Ser 2013-126, Cl CS, IO
1.305%, 09/25/2041(B)		162		10
FNMA CMO, Ser 2013-15, Cl FA
5.195%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2043(B)		492		480
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,521
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		377		328
FNMA CMO, Ser 2013-54, Cl BS, IO
1.305%, 06/25/2043(B)		74		9
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		190		11
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		28		1
FNMA CMO, Ser 2013-9, Cl SA, IO
1.305%, 03/25/2042(B)		161		10
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		128		138
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		971		999
FNMA CMO, Ser 2014-25, Cl EL
3.000%, 05/25/2044		459		422
FNMA CMO, Ser 2014-47, Cl AI, IO
0.255%, 08/25/2044(B)		85		4
FNMA CMO, Ser 2014-6, Cl Z
2.500%, 02/25/2044		251		218
FNMA CMO, Ser 2015-20, Cl EF
5.195%, ICE LIBOR USD 1 Month + 0.350%, 04/25/2045(B)		1,134		1,105
FNMA CMO, Ser 2015-26, Cl GF
5.145%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2045(B)		708		691
FNMA CMO, Ser 2015-32, Cl FA
5.145%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2045(B)		424		412
FNMA CMO, Ser 2015-48, Cl FB
5.145%, ICE LIBOR USD 1 Month + 0.300%, 07/25/2045(B)		532		517
FNMA CMO, Ser 2015-55, Cl IO, IO
0.309%, 08/25/2055(B)		215		8
FNMA CMO, Ser 2015-56, Cl AS, IO
1.305%, 08/25/2045(B)		31		4
FNMA CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045		261		226
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,289		1,174
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		53		52

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038	$	1,303	$	1,187
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		2,568		2,178
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		507		473
FNMA CMO, Ser 2017-76, Cl SB, IO
1.255%, 10/25/2057(B)		795		87
FNMA CMO, Ser 2017-85, Cl SC, IO
1.355%, 11/25/2047(B)		243		24
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		918		865
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		707		639
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		251		243
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		258		230
FNMA CMO, Ser 2018-85, Cl EA
3.500%, 12/25/2048		387		372
FNMA CMO, Ser 2018-85, Cl FE
5.145%, ICE LIBOR USD 1 Month + 0.300%, 12/25/2048(B)		1,170		1,137
FNMA CMO, Ser 2019-15, Cl FA
5.345%, ICE LIBOR USD 1 Month + 0.500%, 04/25/2049(B)		275		268
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		847		784
FNMA CMO, Ser 2019-43, Cl FC
5.245%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2049(B)		552		534
FNMA CMO, Ser 2019-67, Cl FB
5.295%, ICE LIBOR USD 1 Month + 0.450%, 11/25/2049(B)		271		263
FNMA CMO, Ser 2019-79, Cl FA
5.345%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(B)		1,305		1,270
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		641		102
FNMA CMO, Ser 2020-34, Cl F
5.295%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2050(B)		378		366
FNMA CMO, Ser 2020-45, Cl JL
3.000%, 07/25/2040		1,012		929
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		423		259
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		418		351
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		1,275		1,085
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		553		85

102

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050	$	900	$	694
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		917		178
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		1,599		297
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,078		201
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		1,902		339
FNMA CMO, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		726		114
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		172		28
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		1,819		1,486
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		1,070		896
FNMA CMO, Ser 2021-78, Cl PA
2.500%, 11/25/2051		580		515
FNMA CMO, Ser 2022-11, Cl A
2.500%, 07/25/2047		1,628		1,484
FNMA CMO, Ser 2022-28, Cl CA
2.000%, 01/25/2048		631		564
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
7.445%, ICE LIBOR USD 1 Month + 2.600%, 05/25/2024(B)		353		355
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
7.845%, ICE LIBOR USD 1 Month + 3.000%, 07/25/2024(B)		1,309		1,335
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
9.095%, ICE LIBOR USD 1 Month + 4.250%, 01/25/2031(B)		540		569
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		479		80
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		140		26
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		116		18
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		116		5
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		616		566
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		911		868
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,195		232

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest CMO, Ser 2022-427, Cl C73, IO
3.000%, 12/25/2048	$	1,928	$	309
FNMA TBA
6.500%, 04/30/2037		400		412
6.000%, 05/01/2032		11,820		12,057
5.500%, 04/30/2035		27,930		28,212
5.000%, 04/30/2037 to 05/01/2038		40,763		40,562
4.500%, 04/14/2033 to 05/01/2038		39,474		38,680
4.000%, 04/01/2039 to 05/15/2053		31,704		30,332
3.500%, 04/01/2041 to 05/15/2053		18,055		16,783
3.000%, 04/01/2043 to 05/15/2053		40,360		36,238
2.500%, 04/25/2027 to 04/15/2053		62,513		54,085
2.000%, 04/15/2038 to 05/15/2053		60,229		50,055
FNMA, Ser 2014-M8, Cl X2, IO
0.293%, 06/25/2024(B)		2,430		4
FNMA, Ser 2017-M7, Cl A2
2.961%, 02/25/2027(B)		276		261
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		93
FNMA, Ser M36, Cl X1, IO
1.498%, 09/25/2034(B)		535		36
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
6.819%, ICE LIBOR USD 1 Month + 2.150%, 01/25/2026(B)(D)		709		659
GNMA
8.000%, 11/15/2029 to 09/15/2030		26		27
7.500%, 03/15/2029 to 10/15/2037		33		34
7.000%, 09/15/2031		13		13
6.500%, 07/15/2028 to 12/15/2035		699		721
6.000%, 12/15/2028 to 10/20/2040		1,272		1,314
5.505%, 07/20/2060(B)		1		1
5.500%, 11/20/2052		1,088		1,102
5.000%, 07/20/2040 to 02/20/2053		3,742		3,794
4.700%, 09/20/2061(B)		66		66
4.500%, 04/20/2041 to 12/20/2050		5,663		5,641
4.496%, 01/20/2069(B)		7		7
4.000%, 06/20/2047 to 11/20/2050		8,626		8,408
3.500%, 01/20/2046 to 12/20/2052		15,565		14,740
3.000%, 09/15/2042 to 12/20/2052		26,465		24,264
2.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2034(B)		77		76
2.500%, 12/20/2050 to 02/20/2053		15,972		14,052
2.000%, 09/20/2050 to 10/20/2051		6,734		5,748
GNMA CMO, Ser 2007-17, Cl IB, IO
1.489%, 04/20/2037(B)		244		11
GNMA CMO, Ser 2007-51, Cl SG, IO
1.819%, 08/20/2037(B)		32		1
GNMA CMO, Ser 2007-78, Cl SA, IO
1.802%, 12/16/2037(B)		325		13

SEI Institutional Managed Trust

103

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2009-66, Cl XS, IO
2.072%, 07/16/2039(B)	$	172	$	8
GNMA CMO, Ser 2010-4, Cl NS, IO
1.662%, 01/16/2040(B)		2,105		208
GNMA CMO, Ser 2010-85, Cl HS, IO
1.889%, 01/20/2040(B)		4		–
GNMA CMO, Ser 2010-H11, Cl FA
5.635%, ICE LIBOR USD 1 Month + 1.000%, 06/20/2060(B)		271		272
GNMA CMO, Ser 2010-H27, Cl FA
4.946%, ICE LIBOR USD 1 Month + 0.380%, 12/20/2060(B)		760		755
GNMA CMO, Ser 2010-H28, Cl FE
4.966%, ICE LIBOR USD 1 Month + 0.400%, 12/20/2060(B)		230		228
GNMA CMO, Ser 2011-H08, Cl FG
5.046%, ICE LIBOR USD 1 Month + 0.480%, 03/20/2061(B)		245		244
GNMA CMO, Ser 2011-H08, Cl FD
5.066%, ICE LIBOR USD 1 Month + 0.500%, 02/20/2061(B)		119		119
GNMA CMO, Ser 2011-H09, Cl AF
5.066%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(B)		157		156
GNMA CMO, Ser 2012-141, Cl WA
4.521%, 11/16/2041(B)		170		168
GNMA CMO, Ser 2012-34, Cl SA, IO
1.289%, 03/20/2042(B)		247		27
GNMA CMO, Ser 2012-43, Cl SN, IO
1.872%, 04/16/2042(B)		42		6
GNMA CMO, Ser 2012-98, Cl SA, IO
1.372%, 08/16/2042(B)		104		11
GNMA CMO, Ser 2012-H25, Cl FA
4.700%, ICE LIBOR USD 1 Month + 0.700%, 12/20/2061(B)		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.743%, 10/20/2062(B)		513		14
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		81		8
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		262		40
GNMA CMO, Ser 2014-5, Cl SP, IO
1.422%, 06/16/2043(B)		71		3
GNMA CMO, Ser 2014-H10, Cl TA
5.166%, ICE LIBOR USD 1 Month + 0.600%, 04/20/2064(B)		411		409
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		69		12
GNMA CMO, Ser 2015-H10, Cl FC
5.046%, ICE LIBOR USD 1 Month + 0.480%, 04/20/2065(B)		252		250

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2015-H18, Cl FA
5.016%, ICE LIBOR USD 1 Month + 0.450%, 06/20/2065(B)	$	105	$	105
GNMA CMO, Ser 2015-H20, Cl FA
5.036%, ICE LIBOR USD 1 Month + 0.470%, 08/20/2065(B)		180		178
GNMA CMO, Ser 2016-120, Cl FA
5.161%, ICE LIBOR USD 1 Month + 0.400%, 09/20/2046(B)		259		253
GNMA CMO, Ser 2016-135, Cl SB, IO
1.372%, 10/16/2046(B)		201		29
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		498		459
GNMA CMO, Ser 2017-H15, Cl KI, IO
1.717%, 07/20/2067(B)		473		26
GNMA CMO, Ser 2017-H18, Cl BI, IO
0.163%, 09/20/2067(B)		3,026		110
GNMA CMO, Ser 2017-H20, Cl IB, IO
0.153%, 10/20/2067(B)		217		10
GNMA CMO, Ser 2017-H22, Cl IC, IO
0.002%, 11/20/2067(B)		98		4
GNMA CMO, Ser 2018-H06, Cl PF
4.866%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(B)		240		238
GNMA CMO, Ser 2018-H07, Cl FD
4.866%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(B)		434		433
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		294		268
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		636		88
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		237		33
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		311		43
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		242		33
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		904		121
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		242		34
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		166		23
GNMA CMO, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		312		33
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		2,019		220
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		218		36
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		534		87

104

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-H09, Cl NF
5.816%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(B)	$	232	$	233
GNMA CMO, Ser 2020-H09, Cl FL
5.716%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(B)		569		565
GNMA CMO, Ser 2020-H12, Cl F
5.066%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(B)		50		48
GNMA CMO, Ser 2020-H13, Cl FA
5.016%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(B)		585		565
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		426		47
GNMA CMO, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,089		153
GNMA CMO, Ser 2021-191, Cl NI, IO
3.000%, 10/20/2051		651		110
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,230		1,025
GNMA CMO, Ser 2021-27, Cl CW
5.001%, 02/20/2051(B)		669		672
GNMA CMO, Ser 2021-27, Cl NT
5.000%, 02/20/2051		530		525
GNMA CMO, Ser 2021-27, Cl BD
5.000%, 02/20/2051		499		508
GNMA CMO, Ser 2021-27, Cl Q
5.000%, 02/20/2051		465		461
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		469		82
GNMA CMO, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,422		206
GNMA CMO, Ser 2021-8, Cl CY
5.000%, 01/20/2051		475		477
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		902		123
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		2,247		1,936
GNMA CMO, Ser 2022-189, Cl PT
2.500%, 10/20/2051		884		772
GNMA CMO, Ser 2022-197, Cl LF
5.259%, SOFR30A + 0.700%, 11/20/2052(B)		1,919		1,918
GNMA CMO, Ser 2022-205, Cl A
2.000%, 09/20/2051		800		659
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		1,497		1,354
GNMA CMO, Ser 2022-50, Cl DC
2.500%, 08/20/2051		675		588
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052		4,269		3,701

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA TBA
6.000%, 06/01/2036	$	3,600	$	3,664
5.500%, 04/22/2034		4,000		4,045
5.000%, 04/01/2040		6,575		6,583
4.500%, 04/01/2039		10,450		10,293
4.000%, 04/01/2040		17,808		17,144
3.500%, 04/15/2053		11,853		11,112
3.000%, 04/15/2043		2,400		2,186
2.500%, 05/15/2046 to 04/15/2048		23,523		20,712
2.000%, 04/15/2053		1,900		1,614
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		767		608
GNMA, Ser 107, Cl AD
2.844%, 11/16/2047(B)		230		209
GNMA, Ser 110, Cl IO, IO
0.872%, 11/16/2063(B)		2,387		165
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,233		1,523
GNMA, Ser 14, Cl AB
1.340%, 06/16/2063		508		402
GNMA, Ser 196, Cl BE
3.000%, 10/16/2064(B)		600		471
GNMA, Ser 2012-112, Cl IO, IO
0.130%, 02/16/2053(B)		345		1
GNMA, Ser 2012-152, Cl IO, IO
0.610%, 01/16/2054(B)		2,195		36
GNMA, Ser 2012-27, Cl IO, IO
0.270%, 04/16/2053(B)		428		1
GNMA, Ser 2013-96, Cl IO, IO
0.051%, 10/16/2054(B)		637		1
GNMA, Ser 2014-47, Cl IA, IO
0.148%, 02/16/2048(B)		49		–
GNMA, Ser 2014-50, Cl IO, IO
0.629%, 09/16/2055(B)		241		6
GNMA, Ser 2014-92, Cl IX, IO
0.102%, 05/16/2054(B)		2,882		14
GNMA, Ser 2015-5, Cl IK, IO
0.296%, 11/16/2054(B)		2,484		22
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		156		145
GNMA, Ser 21, Cl AH
1.400%, 06/16/2063		88		70
GNMA, Ser 210, Cl IO, IO
0.694%, 07/16/2064(B)		1,496		103
GNMA, Ser 216, Cl IO, IO
0.751%, 07/16/2065(B)		1,497		102
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(B)		500		398
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(B)		685		39
GNMA, Ser 3, Cl B
1.850%, 02/16/2061		300		172

SEI Institutional Managed Trust

105

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 41, Cl IO, IO
0.595%, 07/16/2058(B)	$	514	$	14
GNMA, Ser 59, Cl IO, IO
0.571%, 02/16/2062(B)		3,440		182
GNMA, Ser 60, Cl IO, IO
0.826%, 05/16/2063(B)		2,285		143
				1,216,794
Non-Agency Mortgage-Backed Obligations — 5.7%
Alen Mortgage Trust, Ser ACEN, Cl A
5.834%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(B)(D)		885		782
Alternative Loan Trust, Ser 2006-18CB, Cl A6
9.219%, 07/25/2036(B)		144		141
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
7.277%, ICE LIBOR USD 6 Month + 2.000%, 06/25/2045(B)		428		419
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
7.021%, ICE LIBOR USD 6 Month + 1.750%, 11/25/2045(B)		695		314
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
5.245%, ICE LIBOR USD 1 Month + 0.400%, 03/25/2046(B)		2,035		1,652
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(D)		277		254
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(D)		87		78
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(D)		509		403
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(D)		4,877		4,460
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(D)		615		459
AREIT Trust, Ser 2019-CRE3, Cl A
6.044%, TSFR1M + 1.384%, 09/14/2036(B)(D)		199		197
AREIT, Ser 2022-CRE7, Cl A
6.985%, TSFR1M + 2.242%, 06/17/2039(B)(D)		2,050		2,032
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038(B)(D)		1,790		1,617

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.596%, 08/10/2045(B)(D)	$	871	$	214
BANK 2022, Ser BNK40, Cl A4
3.394%, 03/15/2064(B)		605		530
BANK, Ser BNK42, Cl A5
4.493%, 06/15/2055(B)		655		623
BANK, Ser BNK43, Cl A5
4.399%, 08/15/2055		1,715		1,618
Barclays Commercial Mortgage Trust, Ser C3, Cl A3
3.319%, 05/15/2052		432		394
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		221		215
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		625
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(D)		462		438
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.715%, 05/25/2034(B)		4		4
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
4.236%, 10/25/2033(B)		251		227
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
2.805%, 11/25/2035(B)		2,343		480
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(B)		625		559
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
4.985%, ICE LIBOR USD 1 Month + 0.140%, 03/25/2037(B)		2,396		1,966
Benchmark Mortgage Trust, Ser B13, Cl A4
2.952%, 08/15/2057		337		293
Benchmark Mortgage Trust, Ser B33, Cl A5
3.458%, 03/15/2055		935		823
Benchmark Mortgage Trust, Ser B35, Cl A5
4.457%, 05/15/2055(B)		485		461
Benchmark Mortgage Trust, Ser B35, Cl AS
4.457%, 05/15/2055(B)		645		581
BMO Mortgage Trust, Ser C1, Cl A1
2.198%, 02/15/2055		660		617
BPR Trust, Ser OANA, Cl A
6.725%, TSFR1M + 1.898%, 04/15/2037(B)(D)		915		879
BPR Trust, Ser STAR, Cl A
8.059%, TSFR1M + 3.232%, 08/15/2024(B)(D)		1,785		1,780
BPR Trust, Ser TY, Cl A
5.734%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(B)(D)		415		395

106

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)(D)	$	358	$	333
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)(D)		209		202
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(D)		1,540		1,294
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
5.862%, TSFR1M + 1.034%, 10/15/2036(B)(D)		4,636		4,584
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
6.942%, TSFR1M + 2.114%, 10/15/2036(B)(D)		2,303		2,225
BX Commercial Mortgage Trust, Ser VIV4, Cl A
2.843%, 03/09/2044(D)		2,000		1,629
BX Commercial Mortgage Trust, Ser VOLT, Cl A
5.384%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(B)(D)		2,867		2,756
BX Commercial Mortgage Trust, Ser XL2, Cl A
5.373%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(B)(D)		833		798
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(D)		1,200		1,024
BX Trust, Ser GPA, Cl A
6.992%, TSFR1M + 2.165%, 10/15/2039(B)(D)		1,285		1,269
BX Trust, Ser MMP, Cl A
5.684%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(B)(D)		1,378		1,362
BX Trust, Ser PSB, Cl A
7.278%, TSFR1M + 2.451%, 08/15/2039(B)(D)		994		989
Cali Mortgage Trust, Ser 101C, Cl A
3.957%, 03/10/2039(D)		1,280		1,120
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(D)		11		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		289
CD Commercial Mortgage Trust, Ser 2017-CD5, Cl XA, IO
0.789%, 08/15/2050(B)		7,451		201
CD Mortgage Trust, Ser CD3, Cl AS
3.833%, 02/10/2050		3,843		3,420

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050	$	248	$	238
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		346
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM
3.691%, 05/10/2058		2,502		2,306
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(B)(D)		2,840		2,236
CFK Trust, Ser MF2, Cl F
3.458%, 03/15/2039(B)(D)		2,960		2,251
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
4.066%, 02/25/2037(B)		3		3
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
3.644%, 02/25/2037(B)		6		6
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
3.226%, 06/25/2035(B)		5		4
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(D)		52		48
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(B)(D)		1,156		994
CIM TRUST, Ser 2022-R2, Cl A1
3.750%, 12/25/2061(B)(D)		701		657
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(D)		240		219
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,339
Citigroup Commercial Mortgage Trust, Ser GC48, Cl A5
4.580%, 05/15/2054(B)		303		294
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
4.240%, 09/25/2033(B)		3		3
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(B)(D)		664		529
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(D)		728		574
COMM Mortgage Trust, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046(B)		14		14
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.110%, 10/10/2046(B)		70		46
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(B)		120		99

SEI Institutional Managed Trust

107

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046	$	130	$	117
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046(D)		140		128
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		232
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.056%, 03/10/2047(B)		1,317		7
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		276
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.084%, 02/10/2048(B)		5,236		73
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(D)		410		388
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(D)		1,085		1,011
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		2,331		2,309
COMM Mortgage Trust, Ser CR13, Cl A4
4.194%, 11/10/2046(B)		318		313
COMM Mortgage Trust, Ser CR14, Cl B
4.588%, 02/10/2047(B)		850		810
COMM Mortgage Trust, Ser CR26, Cl C
4.467%, 10/10/2048(B)		870		781
COMM Mortgage Trust, Ser CR8, Cl A5
3.612%, 06/10/2046(B)		128		128
COMM Mortgage Trust, Ser LC19, Cl A3
2.922%, 02/10/2048		1,488		1,426
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		368		352
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		706
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		538
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
7.145%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(D)		60		60
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
6.945%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)(D)		130		130
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
6.895%, ICE LIBOR USD 1 Month + 2.050%, 01/25/2040(B)(D)		190		191

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033	$	12	$	12
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
4.436%, 10/25/2033(B)		287		270
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1
7.042%, SOFR30A + 2.500%, 10/25/2066(B)(D)		1,372		1,351
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		462		443
CSAIL Commercial Mortgage Trust, Ser C16, Cl A2
3.067%, 06/15/2052		363		323
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,066		885
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		708		690
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(D)		290		161
CSMC Trust, Ser 2017-CHOP, Cl G
10.034%, ICE LIBOR USD 1 Month + 5.350%, 07/15/2032(B)(D)		1,000		888
CSMC Trust, Ser 2017-PFHP, Cl A
5.634%, ICE LIBOR USD 1 Month + 0.950%, 12/15/2030(B)(D)		1,190		1,123
CSMC Trust, Ser 2017-RPL1, Cl M2
2.952%, 07/25/2057(B)(D)		1,760		1,355
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(D)		1,895		1,697
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(D)		586		510
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(D)		1,587		1,356
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(D)		448		415
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(D)		1,484		1,309
CSMC, Ser 2014-11R, Cl 9A2
4.897%, ICE LIBOR USD 1 Month + 0.140%, 10/27/2036(B)(D)		1,746		1,292
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(D)		2,135		1,939
CSMC, Ser 2021-NQM8, Cl A1
1.841%, 10/25/2066(B)(D)		1,403		1,209
CSMC, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067(B)(D)		3,009		2,907

108

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser MARK, Cl A
7.523%, TSFR1M + 2.695%, 06/15/2039(B)(D)	$	480	$	476
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(D)		1,175		1,139
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
4.935%, 01/10/2034(B)(D)		550		522
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(D)		1,240		1,015
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
5.561%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(B)		245		225
ELP Commercial Mortgage Trust, Ser ELP, Cl C
6.005%, ICE LIBOR USD 1 Month + 1.320%, 11/15/2038(B)(D)		2,500		2,364
EQUS Mortgage Trust, Ser EQAZ, Cl A
5.439%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(B)(D)		816		785
EQUS Mortgage Trust, Ser EQAZ, Cl B
5.784%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(B)(D)		790		748
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(D)		134		118
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.060%, SOFR30A + 1.500%, 10/25/2041(B)(D)		5,746		5,467
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(D)		65		64
GPMT, Ser 2021-FL3, Cl A
6.011%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(B)(D)		725		718
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(D)		1,310		1,246
GS Mortgage Securities II, Ser ARDN, Cl B
6.334%, ICE LIBOR USD 1 Month + 1.650%, 11/15/2036(B)(D)		1,623		1,562
GS Mortgage Securities II, Ser GC30, Cl B
4.025%, 05/10/2050(B)		480		438
GS Mortgage Securities II, Ser SRP5, Cl A
6.484%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(B)(D)		2,627		2,182
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(B)		270		265

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047	$	977	$	959
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(B)		680		633
GS Mortgage Securities Trust, Ser GC14, Cl A5
4.243%, 08/10/2046		415		412
GS Mortgage Securities Trust, Ser GC47, Cl A5
2.377%, 05/12/2053		328		272
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		1,055		840
GS Mortgage Securities Trust, Ser ROSS, Cl A
5.835%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(B)(D)		2,170		1,952
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(D)		1,921		1,837
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(B)(D)		830		733
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(D)		10		10
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
4.121%, 10/25/2033(B)		89		85
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		7		7
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		2		2
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
4.194%, 05/19/2034(B)		375		351
HIT Trust, Ser HI32, Cl A
7.218%, TSFR1M + 2.391%, 07/15/2024(B)(D)		1,560		1,557
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(D)		1,225		1,053
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
2.943%, 12/10/2041(B)(D)		1,240		1,047
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(D)		549		537

SEI Institutional Managed Trust

109

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.884%, 01/15/2047(B)	$	130	$	127
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.548%, 09/15/2047(B)		120		105
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		331		322
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,219		1,162
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		568		543
JPMBB Commercial Mortgage Securities Trust, Ser C12, Cl A5
3.664%, 07/15/2045		358		356
JPMBB Commercial Mortgage Securities Trust, Ser C15, Cl AS
4.420%, 11/15/2045		925		909
JPMBB Commercial Mortgage Securities Trust, Ser C17, Cl A4
4.199%, 01/15/2047		210		207
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		400
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
1.009%, 06/12/2043(B)		40		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.201%, 02/15/2051(B)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.561%, 07/15/2047(B)		380		324
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.756%, 01/05/2031(B)(D)		1,305		1,304
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(D)		1,500		1,320
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046		908		897
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		193
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
4.184%, 11/25/2033(B)		9		8

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
3.661%, 08/25/2034(B)	$	25	$	24
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
5.853%, 05/25/2045(B)(D)		26		25
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(D)		97		87
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(D)		307		273
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(D)		146		125
JPMorgan Mortgage Trust, Ser 2021-11, Cl A3
2.500%, 01/25/2052(B)(D)		703		567
JPMorgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051(B)(D)		1,919		1,553
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(B)(D)		1,754		1,490
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1
1.750%, 04/25/2061(C)(D)		494		461
Lehman XS Trust, Ser 2007-16N, Cl 2A2
6.545%, ICE LIBOR USD 1 Month + 1.700%, 09/25/2047(B)		3,833		3,131
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(A)(D)		2		1
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(D)		1,041		699
Med Trust, Ser MDLN, Cl A
5.635%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(B)(D)		1,310		1,261
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
4.447%, 07/25/2033(B)		6		5
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(D)		530		464
MFA Trust, Ser 2022-NQM2, Cl A1
4.000%, 05/25/2067(C)(D)		923		877
MHC Trust, Ser MHC2, Cl A
5.534%, ICE LIBOR USD 1 Month + 0.850%, 05/15/2038(B)(D)		1,250		1,206
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(D)		628		581
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040(D)		965		763

110

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048(B)(D)	$	11	$	3
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048(B)		83		20
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049(B)		14		14
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(D)		737		587
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		7		7
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		80
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		239
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(B)		1,030		918
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
5.674%, 12/12/2049(B)		54		27
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
0.962%, 11/15/2049(B)		2,862		75
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
5.659%, ICE LIBOR USD 1 Month + 0.975%, 11/15/2034(B)(D)		36		35
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
6.334%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(B)(D)		1,508		1,463
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		460
Morgan Stanley Capital I Trust, Ser L2, Cl A3
3.806%, 03/15/2052		480		445
Morgan Stanley Capital I Trust, Ser L8, Cl AS
3.795%, 04/15/2055(B)		580		497
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(D)		5,557		4,483
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(D)		620		569
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(D)		518		489

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(D)	$	137	$	126
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(B)(D)		360		294
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)		1,783		1,750
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
5.595%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(B)(D)		1,696		1,677
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(D)		34		33
OBX Trust, Ser 2020-EXP3, Cl 2A1A
5.745%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(B)(D)		45		45
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(D)		509		402
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061(B)(D)		443		332
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(B)(D)		1,560		1,334
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(D)		1,570		1,288
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
5.445%, ICE LIBOR USD 1 Month + 0.600%, 07/25/2037(B)		2,855		2,740
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(A)		2		1
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		7		7
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(D)		631		552
PRKCM Trust, Ser 2022-AFC1, Cl A1A
4.100%, 04/25/2057(B)(D)		1,728		1,624
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(D)		2,084		1,684
Rate Mortgage Trust, Ser 2021-J1, Cl A7
2.500%, 07/25/2051(B)(D)		289		250
Rate Mortgage Trust, Ser 2021-J1, Cl A1
2.500%, 07/25/2051(B)(D)		400		324
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(B)(D)		898		758
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/15/2032(B)(D)		445		431
RCKT Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(D)		486		394
RCKT Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(D)		604		489

SEI Institutional Managed Trust

111

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
3.529%, 12/25/2034(B)	$	195	$	160
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(D)		230		224
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(D)		2,264		2,033
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(D)		2,840		2,517
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
4.987%, 10/25/2048(B)(D)		1,167		1,131
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(D)		75		53
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043(B)(D)		390		278
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044(D)		211		208
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(D)		253		217
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(D)		50		47
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(D)		170		159
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(D)		196		172
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056(B)(D)		676		558
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
5.035%, ICE LIBOR USD 1 Month + 0.190%, 09/25/2047(B)		2,047		1,770
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
5.507%, 07/25/2033(B)		25		23
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
3.933%, 12/25/2033(B)		11		10

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
4.208%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(B)(D)	$	253	$	252
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057(B)(D)		1,050		926
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059(B)(D)		732		682
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058(B)(D)		499		490
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063(B)(D)		839		788
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(D)		506		456
Towd Point Mortgage Trust, Ser 2022-4, Cl A1
3.750%, 09/25/2062(D)		462		432
UBS Commercial Mortgage Trust, Ser C4, Cl A3
3.301%, 10/15/2050		401		370
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(C)(D)		227		216
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059(B)(D)		118		114
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(B)(D)		196		187
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(D)		171		164
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(C)(D)		97		89
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(D)		331		276
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(D)		629		534
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(D)		474		395
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(B)(D)		589		471
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066(B)(D)		1,853		1,498
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(D)		911		771
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(D)		655		556

112

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(D)	$	285	$	255
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(D)		294		261
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(D)		217		196
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
4.233%, 10/25/2033(B)		19		17
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
3.818%, 08/25/2033(B)		12		11
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
4.157%, 09/25/2033(B)		19		17
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
4.138%, 06/25/2033(B)		3		3
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		40		39
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
3.253%, 06/25/2034(B)		11		10
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		60		62
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
6.405%, ICE LIBOR USD 1 Month + 1.560%, 10/25/2045(B)		156		146
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
5.365%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(B)		3,536		3,128
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
3.838%, 12 Month Treas Avg + 0.700%, 02/25/2047(B)		1,000		815
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
3.838%, 12 Month Treas Avg + 0.700%, 01/25/2047(B)		648		503
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022(B)(D)		88		86
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.364%, 07/15/2046(B)		20		15

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047	$	570	$	546
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.183%, 11/15/2059(B)		4,460		141
Wells Fargo Commercial Mortgage Trust, Ser C62, Cl A4
4.000%, 04/15/2055(B)		840		767
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
3.277%, 05/25/2035(B)		1,334		1,098
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.047%, 05/15/2045(B)(D)		220		–
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(B)		110		106
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(B)		300		279
WFRBS Commercial Mortgage Trust, Ser C22, Cl B
4.371%, 09/15/2057(B)		245		226
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		172		168
				201,803
Total Mortgage-Backed Securities
(Cost $1,489,088) ($ Thousands)				1,418,597
CORPORATE OBLIGATIONS — 31.7%
Communication Services — 2.8%
Alphabet
2.050%, 08/15/2050		150		95
1.900%, 08/15/2040		250		175
1.100%, 08/15/2030		240		197
0.450%, 08/15/2025		110		101
Altice France
5.500%, 10/15/2029 (D)		210		161
AT&T
5.550%, 08/15/2041		130		132
5.350%, 09/01/2040		130		129
5.250%, 03/01/2037		2,420		2,420
5.150%, 03/15/2042		25		24
4.850%, 03/01/2039		750		704
4.750%, 05/15/2046		170		154
4.500%, 05/15/2035		370		347
4.350%, 03/01/2029		300		294

SEI Institutional Managed Trust

113

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 06/15/2045	$	350	$	300
3.800%, 02/15/2027		318		308
3.800%, 12/01/2057 (E)		1,141		847
3.650%, 09/15/2059		430		307
3.550%, 09/15/2055		151		108
3.500%, 06/01/2041		296		234
3.500%, 09/15/2053		2,943		2,137
2.550%, 12/01/2033		290		233
2.300%, 06/01/2027		750		687
2.250%, 02/01/2032		60		49
1.700%, 03/25/2026		2,510		2,309
1.650%, 02/01/2028		2,005		1,761
CCO Holdings
4.750%, 02/01/2032 (D)(E)		250		210
4.500%, 08/15/2030 (D)		50		42
4.500%, 05/01/2032		1,240		1,014
Charter Communications Operating
6.834%, 10/23/2055		70		68
6.484%, 10/23/2045		110		104
6.384%, 10/23/2035		10		10
5.750%, 04/01/2048		1,097		947
5.500%, 04/01/2063		320		260
5.375%, 04/01/2038		663		578
5.375%, 05/01/2047		191		158
5.250%, 04/01/2053		1,000		810
5.125%, 07/01/2049		160		127
4.908%, 07/23/2025		1,924		1,905
4.800%, 03/01/2050		3,110		2,370
4.400%, 04/01/2033		800		710
4.200%, 03/15/2028		1,263		1,195
3.750%, 02/15/2028		85		79
3.500%, 06/01/2041		159		109
3.500%, 03/01/2042		1,180		797
Comcast
7.050%, 03/15/2033		90		107
6.500%, 11/15/2035 (E)		97		111
5.500%, 11/15/2032		562		599
5.350%, 11/15/2027		608		633
4.950%, 10/15/2058		60		58
4.400%, 08/15/2035		1,770		1,713
4.250%, 10/15/2030		730		715
4.200%, 08/15/2034		220		211
4.150%, 10/15/2028		2,220		2,196
4.000%, 08/15/2047		90		76
4.000%, 03/01/2048		70		59
3.999%, 11/01/2049		259		217
3.969%, 11/01/2047		418		351
3.950%, 10/15/2025		90		89
3.750%, 04/01/2040		200		172
3.450%, 02/01/2050		140		108
3.400%, 04/01/2030		755		706
3.400%, 07/15/2046		60		47

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.300%, 04/01/2027	$	190	$	183
3.250%, 11/01/2039		60		49
3.150%, 03/01/2026		390		378
2.987%, 11/01/2063		346		224
2.937%, 11/01/2056		533		355
2.887%, 11/01/2051		410		280
2.800%, 01/15/2051		280		189
1.500%, 02/15/2031		1,420		1,140
Discovery Communications
4.000%, 09/15/2055		324		215
DISH DBS
7.750%, 07/01/2026		120		79
5.875%, 11/15/2024		410		366
5.750%, 12/01/2028 (D)		30		22
5.250%, 12/01/2026 (D)		170		136
5.125%, 06/01/2029		280		149
Fox
5.476%, 01/25/2039		520		498
Meta Platforms
4.450%, 08/15/2052		620		545
NTT Finance
1.162%, 04/03/2026 (D)(E)		2,250		2,033
Paramount Global
6.875%, 04/30/2036 (E)		620		630
5.900%, 10/15/2040 (E)		455		405
4.950%, 05/19/2050		368		276
4.750%, 05/15/2025		457		451
SES GLOBAL Americas Holdings
5.300%, 03/25/2044 (D)		1,200		944
Sprint Spectrum
5.152%, 03/20/2028 (D)		3,552		3,529
4.738%, 03/20/2025 (D)		3,143		3,119
Take-Two Interactive Software
4.000%, 04/14/2032 (E)		1,265		1,162
Telefonica Emisiones
5.213%, 03/08/2047		150		131
T-Mobile USA
5.650%, 01/15/2053		660		676
5.050%, 07/15/2033		759		763
4.950%, 03/15/2028		614		620
4.500%, 04/15/2050		600		522
3.875%, 04/15/2030		4,485		4,208
3.750%, 04/15/2027		2,195		2,110
3.500%, 04/15/2025		1,910		1,857
3.500%, 04/15/2031		794		714
3.400%, 10/15/2052		1,230		885
3.375%, 04/15/2029		270		246
2.875%, 02/15/2031		366		316
2.700%, 03/15/2032		70		59
2.625%, 02/15/2029		330		291
2.550%, 02/15/2031		3,058		2,592
2.250%, 02/15/2026		746		694

114

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.500%, 02/15/2026	$	205	$	187
Verizon Communications
5.500%, 03/16/2047		60		60
5.250%, 03/16/2037 (E)		805		827
4.862%, 08/21/2046		470		448
4.500%, 08/10/2033		740		715
4.400%, 11/01/2034		2,062		1,960
4.329%, 09/21/2028		1,106		1,093
4.272%, 01/15/2036		78		72
4.125%, 08/15/2046		320		273
4.016%, 12/03/2029		714		684
4.000%, 03/22/2050		170		142
3.875%, 02/08/2029		210		203
3.875%, 03/01/2052 (E)		307		248
3.850%, 11/01/2042		610		510
3.700%, 03/22/2061		195		145
3.550%, 03/22/2051		960		733
3.400%, 03/22/2041		130		103
3.150%, 03/22/2030		360		328
3.000%, 03/22/2027		140		133
2.875%, 11/20/2050		1,420		945
2.650%, 11/20/2040		1,338		955
2.625%, 08/15/2026		1,000		945
2.550%, 03/21/2031		1,160		988
2.355%, 03/15/2032		1,982		1,626
2.100%, 03/22/2028		400		356
1.750%, 01/20/2031		410		331
Vmed O2 UK Financing I
4.750%, 07/15/2031 (D)		630		540
Vodafone Group
4.875%, 06/19/2049		1,544		1,395
Walt Disney
6.650%, 11/15/2037		235		279
6.200%, 12/15/2034		65		74
4.625%, 03/23/2040		615		601
3.500%, 05/13/2040		665		565
Warnermedia Holdings
6.412%, 03/15/2026		390		392
5.391%, 03/15/2062 (D)		380		307
5.141%, 03/15/2052 (D)		9,370		7,592
5.050%, 03/15/2042 (D)		3,307		2,766
4.279%, 03/15/2032 (D)		2,040		1,821
4.054%, 03/15/2029 (D)(E)		925		861
3.755%, 03/15/2027 (D)		200		188
				100,306
Consumer Discretionary — 1.4%
ADT Security
4.125%, 08/01/2029 (D)		20		18
Amazon.com
4.950%, 12/05/2044		500		515
4.250%, 08/22/2057		110		100

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.050%, 08/22/2047	$	380	$	345
3.875%, 08/22/2037		1,290		1,200
3.600%, 04/13/2032		1,240		1,178
3.450%, 04/13/2029		310		298
3.300%, 04/13/2027		150		145
3.150%, 08/22/2027		680		655
2.800%, 08/22/2024		245		240
2.500%, 06/03/2050		550		373
2.100%, 05/12/2031		300		256
1.500%, 06/03/2030		350		291
1.200%, 06/03/2027		672		597
0.800%, 06/03/2025		560		521
BMW US Capital
3.800%, 04/06/2023 (D)		420		420
Comcast
4.049%, 11/01/2052		298		251
Cox Communications
2.600%, 06/15/2031 (D)		915		756
CSC Holdings
4.500%, 11/15/2031 (D)		1,200		865
4.125%, 12/01/2030 (D)		590		424
3.375%, 02/15/2031 (D)		200		138
Ford Motor
6.100%, 08/19/2032		380		368
5.291%, 12/08/2046		99		81
4.750%, 01/15/2043		59		45
3.250%, 02/12/2032		480		378
Ford Motor Credit
7.350%, 03/06/2030		1,170		1,202
5.125%, 06/16/2025		400		392
5.113%, 05/03/2029		420		394
4.950%, 05/28/2027		850		811
4.125%, 08/17/2027		200		183
4.000%, 11/13/2030		470		399
3.815%, 11/02/2027		261		234
3.810%, 01/09/2024		300		296
3.625%, 06/17/2031		380		313
2.900%, 02/16/2028		200		172
2.900%, 02/10/2029		572		474
2.700%, 08/10/2026		321		286
General Motors
6.600%, 04/01/2036		40		41
6.250%, 10/02/2043		260		250
6.125%, 10/01/2025		320		326
5.950%, 04/01/2049		80		74
5.600%, 10/15/2032		150		147
5.400%, 10/15/2029		537		532
5.200%, 04/01/2045		247		208
5.150%, 04/01/2038		240		217
General Motors Financial
5.000%, 04/09/2027		180		178
4.350%, 01/17/2027		110		106

SEI Institutional Managed Trust

115

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 05/15/2023	$	110	$	110
4.150%, 06/19/2023		83		83
3.100%, 01/12/2032		298		243
Hanesbrands
4.875%, 05/15/2026 (D)		210		199
Harley-Davidson Financial Services
6.500%, 03/10/2028 (D)		917		927
Hilton Domestic Operating
5.750%, 05/01/2028 (D)		150		150
5.375%, 05/01/2025 (D)		460		459
Home Depot
4.250%, 04/01/2046		48		44
3.900%, 12/06/2028		40		39
3.900%, 06/15/2047		60		52
3.750%, 02/15/2024		66		65
3.625%, 04/15/2052		275		221
3.350%, 04/15/2050		710		549
3.300%, 04/15/2040		464		386
3.125%, 12/15/2049		536		396
2.700%, 04/15/2030		320		289
2.500%, 04/15/2027		280		263
2.375%, 03/15/2051		442		278
Hyundai Capital America
5.600%, 03/30/2028 (D)		608		609
5.500%, 03/30/2026 (D)		912		913
Hyundai Capital America MTN
1.300%, 01/08/2026 (D)		583		524
0.800%, 01/08/2024 (D)		243		234
Las Vegas Sands
3.200%, 08/08/2024		1,980		1,916
2.900%, 06/25/2025		210		199
Lennar
4.750%, 11/29/2027		410		406
4.500%, 04/30/2024		140		138
Lowe's
5.850%, 04/01/2063		152		154
5.750%, 07/01/2053		152		155
5.625%, 04/15/2053 (E)		744		746
5.150%, 07/01/2033		836		844
5.000%, 04/15/2040		725		690
4.500%, 04/15/2030		200		198
4.250%, 04/01/2052		580		476
McDonald's MTN
4.875%, 12/09/2045		260		252
4.450%, 03/01/2047		240		220
4.450%, 09/01/2048		72		67
4.200%, 04/01/2050		530		467
3.800%, 04/01/2028		170		167
3.700%, 01/30/2026		220		216
3.625%, 09/01/2049		180		144
3.600%, 07/01/2030		290		275
3.500%, 03/01/2027		510		494

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 07/01/2027	$	200	$	194
3.300%, 07/01/2025		320		313
1.450%, 09/01/2025		80		75
MDC Holdings
6.000%, 01/15/2043		30		26
Mercedes-Benz Finance North America
4.800%, 03/30/2028 (D)		728		730
2.700%, 06/14/2024 (D)		595		580
0.750%, 03/01/2024 (D)		980		941
Newell Brands
4.700%, 04/01/2026		110		106
NIKE
3.375%, 03/27/2050 (E)		520		428
3.250%, 03/27/2040		210		177
2.850%, 03/27/2030		150		138
2.750%, 03/27/2027		410		389
2.400%, 03/27/2025		260		252
Nissan Motor
4.345%, 09/17/2027 (D)		1,100		1,038
3.522%, 09/17/2025 (D)		1,190		1,127
3.043%, 09/15/2023 (D)		580		571
Sands China
5.900%, 08/08/2028		320		304
5.625%, 08/08/2025		1,580		1,538
4.300%, 01/08/2026		420		393
3.350%, 03/08/2029		690		573
2.800%, 03/08/2027		460		394
Starbucks
3.500%, 11/15/2050 (E)		435		337
3.350%, 03/12/2050		120		90
Target
2.250%, 04/15/2025		450		432
Time Warner Cable
7.300%, 07/01/2038		530		550
6.750%, 06/15/2039		10		10
6.550%, 05/01/2037		268		264
5.875%, 11/15/2040 (E)		1,405		1,273
5.500%, 09/01/2041		1,599		1,382
Time Warner Entertainment
8.375%, 07/15/2033		270		307
Toll Brothers Finance
4.375%, 04/15/2023		120		120
Virgin Media Secured Finance
5.500%, 05/15/2029 (D)		250		233
VOC Escrow
5.000%, 02/15/2028 (D)		380		337
Volkswagen Group of America Finance
1.250%, 11/24/2025 (D)(E)		1,345		1,224
0.875%, 11/22/2023 (D)		1,055		1,026
Wynn Macau
5.625%, 08/26/2028 (D)		500		425
5.125%, 12/15/2029 (D)(E)		200		164

116

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wynn Resorts Finance
7.125%, 02/15/2031 (D)(E)	$	310	$	315
5.125%, 10/01/2029 (D)		30		27
				51,753
Consumer Staples — 1.7%
Alimentation Couche-Tard
3.550%, 07/26/2027 (D)		360		338
Altria Group
6.200%, 02/14/2059		76		74
5.950%, 02/14/2049		960		908
5.800%, 02/14/2039		630		615
4.800%, 02/14/2029		28		28
4.400%, 02/14/2026		514		510
3.875%, 09/16/2046		240		173
3.400%, 02/04/2041		600		424
2.450%, 02/04/2032		770		606
2.350%, 05/06/2025		130		123
Anheuser-Busch
4.900%, 02/01/2046		4,114		4,021
4.700%, 02/01/2036		1,703		1,696
3.650%, 02/01/2026		1,135		1,114
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		475		509
5.450%, 01/23/2039		645		677
4.750%, 01/23/2029		120		122
4.600%, 04/15/2048		59		56
4.375%, 04/15/2038		819		778
4.350%, 06/01/2040		560		520
4.000%, 04/13/2028		160		158
3.500%, 06/01/2030		200		189
Bacardi
4.450%, 05/15/2025 (D)		1,840		1,811
BAT Capital
5.650%, 03/16/2052 (E)		695		610
5.282%, 04/02/2050		1,260		1,035
4.540%, 08/15/2047		2,583		1,923
4.390%, 08/15/2037		61		50
3.734%, 09/25/2040		10		7
3.557%, 08/15/2027		3,000		2,789
3.222%, 08/15/2024		167		162
Bunge Finance
1.630%, 08/17/2025		317		293
Cargill
1.375%, 07/23/2023 (D)		440		435
Coca-Cola
3.375%, 03/25/2027		380		374
2.600%, 06/01/2050		190		136
2.500%, 06/01/2040		20		15
1.450%, 06/01/2027		490		445
Constellation Brands
4.400%, 11/15/2025		415		409

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 05/09/2027	$	320	$	316
3.600%, 05/09/2024		230		227
2.250%, 08/01/2031		80		66
Costco Wholesale
3.000%, 05/18/2027 (E)		284		274
2.750%, 05/18/2024		183		180
1.600%, 04/20/2030		450		382
1.375%, 06/20/2027		780		699
CVS Health
4.875%, 07/20/2035		90		88
Danone
2.589%, 11/02/2023 (D)		1,370		1,349
Diageo Capital
5.500%, 01/24/2033		1,010		1,093
Haleon US Capital
3.625%, 03/24/2032		490		445
3.375%, 03/24/2027		410		389
3.375%, 03/24/2029		575		530
Hershey
0.900%, 06/01/2025		130		120
Imperial Brands Finance
3.500%, 07/26/2026 (D)		635		595
3.125%, 07/26/2024 (D)		2,250		2,179
JBS USA LUX
6.500%, 12/01/2052 (D)(E)		2,115		2,008
3.000%, 02/02/2029 (D)		1,205		1,026
3.000%, 05/15/2032 (D)		1,520		1,190
Kenvue
5.200%, 03/22/2063 (D)		153		159
5.050%, 03/22/2028 (D)		611		631
5.050%, 03/22/2053 (D)		381		393
4.900%, 03/22/2033 (D)		1,930		1,994
Kraft Heinz Foods
7.125%, 08/01/2039 (D)		10		11
6.875%, 01/26/2039		40		45
6.750%, 03/15/2032		10		11
5.500%, 06/01/2050		220		223
5.200%, 07/15/2045		360		349
5.000%, 06/04/2042		1,250		1,199
4.875%, 10/01/2049		1,225		1,138
4.625%, 10/01/2039		10		9
4.375%, 06/01/2046		160		139
4.250%, 03/01/2031		110		107
3.000%, 06/01/2026		380		363
Mars
3.200%, 04/01/2030 (D)		210		193
2.700%, 04/01/2025 (D)		370		356
2.375%, 07/16/2040 (D)		300		217
Mondelez International
1.500%, 05/04/2025		660		618
Nestle Holdings
5.000%, 03/14/2028 (D)		765		795

SEI Institutional Managed Trust

117

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.950%, 03/14/2030 (D)	$	280	$	291
PepsiCo
4.650%, 02/15/2053		460		472
4.450%, 05/15/2028		153		156
2.875%, 10/15/2049		60		46
2.625%, 03/19/2027		50		47
2.250%, 03/19/2025		50		48
1.625%, 05/01/2030		440		372
0.750%, 05/01/2023		530		528
Philip Morris International
5.750%, 11/17/2032		156		164
5.375%, 02/15/2033		666		680
5.125%, 11/17/2027		978		1,001
5.125%, 02/15/2030		1,751		1,774
5.000%, 11/17/2025		653		658
4.875%, 02/13/2026		498		502
4.875%, 02/15/2028		1,330		1,342
4.500%, 03/20/2042		130		113
2.100%, 05/01/2030		290		241
1.125%, 05/01/2023		280		279
Pilgrim's Pride
3.500%, 03/01/2032		350		285
Procter & Gamble
3.000%, 03/25/2030		240		225
2.800%, 03/25/2027		80		76
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (D)		1,505		1,466
Reynolds American
8.125%, 05/01/2040		570		648
7.250%, 06/15/2037		390		424
5.850%, 08/15/2045		3,140		2,831
Target
4.800%, 01/15/2053		615		604
4.400%, 01/15/2033		829		824
Walmart
3.300%, 04/22/2024		60		59
1.800%, 09/22/2031		110		93
1.500%, 09/22/2028		230		202
				62,690
Energy — 2.8%
Aker BP
4.000%, 01/15/2031 (D)		369		335
3.100%, 07/15/2031 (D)		934		790
Apache
7.750%, 12/15/2029		140		147
5.350%, 07/01/2049		230		178
5.250%, 02/01/2042		90		75
5.100%, 09/01/2040		205		174
4.750%, 04/15/2043 (E)		390		293
4.250%, 01/15/2044		890		649

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BP Capital Markets America
4.812%, 02/13/2033	$	2,820	$	2,863
3.633%, 04/06/2030		320		304
3.410%, 02/11/2026		1,110		1,082
3.119%, 05/04/2026		230		221
3.000%, 02/24/2050		940		665
Cameron LNG
3.302%, 01/15/2035 (D)		660		568
2.902%, 07/15/2031 (D)		140		124
Canadian Natural Resources
6.450%, 06/30/2033		50		52
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		863
Cheniere Energy
4.625%, 10/15/2028		260		247
Cheniere Energy Partners
4.000%, 03/01/2031		100		89
3.250%, 01/31/2032		530		438
Chevron
2.895%, 03/03/2024		560		550
1.995%, 05/11/2027		180		165
1.554%, 05/11/2025		520		490
Chevron USA
3.850%, 01/15/2028		200		197
3.250%, 10/15/2029		50		47
Conoco Funding
7.250%, 10/15/2031		180		210
ConocoPhillips
5.900%, 10/15/2032		10		11
5.900%, 05/15/2038		420		456
4.150%, 11/15/2034		280		255
Continental Resources
5.750%, 01/15/2031 (D)		370		356
4.900%, 06/01/2044		80		62
4.500%, 04/15/2023		250		250
4.375%, 01/15/2028		520		490
3.800%, 06/01/2024		200		196
2.268%, 11/15/2026 (D)		2,070		1,838
Coterra Energy
4.375%, 03/15/2029		780		741
3.900%, 05/15/2027		970		926
DCP Midstream Operating
6.450%, 11/03/2036 (D)		110		114
Devon Energy
8.250%, 08/01/2023		50		50
7.875%, 09/30/2031		660		754
5.875%, 06/15/2028		40		41
5.850%, 12/15/2025		50		51
5.600%, 07/15/2041 (E)		920		881
5.250%, 10/15/2027		46		46
5.000%, 06/15/2045		1,232		1,095
4.750%, 05/15/2042		187		163

118

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 01/15/2030	$	304	$	290
Diamondback Energy
6.250%, 03/15/2033		1,430		1,511
3.500%, 12/01/2029		500		457
3.250%, 12/01/2026		30		29
Ecopetrol
5.875%, 05/28/2045 (E)		1,276		886
5.375%, 06/26/2026		200		191
4.625%, 11/02/2031		160		123
Enbridge
5.700%, 03/08/2033		925		962
Energy Transfer
8.892%, ICE LIBOR USD 3 Month + 4.028%(B)(F)		90		80
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(B)(F)		580		488
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.134%(B)(F)		500		440
6.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.694%(B)(F)		200		176
6.250%, 04/15/2049		130		129
6.125%, 12/15/2045		246		238
5.750%, 02/15/2033		1,118		1,145
5.500%, 06/01/2027		118		119
5.400%, 10/01/2047		2,160		1,920
5.350%, 05/15/2045		465		411
5.300%, 04/01/2044		640		566
5.300%, 04/15/2047		795		697
5.250%, 04/15/2029		1,165		1,161
5.150%, 03/15/2045		414		360
5.000%, 05/15/2050		1,405		1,199
4.950%, 05/15/2028		1,017		1,002
4.950%, 06/15/2028		180		179
4.500%, 11/01/2023		690		684
4.400%, 03/15/2027		136		132
4.000%, 10/01/2027		600		572
3.750%, 05/15/2030		1,250		1,154
Enterprise Products Operating
7.550%, 04/15/2038		40		47
5.700%, 02/15/2042		40		41
5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (B)		150		120
5.350%, 01/31/2033		900		932
4.850%, 03/15/2044		430		399
4.800%, 02/01/2049		60		55
4.200%, 01/31/2050		120		102
4.150%, 10/16/2028		1,605		1,560
3.950%, 01/31/2060		220		172
3.700%, 01/31/2051		270		209
3.125%, 07/31/2029		170		156

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 01/31/2030	$	540	$	479
EOG Resources
4.950%, 04/15/2050		450		453
4.375%, 04/15/2030		120		120
4.150%, 01/15/2026		340		337
3.900%, 04/01/2035		390		357
EQM Midstream Partners
5.500%, 07/15/2028		30		27
EQT
6.125%, 02/01/2025		30		30
5.000%, 01/15/2029		150		142
3.900%, 10/01/2027		1,020		959
3.625%, 05/15/2031 (D)		320		278
3.125%, 05/15/2026 (D)		10		9
Equinor
3.000%, 04/06/2027		260		247
2.875%, 04/06/2025		1,685		1,633
Exxon Mobil
4.327%, 03/19/2050		1,077		994
4.114%, 03/01/2046		533		480
3.482%, 03/19/2030		460		439
3.452%, 04/15/2051		974		776
3.043%, 03/01/2026		660		641
2.992%, 03/19/2025		1,240		1,207
1.571%, 04/15/2023		50		50
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		248		200
2.625%, 03/31/2036 (D)		458		376
2.160%, 03/31/2034 (D)		639		549
1.750%, 09/30/2027 (D)		1,201		1,117
Halliburton
5.000%, 11/15/2045		80		73
4.850%, 11/15/2035		60		58
3.800%, 11/15/2025		17		16
Hess
6.000%, 01/15/2040		880		888
5.800%, 04/01/2047		770		754
5.600%, 02/15/2041		860		829
HF Sinclair
5.875%, 04/01/2026 (E)		620		627
KazMunayGas National JSC
5.750%, 04/19/2047 (D)		340		265
Kinder Morgan
5.550%, 06/01/2045		300		284
5.200%, 06/01/2033		190		189
5.200%, 03/01/2048		455		407
5.050%, 02/15/2046		170		150
4.300%, 06/01/2025 (E)		510		502
4.300%, 03/01/2028		150		147
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		390
5.400%, 09/01/2044		20		18

SEI Institutional Managed Trust

119

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MEG Energy
5.875%, 02/01/2029 (D)	$	80	$	77
MPLX
5.650%, 03/01/2053		155		149
5.500%, 02/15/2049		390		363
5.000%, 03/01/2033		924		904
4.950%, 03/14/2052		1,575		1,369
4.875%, 12/01/2024		320		318
4.800%, 02/15/2029		330		327
4.700%, 04/15/2048		430		361
4.500%, 04/15/2038		520		462
Northwest Pipeline
4.000%, 04/01/2027		219		212
Occidental Petroleum
7.875%, 09/15/2031		610		685
7.500%, 05/01/2031		870		960
6.950%, 07/01/2024		136		138
6.600%, 03/15/2046		360		378
6.450%, 09/15/2036		280		294
5.550%, 03/15/2026		110		111
4.625%, 06/15/2045		280		224
4.400%, 04/15/2046		120		95
4.200%, 03/15/2048		170		132
4.100%, 02/15/2047 (E)		600		456
3.400%, 04/15/2026		270		254
3.000%, 02/15/2027 (E)		300		274
Parsley Energy
4.125%, 02/15/2028 (D)		60		56
Pertamina Persero
6.000%, 05/03/2042 (D)		300		294
Petrobras Global Finance BV
6.850%, 06/05/2115		790		694
6.250%, 03/17/2024		1,394		1,394
5.299%, 01/27/2025		1,278		1,265
Petroleos Mexicanos
6.950%, 01/28/2060		780		504
6.375%, 01/23/2045 (E)		1,105		698
5.625%, 01/23/2046		480		285
4.875%, 01/18/2024		32		32
2.460%, 12/15/2025		554		534
2.378%, 04/15/2025		254		247
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		114
6.750%, 09/21/2047		3,737		2,429
Phillips 66
1.300%, 02/15/2026		405		367
Pioneer Natural Resources
2.150%, 01/15/2031		660		542
1.900%, 08/15/2030		240		196
1.125%, 01/15/2026		110		100
Plains All American Pipeline
3.550%, 12/15/2029		495		443

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Range Resources
4.875%, 05/15/2025	$	120	$	118
Reliance Industries
3.625%, 01/12/2052 (D)		870		614
2.875%, 01/12/2032 (D)		320		266
Rockies Express Pipeline
6.875%, 04/15/2040 (D)		830		692
4.950%, 07/15/2029 (D)		1,600		1,425
Sabine Pass Liquefaction
5.750%, 05/15/2024		1,370		1,373
5.000%, 03/15/2027		1,265		1,261
4.500%, 05/15/2030		760		733
Saudi Arabian Oil
1.625%, 11/24/2025 (D)		540		500
1.250%, 11/24/2023 (D)		450		438
Schlumberger Holdings
3.900%, 05/17/2028 (D)		475		457
Schlumberger Investment
3.650%, 12/01/2023		61		60
Shell International Finance BV
4.550%, 08/12/2043 (E)		280		265
4.375%, 05/11/2045		470		434
4.125%, 05/11/2035		1,356		1,298
3.250%, 04/06/2050		840		640
2.875%, 05/10/2026		900		861
2.750%, 04/06/2030		440		401
Sinopec Group Overseas Development
4.375%, 04/10/2024 (D)		1,240		1,232
Southern Natural Gas
8.000%, 03/01/2032		170		198
Southwestern Energy
5.375%, 02/01/2029		20		19
5.375%, 03/15/2030		80		75
4.750%, 02/01/2032		190		168
Tallgrass Energy Partners
6.000%, 12/31/2030 (D)		20		18
Targa Resources
5.200%, 07/01/2027		540		535
4.200%, 02/01/2033		250		225
Targa Resources Partners
5.500%, 03/01/2030		293		286
5.000%, 01/15/2028		100		97
4.875%, 02/01/2031		1,019		953
4.000%, 01/15/2032		40		35
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,331
2.900%, 03/01/2030 (D)		1,560		1,352
TransCanada PipeLines
4.625%, 03/01/2034		860		808
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		64

120

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (D)	$	290	$	244
Western Midstream Operating
5.500%, 08/15/2048		244		210
5.500%, 02/01/2050		210		178
5.300%, 03/01/2048		162		137
4.650%, 07/01/2026		40		39
4.500%, 03/01/2028		60		57
4.300%, 02/01/2030		1,200		1,092
3.350%, 02/01/2025		390		373
Williams
7.750%, 06/15/2031		841		939
7.500%, 01/15/2031		100		111
5.750%, 06/24/2044		51		50
5.400%, 03/04/2044		84		79
3.750%, 06/15/2027		1,044		1,002
				101,663
Financials — 11.5%
ABN AMRO Bank
4.750%, 07/28/2025 (D)		360		347
AerCap Ireland Capital DAC
3.400%, 10/29/2033		540		438
Agree
4.800%, 10/01/2032		289		278
Ally Financial
1.450%, 10/02/2023		670		648
American Express
4.050%, 05/03/2029		770		750
3.950%, 08/01/2025		555		544
3.375%, 05/03/2024		480		471
American International Group
5.125%, 03/27/2033		700		696
3.900%, 04/01/2026		264		257
3.875%, 01/15/2035		210		187
2.500%, 06/30/2025		212		200
American Tower
3.125%, 01/15/2027		289		269
Antares Holdings
3.750%, 07/15/2027 (D)		649		549
Aon
6.250%, 09/30/2040		19		20
5.350%, 02/28/2033		368		381
2.600%, 12/02/2031		2,080		1,745
Apollo Management Holdings
4.400%, 05/27/2026 (D)		530		514
Arthur J Gallagher
5.750%, 03/02/2053		155		155
3.050%, 03/09/2052		1,370		890
Athene Global Funding
5.472%, SOFRINDX + 0.700%, 05/24/2024 (B)(D)		2,025		1,993

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.205%, 03/08/2027 (D)	$	635	$	584
2.950%, 11/12/2026 (D)		2,090		1,871
1.985%, 08/19/2028 (D)		30		24
1.608%, 06/29/2026 (D)		1,365		1,179
Athene Global Funding MTN
2.646%, 10/04/2031 (D)		197		156
Athene Holding
4.125%, 01/12/2028		605		548
Avolon Holdings Funding
3.950%, 07/01/2024 (D)		715		696
2.875%, 02/15/2025 (D)		975		915
2.528%, 11/18/2027 (D)		779		659
AXA Equitable Holdings
3.900%, 04/20/2023 (E)		500		499
Banco Santander
5.926%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (B)		400		400
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B)		200		188
3.848%, 04/12/2023		600		600
2.746%, 05/28/2025		1,400		1,320
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (B)		390		340
Bank of America
5.080%, U.S. SOFR + 1.290%, 01/20/2027 (B)		1,355		1,351
4.571%, U.S. SOFR + 1.830%, 04/27/2033 (B)		2,350		2,237
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (B)		2,743		2,549
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (B)		1,227		1,024
2.651%, U.S. SOFR + 1.220%, 03/11/2032 (B)		1,305		1,089
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (B)		530		449
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B)		3,620		2,959
2.299%, U.S. SOFR + 1.220%, 07/21/2032 (B)		1,110		895
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B)		5,320		4,770
1.658%, U.S. SOFR + 0.910%, 03/11/2027 (B)		7,215		6,532
Bank of America MTN
5.000%, 01/21/2044		830		797
4.450%, 03/03/2026		1,157		1,130
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B)		1,140		1,102
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B)		260		223

SEI Institutional Managed Trust

121

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 10/22/2026	$	80	$	77
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (B)		179		160
4.200%, 08/26/2024		1,530		1,503
4.125%, 01/22/2024		290		288
4.100%, 07/24/2023		340		338
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B)		1,630		1,337
4.000%, 04/01/2024		1,309		1,294
4.000%, 01/22/2025		1,070		1,045
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (B)		1,900		1,776
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (B)		625		592
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (B)		631		603
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (B)		1,364		1,282
3.500%, 04/19/2026		780		750
3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (B)		240		213
3.093%, ICE LIBOR USD 3 Month + 1.090%, 10/01/2025 (B)(E)		960		924
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B)		690		581
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (B)		265		230
2.551%, U.S. SOFR + 1.050%, 02/04/2028 (B)		524		477
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (B)		755		639
2.087%, U.S. SOFR + 1.060%, 06/14/2029 (B)		6,025		5,189
1.530%, U.S. SOFR + 0.650%, 12/06/2025 (B)		2,562		2,395
1.197%, U.S. SOFR + 1.010%, 10/24/2026 (B)		720		647
Bank of Montreal MTN
1.850%, 05/01/2025		880		824
Bank of New York Mellon
4.543%, U.S. SOFR + 1.169%, 02/01/2029 (B)(E)		1,085		1,075
3.400%, 05/15/2024		530		521
Bank of New York Mellon MTN
3.250%, 09/11/2024		100		97
1.600%, 04/24/2025		260		242
Bank of Nova Scotia
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(B)(F)		510		464
4.588%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.050%, 05/04/2037 (B)		390		344

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.300%, 06/11/2025	$	480	$	442
Barclays
7.437%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 11/02/2033 (B)		1,584		1,751
5.088%, ICE LIBOR USD 3 Month + 3.054%, 06/20/2030 (B)		1,940		1,795
4.375%, 01/12/2026 (E)		2,270		2,191
Barclays MTN
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (B)		520		502
Berkshire Hathaway Finance
4.250%, 01/15/2049		870		802
Blackstone Holdings Finance
6.200%, 04/22/2033 (D)(E)		702		735
Blackstone Secured Lending Fund
3.625%, 01/15/2026		670		607
BNP Paribas
5.125%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.450%, 01/13/2029 (B)(D)		1,670		1,674
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)(D)		930		919
4.625%, 03/13/2027 (D)		200		191
4.400%, 08/14/2028 (D)		1,447		1,371
3.375%, 01/09/2025 (D)		290		278
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (B)(D)		600		551
BNP Paribas MTN
4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (B)(D)		400		364
3.052%, U.S. SOFR + 1.507%, 01/13/2031 (B)(D)		200		172
BPCE
5.150%, 07/21/2024 (D)		410		402
BPCE MTN
5.975%, U.S. SOFR + 2.100%, 01/18/2027 (B)(D)		1,560		1,556
Brighthouse Financial
3.850%, 12/22/2051		273		176
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)(E)		1,505		1,437
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		480		475
Cantor Fitzgerald
4.500%, 04/14/2027 (D)(E)		1,135		1,058
Capital One Financial
3.273%, U.S. SOFR + 1.790%, 03/01/2030 (B)		1,850		1,576
Cboe Global Markets
3.000%, 03/16/2032		1,330		1,155
Chubb INA Holdings
3.350%, 05/03/2026		200		194

122

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.150%, 03/15/2025	$	74	$	72
CI Financial
4.100%, 06/15/2051		1,020		617
3.200%, 12/17/2030		1,255		967
Citadel
4.875%, 01/15/2027 (D)		660		635
Citigroup
8.870%, ICE LIBOR USD 3 Month + 4.068%(B)(F)		360		357
8.125%, 07/15/2039		1,064		1,372
6.675%, 09/13/2043		70		78
6.625%, 06/15/2032		100		107
6.300%, TSFR3M + 3.685%(B)(F)		300		285
6.270%, U.S. SOFR + 2.338%, 11/17/2033 (B)		1,038		1,123
5.950%, TSFR3M + 4.167%(B)(F)		590		550
5.610%, U.S. SOFR + 1.546%, 09/29/2026 (B)		2,720		2,740
5.500%, 09/13/2025		950		948
5.300%, 05/06/2044		225		214
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (B)		370		363
4.750%, 05/18/2046		100		89
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (B)		340		336
4.650%, 07/30/2045		903		822
4.450%, 09/29/2027		1,295		1,256
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (B)		2,750		2,612
4.400%, 06/10/2025		1,080		1,053
4.300%, 11/20/2026		240		232
4.125%, 07/25/2028		210		198
4.075%, TSFR3M + 1.454%, 04/23/2029 (B)		81		77
3.980%, TSFR3M + 1.600%, 03/20/2030 (B)		1,860		1,733
3.878%, TSFR3M + 1.430%, 01/24/2039 (B)		59		50
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (B)		970		869
3.500%, 05/15/2023		630		628
3.352%, TSFR3M + 1.158%, 04/24/2025 (B)		125		122
3.300%, 04/27/2025		120		116
3.200%, 10/21/2026		440		415
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (B)		350		335
3.070%, U.S. SOFR + 1.280%, 02/24/2028 (B)		655		609
3.057%, U.S. SOFR + 1.351%, 01/25/2033 (B)		4,065		3,440
2.976%, U.S. SOFR + 1.422%, 11/05/2030 (B)		715		626

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (B)	$	2,500	$	2,109
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (B)		2,880		2,389
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (B)		360		293
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (B)		500		498
1.462%, U.S. SOFR + 0.770%, 06/09/2027 (B)		1,800		1,598
0.981%, U.S. SOFR + 0.669%, 05/01/2025 (B)		250		238
Citizens Financial Group
2.500%, 02/06/2030		304		240
CME Group
3.000%, 03/15/2025		51		49
Cooperatieve Rabobank UA
5.564%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.400%, 02/28/2029 (B)(D)		2,147		2,161
4.375%, 08/04/2025		2,150		2,080
3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (B)(D)		1,790		1,599
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (B)(D)		420		394
Credit Agricole MTN
4.000%, USD Swap Semi 30/360 5 Yr Curr + 1.644%, 01/10/2033 (B)(D)		250		226
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (B)(D)		400		367
Credit Suisse Group
9.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.383%(D)(F)(G)		2,030		–
9.016%, U.S. SOFR + 5.020%, 11/15/2033 (B)(D)		3,358		3,979
6.537%, U.S. SOFR + 3.920%, 08/12/2033 (B)(D)		7,055		7,249
6.442%, U.S. SOFR + 3.700%, 08/11/2028 (B)(D)		881		874
6.373%, U.S. SOFR + 3.340%, 07/15/2026 (B)(D)		605		585
4.282%, 01/09/2028 (D)		480		432
4.207%, ICE LIBOR USD 3 Month + 1.240%, 06/12/2024 (B)(D)		300		291
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(D)		730		648
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(D)		2,510		2,018
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(D)		1,235		1,144

SEI Institutional Managed Trust

123

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (B)(D)	$	1,070	$	952
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (B)(D)		2,825		2,378
Credit Suisse NY
7.950%, 01/09/2025		1,220		1,240
7.500%, 02/15/2028 (E)		1,240		1,314
2.950%, 04/09/2025		520		483
CTR Partnership
3.875%, 06/30/2028 (D)		90		77
Danske Bank
6.466%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.100%, 01/09/2026 (B)(D)		1,115		1,116
5.375%, 01/12/2024 (D)		650		644
3.875%, 09/12/2023 (D)		200		198
3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (B)(D)		220		209
1.226%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 06/22/2024 (B)(D)		200		198
Danske Bank MTN
4.375%, 06/12/2028 (D)		200		189
Deutsche Bank NY
3.742%, U.S. SOFR + 2.257%, 01/07/2033 (B)		978		708
DNB Bank
1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (B)(D)(E)		2,065		1,805
1.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 09/16/2026 (B)(D)		5		4
Enstar Group
3.100%, 09/01/2031		90		69
F&G Global Funding
1.750%, 06/30/2026 (D)(E)		810		728
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,021		1,121
7.050%, 07/15/2028 (D)		1,000		1,042
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (B)(D)		1,650		1,638
Federal Realty Investment Trust
3.950%, 01/15/2024		366		361
Fiserv
5.600%, 03/02/2033		2,197		2,278
5.450%, 03/02/2028		918		938
Goldman Sachs Capital II
5.730%, ICE LIBOR USD 3 Month + 0.768%(B)(E)(F)		10		8
Goldman Sachs Group
6.750%, 10/01/2037		30		32

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 02/01/2041	$	1,050	$	1,154
5.150%, 05/22/2045		820		777
4.750%, 10/21/2045		370		342
4.250%, 10/21/2025 (E)		1,120		1,087
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (B)		1,300		1,246
3.814%, ICE LIBOR USD 3 Month + 1.158%, 04/23/2029 (B)		480		451
3.750%, 02/25/2026		345		335
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (B)		380		360
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (B)		170		161
3.500%, 04/01/2025		540		524
3.500%, 11/16/2026		900		860
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (B)		1,130		1,096
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B)		120		90
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B)		905		777
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B)		260		186
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B)		2,885		2,384
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B)		3,845		3,122
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (B)(E)		2,254		2,014
1.542%, U.S. SOFR + 0.818%, 09/10/2027 (B)		5,835		5,131
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (B)		1,150		1,029
1.217%, 12/06/2023		3,465		3,365
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (B)		1,370		1,333
Goldman Sachs Group MTN
4.000%, 03/03/2024		690		680
3.850%, 07/08/2024		330		324
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		190		174
Healthcare Realty Holdings
3.875%, 05/01/2025		15		15
2.400%, 03/15/2030		170		136
2.000%, 03/15/2031		30		23
HSBC Bank USA
7.000%, 01/15/2039 (E)		275		301
HSBC Holdings
6.332%, U.S. SOFR + 2.650%, 03/09/2044 (B)		909		960
6.254%, U.S. SOFR + 2.390%, 03/09/2034 (B)		1,247		1,304

124

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.161%, U.S. SOFR + 1.970%, 03/09/2029 (B)	$	1,223	$	1,257
4.762%, U.S. SOFR + 2.530%, 03/29/2033 (B)(E)		670		606
4.755%, U.S. SOFR + 2.110%, 06/09/2028 (B)		220		213
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (B)		260		247
4.375%, 11/23/2026		345		329
4.300%, 03/08/2026		1,710		1,654
4.250%, 03/14/2024		510		497
4.250%, 08/18/2025		560		533
3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (B)		860		776
2.999%, U.S. SOFR + 1.430%, 03/10/2026 (B)		370		349
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B)		530		433
2.357%, U.S. SOFR + 1.947%, 08/18/2031 (B)		370		298
2.206%, U.S. SOFR + 1.285%, 08/17/2029 (B)		1,930		1,618
2.099%, U.S. SOFR + 1.929%, 06/04/2026 (B)		2,640		2,424
2.013%, U.S. SOFR + 1.732%, 09/22/2028 (B)		3,230		2,767
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (B)(E)		330		301
1.589%, U.S. SOFR + 1.290%, 05/24/2027 (B)		815		718
ILFC E-Capital Trust II
6.798%, 12/21/2065 (B)(D)		400		265
Intercontinental Exchange
4.950%, 06/15/2052		150		146
4.600%, 03/15/2033		1,150		1,139
1.850%, 09/15/2032		1,470		1,151
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (D)		2,320		2,229
Invitation Homes Operating Partnership
2.000%, 08/15/2031		316		242
Jackson Financial
3.125%, 11/23/2031 (E)		1,405		1,158
JPMorgan Chase
8.750%, 09/01/2030 (E)		970		1,163
5.364%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (B)		1,590		1,460
4.950%, 06/01/2045		430		409
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (B)		300		291
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B)		84		73
4.250%, 10/01/2027		720		708

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (B)	$	800	$	773
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B)		1,480		1,466
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B)		325		286
3.875%, 09/10/2024		1,140		1,121
3.625%, 05/13/2024		230		227
3.625%, 12/01/2027		230		220
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B)		130		92
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B)		620		536
2.950%, 10/01/2026		377		356
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (B)		650		602
2.739%, U.S. SOFR + 1.510%, 10/15/2030 (B)		855		746
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (B)		795		669
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (B)		4,350		3,607
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (B)(E)		450		385
2.301%, U.S. SOFR + 1.160%, 10/15/2025 (B)		1,190		1,138
2.182%, U.S. SOFR + 1.890%, 06/01/2028 (B)		847		759
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (B)		830		777
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (B)		1,285		1,115
2.005%, TSFR3M + 1.585%, 03/13/2026 (B)		660		622
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B)		3,020		2,430
1.578%, U.S. SOFR + 0.885%, 04/22/2027 (B)		6,073		5,456
1.561%, U.S. SOFR + 0.605%, 12/10/2025 (B)		4,355		4,084
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (B)		1,340		1,331
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (B)(E)		761		679
1.040%, TSFR3M + 0.695%, 02/04/2027 (B)		3,515		3,137
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		4,070		3,856
KeyBank MTN
5.000%, 01/26/2033		339		315
KKR Group Finance II
5.500%, 02/01/2043 (D)(E)		80		76

SEI Institutional Managed Trust

125

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KKR Group Finance III
5.125%, 06/01/2044 (D)	$	535	$	471
KRC Interim
4.600%, 02/01/2033		118		111
Liberty Mutual Group
5.500%, 06/15/2052 (D)(E)		268		255
Life Storage
2.400%, 10/15/2031		525		423
Lloyds Banking Group
5.871%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.700%, 03/06/2029 (B)		1,550		1,563
4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (B)		1,790		1,714
4.375%, 03/22/2028 (E)		670		636
4.344%, 01/09/2048		200		155
4.050%, 08/16/2023		200		198
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (B)		1,190		1,157
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (B)		2,000		1,757
M&T Bank
5.053%, U.S. SOFR + 1.850%, 01/27/2034 (B)		255		237
Macquarie Bank
3.624%, 06/03/2030 (D)(E)		425		367
Macquarie Group
4.442%, U.S. SOFR + 2.405%, 06/21/2033 (B)(D)		330		300
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(D)		2,045		1,825
Macquarie Group MTN
5.033%, ICE LIBOR USD 3 Month + 1.750%, 01/15/2030 (B)(D)		635		626
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (B)(D)		1,400		1,134
Marsh & McLennan
6.250%, 11/01/2052		152		171
5.450%, 03/15/2053		229		236
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (D)		88		62
Mercury General
4.400%, 03/15/2027		935		904
MetLife
6.400%, 12/15/2036		420		406
5.700%, 06/15/2035		15		16
MetLife Capital Trust IV
7.875%, 12/15/2037 (D)		800		836
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)		1,955		1,852

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Metropolitan Life Global Funding I MTN
5.150%, 03/28/2033 (D)	$	700	$	706
5.000%, 01/06/2026 (D)		660		664
Mitsubishi UFJ Financial Group
5.719%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.080%, 02/20/2026 (B)		4,214		4,225
5.475%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.530%, 02/22/2031 (B)		386		389
5.441%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.630%, 02/22/2034 (B)		690		697
5.422%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.380%, 02/22/2029 (B)		630		636
5.063%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 09/12/2025 (B)		1,620		1,609
4.080%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 04/19/2028 (B)		400		383
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (B)		380		368
Mizuho Financial Group
5.754%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.800%, 05/27/2034 (B)		775		793
5.739%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 05/27/2031 (B)		630		642
5.667%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 05/27/2029 (B)		920		933
Morgan Stanley
6.342%, U.S. SOFR + 2.560%, 10/18/2033 (B)		1,037		1,133
5.948%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.430%, 01/19/2038 (B)		585		582
5.297%, U.S. SOFR + 2.620%, 04/20/2037 (B)		30		28
5.123%, U.S. SOFR + 1.730%, 02/01/2029 (B)		768		774
2.484%, U.S. SOFR + 1.360%, 09/16/2036 (B)		1,040		790
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (B)		770		690
0.985%, U.S. SOFR + 0.720%, 12/10/2026 (B)		1,405		1,252
0.790%, U.S. SOFR + 0.525%, 05/30/2025 (B)		1,779		1,684

126

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley MTN
4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (B)	$	340	$	328
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B)		119		105
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (B)		1,080		1,023
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (B)		2,920		2,670
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (B)		520		448
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B)		1,905		1,560
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B)		2,025		1,850
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B)		1,195		959
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (B)		1,300		1,220
1.928%, U.S. SOFR + 1.020%, 04/28/2032 (B)		865		680
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (B)		2,400		1,884
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (B)		1,629		1,448
1.164%, U.S. SOFR + 0.560%, 10/21/2025 (B)		4,860		4,538
0.864%, U.S. SOFR + 0.745%, 10/21/2025 (B)		152		141
MUFG Bank
4.100%, 09/09/2023 (D)		200		199
National Australia Bank
6.429%, 01/12/2033 (D)		635		654
National Securities Clearing
1.500%, 04/23/2025 (D)		330		308
1.200%, 04/23/2023 (D)		410		409
Nationwide Building Society
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)(D)		800		793
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(D)		1,375		1,238
Nationwide Mutual Insurance
7.156%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(D)		3,735		3,720
NatWest Group
7.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.850%, 11/10/2026 (B)(E)		1,085		1,121
4.892%, ICE LIBOR USD 3 Month + 1.754%, 05/18/2029 (B)		200		192
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (B)		830		826

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (B)	$	1,500	$	1,472
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (B)(E)		920		811
New York Life Global Funding
0.950%, 06/24/2025 (D)		340		313
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		1,112		818
Ohio National Financial Services
6.800%, 01/24/2030 (D)		625		594
ORIX
5.200%, 09/13/2032		1,130		1,138
Park Aerospace Holdings
5.500%, 02/15/2024 (D)		212		210
Physicians Realty
2.625%, 11/01/2031		700		551
PNC Bank
3.875%, 04/10/2025		430		416
PNC Financial Services Group
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B)		1,045		1,100
5.068%, U.S. SOFR + 1.933%, 01/24/2034 (B)		1,375		1,356
Principal Life Global Funding II
2.250%, 11/21/2024 (D)		1,465		1,405
1.250%, 06/23/2025 (D)		160		146
Prospect Capital
3.706%, 01/22/2026		395		349
Prudential Financial MTN
5.625%, 05/12/2041		10		10
Royal Bank of Canada MTN
1.600%, 04/17/2023		760		759
1.150%, 06/10/2025		460		423
Santander Holdings USA
6.499%, U.S. SOFR + 2.356%, 03/09/2029 (B)		917		916
4.500%, 07/17/2025		80		77
Santander UK Group Holdings
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (B)		3,050		3,008
2.896%, U.S. SOFR + 1.475%, 03/15/2032 (B)		610		492
2.469%, U.S. SOFR + 1.220%, 01/11/2028 (B)		510		448
1.673%, U.S. SOFR + 0.989%, 06/14/2027 (B)		445		387
1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (B)		235		210
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (B)		2,475		2,339

SEI Institutional Managed Trust

127

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SBL Holdings
5.000%, 02/18/2031 (D)	$	955	$	791
Scentre Group Trust 1
3.625%, 01/28/2026 (D)		635		608
Societe Generale
3.625%, 03/01/2041 (D)(E)		645		414
Societe Generale MTN
2.625%, 01/22/2025 (D)		735		689
State Street
3.300%, 12/16/2024		70		68
Stewart Information Services
3.600%, 11/15/2031		131		103
Sumitomo Mitsui Financial Group
5.710%, 01/13/2030		1,224		1,264
5.520%, 01/13/2028		1,244		1,265
Swedbank
1.300%, 06/02/2023 (D)		580		575
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		124		139
4.900%, 09/15/2044 (D)		240		222
3.300%, 05/15/2050 (D)		2,455		1,770
The Vanguard Group
3.050%, 08/22/2050		670		438
Toronto-Dominion Bank MTN
4.456%, 06/08/2032 (E)		2,190		2,133
2.800%, 03/10/2027 (E)		1,300		1,199
1.150%, 06/12/2025 (E)		460		424
0.750%, 06/12/2023		910		902
Truist Financial MTN
4.260%, U.S. SOFR + 1.456%, 07/28/2026 (B)		1,590		1,533
Trust Fibra Uno
6.390%, 01/15/2050 (D)		344		259
UBS MTN
4.500%, 06/26/2048 (D)		440		392
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(B)(D)(F)		1,640		1,556
5.959%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.200%, 01/12/2034 (B)(D)		739		758
5.711%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 01/12/2027 (B)(D)		685		679
4.751%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 05/12/2028 (B)(D)		360		345
4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (B)(D)		320		309
4.253%, 03/23/2028 (D)		350		325
4.125%, 09/24/2025 (D)		200		191

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (B)(D)	$	210	$	168
US Bancorp
5.850%, U.S. SOFR + 2.090%, 10/21/2033 (B)		1,065		1,112
5.727%, U.S. SOFR + 1.430%, 10/21/2026 (B)		185		186
4.839%, U.S. SOFR + 1.600%, 02/01/2034 (B)		1,905		1,849
4.653%, U.S. SOFR + 1.230%, 02/01/2029 (B)		1,850		1,808
1.450%, 05/12/2025 (E)		1,020		939
Validus Holdings
8.875%, 01/26/2040		905		1,125
WEA Finance
4.750%, 09/17/2044 (D)		230		167
3.750%, 09/17/2024 (D)		990		938
Wells Fargo
7.950%, 11/15/2029		495		549
5.375%, 11/02/2043		400		383
5.292%, ICE LIBOR USD 3 Month + 0.500%, 01/15/2027 (B)		1,200		1,100
3.000%, 10/23/2026		1,030		963
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		2,760		2,587
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B)		4,525		4,256
4.900%, 11/17/2045		909		810
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (B)		2,537		2,477
4.750%, 12/07/2046		700		608
4.650%, 11/04/2044		261		225
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (B)		2,630		2,518
4.400%, 06/14/2046		1,370		1,130
4.150%, 01/24/2029		1,010		965
4.125%, 08/15/2023		900		895
3.750%, 01/24/2024		250		247
3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (B)		515		485
3.526%, U.S. SOFR + 1.510%, 03/24/2028 (B)		4,124		3,891
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (B)		4,735		4,104
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (B)(E)		1,550		1,458
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)		20		17
2.406%, ICE LIBOR USD 3 Month + 0.825%, 10/30/2025 (B)		1,005		955

128

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (B)	$	900	$	810
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (B)		1,695		1,594
Westpac Banking
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (B)		420		327
				413,441
Health Care — 3.3%
Abbott Laboratories
4.900%, 11/30/2046		470		483
4.750%, 11/30/2036		722		750
3.750%, 11/30/2026		463		460
1.400%, 06/30/2030		692		578
AbbVie
4.875%, 11/14/2048		70		67
4.625%, 10/01/2042		38		35
4.550%, 03/15/2035		461		451
4.500%, 05/14/2035		510		494
4.450%, 05/14/2046		204		185
4.300%, 05/14/2036		200		188
4.250%, 11/21/2049		3,990		3,521
4.050%, 11/21/2039		742		663
3.800%, 03/15/2025		460		452
3.750%, 11/14/2023		100		99
3.600%, 05/14/2025 (E)		770		755
3.200%, 11/21/2029		1,325		1,230
2.950%, 11/21/2026		380		362
2.600%, 11/21/2024		1,820		1,756
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,368
Aetna
3.875%, 08/15/2047		90		71
2.800%, 06/15/2023		1,750		1,742
Alcon Finance
3.000%, 09/23/2029 (D)		1,975		1,787
Amgen
6.375%, 06/01/2037		910		1,008
5.650%, 03/02/2053		3,524		3,667
5.600%, 03/02/2043		1,075		1,108
5.250%, 03/02/2025		1,534		1,551
5.250%, 03/02/2033		1,842		1,893
5.150%, 03/02/2028		917		936
5.150%, 11/15/2041		332		323
4.663%, 06/15/2051		269		245
4.400%, 05/01/2045		375		331
4.200%, 03/01/2033 (E)		63		60
3.625%, 05/22/2024		130		128
3.150%, 02/21/2040		190		149
2.770%, 09/01/2053		263		168

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.000%, 01/15/2032	$	1,515	$	1,233
Astrazeneca Finance
4.900%, 03/03/2030		919		940
4.875%, 03/03/2028		919		946
4.875%, 03/03/2033		612		631
Bausch Health
7.250%, 05/30/2029 (D)		170		64
6.250%, 02/15/2029 (D)		500		200
5.500%, 11/01/2025 (D)		20		16
Baxter International
3.950%, 04/01/2030 (E)		425		396
BayCare Health System
3.831%, 11/15/2050		1,595		1,340
Bayer US Finance
3.375%, 10/08/2024 (D)(E)		800		778
Bayer US Finance II
4.875%, 06/25/2048 (D)		1,795		1,610
4.700%, 07/15/2064 (D)		210		172
4.625%, 06/25/2038 (D)		420		385
4.375%, 12/15/2028 (D)		4,578		4,426
4.250%, 12/15/2025 (D)		520		509
Becton Dickinson
4.685%, 12/15/2044		264		246
3.734%, 12/15/2024		287		280
3.700%, 06/06/2027		121		117
3.363%, 06/06/2024		758		744
Bon Secours Mercy Health
3.464%, 06/01/2030 (E)		855		770
Bristol-Myers Squibb
4.550%, 02/20/2048		129		122
4.350%, 11/15/2047		51		47
3.400%, 07/26/2029		124		118
3.200%, 06/15/2026		506		489
2.900%, 07/26/2024		785		770
2.550%, 11/13/2050		365		244
Centene
4.625%, 12/15/2029		390		367
4.250%, 12/15/2027		260		250
3.375%, 02/15/2030		230		201
3.000%, 10/15/2030		3,402		2,865
2.625%, 08/01/2031		40		32
Cigna Group
5.400%, 03/15/2033		1,068		1,109
4.900%, 12/15/2048		1,137		1,070
4.800%, 08/15/2038		1,144		1,108
4.375%, 10/15/2028		810		798
4.125%, 11/15/2025		290		285
3.750%, 07/15/2023		462		460
3.400%, 03/01/2027		380		364
3.400%, 03/15/2050		120		89
3.400%, 03/15/2051		588		433

SEI Institutional Managed Trust

129

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommonSpirit Health
4.350%, 11/01/2042	$	110	$	95
2.782%, 10/01/2030		1,970		1,673
CVS Health
5.125%, 02/21/2030		1,375		1,394
5.125%, 07/20/2045		670		636
5.050%, 03/25/2048		4,625		4,327
5.000%, 02/20/2026		1,515		1,532
4.780%, 03/25/2038		565		539
4.300%, 03/25/2028		1,084		1,064
4.250%, 04/01/2050		30		25
4.125%, 04/01/2040		160		137
3.875%, 07/20/2025		515		506
3.750%, 04/01/2030		540		505
3.625%, 04/01/2027 (E)		360		347
3.000%, 08/15/2026		298		284
2.700%, 08/21/2040		500		358
2.125%, 09/15/2031 (E)		370		302
1.875%, 02/28/2031		110		89
CVS Pass-Through Trust
5.926%, 01/10/2034 (D)		63		63
DH Europe Finance II Sarl
2.200%, 11/15/2024		755		725
Elevance Health
4.625%, 05/15/2042		41		38
4.550%, 05/15/2052		250		226
4.100%, 05/15/2032		270		258
3.650%, 12/01/2027		220		213
3.500%, 08/15/2024 (E)		90		88
3.350%, 12/01/2024		1,425		1,391
Eli Lilly
4.950%, 02/27/2063		215		221
4.875%, 02/27/2053		460		476
4.700%, 02/27/2033		613		628
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)		1,345		1,168
Gilead Sciences
5.650%, 12/01/2041		35		38
4.750%, 03/01/2046		380		366
4.500%, 02/01/2045		10		9
4.000%, 09/01/2036		246		228
3.700%, 04/01/2024		410		405
3.650%, 03/01/2026		460		450
2.800%, 10/01/2050		758		523
2.600%, 10/01/2040		479		353
1.650%, 10/01/2030		276		227
HCA
5.875%, 02/01/2029		410		419
5.625%, 09/01/2028		60		61
5.500%, 06/15/2047		965		906
5.375%, 02/01/2025		160		160
5.375%, 09/01/2026 (E)		155		155

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 04/15/2025	$	820	$	819
5.250%, 06/15/2026		650		651
5.250%, 06/15/2049		2,150		1,939
4.625%, 03/15/2052 (D)		1,920		1,594
4.500%, 02/15/2027		20		19
4.125%, 06/15/2029		1,500		1,405
3.625%, 03/15/2032 (D)		840		740
3.500%, 09/01/2030		790		704
3.500%, 07/15/2051		672		464
2.375%, 07/15/2031		945		763
Humana
4.950%, 10/01/2044		60		56
4.800%, 03/15/2047		30		27
4.625%, 12/01/2042		170		153
4.500%, 04/01/2025		80		79
3.950%, 03/15/2027		70		68
3.700%, 03/23/2029		3,205		3,015
2.150%, 02/03/2032		130		106
Johnson & Johnson
3.700%, 03/01/2046		170		152
3.625%, 03/03/2037		260		240
3.500%, 01/15/2048		92		80
3.400%, 01/15/2038		173		156
2.625%, 01/15/2025		86		84
2.450%, 09/01/2060 (E)		655		432
0.950%, 09/01/2027		610		540
0.550%, 09/01/2025		300		276
Medtronic
4.625%, 03/15/2045		9		9
Merck
1.450%, 06/24/2030		300		248
0.750%, 02/24/2026		530		485
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		632
Pfizer
4.000%, 12/15/2036 (E)		815		784
2.625%, 04/01/2030 (E)		440		397
1.700%, 05/28/2030 (E)		420		354
0.800%, 05/28/2025		670		621
Roche Holdings
2.607%, 12/13/2051 (D)		425		297
2.076%, 12/13/2031 (D)		1,917		1,618
Royalty Pharma
1.200%, 09/02/2025		535		485
0.750%, 09/02/2023 (E)		925		902
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		857
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		919		908
Takeda Pharmaceutical
4.400%, 11/26/2023		1,127		1,123

130

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tenet Healthcare
4.375%, 01/15/2030	$	20	$	18
Teva Pharmaceutical Finance Netherlands III BV
8.125%, 09/15/2031		200		210
7.125%, 01/31/2025		390		398
5.125%, 05/09/2029		1,780		1,612
4.750%, 05/09/2027		200		187
3.150%, 10/01/2026		1,580		1,430
2.800%, 07/21/2023		85		84
UnitedHealth Group
5.875%, 02/15/2053		2,815		3,164
5.800%, 03/15/2036		280		306
5.200%, 04/15/2063		314		318
5.050%, 04/15/2053		471		476
4.625%, 07/15/2035		523		525
4.500%, 04/15/2033		471		468
4.450%, 12/15/2048		90		83
4.250%, 04/15/2047		450		402
4.250%, 06/15/2048		110		99
4.200%, 05/15/2032		290		284
4.000%, 05/15/2029		997		975
3.875%, 12/15/2028		170		167
3.875%, 08/15/2059		360		294
3.750%, 07/15/2025		270		267
3.700%, 08/15/2049		150		122
3.500%, 06/15/2023		150		150
3.250%, 05/15/2051		456		343
3.125%, 05/15/2060		50		35
3.050%, 05/15/2041		145		114
2.300%, 05/15/2031		80		68
2.000%, 05/15/2030		140		120
1.250%, 01/15/2026		170		156
Universal Health Services
1.650%, 09/01/2026		685		603
Viatris
4.000%, 06/22/2050		505		332
Wyeth
5.950%, 04/01/2037		470		528
				118,316
Industrials — 2.4%
3M
3.700%, 04/15/2050 (E)		660		540
3.050%, 04/15/2030 (E)		90		82
2.375%, 08/26/2029 (E)		390		345
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (D)		255		192
AerCap Ireland Capital DAC
3.875%, 01/23/2028		345		318
3.500%, 01/15/2025		232		222
3.300%, 01/30/2032		4,118		3,412

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.150%, 02/15/2024	$	560	$	543
3.000%, 10/29/2028		2,375		2,073
2.450%, 10/29/2026		3,530		3,169
1.650%, 10/29/2024 (E)		1,395		1,305
1.150%, 10/29/2023		3,112		3,017
Air Lease
5.850%, 12/15/2027		820		824
5.300%, 02/01/2028		450		444
3.625%, 04/01/2027		221		205
3.625%, 12/01/2027		216		200
3.375%, 07/01/2025		310		295
3.250%, 03/01/2025		1,645		1,580
Air Lease MTN
2.300%, 02/01/2025		355		336
Allied Universal Holdco
6.625%, 07/15/2026 (D)		20		19
Boeing
5.930%, 05/01/2060		626		625
5.805%, 05/01/2050		1,390		1,399
5.705%, 05/01/2040		690		698
5.150%, 05/01/2030		940		946
4.875%, 05/01/2025		2,075		2,071
3.750%, 02/01/2050		954		722
3.625%, 03/01/2048		23		16
3.550%, 03/01/2038		196		156
3.250%, 02/01/2035		1,549		1,265
3.200%, 03/01/2029		490		448
3.100%, 05/01/2026		160		152
2.800%, 03/01/2027		190		174
2.700%, 02/01/2027		140		129
2.196%, 02/04/2026		1,979		1,836
1.433%, 02/04/2024		2,065		1,995
Builders FirstSource
4.250%, 02/01/2032 (D)		80		70
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		109
5.400%, 06/01/2041		50		52
4.450%, 01/15/2053		122		114
4.150%, 12/15/2048		150		131
4.050%, 06/15/2048		124		108
2.875%, 06/15/2052		120		84
Canadian National Railway
4.400%, 08/05/2052		290		272
3.850%, 08/05/2032		435		413
Canadian Pacific Railway
6.125%, 09/15/2115		44		47
3.000%, 12/02/2041		50		40
1.750%, 12/02/2026		133		121
1.350%, 12/02/2024		685		645
Carrier Global
3.577%, 04/05/2050		30		23

SEI Institutional Managed Trust

131

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cintas No. 2
4.000%, 05/01/2032	$	1,190	$	1,143
3.700%, 04/01/2027		400		388
CoStar Group
2.800%, 07/15/2030 (D)		830		695
Crowley Conro
4.181%, 08/15/2043		405		391
Deere
3.750%, 04/15/2050 (E)		530		470
3.100%, 04/15/2030		100		92
Delta Air Lines
7.375%, 01/15/2026		580		603
4.750%, 10/20/2028 (D)		2,065		1,992
4.500%, 10/20/2025 (D)		449		442
4.375%, 04/19/2028		153		142
3.800%, 04/19/2023		381		380
2.900%, 10/28/2024 (E)		60		57
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028 (E)		3,402		2,994
DP World MTN
5.625%, 09/25/2048 (D)		990		956
Eaton
7.625%, 04/01/2024		75		77
4.150%, 11/02/2042		140		124
Emerson Electric
2.800%, 12/21/2051		280		190
Equifax
3.950%, 06/15/2023		1,612		1,605
2.600%, 12/15/2025		255		238
General Dynamics
4.250%, 04/01/2040		880		831
4.250%, 04/01/2050		200		187
3.500%, 05/15/2025		60		59
3.250%, 04/01/2025		160		156
General Electric MTN
5.344%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (B)		2,400		2,012
GFL Environmental
4.250%, 06/01/2025 (D)		250		244
H&E Equipment Services
3.875%, 12/15/2028 (D)		80		70
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (D)(E)		50		47
Honeywell International
1.350%, 06/01/2025		310		291
John Deere Capital MTN
5.050%, 03/03/2026		1,072		1,090
4.900%, 03/03/2028		765		786
4.850%, 10/11/2029		506		523
4.150%, 09/15/2027		1,449		1,442
3.350%, 04/18/2029		1,255		1,188

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
L3Harris Technologies
5.054%, 04/27/2045	$	180	$	172
4.854%, 04/27/2035		80		79
Lockheed Martin
4.500%, 05/15/2036		90		89
4.150%, 06/15/2053		1,220		1,109
4.070%, 12/15/2042		91		83
3.900%, 06/15/2032 (E)		230		224
3.550%, 01/15/2026		1,188		1,177
Mileage Plus Holdings
6.500%, 06/20/2027 (D)		434		432
Norfolk Southern
4.450%, 03/01/2033		465		452
Northrop Grumman
5.250%, 05/01/2050		350		362
4.950%, 03/15/2053		456		455
4.700%, 03/15/2033		635		641
4.400%, 05/01/2030		985		980
4.030%, 10/15/2047		192		167
3.250%, 08/01/2023		716		712
3.250%, 01/15/2028		1,074		1,021
2.930%, 01/15/2025		810		784
Otis Worldwide
3.112%, 02/15/2040		335		260
2.056%, 04/05/2025		220		207
Parker-Hannifin
4.250%, 09/15/2027		760		745
2.700%, 06/14/2024		400		389
Prime Security Services Borrower
5.750%, 04/15/2026 (D)		320		318
Protective Life Global Funding
1.618%, 04/15/2026 (D)		2,170		1,978
Quanta Services
0.950%, 10/01/2024		550		513
Raytheon Technologies
5.375%, 02/27/2053		633		666
5.150%, 02/27/2033		949		988
4.625%, 11/16/2048		51		48
4.500%, 06/01/2042		170		161
4.450%, 11/16/2038		63		60
4.150%, 05/15/2045		59		52
4.125%, 11/16/2028		280		276
3.950%, 08/16/2025		510		504
3.150%, 12/15/2024		200		195
2.250%, 07/01/2030		420		360
Republic Services
5.000%, 04/01/2034		457		466
4.875%, 04/01/2029		457		462
3.950%, 05/15/2028		335		326
2.500%, 08/15/2024		385		373
1.450%, 02/15/2031		1,650		1,312

132

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)	$	1,120	$	1,021
Spirit Loyalty Cayman
8.000%, 09/20/2025 (D)		375		376
Triton Container International
2.050%, 04/15/2026 (D)		755		670
Union Pacific
3.839%, 03/20/2060		1,030		834
3.750%, 07/15/2025		340		335
3.750%, 02/05/2070		230		176
3.375%, 02/14/2042		330		272
3.250%, 02/05/2050		480		365
2.891%, 04/06/2036		1,595		1,316
2.800%, 02/14/2032		397		349
2.375%, 05/20/2031 (E)		293		253
United Airlines
4.625%, 04/15/2029 (D)		510		461
4.375%, 04/15/2026 (D)		300		287
United Parcel Service
5.200%, 04/01/2040 (E)		240		250
United Rentals North America
4.875%, 01/15/2028		150		143
3.875%, 11/15/2027		100		94
3.875%, 02/15/2031		920		812
3.750%, 01/15/2032		300		258
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		429		406
Vertiv Group
4.125%, 11/15/2028 (D)		140		124
XPO Logistics
6.250%, 05/01/2025 (D)		32		32
				84,319
Information Technology — 1.9%
Apple
4.375%, 05/13/2045		360		349
4.250%, 02/09/2047		162		155
4.100%, 08/08/2062		217		193
3.950%, 08/08/2052		429		384
3.850%, 05/04/2043		220		200
3.250%, 08/08/2029		225		215
3.200%, 05/13/2025		64		63
3.200%, 05/11/2027		232		226
2.650%, 05/11/2050		425		300
2.650%, 02/08/2051		189		133
2.450%, 08/04/2026		1,410		1,342
2.400%, 08/20/2050		36		24
2.375%, 02/08/2041		224		168
1.400%, 08/05/2028		580		508
1.125%, 05/11/2025		1,110		1,042

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Broadcom
4.926%, 05/15/2037 (D)	$	939	$	854
4.150%, 11/15/2030		370		343
3.469%, 04/15/2034 (D)		309		254
3.419%, 04/15/2033 (D)		925		774
3.187%, 11/15/2036 (D)		10		8
3.150%, 11/15/2025		361		345
3.137%, 11/15/2035 (D)		1,960		1,507
2.600%, 02/15/2033 (D)		1,312		1,029
2.450%, 02/15/2031 (D)		482		395
CommScope
6.000%, 03/01/2026 (D)		200		193
4.750%, 09/01/2029 (D)		140		117
Corning
5.450%, 11/15/2079		570		525
Dell International
6.020%, 06/15/2026		39		40
Global Payments
4.450%, 06/01/2028		1,845		1,751
Intel
5.900%, 02/10/2063		430		443
5.700%, 02/10/2053		304		310
5.625%, 02/10/2043		175		179
5.200%, 02/10/2033		1,290		1,314
5.125%, 02/10/2030		320		326
4.750%, 03/25/2050		170		156
3.700%, 07/29/2025		223		220
3.050%, 08/12/2051		270		184
2.800%, 08/12/2041		721		523
1.600%, 08/12/2028		540		472
International Business Machines
3.000%, 05/15/2024		1,510		1,482
KLA
4.950%, 07/15/2052		257		255
3.300%, 03/01/2050		252		192
Kyndryl Holdings
2.050%, 10/15/2026		1,350		1,173
Marvell Technology
1.650%, 04/15/2026		1,030		934
Mastercard
3.850%, 03/26/2050		80		71
3.375%, 04/01/2024		80		79
Micron Technology
5.875%, 02/09/2033		1,043		1,055
3.477%, 11/01/2051		149		97
Microsoft
4.100%, 02/06/2037 (E)		251		248
3.625%, 12/15/2023		89		89
3.500%, 02/12/2035		156		148
3.450%, 08/08/2036		565		523
3.300%, 02/06/2027		1,550		1,521
3.041%, 03/17/2062		199		149

SEI Institutional Managed Trust

133

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.921%, 03/17/2052	$	669	$	509
2.875%, 02/06/2024		1,010		995
2.700%, 02/12/2025		250		243
2.525%, 06/01/2050		884		625
2.400%, 08/08/2026		1,410		1,342
2.375%, 05/01/2023		20		20
NVIDIA
3.700%, 04/01/2060		310		249
3.500%, 04/01/2040		430		369
3.500%, 04/01/2050		1,150		941
2.850%, 04/01/2030		1,000		911
NXP BV
4.400%, 06/01/2027		334		330
3.250%, 05/11/2041		302		220
2.700%, 05/01/2025		280		266
2.500%, 05/11/2031		306		253
Open Text Holdings
4.125%, 02/15/2030 (D)		20		17
4.125%, 12/01/2031 (D)		30		25
Oracle
6.900%, 11/09/2052		2,104		2,358
5.550%, 02/06/2053		939		894
4.900%, 02/06/2033		787		771
4.650%, 05/06/2030		330		321
4.375%, 05/15/2055		186		147
4.000%, 07/15/2046		535		408
3.950%, 03/25/2051		2,335		1,757
3.900%, 05/15/2035		1,720		1,502
3.800%, 11/15/2037		2,255		1,872
3.650%, 03/25/2041		800		617
3.600%, 04/01/2040		915		710
3.600%, 04/01/2050		1,150		816
2.950%, 11/15/2024		315		306
2.950%, 04/01/2030		860		759
2.875%, 03/25/2031		1,320		1,130
1.650%, 03/25/2026		890		818
PayPal Holdings
2.300%, 06/01/2030 (E)		2,845		2,436
1.650%, 06/01/2025		400		376
Prosus
3.832%, 02/08/2051 (D)		320		205
Prosus MTN
4.027%, 08/03/2050 (D)		730		479
3.061%, 07/13/2031 (D)		2,100		1,654
QUALCOMM
6.000%, 05/20/2053		693		787
Roper Technologies
1.000%, 09/15/2025		420		384
Salesforce
3.700%, 04/11/2028		670		658
3.250%, 04/11/2023		480		480

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint
7.875%, 09/15/2023	$	110	$	111
Sprint Capital
8.750%, 03/15/2032		590		718
Tencent Holdings MTN
3.975%, 04/11/2029 (D)		600		570
3.840%, 04/22/2051 (D)		1,225		888
3.680%, 04/22/2041 (D)		680		519
Texas Instruments
5.000%, 03/14/2053		762		803
4.900%, 03/14/2033		1,220		1,269
4.150%, 05/15/2048		300		279
1.750%, 05/04/2030		290		246
TSMC Arizona
1.750%, 10/25/2026		300		272
TSMC Global
1.375%, 09/28/2030 (D)		1,365		1,090
Visa
4.300%, 12/14/2045		690		664
3.650%, 09/15/2047		235		205
3.150%, 12/14/2025		1,410		1,369
VMware
4.700%, 05/15/2030		554		538
1.400%, 08/15/2026		895		791
1.000%, 08/15/2024		956		902
0.600%, 08/15/2023		1,347		1,322
Vontier
2.950%, 04/01/2031		425		340
1.800%, 04/01/2026 (E)		495		438
Workday
3.700%, 04/01/2029		260		244
Xilinx
2.375%, 06/01/2030		236		206
				69,324
Materials — 1.0%
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,334
Anglo American Capital
4.750%, 04/10/2027 (D)		720		704
4.750%, 03/16/2052 (D)		546		464
4.000%, 09/11/2027 (D)		200		190
3.875%, 03/16/2029 (D)		679		624
3.625%, 09/11/2024 (D)		710		693
ArcelorMittal
7.000%, 10/15/2039 (E)		120		126
Ball
3.125%, 09/15/2031		370		306
Barrick North America Finance
5.750%, 05/01/2043		290		306
5.700%, 05/30/2041		509		534

134

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berry Global
1.650%, 01/15/2027	$	2,985	$	2,613
BHP Billiton Finance USA
5.000%, 09/30/2043		410		415
4.875%, 02/27/2026		1,533		1,544
4.750%, 02/28/2028		1,226		1,241
4.125%, 02/24/2042		40		36
Celanese US Holdings
6.330%, 07/15/2029		990		1,001
6.050%, 03/15/2025 (E)		2,425		2,439
Dow Chemical
7.375%, 11/01/2029		217		249
6.900%, 05/15/2053		289		334
5.250%, 11/15/2041		25		24
4.800%, 05/15/2049		360		320
DuPont de Nemours
4.493%, 11/15/2025		830		829
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (D)		480		465
First Quantum Minerals
6.875%, 10/15/2027 (D)		220		212
Freeport-McMoRan
5.450%, 03/15/2043		785		734
5.250%, 09/01/2029		859		842
4.625%, 08/01/2030		180		170
4.550%, 11/14/2024		40		40
Glencore Finance Canada
6.900%, 11/15/2037 (D)		318		355
6.000%, 11/15/2041 (D)		113		114
5.550%, 10/25/2042 (D)		138		132
Glencore Funding
4.875%, 03/12/2029 (D)		245		242
4.125%, 05/30/2023 (D)		200		199
4.125%, 03/12/2024 (D)		1,340		1,325
4.000%, 03/27/2027 (D)		1,200		1,156
3.875%, 10/27/2027 (D)		220		208
3.875%, 04/27/2051 (D)		173		132
2.625%, 09/23/2031 (D)		678		557
International Flavors & Fragrances
5.000%, 09/26/2048		1,505		1,283
2.300%, 11/01/2030 (D)		990		795
1.230%, 10/01/2025 (D)		625		559
OCP
5.125%, 06/23/2051 (D)		360		261
4.500%, 10/22/2025 (D)		400		387
3.750%, 06/23/2031 (D)(E)		410		334
Orbia Advance
2.875%, 05/11/2031 (D)		780		627
1.875%, 05/11/2026 (D)		820		730
Rohm and Haas
7.850%, 07/15/2029		501		571

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southern Copper
5.250%, 11/08/2042 (E)	$	2,220	$	2,125
Suzano Austria GmbH
3.750%, 01/15/2031		1,400		1,219
3.125%, 01/15/2032 (E)		70		57
Teck Resources
6.250%, 07/15/2041		5		5
6.000%, 08/15/2040		30		30
Vale Overseas
6.875%, 11/21/2036		874		914
6.250%, 08/10/2026		32		33
				34,139
Real Estate — 1.0%
Agree
2.600%, 06/15/2033		131		103
2.000%, 06/15/2028		577		489
American Assets Trust
3.375%, 02/01/2031		1,370		1,100
American Homes 4 Rent
4.300%, 04/15/2052		238		187
3.625%, 04/15/2032		3,106		2,690
American Tower
5.650%, 03/15/2033		1,590		1,636
5.500%, 03/15/2028		612		624
2.950%, 01/15/2051		153		98
2.700%, 04/15/2031		275		231
1.875%, 10/15/2030		1,430		1,134
AvalonBay Communities MTN
2.450%, 01/15/2031		1,155		973
Boston Properties
3.400%, 06/21/2029 (E)		720		590
Brandywine Operating Partnership
3.950%, 11/15/2027		17		13
Brixmor Operating Partnership
2.500%, 08/16/2031		321		248
Camden Property Trust
2.800%, 05/15/2030		265		230
Crown Castle
5.000%, 01/11/2028		1,227		1,236
2.900%, 03/15/2027		444		412
2.900%, 04/01/2041		307		219
1.050%, 07/15/2026		827		729
CubeSmart
2.250%, 12/15/2028		744		639
Equinix
3.900%, 04/15/2032		1,715		1,559
Essential Properties
2.950%, 07/15/2031		1,290		947
Essex Portfolio
2.550%, 06/15/2031		274		225
1.700%, 03/01/2028		695		597

SEI Institutional Managed Trust

135

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Extra Space Storage
3.900%, 04/01/2029	$	226	$	208
2.550%, 06/01/2031		735		596
2.350%, 03/15/2032		340		267
GLP Capital
5.375%, 04/15/2026		1,690		1,640
5.300%, 01/15/2029		1,463		1,396
5.250%, 06/01/2025		80		78
4.000%, 01/15/2030		176		156
4.000%, 01/15/2031		35		30
3.250%, 01/15/2032		56		46
Healthcare Realty Holdings
3.100%, 02/15/2030		1,645		1,426
2.050%, 03/15/2031		98		74
Hudson Pacific Properties
4.650%, 04/01/2029 (E)		580		407
3.950%, 11/01/2027		1,246		855
Invitation Homes Operating Partnership
4.150%, 04/15/2032		1,568		1,405
2.300%, 11/15/2028		82		69
Life Storage
3.875%, 12/15/2027		5		5
Mid-America Apartments
4.300%, 10/15/2023		272		271
Physicians Realty
3.950%, 01/15/2028		30		28
Realty Income
5.625%, 10/13/2032		841		873
4.850%, 03/15/2030		369		364
2.850%, 12/15/2032		384		317
2.200%, 06/15/2028		284		251
Regency Centers
2.950%, 09/15/2029		727		629
Sabra Health Care
3.900%, 10/15/2029		715		591
Simon Property Group
2.450%, 09/13/2029		1,020		875
STORE Capital
4.625%, 03/15/2029		339		301
4.500%, 03/15/2028		708		634
2.750%, 11/18/2030		470		346
2.700%, 12/01/2031		185		133
Sun Communities Operating
4.200%, 04/15/2032		531		475
VICI Properties
5.750%, 02/01/2027 (D)		185		182
5.625%, 05/15/2052		627		564
5.125%, 05/15/2032		1,164		1,097
4.625%, 06/15/2025 (D)		100		97
4.500%, 09/01/2026 (D)		375		353
4.500%, 01/15/2028 (D)		238		220
4.125%, 08/15/2030 (D)		184		162

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 02/15/2029 (D)	$	655	$	582
3.750%, 02/15/2027 (D)		30		28
Welltower
4.500%, 01/15/2024		102		101
				35,041
Utilities — 1.9%
AEP Texas
6.650%, 02/15/2033		500		546
Alabama Power
3.700%, 12/01/2047		965		763
American Electric Power
5.950%, 11/01/2032		750		798
5.625%, 03/01/2033		612		633
American Transmission Systems
2.650%, 01/15/2032 (D)		1,412		1,189
Baltimore Gas and Electric
2.250%, 06/15/2031		411		347
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		728
Boston Gas
4.487%, 02/15/2042 (D)		35		30
CenterPoint Energy Houston Electric
4.950%, 04/01/2033		458		468
3.600%, 03/01/2052		304		240
Cleco Power
6.000%, 12/01/2040		700		704
Comision Federal de Electricidad
3.875%, 07/26/2033 (D)(E)		270		205
Commonwealth Edison
5.300%, 02/01/2053		124		130
Consolidated Edison of New York
5.200%, 03/01/2033		858		885
4.450%, 03/15/2044		1,120		1,002
3.950%, 04/01/2050		130		108
3.350%, 04/01/2030 (E)		180		166
Constellation Energy Generation
5.600%, 03/01/2028		935		962
Consumers Energy
2.650%, 08/15/2052		184		121
2.500%, 05/01/2060		235		138
Dominion Energy
3.071%, 08/15/2024 (C)		980		950
DTE Electric
3.650%, 03/01/2052 (E)		220		175
2.950%, 03/01/2050		480		337
DTE Energy
2.529%, 10/01/2024 (C)		830		798
1.050%, 06/01/2025		1,495		1,374
Duke Energy
3.500%, 06/15/2051		85		62
3.150%, 08/15/2027		280		263

136

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.550%, 06/15/2031	$	301	$	252
0.900%, 09/15/2025		705		642
Duke Energy Carolinas
5.350%, 01/15/2053		615		640
4.250%, 12/15/2041		628		557
4.000%, 09/30/2042		1,000		855
3.550%, 03/15/2052		372		289
2.850%, 03/15/2032		511		444
2.550%, 04/15/2031		280		240
Duke Energy Florida
3.200%, 01/15/2027		1,080		1,030
2.400%, 12/15/2031		410		344
Duke Energy Indiana
4.200%, 03/15/2042		30		26
2.750%, 04/01/2050		280		185
Duke Energy Ohio
5.250%, 04/01/2033		845		869
Duke Energy Progress
5.250%, 03/15/2033		428		444
4.100%, 05/15/2042		425		367
2.500%, 08/15/2050		415		260
Enel Finance International
6.800%, 10/14/2025 (D)		480		496
Entergy Arkansas
5.150%, 01/15/2033		616		633
2.650%, 06/15/2051		370		239
Evergy Metro
5.300%, 10/01/2041		100		99
Eversource Energy
2.900%, 10/01/2024		1,610		1,552
1.650%, 08/15/2030		467		376
Exelon
5.625%, 06/15/2035		760		792
5.600%, 03/15/2053		369		376
5.300%, 03/15/2033		2,093		2,129
FirstEnergy
4.150%, 07/15/2027		940		896
1.600%, 01/15/2026		180		164
FirstEnergy Transmission
5.450%, 07/15/2044 (D)		35		34
Indiana Michigan Power
4.550%, 03/15/2046		325		286
ITC Holdings
4.050%, 07/01/2023		1,152		1,148
Jersey Central Power & Light
4.700%, 04/01/2024 (D)		700		695
2.750%, 03/01/2032 (D)		1,527		1,277
KeySpan Gas East
5.994%, 03/06/2033 (D)		55		57
3.586%, 01/18/2052 (D)		2,295		1,660
2.742%, 08/15/2026 (D)		1,025		938

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Louisville Gas and Electric
5.450%, 04/15/2033	$	1,135	$	1,180
Metropolitan Edison
5.200%, 04/01/2028 (D)		456		460
4.300%, 01/15/2029 (D)		484		464
MidAmerican Energy
4.800%, 09/15/2043		830		799
2.700%, 08/01/2052		356		241
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (D)		162		157
Mississippi Power
4.250%, 03/15/2042		189		161
3.100%, 07/30/2051		493		339
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025		275		261
NextEra Energy Capital Holdings
6.051%, 03/01/2025		1,095		1,114
NiSource
5.800%, 02/01/2042		149		147
NSTAR Electric
4.550%, 06/01/2052		334		311
3.100%, 06/01/2051		254		182
Oncor Electric Delivery
2.750%, 05/15/2030		1,065		949
Pacific Gas and Electric
5.250%, 03/01/2052		125		106
4.950%, 07/01/2050		1,313		1,082
4.750%, 02/15/2044		138		111
4.500%, 07/01/2040		141		116
4.200%, 06/01/2041		239		188
3.950%, 12/01/2047 (E)		945		672
3.500%, 08/01/2050		130		86
3.300%, 08/01/2040 (E)		60		42
2.500%, 02/01/2031		1,595		1,292
2.100%, 08/01/2027		1,515		1,321
1.700%, 11/15/2023		1,560		1,522
PacifiCorp
2.900%, 06/15/2052		1,330		912
PECO Energy
4.150%, 10/01/2044		900		786
2.850%, 09/15/2051		496		339
Pennsylvania Electric
5.150%, 03/30/2026 (D)		304		305
3.250%, 03/15/2028 (D)		401		373
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		500		486
Piedmont Natural Gas
5.050%, 05/15/2052		1,100		1,021
Public Service Electric and Gas MTN
5.125%, 03/15/2053		545		558

SEI Institutional Managed Trust

137

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.700%, 05/01/2050	$	225	$	152
2.050%, 08/01/2050 (E)		114		68
1.900%, 08/15/2031		552		449
Public Service Enterprise Group
1.600%, 08/15/2030		222		178
Public Service of Colorado
5.250%, 04/01/2053		1,090		1,110
Public Service of Oklahoma
3.150%, 08/15/2051		278		192
Southern California Edison
4.125%, 03/01/2048		735		608
4.050%, 03/15/2042		5		4
3.700%, 08/01/2025		99		96
Southern California Gas
2.550%, 02/01/2030		900		786
Southern Gas Capital
5.875%, 03/15/2041		700		731
4.400%, 05/30/2047		500		427
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,432
Southwestern Public Service
3.750%, 06/15/2049		845		663
Texas Electric Market Stabilization Funding N
4.265%, 08/01/2034 (D)(E)		2,682		2,598
Virginia Electric & Power
4.650%, 08/15/2043		585		531
Virginia Electric and Power
5.450%, 04/01/2053		137		140
5.000%, 04/01/2033		1,041		1,049
2.950%, 11/15/2051		411		280
Vistra Operations
4.300%, 07/15/2029 (D)		1,590		1,423
WEC Energy Group
0.800%, 03/15/2024		595		570
Wisconsin Electric Power
4.750%, 09/30/2032		412		415
1.700%, 06/15/2028		255		222
				67,620
Total Corporate Obligations
(Cost $1,235,330) ($ Thousands)				1,138,612
U.S. TREASURY OBLIGATIONS — 24.0%
U.S. Treasury Bills
5.067%, 08/31/2023 (H)		12,950		12,698
4.753%, 07/20/2023 (H)		10,015		9,876
4.752%, 06/15/2023 (H)		21,475		21,273
4.744%, 08/03/2023 (H)		9,199		9,052
4.657%, 06/01/2023 (H)		5,920		5,876

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.652%, 07/18/2023 (H)	$	16,415	$	16,190
4.600%, 07/27/2023 (H)		5,940		5,852
4.558%, 05/11/2023 (H)		3,985		3,965
4.545%, 05/25/2023 (H)		12,555		12,471
4.541%, 05/18/2023 (H)		12,160		12,089
4.444%, 04/27/2023 (H)		9,030		9,002
4.393%, 05/23/2023 (H)		8,930		8,873
U.S. Treasury Bonds
5.250%, 11/15/2028		384		416
4.000%, 11/15/2042		1,930		1,982
4.000%, 11/15/2052		13,680		14,518
3.875%, 02/15/2043		13,634		13,755
3.625%, 08/15/2043		240		233
3.625%, 02/15/2053		41,328		41,031
3.375%, 08/15/2042		440		413
3.375%, 11/15/2048		1,080		1,010
3.250%, 05/15/2042		4,020		3,709
3.125%, 08/15/2044		280		250
3.125%, 05/15/2048		5,285		4,717
3.000%, 08/15/2052		14,728		12,938
2.875%, 08/15/2045		320		273
2.875%, 05/15/2052		9,055		7,746
2.375%, 02/15/2042		31,615		25,423
2.375%, 05/15/2051		12,200		9,368
2.250%, 02/15/2052		20,974		15,640
2.000%, 11/15/2041		89,782		67,761
2.000%, 02/15/2050		1,550		1,099
2.000%, 08/15/2051		13,091		9,208
1.875%, 02/15/2041		1,382		1,034
1.875%, 02/15/2051		9,680		6,611
1.875%, 11/15/2051		9,297		6,331
1.750%, 08/15/2041		53,279		38,577
1.625%, 11/15/2050		7,670		4,919
1.375%, 11/15/2040		25,405		17,499
1.375%, 08/15/2050		14,650		8,797
1.250%, 05/15/2050		12,020		6,988
1.125%, 05/15/2040		13,102		8,718
1.125%, 08/15/2040		17,246		11,399
0.000%, 05/15/2049 (A)		5,380		2,064
U.S. Treasury Inflation Protected Securities
1.625%, 10/15/2027		7,824		7,976
1.125%, 01/15/2033		18,633		18,584
U.S. Treasury Notes
4.625%, 02/28/2025		12,738		12,862
4.625%, 03/15/2026		48,444		49,549
4.500%, 11/30/2024		42		42
4.500%, 11/15/2025		815		827
4.375%, 10/31/2024		196		196
4.250%, 10/15/2025		8,515		8,581
4.125%, 01/31/2025		7,050		7,048
4.125%, 09/30/2027		250		255
4.000%, 12/15/2025		92		92

138

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.000%, 02/15/2026	$	925	$	929
4.000%, 02/29/2028		51,103		52,025
4.000%, 02/28/2030		4,416		4,533
3.875%, 03/31/2025		18,964		18,906
3.875%, 12/31/2027		472		477
3.625%, 03/31/2028		66,432		66,541
3.625%, 03/31/2030		5,110		5,134
3.500%, 01/31/2028		6,430		6,396
3.500%, 01/31/2030		950		946
3.500%, 02/15/2033		9,859		9,874
3.250%, 06/30/2027		7,385		7,258
3.250%, 06/30/2029		2,594		2,543
3.000%, 07/15/2025		7,715		7,550
3.000%, 09/30/2025		449		439
2.875%, 04/30/2025		3,009		2,939
2.750%, 04/30/2027		4,880		4,703
2.750%, 02/15/2028		5,009		4,811
2.750%, 05/31/2029		3,582		3,414
2.625%, 02/15/2029		1,635		1,550
2.625%, 07/31/2029		21,925		20,736
2.000%, 11/15/2026		5,213		4,903
1.875%, 02/28/2029		3,246		2,949
1.750%, 12/31/2026		1,541		1,435
1.625%, 05/15/2026		4,510		4,223
1.500%, 08/15/2026		14,437		13,400
1.500%, 01/31/2027		3,140		2,891
1.500%, 11/30/2028		2,552		2,276
1.375%, 10/31/2028		11,356		10,075
1.125%, 08/31/2028		1,527		1,341
0.750%, 05/31/2026		6,938		6,311
0.500%, 04/30/2027		1,070		942
0.375%, 11/30/2025		3,245		2,960
0.375%, 07/31/2027		9,400		8,166
Total U.S. Treasury Obligations
(Cost $925,872) ($ Thousands)				861,232
ASSET-BACKED SECURITIES — 9.3%
Automotive — 2.2%
Ally Auto Receivables Trust, Ser 2022-3, Cl A4
5.070%, 06/15/2031		336		340
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/2026		626		619
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3
2.450%, 11/18/2026		274		265

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028	$	1,140	$	1,127
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3
5.620%, 11/18/2027		921		934
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (D)		728		716
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (D)		665		630
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (D)		1,550		1,455
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		2,800		2,572
Avis Budget Rental Car Funding AESOP, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (D)		1,460		1,284
Avis Budget Rental Car Funding AESOP, Ser 2022-4A, Cl A
4.770%, 02/20/2029 (D)		351		345
Avis Budget Rental Car Funding AESOP, Ser 2023-1A, Cl A
5.250%, 04/20/2029 (D)		1,378		1,381
Avis Budget Rental Car Funding AESOP, Ser 2023-2A, Cl A
5.200%, 10/20/2027 (D)		771		769
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A
5.440%, 02/22/2028 (D)		630		630
Avis Budget Rental Car Funding AESOP, Ser 2023-4A, Cl A
5.490%, 06/20/2029 (D)		1,597		1,596
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3
5.160%, 11/25/2025		450		451
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4
5.070%, 06/25/2026		462		464
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3
3.660%, 05/17/2027		1,095		1,069
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3
4.870%, 02/15/2028		1,911		1,924
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A4
4.760%, 08/15/2028		637		641
Chase Auto Owner Trust, Ser 2022-AA, Cl A4
3.990%, 03/27/2028 (D)		439		432
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		575		543

SEI Institutional Managed Trust

139

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)	$	1,010	$	950
Enterprise Fleet Financing, Ser 2023-1, Cl A2
5.510%, 01/22/2029 (D)		916		918
Enterprise Fleet Financing, Ser 2023-1, Cl A3
5.420%, 10/22/2029 (D)		565		566
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		425		400
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2
5.610%, 06/16/2025		630		630
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A4
3.370%, 07/15/2025		327		320
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A3
4.940%, 03/15/2026		983		980
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A4
4.830%, 05/15/2026		492		492
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A
3.880%, 11/15/2034 (D)		2,218		2,147
Ford Credit Auto Owner Trust, Ser 2022-A, Cl A3
1.290%, 06/15/2026		436		418
Ford Credit Auto Owner Trust, Ser 2022-C, Cl A4
4.590%, 12/15/2027		776		775
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A3
5.270%, 05/17/2027		905		915
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4
5.300%, 03/15/2028		307		313
Ford Credit Auto Owner Trust, Ser 2023-1, Cl A
4.850%, 08/15/2035 (D)		2,384		2,390
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3
4.650%, 02/15/2028		2,112		2,113
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (D)		342		337
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (D)		18		18
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		840		830

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A3
5.160%, 04/20/2026	$	909	$	914
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A4
5.160%, 01/20/2027		688		689
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A3
3.100%, 02/16/2027		1,894		1,834
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A4
3.250%, 04/17/2028		1,010		978
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3
4.820%, 08/16/2027		891		894
GM Financial Revolving Receivables Trust, Ser 2022-1, Cl A
5.910%, 10/11/2035 (D)		807		846
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (D)		780		691
Hertz Vehicle Financing III, Ser 2022-1A, Cl A
1.990%, 06/25/2026 (D)		2,440		2,273
Hertz Vehicle Financing III, Ser 2022-3A, Cl A
3.370%, 03/25/2025 (D)		460		451
Hertz Vehicle Financing III, Ser 2023-2A, Cl A
5.570%, 09/25/2029 (D)		1,526		1,549
Hertz Vehicle Financing, Ser 2022-4A, Cl A
3.730%, 09/25/2026 (D)		363		350
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3
3.730%, 07/20/2026		575		564
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A4
3.760%, 12/18/2028		419		409
Honda Auto Receivables Owner Trust, Ser 2023-1, Cl A3
5.040%, 04/21/2027		1,656		1,668
Honda Auto Receivables Owner Trust, Ser 2023-1, Cl A4
4.970%, 06/21/2029		796		806
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3
4.380%, 10/15/2025 (D)		725		718
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A4
4.480%, 08/17/2026 (D)		900		889
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3
5.050%, 01/15/2026 (D)		1,020		1,021

140

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A4
4.940%, 11/16/2026 (D)	$	404	$	403
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		566		520
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		1,061		1,020
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		361		341
Hyundai Auto Receivables Trust, Ser 2022-C, Cl A4
5.520%, 10/16/2028		713		732
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (D)		68		68
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (D)		186		182
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		305		294
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (D)		864		820
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4
5.250%, 02/15/2029		711		725
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A3
4.510%, 11/15/2027		672		671
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A4
4.310%, 04/16/2029		544		540
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4
4.450%, 11/15/2029		434		431
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3
3.960%, 04/15/2026 (D)		648		640
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4
4.180%, 12/15/2028 (D)		318		315
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.900%, 06/15/2026		764		750
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A2
2.120%, 10/15/2026		4		4

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026	$	1,980	$	1,951
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		1,453		1,432
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3
4.140%, 02/16/2027		935		923
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		773		765
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3
4.490%, 11/16/2026		2,530		2,506
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3
5.750%, 04/15/2027		513		518
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (D)		1,115		1,087
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (D)		440		427
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)		1,360		1,263
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A
3.820%, 04/25/2035 (D)		1,891		1,833
Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A4
3.110%, 08/16/2027		753		722
Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A4
3.770%, 02/15/2028		702		685
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4
5.430%, 04/17/2028		389		398
Toyota Auto Receivables Owner Trust, Ser 2023-A, Cl A4
4.420%, 08/15/2028		513		510
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		430		421
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (D)		202		201
World Omni Auto Receivables Trust, Ser 2022-C, Cl A3
3.660%, 10/15/2027		645		632
World Omni Auto Receivables Trust, Ser 2022-D, Cl A3
5.610%, 02/15/2028		1,435		1,458

SEI Institutional Managed Trust

141

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027	$	767	$	765
				80,196
Credit Cards — 0.5%
American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/15/2027		785		767
American Express Credit Account Master Trust, Ser 2022-3, Cl A
3.750%, 08/15/2027		553		543
American Express Credit Account Master Trust, Ser 2022-4, Cl A
4.950%, 10/15/2027		765		772
BA Credit Card Trust, Ser 2022-A1, Cl A1
3.530%, 11/15/2027		998		975
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		931		909
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
5.569%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (B)		2,340		2,329
Discover Card Execution Note Trust, Ser 2022-A3, Cl A3
3.560%, 07/15/2027		3,577		3,495
Discover Card Execution Note Trust, Ser 2022-A4, Cl A
5.030%, 10/15/2027		1,729		1,751
Evergreen Credit Card Trust, Ser 2023-CRT3, Cl B
6.580%, 02/16/2027 (D)		1,060		1,077
Golden Credit Card Trust, Ser 2022-4A, Cl A
4.310%, 09/15/2027 (D)		1,940		1,919
Master Credit Card Trust II, Ser 2023-1A, Cl A
4.700%, 06/21/2027 (D)		1,645		1,641
Mercury Financial Credit Card Master Trust, Ser 2022-1A, Cl B
3.200%, 09/21/2026 (D)		580		540
Synchrony Card Funding, Ser 2022-A1, Cl A
3.370%, 04/15/2028		771		749
Synchrony Card Funding, Ser 2022-A2, Cl A
3.860%, 07/15/2028		474		465
				17,932

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mortgage Related Securities — 0.3%
Aegis Asset-Backed Securities Mortgage Pass Through Certificates, Ser 2003-3, Cl M1
5.895%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2034 (B)	$	505	$	483
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
5.806%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (B)		95		95
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
5.820%, ICE LIBOR USD 1 Month + 0.975%, 12/25/2034 (B)		221		216
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
5.700%, ICE LIBOR USD 1 Month + 0.855%, 08/25/2034 (B)		2,599		2,467
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl M1
5.280%, ICE LIBOR USD 1 Month + 0.435%, 08/25/2036 (B)		1,082		1,075
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
5.125%, ICE LIBOR USD 1 Month + 0.280%, 05/25/2037 (B)		5,500		4,208
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
5.520%, ICE LIBOR USD 1 Month + 0.675%, 12/25/2034 (B)		209		195
				8,739
Non-Agency Mortgage-Backed Obligations — 0.3%
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1
4.750%, 09/26/2067 (C)(D)		1,816		1,748
BANK 2022, Ser BNK44, Cl A5
5.746%, 11/15/2055 (B)		703		735
BANK5 2023, Ser 5YR1, Cl A3
6.260%, 03/15/2056 (B)		981		1,010
BBCMS Mortgage Trust, Ser C18, Cl A5
5.710%, 12/15/2055 (B)		675		705
BLP Commercial Mortgage Trust, Ser IND, Cl A
6.519%, TSFR1M + 1.692%, 03/15/2040 (B)(D)		450		445
BX Trust, Ser LBA, Cl AV
5.743%, TSFR1M + 0.914%, 02/15/2036 (B)(D)		450		429
EFMT, Ser 2023-1, Cl A3
6.544%, 02/25/2068 (C)(D)		1,576		1,546

142

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FIVE Mortgage Trust, Ser V1, Cl A3
5.668%, 02/10/2056 (B)	$	1,283	$	1,309
GS Mortgage Securities Trust, Ser GC32, Cl A3
3.498%, 07/10/2048		346		330
LAQ Mortgage Trust, Ser LAQ, Cl A
6.741%, TSFR1M + 2.091%, 03/15/2036 (B)(D)		440		436
PRKCM Trust, Ser 2023-AFC1, Cl A1
6.598%, 02/25/2058 (C)(D)		1,826		1,829
SCOTT Trust, Ser SFS, Cl A
5.910%, 03/15/2040 (D)		1,110		1,131
				11,653
Other Asset-Backed Securities — 6.0%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
5.945%, ICE LIBOR USD 1 Month + 1.100%, 12/27/2044 (B)(D)		941		921
ACRES Commercial Realty, Ser 2021-FL1, Cl A
5.909%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (B)(D)		1,760		1,716
AIG CLO, Ser 2021-1A, Cl A1R
5.928%, ICE LIBOR USD 3 Month + 1.120%, 04/20/2032 (B)(D)		3,400		3,353
Aligned Data Centers Issuer, Ser 2022-1A, Cl A2
6.350%, 10/15/2047 (D)		70		71
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (D)		1,870		1,805
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
5.866%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)(D)		2,118		2,102
Antares CLO, Ser 2021-1A, Cl A1R
6.275%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (B)(D)		1,400		1,348
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (D)		1,851		1,809
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053 (D)		1,790		1,790
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (D)		893		801
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A
5.754%, ICE LIBOR USD 1 Month + 1.070%, 08/15/2034 (B)(D)		3,213		3,153
Brazos Higher Education Authority, Ser 2010-1, Cl A2
6.158%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (B)		2,401		2,382

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Brazos Higher Education Authority, Ser 2011-2, Cl A3
5.818%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (B)	$	1,758	$	1,741
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
6.418%, ICE LIBOR USD 3 Month + 1.600%, 10/25/2034 (B)(D)		3,000		2,893
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.841%, 11/25/2034 (C)		24		23
CIFC Funding, Ser 2021-7A, Cl A1
5.945%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (B)(D)		3,500		3,419
CIT Education Loan Trust, Ser 2007-1, Cl A
5.224%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (B)(D)		702		667
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
4.933%, 03/25/2037 (C)		622		615
CNH Equipment Trust, Ser 2022-B, Cl A3
3.890%, 08/16/2027		1,360		1,336
CNH Equipment Trust, Ser 2022-C, Cl A3
5.150%, 04/17/2028		1,255		1,266
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (D)		740		642
College Avenue Student Loans, Ser 2017-A, Cl A1
6.495%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (B)(D)		321		319
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)		210		198
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		406		372
College Avenue Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (D)		521		455
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		343		295
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
5.345%, ICE LIBOR USD 1 Month + 0.500%, 10/25/2034 (B)		298		278
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
5.385%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (B)		210		197

SEI Institutional Managed Trust

143

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
5.645%, ICE LIBOR USD 1 Month + 0.800%, 10/25/2047 (B)	$	1,134	$	1,016
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
4.824%, ICE LIBOR USD 1 Month + 0.140%, 07/15/2036 (B)		185		166
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,250		1,222
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (D)		1,087		980
DLLAD, Ser 2023-1A, Cl A3
4.790%, 01/20/2028 (D)		1,325		1,312
DLLST, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (D)		2,440		2,391
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
5.692%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (B)(D)		1,007		998
Educational Funding of the South, Ser 2011-1, Cl A2
5.468%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (B)		340		339
Educational Funding, Ser 2006-1A, Cl A3
5.168%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033 (B)(D)		1,491		1,027
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A
5.250%, 11/25/2040 (D)		656		637
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C
5.845%, ICE LIBOR USD 1 Month + 1.000%, 08/25/2034 (B)		256		238
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (D)		3,377		3,065
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		187
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,797
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
5.505%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (B)		4,401		4,056
Galaxy Xxiv Clo, Ser 2017-24A, Cl A
5.912%, ICE LIBOR USD 3 Month + 1.120%, 01/15/2031 (B)(D)		1,160		1,148
Galaxy Xxviii Clo, Ser 2018-28A, Cl A1
5.892%, ICE LIBOR USD 3 Month + 1.100%, 07/15/2031 (B)(D)		700		692
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		225		219

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
5.912%, ICE LIBOR USD 3 Month + 1.110%, 10/29/2029 (B)(D)	$	2,423	$	2,408
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048 (D)		868		670
GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A3
5.080%, 09/15/2026 (D)		750		752
GSAMP Trust, Ser 2003-SEA, Cl A1
5.645%, ICE LIBOR USD 1 Month + 0.800%, 02/25/2033 (B)		299		288
GSAMP Trust, Ser 2005-WMC3, Cl A2C
5.505%, ICE LIBOR USD 1 Month + 0.660%, 12/25/2035 (B)		5,090		4,906
GSAMP Trust, Ser 2006-HE3, Cl A2D
5.345%, ICE LIBOR USD 1 Month + 0.500%, 05/25/2046 (B)		4,470		4,090
Higher Education Funding, Ser 2014-1, Cl A
6.008%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (B)(D)		64		64
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (D)		1,212		1,034
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		504		475
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (D)		1,443		1,312
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (D)		2,059		1,951
Hotwire Funding, Ser 2021-1, Cl A2
2.311%, 11/20/2051 (D)		820		712
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		700		650
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		916		817
LCM XXI, Ser 2018-21A, Cl AR
5.688%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)(D)		221		220
LMREC, Ser 2019-CRE3, Cl A
6.197%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (B)(D)		1,698		1,695
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (D)		987		859
Magnetite VII, Ser 2018-7A, Cl A1R2
5.592%, ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (B)(D)		766		759

144

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
MF1, Ser 2020-FL4, Cl A
6.474%, TSFR1M + 1.814%, 11/15/2035 (B)(D)	$	645	$	640
MF1, Ser 2021-FL7, Cl A
5.841%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (B)(D)		4,115		3,990
MF1, Ser 2022-FL10, Cl A
7.391%, TSFR1M + 2.635%, 09/17/2037 (B)(D)		675		671
MF1, Ser 2022-FL8, Cl A
5.910%, SOFR30A + 1.350%, 02/19/2037 (B)(D)		2,380		2,315
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(D)		294		240
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		981		950
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.060%, 02/26/2029 (B)(D)		770		712
MVW, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (D)		478		435
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		238		217
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
6.284%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (B)(D)		410		408
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
6.834%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (B)(D)		226		226
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		239		231
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (D)		16		16
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		29		29
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		1,376		1,326
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)		530		508
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)		817		779
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		1,098		1,030

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)	$	1,664	$	1,539
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (D)		383		350
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		147		134
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		654		585
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (D)		350		321
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)		94		83
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		765		668
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		1,285		1,122
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		1,411		1,198
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (D)		924		779
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (D)		219		191
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (D)		660		593
Navient Student Loan Trust, Ser 2014-1, Cl A3
5.355%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (B)		1,928		1,889
Navient Student Loan Trust, Ser 2014-3, Cl A
5.465%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B)		1,785		1,733
Navient Student Loan Trust, Ser 2014-4, Cl A
5.465%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B)		1,200		1,166
Navient Student Loan Trust, Ser 2016-2A, Cl A3
6.345%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2065 (B)(D)		1,087		1,084

SEI Institutional Managed Trust

145

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2017-1A, Cl A3
5.995%, ICE LIBOR USD 1 Month + 1.150%, 07/26/2066 (B)(D)	$	806	$	795
Navient Student Loan Trust, Ser 2017-3A, Cl A3
5.895%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (B)(D)		2,786		2,759
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		1,124		1,071
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		412		351
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (D)		995		873
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
4.998%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (B)		345		337
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
4.978%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (B)		690		680
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
4.928%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (B)		2,004		1,957
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
5.047%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (B)		1,660		1,620
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
5.067%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (B)		1,647		1,611
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
5.127%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (B)		272		264
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
5.695%, ICE LIBOR USD 1 Month + 0.850%, 07/27/2037 (B)(D)		950		929
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
5.795%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (B)(D)		2,155		2,107
Nelnet Student Loan Trust, Ser 2019-5, Cl A
2.530%, 10/25/2067 (D)		627		574

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (D)	$	455	$	411
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		880		791
Neuberger Berman CLO XVII, Ser 2020-17A, Cl AR2
5.845%, ICE LIBOR USD 3 Month + 1.030%, 04/22/2029 (B)(D)		343		339
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (D)		3,245		2,765
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (D)		1,074		969
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
5.742%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (B)(D)		3,065		3,038
Octane Receivables Trust, Ser 2023-1A, Cl A
5.870%, 05/21/2029 (D)		924		926
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (D)		367		354
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2
5.522%, 10/15/2037 (B)		522		475
Pawneee Equipment Receivables, Ser 2021-1, Cl A2
1.100%, 07/15/2027 (D)		663		637
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
4.225%, 08/25/2035 (B)(D)		12		10
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (D)		1,059		1,013
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (D)		879		841
Progress Residential Trust, Ser 2021-SFR11, Cl A
2.283%, 01/17/2039 (D)		698		599
Progress Residential Trust, Ser 2021-SFR3, Cl A
1.637%, 05/17/2026 (D)		2,380		2,122
RAMP Trust, Ser 2006-RZ3, Cl M1
5.195%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036 (B)		3,123		2,999
Rockford Tower CLO, Ser 2021-2A, Cl AR
6.015%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (B)(D)		3,150		3,086

146

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028	$	578	$	550
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		857		801
SBA Small Business Investment, Ser 2022-10B, Cl 1
4.262%, 09/10/2032		445		436
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
6.192%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(D)		531		525
Sierra Timeshare Receivables Funding, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (D)		432		425
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A
1.350%, 09/20/2038 (D)		341		315
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
5.196%, ICE LIBOR USD 3 Month + 0.330%, 03/15/2024 (B)		48		48
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
5.176%, ICE LIBOR USD 3 Month + 0.310%, 12/15/2038 (B)		915		871
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
6.066%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)(D)		1,520		1,497
SLM Student Loan Trust, Ser 2005-4, Cl A4
4.988%, ICE LIBOR USD 3 Month + 0.170%, 07/25/2040 (B)		2,877		2,719
SLM Student Loan Trust, Ser 2006-8, Cl A6
4.978%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (B)		1,857		1,763
SLM Student Loan Trust, Ser 2007-7, Cl B
5.568%, ICE LIBOR USD 3 Month + 0.750%, 10/27/2070 (B)		1,050		892
SLM Student Loan Trust, Ser 2008-2, Cl B
6.018%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (B)		685		532
SLM Student Loan Trust, Ser 2008-3, Cl B
6.018%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (B)		685		610
SLM Student Loan Trust, Ser 2008-4, Cl A4
6.468%, ICE LIBOR USD 3 Month + 1.650%, 07/25/2022 (B)		440		439
SLM Student Loan Trust, Ser 2008-4, Cl B
6.668%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (B)		685		655

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-5, Cl A4
6.518%, ICE LIBOR USD 3 Month + 1.700%, 07/25/2023 (B)	$	75	$	75
SLM Student Loan Trust, Ser 2008-5, Cl B
6.668%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (B)		685		638
SLM Student Loan Trust, Ser 2008-6, Cl A4
5.918%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (B)		2,334		2,270
SLM Student Loan Trust, Ser 2008-6, Cl B
6.668%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B)		685		632
SLM Student Loan Trust, Ser 2008-7, Cl B
6.668%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B)		685		639
SLM Student Loan Trust, Ser 2008-8, Cl B
7.068%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (B)		685		654
SLM Student Loan Trust, Ser 2008-9, Cl A
6.318%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (B)		935		932
SLM Student Loan Trust, Ser 2008-9, Cl B
7.068%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (B)		685		652
SLM Student Loan Trust, Ser 2009-3, Cl A
5.595%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2045 (B)(D)		391		375
SLM Student Loan Trust, Ser 2021-10A, Cl A4
5.536%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (B)(D)		802		775
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		188		181
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
6.134%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (B)(D)		162		162
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
5.784%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (B)(D)		171		170
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (D)		317		303
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (D)		1,247		1,191
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (D)		493		441
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)		779		696

SEI Institutional Managed Trust

147

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (D)	$	2,147	$	1,922
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)		450		395
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		1,312		1,129
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		1,319		1,174
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		2,000		1,787
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (D)		941		855
SMB Private Education Loan Trust, Ser 2022-D, Cl A1B
6.358%, SOFR30A + 1.800%, 10/15/2058 (B)(D)		737		740
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (D)		310		310
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		94		85
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (D)		703		590
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (D)		725		606
South Carolina Student Loan, Ser 2015-A, Cl A
6.345%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (B)		779		778
Southwick Park CLO, Ser 2021-4A, Cl A1R
5.868%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (B)(D)		2,610		2,566
Stack Infrastructure Issuer, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (D)		1,355		1,239
Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1
2.120%, 06/20/2051 (D)		1,487		1,276
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
5.395%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (B)		342		322

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
5.265%, ICE LIBOR USD 1 Month + 0.420%, 02/25/2037 (B)	$	2,296	$	2,183
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		3		3
STWD, Ser 2019-FL1, Cl A
5.854%, TSFR1M + 1.194%, 07/15/2038 (B)(D)		289		288
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (D)		665		561
T-Mobile US Trust, Ser 2022-1A, Cl A
4.910%, 05/22/2028 (D)		1,186		1,191
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(D)		570		541
Trestles CLO IV, Ser 2021-4A, Cl B1
6.515%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (B)(D)		3,445		3,338
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (D)		204		179
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		163		152
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		287		255
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		500		482
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		721		701
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		4,785		4,633
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		2,747		2,620
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		610		575
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028 (C)		1,298		1,266
Verizon Master Trust, Ser 2022-6, Cl A
3.670%, 01/22/2029 (C)		1,144		1,114
Verizon Master Trust, Ser 2023-1, Cl A
4.490%, 01/22/2029 (C)		2,664		2,658

148

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
5.135%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (B)	$	4,868	$	4,748
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R
6.302%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (B)(D)		1,000		994
				214,700
Total Asset-Backed Securities
(Cost $344,239) ($ Thousands)				333,220
SOVEREIGN DEBT — 1.4%
Argentine Republic Government International Bond
3.500%, 07/09/2041(C)		1,460		412
1.000%, 07/09/2029		203		57
0.500%, 07/09/2030(C)		976		283
Bermuda Government International Bond
5.000%, 07/15/2032(D)		339		340
Brazilian Government International Bond
5.000%, 01/27/2045		3,400		2,669
4.750%, 01/14/2050		1,300		959
4.625%, 01/13/2028		3,090		3,019
Buenos Aires Government International Bond MTN
5.250%, 09/01/2037(C)(D)		2,885		1,011
Colombia Government International Bond
5.625%, 02/26/2044		660		499
5.000%, 06/15/2045		830		579
4.125%, 02/22/2042		680		439
3.250%, 04/22/2032		670		498
Export Finance & Insurance
4.625%, 10/26/2027(D)		1,079		1,102
Export-Import Bank of India
3.375%, 08/05/2026(D)(E)		350		330
Indonesia Government International Bond
3.700%, 10/30/2049(E)		460		364
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	100,717,000		6,670
6.375%, 04/15/2032		58,803,000		3,834
Israel Government International Bond
4.500%, 01/17/2033	$	1,128		1,122
3.375%, 01/15/2050		280		214
2.750%, 07/03/2030		470		425
Kenya Government International Bond
7.250%, 02/28/2028(D)		200		164
6.875%, 06/24/2024		200		184
6.300%, 01/23/2034(D)(E)		960		674

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Mexico Government International Bond
6.050%, 01/11/2040	$	1,210	$	1,230
4.750%, 03/08/2044		10,080		8,548
4.600%, 02/10/2048(E)		200		163
4.500%, 04/22/2029		496		484
4.400%, 02/12/2052(E)		716		558
4.350%, 01/15/2047		228		180
3.771%, 05/24/2061		466		314
3.750%, 01/11/2028		390		374
3.500%, 02/12/2034(E)		2,111		1,790
2.659%, 05/24/2031		3,760		3,138
Nigeria Government International Bond
7.143%, 02/23/2030(D)		240		182
6.500%, 11/28/2027(D)		220		179
Panama Government International Bond
6.853%, 03/28/2054		305		313
4.500%, 04/01/2056		540		401
2.252%, 09/29/2032(E)		620		474
Paraguay Government International Bond
5.400%, 03/30/2050(D)		342		295
3.849%, 06/28/2033(D)		350		307
Peruvian Government International Bond
5.625%, 11/18/2050(E)		600		603
3.600%, 01/15/2072(E)		162		108
3.000%, 01/15/2034(E)		210		171
2.783%, 01/23/2031		300		256
Province of Saskatchewan Canada
3.250%, 06/08/2027		419		407
Republic of Italy Government International Bond
3.875%, 05/06/2051		237		168
Republic of Poland Government International Bond
5.500%, 04/04/2053		563		570
4.875%, 10/04/2033		912		908
Russian Federal Bond - OFZ
8.150%, 02/03/2027(G)	RUB	315,940		203
7.650%, 04/10/2030(G)		63,630		41
7.250%, 05/10/2034(G)		24,200		16
6.900%, 05/23/2029(G)		331,700		214
2.270%, 03/16/2039(G)		162,070		104
Total Sovereign Debt
(Cost $68,185) ($ Thousands)				48,547
LOAN PARTICIPATIONS — 0.7%
Air Canada, Term Loan, 1st Lien
8.369%, 08/11/2028 (B)	$	418		416
Ali Group
6.922%, 07/30/2029 (B)(I)		446		439

SEI Institutional Managed Trust

149

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
8.468%, LIBOR + 3.750%, 05/12/2028 (B)	$	946	$	897
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.135%, 08/17/2028 (B)		558		556
AMWINS Group Inc.
7.413%, 02/19/2028		120		119
APi Group DE, Inc., Initial Term Loan, 1st Lien
7.340%, LIBOR + 2.500%, 10/01/2026 (B)		473		473
Asurion
8.913%, 08/19/2028 (B)		558		516
Asurion, LLC, New B-8 Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 12/23/2026 (B)		327		302
Asurion, LLC, New B-9 Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 07/31/2027 (B)		373		342
Athena Health, Term Loan, 1st Lien
3.500%, 02/15/2029 (B)(I)		151		141
Athena Helath Group, Initial Term Loan
8.259%, 02/15/2029 (B)		1,179		1,102
Avolon TLB Borrower 1 LLC
7.011%, 12/01/2027 (I)		125		125
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
7.218%, LIBOR + 2.750%, 06/07/2028 (B)		572		567
Caesars Entertainment, Term Loan, 1st Lien
7.968%, 02/06/2030 (B)		70		70
Castlelake Avia
7.616%, 10/22/2026 (B)(I)		395		391
Central Parent Inc.
0.000%, 07/06/2029 (B)(I)(J)		1		1
Charter Communications Operating LLC, Lien1
6.368%, 04/30/2025		619		619
Citadel Securities LP, 2021 Term Loan, 1st Lien
7.232%, LIBOR + 2.500%, 02/02/2028 (B)		565		559
DCert Buyer, Inc., Initial Term Loan, 1st Lien
8.696%, LIBOR + 4.000%, 10/16/2026 (B)		814		795
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
8.648%, LIBOR + 3.750%, 04/09/2027 (B)(I)		791		764

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Energizer Holdings
7.116%, 12/22/2027	$	184	$	182
Entain PLC
7.230%, 03/29/2027		117		116
EyeCare Partners, LLC, Term Loan, 1st Lien
8.480%, LIBOR + 3.750%, 02/18/2027 (B)		302		245
First Eagle Holdings, Term Loan
7.230%, 02/01/2027		252		244
Focus Financial, Term Loan, 1st Lien
7.868%, 06/30/2028		788		779
Gainwell Acquisition Corp., Term B Loan, 1st Lien
8.730%, LIBOR + 4.000%, 10/01/2027 (B)		1,336		1,273
Garda World Security Corp
9.109%, LIBOR + 4.250%, 10/30/2026 (B)		268		264
GFL Environmental
7.718%, 05/28/2027		56		56
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
8.830%, LIBOR + 4.250%, 10/02/2025 (B)		709		494
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
6.635%, LIBOR + 2.000%, 11/15/2027 (B)		600		588
Harbor Freight Tools USA, Inc
7.590%, 10/19/2027 (I)		652		630
Hunter Douglas, Term Loan
8.373%, 02/26/2029		369		330
Hunter Douglas, Term Loan, 1st Lien
8.373%, 02/26/2029 (B)		1,004		899
Icon Public Limited Company, Lux Term Loan, 1st Lien
7.000%, 07/03/2028 (B)		603		601
Icon Public Limited Company, U.S. Term Loan, 1st Lien
7.000%, 07/03/2028 (B)		150		150
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
7.635%, LIBOR + 3.000%, 05/01/2026 (B)(I)		548		484
KKR Apple Bidco, LLC, Term Loan, 1st Lien
7.385%, 09/22/2028 (B)		410		405
Magenta Buyer LLC, Initial Term Loan, 1st Lien
9.580%, LIBOR + 5.000%, 07/27/2028 (B)		1,501		1,232
PCI Gaming Authority, Term B Facility Loan
7.135%, 05/29/2026 (B)		389		388

150

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 03/05/2026 (B)	$	923	$	897
Project Sky, Term Loan, 1st Lien
8.385%, 10/08/2028 (B)		248		236
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
7.595%, LIBOR + 2.750%, 02/15/2028 (B)		374		200
Scientific Games/Lights & Wonder
7.960%, 04/14/2029 (B)		896		887
Setanta Aircraft
6.730%, 11/05/2028		1,060		1,059
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
7.575%, 12/11/2026 (B)		1,090		1,048
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.230%, LIBOR + 3.500%, 03/31/2028 (B)		778		695
UFC Holdings, Term Loan, 1st Lien
7.570%, 04/29/2026		829		824
United AirLines, Inc., Class B Term Loan, 1st Lien
8.568%, LIBOR + 3.750%, 04/21/2028 (B)		815		808
VFH Parent, Initial Term Loan
7.859%, 01/13/2029 (B)		406		390
Virgin Media Bristol LLC, N Facility, 1st Lien
7.184%, LIBOR + 2.500%, 01/31/2028 (B)(I)		144		141
Zebra Buyer LLC
7.750%, 11/01/2028 (B)		318		316
Total Loan Participations
(Cost $27,530) ($ Thousands)				26,055
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.3%
FHLMC MTN
0.000%, 12/14/2029(A)		1,213		929
FNMA
1.900%, 01/25/2036		1,343		989
1.520%, 08/21/2035		1,498		1,063
0.500%, 06/17/2025		4,215		3,895
0.000%, 11/15/2030(A)		3,564		2,626
Resolution Funding Interest
0.000%, 01/15/2030(A)		905		669
Resolution Funding Principal
0.000%, 04/15/2030(A)		1,165		875

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Tennessee Valley Authority
0.750%, 05/15/2025	$	1,055	$	976
Total U.S. Government Agency Obligations
(Cost $13,866) ($ Thousands)				12,022
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State University, Ser B, RB
2.374%, 11/01/2035		685		527
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		785		609
Regents of the University of California Medical Center Pooled Revenue, Ser N, RB
3.256%, 05/15/2060		790		540
				1,676
Georgia — 0.0%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,052		1,090
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		902
New York — 0.2%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		260		236
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		472
New York City, Ser D, GO
2.223%, 08/01/2035		1,350		1,037
1.823%, 08/01/2030		610		508
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
2.000%, 08/01/2035		1,000		730
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
2.400%, 11/01/2032		610		497

SEI Institutional Managed Trust

151

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
5.508%, 08/01/2037	$	275	$	286
New York State, Dormitory Authority, RB
5.628%, 03/15/2039		400		421
5.289%, 03/15/2033		850		870
				5,057
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		399
Texas — 0.0%
Board of Regents of the University of Texas System, Ser B, RB
2.439%, 08/15/2049		295		198
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		793
				991
Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		480		306
Total Municipal Bonds
(Cost $12,107) ($ Thousands)				10,421
	Shares
AFFILIATED PARTNERSHIP — 1.2%
SEI Liquidity Fund, LP
4.740% **†(K)		41,990,018		42,036
Total Affiliated Partnership
(Cost $41,979) ($ Thousands)				42,036

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 5.7%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		205,130,981	$	205,131
Total Cash Equivalent
(Cost $205,131) ($ Thousands)				205,131
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $1,348) ($ Thousands)				730
Total Investments in Securities — 114.2%
(Cost $4,364,675) ($ Thousands)			$	4,096,603
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $1,675) ($ Thousands)			$	(1,336	)

A list of the exchange traded option contracts held by the Fund at March 31, 2023, is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
December 2023, SOFR 1yr MidCurve Dec23P 95.88		155	$	37,151	$	95.88		12/16/2023	$	80
December 2023, SOFR 1yr MidCurve Dec23P 96		118		28,320		96.00		12/16/2023		71
June 2023, SOFR 1yr MidCurve Jun23P 95.5		1,176		280,770		95.50		6/17/2023		147
May 2023, U.S. 10 Year Future Option		232		26,216		113.00		4/22/2023		58
May 2023, U.S. 5 Year Future Option		351		37,996		108.25		4/22/2023		71
				410,453						427
Call Options				–						–
June 2023, 3 Month SOFR OPT Jun23C 95.5		79		18,862		95.50		6/17/2023		30

152

SEI Institutional Managed Trust

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
May 2023, U.S. 5 Year Future Option		351		$	38,522		$	109.75		4/22/2023	$	217
May 2023, U.S. 5 Year Future Option		233			25,921			111.25		4/22/2023		56
					83,305							303
Total Purchased Options				$	493,758						$	730
WRITTEN OPTIONS — (0.0)%
Put Options
June 2024, 3 Month SOFR OPT Jun24P 97.5		(1,176	)	$	(277,830	)		94.50		06/22/2024	$	(382	)
December 2023, SOFR 1yr MidCurve Dec23P 95.25		(310	)		(73,819	)		95.25		12/16/2023		(68	)
December 2023, SOFR 1yr MidCurve Dec23P 95.38		(236	)		(56,271	)		95.38		12/16/2023		(62	)
June 2023, U.S. 10 Year Future Option		(464	)		(51,040	)		110.00		05/20/2023		(72	)
June 2023, U.S. 5 Year Future Option		(234	)		(25,272	)		108.00		05/20/2023		(99	)
					(484,232	)						(683	)
Call Options
June 2023, 3 Month SOFR OPT Jun23C 96		(79	)		(18,960	)		96.00		06/17/2023		(17	)
June 2024, 3 Month SOFR OPT Jun24C 97.5		(354	)		(86,287	)		97.50		06/22/2024		(328	)
September 2023, 3 Month SOFR OPT Sep23C 98.75		(164	)		(40,488	)		98.75		09/16/2023		(12	)
June 2023, U.S. 10 Year Future Option		(117	)		(13,689	)		117.00		05/20/2023		(88	)
June 2023, U.S. 5 Year Future Option		(234	)		(25,740	)		110.00		05/20/2023		(208	)
					(185,164	)						(653	)
Total Written Options				$	(669,396	)					$	(1,336	)

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
3 Month SOFR		5			Sep-2023	$	1,206		$	1,189		$	(17	)
3 Month SOFR		91			Mar-2026		21,928			22,082			154
90-Day Euro$		95			Jun-2023		23,037			22,510			(527	)
Euro-Bobl		37			Jun-2023		4,523			4,739			104
Euro-OAT		75			Jun-2023		10,008			10,612			354
U.S. 2-Year Treasury Note		1,612			Jun-2023		330,730			332,802			2,072
U.S. 5-Year Treasury Note		2,497			Jun-2023		269,654			273,441			3,787
U.S. 10-Year Treasury Note		14			Jun-2023		1,611			1,609			(2	)
U.S. 10-Year Treasury Note		65			Jun-2023		7,261			7,470			209
U.S. Long Treasury Bond		30			Jun-2023		3,960			3,935			(25	)
U.S. Ultra Long Treasury Bond		444			Jun-2023		62,242			62,659			417
							736,160			743,048			6,526
Short Contracts
3 Month SOFR		(323	)		Jun-2025	$	(78,416	)	$	(78,299	)	$	117
3 Month SOFR		(43	)		Mar-2024		(10,315	)		(10,288	)		27
3 Month SOFR		(413	)		Mar-2025		(99,412	)		(100,023	)		(611	)
Euro-Buxl		(4	)		Jun-2023		(568	)		(612	)		(33	)
U.S. 2-Year Treasury Note		(17	)		Jun-2023		(3,463	)		(3,510	)		(47	)
U.S. 10-Year Treasury Note		(585	)		Jun-2023		(67,603	)		(67,229	)		374
U.S. Long Treasury Bond		(117	)		Jun-2023		(14,700	)		(15,345	)		(645	)
Ultra 10-Year U.S. Treasury Note		(379	)		Jun-2023		(44,280	)		(45,912	)		(1,632	)

SEI Institutional Managed Trust

153

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Ultra 10-Year U.S. Treasury Note		(29	)		Jun-2023	$	(3,563	)	$	(3,513	)	$	50
							(322,320	)		(324,731	)		(2,400	)
						$	413,840		$	418,317		$	4,126

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/18/23		EUR	381		USD	408	$	(7	)
BNP Paribas		04/18/23		USD	18,656		EUR	17,342		202
BNP Paribas		04/18/23		USD	2,172		EUR	1,994		(4	)
Goldman Sachs		04/18/23		CAD	3,200		USD	2,385		20
Goldman Sachs		04/18/23		USD	9,536		AUD	13,772		(307	)
Goldman Sachs		04/18/23		EUR	14,532		USD	15,724		(78	)
Goldman Sachs		04/18/23		USD	11,275		JPY	1,525,988		226
Goldman Sachs		04/18/23		USD	4,516		JPY	590,593		(65	)
Goldman Sachs		04/18/23		IDR	759,546		USD	49		(2	)
Goldman Sachs		04/18/23		JPY	300,485		USD	2,266		1
Goldman Sachs		04/18/23		JPY	624,315		USD	4,702		(3	)
Morgan Stanley		04/18/23		GBP	462		USD	563		(9	)
Morgan Stanley		04/18/23		CAD	3,197		USD	2,380		17
Morgan Stanley		04/18/23		AUD	3,243		USD	2,232		59
Morgan Stanley		04/18/23		EUR	4,344		NOK	46,790		(252	)
Morgan Stanley		04/18/23		USD	22,751		CAD	30,529		(185	)
Morgan Stanley		04/18/23		CNH	52,111		USD	7,737		137
									$	(250	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023, is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
1.113%		SOFR- COMPOUNDING		Annual		08/15/2028		USD		10,788	$	1,168		$	37		$	1,131
.5		SD-SOFR-OIS-COMPOUND		Annual		04/21/2052		USD		5,290		492			9			483
USD-SOFR-OIS COMPOUND		3.15%		Annual		05/15/2048		USD		5,867		(87	)		–			(87	)
2.62% FIXED		USD-SOFR-OIS COMPOUND		Monthly		02/15/2048		USD		5,315		410			6			404
0.026% FIXED		USD-SOFR-OIS-COMPOUND		Annual		02/15/2048		USD		4,412		356			297			59
2.51% FIXED		USD-SOFR-OIS COMPOUND		Monthly		02/15/2048		USD		4,321		415			28			387
.65		SD-SOFR-OIS-COMPOUND		Annual		08/15/2047		USD		560		136			54			82
.63		USD-SOFR-OIS-COMPOUND		Annual		05/15/2047		USD		7,680		1,878			329			1,549
MORGAN STANLEY CAPITAL SERVICES INC		3% FIXED		Annual		09/20/2053		USD		3,595		(62	)		–			(62	)
1.52% FIXED		USD-SOFR-COMPOUND 2/15/47		Annual		02/15/2047		USD		5,559		1,456			(62	)		1,518
3.15%		SD-SOFR-OIS COMPOUND		Annual		03/18/2032		USD		5,870		554			34			520
USD-SOFR-OIS COMPOUND		3.25% FIXED		Annual		12/31/2029		USD		14,759		44			(102	)		146
.4%		USD-SOFR-OIS COMPOUND		Annual		12/31/2029		USD		11,979		139			25			114
3.85% FIXED		USD-SOFR-OIS COMPOUND		Annual		06/30/2029		USD		18,587		(575	)		15			(590	)
0.0327% FIXED		USD-SOFR-OIS COMPOUND		Annual		04/30/2029		USD		26,663		54			(249	)		303
LE - 2.85% FIXED		USD-SOFR-OIS COMPOUND		Annual		02/15/2029		USD		10,144		252			(18	)		270
.22% FIXED		SD-SOFR-OIS-COMPOUND		Annual		08/15/2028		USD		9,318		968			(1	)		969

154

SEI Institutional Managed Trust

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.72875% FIXED		CMENA IR 2/15/47		Annual		02/15/2047		USD		5,240	$	1,190		$	61	$	1,129
BARCLAYS CAPITAL INC		3% FIXED		Annual		09/20/2053		USD		3,472		(60	)		–		(60	)
											$	8,728		$	463	$	8,265

Credit Default Swap - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.4006		5.00%		Quarterly		06/20/2028	$	9,051	$	(142	)	$	28	$	(170	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.4006		1.00%		Quarterly		06/20/2028	$	138,701	$	1,576	$	1,107	$	469

	Percentages are based on Net Assets of $3,586,928 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
†	Investment in Affiliated Security (see Note 6).
(A)	Zero coupon security.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $551,403 ($ Thousands), representing 15.4% of the Net Assets of the Fund.
(E)	Certain securities or partial positions of certain securities are on loan at March 31, 2023 (see Note 12).
(F)	Perpetual security with no stated maturity date.
(G)	Security is in default on interest payment.
(H)	Interest rate represents the security's effective yield at the time of purchase.
(I)	Unsettled bank loan. Interest rate may not be available.
(J)	No interest rate available.
(K)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $42,036 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–		1,418,597		–		1,418,597
Corporate Obligations		–		1,138,612		–		1,138,612
U.S. Treasury Obligations		–		861,232		–		861,232
Asset-Backed Securities		–		333,220		–		333,220
Sovereign Debt		–		48,547		–		48,547
Loan Participations		–		26,055		–		26,055
U.S. Government Agency Obligations		–		12,022		–		12,022
Municipal Bonds		–		10,421		–		10,421
Affiliated Partnership		–		42,036		–		42,036
Cash Equivalent		205,131		–		–		205,131
Purchased Options		730		–		–		730
Total Investments in Securities		205,861		3,890,742		–		4,096,603

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(1,336	)		–			–		(1,336	)
Futures Contracts*
Unrealized Appreciation		7,665			–			–		7,665
Unrealized Depreciation		(3,539	)		–			–		(3,539	)
Forward Contracts*
Unrealized Appreciation		–			662			–		662
Unrealized Depreciation		–			(912	)		–		(912	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			9,064			–		9,064
Unrealized Depreciation		–			(799	)		–		(799	)
Credit Default Swaps*
Unrealized Appreciation		–			469			–		469
Unrealized Depreciation		–			(170	)		–		(170	)
Total Other Financial Instruments		2,790			8,314			–		11,104

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

SEI Institutional Managed Trust

155

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Core Fixed Income Fund (Concluded)

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023, ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	254,770	$	784,316	$	(997,112	)	$	21	$	41	$	42,036	$	13	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		113,748		1,435,045		(1,343,662	)		—		—		205,131		1,919		—
Totals	$	368,518	$	2,219,361	$	(2,340,774	)	$	21	$	41	$	247,167	$	1,932	$	—

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

See “Glossary” for abbreviations.

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

156

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 76.6%
Communication Services — 9.0%
Altice France
8.125%, 02/01/2027 (A)	$	380	$	352
5.500%, 01/15/2028 (A)		220		180
5.500%, 10/15/2029 (A)		2,542		1,944
5.125%, 07/15/2029 (A)		396		298
Altice France Holding
10.500%, 05/15/2027 (A)		4,976		3,807
6.000%, 02/15/2028 (A)		811		517
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		117		74
6.125%, 05/15/2027		420		164
AMC Networks
5.000%, 04/01/2024		837		826
4.250%, 02/15/2029		556		342
ANGI Group
3.875%, 08/15/2028 (A)		1,919		1,458
Audacy Capital
6.750%, 03/31/2029 (A)		3,784		267
6.500%, 05/01/2027 (A)		1,717		124
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		3,305		2,186
Belo
7.250%, 09/15/2027		250		234
CCO Holdings
5.375%, 06/01/2029 (A)		1,433		1,316
5.125%, 05/01/2027 (A)		3,664		3,463
5.000%, 02/01/2028 (A)		3,134		2,891
4.750%, 03/01/2030 (A)		1,470		1,274

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 02/01/2032 (A)	$	67	$	56
4.500%, 08/15/2030 (A)		4,575		3,866
4.500%, 05/01/2032		2,270		1,856
4.250%, 02/01/2031 (A)		4,119		3,368
4.250%, 01/15/2034 (A)		880		688
Charter Communications Operating
4.400%, 12/01/2061		235		161
3.950%, 06/30/2062		420		266
3.900%, 06/01/2052		655		433
3.700%, 04/01/2051		720		461
Cinemark USA
8.750%, 05/01/2025 (A)		160		163
5.250%, 07/15/2028 (A)		135		117
Clear Channel Outdoor Holdings Inc
7.750%, 04/15/2028 (A)		1,135		851
7.500%, 06/01/2029 (A)		524		372
5.125%, 08/15/2027 (A)		1,770		1,589
Comcast
2.987%, 11/01/2063		1,595		1,034
2.937%, 11/01/2056		1,010		672
Connect Finco Sarl
6.750%, 10/01/2026 (A)		575		541
Consolidated Communications
6.500%, 10/01/2028 (A)		2,155		1,562
DISH DBS
7.750%, 07/01/2026		3,135		2,069
7.375%, 07/01/2028		6,019		3,435
5.875%, 11/15/2024		2,592		2,311
5.750%, 12/01/2028 (A)		1,035		772
5.250%, 12/01/2026 (A)		2,180		1,739
5.125%, 06/01/2029		1,730		921
DISH Network
11.750%, 11/15/2027 (A)		2,207		2,141
Embarq
7.995%, 06/01/2036		725		305
Frontier Communications Holdings
8.750%, 05/15/2030 (A)		1,397		1,391
6.750%, 05/01/2029 (A)		269		213
6.000%, 01/15/2030 (A)		968		736
5.875%, 10/15/2027 (A)		206		187
5.875%, 11/01/2029		1,157		882
5.000%, 05/01/2028 (A)		662		574
Gannett Holdings
6.000%, 11/01/2026 (A)		158		133
Gray Escrow II
5.375%, 11/15/2031 (A)		3,400		2,258
Gray Television
7.000%, 05/15/2027 (A)		125		105
4.750%, 10/15/2030 (A)		717		476
iHeartCommunications
8.375%, 05/01/2027		575		418
6.375%, 05/01/2026		399		352

SEI Institutional Managed Trust

157

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 08/15/2027 (A)	$	290	$	237
Iliad Holding SASU
7.000%, 10/15/2028 (A)		180		171
6.500%, 10/15/2026 (A)		1,125		1,072
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		1,432		1,313
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)(C)		4,165		–
Level 3 Financing
10.500%, 05/15/2030 (A)		2,150		2,064
4.625%, 09/15/2027 (A)		2,596		1,561
4.250%, 07/01/2028 (A)		1,068		603
3.750%, 07/15/2029 (A)		320		171
3.625%, 01/15/2029 (A)		3,080		1,703
Live Nation Entertainment
6.500%, 05/15/2027 (A)		421		426
5.625%, 03/15/2026 (A)		309		299
4.875%, 11/01/2024 (A)		582		570
4.750%, 10/15/2027 (A)		3,005		2,780
Lumen Technologies
5.625%, 04/01/2025		274		229
5.375%, 06/15/2029 (A)		263		128
5.125%, 12/15/2026 (A)		1,176		776
4.500%, 01/15/2029 (A)		110		49
4.000%, 02/15/2027 (A)		2,214		1,461
News
5.125%, 02/15/2032 (A)		140		131
3.875%, 05/15/2029 (A)		174		155
Nexstar Media
5.625%, 07/15/2027 (A)		1,130		1,044
4.750%, 11/01/2028 (A)		1,542		1,371
Sable International Finance
5.750%, 09/07/2027 (A)		854		796
Scripps Escrow
5.875%, 07/15/2027 (A)		130		96
Scripps Escrow II
5.375%, 01/15/2031 (A)		66		45
3.875%, 01/15/2029 (A)		2,325		1,824
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		188
4.125%, 12/01/2030 (A)		2,315		1,866
Sirius XM Radio
5.500%, 07/01/2029 (A)		994		905
5.000%, 08/01/2027 (A)		1,222		1,144
4.125%, 07/01/2030 (A)		1,977		1,616
4.000%, 07/15/2028 (A)		212		182
3.875%, 09/01/2031 (A)		1,570		1,221
SoftBank Group
5.125%, 09/19/2027		527		457
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,645		1,792

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Stagwell Global
5.625%, 08/15/2029 (A)	$	348	$	305
TEGNA
4.625%, 03/15/2028		1,040		907
Telecom Italia
5.303%, 05/30/2024 (A)		330		323
Telecom Italia Capital
6.000%, 09/30/2034		1,005		862
Telesat Canada
6.500%, 10/15/2027 (A)		3,482		1,079
5.625%, 12/06/2026 (A)		1,865		962
T-Mobile USA
3.500%, 04/15/2031		1,935		1,740
3.375%, 04/15/2029		310		283
TripAdvisor
7.000%, 07/15/2025 (A)		772		774
United States Cellular
6.700%, 12/15/2033		1,214		1,056
Urban One
7.375%, 02/01/2028 (A)		4,835		4,393
Verizon Communications
3.000%, 11/20/2060		465		298
2.987%, 10/30/2056		1,105		719
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		1,695		1,442
VTR Comunicaciones
5.125%, 01/15/2028 (A)		1,165		720
Windstream Escrow
7.750%, 08/15/2028 (A)		3,060		2,506
WMG Acquisition
3.000%, 02/15/2031 (A)		793		663
Zayo Group Holdings Inc
6.125%, 03/01/2028 (A)		1,120		681
				111,350
Consumer Discretionary — 17.2%
1011778 BC ULC
4.375%, 01/15/2028 (A)		1,360		1,256
4.000%, 10/15/2030 (A)		185		159
3.875%, 01/15/2028 (A)		633		589
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		803		809
Academy
6.000%, 11/15/2027 (A)		1,305		1,273
Adient Global Holdings Ltd
8.250%, 04/15/2031 (A)		257		265
7.000%, 04/15/2028 (A)		17		17
4.875%, 08/15/2026 (A)		2,395		2,308
ADT Security
4.875%, 07/15/2032 (A)		1,563		1,379
4.125%, 08/01/2029 (A)		271		242

158

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Adtalem Global Education
5.500%, 03/01/2028 (A)	$	888	$	842
Altice Financing
5.750%, 08/15/2029 (A)		3,019		2,400
5.000%, 01/15/2028 (A)		3,968		3,227
American Axle & Manufacturing
6.875%, 07/01/2028		388		351
6.500%, 04/01/2027		405		373
6.250%, 03/15/2026		268		257
5.000%, 10/01/2029		177		149
American Greetings
8.750%, 04/15/2025 (A)		650		642
Aramark Services
5.000%, 02/01/2028 (A)		277		262
Asbury Automotive Group
4.625%, 11/15/2029 (A)		976		874
4.500%, 03/01/2028		1,926		1,753
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,562		3,229
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		777		765
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(C)(D)(E)		2,750		–
Bath & Body Works
7.600%, 07/15/2037		370		319
7.500%, 06/15/2029		271		277
6.875%, 11/01/2035		539		486
6.750%, 07/01/2036		2,225		1,989
6.694%, 01/15/2027		81		81
6.625%, 10/01/2030 (A)		1,715		1,672
5.250%, 02/01/2028		1,994		1,904
BCPE Ulysses Intermediate
7.750% PIK, 04/01/2027 (A)		1,246		978
Bloomin' Brands
5.125%, 04/15/2029 (A)		1,370		1,226
Boyne USA
4.750%, 05/15/2029 (A)		168		150
Brinker International
5.000%, 10/01/2024 (A)		422		414
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		537
Caesars Entertainment
8.125%, 07/01/2027 (A)		415		423
7.000%, 02/15/2030 (A)		740		753
6.250%, 07/01/2025 (A)		2,587		2,587
4.625%, 10/15/2029 (A)		538		470
Caesars Resort Collection
5.750%, 07/01/2025 (A)		340		340
Carnival
10.500%, 02/01/2026 (A)		186		194
10.500%, 06/01/2030 (A)		1,510		1,450
9.875%, 08/01/2027 (A)		1,825		1,880

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.625%, 03/01/2026 (A)	$	2,184	$	1,993
6.000%, 05/01/2029 (A)		74		59
5.750%, 03/01/2027 (A)		5,576		4,574
4.000%, 08/01/2028 (A)		673		579
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		274		295
Carvana
10.250%, 05/01/2030 (A)		54		31
5.875%, 10/01/2028 (A)		228		101
5.625%, 10/01/2025 (A)		486		336
4.875%, 09/01/2029 (A)		757		309
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		434		372
Cedar Fair
5.250%, 07/15/2029		295		275
Century Communities
6.750%, 06/01/2027		444		443
Clarios Global
8.500%, 05/15/2027 (A)		2,175		2,183
6.750%, 05/15/2025 (A)		576		582
6.250%, 05/15/2026 (A)		908		906
CMG Media
8.875%, 12/15/2027 (A)		5,114		3,866
Cooper-Standard Automotive
13.500% PIK, 03/31/2027 (A)		1,517		1,585
5.625% PIK, 05/15/2027 (A)		885		510
CSC Holdings
7.500%, 04/01/2028 (A)		880		561
6.500%, 02/01/2029 (A)		1,925		1,599
5.750%, 01/15/2030 (A)		5,592		2,944
4.625%, 12/01/2030 (A)		1,370		676
4.500%, 11/15/2031 (A)		299		216
3.375%, 02/15/2031 (A)		463		320
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		916		696
Dana
5.625%, 06/15/2028		320		301
5.375%, 11/15/2027		539		503
Dealer Tire
8.000%, 02/01/2028 (A)		625		561
Diamond Sports Group
6.625%, 08/15/2027 (A)(D)		3,243		41
5.375%, 08/15/2026 (A)(D)		6,139		338
DirecTV Financing
5.875%, 08/15/2027 (A)		3,991		3,615
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		3,676		2,480
eG Global Finance
8.500%, 10/30/2025 (A)		520		487
6.750%, 02/07/2025 (A)		4,294		3,974
Empire Resorts
7.750%, 11/01/2026 (A)		3,175		2,615

SEI Institutional Managed Trust

159

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)(D)	$	3,108	$	–
Ford Motor
4.750%, 01/15/2043		2,200		1,687
Ford Motor Credit
7.350%, 03/06/2030		450		462
6.950%, 03/06/2026		200		203
5.584%, 03/18/2024		1,320		1,307
5.125%, 06/16/2025		6,111		5,982
5.113%, 05/03/2029		4,855		4,558
4.687%, 06/09/2025		655		630
4.542%, 08/01/2026		730		692
4.271%, 01/09/2027		735		684
4.134%, 08/04/2025		250		238
4.125%, 08/17/2027		1,219		1,117
4.063%, 11/01/2024		1,594		1,539
4.000%, 11/13/2030		1,962		1,667
3.815%, 11/02/2027		685		614
3.810%, 01/09/2024		43		42
3.375%, 11/13/2025		1,200		1,125
3.370%, 11/17/2023		1,320		1,295
2.900%, 02/16/2028		2,285		1,964
2.900%, 02/10/2029		470		389
2.700%, 08/10/2026		200		178
Ford Motor Credit MTN
4.389%, 01/08/2026		415		394
Gap
3.625%, 10/01/2029 (A)		158		113
GCI
4.750%, 10/15/2028 (A)		599		517
Golden Entertainment
7.625%, 04/15/2026 (A)		501		505
Goodyear Tire & Rubber
5.250%, 04/30/2031		192		169
5.250%, 07/15/2031		234		202
5.000%, 07/15/2029		317		283
Hanesbrands
9.000%, 02/15/2031 (A)		87		89
Hertz (Escrow Security)
7.125%, 08/01/2026		465		40
6.000%, 01/15/2028		450		38
5.500%, 10/15/2024		559		20
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		246
4.875%, 01/15/2030		50		48
4.000%, 05/01/2031 (A)		2,140		1,874
3.750%, 05/01/2029 (A)		2,159		1,932
3.625%, 02/15/2032 (A)		1,566		1,321
Hilton Worldwide Finance
4.875%, 04/01/2027		175		173
International Game Technology
6.250%, 01/15/2027 (A)		1,225		1,239

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 04/15/2026 (A)	$	1,400	$	1,351
Jacobs Entertainment
6.750%, 02/15/2029 (A)		2,270		1,983
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		2,350		1,845
Ken Garff Automotive
4.875%, 09/15/2028 (A)		278		236
LBM Acquisition
6.250%, 01/15/2029 (A)		2,005		1,534
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		2,720		2,276
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,997		1,886
Liberty Interactive
8.250%, 02/01/2030		4,140		1,021
Life Time
5.750%, 01/15/2026 (A)		1,800		1,749
Lions Gate Capital Holdings
5.500%, 04/15/2029 (A)		1,431		941
Lithia Motors
4.375%, 01/15/2031 (A)		1,041		897
3.875%, 06/01/2029 (A)		341		295
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		3,078		2,279
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		261		222
Mattamy Group
4.625%, 03/01/2030 (A)		713		620
Mattel
3.375%, 04/01/2026 (A)		1,570		1,478
McGraw-Hill Education
5.750%, 08/01/2028 (A)		2,510		2,184
MGM Resorts International
6.750%, 05/01/2025		315		317
5.750%, 06/15/2025		674		672
4.750%, 10/15/2028		670		624
Michaels
7.875%, 05/01/2029 (A)		2,240		1,568
Midcontinent Communications
5.375%, 08/15/2027 (A)		552		500
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,067
Millennium Escrow
6.625%, 08/01/2026 (A)		1,420		923
National CineMedia
5.875%, 04/15/2028 (A)(D)		150		43
NCL
8.375%, 02/01/2028 (A)		61		61
5.875%, 03/15/2026 (A)		890		757
5.875%, 02/15/2027 (A)		1,235		1,152
NCL Finance
6.125%, 03/15/2028 (A)		846		685

160

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2022 (B)(C)(D)	$	1,582	$	397
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		245
Newell Brands
6.625%, 09/15/2029		50		50
6.375%, 09/15/2027		50		50
Nissan Motor
4.345%, 09/17/2027 (A)		1,687		1,592
Nissan Motor Acceptance
2.000%, 03/09/2026 (A)		1,390		1,232
Nordstrom
4.375%, 04/01/2030		9		7
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		2,340		1,554
PetSmart
7.750%, 02/15/2029 (A)		1,085		1,065
4.750%, 02/15/2028 (A)		1,335		1,253
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		246
PM General Purchaser
9.500%, 10/01/2028 (A)		383		351
QVC
4.850%, 04/01/2024		283		226
4.750%, 02/15/2027		380		160
4.375%, 09/01/2028		873		354
Radiate Holdco
6.500%, 09/15/2028 (A)		3,005		1,232
4.500%, 09/15/2026 (A)		1,155		904
Raptor Acquisition
4.875%, 11/01/2026 (A)		233		217
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		3,341		3,588
11.500%, 06/01/2025 (A)		272		290
9.250%, 01/15/2029 (A)		225		239
8.250%, 01/15/2029 (A)		225		235
7.250%, 01/15/2030 (A)		165		166
5.500%, 08/31/2026 (A)		1,370		1,282
5.500%, 04/01/2028 (A)		585		516
Service International
7.500%, 04/01/2027		640		662
4.000%, 05/15/2031		14		12
3.375%, 08/15/2030		61		52
Shea Homes
4.750%, 02/15/2028		711		635
4.750%, 04/01/2029		825		720
Six Flags Entertainment
5.500%, 04/15/2027 (A)		235		228
4.875%, 07/31/2024 (A)		2,882		2,839
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		336		339

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sonic Automotive
4.625%, 11/15/2029 (A)	$	239	$	200
Sotheby's
5.875%, 06/01/2029 (A)		460		381
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		2,628		2,415
SRS Distribution
6.125%, 07/01/2029 (A)		969		818
6.000%, 12/01/2029 (A)		1,166		963
4.625%, 07/01/2028 (A)		327		290
Staples
10.750%, 04/15/2027 (A)		1,223		887
7.500%, 04/15/2026 (A)		2,438		2,136
Station Casinos
4.500%, 02/15/2028 (A)		2,001		1,806
StoneMor
8.500%, 05/15/2029 (A)		2,030		1,561
Studio City
7.000%, 02/15/2027 (A)		475		448
Studio City Finance
5.000%, 01/15/2029 (A)		2,405		1,846
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		1,275		1,218
Superior Plus
4.500%, 03/15/2029 (A)		202		180
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,600		2,392
Tempur Sealy International
4.000%, 04/15/2029 (A)		525		462
3.875%, 10/15/2031 (A)		1,351		1,128
Time Warner Entertainment
8.375%, 07/15/2033		1,028		1,171
Univision Communications
7.375%, 06/30/2030 (A)		211		199
6.625%, 06/01/2027 (A)		40		38
4.500%, 05/01/2029 (A)		1,668		1,401
Vail Resorts
6.250%, 05/15/2025 (A)		437		438
Victoria's Secret
4.625%, 07/15/2029 (A)		1,891		1,532
Viking Cruises
5.875%, 09/15/2027 (A)		2,336		2,011
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		407
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		290		270
4.500%, 08/15/2030 (A)		480		413
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		2,212		1,966
Vista Outdoor
4.500%, 03/15/2029 (A)		408		329

SEI Institutional Managed Trust

161

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VZ Secured Financing BV
5.000%, 01/15/2032 (A)	$	1,305	$	1,065
Wheel Pros
6.500%, 05/15/2029 (A)		2,530		1,138
White Capital Buyer
6.875%, 10/15/2028 (A)		105		91
White Capital Parent
8.250% PIK, 03/15/2026 (A)		2,275		2,069
Wolverine World Wide
4.000%, 08/15/2029 (A)		1,701		1,382
WW International
4.500%, 04/15/2029 (A)		1,840		989
Wynn Las Vegas
5.500%, 03/01/2025 (A)		720		706
Wynn Resorts Finance
5.125%, 10/01/2029 (A)		379		344
Yum! Brands
6.875%, 11/15/2037		1,065		1,125
5.375%, 04/01/2032		325		315
4.625%, 01/31/2032		217		202
3.625%, 03/15/2031		2,574		2,260
				213,149
Consumer Staples — 2.8%
Albertsons
5.875%, 02/15/2028 (A)		125		124
4.875%, 02/15/2030 (A)		60		56
4.625%, 01/15/2027 (A)		835		807
3.500%, 03/15/2029 (A)		448		390
3.250%, 03/15/2026 (A)		196		184
B&G Foods
5.250%, 04/01/2025		552		514
Central Garden & Pet
5.125%, 02/01/2028		350		337
4.125%, 10/15/2030		242		214
4.125%, 04/30/2031 (A)		168		145
Chobani
7.500%, 04/15/2025 (A)		3,498		3,411
4.625%, 11/15/2028 (A)		1,118		1,019
Coca-Cola
2.500%, 06/01/2040		880		675
Coty
5.000%, 04/15/2026 (A)		1,138		1,098
4.750%, 01/15/2029 (A)		2,085		1,947
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		292
4.125%, 04/01/2029 (A)		117		102
Energizer Holdings
6.500%, 12/31/2027 (A)		133		129
4.750%, 06/15/2028 (A)		469		422
4.375%, 03/31/2029 (A)		622		547

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
High Ridge Brands Co. (Escrow Security)
9.772%, 03/15/2025	$	445	$	8
HLF Financing Sarl
4.875%, 06/01/2029 (A)		2,345		1,782
JBS USA LUX
5.500%, 01/15/2030 (A)		2,468		2,356
Lamb Weston Holdings
4.375%, 01/31/2032 (A)		63		57
4.125%, 01/31/2030 (A)		1,193		1,092
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,523		3,200
New Albertsons
8.700%, 05/01/2030		955		1,003
8.000%, 05/01/2031		1,540		1,569
Performance Food Group
6.875%, 05/01/2025 (A)		50		50
5.500%, 10/15/2027 (A)		355		347
4.250%, 08/01/2029 (A)		460		413
Pilgrim's Pride
3.500%, 03/01/2032		835		680
Post Holdings
5.750%, 03/01/2027 (A)		15		15
5.625%, 01/15/2028 (A)		489		479
5.500%, 12/15/2029 (A)		282		266
4.625%, 04/15/2030 (A)		83		74
Rite Aid
8.000%, 11/15/2026 (A)		832		397
7.500%, 07/01/2025 (A)		646		381
Sigma Holdco BV
7.875%, 05/15/2026 (A)		3,282		2,601
Simmons Foods
4.625%, 03/01/2029 (A)		885		719
Spectrum Brands
5.500%, 07/15/2030 (A)		617		543
5.000%, 10/01/2029 (A)		100		87
3.875%, 03/15/2031 (A)		93		76
Triton Water Holdings
6.250%, 04/01/2029 (A)		3,094		2,457
US Foods
4.625%, 06/01/2030 (A)		230		207
Vector Group
5.750%, 02/01/2029 (A)		1,265		1,126
				34,398
Energy — 10.6%
Aethon United BR
8.250%, 02/15/2026 (A)		1,216		1,193
Antero Midstream Partners
7.875%, 05/15/2026 (A)		318		324
5.750%, 03/01/2027 (A)		50		49
5.750%, 01/15/2028 (A)		290		278
5.375%, 06/15/2029 (A)		707		665

162

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Antero Resources
8.375%, 07/15/2026 (A)	$	260	$	271
7.625%, 02/01/2029 (A)		742		759
5.375%, 03/01/2030 (A)		1,081		1,006
Apache
5.100%, 09/01/2040		2,729		2,313
Archrock Partners
6.250%, 04/01/2028 (A)		1,068		1,025
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (A)		1,578		1,526
7.000%, 11/01/2026 (A)		911		881
5.875%, 06/30/2029 (A)		1,407		1,242
Baytex Energy
8.750%, 04/01/2027 (A)		325		333
Blue Racer Midstream
7.625%, 12/15/2025 (A)		2,721		2,694
Buckeye Partners
4.500%, 03/01/2028 (A)		400		361
4.125%, 03/01/2025 (A)		230		218
4.125%, 12/01/2027		135		118
California Resources
7.125%, 02/01/2026 (A)		374		379
Cheniere Energy
4.625%, 10/15/2028		550		523
Cheniere Energy Partners
4.500%, 10/01/2029		3,457		3,212
4.000%, 03/01/2031		389		346
3.250%, 01/31/2032		393		325
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (B)(C)		3,650		68
Chesapeake Energy Corp
6.750%, 04/15/2029 (A)		1,149		1,141
Chord Energy Corp
6.375%, 06/01/2026 (A)		264		261
Citgo Holding
9.250%, 08/01/2024 (A)		3,016		3,022
CITGO Petroleum
6.375%, 06/15/2026 (A)		525		512
CNX Midstream Partners
4.750%, 04/15/2030 (A)		54		46
CNX Resources
7.375%, 01/15/2031 (A)		147		145
Comstock Resources
6.750%, 03/01/2029 (A)		3,826		3,501
5.875%, 01/15/2030 (A)		157		135
CQP Holdco
5.500%, 06/15/2031 (A)		906		814
Crescent Energy Finance
9.250%, 02/15/2028 (A)		232		222
Crestwood Midstream Partners
8.000%, 04/01/2029 (A)		698		712
7.375%, 02/01/2031 (A)		1,167		1,167

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delek Logistics Partners
6.750%, 05/15/2025	$	811	$	793
DT Midstream
4.375%, 06/15/2031 (A)		103		90
4.125%, 06/15/2029 (A)		1,629		1,428
Earthstone Energy Holdings
8.000%, 04/15/2027 (A)		1,305		1,266
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		2,269		1,985
Energy Transfer
5.500%, 06/01/2027		1,564		1,557
EnLink Midstream
6.500%, 09/01/2030 (A)		93		94
5.375%, 06/01/2029		4,626		4,453
EnLink Midstream Partners
4.850%, 07/15/2026		190		183
Enviva Partners
6.500%, 01/15/2026 (A)		4,475		4,072
EQM Midstream Partners
7.500%, 06/01/2027 (A)		170		171
7.500%, 06/01/2030 (A)		134		130
6.500%, 07/01/2027 (A)		712		690
6.500%, 07/15/2048		2,980		2,303
6.000%, 07/01/2025 (A)		276		273
4.750%, 01/15/2031 (A)		934		775
4.500%, 01/15/2029 (A)		1,624		1,380
Genesis Energy
8.875%, 04/15/2030		357		361
8.000%, 01/15/2027		1,187		1,174
7.750%, 02/01/2028		1,753		1,700
6.500%, 10/01/2025		20		19
Gulfport Energy Corp
8.000%, 05/17/2026 (A)		2,335		2,312
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (B)		183		–
6.375%, 01/15/2026		585		–
6.000%, 10/15/2024		215		–
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,300		1,296
Hess Midstream Operations
5.625%, 02/15/2026 (A)		325		322
5.500%, 10/15/2030 (A)		415		386
4.250%, 02/15/2030 (A)		1,777		1,587
Hilcorp Energy I
6.250%, 11/01/2028 (A)		10		9
6.250%, 04/15/2032 (A)		85		79
6.000%, 04/15/2030 (A)		101		93
Holly Energy Partners
6.375%, 04/15/2027 (A)		160		158
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		3,205		3,022

SEI Institutional Managed Trust

163

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ITT Holdings
6.500%, 08/01/2029 (A)	$	2,575	$	2,174
Kinetik Holdings
5.875%, 06/15/2030 (A)		129		124
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		36		34
7.500%, 01/15/2026 (A)		2,742		2,543
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		1,045
Nabors Industries
7.250%, 01/15/2026 (A)		93		89
5.750%, 02/01/2025		325		315
New Fortress Energy
6.750%, 09/15/2025 (A)		1,403		1,350
6.500%, 09/30/2026 (A)		2,411		2,218
NGL Energy Operating
7.500%, 02/01/2026 (A)		2,146		2,071
NGL Energy Partners
7.500%, 04/15/2026		1,755		1,518
6.125%, 03/01/2025		3,712		3,331
Northern Oil and Gas
8.125%, 03/01/2028 (A)		2,099		2,082
NuStar Logistics
6.375%, 10/01/2030		685		657
6.000%, 06/01/2026		255		250
5.750%, 10/01/2025		114		111
5.625%, 04/28/2027		115		109
Occidental Petroleum
8.875%, 07/15/2030		338		393
8.500%, 07/15/2027		293		322
6.625%, 09/01/2030		150		158
6.375%, 09/01/2028		150		155
6.125%, 01/01/2031		3,235		3,356
4.625%, 06/15/2045		1,110		889
Patterson-UTI Energy
5.150%, 11/15/2029		625		575
3.950%, 02/01/2028		514		456
Permian Resources Operating
5.875%, 07/01/2029 (A)		1,645		1,558
Precision Drilling
7.125%, 01/15/2026 (A)		300		293
6.875%, 01/15/2029 (A)		66		60
Range Resources
8.250%, 01/15/2029		402		424
4.875%, 05/15/2025		280		274
Rockcliff Energy II
5.500%, 10/15/2029 (A)		3,750		3,323
Seventy Seven Operating (Escrow Security)
6.625%, 01/15/2020 (B)(D)		1,869		–
SM Energy
6.750%, 09/15/2026		514		504
6.625%, 01/15/2027		73		70

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, 07/15/2028	$	113	$	108
5.625%, 06/01/2025		295		286
Southwestern Energy
5.375%, 03/15/2030		993		934
4.750%, 02/01/2032		772		682
Strathcona Resources
6.875%, 08/01/2026 (A)		3,010		2,393
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		176		169
5.750%, 04/15/2025		1,540		1,283
Sunoco
5.875%, 03/15/2028		1,585		1,522
4.500%, 05/15/2029		1,243		1,141
4.500%, 04/30/2030		1,342		1,214
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		381
6.000%, 03/01/2027 (A)		270		256
6.000%, 12/31/2030 (A)		4,060		3,629
6.000%, 09/01/2031 (A)		722		638
5.500%, 01/15/2028 (A)		70		64
Targa Resources Partners
6.875%, 01/15/2029		192		196
6.500%, 07/15/2027		523		533
4.875%, 02/01/2031		250		234
4.000%, 01/15/2032		167		146
TerraForm Power Operating
5.000%, 01/31/2028 (A)		2,957		2,809
4.750%, 01/15/2030 (A)		375		336
Transocean
11.500%, 01/30/2027 (A)		2,140		2,210
8.750%, 02/15/2030 (A)		87		89
8.000%, 02/01/2027 (A)		1,425		1,281
7.500%, 04/15/2031		790		600
7.250%, 11/01/2025 (A)		772		730
6.800%, 03/15/2038		492		341
Transocean Titan Financing
8.375%, 02/01/2028 (A)		58		60
USA Compression Partners
6.875%, 09/01/2027		220		210
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		540		474
3.875%, 08/15/2029 (A)		255		230
3.875%, 11/01/2033 (A)		3,079		2,586
Weatherford International
8.625%, 04/30/2030 (A)		1,657		1,695
Western Midstream Operating
5.500%, 02/01/2050		2,924		2,481
4.300%, 02/01/2030		3,066		2,791
				133,511

164

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 7.1%
Acrisure
10.125%, 08/01/2026 (A)	$	1,211	$	1,204
4.250%, 02/15/2029 (A)		1,702		1,451
Advisor Group Holdings
10.750%, 08/01/2027 (A)		1,515		1,538
AG Issuer
6.250%, 03/01/2028 (A)		1,208		1,088
AG TTMT Escrow Issuer
8.625%, 09/30/2027 (A)		419		422
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,623		1,505
5.875%, 11/01/2029 (A)		1,445		1,219
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		798		561
Armor Holdco
8.500%, 11/15/2029 (A)		1,735		1,410
AssuredPartners
5.625%, 01/15/2029 (A)		750		648
Blackstone Mortgage Trust
3.750%, 01/15/2027 (A)		556		437
Blackstone Private Credit Fund
7.050%, 09/29/2025 (A)		772		761
2.625%, 12/15/2026		3,105		2,607
Block
3.500%, 06/01/2031		291		239
Bread Financial Holdings
4.750%, 12/15/2024 (A)		840		751
BroadStreet Partners
5.875%, 04/15/2029 (A)		2,190		1,852
Coinbase Global
3.625%, 10/01/2031 (A)		80		45
3.375%, 10/01/2028 (A)		647		399
CPI CG
8.625%, 03/15/2026 (A)		1,328		1,315
Finance of America Funding
7.875%, 11/15/2025 (A)		4,222		3,008
FirstCash
5.625%, 01/01/2030 (A)		2,135		1,970
Freedom Mortgage
8.250%, 04/15/2025 (A)		1,802		1,665
7.625%, 05/01/2026 (A)		1,235		992
6.625%, 01/15/2027 (A)		355		273
HAT Holdings I
6.000%, 04/15/2025 (A)		957		919
3.750%, 09/15/2030 (A)		910		687
3.375%, 06/15/2026 (A)		577		501
Home Point Capital
5.000%, 02/01/2026 (A)		2,185		1,639

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings
4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(F)(G)	$	783	$	585
HUB International
5.625%, 12/01/2029 (A)		1,010		880
Hunt
5.250%, 04/15/2029 (A)		953		745
Jane Street Group
4.500%, 11/15/2029 (A)		2,099		1,879
JPMorgan Chase
5.000%, TSFR3M + 3.380%(F)(G)		856		822
4.600%, TSFR3M + 3.125%(F)(G)		556		517
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		210		185
4.750%, 06/15/2029 (A)		1,921		1,389
4.250%, 02/01/2027 (A)		3,501		2,766
LD Holdings Group
6.500%, 11/01/2025 (A)		1,250		788
6.125%, 04/01/2028 (A)		2,265		1,057
Lloyds Banking Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.760%(F)(G)		200		189
LPL Holdings
4.625%, 11/15/2027 (A)		1,542		1,457
4.375%, 05/15/2031 (A)		325		287
4.000%, 03/15/2029 (A)		130		117
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,300		1,957
5.625%, 01/15/2030 (A)		1,666		1,316
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		414		298
5.500%, 09/01/2028 (A)		414		329
MSCI
4.000%, 11/15/2029 (A)		1,902		1,735
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		903		819
5.750%, 11/15/2031 (A)		270		209
5.500%, 08/15/2028 (A)		1,487		1,275
5.125%, 12/15/2030 (A)		138		106
Navient
5.000%, 03/15/2027		691		609
OneMain Finance
7.125%, 03/15/2026		1,125		1,081
6.625%, 01/15/2028		257		236
5.375%, 11/15/2029		2,232		1,878
4.000%, 09/15/2030		2,077		1,558
3.875%, 09/15/2028		253		201
3.500%, 01/15/2027		440		369
Owl Rock Capital
3.400%, 07/15/2026		1,587		1,401

SEI Institutional Managed Trust

165

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Paysafe Finance
4.000%, 06/15/2029 (A)	$	1,895	$	1,473
PennyMac Financial Services
5.750%, 09/15/2031 (A)		425		337
5.375%, 10/15/2025 (A)		561		524
4.250%, 02/15/2029 (A)		4,863		3,870
PRA Group
5.000%, 10/01/2029 (A)		1,882		1,574
Rithm Capital
6.250%, 10/15/2025 (A)		1,832		1,635
Rocket Mortgage
4.000%, 10/15/2033 (A)		1,902		1,510
3.625%, 03/01/2029 (A)		2,328		1,999
2.875%, 10/15/2026 (A)		180		161
Sabre GLBL
11.250%, 12/15/2027 (A)		1,460		1,361
9.250%, 04/15/2025 (A)		348		328
Science Applications International
4.875%, 04/01/2028 (A)		1,172		1,091
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(A)(F)(G)		1,388		1,317
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		563		501
5.500%, 11/15/2025 (A)		309		292
5.500%, 04/15/2029 (A)		205		171
Verscend Escrow
9.750%, 08/15/2026 (A)		782		782
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		7,892		7,033
WeWork
7.875%, 05/01/2025 (A)		3,100		1,713
				87,818
Health Care — 5.8%
1375209 BC Ltd
9.000%, 01/30/2028 (A)		1,408		1,396
180 Medical Inc
3.875%, 10/15/2029 (A)		200		177
Acadia Healthcare
5.500%, 07/01/2028 (A)		441		427
5.000%, 04/15/2029 (A)		1,006		946
AHP Health Partners
5.750%, 07/15/2029 (A)		251		211
Air Methods
8.000%, 05/15/2025 (A)		4,620		277
Akumin
7.000%, 11/01/2025 (A)		3,430		2,701
Akumin Escrow
7.500%, 08/01/2028 (A)		1,205		843
APX Group
5.750%, 07/15/2029 (A)		643		575

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AthenaHealth Group
6.500%, 02/15/2030 (A)	$	2,651	$	2,150
Avantor Funding
4.625%, 07/15/2028 (A)		574		544
3.875%, 11/01/2029 (A)		2,166		1,939
Bausch Health
14.000%, 10/15/2030 (A)		536		302
11.000%, 09/30/2028 (A)		1,607		1,182
9.000%, 12/15/2025 (A)		1,765		1,405
5.750%, 08/15/2027 (A)		220		137
5.500%, 11/01/2025 (A)		980		806
5.250%, 01/30/2030 (A)		3,780		1,411
5.250%, 02/15/2031 (A)		193		75
5.000%, 01/30/2028 (A)		215		82
5.000%, 02/15/2029 (A)		445		174
4.875%, 06/01/2028 (A)		485		286
Bausch Health Americas
9.250%, 04/01/2026 (A)		385		285
8.500%, 01/31/2027 (A)		444		203
Bristol-Myers Squibb
2.550%, 11/13/2050		1,410		943
Centene
4.625%, 12/15/2029		832		782
3.375%, 02/15/2030		455		397
2.625%, 08/01/2031		2,250		1,823
2.500%, 03/01/2031		275		223
Charles River Laboratories International
4.000%, 03/15/2031 (A)		1,015		888
3.750%, 03/15/2029 (A)		385		342
CHS
8.000%, 03/15/2026 (A)		1,563		1,511
6.875%, 04/01/2028 (A)		1,200		744
6.875%, 04/15/2029 (A)		855		529
6.125%, 04/01/2030 (A)		319		192
6.000%, 01/15/2029 (A)		250		211
5.625%, 03/15/2027 (A)		1,706		1,498
5.250%, 05/15/2030 (A)		1,077		845
4.750%, 02/15/2031 (A)		240		177
DaVita
4.625%, 06/01/2030 (A)		520		444
3.750%, 02/15/2031 (A)		583		460
Elanco Animal Health
6.650%, 08/28/2028		220		208
Embecta
6.750%, 02/15/2030 (A)		335		305
5.000%, 02/15/2030 (A)		940		808
Emergent BioSolutions
3.875%, 08/15/2028 (A)		307		150
Encompass Health
4.750%, 02/01/2030		1,521		1,383
4.625%, 04/01/2031		250		218
4.500%, 02/01/2028		425		396

166

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo DAC
9.500%, 07/31/2027 (A)(D)	$	1,406	$	107
6.000%, 06/30/2028 (A)(D)		1,302		98
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(D)		1,035		766
Envision Healthcare
8.750%, 10/15/2026 (A)		1,825		344
Global Medical Response
6.500%, 10/01/2025 (A)		3,320		2,424
Grifols Escrow Issuer
4.750%, 10/15/2028 (A)		1,472		1,207
HCA
5.875%, 02/15/2026		1,049		1,065
3.500%, 09/01/2030		1,676		1,493
Hologic
3.250%, 02/15/2029 (A)		258		230
IQVIA
5.000%, 10/15/2026 (A)		605		591
Lannett
7.750%, 04/15/2026 (A)		3,385		558
Legacy LifePoint Health
4.375%, 02/15/2027 (A)		2,916		2,385
LifePoint Health
5.375%, 01/15/2029 (A)		1,166		713
Mallinckrodt International Finance
11.500%, 12/15/2028 (A)		575		470
10.000%, 06/15/2029 (A)		236		129
Medline Borrower
5.250%, 10/01/2029 (A)		352		305
3.875%, 04/01/2029 (A)		4,306		3,735
Molina Healthcare
4.375%, 06/15/2028 (A)		1,966		1,829
Organon
5.125%, 04/30/2031 (A)		2,656		2,358
4.125%, 04/30/2028 (A)		906		828
Owens & Minor
6.625%, 04/01/2030 (A)		115		99
4.500%, 03/31/2029 (A)		467		364
Par Pharmaceutical
7.500%, 04/01/2027 (A)(D)		1,353		1,007
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		2,299		2,081
Radiology Partners
9.250%, 02/01/2028 (A)		974		538
RP Escrow Issuer
5.250%, 12/15/2025 (A)		3,336		2,527
Syneos Health
3.625%, 01/15/2029 (A)		1,852		1,522
Tenet Healthcare
6.250%, 02/01/2027		563		554
6.125%, 06/15/2030 (A)		1,191		1,175
5.125%, 11/01/2027		663		636

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 01/01/2026	$	3,511	$	3,442
4.625%, 06/15/2028		2,434		2,245
4.375%, 01/15/2030		225		202
US Acute Care Solutions
6.375%, 03/01/2026 (A)		762		678
US Renal Care
10.625%, 07/15/2027 (A)		2,010		526
				73,242
Industrials — 8.1%
ACCO Brands
4.250%, 03/15/2029 (A)		545		470
Air Canada
3.875%, 08/15/2026 (A)		1,084		984
Allegiant Travel
7.250%, 08/15/2027 (A)		858		854
Allied Universal Holdco
6.625%, 07/15/2026 (A)		1,471		1,414
4.625%, 06/01/2028 (A)		400		337
Allison Transmission
5.875%, 06/01/2029 (A)		210		204
4.750%, 10/01/2027 (A)		545		515
3.750%, 01/30/2031 (A)		1,485		1,267
American Airlines
5.750%, 04/20/2029 (A)		5,151		4,941
5.500%, 04/20/2026 (A)		2,492		2,452
American Airlines Group
3.750%, 03/01/2025 (A)		1,988		1,824
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,046		952
APi Group DE
4.750%, 10/15/2029 (A)		1,113		979
4.125%, 07/15/2029 (A)		214		184
ATS Corp
4.125%, 12/15/2028 (A)		270		239
Avianca Midco 2
9.000%, 12/01/2028 (A)		1,763		1,450
Avis Budget Car Rental
5.750%, 07/15/2027 (A)		315		301
5.375%, 03/01/2029 (A)		553		513
Bombardier
7.875%, 04/15/2027 (A)		2,736		2,770
7.500%, 03/15/2025 (A)		175		175
7.500%, 02/01/2029 (A)		853		871
Builders FirstSource
6.375%, 06/15/2032 (A)		236		237
4.250%, 02/01/2032 (A)		1,473		1,284
BWX Technologies
4.125%, 06/30/2028 (A)		762		686
4.125%, 04/15/2029 (A)		969		859
Camelot Return Merger Sub
8.750%, 08/01/2028 (A)		1,750		1,620

SEI Institutional Managed Trust

167

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chart Industries
9.500%, 01/01/2031 (A)	$	1,117	$	1,178
7.500%, 01/01/2030 (A)		119		123
Clean Harbors
6.375%, 02/01/2031 (A)		569		581
Conduent Business Services
6.000%, 11/01/2029 (A)		310		244
CoreCivic
8.250%, 04/15/2026		267		269
CoreLogic
4.500%, 05/01/2028 (A)		2,655		2,014
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,400		1,782
Delta Air Lines
4.750%, 10/20/2028 (A)		399		385
4.375%, 04/19/2028		406		377
Deluxe
8.000%, 06/01/2029 (A)		2,480		1,813
Dycom Industries
4.500%, 04/15/2029 (A)		333		301
EnerSys
4.375%, 12/15/2027 (A)		559		518
EnPro Industries
5.750%, 10/15/2026		232		226
First Student Bidco
4.000%, 07/31/2029 (A)		15		13
Garda World Security
9.500%, 11/01/2027 (A)		310		294
6.000%, 06/01/2029 (A)		242		192
GFL Environmental
5.125%, 12/15/2026 (A)		335		328
4.375%, 08/15/2029 (A)		1,264		1,132
4.000%, 08/01/2028 (A)		669		608
3.500%, 09/01/2028 (A)		3,013		2,727
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		175		151
5.625%, 06/01/2029 (A)		332		274
GrafTech Finance
4.625%, 12/15/2028 (A)		2,410		2,010
Griffon
5.750%, 03/01/2028		500		464
H&E Equipment Services
3.875%, 12/15/2028 (A)		1,960		1,718
Harsco
5.750%, 07/31/2027 (A)		465		365
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,846		1,753
Hertz
5.000%, 12/01/2029 (A)		573		475
4.625%, 12/01/2026 (A)		888		804
Icahn Enterprises
4.375%, 02/01/2029		523		450

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
IEA Energy Services
6.625%, 08/15/2029 (A)	$	1,225	$	1,167
JELD-WEN
6.250%, 05/15/2025 (A)		235		234
4.875%, 12/15/2027 (A)		225		191
4.625%, 12/15/2025 (A)		470		436
Korn Ferry
4.625%, 12/15/2027 (A)		2,022		1,911
Madison IAQ
5.875%, 06/30/2029 (A)		493		381
4.125%, 06/30/2028 (A)		170		147
Masonite International
5.375%, 02/01/2028 (A)		298		285
MasTec
4.500%, 08/15/2028 (A)		433		400
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		2,138		2,131
MIWD Holdco II
5.500%, 02/01/2030 (A)		221		187
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		5,936		–
PGT Innovations
4.375%, 10/01/2029 (A)		133		120
Pitney Bowes
7.250%, 03/15/2029 (A)		1,315		981
6.875%, 03/15/2027 (A)		200		158
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,189		1,180
3.375%, 08/31/2027 (A)		679		609
Raytheon Technologies
3.030%, 03/15/2052		595		431
2.820%, 09/01/2051		970		673
Regal Rexnord
6.400%, 04/15/2033 (A)		178		178
6.300%, 02/15/2030 (A)		127		128
6.050%, 02/15/2026 (A)		147		148
6.050%, 04/15/2028 (A)		300		300
Ritchie Bros Holdings
7.750%, 03/15/2031 (A)		859		900
6.750%, 03/15/2028 (A)		2,730		2,811
Rolls-Royce
3.625%, 10/14/2025 (A)		851		806
Sensata Technologies
4.000%, 04/15/2029 (A)		816		737
3.750%, 02/15/2031 (A)		109		95
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,045
Spirit AeroSystems
9.375%, 11/30/2029 (A)		170		186
7.500%, 04/15/2025 (A)		1,114		1,114
4.600%, 06/15/2028		2,030		1,720

168

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SS&C Technologies
5.500%, 09/30/2027 (A)	$	602	$	584
Standard Industries
5.000%, 02/15/2027 (A)		870		826
4.750%, 01/15/2028 (A)		768		717
4.375%, 07/15/2030 (A)		1,558		1,355
3.375%, 01/15/2031 (A)		88		71
Stericycle
3.875%, 01/15/2029 (A)		284		248
Team Health Holdings
6.375%, 02/01/2025 (A)		3,442		2,071
Terex
5.000%, 05/15/2029 (A)		335		312
TK Elevator US Newco
5.250%, 07/15/2027 (A)		1,548		1,461
TransDigm
6.750%, 08/15/2028 (A)		668		675
6.250%, 03/15/2026 (A)		3,100		3,103
5.500%, 11/15/2027		1,982		1,869
Triumph Group
9.000%, 03/15/2028 (A)		108		108
7.750%, 08/15/2025		280		257
Tutor Perini
6.875%, 05/01/2025 (A)		5,227		3,685
Uber Technologies
8.000%, 11/01/2026 (A)		1,029		1,055
7.500%, 09/15/2027 (A)		135		139
4.500%, 08/15/2029 (A)		244		222
United Airlines
4.625%, 04/15/2029 (A)		1,384		1,252
4.375%, 04/15/2026 (A)		2,052		1,963
United Rentals North America
6.000%, 12/15/2029 (A)		1,173		1,189
5.250%, 01/15/2030		1,650		1,588
4.875%, 01/15/2028		350		335
US Airways Pass Through Trust
3.950%, 11/15/2025		409		382
Vertiv Group
4.125%, 11/15/2028 (A)		820		724
Wabash National
4.500%, 10/15/2028 (A)		240		208
Wesco Aircraft Holdings
13.125%, 11/15/2027 (A)		100		8
9.000%, 11/15/2026 (A)		599		48
WESCO Distribution
7.250%, 06/15/2028 (A)		468		481
7.125%, 06/15/2025 (A)		356		362
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		463
				101,502

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 4.4%
ACI Worldwide
5.750%, 08/15/2026 (A)	$	394	$	390
Ahead DB Holdings
6.625%, 05/01/2028 (A)		2,415		2,000
ams-OSRAM
7.000%, 07/31/2025 (A)		1,617		1,517
Apple
2.650%, 05/11/2050		2,300		1,621
2.375%, 02/08/2041		435		326
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,391
4.250%, 06/01/2028 (A)		213		178
Avaya
6.125%, 09/15/2028 (A)(D)		5,184		493
Black Knight InfoServ
3.625%, 09/01/2028 (A)		196		178
Castle US Holding
9.500%, 02/15/2028 (A)		1,205		490
CDW
4.250%, 04/01/2028		370		345
3.250%, 02/15/2029		171		150
Ciena
4.000%, 01/31/2030 (A)		1,085		944
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		184		166
3.875%, 07/01/2028 (A)		164		146
Coherent
5.000%, 12/15/2029 (A)		3,873		3,516
CommScope
8.250%, 03/01/2027 (A)		6,425		5,263
7.125%, 07/01/2028 (A)		1,635		1,206
6.000%, 03/01/2026 (A)		805		777
4.750%, 09/01/2029 (A)		384		320
CommScope Technologies
6.000%, 06/15/2025 (A)		3,262		3,072
5.000%, 03/15/2027 (A)		200		146
Crowdstrike Holdings
3.000%, 02/15/2029		926		808
Elastic
4.125%, 07/15/2029 (A)		1,054		900
Entegris
4.375%, 04/15/2028 (A)		182		164
3.625%, 05/01/2029 (A)		2,779		2,399
Entegris Escrow
5.950%, 06/15/2030 (A)		50		49
4.750%, 04/15/2029 (A)		2,837		2,682
Gartner
3.625%, 06/15/2029 (A)		184		164
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,136		1,105
3.500%, 03/01/2029 (A)		920		795

SEI Institutional Managed Trust

169

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Imola Merger
4.750%, 05/15/2029 (A)	$	816	$	730
Intel
3.200%, 08/12/2061		490		324
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		2,145		1,713
McAfee
7.375%, 02/15/2030 (A)		643		539
NCR
6.125%, 09/01/2029 (A)		305		301
5.750%, 09/01/2027 (A)		455		447
5.125%, 04/15/2029 (A)		318		275
5.000%, 10/01/2028 (A)		147		129
Northwest Fiber
4.750%, 04/30/2027 (A)		530		453
ON Semiconductor
3.875%, 09/01/2028 (A)		471		424
Open Text Holdings
4.125%, 02/15/2030 (A)		1,792		1,537
Presidio Holdings
4.875%, 02/01/2027 (A)		260		249
Seagate HDD Cayman
5.750%, 12/01/2034		1,099		1,003
3.375%, 07/15/2031		829		616
Sprint
7.625%, 02/15/2025		1,898		1,968
Sprint Capital
8.750%, 03/15/2032		2,378		2,895
Synaptics
4.000%, 06/15/2029 (A)		1,610		1,386
Veritas US
7.500%, 09/01/2025 (A)		2,235		1,682
ViaSat
6.500%, 07/15/2028 (A)		2,175		1,607
5.625%, 09/15/2025 (A)		1,413		1,340
Virtusa
7.125%, 12/15/2028 (A)		1,327		1,043
Western Digital
4.750%, 02/15/2026		1,375		1,319
Xerox Holdings
5.500%, 08/15/2028 (A)		278		241
5.000%, 08/15/2025 (A)		278		262
				56,184
Materials — 7.4%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		600		593
Arconic
6.125%, 02/15/2028 (A)		443		436
6.000%, 05/15/2025 (A)		228		228
ARD Finance
6.500% PIK, 06/30/2027 (A)		3,114		2,382

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (A)	$	840	$	723
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,258		1,239
5.250%, 08/15/2027 (A)		2,548		2,009
4.125%, 08/15/2026 (A)		845		788
Ashland
6.875%, 05/15/2043		851		853
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		2,670		2,133
ATI
5.875%, 12/01/2027		174		170
5.125%, 10/01/2031		80		73
4.875%, 10/01/2029		160		146
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		374
3.375%, 02/15/2029 (A)		1,615		1,384
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		2,595		2,475
Ball
6.875%, 03/15/2028		2,113		2,187
2.875%, 08/15/2030		1,751		1,459
Big River Steel
6.625%, 01/31/2029 (A)		298		296
Carpenter Technology
7.625%, 03/15/2030		60		62
6.375%, 07/15/2028		184		179
CF Industries
5.150%, 03/15/2034		2,249		2,156
Chemours
5.750%, 11/15/2028 (A)		1,829		1,633
4.625%, 11/15/2029 (A)		1,316		1,085
Cleveland-Cliffs Inc
4.625%, 03/01/2029 (A)		213		195
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (A)		772		702
Consolidated Energy Finance
5.625%, 10/15/2028 (A)		553		476
Cornerstone Chemical
10.250% PIK, 09/01/2027 (A)		7,095		6,386
CVR Partners
6.125%, 06/15/2028 (A)		1,301		1,153
Domtar
6.750%, 10/01/2028 (A)		2,940		2,617
Eldorado Gold
6.250%, 09/01/2029 (A)		793		737
Element Solutions
3.875%, 09/01/2028 (A)		2,462		2,161
ERO Copper
6.500%, 02/15/2030 (A)		2,690		2,353
First Quantum Minerals
7.500%, 04/01/2025 (A)		258		258

170

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
FMG Resources August 2006 PTY
4.500%, 09/15/2027 (A)	$	772	$	741
Freeport-McMoRan
5.450%, 03/15/2043		995		931
5.400%, 11/14/2034		1,040		1,019
Glatfelter
4.750%, 11/15/2029 (A)		154		102
Graham Packaging
7.125%, 08/15/2028 (A)		185		160
INEOS Finance
6.750%, 05/15/2028 (A)		1,044		1,008
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		390		353
Infrabuild Australia Pty
12.000%, 10/01/2024 (A)		785		751
Innophos Holdings
9.375%, 02/15/2028 (A)		2,550		2,607
LABL
10.500%, 07/15/2027 (A)		290		268
6.750%, 07/15/2026 (A)		1,162		1,120
LSB Industries
6.250%, 10/15/2028 (A)		2,600		2,314
Martin Marietta Materials
2.400%, 07/15/2031		843		690
Mauser Packaging Solutions Holding
9.250%, 04/15/2027 (A)		2,622		2,423
7.875%, 08/15/2026 (A)		1,020		1,020
Methanex
5.125%, 10/15/2027		786		741
Mineral Resources
8.125%, 05/01/2027 (A)		1,415		1,436
Mineral Resources MTN
8.500%, 05/01/2030 (A)		135		139
8.000%, 11/01/2027 (A)		105		108
Mountain Province Diamonds
9.000%, 12/15/2025 (A)		2,191		2,125
NMG Holding
7.125%, 04/01/2026 (A)		2,251		2,113
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(D)(E)		2,115		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		545		497
5.000%, 05/01/2025 (A)		889		848
4.875%, 06/01/2024 (A)		300		296
4.250%, 05/15/2029 (A)		213		174
Novelis
4.750%, 01/30/2030 (A)		270		248
3.875%, 08/15/2031 (A)		2,020		1,701
3.250%, 11/15/2026 (A)		735		672
OI European Group BV
4.750%, 02/15/2030 (A)		1,810		1,656

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)	$	347	$	347
5.875%, 08/15/2023 (A)		204		204
Pactiv Evergreen Group Issuer
4.000%, 10/15/2027 (A)		1,093		982
Polar US Borrower
6.750%, 05/15/2026 (A)		3,481		1,790
Rain CII Carbon
7.250%, 04/01/2025 (A)		2,705		2,619
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		4,763		3,941
4.875%, 05/01/2028 (A)		195		174
Scotts Miracle-Gro
4.500%, 10/15/2029		84		72
4.375%, 02/01/2032		212		170
4.000%, 04/01/2031		470		375
Smyrna Ready Mix Concrete
6.000%, 11/01/2028 (A)		790		742
Summit Materials
5.250%, 01/15/2029 (A)		1,704		1,610
Tacora Resources
8.250%, 05/15/2026 (A)		1,685		1,266
Taseko Mines
7.000%, 02/15/2026 (A)		1,297		1,177
Trident TPI Holdings
9.250%, 08/01/2024 (A)		1,212		1,200
TriMas
4.125%, 04/15/2029 (A)		294		259
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		374
5.125%, 04/01/2029 (A)		266		163
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		200		182
5.500%, 08/15/2026 (A)		1,299		1,244
Tronox
4.625%, 03/15/2029 (A)		4,329		3,625
United States Steel
6.875%, 03/01/2029		31		31
Venator Finance Sarl
9.500%, 07/01/2025 (A)		250		155
5.750%, 07/15/2025 (A)		280		39
WR Grace Holdings
5.625%, 08/15/2029 (A)		617		523
4.875%, 06/15/2027 (A)		300		289
				93,915
Real Estate — 2.7%
American Tower
3.700%, 10/15/2049		150		110
3.100%, 06/15/2050		565		371
2.950%, 01/15/2051		645		413
2.100%, 06/15/2030		1,378		1,126

SEI Institutional Managed Trust

171

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Brookfield Property REIT
5.750%, 05/15/2026 (A)	$	153	$	137
4.500%, 04/01/2027 (A)		5,121		4,110
Crown Castle
2.900%, 04/01/2041		1,080		770
Cushman & Wakefield US Borrower
6.750%, 05/15/2028 (A)		405		363
Diversified Healthcare Trust
9.750%, 06/15/2025		406		393
4.750%, 05/01/2024		1,415		1,274
4.750%, 02/15/2028		140		95
4.375%, 03/01/2031		2,490		1,783
Iron Mountain
5.250%, 03/15/2028 (A)		756		720
5.250%, 07/15/2030 (A)		865		780
5.000%, 07/15/2028 (A)		255		237
4.875%, 09/15/2029 (A)		2,554		2,295
4.500%, 02/15/2031 (A)		268		230
Outfront Media Capital
4.250%, 01/15/2029 (A)		2,085		1,731
Prologis
3.000%, 04/15/2050		475		329
2.125%, 10/15/2050		920		522
Realogy Group
5.250%, 04/15/2030 (A)		367		268
RHP Hotel Properties
4.750%, 10/15/2027		798		748
4.500%, 02/15/2029 (A)		269		243
SBA Communications
3.125%, 02/01/2029		1,320		1,148
Service Properties Trust
5.500%, 12/15/2027		460		412
4.950%, 02/15/2027		2,340		1,981
4.375%, 02/15/2030		3,820		2,850
4.350%, 10/01/2024		848		811
3.950%, 01/15/2028		215		168
Uniti Group
10.500%, 02/15/2028 (A)		587		569
6.000%, 01/15/2030 (A)		836		489
VICI Properties
5.750%, 02/01/2027 (A)		204		200
5.625%, 05/01/2024 (A)		185		183
4.625%, 06/15/2025 (A)		261		252
4.625%, 12/01/2029 (A)		153		139
4.500%, 09/01/2026 (A)		125		118
4.500%, 01/15/2028 (A)		95		88
4.250%, 12/01/2026 (A)		429		400
4.125%, 08/15/2030 (A)		2,736		2,417
3.875%, 02/15/2029 (A)		227		202
3.750%, 02/15/2027 (A)		1,840		1,699
				33,174

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 1.5%
Calpine
5.000%, 02/01/2031 (A)	$	175	$	148
4.625%, 02/01/2029 (A)		897		774
Clearway Energy Operating LLC
3.750%, 02/15/2031 (A)		2,119		1,828
Duke Energy Carolinas
6.050%, 04/15/2038		418		456
NRG Energy
10.250%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.920%(A)(F)(G)		1,468		1,403
7.000%, 03/15/2033 (A)		264		273
6.625%, 01/15/2027		304		303
5.750%, 01/15/2028		155		152
5.250%, 06/15/2029 (A)		335		311
3.875%, 02/15/2032 (A)		1,011		809
3.625%, 02/15/2031 (A)		3,164		2,537
3.375%, 02/15/2029 (A)		145		120
PacifiCorp
5.750%, 04/01/2037		418		446
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,518
PG&E
5.250%, 07/01/2030		63		58
5.000%, 07/01/2028		284		268
Pike
5.500%, 09/01/2028 (A)		192		168
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		980		943
Vistra
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.930%(A)(F)(G)		945		883
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(F)(G)		250		220
Vistra Operations
5.625%, 02/15/2027 (A)		1,660		1,611
5.000%, 07/31/2027 (A)		1,826		1,726
4.375%, 05/01/2029 (A)		1,591		1,409
4.300%, 07/15/2029 (A)		375		336
				18,700
Total Corporate Obligations
(Cost $1,113,692) ($ Thousands)				956,943

172

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 8.7%
Other Asset-Backed Securities — 8.7%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
5.234%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D)(F)(H)	$	587	$	18
Ares XXXIV CLO, Ser 2020-2A, Cl FR
13.392%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(B)(F)		1,446		1,164
B&M CLO, Ser 2014-1A, Cl E
10.542%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(B)(F)		262		42
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(B)(C)(F)		4,490		69
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(B)(C)(F)		3,390		1,281
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(B)(C)(F)		4,450		3,520
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(B)(C)(F)		5,857		3,339
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(B)(C)(F)		4,663		2,189
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (B)(C)		3,427		2,561
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(B)(C)(F)		2,128		1,166
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (B)(C)		4,839		2,986
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(B)(C)(F)		2,531		343
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(B)(I)		7		2,563
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(B)(I)		2,293		894
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(B)(I)		6,387		–
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (B)(C)		10,259		3,724
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(B)(C)(F)		7,502		2,945
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (B)(C)(F)		6,715		24
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(B)(C)		6,720		2,335
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(B)(C)(F)		7,631		3,796

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(B)(C)(F)	$	3,809	$	1,769
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034 (A)(B)(C)(F)		3,486		2,343
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(B)(C)(F)		2,261		1,808
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (B)(C)		5,130		3,653
Blue Ridge CLO II, Ser 2014-2A, Cl E
6.041%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D)(F)		2,571		–
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(B)(C)(F)		2,725		790
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(B)(C)(F)		3,139		848
Great Lakes CLO, Ser 2015-1A, Cl ER
12.152%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(B)(F)		3,253		2,903
Great Lakes CLO, Ser 2015-1A, Cl FR
14.792%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(D)(F)		1,198		980
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(B)(C)(F)		4,519		1,988
Great Lakes CLO, Ser 2017-1A, Cl ER
12.292%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(B)(F)		3,321		3,014
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2033 (A)(B)(C)(F)		2,484		1,552
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2033 (A)(B)(C)(F)		651		465
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
11.865%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(B)(F)		1,559		1,342
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(B)(C)(F)		1,169		724
LCM CLO, Ser 31A
0.000%, 01/20/2032 (B)(C)		1,115		785
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(B)(C)(F)		3,797		1,291
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
10.668%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(B)(F)		2,499		2,050
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2027 (A)(B)(C)(F)		3,640		1,274

SEI Institutional Managed Trust

173

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034 (B)(C)	$	1,924	$	1,330
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032 (B)(C)		3,294		2,003
Neuberger Berman Loan Advisers CLO XXXVIII
0.000%, 10/20/2032 (B)(C)		3,438		2,364
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(B)(C)(F)		1,095		734
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(B)(F)		14		9
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(B)(C)(F)		7,983		2,863
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(B)(C)(F)		1,655		679
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034 (A)(B)(C)(F)		1,224		1,024
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (B)(C)		4,413		3,149
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (B)(C)		6,388		64
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034 (A)(B)(C)(F)		1,999		1,199
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (B)(C)(F)		9,085		5,541
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034 (A)(B)(C)(F)		4,194		2,265
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(B)(C)(F)		2,978		1,541
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(B)(C)(F)		3,528		2,205
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (B)(C)		5,352		2,783
Venture CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(B)(C)(F)		11,892		4,400
Venture XXV CLO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(B)(C)(F)		2,030		467
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(B)(C)(F)		1,609		354
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(B)(C)(F)		3,228		968
Voya CLO, Ser 2020-2
0.000%, 07/19/2034 (B)(C)		4,915		4,187

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033 (B)(C)	$	6,577	$	4,520
Total Asset-Backed Securities
(Cost $61,164) ($ Thousands)				109,187
LOAN PARTICIPATIONS — 8.7%
1236904 BC Ltd., Initial Term Loan, 1st Lien
10.135%, LIBOR + 5.500%, 03/04/2027 (F)		174		165
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
9.558%, LIBOR + 4.750%, 04/20/2028 (F)		100		101
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
8.980%, LIBOR + 4.250%, 05/17/2028 (F)		329		260
Adient U.S., LLC, Term B-1 Loan, 1st Lien
7.885%, LIBOR + 3.500%, 04/10/2028 (F)		179		178
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
10.135%, LIBOR + 5.500%, 10/10/2025 (F)		984		924
Alvogen Pharma U.S., Inc., June 2002 Loan
12.230%, CME Term SOFR + 7.500%, 06/30/2025 (F)		1,756		1,527
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien
10.135%, LIBOR + 5.500%, 09/01/2027 (F)		299		290
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien
10.135%, LIBOR + 5.500%, 09/01/2027 (F)		1,000		972
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (B)		1,276		1,261
AssuredPartners, Inc., 2020 February Refinancing Term Loan, 1st Lien
8.135%, LIBOR + 3.500%, 02/12/2027 (F)(J)		269		267
Avantor Funding, Inc., 2021 Incremental B-5 Dollar Term Loan
7.090%, LIBOR + 2.250%, 11/08/2027 (F)(J)		649		648
Avaya Inc., DIP Term Loan, 1st Lien
12.563%, CME Term SOFR + 8.000%, 08/15/2023 (F)		1,580		1,620

174

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Avaya Inc., Tranche B-1 Term Loan, 1st Lien
8.709%, LIBOR + 4.250%, 12/15/2027 (D)(F)(J)	$	1,233	$	293
Avaya Inc., Tranche B-2 Term Loan, 1st Lien
8.459%, LIBOR + 4.000%, 12/15/2027 (D)(F)(J)		1,081		250
Bausch Health Companies, Inc., Second Amendment Term Loan, 1st Lien
9.914%, CME Term SOFR + 5.250%, 02/01/2027 (F)(J)		2,207		1,634
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien
11.813%, 06/15/2026		1,412		1,205
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
12.845%, LIBOR + 6.500%, 10/23/2023 (B)(E)(F)		382		375
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
12.845%, LIBOR + 6.500%, 04/23/2024 (E)(F)		1,637		1,518
BYJU's Alpha, Inc., Initial Term Loan
12.928%, LIBOR + 6.000%, 11/24/2026 (F)(J)		2,774		2,248
Carestream Health, Inc., Term Loan, 1st Lien
12.180%, CME Term SOFR + 7.500%, 09/30/2027 (B)(F)		1,312		755
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
8.635%, LIBOR + 4.000%, 01/29/2027 (F)(J)		640		414
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
8.385%, LIBOR + 3.750%, 01/29/2027 (F)(J)		656		428
Cenveo, 1st Lien
12.298%, 12/31/2024 (B)		372		372
Claire's Stores, Inc., Initial Term Loan, 1st Lien
11.135%, LIBOR + 6.500%, 12/18/2026 (F)		1,105		987
Clear Channel Outdoor Holdings, Inc., Term B Loan
8.325%, LIBOR + 3.500%, 08/21/2026 (F)(J)		100		93
Cloud Software Group, Inc., Term Loan, 2nd Lien
9.500%, CME Term SOFR + 7.500%, 09/28/2029 (B)(F)		422		337

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
7.480%, LIBOR + 2.750%, 09/18/2024 (F)	$	2,476	$	2,358
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 01/04/2026 (F)(J)		2,365		1,414
Delta Topco, Inc., Initial Term Loan, 2nd Lien
11.654%, CME Term SOFR + 7.250%, 12/01/2028 (F)(J)		1,314		1,114
DexKo Global, Inc., Closing Date Dollar Term Loan, 1st Lien
8.480%, LIBOR + 3.750%, 10/04/2028 (F)		342		319
DirecTV Financing, LLC, Closing Date Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 08/02/2027 (F)		1,145		1,100
East Valley Tourist Development Authority , Term Loan, 1st Lien
11.481%, CME Term SOFR + 7.500%, 11/23/2026 (B)(F)		2,527		2,451
Envision Healthcare Corp., First Out Term Loan, 1st Lien
12.605%, CME Term SOFR + 7.875%, 03/31/2027 (F)		581		482
Envision Healthcare Corp., Second Out Term Loan, 1st Lien
8.830%, CME Term SOFR + 4.250%, 03/31/2027 (F)(J)		5,523		1,312
Envision Healthcare Corp., Third Out Term Loan, 1st Lien
8.330%, CME Term SOFR + 3.750%, 03/31/2027 (F)		805		121
Epic Crude Services, LP, Term Loan, 1st Lien
9.740%, LIBOR + 5.000%, 03/02/2026 (F)		911		839
Epic Y-Grade Services, LP, Term Loan, 1st Lien
10.960%, LIBOR + 6.000%, 06/30/2027 (F)(J)		6,680		5,829
First Student Bidco, Inc., 2022 Incremental Term B Loan, 1st Lien
8.680%, CME Term SOFR + 4.000%, 07/21/2028 (F)		253		247
First Student Bidco, Inc., 2022 Incremental Term C Loan, 1st Lien
8.680%, CME Term SOFR + 4.000%, 07/21/2028 (F)		18		17

SEI Institutional Managed Trust

175

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
First Student Bidco, Inc., Initial Term B Loan, 1st Lien
7.726%, LIBOR + 3.000%, 07/21/2028 (F)	$	242	$	231
First Student Bidco, Inc., Initial Term C Loan, 1st Lien
7.726%, LIBOR + 3.000%, 07/21/2028 (F)		90		86
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien
12.730%, LIBOR + 8.000%, 06/30/2027 (F)		221		210
Freeport LNG Investments, LLLP, 1st Lien
7.808%, 11/16/2026		672		647
Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien
8.308%, LIBOR + 3.500%, 12/21/2028 (F)		1,225		1,183
GatesAir, Term Loan
14.296%, 08/01/2027 (B)(E)		1,137		1,137
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
8.635%, LIBOR + 4.000%, 12/01/2027 (F)		280		275
Geon Performance Solutions, LLC, Initial Term Loan, 1st Lien
9.230%, LIBOR + 4.500%, 08/18/2028 (F)(J)		1,277		1,256
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.203%, LIBOR + 4.250%, 03/14/2025 (F)(J)		664		463
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
8.830%, LIBOR + 4.250%, 10/02/2025 (F)(J)		971		677
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien
7.635%, LIBOR + 3.000%, 08/04/2027 (F)		342		338
Gulf Finance, LLC, Term Loan, 1st Lien
11.430%, CME Term SOFR + 6.750%, 08/25/2026 (F)		2,716		2,630
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien
9.874%, CME Term SOFR + 5.000%, 12/15/2026 (F)(J)		500		465
Hub International Ltd., B-3 Incremental Term Loan, 1st Lien
8.058%, LIBOR + 3.250%, 04/25/2025 (F)(J)		647		644

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hudson River Trading, LLC, Term Loan, 1st Lien
7.732%, CME Term SOFR + 3.000%, 03/20/2028 (F)	$	1,898	$	1,770
Hyland Software, Inc., Term Loan 3, 1st Lien
8.135%, LIBOR + 3.500%, 07/01/2024 (F)		1,544		1,524
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
7.635%, LIBOR + 3.000%, 05/01/2026 (F)		426		376
Intelsat Jackson Holdings S.A., Term B Loan, 1st Lien
9.082%, CME Term SOFR + 4.250%, 02/01/2029 (F)		820		810
IRB Holding Corp., 2022 Replacement Term B Loan, 1st Lien
7.687%, CME Term SOFR + 3.000%, 12/15/2027 (F)(J)		1,550		1,522
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (B)(D)(F)		2,253		—
Journey Personal Care Corp., Initial Term Loan, 1st Lien
8.980%, LIBOR + 4.250%, 03/01/2028 (F)		1,994		1,524
Jump Financial, LLC, Term Loan, 1st Lien
9.342%, CME Term SOFR + 4.500%, 08/07/2028 (F)		2,212		2,030
LABL, Inc., Initial Dollar Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 10/29/2028 (F)		284		275
LifeScan Global Corp., Initial Term Loan, 1st Lien
10.754%, LIBOR + 6.000%, 10/01/2024 (F)(J)		5,491		4,100
Lightstone Holdco, LLC, Extended Term B Loan, 1st Lien
10.368%, CME Term SOFR + 5.750%, 01/29/2027 (F)		1,142		976
Lightstone Holdco, LLC, Extended Term C Loan, 1st Lien
10.368%, CME Term SOFR + 5.750%, 01/29/2027 (F)		65		55
Lumen Technologies, Inc., Term A Loan
6.922%, CME Term SOFR + 2.000%, 01/31/2025 (F)(J)		841		771
Madison IAQ, LLC, Initial Term Loan, 1st Lien
7.988%, LIBOR + 3.250%, 06/21/2028 (F)		247		234

176

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Magnite, Inc., Initial Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 04/28/2028 (F)	$	627	$	598
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
11.965%, LIBOR + 8.125%, 02/16/2025 (F)		2,886		2,850
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
10.554%, CME Term SOFR + 5.750%, 08/18/2028 (B)(F)		530		367
9.651%, LIBOR + 4.750%, 08/18/2028 (B)(F)(J)		1,817		1,259
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 10/23/2028 (F)(J)		166		161
Misys Limited, Dollar Term Loan, 1st Lien
8.325%, LIBOR + 3.500%, 06/13/2024 (F)(J)		1,749		1,630
Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien
9.526%, CME Term SOFR + 4.750%, 05/02/2029 (F)(J)		816		767
MLN US HoldCo, LLC, Term B Loan, 1st Lien
9.557%, LIBOR + 4.500%, 11/30/2025 (F)		647		158
Mountaineer Merger Corp., Initial Term Loan, 1st Lien
11.814%, LIBOR + 7.000%, 10/26/2028 (F)(J)		1,543		1,157
Naked Juice, LLC, Initial Loan, 2nd Lien
10.680%, CME Term SOFR + 6.000%, 01/24/2030 (F)(J)		1,247		930
Nexus Buyer, LLC, Initial Term Loan, 2nd Lien
10.885%, LIBOR + 6.250%, 11/05/2029 (F)		667		584
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
7.526%, CME Term SOFR + 2.750%, 10/01/2025 (F)		417		413
OLA Netherlands B.V., Initial Term Loan
11.106%, LIBOR + 6.250%, 12/15/2026 (F)		2,224		2,102
Open Text Corp., Term B Loan, 1st Lien
8.218%, CME Term SOFR + 3.500%, 08/27/2029 (F)(J)		1,095		1,091
Park River Holdings Inc., Initial Term Loan, 1st Lien
8.004%, LIBOR + 3.250%, 12/28/2027 (F)		126		115

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien
8.092%, CME Term SOFR + 3.250%, 03/03/2028 (F)	$	337	$	330
Polaris Newco, LLC, Dollar Term Loan, 1st Lien
8.730%, LIBOR + 4.000%, 06/02/2028 (F)(J)		1,054		959
Prairie ECI Acquiror LP, Initial Term Loan
9.385%, 03/11/2026 (J)		588		574
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
12.825%, LIBOR + 8.000%, 03/20/2024 (E)(F)		535		414
12.802%, LIBOR + 8.000%, 03/20/2024 (E)(F)		574		444
Pug LLC, Term B-2 Loan, 1st Lien
8.885%, LIBOR + 4.250%, 02/12/2027 (B)(F)(J)		1,038		743
Pug LLC, USD Term B Loan, 1st Lien
8.135%, LIBOR + 3.500%, 02/12/2027 (F)(J)		2,473		1,782
Quest Software U.S. Holdings, Inc., Initial Loan, 2nd Lien
12.326%, CME Term SOFR + 7.500%, 02/01/2030 (F)(J)		1,200		720
Red Planet Borrower, LLC, Initial Term Loan, 1st Lien
8.385%, LIBOR + 3.750%, 10/02/2028 (F)(J)		1,431		1,000
Serta Simmons Bedding, LLC, Initial Exchange Term Loan, 1st Lien
14.184%, LIBOR + 7.500%, 08/10/2023 (D)(F)		377		214
Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien
9.635%, LIBOR + 5.000%, 09/25/2026 (F)(J)		186		90
SP PF Buyer, LLC, Closing Date Term Loan, 1st Lien
9.135%, LIBOR + 4.500%, 12/22/2025 (F)		1,478		899
SPX Flow, Inc., Term Loan, 1st Lien
9.218%, CME Term SOFR + 4.500%, 04/05/2029 (F)		176		168
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
9.814%, LIBOR + 5.000%, 04/16/2026 (F)		3,002		2,758
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
8.480%, LIBOR + 3.750%, 10/01/2026 (F)		772		764

SEI Institutional Managed Trust

177

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
11.580%, CME Term SOFR + 7.000%, 05/13/2027 (F)(J)	$	1,310	$	1,155
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
9.868%, CME Term SOFR + 5.250%, 03/02/2027 (F)(J)		3,349		2,286
Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien
7.385%, LIBOR + 2.750%, 02/06/2024 (F)		253		215
Titan Acquisition Ltd., Initial Term Loan, 1st Lien
8.151%, LIBOR + 3.000%, 03/28/2025 (F)(J)		627		593
TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien
8.602%, LIBOR + 3.500%, 07/30/2027 (F)(J)		271		264
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
8.325%, 01/31/2025		1,005		588
TransDigm, Inc., Tranche F Term Loan, 1st Lien
6.980%, LIBOR + 2.250%, 12/09/2025 (F)(J)		808		806
Travelport Finance (Luxembourg) S.a r.l., 2021 Consented Term Loan, 1st Lien
9.730%, LIBOR + 5.000%, 05/29/2026 (F)(J)		952		538
Traverse Midstream Partners LLC, Advance, 1st Lien
8.726%, CME Term SOFR + 4.250%, 02/16/2028 (F)(J)		1,493		1,466
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.230%, LIBOR + 3.500%, 03/31/2028 (F)		203		181
Tutor Perini Corp., Term Loan, 1st Lien
9.385%, LIBOR + 4.750%, 08/18/2027 (B)(F)		2,021		1,875
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
9.688%, LIBOR + 5.000%, 06/26/2026 (F)		473		318
Univision Communications, Inc., 2021 Replacement Converted First-Lien Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 03/15/2026 (F)(J)		970		963

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
8.958%, LIBOR + 4.000%, 08/20/2025 (F)	$	1,500	$	1,280
Vida Capital, Inc., Initial Term Loan, 1st Lien
10.840%, 10/01/2026		1,832		1,331
WaterBridge Midstream Operating, LLC, Initial Term Loan, 1st Lien
10.568%, LIBOR + 5.750%, 06/22/2026 (F)(J)		513		503
Wellful Inc., Initial Term Loan, 1st Lien
10.420%, LIBOR + 6.250%, 04/21/2027 (F)		1,860		1,625
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien
8.368%, CME Term SOFR + 3.750%, 10/19/2027 (F)		434		429
Wilsonart, LLC, Tranche E Term Loan, 1st Lien
7.980%, LIBOR + 3.250%, 12/31/2026 (F)(J)		800		768
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
8.635%, 10/02/2028 (J)		1,327		1,067
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
7.635%, LIBOR + 3.000%, 03/09/2027 (F)(J)		1,442		1,167
Total Loan Participations
(Cost $122,152) ($ Thousands)				108,393
	Shares
COMMON STOCK — 1.1%
21st Century Oncology Private Company *(B)		15,311		229
Aquity Holdings Inc *(B)		85,745		933
Arctic Canadian Diamond Company Ltd *(B)		1,054		391
Carestream Health Holdings Inc *(B)		69,956		1,355
CHC Group LLC *		399		—
Chesapeake Energy Corp		3,418		260
Chord Energy Corp		2,778		374
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		243
Copper Property Pass-Through Certificates *(B)		118,100		1,255
EP Energy Corp *		15,235		99
Frontier Communications Parent Inc *		9,642		220
Guitar Center *(B)(E)		13,905		2,561
Gulfport Energy Corp *		7,057		565
Gymboree Holding Corp *(B)(E)		40,312		—
iHeartMedia Inc *		8,286		32
Intelsat Jackson Holdings *(B)		39,805		1,055

178

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lumileds Common Bright Bidco *		5,198	$	62
Mallinckrodt PLC *		8,281		60
Medical Card Systems *(B)		284,758		126
Monitronics International Inc *(B)		211,006		644
MYT Holding LLC, Ser B *(B)		274,755		246
Neiman Marcus Group *(B)		6,554		1,146
Nine West FKA Premier Brands *(B)(E)		92,548		62
Parker Drilling Co *(B)(E)		79,089		870
Penney Borrower LLC *(B)		19,723		103
Quad/Graphics Inc *		54		—
Rue 21 *		1		—
SandRidge Energy Inc *		20		—
VICI Properties Inc, Cl A ‡		34,318		1,119
Windstream Services *(B)		10,897		94
Total Common Stock
(Cost $16,638) ($ Thousands)				14,104
PREFERRED STOCK — 0.7%
Boardriders Inc., Ser A, 0.000% *(B)(C)(E)(G)		215,931		255
Bowlero, 0.000% *(B)(C)(G)		1,110		1,254
Claire's Stores, 0.000% *(B)(C)(E)(G)		823		934
Crestwood Equity Partners, 9.250% (G)		113,214		1,053
FHLMC, 0.000% *(C)(F)(G)		16,903		41
FNMA, 0.000% *(C)(F)(G)		24,650		62
Foresight, 0.000% *(B)(C)(G)		32,601		359
Guitar Center, 0.000% *(B)(C)(E)(G)		365		34
Gulfport Energy Corp., 10.000% PIK (B)(C)(G)		28		160
Ladenburg Thalmann Financial Services, 6.500% *		65,290		1,045
MPLX, 8.462% *(B)(G)		23,039		818
MYT Holding LLC, 10.000%		325,766		306
Qurate Retail, 8.000%		6,857		201
Syniverse, 0.000% *(B)(C)(G)		2,866,325		2,755
Total Preferred Stock
(Cost $9,268) ($ Thousands)				9,277
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.6%
Avaya
8.000% , 12/15/2027(D)	$	2,700		662
Chesapeake Energy Corp (Escrow Security)
5.500% , 12/31/2049		100		2
DISH Network
2.375% , 03/15/2024		885		783
3.375% , 08/15/2026		465		240

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
DraftKings Holdings
0.000%, 03/15/2028(I)	$	851	$	589
Liberty Interactive
4.000% , 11/15/2029		123		18
3.750% , 02/15/2030		2,634		342
Liberty Latin America
2.000% , 07/15/2024		1,330		1,224
MicroStrategy
0.750% , 12/15/2025		257		235
North Sea Natural Resources
0.000%, (B)(C)(G)		570		570
Silver Airways LLC
15.000% , 12/31/2027(B)		2,320		2,320
Spotify USA
0.000%, 03/15/2026(I)		851		712
Total Convertible Bonds
(Cost $10,899) ($ Thousands)				7,697
		Number of Warrants
WARRANTS — 0.1%
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(B)(E)		3,680		318
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(B)(E)		3,681		184
Intelsat Jackson Holdings
Strike Price *‡‡(B)		4		–
Neiman Marcus Group
Strike Price *‡‡(B)		3,938		118
Silver Airways LLC
Strike Price $– *‡‡		1		–
Windstream
Strike Price $– *‡‡(B)		104		1
Windstream Services
Strike Price $– *‡‡(B)		12,184		106
Total Warrants
(Cost $435) ($ Thousands)				727
		Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡(B)		8,336		–
Total Rights
(Cost $—) ($ Thousands)				–

SEI Institutional Managed Trust

179

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Continued)

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
4.740% **†(K)		1,146	$	1
Total Affiliated Partnership
(Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		24,576,438		24,576
Total Cash Equivalent
(Cost $24,576) ($ Thousands)				24,576
Total Investments in Securities — 98.5%
(Cost $1,358,825) ($ Thousands)			$	1,230,905

	Percentages are based on Net Assets of $1,249,522 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $824,624 ($ Thousands), representing 66.0% of the Net Assets of the Fund.
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	No interest rate available.
(D)	Security is in default on interest payment.
(E)	Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2023 was $9,106 ($ Thousands) and represented 0.7% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(F)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(G)	Perpetual security with no stated maturity date.
(H)	Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.
(I)	Zero coupon security.
(J)	Unsettled bank loan. Interest rate may not be available.
(K)	This security was purchased with cash collateral held from securities on loan (see Note 12). The total market value of such securities as of March 31, 2023 was $1 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)			Total ($)
Corporate Obligations		–		956,477		466			956,943
Asset-Backed Securities		–		–		109,187			109,187
Loan Participations		–		97,461		10,932			108,393
Common Stock		2,972		62		11,070			14,104
Preferred Stock		1,316		1,392		6,569			9,277
Convertible Bonds		–		4,807		2,890			7,697
Warrants		–		–		727			727
Rights		–		–		–	^		–	^
Affiliated Partnership		–		1		–			1
Cash Equivalent		24,576		–		–			24,576
Total Investments in Securities		28,864		1,060,200		141,841			1,230,905

^ This category includes securities with a value of $0.

180

SEI Institutional Managed Trust

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock		Investments in Convertible Bonds		Investments in Warrants			Investments in Rights
Balance as of October 1, 2022	$	538		$	13,138		$	117,365		$	11,298		$	6,339	$	2,030	$	910		$	–	^
Accrued discounts/premiums		–			12			(268	)		–			–		1		–			–
Realized gain/(loss)		–			(31	)		3,298			193			–		–		–			–
Change in unrealized appreciation/(depreciation)		(72	)		(925	)		3,716			(228	)		45		14		(183	)		–
Purchases		–			1,467			–			–			185		845		–			–
Sales		–			(2,729	)		(14,924	)		(193	)		–		–		–			–
Net transfer into Level 3		–			–			–			–			–		–		–			–
Net transfer out of Level 3		–			–			–			–			–		–		–			–
Ending Balance as of March 31, 2023(1)	$	466		$	10,932		$	109,187		$	11,070		$	6,569	$	2,890	$	727		$	–	^
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(95	)	$	(1,062	)	$	746		$	(352	)	$	20	$	14	$	(211	)	$	–

(1) Of the $141,841 ($ Thousands) in Level 3 securities as of March 31, 2023, $20,328 ($ Thousands) or 1.6% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

Category	Market Value at March 31, 2023 ($ Thousands)		Valuation Technique	Unobservable Inputs		Range Input Value(s) (Average Input Value)
Common Stock	$	5,550	This is equity held at the parent level and is priced off of operating company public equity "MYTE" on a monthly basis		None		N/A
			Comparable multiple analysis using an average forward EBITDA multiple of publicly traded peers, discounted to account for smaller scale of operations ownership		None		N/A
			Priced at $0.01 based on the low probability of future payouts		None		N/A
			Priced at $0.01 based on the low probability of future payouts		None		N/A
			Month-end mean price from broker runs		None		N/A
			Weighted valuation techniques		Guideline transaction valuation		$1,154.2m - $1,298.5m
					Comparable company valuation		$1,082.1m - $1,226.4m
				Valuation case probability weighting			50%
			Market Comparables Approach		EBITDA		$190m
					EBITDA multiple		3.5x - 4.0x
				Valuation case probability weighting			100%
			Weighted valuation techniques		EBITDA		$207m - $216m
					EBITDA multiple		4.50x - 5.75x
				Weighted Average Cost of Capital			16.50%
				Valuation case probability weighting			0.5
			Estimated recovery Model		Estimated Excess RBC		$55.0m
					Estimated Indemnity escrow		$15.0m
				Discount Rate			0.5
			Estimated recovery Model		EBITDA		$206.0m
					EBITDA multiple		1.15x - 1.65x
Convertible Bonds		2,890	Milestone Approach		Convertible Note Balance		$44.34m
					Converted Equity Percent		50.2%
					Projected Barrels		2.9bn
			Discounted cash flow model		Implied total yield		15.75% - 16.75%

SEI Institutional Managed Trust

181

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

High Yield Bond Fund (Concluded)

	Corporate Bonds		2,523	Priced at $0.01 as a placeholder for future disputed claims related to litigation		None	N/A
				Priced at $0.01 as a placeholder for future disputed claims related to litigation		None	N/A
				Priced at $0.01 as a placeholder for future disputed claims related to litigation		None	N/A
				Estimated recovery model	Estimated Total Claims Case		$420.0M - 440.0M
				Estimated recovery model		Estimated Debt Claims	$157.5M
				Discounted cash flow model		Implied total yield	9.67% - 10.67%
	Loan Participations		5,541	Discounted cash flow model		Implied total yield	17.30% - 17.70%
				Asset Protection Analysis		EBITA	$35.4m - $39m
					Enterprise Value		$64.5m
				Discounted cash flow model		Implied total credit spread	9.56% - 10.56%
				Cost		None	N/A
				Yield Analysis		Market Yield	0.1322
	Preferred Stock		3,203	Priced base off conversion value to the common stock. Details: $1,000 par value per preferred share is convertible into GPOR common stock at $14.00 per share conversion price, therefore each preferred share is convertible into ~71.43 GPOR common shares. Valuation methodology is 1 GPOR preferred share equals 71.43 x GPOR common stock price.		None	N/A
				Use an average bid-side pricing based off of broker runs on a monthly basis		None	N/A
				Use an average bid-side pricing based off of broker runs on a monthly basis		None	N/A
				Market Comparables Approach		EBITDA	$96m - $120m
						EBITDA multiple	7.0x - 9.5x
					Valuation case probability weighting		100%
				Weighted valuation techniques		EBITDA	$207m - $260m
						EBITDA multiple	3.50x - 5.25x
					Weighted Average Cost of Capital		16.25%
					Valuation case probability weighting		0.5
				Comparable Yield approach		Implied total yield	11.64% - 13.64%
	Warrants		621	Use an average mid-pricing based off of available broker runs on a monthly basis		None	N/A
				Weighted valuation techniques		EBITDA	$207m - $216m
						EBITDA multiple	4.50x - 5.75x
					Weighted Average Cost of Capital		16.50%
					Valuation case probability weighting		0.5
				Weighted valuation techniques		EBITDA	$207m - $216m
						EBITDA multiple	4.50x - 5.75x
					Weighted Average Cost of Capital		16.50%
					Valuation case probability weighting		0.5
				Weighted valuation techniques		EBITDA	$207m - $216m
						EBITDA multiple	4.50x - 5.75x
					Weighted Average Cost of Capital		16.50%
					Valuation case probability weighting		0.5
Total		$	20,328

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

182

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Liquidity Fund, LP	$	1	$	—	$	—		$	—	$	—	$	1	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		15,930		264,363		(255,717	)		—		—		24,576		434		—
Totals	$	15,931	$	264,363	$	(255,717	)	$	—	$	—	$	24,577	$	434	$	—

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

A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2023, is as follows:

Description	Number of Shares/Face Amount ($ Thousands)/Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Common Stock
Guitar Center		13,905	1/8/2021		$	1,762	$	2,561
Gymboree Holding Corp		40,312		10/2/2017		672		–
Nine West FKA Premier Brands		92,548		5/20/2019		1,967		62
Parker Drilling Co		79,089		3/26/2019		1,000		870
Corporate Obligations
Aventine (Escrow Security)	$	2,750		4/21/2010		–		–
Northwest Acquisitions ULC		2,115		10/1/2019		1,493		–
Loan Participations
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien		382		9/4/2020		382		375
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien		1,637		9/4/2020		1,400		1,518
GatesAir, Term Loan		1,137		8/9/2022		1,106		1,137
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien		574		3/21/2019		531		444
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien		535		3/21/2019		524		414
Preferred Stock
Boardriders Inc.		215,931		9/4/2020		–		255
Claire's Stores		823		10/22/2018		976		934
Guitar Center		365		1/8/2021		34		34
Warrants
Guitar Center		3,680		1/8/2021		197		318
Guitar Center		3,681		1/8/2021		132		184
					$	12,176	$	9,106

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

183

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Conservative Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 33.7%
Consumer Discretionary — 0.8%
American Honda Finance
4.935%, 04/12/2023 (A)	$	3,500	$	3,494
Financials — 27.4%
ABN AMRO Funding USA
4.879%, 05/22/2023 (A)(B)		3,000		2,979
Alinghi Funding
3.064%, 05/17/2023 (A)(B)		1,000		993
Antalis
5.098%, 08/01/2023 (A)(B)		2,000		1,964
Atlantic Asset Securitization
5.042%, 06/15/2023 (A)(B)		3,000		2,965
Australia & New Zealand Banking Group
4.920%, 04/26/2023 (A)(B)		2,500		2,500
Autobahn Funding
4.848%, 04/04/2023 (A)(B)		9,000		8,995
Barton Capital
4.855%, 04/03/2023 (A)(B)		5,000		4,998
Bedford Row Funding
4.855%, 04/05/2023 (A)(B)		7,000		6,995
Bennington Stark Capital
4.855%, 04/05/2023 (A)(B)		3,500		3,498
BNG Bank
4.819%, 04/06/2023 (A)(B)		7,000		6,994
BPCE
4.250%, 09/01/2023 (A)(B)		1,500		1,467
Brighthouse Financial Short Term Funding
5.150%, 09/21/2023 (A)(B)		2,500		2,436
Chariot Funding
4.898%, 04/27/2023 (A)(B)		3,000		2,989
4.890%, 04/26/2023 (A)(B)		8,000		7,971
Chesham Finance
4.852%, 04/03/2023 (A)		10,000		9,996
Columbia Funding
5.044%, 08/02/2023 (A)(B)		2,440		2,396
Landesbank Baden-Wuerttemberg NY
4.822%, 04/03/2023 (A)		8,000		7,997
Lime Funding
4.930%, 04/12/2023 (A)(B)		3,913		3,907

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
LMA-Americas
5.340%, 04/28/2023 (A)	$	4,000	$	3,984
Longship Funding
4.837%, 04/03/2023 (A)(B)		8,000		7,997
Macquarie Bank
5.327%, 11/06/2023 (A)(B)		730		707
5.188%, 10/23/2023 (A)(B)		3,000		2,910
PSP Capital
4.027%, 08/17/2023 (A)(B)		1,500		1,470
Ridgefield Funding
5.016%, 08/02/2023 (A)(B)		3,000		2,946
U.S. Collateralized Commercial Paper
5.051%, 06/16/2023 (A)		4,000		3,955
Versailles
5.095%, 06/05/2023 (A)		1,500		1,486
Victory Receivables
4.859%, 04/11/2023 (A)(B)		7,000		6,990
				114,485
Government — 3.5%
Export Development Canada
4.797%, 04/03/2023 (A)		8,500		8,496
4.750%, 04/04/2023 (A)		6,000		5,997
				14,493
Materials — 2.0%
Amcor Finance USA
4.942%, 04/05/2023 (A)(B)		3,200		3,198
Great Bear Funding
4.855%, 04/06/2023 (A)(B)		5,000		4,996
				8,194
Total Commercial Paper
(Cost $140,725) ($ Thousands)				140,666
U.S. GOVERNMENT AGENCY OBLIGATION — 2.4%
FHLB DN
0.000%, 04/18/2023 (C)		10,000		9,981
Total U.S. Government Agency Obligation
(Cost $9,979) ($ Thousands)				9,981
CORPORATE OBLIGATIONS — 1.9%
Consumer Discretionary — 0.9%
Jets Stadium Development
5.350%, 04/01/2047 (B)(D)		3,900		3,900

184

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 1.0%
Bank of Nova Scotia
5.330%, U.S. SOFR + 0.500%, 05/05/2023 (D)	$	4,000	$	4,002
Total Corporate Obligations
(Cost $7,900) ($ Thousands)				7,902
MUNICIPAL BOND — 0.2%
California — 0.2%
Tender Option Bond Trust Receipts, Ser 2021-XMT0950, RB
4.170%, 11/01/2035 (B)(D)		750		750
Total Municipal Bond
(Cost $750) ($ Thousands)				750
CERTIFICATES OF DEPOSIT — 31.4%
Bank of America
5.440%, 02/06/2024		1,839		1,839
5.250%, 01/31/2024		3,000		3,000
4.850%, 04/03/2023		5,000		5,000
Bank of Montreal IL
5.100%, 06/06/2023		1,000		1,001
5.050%, 05/05/2023		1,000		1,000
2.800%, 05/12/2023		1,000		1,000
Bank of Nova Scotia
5.210%, 08/18/2023 (B)		1,500		1,502
5.200%, 06/14/2023 (B)		2,000		2,002
5.050%, 11/06/2023 (B)		2,000		2,000
Barclays Bank
5.170%, 04/05/2023		1,500		1,500
Bayerische Landesbank
4.850%, 04/05/2023		10,000		10,000
BNP Paribas NY
5.250%, 01/31/2024		2,000		1,998
5.180%, 02/05/2024		1,200		1,201
BNZ International Funding
4.881%, 10/27/2023 (B)		2,000		1,998
Canadian Imperial Bank of Commerce NY
5.600%, 03/04/2024		1,500		1,500
5.300%, 07/21/2023		1,000		1,002
5.200%, 07/03/2023		2,000		2,002
Chariot Funding
5.130%, 05/31/2023 (B)		3,000		2,999
Citibank
5.170%, 09/21/2023		1,000		1,001
4.160%, 09/01/2023		1,250		1,250

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Commonwealth Bank of Australia
5.400%, 02/16/2024 (B)	$	1,250	$	1,252
5.150%, 07/13/2023 (B)		2,000		2,002
Credit Agricole
5.000%, 06/15/2023		4,000		3,999
DNB Bank
5.040%, 05/26/2023 (B)		3,000		3,001
4.800%, 04/03/2023		8,000		8,000
HSBC Bank
5.150%, 06/06/2023 (B)		2,000		2,001
ING US Funding
5.150%, 05/22/2023		4,000		4,003
Macquarie Bank
5.300%, 04/25/2023 (B)		3,000		3,001
5.150%, 06/22/2023 (B)		3,000		3,002
Mitsubishi UFJ Trust and Banking
4.690%, 07/10/2023		5,000		4,997
MUFG Bank NY
4.880%, 06/20/2023		1,000		1,001
National Australia Bank
5.130%, 06/25/2023 (B)		2,000		2,001
4.950%, 05/12/2023 (B)		1,500		1,500
4.920%, 04/13/2023 (B)		2,000		2,000
Natixis NY
5.220%, 05/04/2023		3,500		3,502
5.220%, 10/13/2023		1,500		1,500
Nordea Bank Abp
5.030%, 08/17/2023		1,500		1,500
Nordea Bank Abp NY
5.040%, 05/24/2023		1,500		1,501
Old Line Funding
5.060%, 05/04/2023 (B)		4,000		4,001
Royal Bank of Canada
5.100%, 10/19/2023		1,000		1,002
4.080%, 07/14/2023		1,200		1,196
Standard Chartered Bank NY
5.210%, 10/31/2023		2,000		1,997
5.100%, 05/04/2023		1,500		1,501
Sumitomo Mitsui Banking
5.430%, 05/03/2023		2,000		2,001
Sumitomo Mitsui Trust Bank
4.800%, 05/18/2023		5,000		4,999
4.730%, 08/25/2023		2,000		1,998
Svenska Handelsbanken NY
5.490%, 07/03/2023		2,000		2,003
Swedbank NY
5.440%, 04/19/2023		3,000		3,001
5.090%, 09/01/2023		1,500		1,499
Toronto-Dominion Bank
5.270%, 01/24/2024		2,000		1,997
5.260%, 05/01/2023		2,000		2,001
4.120%, 08/28/2023		1,000		995

SEI Institutional Managed Trust

185

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
3.137%, 06/02/2023	$	2,000	$	2,001
2.800%, 05/08/2023		1,500		1,496
Toyota Motor Credit
4.938%, 02/22/2024		910		908
Westpac Banking
5.340%, 07/07/2023 (B)		2,000		2,002
Total Certificates of Deposit
(Cost $131,147) ($ Thousands)				131,156
	Shares
CASH EQUIVALENT — 0.0%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		79,281		79
Total Cash Equivalent
(Cost $79) ($ Thousands)				79
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 30.3%
Bank of America Securities
4.820%, dated 3/31/2023, to be repurchased on 4/3/2023, repurchase price $58,723,577 (collateralized by a U.S. Treasury obligation, par value $62,950,200, 0.250%, 6/15/2024; with total market value $59,874,077) (E)	$	58,700		58,700
Goldman Sachs & Co
4.810%, dated 3/31/2023, to be repurchased on 4/3/2023, repurchase price $40,016,032 (collateralized by various GNMA obligations, ranging in par value $150,000 - $28,000,000, 2.400% - 4.340%, 5/15/2057 - 6/15/2064; with total market value $40,800,000) (E)		40,000		40,000
TD Securities
4.810%, dated 3/31/2023, to be repurchased on 4/3/2023, repurchase price $28,011,223 (collateralized by various GNMA obligations, ranging in par value $3,769,646 - $38,821,064, 3.000% - 4.000%, 8/20/2051 - 6/20/2052; with total market value $28,560,000) (E)		28,000		28,000
Total Repurchase Agreements
(Cost $126,700) ($ Thousands)				126,700
Total Investments in Securities — 99.9%
(Cost $417,280) ($ Thousands)			$	417,234

	Percentages are based on Net Assets of $417,487 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
†	Investment in Affiliated Security (see Note 6).
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $136,175 ($ Thousands), representing 32.6% of the Net Assets of the Fund.
(C)	Zero coupon security.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Tri-Party Repurchase Agreement.

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		140,666		–		140,666
U.S. Government Agency Obligation		–		9,981		–		9,981
Corporate Obligations		–		7,902		–		7,902
Municipal Bond		–		750		–		750
Certificates of Deposit		–		131,156		–		131,156
Cash Equivalent		79		–		–		79
Repurchase Agreements		–		126,700		–		126,700
Total Investments in Securities		79		417,155		–		417,234

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

186

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	—	$	5,152,561	$	(5,152,482	)	$	—	$	—	$	79	$	39	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

187

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Free Conservative Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 94.5%
Alabama — 1.9%
Mobile, Industrial Development Board, RB
2.850%, 06/01/2034 (A)	$	3,000	$	3,000
Arizona — 1.0%
Phoenix, Industrial Development Authority, Ser B-REM, RB
2.650%, 11/15/2052 (A)		200		200
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
4.100%, 09/01/2035 (A)(B)		1,500		1,500
				1,700
Colorado — 4.1%
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB
3.950%, 11/01/2040 (A)		4,150		4,150
Colorado State, Educational & Cultural Facilities Authority, RB
2.800%, 01/01/2039 (A)(B)		2,500		2,500
				6,650
Connecticut — 3.7%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB
3.900%, 05/15/2040 (A)		3,000		3,000
Connecticut State, Ser C, GO
3.940%, 05/15/2034 (A)		2,870		2,870
				5,870
Delaware — 0.2%
University of Delaware, Ser C-REMK, RB
2.700%, 11/01/2037 (A)		300		300
District of Columbia — 0.4%
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
4.020%, 10/01/2053 (A)(B)(C)		670		670
Florida — 9.5%
Escambia County, Solid Waste Disposal, Florida Power & Light, RB
2.850%, 04/01/2039 (A)		4,500		4,500

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Gainesville, Utilities System Revenue, Ser B-REMK, RB
2.800%, 10/01/2042 (A)	$	1,750	$	1,750
Hillsborough County, Industrial Development Authority, Baycare Health Systems, RB
2.700%, 11/01/2038 (A)(B)		1,000		1,000
Lucie County, Florida Power & Light Project, RB
2.750%, 09/01/2028 (A)		5,100		5,100
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
3.350%, 04/01/2032 (A)(B)		2,895		2,895
				15,245
Georgia — 0.2%
Georgia State, Main Street Natural Gas, Ser B, RB
5.000%, 03/01/2024		290		293
Illinois — 6.2%
Aurora, Fox Valley Counseling Center, RB
3.970%, 05/01/2028 (A)(B)		1,710		1,710
Illinois State, Development Finance Authority, Glenwood School For Boys, RB
4.020%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
3.300%, 06/01/2029 (A)(B)		3,800		3,800
Illinois State, Finance Authority, Advocate Health Care Network, Sub-Ser C3A, RB
3.030%, 11/01/2038 (A)		2,400		2,400
				9,910
Indiana — 1.1%
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB
4.120%, 04/01/2030 (A)(C)		1,770		1,770
Iowa — 4.4%
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB
3.970%, 12/01/2041 (A)(B)(C)		2,000		2,000
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC
3.880%, 01/01/2047 (A)		500		500

188

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
3.120%, 09/01/2036 (A)	$	1,600	$	1,600
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB
3.120%, 05/01/2023 (A)		3,000		3,000
				7,100
Louisiana — 0.9%
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB
3.460%, 11/01/2040 (A)		1,500		1,500
Maryland — 0.7%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
3.940%, 02/01/2041 (A)		1,070		1,070
Michigan — 0.9%
Central Michigan University, Ser A, RB
3.950%, 10/01/2032 (A)(B)		1,400		1,400
Mississippi — 1.0%
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB
2.700%, 12/01/2030 (A)		1,600		1,600
Missouri — 3.5%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
3.020%, 04/15/2034 (A)(B)		2,100		2,100
RBC Municipal Products Trust, Ser C-16, RB
4.020%, 09/01/2039 (A)(B)(C)		3,500		3,500
				5,600
New Jersey — 13.7%
Berlin, GO
4.500%, 09/26/2023		4,600		4,624
Deptford, Ser A, GO
4.000%, 07/11/2023		3,000		3,006
Park Ridge, GO
4.500%, 04/28/2023		3,650		3,653
Plainsboro, GO
4.500%, 07/26/2023		1,500		1,506
4.000%, 07/26/2023		3,000		3,007
River Vale, GO
4.000%, 07/14/2023		1,900		1,904

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Voorhees, Ser A, GO
4.000%, 09/27/2023	$	4,572	$	4,589
				22,289
New Mexico — 0.8%
New Mexico, Hospital Equipment Loan Council, RB
2.750%, 08/01/2034 (A)		1,300		1,300
New York — 4.6%
New York City, Ser A-3, GO
2.650%, 09/01/2049 (A)		770		770
New York State, Housing Finance Agency, Ser A, RB
3.120%, 11/01/2050 (A)(B)		2,500		2,500
RBC Municipal Products Trust, Ser 2018-G5, GO
3.650%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts, Ser 2023-XF1450, RB
4.000%, 03/15/2054 (A)(C)		2,200		2,200
				7,370
North Carolina — 1.2%
Charlotte, Governmental Facilities Project, RB
3.900%, 06/01/2033 (A)		1,965		1,965
Ohio — 1.2%
Miami County, GO
3.250%, 07/27/2023		1,950		1,948
Oregon — 1.7%
Oregon State, Facilities Authority, Ser B, RB
2.700%, 08/01/2034 (A)(B)		2,800		2,800
Pennsylvania — 2.7%
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
2.850%, 11/15/2029 (A)		175		175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
4.200%, 12/01/2037 (A)(B)(D)		3,000		3,000
Pennsylvania State, Turnpike Commission, RB
3.950%, 12/01/2038 (A)(B)		1,100		1,100
				4,275

SEI Institutional Managed Trust

189

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Tax-Free Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
South Carolina — 4.9%
South Carolina State, Jobs-Economic Development Authority, RB, FHLB
4.240%, 03/01/2063 (A)(B)	$	3,000	$	3,000
South Carolina State, Public Service Authority, Ser A, RB
3.000%, 01/01/2036 (A)(B)		4,400		4,400
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM
4.090%, 12/01/2055 (A)(C)		500		500
				7,900
South Dakota — 1.8%
South Dakota State, Housing Development Authority, Ser A, RB
3.950%, 11/01/2062 (A)		2,915		2,915
Tennessee — 0.4%
Clarksville, Public Building Authority, Pooled Financing, RB
3.940%, 06/01/2029 (A)(B)		600		600
Texas — 10.1%
Pasadena, Independent School District, Ser B, GO, AGM
4.000%, 02/01/2035 (A)		1,050		1,050
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
3.950%, 03/01/2039 (A)		5,300		5,300
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB
2.950%, 12/01/2040 (A)		2,200		2,200
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
3.350%, 07/01/2047 (A)(B)		1,525		1,525
Texas State, Veterans Bonds, GO
3.080%, 12/01/2046 (A)		2,000		2,000
Texas State, Veterans Bonds, Ser B, GO
3.100%, 12/01/2042 (A)		2,500		2,500
Texas State, Veterans Bonds, Ser B-REMK, GO
3.100%, 12/01/2043 (A)		2,000		2,000
				16,575
Utah — 1.1%
Utah State, Water Finance Agency, Ser B-2-REMK, RB
4.100%, 10/01/2035 (A)		1,705		1,705

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Virginia — 1.1%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
4.000%, 05/15/2042 (A)	$	1,835	$	1,835
Washington — 0.6%
Washington State, Housing Finance Commission, Ser VR, RB
3.880%, 12/01/2046 (A)		1,000		1,000
West Virginia — 0.7%
West Virginia State, Hospital Finance Authority, West Virginia University, RB
3.930%, 06/01/2034 (A)(B)		1,165		1,165
Wisconsin — 8.2%
Racine, Unified School District, RB
4.000%, 08/09/2023		5,000		5,006
University of Wisconsin, Hospitals & Clinics, RB
2.720%, 04/01/2048 (A)		2,600		2,600
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
3.880%, 03/01/2041 (A)		1,845		1,845
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
3.950%, 05/01/2046 (A)		2,000		2,000
Wisconsin State, Ser A, GO
4.140%, 05/01/2023 (A)		2,000		2,000
				13,451
Total Municipal Bonds
(Cost $152,786) ($ Thousands)				152,771
TAX-EXEMPT COMMERCIAL PAPER — 5.0%
King County
2.800%, 05/04/2023		3,000		2,997
University of Minnesota
3.050%, 04/06/2023		5,000		4,999
Total Tax-Exempt Commercial Paper
(Cost $8,000) ($ Thousands)				7,996
Total Investments in Securities — 99.5%
(Cost $160,786) ($ Thousands)			$	160,767

Percentages are based on Net Assets of $161,585 ($ Thousands).

190

SEI Institutional Managed Trust

(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Securities are held in connection with a letter of credit issued by a major bank.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $12,540 ($ Thousands), representing 7.8% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.

As of March 31, 2023, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

191

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Real Return Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.5%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	9,032	$	9,141
2.375%, 01/15/2027		5,597		5,802
2.000%, 01/15/2026		5,791		5,875
1.750%, 01/15/2028		5,472		5,599
1.625%, 10/15/2027		14,385		14,665
0.625%, 01/15/2026		12,268		11,994
0.500%, 04/15/2024		8,958		8,814
0.500%, 01/15/2028		13,056		12,600
0.375%, 07/15/2025		14,594		14,274
0.375%, 01/15/2027		11,377		10,964
0.375%, 07/15/2027		12,787		12,351
0.250%, 01/15/2025		13,298		12,975
0.125%, 07/15/2024		14,554		14,269
0.125%, 10/15/2024		12,969		12,667
0.125%, 04/15/2025		10,602		10,272
0.125%, 10/15/2025		12,924		12,520
0.125%, 04/15/2026		9,958		9,555
0.125%, 07/15/2026		12,226		11,776
0.125%, 10/15/2026		13,821		13,270

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 04/15/2027	$	14,355	$	13,673
Total U.S. Treasury Obligations
(Cost $233,856) ($ Thousands)				223,056
	Shares
CASH EQUIVALENT — 0.1%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		148,302		148
Total Cash Equivalent
(Cost $148) ($ Thousands)				148
Total Investments in Securities — 99.6%
(Cost $234,004) ($ Thousands)			$	223,204

	Percentages are based on Net Assets of $224,098 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
†	Investment in Affiliated Security (see Note 6).

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		223,056		–		223,056
Cash Equivalent		148		–		–		148
Total Investments in Securities		148		223,056		–		223,204

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	1,251	$	53,538	$	(54,641	)	$	—	$	—	$	148	$	15	$	—

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

See “Glossary” for abbreviations.

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

192

SEI Institutional Managed Trust

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Dynamic Asset Allocation Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 82.9%
Communication Services — 6.8%
Activision Blizzard Inc *		11,897	$	1,018
Alphabet Inc, Cl A *		98,596		10,227
Alphabet Inc, Cl C *		85,911		8,935
AT&T Inc		118,354		2,278
Charter Communications Inc, Cl A *		1,743		623
Comcast Corp, Cl A		69,554		2,637
DISH Network Corp, Cl A *		4,302		40
Electronic Arts Inc		4,225		509
Fox Corp, Cl A		4,871		166
Fox Corp, Cl B		2,366		74
Interpublic Group of Cos Inc/The		6,327		236
Live Nation Entertainment Inc *		2,307		161
Match Group Inc *		5,006		192
Meta Platforms Inc, Cl A *		36,825		7,805
Netflix Inc *		7,409		2,560
News Corp, Cl A		6,762		117
News Corp, Cl B		2,017		35
Omnicom Group Inc		3,243		306
Paramount Global, Cl B		8,271		184
Take-Two Interactive Software Inc, Cl A *		2,621		313
T-Mobile US Inc *		9,771		1,415
Verizon Communications Inc		69,486		2,702
Walt Disney Co/The *		30,266		3,031
Warner Bros Discovery Inc *		37,064		560
				46,124
Consumer Discretionary — 8.4%
Advance Auto Parts Inc		1,051		128
Amazon.com Inc, Cl A *		147,570		15,243
Aptiv PLC *		4,372		491
AutoZone Inc *		309		760
Bath & Body Works Inc		4,129		151
Best Buy Co Inc		3,230		253
Booking Holdings Inc *		635		1,684
BorgWarner Inc		3,837		188
Caesars Entertainment Inc *		3,854		188

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CarMax Inc *		2,545	$	164
Carnival Corp *		16,326		166
Chipotle Mexican Grill Inc, Cl A *		450		769
Darden Restaurants Inc		1,942		301
Domino's Pizza Inc		584		193
DR Horton Inc		5,047		493
eBay Inc		8,718		387
Etsy Inc *		1,991		222
Expedia Group Inc *		2,412		234
Ford Motor Co		66,108		833
Garmin Ltd *		2,500		252
General Motors Co		23,062		846
Genuine Parts Co		2,325		389
Hasbro Inc		2,409		129
Hilton Worldwide Holdings Inc		4,386		618
Home Depot Inc/The		16,849		4,973
Las Vegas Sands Corp *		5,419		311
Lennar Corp, Cl A		4,090		430
LKQ Corp		4,116		234
Lowe's Cos Inc		9,983		1,996
Marriott International Inc/MD, Cl A		4,473		743
McDonald's Corp		12,137		3,394
MGM Resorts International *		5,142		228
Mohawk Industries Inc *		920		92
Newell Brands Inc, Cl B		7,154		89
NIKE Inc, Cl B		20,584		2,524
Norwegian Cruise Line Holdings Ltd *		7,614		102
NVR Inc *		49		273
O'Reilly Automotive Inc *		1,018		864
Pool Corp		616		211
PulteGroup Inc		3,673		214
Ralph Lauren Corp, Cl A		728		85
Ross Stores Inc		5,826		618
Royal Caribbean Cruises Ltd *		3,466		226
Starbucks Corp		19,026		1,981
Tapestry Inc		4,253		183
Tesla Inc *		44,515		9,235
TJX Cos Inc/The		19,310		1,513
Tractor Supply Co		1,774		417
Ulta Beauty Inc *		823		449
VF Corp		5,819		133
Whirlpool Corp		969		128
Wynn Resorts Ltd *		1,845		206
Yum! Brands Inc		4,760		629
				57,563
Consumer Staples — 6.0%
Altria Group Inc		29,816		1,330
Archer-Daniels-Midland Co		9,221		735
Brown-Forman Corp, Cl B		2,960		190
Bunge Ltd		2,500		239
Campbell Soup Co		3,234		178
Church & Dwight Co Inc		3,885		344

SEI Institutional Managed Trust

193

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Clorox Co/The		2,035	$	322
Coca-Cola Co/The		64,404		3,995
Colgate-Palmolive Co		14,021		1,054
Conagra Brands Inc		7,863		295
Constellation Brands Inc, Cl A		2,728		616
Costco Wholesale Corp		7,377		3,665
Dollar General Corp		3,771		794
Dollar Tree Inc *		3,396		488
Estee Lauder Cos Inc/The, Cl A		3,870		954
General Mills Inc		9,940		849
Hershey Co/The		2,476		630
Hormel Foods Corp		4,723		188
J M Smucker Co/The		1,730		272
Kellogg Co		4,219		283
Keurig Dr Pepper Inc		13,692		483
Kimberly-Clark Corp		5,679		762
Kraft Heinz Co/The		12,843		497
Kroger Co/The		10,988		543
Lamb Weston Holdings Inc		2,401		251
McCormick & Co Inc/MD		3,980		331
Molson Coors Beverage Co, Cl B		3,295		170
Mondelez International Inc, Cl A		22,648		1,579
Monster Beverage Corp *		12,744		688
PepsiCo Inc		22,758		4,149
Philip Morris International Inc		25,658		2,495
Procter & Gamble Co/The		39,002		5,799
Sysco Corp, Cl A		8,511		657
Target Corp, Cl A		7,626		1,263
Tyson Foods Inc, Cl A		4,675		277
Walgreens Boots Alliance Inc		11,524		399
Walmart Inc		23,199		3,421
				41,185
Energy — 3.8%
APA Corp		5,752		207
Baker Hughes Co, Cl A		16,168		467
Chevron Corp		29,474		4,809
ConocoPhillips		20,249		2,009
Coterra Energy Inc		12,941		318
Devon Energy Corp		10,595		536
Diamondback Energy Inc, Cl A		2,823		382
EOG Resources Inc		9,799		1,123
EQT Corp		6,500		207
Exxon Mobil Corp		68,126		7,471
Halliburton Co		15,278		483
Hess Corp		4,696		622
Kinder Morgan Inc		31,998		560
Marathon Oil Corp		10,359		248
Marathon Petroleum Corp		7,537		1,016
Occidental Petroleum Corp		12,215		763
ONEOK Inc		7,206		458
Phillips 66		7,685		779
Pioneer Natural Resources Co		3,968		810

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Schlumberger NV, Cl A		23,578	$	1,158
Targa Resources Corp		3,700		270
Valero Energy Corp		6,474		904
Williams Cos Inc/The		20,429		610
				26,210
Financials — 10.8%
Aflac Inc		9,471		611
Allstate Corp/The		4,290		475
American Express Co		9,797		1,616
American International Group Inc		12,469		628
Ameriprise Financial Inc		1,723		528
Aon PLC, Cl A		3,376		1,064
Arch Capital Group Ltd *		5,925		402
Arthur J Gallagher & Co		3,519		673
Assurant Inc		943		113
Bank of America Corp		115,500		3,303
Bank of New York Mellon Corp/The		12,313		560
Berkshire Hathaway Inc, Cl B *		29,780		9,195
BlackRock Inc		2,461		1,647
Brown & Brown Inc		3,839		220
Capital One Financial Corp		6,398		615
Cboe Global Markets Inc		1,727		232
Charles Schwab Corp/The		25,316		1,326
Chubb Ltd		6,893		1,339
Cincinnati Financial Corp		2,503		281
Citigroup Inc		32,220		1,511
Citizens Financial Group Inc		8,108		246
CME Group Inc, Cl A		5,972		1,144
Comerica Inc		2,283		99
Discover Financial Services		4,408		436
Everest Re Group Ltd		673		241
Eversource Energy		5,601		438
FactSet Research Systems Inc		674		280
Fidelity National Information Services Inc, Cl B		9,635		523
Fifth Third Bancorp		11,019		294
First Republic Bank/CA *		2,935		41
Fiserv Inc, Cl A *		10,577		1,196
FleetCor Technologies Inc *		1,244		262
Franklin Resources Inc		5,343		144
Global Payments Inc		4,359		459
Globe Life Inc		1,600		176
Goldman Sachs Group Inc/The		5,655		1,850
Hartford Financial Services Group Inc/The		5,099		355
Huntington Bancshares Inc/OH		23,662		265
Intercontinental Exchange Inc		9,308		971
Invesco Ltd		8,378		137
Jack Henry & Associates Inc		1,150		173
JPMorgan Chase & Co		48,498		6,320
KeyCorp		14,812		185
Lincoln National Corp		2,895		65
Loews Corp		3,155		183

194

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
M&T Bank Corp		2,776	$	332
MarketAxess Holdings Inc		653		256
Marsh & McLennan Cos Inc		8,215		1,368
Mastercard Inc, Cl A		13,970		5,077
MetLife Inc		11,011		638
Moody's Corp		2,662		815
Morgan Stanley		21,628		1,899
MSCI Inc, Cl A		1,299		727
Nasdaq Inc, Cl A		5,591		306
Northern Trust Corp		3,322		293
PayPal Holdings Inc *		18,959		1,440
PNC Financial Services Group Inc/The		6,581		836
Principal Financial Group Inc, Cl A		3,767		280
Progressive Corp/The		9,768		1,397
Prudential Financial Inc		5,960		493
Raymond James Financial Inc		3,193		298
Regions Financial Corp		14,934		277
S&P Global Inc		5,461		1,883
Synchrony Financial		7,144		208
T Rowe Price Group Inc		3,589		405
Travelers Cos Inc/The		3,904		669
Truist Financial Corp		22,248		759
US Bancorp		22,670		817
Visa Inc, Cl A		26,918		6,069
W R Berkley Corp		3,357		209
Wells Fargo & Co		63,011		2,355
Willis Towers Watson PLC		1,738		404
Zions Bancorp NA		2,733		82
				73,414
Health Care — 11.8%
Abbott Laboratories		28,853		2,922
AbbVie Inc		29,292		4,668
Agilent Technologies Inc		5,009		693
Align Technology Inc *		1,198		400
AmerisourceBergen Corp, Cl A		2,599		416
Amgen Inc, Cl A		8,854		2,140
Baxter International Inc		8,249		335
Becton Dickinson & Co		4,758		1,178
Biogen Inc *		2,436		677
Bio-Rad Laboratories Inc, Cl A *		333		160
Bio-Techne Corp		2,692		200
Boston Scientific Corp *		23,984		1,200
Bristol-Myers Squibb Co		35,310		2,447
Cardinal Health Inc		4,323		326
Catalent Inc *		2,977		196
Centene Corp *		9,082		574
Charles River Laboratories International Inc *		865		175
Cigna Group/The		4,904		1,253
Cooper Cos Inc/The, Cl A		766		286
CVS Health Corp		21,247		1,579
Danaher Corp, Cl A		10,862		2,738

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DaVita Inc *		915	$	74
DENTSPLY SIRONA Inc		3,821		150
Dexcom Inc *		6,466		751
Edwards Lifesciences Corp, Cl A *		10,351		856
Elevance Health Inc		3,916		1,801
Eli Lilly & Co		13,074		4,490
GE HealthCare Technologies Inc *		5,843		479
Gilead Sciences Inc		20,655		1,714
HCA Healthcare Inc		3,553		937
Henry Schein Inc *		2,449		200
Hologic Inc *		4,029		325
Humana Inc		2,065		1,002
IDEXX Laboratories Inc *		1,343		672
Illumina Inc *		2,637		613
Incyte Corp *		3,271		236
Insulet Corp *		1,200		383
Intuitive Surgical Inc *		5,782		1,477
IQVIA Holdings Inc *		3,115		620
Johnson & Johnson		43,252		6,704
Laboratory Corp of America Holdings		1,453		333
McKesson Corp		2,308		822
Medtronic PLC		22,087		1,781
Merck & Co Inc		41,911		4,459
Mettler-Toledo International Inc *		360		551
Moderna Inc *		5,581		857
Molina Healthcare Inc *		960		257
Organon & Co		4,792		113
PerkinElmer Inc		2,083		278
Pfizer Inc		92,922		3,791
Quest Diagnostics Inc		1,796		254
Regeneron Pharmaceuticals Inc *		1,751		1,439
ResMed Inc		2,364		518
STERIS PLC		1,674		320
Stryker Corp		5,612		1,602
Teleflex Inc		800		203
Thermo Fisher Scientific Inc		6,449		3,717
UnitedHealth Group Inc		15,487		7,319
Universal Health Services Inc, Cl B		1,192		151
Vertex Pharmaceuticals Inc *		4,295		1,353
Viatris Inc, Cl W		19,783		190
Waters Corp *		946		293
West Pharmaceutical Services Inc		1,179		408
Zimmer Biomet Holdings Inc		3,373		436
Zoetis Inc, Cl A		7,717		1,284
				80,776
Industrials — 7.2%
3M Co		9,217		969
A O Smith Corp		2,310		160
Alaska Air Group Inc *		2,214		93
Allegion plc		1,433		153
American Airlines Group Inc *		11,581		171
AMETEK Inc		3,710		539

SEI Institutional Managed Trust

195

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Automatic Data Processing Inc		6,892	$	1,534
Boeing Co/The *		9,287		1,973
Broadridge Financial Solutions Inc		1,934		283
Carrier Global Corp		14,042		642
Caterpillar Inc, Cl A		8,638		1,977
CH Robinson Worldwide Inc		2,098		208
Cintas Corp		1,398		647
Copart Inc *		6,905		519
CoStar Group Inc *		6,559		452
CSX Corp		35,214		1,054
Cummins Inc		2,380		569
Deere & Co		4,502		1,859
Delta Air Lines Inc, Cl A *		10,287		359
Dover Corp		2,241		341
Eaton Corp PLC		6,592		1,129
Emerson Electric Co		9,420		821
Equifax Inc		1,965		399
Expeditors International of Washington Inc		2,592		285
Fastenal Co, Cl A		9,231		498
FedEx Corp		3,795		867
Fortive Corp		5,670		387
Generac Holdings Inc *		1,183		128
General Dynamics Corp		3,764		859
General Electric Co		18,182		1,738
Honeywell International Inc		11,032		2,108
Howmet Aerospace Inc		6,032		256
Huntington Ingalls Industries Inc, Cl A		673		139
IDEX Corp		1,248		288
Illinois Tool Works Inc		4,663		1,135
Ingersoll Rand Inc		6,479		377
Jacobs Solutions Inc		2,032		239
JB Hunt Transport Services Inc		1,387		243
Johnson Controls International PLC		11,585		698
L3Harris Technologies Inc		3,187		625
Leidos Holdings Inc		2,204		203
Lockheed Martin Corp		3,723		1,760
Masco Corp		4,059		202
Nordson Corp		963		214
Norfolk Southern Corp		3,771		799
Northrop Grumman Corp		2,361		1,090
Old Dominion Freight Line Inc, Cl A		1,463		499
Otis Worldwide Corp		7,035		594
PACCAR Inc		8,750		641
Parker-Hannifin Corp, Cl A		2,086		701
Paychex Inc		5,391		618
Pentair PLC		2,664		147
Quanta Services Inc		2,283		380
Raytheon Technologies Corp		24,231		2,373
Republic Services Inc		3,298		446
Robert Half International Inc		1,884		152
Rockwell Automation Inc		1,955		574
Rollins Inc		4,220		158

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Snap-on Inc		918	$	227
Southwest Airlines Co, Cl A		9,727		317
Stanley Black & Decker Inc		2,399		193
Textron Inc		3,686		260
Trane Technologies PLC		3,837		706
TransDigm Group Inc *		837		617
Union Pacific Corp		10,085		2,030
United Airlines Holdings Inc *		5,378		238
United Parcel Service Inc, Cl B		12,076		2,343
United Rentals Inc		1,118		442
Verisk Analytics Inc, Cl A		2,515		483
Waste Management Inc		6,087		993
Westinghouse Air Brake Technologies Corp		2,962		299
WW Grainger Inc		725		499
Xylem Inc/NY		2,866		300
				49,219
Information Technology — 21.5%
Accenture PLC, Cl A		10,453		2,988
Adobe Inc *		7,538		2,905
Advanced Micro Devices Inc *		26,658		2,613
Akamai Technologies Inc *		2,563		201
Amphenol Corp, Cl A		9,975		815
Analog Devices Inc		8,420		1,661
ANSYS Inc *		1,440		479
Apple Inc		246,259		40,608
Applied Materials Inc		13,892		1,706
Arista Networks Inc *		4,100		688
Autodesk Inc, Cl A *		3,610		751
Broadcom Inc		6,961		4,466
Cadence Design Systems Inc *		4,564		959
CDW Corp/DE		2,178		424
Ceridian HCM Holding Inc *		2,606		191
Cisco Systems Inc		67,980		3,554
Cognizant Technology Solutions Corp, Cl A		8,307		506
Corning Inc, Cl B		12,234		432
DXC Technology Co *		4,309		110
Enphase Energy Inc *		2,188		460
EPAM Systems Inc *		918		274
F5 Inc, Cl A *		1,049		153
Fair Isaac Corp *		400		281
First Solar Inc *		1,600		348
Fortinet Inc *		10,900		724
Gartner Inc *		1,271		414
Gen Digital Inc		10,309		177
Hewlett Packard Enterprise Co		21,024		335
HP Inc		14,221		417
Intel Corp		68,562		2,240
International Business Machines Corp		15,028		1,970
Intuit Inc		4,622		2,061
Juniper Networks Inc		5,854		202
Keysight Technologies Inc *		2,887		466
KLA Corp		2,310		922

196

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lam Research Corp		2,227	$	1,181
Microchip Technology Inc		9,239		774
Micron Technology Inc		18,244		1,101
Microsoft Corp		123,206		35,520
Monolithic Power Systems Inc		770		385
Motorola Solutions Inc		2,814		805
NetApp Inc		3,476		222
NVIDIA Corp		40,718		11,310
ON Semiconductor Corp *		7,299		601
Oracle Corp, Cl B		25,517		2,371
Paycom Software Inc *		787		239
PTC Inc *		1,728		222
Qorvo Inc *		1,631		166
QUALCOMM Inc		18,403		2,348
Roper Technologies Inc		1,723		759
Salesforce Inc *		16,528		3,302
Seagate Technology Holdings PLC		3,405		225
ServiceNow Inc *		3,307		1,537
Skyworks Solutions Inc		2,646		312
SolarEdge Technologies Inc *		964		293
Synopsys Inc *		2,491		962
Teledyne Technologies Inc *		790		353
Teradyne Inc		2,588		278
Texas Instruments Inc		15,004		2,791
Trimble Inc *		4,028		211
Tyler Technologies Inc *		709		251
VeriSign Inc *		1,512		320
Western Digital Corp *		5,724		216
Zebra Technologies Corp, Cl A *		877		279
				146,835
Materials — 2.2%
Air Products and Chemicals Inc		3,719		1,068
Albemarle Corp		1,890		418
Amcor PLC		24,372		277
Avery Dennison Corp		1,419		254
Ball Corp		5,190		286
Celanese Corp, Cl A		1,626		177
CF Industries Holdings Inc		3,236		235
Corteva Inc		12,004		724
Dow Inc		11,817		648
DuPont de Nemours Inc		7,545		542
Eastman Chemical Co		2,110		178
Ecolab Inc		4,110		680
FMC Corp		2,062		252
Freeport-McMoRan Inc, Cl B		23,912		978
International Flavors & Fragrances Inc		4,082		375
International Paper Co		5,808		209
Linde PLC		8,120		2,886
LyondellBasell Industries NV, Cl A		4,075		383
Martin Marietta Materials Inc, Cl A		992		352
Mosaic Co/The		5,556		255
Newmont Corp		12,855		630

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nucor Corp		4,262	$	658
Packaging Corp of America		1,635		227
PPG Industries Inc		3,789		506
Sealed Air Corp		2,657		122
Sherwin-Williams Co/The, Cl A		3,941		886
Steel Dynamics Inc		2,751		311
Vulcan Materials Co		2,131		366
Westrock Co		4,612		141
				15,024
Real Estate — 2.1%
Alexandria Real Estate Equities Inc ‡		2,395		301
American Tower Corp, Cl A ‡		7,727		1,579
AvalonBay Communities Inc ‡		2,245		377
Boston Properties Inc ‡		2,611		141
Camden Property Trust ‡		1,900		199
CBRE Group Inc, Cl A *		5,083		370
Crown Castle Inc ‡		7,263		972
Digital Realty Trust Inc, Cl A ‡		4,641		456
Equinix Inc ‡		1,511		1,090
Equity Residential ‡		5,609		337
Essex Property Trust Inc ‡		1,115		233
Extra Space Storage Inc ‡		2,141		349
Federal Realty Investment Trust ‡		1,352		134
Healthpeak Properties Inc ‡		9,561		210
Host Hotels & Resorts Inc ‡		12,723		210
Invitation Homes Inc ‡		9,500		297
Iron Mountain Inc ‡		4,778		253
Kimco Realty Corp ‡		10,974		214
Mid-America Apartment Communities Inc ‡		1,839		278
Prologis Inc ‡		15,337		1,914
Public Storage ‡		2,669		806
Realty Income Corp ‡		10,474		663
Regency Centers Corp ‡		2,794		171
SBA Communications Corp, Cl A ‡		1,781		465
Simon Property Group Inc ‡		5,502		616
UDR Inc ‡		5,095		209
Ventas Inc ‡		6,537		283
VICI Properties Inc, Cl A ‡		16,856		550
Welltower Inc ‡		7,941		569
Weyerhaeuser Co ‡		11,805		356
				14,602
Utilities — 2.3%
AES Corp/The		10,955		264
Alliant Energy Corp		4,129		220
Ameren Corp		4,129		357
American Electric Power Co Inc		8,648		787
American Water Works Co Inc		3,223		472
Atmos Energy Corp		2,507		282
CenterPoint Energy Inc		10,382		306
CMS Energy Corp		4,787		294
Consolidated Edison Inc		5,728		548

SEI Institutional Managed Trust

197

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Dynamic Asset Allocation Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Constellation Energy Corp		5,260	$	413
Dominion Energy Inc		13,948		780
DTE Energy Co		3,095		339
Duke Energy Corp		12,785		1,233
Edison International		6,127		433
Entergy Corp		3,247		350
Evergy Inc		3,743		229
Exelon Corp		16,609		696
FirstEnergy Corp		8,673		347
NextEra Energy Inc		33,021		2,545
NiSource Inc		6,644		186
NRG Energy Inc		4,296		147
PG&E Corp *		25,827		418
Pinnacle West Capital Corp		1,817		144
PPL Corp		12,144		337
Public Service Enterprise Group Inc		8,040		502
Sempra Energy		5,311		803
Southern Co/The		18,185		1,265
WEC Energy Group Inc		5,079		481
Xcel Energy Inc		8,859		597
				15,775
Total Common Stock
(Cost $273,732) ($ Thousands)				566,727

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK — 0.2%
China — 0.1%
NXP Semiconductors NV		4,315	$	805
Switzerland — 0.1%
TE Connectivity Ltd		5,361		703
Total Foreign Common Stock
(Cost $1,213) ($ Thousands)				1,508
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		9,276,290		9,276
Total Cash Equivalent
(Cost $9,276) ($ Thousands)				9,276
Total Investments in Securities — 84.5%
(Cost $284,221) ($ Thousands)			$	577,511

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI^		387		Jun-2023	$	75,917	$	80,065	$	4,148

A list of the open OTC swap agreements held by the Fund at March 31, 2023, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

GOLDMAN SACHS^

GSINFCI1M23 05/30/23

3 MONTH TREASURY BILL RATE + 7.5 BPS

POSITIVE INDEX RETURN

Quarterly

5/30/2023

USD

48,097

$

(2,644

)

$

–

$

(2,644

)

GOLDMAN SACHS^

PAYB +BCOMTR/0.075

%

3 MONTH TREASURY BILL RATE + 7.5 BPS

INDEX RETURN

Quarterly

6/10/2023

USD

47,000

580

–

580

$

(2,064

)

$

–

$

(2,064

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023, is as follows:

Interest Rate Swap

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

2.659%^

UNITED STATES CONSUMER PRICE INDEX (CPI)

Annually

2/27/2033

USD

103,200

$

(36

)

$

–

$

(36

)

198

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $683,383 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
^	Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2023.

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		566,727		–		–		566,727
Foreign Common Stock		1,508		–		–		1,508
Cash Equivalent		9,276		–		–		9,276
Total Investments in Securities		577,511		–		–		577,511

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4,148		–			–		4,148
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		580			–		580
Unrealized Depreciation		–		(2,644	)		–		(2,644	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Depreciation		–		(36	)		–		(36	)
Total Other Financial Instruments		4,148		(2,100	)		–		2,048

* Futures contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instruments.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	6,875	$	41,749	$	(39,348	)	$	—	$	—	$	9,276	$	122	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

199

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 20.9%
Communication Services — 0.5%
Clear Channel Outdoor Holdings Inc, Cl A *		17,350	$	21
Live Nation Entertainment Inc *		9,166		642
Pinterest Inc, Cl A *		11,623		317
Take-Two Interactive Software Inc, Cl A *		5,584		666
United States Cellular Corp *		2,301		48
Urban One		8,259		45
Urban One, Cl A		6,442		49
WideOpenWest Inc *		3,977		42
Windstream Services *(A)		5,206		45
				1,875
Consumer Discretionary — 1.8%
ADT Inc		1,613		12
American Eagle Outfitters Inc		71,568		962
Capri Holdings Ltd *		1,449		68
Crocs Inc *		483		61
Dave & Buster's Entertainment Inc *		43,014		1,583
Everi Holdings Inc *		8,336		143
Full House Resorts *		36,025		260
Golden Entertainment Inc *		1,421		62
Guitar Center *(A)(B)		2,167		399
iRobot *		204		9
Monitronics International Inc *(A)		18,437		56
PlayAGS Inc *		15,463		111
RH *		2,621		638
TravelCenters of America Inc *		605		52
Ulta Beauty Inc *		1,207		659

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vail Resorts Inc		8,247	$	1,927
				7,002
Consumer Staples — 0.5%
Dollar General Corp		1,057		222
Keurig Dr Pepper Inc		35,762		1,262
United Natural Foods Inc *		14,807		390
				1,874
Energy — 1.6%
APA Corp		18,416		664
Comstock Resources Inc		15,061		163
Diamondback Energy Inc, Cl A		13,452		1,818
OKEA		39,879		120
Parker Drilling Co *(A)(B)		4,414		49
RPC Inc		194,722		1,497
Seadrill *		14,652		589
Transocean Ltd *		98,467		626
Valaris *		4,755		309
				5,835
Financials — 2.8%
Broadmark Realty Capital ‡		12,267		58
Capital One Financial Corp		6,682		642
Evercore Inc, Cl A		16,120		1,860
Fidelity National Information Services Inc, Cl B		23,108		1,256
Focus Financial Partners Inc, Cl A *		23,952		1,242
Goldman Sachs Group Inc/The		5,841		1,911
KKR & Co Inc		12,118		636
MoneyGram International Inc *		106,195		1,107
Penney Borrower LLC *(A)		3,070		16
Robinhood Markets Inc, Cl A *		167,136		1,623
Stifel Financial Corp		12,799		756
				11,107
Health Care — 1.7%
Carestream Health Holdings Inc *(A)		5,876		114
Catalent Inc *		981		64
CVS Health Corp		31,251		2,322
Horizon Therapeutics Plc *		33,183		3,622
Oak Street Health Inc *		4,689		181
Provention Bio Inc *		18,372		443
				6,746
Industrials — 2.3%
Dycom Industries Inc *		13,087		1,226
KBR Inc		9,020		497
Maxar Technologies Inc		54,569		2,786
Spirit AeroSystems Holdings Inc, Cl A		72,379		2,499
Spirit Airlines Inc		488		8
Stanley Black & Decker Inc		8,353		673
Univar Solutions Inc *		38,402		1,345
				9,034

200

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 4.3%
Aquity Holdings Inc *(A)		3,945	$	43
Black Knight Inc *		49,944		2,875
Cirrus Logic Inc *		9,602		1,050
CommScope Holding Co Inc *		3,866		25
Entegris Inc		21,959		1,801
Everbridge Inc *		19,046		660
Gitlab, Cl A *		18,652		640
New Relic Inc *		17,671		1,330
SentinelOne Inc, Cl A *		38,705		633
Twilio Inc, Cl A *		9,898		659
Vishay Intertechnology Inc (K)		112,843		2,553
VMware Inc, Cl A *		7,008		875
Vontier Corp		47,925		1,310
Zoom Video Communications Inc, Cl A *		33,627		2,483
				16,937
Materials — 3.3%
Alcoa Corp (K)		50,188		2,136
Arctic Canadian Diamond Company Ltd *(A)		228		85
Century Aluminum Co *		250,174		2,502
Constellium, Cl A *		132,760		2,028
Freeport-McMoRan Inc, Cl B (K)		60,325		2,468
Hudbay Minerals (K)		185,258		973
Libbey Glass Inc. *(A)		1,227		12
Lynas Rare Earths *		199,273		850
Olin Corp		32,962		1,829
				12,883
Real Estate — 1.8%
Copper Property Pass-Through Certificates *(A)		18,673		198
Hudson Pacific Properties Inc ‡		20,173		134
Kimco Realty Corp ‡		133,942		2,616
Park Hotels & Resorts Inc ‡		78,246		967
Regency Centers Corp ‡		10,886		666
Sabra Health Care REIT Inc ‡		219,893		2,529
				7,110
Utilities — 0.3%
Lumileds Common Bright Bidco *		964		12
PNM Resources Inc		23,446		1,141
				1,153
Total Common Stock
(Cost $79,755) ($ Thousands)				81,556
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 17.7%
Communication Services — 1.6%
Altice France
5.500%, 10/15/2029 (C)	$	310		237

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Altice France Holding
10.500%, 05/15/2027 (C)	$	95	$	72
AMC Entertainment Holdings
6.125%, 05/15/2027		55		21
Audacy Capital
6.750%, 03/31/2029 (C)		335		24
6.500%, 05/01/2027 (C)		220		16
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (C)		605		400
CCO Holdings
7.375%, 03/01/2031 (C)		465		458
6.375%, 09/01/2029 (C)		287		274
5.375%, 06/01/2029 (C)		75		69
4.500%, 08/15/2030 (C)		150		127
4.250%, 02/01/2031 (C)		125		102
4.250%, 01/15/2034 (C)		65		51
Charter Communications Operating
4.400%, 12/01/2061		40		27
3.950%, 06/30/2062		155		98
3.900%, 06/01/2052		100		66
3.700%, 04/01/2051		120		77
Clear Channel International
6.625%, 08/01/2025 (C)		376		366
Comcast
2.987%, 11/01/2063		405		263
2.937%, 11/01/2056		295		196
DISH DBS
7.750%, 07/01/2026		275		181
7.375%, 07/01/2028		185		105
5.750%, 12/01/2028 (C)		320		239
5.250%, 12/01/2026 (C)		25		20
5.125%, 06/01/2029		145		77
Gray Escrow II
5.375%, 11/15/2031 (C)		400		266
Level 3 Financing
10.500%, 05/15/2030 (C)		151		145
4.250%, 07/01/2028 (C)		75		42
Lumen Technologies
4.000%, 02/15/2027 (C)		280		185
Spanish Broadcasting System
9.750%, 03/01/2026 (C)		375		254
Stagwell Global
5.625%, 08/15/2029 (C)		437		383
T-Mobile USA
3.500%, 04/15/2031		210		189
3.375%, 04/15/2029		65		59
Urban One
7.375%, 02/01/2028 (C)		844		767
Verizon Communications
3.000%, 11/20/2060		20		13
2.987%, 10/30/2056		240		156

SEI Institutional Managed Trust

201

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vmed O2 UK Financing I
4.250%, 01/31/2031 (C)	$	230	$	196
VTR Comunicaciones
5.125%, 01/15/2028 (C)		200		123
Windstream Escrow
7.750%, 08/15/2028 (C)		405		332
				6,676
Consumer Discretionary — 4.0%
1011778 BC ULC
4.375%, 01/15/2028 (C)		260		240
4.000%, 10/15/2030 (C)		197		169
Abercrombie & Fitch Management
8.750%, 07/15/2025 (C)		135		136
Academy
6.000%, 11/15/2027 (C)		252		246
Adient Global Holdings Ltd
7.000%, 04/15/2028 (C)		37		38
4.875%, 08/15/2026 (C)		86		83
Altice Financing
5.750%, 08/15/2029 (C)		225		179
American Greetings
8.750%, 04/15/2025 (C)		225		222
Aramark Services
6.375%, 05/01/2025 (C)		306		308
At Home Group
4.875%, 07/15/2028 (C)		125		85
Bath & Body Works
7.600%, 07/15/2037		5		4
6.750%, 07/01/2036		175		156
6.625%, 10/01/2030 (C)		60		58
Bloomin' Brands
5.125%, 04/15/2029 (C)		220		197
Caesars Entertainment
8.125%, 07/01/2027 (C)		269		274
6.250%, 07/01/2025 (C)		1,390		1,390
Caesars Resort Collection
5.750%, 07/01/2025 (C)		851		851
Carnival
10.500%, 02/01/2026 (C)		95		99
9.875%, 08/01/2027 (C)		270		278
5.750%, 03/01/2027 (C)		15		12
4.000%, 08/01/2028 (C)		45		39
CEC Entertainment
6.750%, 05/01/2026 (C)		375		356
Clarios Global
6.750%, 05/15/2025 (C)		293		296
CMG Media
8.875%, 12/15/2027 (C)		540		408
CSC Holdings
7.500%, 04/01/2028 (C)		100		64
5.750%, 01/15/2030 (C)		90		47

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dave & Buster's
7.625%, 11/01/2025 (C)	$	241	$	246
Diamond Sports Group
6.625%, 08/15/2027 (C)(D)		312		4
5.375%, 08/15/2026 (C)(D)		480		26
DirecTV Financing
5.875%, 08/15/2027 (C)		80		72
Empire Resorts
7.750%, 11/01/2026 (C)		510		420
Fertitta Entertainment
6.750%, 01/15/2030 (C)		187		154
Ford Motor Credit
7.350%, 03/06/2030		145		149
5.113%, 05/03/2029		55		52
4.271%, 01/09/2027		30		28
3.815%, 11/02/2027		315		282
2.900%, 02/16/2028		110		95
2.900%, 02/10/2029		70		58
Golden Entertainment
7.625%, 04/15/2026 (C)		860		867
Hyatt Hotels
1.800%, 10/01/2024		1,008		954
Jacobs Entertainment
6.750%, 02/15/2029 (C)		375		328
Las Vegas Sands
3.200%, 08/08/2024		1,112		1,076
2.900%, 06/25/2025		45		43
Liberty Interactive
8.250%, 02/01/2030		605		149
Macy's Retail Holdings
6.125%, 03/15/2032 (C)		94		83
4.500%, 12/15/2034		255		186
McGraw-Hill Education
5.750%, 08/01/2028 (C)		200		174
MGM Resorts International
5.750%, 06/15/2025		291		290
Midwest Gaming Borrower
4.875%, 05/01/2029 (C)		84		73
NCL
8.375%, 02/01/2028 (C)		90		90
7.750%, 02/15/2029 (C)		90		77
5.875%, 03/15/2026 (C)		773		658
5.875%, 02/15/2027 (C)		110		103
PetSmart
7.750%, 02/15/2029 (C)		182		179
QVC
4.750%, 02/15/2027		135		57
4.375%, 09/01/2028		95		38
Royal Caribbean Cruises
11.625%, 08/15/2027 (C)		105		113
5.500%, 08/31/2026 (C)		160		150

202

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
StoneMor
8.500%, 05/15/2029 (C)	$	335	$	258
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (C)		155		148
VZ Secured Financing BV
5.000%, 01/15/2032 (C)		145		118
WW International
4.500%, 04/15/2029 (C)		265		142
Wynn Las Vegas
5.500%, 03/01/2025 (C)		824		809
Yum! Brands
5.375%, 04/01/2032		160		155
3.625%, 03/15/2031		45		40
				15,179
Consumer Staples — 0.9%
Albertsons
7.500%, 03/15/2026 (C)		1,452		1,490
B&G Foods
5.250%, 04/01/2025		344		320
Coca-Cola
2.750%, 06/01/2060		72		51
2.500%, 06/01/2040		145		111
New Albertsons
8.700%, 05/01/2030		235		247
8.000%, 05/01/2031		60		61
Rite Aid
7.500%, 07/01/2025 (C)		50		30
US Foods
6.250%, 04/15/2025 (C)		898		906
Vector Group
5.750%, 02/01/2029 (C)		305		271
				3,487
Energy — 2.5%
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (C)		330		319
Carrizo Oil & Gas
8.250%, 07/15/2025		200		199
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (A)(E)		225		4
Earthstone Energy Holdings
8.000%, 04/15/2027 (C)		210		204
EnLink Midstream
6.500%, 09/01/2030 (C)		25		25
5.625%, 01/15/2028 (C)		80		79
5.375%, 06/01/2029		230		221
EnLink Midstream Partners
8.976%, ICE LIBOR USD 3 Month + 4.110%(F)(G)		208		179
Genesis Energy
8.875%, 04/15/2030		25		25

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.000%, 01/15/2027	$	245	$	242
7.750%, 02/01/2028		160		155
Greenfire Resources
12.000%, 08/15/2025 (C)		189		200
Greensaif Pipelines Bidco Sarl
6.510%, 02/23/2042 (C)		705		742
6.129%, 02/23/2038 (C)		1,381		1,421
KazMunayGas National JSC MTN
5.375%, 04/24/2030		750		669
NGL Energy Operating
7.500%, 02/01/2026 (C)		25		24
NGL Energy Partners
7.500%, 04/15/2026		405		350
6.125%, 03/01/2025		145		130
Northern Oil and Gas
8.125%, 03/01/2028 (C)		200		198
Occidental Petroleum
6.125%, 01/01/2031		360		374
4.625%, 06/15/2045		120		96
4.500%, 07/15/2044		10		8
4.400%, 04/15/2046		10		8
PBF Holding
6.000%, 02/15/2028		444		427
Petroleos Mexicanos
6.500%, 03/13/2027		1,006		915
Petroleos Mexicanos MTN
6.750%, 09/21/2047		1,463		951
Rockcliff Energy II
5.500%, 10/15/2029 (C)		444		394
SM Energy
5.625%, 06/01/2025		629		610
Strathcona Resources
6.875%, 08/01/2026 (C)		460		366
Transocean
11.500%, 01/30/2027 (C)		185		191
8.750%, 02/15/2030 (C)		65		66
8.000%, 02/01/2027 (C)		130		117
6.800%, 03/15/2038		175		121
Transocean Titan Financing
8.375%, 02/01/2028 (C)		70		72
				10,102
Financials — 0.8%
AG Issuer
6.250%, 03/01/2028 (C)		180		162
Armor Holdco
8.500%, 11/15/2029 (C)		290		236
Finance of America Funding
7.875%, 11/15/2025 (C)		475		338
Freedom Mortgage
8.250%, 04/15/2025 (C)		398		368
6.625%, 01/15/2027 (C)		230		177

SEI Institutional Managed Trust

203

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Home Point Capital
5.000%, 02/01/2026 (C)	$	375	$	281
LD Holdings Group
6.500%, 11/01/2025 (C)		360		227
6.125%, 04/01/2028 (C)		200		93
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		16
3.500%, 01/23/2043		280		219
PennyMac Financial Services
5.750%, 09/15/2031 (C)	$	40		32
4.250%, 02/15/2029 (C)		340		271
VistaJet Malta Finance
6.375%, 02/01/2030 (C)		265		236
WeWork
7.875%, 05/01/2025 (C)		480		265
				2,921
Health Care — 1.0%
Akumin
7.000%, 11/01/2025 (C)		520		410
Akumin Escrow
7.500%, 08/01/2028 (C)		285		199
APX Group
5.750%, 07/15/2029 (C)		396		354
Bausch Health
6.250%, 02/15/2029 (C)		235		94
5.250%, 01/30/2030 (C)		155		58
5.000%, 02/15/2029 (C)		55		22
4.875%, 06/01/2028 (C)		35		21
Bristol-Myers Squibb
2.550%, 11/13/2050		250		167
Centene
2.625%, 08/01/2031		145		117
2.500%, 03/01/2031		215		174
CHS
6.000%, 01/15/2029 (C)		179		151
5.625%, 03/15/2027 (C)		225		198
Embecta
6.750%, 02/15/2030 (C)		165		150
Endo DAC
9.500%, 07/31/2027 (C)(D)		194		15
6.000%, 06/30/2028 (C)(D)		193		14
5.875%, 10/15/2024 (C)(D)		85		63
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (C)(D)		25		18
Envision Healthcare
8.750%, 10/15/2026 (C)		145		27
Jazz Securities DAC
4.375%, 01/15/2029 (C)		402		370
Lannett
7.750%, 04/15/2026 (C)		550		91

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Medline Borrower
3.875%, 04/01/2029 (C)	$	210	$	182
Molina Healthcare
4.375%, 06/15/2028 (C)		200		186
Owens & Minor
6.625%, 04/01/2030 (C)		213		183
Par Pharmaceutical
7.500%, 04/01/2027 (C)(D)		80		60
Prime Security Services Borrower
5.250%, 04/15/2024 (C)		294		291
RP Escrow Issuer
5.250%, 12/15/2025 (C)		105		80
Tenet Healthcare
6.125%, 06/15/2030 (C)		150		148
				3,843
Industrials — 2.9%
ADT
4.125%, 06/15/2023		7		7
American Airlines
11.750%, 07/15/2025 (C)		1,781		1,948
5.750%, 04/20/2029 (C)		80		77
Avianca Midco 2
9.000%, 12/01/2028 (C)		368		302
Bombardier
7.875%, 04/15/2027 (C)		231		234
Builders FirstSource
4.250%, 02/01/2032 (C)		240		209
Camelot Return Merger Sub
8.750%, 08/01/2028 (C)		331		307
Delta Air Lines
7.000%, 05/01/2025 (C)		714		732
2.900%, 10/28/2024		467		447
GFL Environmental
4.250%, 06/01/2025 (C)		237		231
3.750%, 08/01/2025 (C)		326		313
JELD-WEN
4.875%, 12/15/2027 (C)		271		231
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (A)(D)		495		–
Neptune Bidco US
9.290%, 04/15/2029 (C)		685		635
Pitney Bowes
7.250%, 03/15/2029 (C)		220		164
6.875%, 03/15/2027 (C)		30		24
Prime Security Services Borrower
5.750%, 04/15/2026 (C)		224		222
Raytheon Technologies
3.030%, 03/15/2052		130		94
2.820%, 09/01/2051		185		128
Spirit Loyalty Cayman
8.000%, 09/20/2025 (C)		503		504

204

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Team Health Holdings
6.375%, 02/01/2025 (C)	$	110	$	66
TransDigm
8.000%, 12/15/2025 (C)		725		739
6.750%, 08/15/2028 (C)		393		397
6.250%, 03/15/2026 (C)		908		909
Transnet SOC
8.250%, 02/06/2028 (C)		1,753		1,744
Tutor Perini
6.875%, 05/01/2025 (C)		175		123
United Airlines
4.625%, 04/15/2029 (C)		115		104
4.375%, 04/15/2026 (C)		115		110
Western Global Airlines
10.375%, 08/15/2025 (C)		90		37
				11,038
Information Technology — 0.5%
Apple
2.700%, 08/05/2051		40		28
2.650%, 05/11/2050		455		321
2.650%, 02/08/2051		75		52
2.375%, 02/08/2041		45		34
Avaya
6.125%, 09/15/2028 (C)(D)		380		36
Boxer Parent
9.125%, 03/01/2026 (C)		238		231
Castle US Holding
9.500%, 02/15/2028 (C)		170		69
CDW
5.500%, 12/01/2024		24		24
CommScope
8.250%, 03/01/2027 (C)		225		184
7.125%, 07/01/2028 (C)		290		214
6.000%, 03/01/2026 (C)		150		145
CommScope Technologies
6.000%, 06/15/2025 (C)		36		34
5.000%, 03/15/2027 (C)		35		26
Endurance International Group Holdings
6.000%, 02/15/2029 (C)		187		126
Intel
3.200%, 08/12/2061		205		136
3.100%, 02/15/2060		60		39
Presidio Holdings
8.250%, 02/01/2028 (C)		300		285
Virtusa
7.125%, 12/15/2028 (C)		219		172
				2,156
Materials — 1.4%
Axalta Coating Systems
3.375%, 02/15/2029 (C)		280		240

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baffinland Iron Mines
8.750%, 07/15/2026 (C)	$	465	$	444
CEMEX Materials
7.700%, 07/21/2025 (C)		265		266
Cornerstone Chemical
10.250%cash/0% PIK, 09/01/2027 (C)		1,155		1,039
Domtar
6.750%, 10/01/2028 (C)		435		387
FMG Resources August 2006 Pty
5.125%, 05/15/2024 (C)		491		486
Innophos Holdings
9.375%, 02/15/2028 (C)		210		215
Iris Holdings
8.750%cash/0% PIK, 02/15/2026 (C)		5		5
LSB Industries
6.250%, 10/15/2028 (C)		329		293
Mineral Resources
8.125%, 05/01/2027 (C)		105		107
Mineral Resources MTN
8.500%, 05/01/2030 (C)		165		169
8.000%, 11/01/2027 (C)		35		36
Mountain Province Diamonds
9.000%, 12/15/2025 (C)		245		238
Nobian Finance BV
3.625%, 07/15/2026	EUR	105		99
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(C)(D)	$	460		–
Rain CII Carbon
7.250%, 04/01/2025 (C)		530		513
Tacora Resources
8.250%, 05/15/2026 (C)		305		229
Trinseo Materials Operating
5.125%, 04/01/2029 (C)		244		150
Trivium Packaging Finance BV
5.500%, 08/15/2026 (C)		467		448
Tronox
4.625%, 03/15/2029 (C)		640		536
				5,900
Real Estate — 0.8%
American Tower
3.700%, 10/15/2049		25		18
3.100%, 06/15/2050		95		62
2.950%, 01/15/2051		200		128
Crown Castle
3.250%, 01/15/2051		35		24
2.900%, 04/01/2041		215		153
Diversified Healthcare Trust
9.750%, 06/15/2025		104		101
4.750%, 05/01/2024		260		234
4.750%, 02/15/2028		25		17
4.375%, 03/01/2031		300		215

SEI Institutional Managed Trust

205

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Park Intermediate Holdings
7.500%, 06/01/2025 (C)	$	269	$	270
4.875%, 05/15/2029 (C)		180		155
Prologis
3.000%, 04/15/2050		80		56
2.125%, 10/15/2050		150		85
Service Properties Trust
5.500%, 12/15/2027		5		5
5.250%, 02/15/2026		90		79
4.950%, 02/15/2027		206		174
4.950%, 10/01/2029		55		42
4.750%, 10/01/2026		131		109
4.375%, 02/15/2030		490		366
4.350%, 10/01/2024		366		350
3.950%, 01/15/2028		190		148
VICI Properties
5.625%, 05/01/2024 (C)		10		10
4.625%, 06/15/2025 (C)		146		141
				2,942
Utilities — 1.3%
Alexander Funding Trust
1.841%, 11/15/2023 (C)		131		127
Eskom Holdings SOC
7.125%, 02/11/2025		1,550		1,518
Eskom Holdings SOC MTN
6.750%, 08/06/2023		1,038		1,029
Vistra Operations
5.625%, 02/15/2027 (C)		140		136
5.500%, 09/01/2026 (C)		55		53
5.125%, 05/13/2025 (C)		536		522
3.550%, 07/15/2024 (C)		1,403		1,355
				4,740
Total Corporate Obligations
(Cost $76,245) ($ Thousands)				68,984
	Shares
REGISTERED INVESTMENT COMPANIES — 11.6%
Merger Fund , Cl I		2,703,983		45,211
Sprott Physical Uranium Trust		19,864		232
Total Registered Investment Companies
(Cost $43,719) ($ Thousands)				45,443
	Face Amount (Thousands)
SOVEREIGN DEBT — 4.7%
Angolan Government International Bond
8.750%, 04/14/2032(C)	$	313		264

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
8.000%, 11/26/2029	$	1,387	$	1,187
Argentine Republic Government International Bond
1.500%, 07/09/2023(H)		6,167		1,603
Dominican Republic International Bond
7.050%, 02/03/2031(C)		850		863
5.875%, 01/30/2060		1,377		1,051
Finance Department Government of Sharjah MTN
3.625%, 03/10/2033		1,799		1,456
Hungary Government International Bond
6.250%, 09/22/2032		800		815
Iraq Government International Bond
5.800%, 01/15/2028		698		649
Iraq International Bond
5.800%, 01/15/2028		234		218
Ivory Coast Government International Bond
4.875%, 01/30/2032	EUR	650		537
Mexico Government International Bond
6.350%, 02/09/2035	$	914		971
4.400%, 02/12/2052		1,799		1,403
Nigeria Government International Bond MTN
8.375%, 03/24/2029		738		607
7.625%, 11/28/2047		800		507
Oman Government International Bond MTN
6.000%, 08/01/2029		1,300		1,305
Panama Government International Bond
6.853%, 03/28/2054		315		323
6.400%, 02/14/2035		500		521
3.870%, 07/23/2060		1,799		1,176
Saudi Government International Bond MTN
3.450%, 02/02/2061		1,799		1,271
South Africa Government Bond
8.875%, 02/28/2035	ZAR	31,476		1,520
Ukraine Government International Bond
1.258%, 08/01/2041 (D)(F)	$	758		200
Total Sovereign Debt
(Cost $19,677) ($ Thousands)				18,447
LOAN PARTICIPATIONS — 3.8%
1236904 BC Ltd., Initial Term Loan, 1st Lien
10.135%, LIBOR + 5.500%, 03/04/2027 (F)		256		244
888 Holdings PLC, Facility B (USD), 1st Lien
9.930%, 07/03/2028		214		179
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
8.980%, LIBOR + 4.250%, 05/17/2028 (F)		353		280

206

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
American Airlines, Inc., 2020 Term Loan, 1st Lien
8.260%, 01/29/2027	$	125	$	122
American Tire Distributors Inc., Initial Term Loan
11.068%, 10/20/2028 (F)		216		188
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
8.135%, LIBOR + 3.500%, 03/11/2028 (A)(F)		196		168
Aquity Solutions LLC, Term Loan, 1st Lien
10.385%, 09/13/2026 (A)		435		435
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (A)		268		265
Avaya Inc., DIP Term Loan, 1st Lien
12.563%, CME Term SOFR + 8.000%, 08/15/2023 (F)		165		170
Avaya Inc., Tranche B-1 Term Loan, 1st Lien
8.709%, LIBOR + 4.250%, 12/15/2027 (D)(F)(I)		198		47
Avaya Inc., Tranche B-2 Term Loan, 1st Lien
8.459%, LIBOR + 4.000%, 12/15/2027 (D)(F)(I)		171		39
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
8.703%, 07/17/2028 (F)(I)		311		263
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
12.845%, LIBOR + 6.500%, 10/23/2023 (A)(B)(F)		45		45
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
12.845%, LIBOR + 6.500%, 04/23/2024 (B)(F)		274		254
Carestream Health, Inc., Term Loan, 1st Lien
12.180%, CME Term SOFR + 7.500%, 09/30/2027 (A)(F)		467		269
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
8.635%, LIBOR + 4.000%, 01/29/2027 (F)		78		50
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
8.385%, LIBOR + 3.750%, 01/29/2027 (F)		146		95
Cengage Learning Inc., Term B Loan, 1st Lien
9.880%, 07/14/2026 (F)		365		337
Cenveo, 1st Lien
12.298%, 12/31/2024 (A)		62		62

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 01/04/2026 (F)(I)	$	341	$	204
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
11.340%, 10/31/2026 (A)(F)		234		229
Cooper's Hawk Intermediate Holding, 2022 Incremental Term Loan, 1st Lien
11.135%, 10/31/2026 (A)		45		44
CoreLogic Inc., Initial Term Loan, 1st Lien
8.188%, 06/02/2028 (F)		384		327
DirecTV Financing, LLC, Closing Date Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 08/02/2027 (F)		229		220
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
12.816%, LIBOR + 7.500%, 07/02/2024 (A)(F)		42		40
12.498%, LIBOR + 7.500%, 07/02/2024 (A)(F)		38		36
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
12.101%, 07/02/2024 (A)(F)		103		96
12.098%, 07/02/2024 (A)(F)		86		81
Domtar Corporation, Initial Term Loan, 1st Lien
10.101%, 11/30/2028 (F)		108		105
East Valley Tourist Development Authority , Term Loan, 1st Lien
11.481%, CME Term SOFR + 7.500%, 11/23/2026 (A)(F)		158		154
Envision Healthcare Corp., First Out Term Loan, 1st Lien
12.605%, CME Term SOFR + 7.875%, 03/31/2027 (F)		95		79
Envision Healthcare Corp., Second Out Term Loan, 1st Lien
8.830%, CME Term SOFR + 4.250%, 03/31/2027 (F)(I)		798		190
Epic Y-Grade Services, LP, Term Loan, 1st Lien
10.960%, LIBOR + 6.000%, 06/30/2027 (F)		1,152		1,006
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.203%, LIBOR + 4.250%, 03/14/2025 (F)		297		207
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
8.830%, LIBOR + 4.250%, 10/02/2025 (F)(I)		72		50

SEI Institutional Managed Trust

207

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Grab Holdings, Inc., Initial Term Loan, 1st Lien
9.140%, LIBOR + 4.500%, 01/29/2026 (F)	$	46	$	45
Hexion Holdings Corporation, Initial Term Loan, 1st Lien
9.454%, 03/15/2029 (F)		268		239
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (A)(D)(F)		378		—
Jadex Inc., 2021 Refinancing Term Loan, 1st Lien
9.590%, 02/18/2028 (A)(F)(I)		65		58
Libbey Glass LLC, Incremental Term Loan, 1st Lien
8.711%, 11/22/2027		372		372
LifeScan Global Copr., Initial Term Loan, 2nd Lien
14.254%, 10/01/2025 (F)		85		54
LifeScan Global Corp., Initial Term Loan, 1st Lien
10.754%, LIBOR + 6.000%, 10/01/2024 (F)		1,039		775
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
11.965%, LIBOR + 8.125%, 02/16/2025 (F)		402		397
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
10.554%, CME Term SOFR + 5.750%, 08/18/2028 (A)(F)		78		54
9.651%, LIBOR + 4.750%, 08/18/2028 (A)(F)(I)		522		362
Mcgraw-Hill Education Inc., Initial Term Loan, 1st Lien
9.703%, 07/28/2028 (F)		281		262
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 10/23/2028 (F)		197		191
Newport Parent, Inc., Initial Term Loan, 1st Lien
11.230%, 12/10/2027 (F)		223		219
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
9.688%, 02/28/2028 (F)		203		179
PLNTF Holdings LLC, Initial Term Loan, 1st Lien
12.947%, 03/22/2026 (A)		201		190
Pluto Acquistion I, Inc., 2021 Term Loan, 1st Lien
8.953%, 06/22/2026 (A)		240		169

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
PMHC II Inc., Initial Term Loan, 1st Lien
9.076%, 04/23/2029 (F)	$	274	$	241
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
12.825%, LIBOR + 8.000%, 03/20/2024 (B)(F)		82		64
12.802%, LIBOR + 8.000%, 03/20/2024 (B)(F)		112		86
Pug LLC, Term B-2 Loan, 1st Lien
8.885%, LIBOR + 4.250%, 02/12/2027 (A)(F)(I)		339		242
Pug LLC, USD Term B Loan, 1st Lien
8.135%, LIBOR + 3.500%, 02/12/2027 (F)(I)		340		245
Quantum Health, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien
9.135%, 12/22/2027 (A)(F)		146		129
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.076%, 02/01/2029 (F)		262		213
Radiate Holdco LLC, Amendment No. 6 Term Loan, 1st Lien
7.885%, 09/25/2026 (F)(I)		238		194
Red Planet Borrower, LLC, Initial Term Loan, 1st Lien
8.385%, LIBOR + 3.750%, 10/02/2028 (F)		331		231
S&S Holdings, LLC, Initial Term Loan, 1st Lien
9.830%, 03/11/2028 (F)		285		268
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
10.845%, 06/19/2026		203		199
SWF Holdings I Corp., Initial Term Loan, 1st Lien
8.752%, LIBOR + 4.000%, 10/06/2028 (F)		317		265
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
11.580%, CME Term SOFR + 7.000%, 05/13/2027 (F)		542		478
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
9.868%, CME Term SOFR + 5.250%, 03/02/2027 (F)(I)		553		378
Travelport Finance (Luxembourg) S.a r.l., 2021 Consented Term Loan, 1st Lien
9.730%, LIBOR + 5.000%, 05/29/2026 (F)(I)		211		119
Vida Capital, Inc., Initial Term Loan, 1st Lien
10.840%, 10/01/2026		525		382

208

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Wellful Inc., Initial Term Loan, 1st Lien
10.420%, LIBOR + 6.250%, 04/21/2027 (F)	$	355	$	310
WW International, Inc., Intial Term Loan, 1st Lien
8.140%, 04/13/2028		35		20
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
8.635%, 10/02/2028 (I)		281		226
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
7.635%, LIBOR + 3.000%, 03/09/2027 (F)(I)		300		243
Total Loan Participations
(Cost $16,554) ($ Thousands)				14,679
U.S. TREASURY OBLIGATIONS — 3.4%
U.S. Treasury Bills
4.931%, 06/08/2023 (J)		600		595
4.736%, 05/18/2023 (J)		3,000		2,982
4.736%, 06/01/2023 (J)		3,500		3,474
4.704%, 06/29/2023 (J)		300		297
4.611%, 06/15/2023 (J)		1,000		991
4.544%, 04/11/2023 (J)		1,000		999
4.542%, 04/18/2023 (J)		3,500		3,493
U.S. Treasury Notes
4.000%, 02/29/2028		519		528
Total U.S. Treasury Obligations
(Cost $13,357) ($ Thousands)				13,359
	Shares
FOREIGN COMMON STOCK — 1.2%
Australia — 0.5%
South32 Ltd		684,161		2,009
Belgium — 0.1%
X-Fab Silicon Foundries *		45,423		429
Canada — 0.1%
NexGen Energy *		131,430		503
Israel — 0.3%
Tower Semiconductor Ltd *		29,243		1,242

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Taiwan — 0.2%
Silicon Motion Technology Corp ADR		10,425	$	683
Total Foreign Common Stock
(Cost $5,407) ($ Thousands)				4,866
	Face Amount (Thousands)
CONVERTIBLE BONDS — 1.0%
Avaya
8.000% , 12/15/2027(D)	$	445		109
Liberty Interactive
4.000% , 11/15/2029		55		8
3.750% , 02/15/2030		229		30
Liberty Latin America
2.000% , 07/15/2024		265		244
North Sea Natural Resources
0.000%, (A)(E)(G)		94		94
Radius Global Infrastructure
2.500% , 09/15/2026(C)		3,167		3,080
Silver Airways LLC
15.000% , 12/31/2027(A)		367		367
Total Convertible Bonds
(Cost $4,336) ($ Thousands)				3,932
	Shares
PREFERRED STOCK — 0.2%
Consumer Discretionary — 0.1%
Boardriders Inc., Ser A *(A)(B)(G)		25,646		30
Bowlero *(A)(G)		290		328
Guitar Center *(A)(B)(G)		39		4
				362
Financials — 0.0%
First Republic Bank, 4.125% (G)		3,771		20
Information Technology — 0.1%
Syniverse *(A)(G)		467,193		449
Total Preferred Stock
(Cost $781) ($ Thousands)				831

SEI Institutional Managed Trust

209

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 0.1%
Non-Agency Mortgage-Backed Obligations — 0.1%
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D
9.164%, TSFR1M + 4.337%, 06/15/2027(C)(F)	$	245	$	236
TRTX, Ser 2021-FL4, Cl D
8.309%, ICE LIBOR USD 1 Month + 3.600%, 03/15/2038(C)(F)		100		92
TRTX, Ser 2021-FL4, Cl E
9.059%, ICE LIBOR USD 1 Month + 4.350%, 03/15/2038(C)(F)		100		91
				419
Total Mortgage-Backed Securities
(Cost $444) ($ Thousands)				419
		Number of Warrants
WARRANTS — 0.1%
Accretion Acquisition, Expires 03/04/2028
Strike Price $11.50 *		46,548		2
Achari Ventures Holdings I, Expires 10/18/2026
Strike Price $11.50 *		48,686		2
Aetherium Acquisition, Expires 01/24/2028
Strike Price $11.50 *		15,770		–
ALSP Orchid Acquisition I, Expires 12/03/2028
Strike Price $11.50 *		18,864		1
Altimar Acquisition III, Expires 01/03/2029
Strike Price $11.50 *		2,861		–
Anzu Special Acquisition I, Expires 01/03/2028
Strike Price $11.50 *		11,611		–
APx Acquisition I, Expires 08/22/2028
Strike Price $11.50 *		21,464		2
Bannix Acquisition, Expires 08/03/2026
Strike Price $11.50 *		49,736		1
Blockchain Moon Acquisition, Expires 10/17/2026
Strike Price $11.50 *		4,486		–
BlueRiver Acquisition, Expires 01/07/2026
Strike Price $11.50 *		5,848		–
BurTech Acquisition, Expires 12/21/2026
Strike Price $11.50 *		52,428		2
BYTE Acquisition, Expires 01/03/2029
Strike Price $11.50 *		7,294		1
Capitalworks Emerging Markets Acquisition, Expires 04/30/2028
Strike Price $11.50 *		18,598		1
Catcha Investment, Expires 01/03/2028
Strike Price $11.50 *		11,652		–

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
CF Acquisition VIII, Expires 01/03/2028
Strike Price $11.50 *	2,768	$	–
Consilium Acquisition I, Expires 06/04/2027
Strike Price $11.50 *	39,874		1
Data Knights Acquisition, Expires 01/03/2029
Strike Price $11.50 *	23,366		–
DHC Acquisition, Expires 01/03/2028
Strike Price $11.50 *	15,760		1
Digital Transformation Opportunities, Expires 04/03/2028
Strike Price $11.50 *	24,294		1
Financial Strategies Acquisition, Expires 04/03/2028
Strike Price $11.50 *	137,915		5
Finnovate Acquisition, Expires 10/03/2026
Strike Price $11.50 *	32,229		1
Fintech Ecosystem Development, Expires 01/03/2029
Strike Price $11.50 *	3,756		–
FOXO Technologies, Expires 08/04/2027
Strike Price $11.50 *	15,647		1
Fusion Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	42,415		1
GigCapital5, Expires 01/03/2029
Strike Price $11.50 *	86,918		2
Globalink Investment, Expires 12/06/2026
Strike Price $11.50 *	121,483		1
Goal Acquisitions, Expires 02/14/2026
Strike Price $11.50 *	84,168		3
Golden Arrow Merger, Expires 08/03/2026
Strike Price $11.50 *	7,511		–
Greenfire Resources, Expires 08/15/2026
Strike Price $– *(A)	272		109
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(A)(B)	574		50
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(A)(B)	574		29
HCM ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *	11,149		–
Inception Growth Acquisition, Expires 10/18/2026
Strike Price $11.50 *	21,147		–
Innovative International Acquisition, Expires 07/04/2028
Strike Price $11.50 *	13,586		1
Investcorp Europe Acquisition I, Expires 11/26/2028
Strike Price $11.50 *	4,069		–
Jaws Mustang Acquisition, Expires 02/02/2026
Strike Price $11.50 *	6,739		1

210

SEI Institutional Managed Trust

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Kalera, Expires 07/01/2027
Strike Price $11.50 *	31,885	$	1
LAMF Global Ventures I, Expires 11/14/2026
Strike Price $11.50 *	72		–
Minority Equality Opportunities Acquisition, Expires 05/02/2023
Strike Price $11.50 *	87,572		4
Monterey Bio Acquisition, Expires 06/10/2023
Strike Price $11.50 *	30,129		1
Nogin, Expires 08/29/2027
Strike Price $11.50 *	3,958		–
Northern Star Investment IV, Expires 01/03/2028
Strike Price $11.50 *	476		–
Nova Vision Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,235		1
Oxbridge Acquisition, Expires 08/15/2026
Strike Price $11.50 *	23,574		1
Parabellum Acquisition, Expires 10/03/2026
Strike Price $11.50 *	51,450		1
PMV Consumer Acquisition, Expires 09/03/2027
Strike Price $11.50 *	3,027		–
Prime Impact Acquisition I, Expires 10/04/2030
Strike Price $11.50 *	23,925		1
Progress Acquisition, Expires 01/03/2028
Strike Price $11.50 *	33,151		1
Seaport Global Acquisition II, Expires 11/20/2026
Strike Price $11.50 *	29,322		1
SEP Acquisition, Expires 07/30/2026
Strike Price $11.50 *	21,457		1
Spree Acquisition 1, Expires 12/25/2028
Strike Price $11.50 *	11,933		–
SpringBig Holdings, Expires 06/17/2027
Strike Price $11.50 *	2,210		–
Springwater Special Situations, Expires 04/15/2026
Strike Price $11.50 *	3,030		–
Tailwind International Acquisition, Expires 03/04/2028
Strike Price $11.50 *	108,719		2
Technology & Telecommunication Acquisition, Expires 02/18/2027
Strike Price $11.50 *	3,937		–
TG Venture Acquisition, Expires 08/16/2023
Strike Price $11.50 *	12,736		1
Trine II Acquisition, Expires 01/03/2028
Strike Price $11.50 *	4,586		–

Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Twelve Seas Investment II, Expires 03/05/2028
Strike Price $11.50 *		24,081	$	1
Williams Rowland Acquisition, Expires 12/14/2026
Strike Price $11.50 *		48,789		2
Windstream Services
Strike Price $– *‡‡(A)		5,809		50
WinVest Acquisition, Expires 08/12/2026
Strike Price $11.50 *		46,640		1
Total Warrants
(Cost $714) ($ Thousands)				289
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.0%
Other Asset-Backed Securities — 0.0%
STWD, Ser 2021-FL2, Cl D
7.509%, ICE LIBOR USD 1 Month + 2.800%, 04/18/2038(C)(F)	$	100		84
STWD, Ser 2021-FL2, Cl E
8.259%, ICE LIBOR USD 1 Month + 3.550%, 04/18/2038(C)(F)		100		87
Total Asset-Backed Securities
(Cost $200) ($ Thousands)				171
	Shares
CASH EQUIVALENTS — 26.8%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class
4.408%**		1,640,513		1,641
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**†		103,022,071		103,022
Total Cash Equivalents
(Cost $104,663) ($ Thousands)				104,663
PURCHASED OPTIONS — 0.4%
Total Purchased Options
(Cost $1,301) ($ Thousands)				1,368
Total Investments in Securities — 91.9%
(Cost $367,153) ($ Thousands)			$	359,007

SEI Institutional Managed Trust

211

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT— (7.2)%
Communication Services — (0.5)%
Interpublic Group of Cos Inc/The		(21,269	)	$	(792	)
Shutterstock Inc		(2,694	)		(195	)
Yelp Inc, Cl A *		(35,531	)		(1,091	)
					(2,078	)
Consumer Discretionary — (2.5)%
BorgWarner Inc		(16,198	)		(795	)
Caesars Entertainment Inc *		(16,297	)		(795	)
Dick's Sporting Goods Inc		(4,465	)		(634	)
Gentex Corp		(13,826	)		(388	)
Hilton Grand Vacations Inc *		(16,686	)		(741	)
Home Depot Inc/The		(2,711	)		(800	)
Hyatt Hotels Corp, Cl A *		(1,671	)		(187	)
Lear Corp		(5,693	)		(794	)
Lennar Corp, Cl A		(6,068	)		(638	)
Marriott International Inc/MD, Cl A		(1,121	)		(186	)
MGM Resorts International		(17,796	)		(790	)
Papa John's International Inc, Cl A		(4,155	)		(311	)
Red Rock Resorts Inc, Cl A		(11,932	)		(532	)
Stitch Fix Inc, Cl A *		(164,969	)		(843	)
Target Hospitality Corp *		(625	)		(8	)
Urban Outfitters Inc *		(23,039	)		(639	)
Visteon Corp *		(2,396	)		(376	)
Wingstop Inc, Cl A		(1,007	)		(185	)
YETI Holdings Inc *		(5,675	)		(227	)
					(9,869	)
Consumer Staples — (0.2)%
Albertsons Cos Inc, Cl A		(47,772	)		(993	)
Energy — (0.2)%
Hess Corp		(2,388	)		(316	)
Schlumberger NV, Cl A		(6,445	)		(317	)
					(633	)
Financials — (0.2)%
Affirm Holdings Inc, Cl A *		(35,692	)		(402	)
Coinbase Global Inc, Cl A *		(2,701	)		(183	)
TriplePoint Venture Growth BDC		(12,317	)		(149	)
					(734	)
Health Care — (0.3)%
Demant A/S *		(17,294	)		(606	)
Hims & Hers Health Inc *		(18,932	)		(188	)
Merit Medical Systems Inc *		(2,625	)		(194	)
					(988	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Industrials — (0.9)%
AECOM		(2,245	)	$	(189	)
Caterpillar Inc, Cl A		(3,483	)		(797	)
Delta Air Lines Inc, Cl A *		(2,800	)		(98	)
Lockheed Martin Corp		(661	)		(312	)
Rockwell Automation Inc		(2,711	)		(796	)
Saia Inc *		(695	)		(189	)
United Airlines Holdings Inc *		(2,144	)		(95	)
United Parcel Service Inc, Cl B		(4,110	)		(797	)
Westinghouse Air Brake Technologies Corp		(1,925	)		(195	)
					(3,468	)
Information Technology — (2.0)%
Altair Engineering Inc, Cl A *		(2,709	)		(195	)
Atlassian Corp Ltd, Cl A *		(1,908	)		(327	)
Axcelis Technologies Inc *		(1,204	)		(160	)
Corning Inc, Cl B		(14,110	)		(498	)
Corsair Gaming *		(59,126	)		(1,085	)
Crowdstrike Holdings Inc, Cl A *		(1,396	)		(192	)
Datadog Inc, Cl A *		(4,456	)		(324	)
Dynatrace Inc *		(12,100	)		(512	)
HP Inc		(10,922	)		(321	)
Microchip Technology Inc		(9,480	)		(794	)
Microsoft Corp		(1,102	)		(318	)
MongoDB Inc, Cl A *		(1,411	)		(329	)
ON Semiconductor Corp *		(7,760	)		(639	)
SiTime Corp *		(1,402	)		(199	)
Smartsheet Inc, Cl A *		(13,521	)		(646	)
Vishay Intertechnology Inc		(14,079	)		(318	)
Xerox Holdings Corp		(58,722	)		(904	)
					(7,761	)
Materials — (0.1)%
PureCycle Technologies *		(34,470	)		(241	)
Real Estate — (0.3)%
Lamar Advertising Co, Cl A		(12,838	)		(1,282	)
Total Common Stock Sold Short
(Proceeds $27,403) ($ Thousands)					(28,047	)
	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.3)%
Communication Services — (0.1)%
Clear Channel Outdoor Holdings Inc
5.125%, 08/15/2027 (C)	$	(290	)		(260	)

212

SEI Institutional Managed Trust

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
iHeartCommunications
8.375%, 05/01/2027	$	(20	)	$	(15	)
Zayo Group Holdings Inc
6.125%, 03/01/2028 (C)		(91	)		(55	)
					(330	)
Consumer Discretionary — (0.8)%
Advantage Sales & Marketing
6.500%, 11/15/2028 (C)		(100	)		(76	)
At Home Group
7.125%, 07/15/2029 (C)		(135	)		(77	)
Caesars Entertainment
7.000%, 02/15/2030 (C)		(345	)		(351	)
Carrols Restaurant Group
5.875%, 07/01/2029 (C)		(16	)		(13	)
Fertitta Entertainment
4.625%, 01/15/2029 (C)		(372	)		(326	)
Hanesbrands
9.000%, 02/15/2031 (C)		(351	)		(359	)
Michaels
7.875%, 05/01/2029 (C)		(157	)		(110	)
5.250%, 05/01/2028 (C)		(105	)		(88	)
Mohegan Tribal Gaming Authority
8.000%, 02/01/2026 (C)		(387	)		(354	)
Newell Brands
6.625%, 09/15/2029		(325	)		(328	)
6.375%, 09/15/2027		(95	)		(96	)
Scientific Games Holdings
6.625%, 03/01/2030 (C)		(296	)		(262	)
Univision Communications
7.375%, 06/30/2030 (C)		(269	)		(254	)
Wynn Resorts Finance
7.125%, 02/15/2031 (C)		(280	)		(284	)
					(2,978	)
Consumer Staples — (0.0)%
B&G Foods
5.250%, 09/15/2027		(210	)		(180	)
Energy — (0.1)%
Callon Petroleum
8.000%, 08/01/2028 (C)		(130	)		(129	)
Southwestern Energy
5.375%, 03/15/2030		(165	)		(155	)
					(284	)
Financials — (0.1)%
MPH Acquisition Holdings
5.750%, 11/01/2028 (C)		(125	)		(90	)
5.500%, 09/01/2028 (C)		(290	)		(231	)
					(321	)
Health Care — (0.2)%
AthenaHealth Group
6.500%, 02/15/2030 (C)		(202	)		(164	)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Charles River Laboratories International
4.000%, 03/15/2031 (C)	$	(105	)	$	(92	)
3.750%, 03/15/2029 (C)		(195	)		(173	)
Embecta
5.000%, 02/15/2030 (C)		(5	)		(4	)
Select Medical
6.250%, 08/15/2026 (C)		(441	)		(428	)
					(861	)
Industrials — (0.3)%
3M MTN
3.375%, 03/01/2029		(479	)		(451	)
Allied Universal Holdco
9.750%, 07/15/2027 (C)		(380	)		(339	)
American Airlines
7.250%, 02/15/2028 (C)		(373	)		(363	)
Artera Services
9.033%, 12/04/2025 (C)		(178	)		(153	)
					(1,306	)
Information Technology — (0.2)%
Central Parent
7.250%, 06/15/2029 (C)		(421	)		(414	)
Cloud Software Group Holdings
6.500%, 03/31/2029 (C)		(275	)		(243	)
Gen Digital
7.125%, 09/30/2030 (C)		(125	)		(124	)
					(781	)
Materials — (0.5)%
Chemours
5.375%, 05/15/2027		(45	)		(42	)
FMG Resources August 2006 Pty
6.125%, 04/15/2032 (C)		(235	)		(226	)
5.875%, 04/15/2030 (C)		(205	)		(196	)
Iris Holding
10.000%, 12/15/2028 (C)		(95	)		(70	)
Olympus Water US Holding
6.250%, 10/01/2029 (C)		(264	)		(195	)
SCIH Salt Holdings
4.875%, 05/01/2028 (C)		(149	)		(133	)
Scotts Miracle-Gro
4.500%, 10/15/2029		(383	)		(329	)
4.375%, 02/01/2032		(95	)		(76	)
Summit Materials
5.250%, 01/15/2029 (C)		(330	)		(312	)
Vibrantz Technologies
9.000%, 02/15/2030 (C)		(345	)		(265	)
					(1,844	)
Total Corporate Obligations Sold Short
(Proceeds $8,975) ($ Thousands)					(8,885	)

SEI Institutional Managed Trust

213

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES SOLD SHORT — (1.6)%
iShares Russell 2000 ETF		(18,082	)	$	(3,226	)
SPDR S&P 500 ETF Trust		(7,937	)		(3,249	)
Total Registered Investment Companies Sold Short
(Proceeds $6,285) ($ Thousands)					(6,475	)
FOREIGN COMMON STOCK SOLD SHORT— (0.4)%
Bermuda — (0.3)%
Triton International Ltd		(16,646	)		(1,053	)
Switzerland — (0.1)%
Logitech International		(10,544	)		(612	)
Total Foreign Common Stock Sold Short
(Proceeds $1,903) ($ Thousands)					(1,665	)
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION SOLD SHORT — (0.1)%
U.S. Treasury Notes
4.000%, 02/29/2028	$	(449	)		(457	)
Total U.S. Treasury Obligation Sold Short
(Proceeds $458) ($ Thousands)					(457	)
Total Investments Sold Short — (11.6)%
(Proceeds $45,024) ($ Thousands)				$	(45,529	)
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $6) ($ Thousands)				$	(1	)

A list of the open exchange traded options contracts for the Fund at March 31, 2023, is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
Apollo Endosurgery Inc.		25	$	25	$	10.00		4/22/2023	$	–
Apollo Endosurgery Inc.		1		1		10.00		7/22/2023		–
Duck Creek Technologies Inc		53		101		17.50		4/22/2023		–
iRobot Corporation		83		362		40.00		1/20/2024		37
Provention Bio Inc		191		460		10.00		7/22/2023		1
Provention Bio Inc		38		91		15.00		1/20/2024		1
Provention Bio Inc		47		113		12.50		5/20/2023		–
S&P 500 Index		1		411		3,890.00		5/20/2023		2
S&P 500 Index		2		822		3,825.00		4/22/2023		1
S&P 500 Index		1		411		3,790.00		4/22/2023		1

214

SEI Institutional Managed Trust

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
S&P 500 Index		1		$	411		$	3,830.00		4/22/2023	$	–
Signify Health Inc		57			174			25.00		10/21/2023		–
Tower Semiconductor Ltd.		4			17			47.00		7/22/2023		2
Tower Semiconductor Ltd.		3			13			45.00		1/20/2024		1
Tower Semiconductor Ltd.		1			4			47.00		1/20/2024		–
					3,416							46
Call Options					–							–
Albertsons Cos Inc		2,435			5,060			15.00		4/22/2023		1,315
Bed Bath & Beyond Inc		34			1			2.50		4/22/2023		–
CVS Health Corp		156			1,159			90.00		5/20/2023		2
Hanesbrands Inc		110			58			7.00		4/22/2023		–
Party City Holdco Inc		108			1			1.00		4/22/2023		–
Rite Aid Corp		68			15			5.00		4/22/2023		–
Spirit Airlines Inc		38			65			25.00		1/20/2024		3
Spirit Airlines Inc		23			40			22.50		1/20/2024		2
Spirit Airlines Inc		4			7			20.00		9/16/2023		–
Spirit Airlines Inc		8			14			22.50		9/16/2023		–
					6,420							1,322
Total Purchased Options				$	9,836						$	1,368
WRITTEN OPTIONS — (0.0)%
Put Options
S&P 500 Index		(1	)	$	(411	)		3,670.00		04/22/2023	$	–
S&P 500 Index		(1	)		(411	)		3,590.00		04/22/2023		–
S&P 500 Index		(2	)		(822	)		3,700.00		04/22/2023		–
S&P 500 Index		(1	)		(411	)		3,725.00		05/20/2023		(1	)
Total Written Options				$	(2,055	)					$	(1	)

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Short Contracts
U.S. 10-Year Treasury Notes		(133	)		Jun-2023	$	(15,254	)	$	(15,285	)	$	(31	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		06/21/23		EUR	297		HUF	120,039	$	10
Barclays PLC		04/04/23		USD	675		BRL	3,562		27
Barclays PLC		04/27/23		EUR	214		USD	234		2
BNP Paribas		04/04/23		BRL	5,604		USD	1,050		(55	)
BNP Paribas		06/21/23		USD	298		PLN	1,333		10
BNP Paribas		06/21/23		PLN	1,424		EUR	300		(2	)
BNYMellon		06/21/23		USD	197		EUR	181		—
BNYMellon		06/21/23		EUR	273		USD	289		(9	)

SEI Institutional Managed Trust

215

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/21/23		EUR	150		PLN	709	$	—
Citigroup		06/21/23		EUR	284		CZK	6,804		3
Citigroup		06/21/23		USD	442		PLN	1,959		10
Citigroup		06/21/23		USD	595		CZK	12,999		4
Citigroup		06/21/23		EUR	598		USD	654		1
Citigroup		06/21/23		USD	835		ZAR	15,545		35
Citigroup		06/21/23		PLN	1,352		USD	306		(7	)
Citigroup		06/21/23		EUR	1,639		HUF	657,774		43
Citigroup		06/21/23		CZK	9,720		USD	449		1
Citigroup		06/21/23		CZK	10,268		USD	447		(26	)
Citigroup		06/21/23		ZAR	49,991		USD	2,669		(129	)
Citigroup		06/21/23		HUF	406,193		EUR	1,010		(30	)
Deutsche Bank		05/03/23		USD	684		BRL	3,562		15
Deutsche Bank		06/21/23		EUR	193		HUF	77,870		7
Deutsche Bank		06/21/23		EUR	224		USD	241		(4	)
Deutsche Bank		06/21/23		EUR	446		CZK	10,677		6
Deutsche Bank		06/21/23		USD	810		THB	27,427		(1	)
Deutsche Bank		06/21/23		USD	773		EUR	717		10
Deutsche Bank		06/21/23		USD	329		EUR	300		(1	)
Deutsche Bank		06/21/23		USD	1,491		CZK	33,160		38
Deutsche Bank		06/21/23		CZK	13,060		USD	601		(2	)
Deutsche Bank		06/21/23		CZK	15,321		EUR	643		(5	)
Deutsche Bank		06/21/23		HUF	174,935		EUR	447		—
Deutsche Bank		06/21/23		HUF	687,501		EUR	1,691		(69	)
Goldman Sachs		06/21/23		USD	1,390		ZAR	25,809		55
Goldman Sachs		06/21/23		ZAR	16,143		USD	905		2
JPMorgan Chase	04/04/23 - 05/03/23			USD	1,755		BRL	9,065		28
JPMorgan Chase		06/21/23		EUR	297		CZK	7,098		3
JPMorgan Chase		06/21/23		USD	318		EUR	298		8
Midland Walwyn Capital		06/21/23		EUR	151		PLN	715		1
Midland Walwyn Capital		06/21/23		USD	275		KRW	355,257		(1	)
RBC		06/21/23		USD	655		EUR	598		(2	)
SCB Securities		06/21/23		IDR	11,169,642		USD	727		(19	)
Societe Generale		06/21/23		USD	148		CZK	3,275		3
Societe Generale		06/21/23		USD	900		MXN	16,885		21
TD Securities		06/21/23		HUF	153,235		EUR	386		(5	)
UBS		06/21/23		USD	475		EUR	447		13
UBS		06/21/23		EUR	1,692		USD	1,814		(32	)
UBS		06/21/23		EUR	445		HUF	179,744		15
UBS		06/21/23		EUR	1,370		HUF	535,843		(3	)
UBS		06/21/23		PLN	1,940		USD	439		(9	)
									$	(40	)

216

SEI Institutional Managed Trust

A list of the open OTC swap agreements held by the Fund at March 31, 2023 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Barclays PLC

AAREAL Bank AG

EURIB-1M

ASSET RETURN

Annually

11/03/2023

EUR

481

$

(32

)

$

–

$

(32

)

JPMorgan Chase

Indonesia Government

USD SOFR + 0.55

%

ASSET RETURN

Semi-Annually

02/15/2033

USD

11,863,217

26

–

26

Morgan Stanley

Broadcom Inc

ASSET RETURN

FEDEF-1-DAY

Monthly

09/11/2023

USD

568

2

–

2

Morgan Stanley

Emis Group PLC

ASSET RETURN

SONIA-1D

Annually

03/10/2025

GBP

27

(6

)

–

(6

)

Morgan Stanley

ISTAR Financial

FEDEF-1-DAY

ASSET RETURN

Monthly

06/09/2023

USD

591

31

–

31

Morgan Stanley

ISTAR Inc

ASSET RETURN

FEDEF-1-DAY

Monthly

09/11/2023

USD

775

20

–

20

Morgan Stanley

Kroger Co

FEDEF-1D

ASSET RETURN

Monthly

09/11/2023

USD

2,059

(52

)

–

(52

)

Morgan Stanley

Maxlinear Inc

ASSET RETURN

FEDEF-1-DAY

Monthly

09/11/2023

USD

136

(1

)

–

(1

)

Morgan Stanley

Microsoft Corp

ASSET RETURN

FEDEF-1D

Monthly

06/25/2023

USD

537

(15

)

–

(15

)

Morgan Stanley

Uni-Select Inc

DISC-1D

ASSET RETURN

Annually

02/27/2024

CAD

589

1

–

1

$

(26

)

$

–

$

(26

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS.HY.40		5.00%		Quarterly		06/20/2028	$	2,500	$	(39	)	$	6		$	(45	)
CDS.HY.40		5.00%		Quarterly		06/20/2028		2,920		(45	)		–			(45	)
CDX.HY.40		5.00%		Quarterly		06/20/2028		1,239		(13	)		4			(17	)
CDX.IG.40		1.00%		Quarterly		06/28/2028		2,130		(23	)		(10	)		(13	)
									$	(120	)	$	–		$	(120	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.EM.S39.5Y		1.00%		Quarterly		06/20/2028	$	8,546	$	(492	)	$	(569	)	$	77

	Percentages are based on Net Assets of $390,734 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2023 was $1,010 ($ Thousands) and represented 0.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $48,168 ($ Thousands), representing 12.3% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.
(E)	No interest rate available.

(F)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(G)	Perpetual security with no stated maturity date.
(H)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(I)	Unsettled bank loan. Interest rate may not be available.
(J)	Interest rate represents the security's effective yield at the time of purchase.
(K)	Security, or a portion thereof, has been pledged as collateral for securities sold short. The total market value of such securities as of March 31, 2023 was $5,710($ Thousands)..

SEI Institutional Managed Trust

217

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Strategy Alternative Fund (Concluded)

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Common Stock		80,527			12			1,017		81,556
Corporate Obligations		–			68,980			4		68,984
Registered Investment Companies		45,443			–			–		45,443
Sovereign Debt		–			18,447			–		18,447
Loan Participations		–			11,551			3,128		14,679
U.S. Treasury Obligations		–			13,359			–		13,359
Foreign Common Stock		4,866			–			–		4,866
Convertible Bonds		–			3,471			461		3,932
Preferred Stock		–			20			811		831
Mortgage-Backed Securities		–			419			–		419
Warrants		–			51			238		289
Asset-Backed Securities		–			171			–		171
Cash Equivalents		103,022			1,641			–		104,663
Purchased Options		1,368			–			–		1,368
Total Investments in Securities		235,226			118,122			5,659		359,007
Securities Sold Short
Common Stock		(28,047	)		–			–		(28,047	)
Corporate Obligations		–			(8,885	)		–		(8,885	)
Registered Investment Companies		(6,475	)		–			–		(6,475	)
Foreign Common Stock		(1,665	)		–			–		(1,665	)
U.S. Treasury Obligation		–			(457	)		–		(457	)
Total Securities Sold Short		(36,187	)		(9,342	)		–		(45,529	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(1	)		–			–		(1	)
Futures Contracts*
Unrealized Depreciation		(31	)		–			–		(31	)
Forward Contracts*
Unrealized Appreciation		–			371			–		371
Unrealized Depreciation		–			(411	)		–		(411	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			80			–		80
Unrealized Depreciation		–			(106	)		–		(106	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			77			–		77
Unrealized Depreciation		–			(120	)		–		(120	)
Total Other Financial Instruments		(32	)		(109	)		–		(141	)

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

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

	Investments in Common Stock			Investments in Corporate Obligations			Investments in Loan Participations			Investments in Convertible Bond		Investments in Preferred Stock			Investments in Warrants
Balance as of October 1, 2022	$	1,058		$	5		$	3,376		$	325	$	831		$	283
Accrued discounts/premiums		–			–			9			–		–			–
Realized gain/(loss)		–			–			10			–		32			–
Change in unrealized appreciation/(depreciation)		(41	)		(1	)		(387	)		1		23			(45	)
Purchases		–			–			640			135		31			–
Sales		–			–			(394	)		–		(106	)		–
Net transfer into Level 3		–			–			–			–		–			–
Net transfer out of Level 3		–			–			(126	)		–		–			–
Ending Balance as of March 31, 2023(1)	$	1,017		$	4		$	3,128		$	461	$	811		$	238
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(41	)	$	(1	)	$	(399	)	$	2	$	35		$	(45	)

(1) Of the $5,659 ($ Thousands) in Level 3 securities as of March 31, 2023, $3,002 ($ Thousands) or 0.8% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the period ended March 31, 2023, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

Security Description	Value 9/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2023		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	117,844	$	385,464	$	(400,286	)	$	—	$	—	$	103,022	$	2,371	$	—

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

See “Glossary” for abbreviations.

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

218

SEI Institutional Managed Trust

A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2023, is as follows:

Description	Number of Shares/Face Amount ($ Thousands)/Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Common Stock
Guitar Center		2,167		1/8/2021	$	275	$	399
Parker Drilling Co		4,414		3/26/2019		56		49
Corporate Obligations
Northwest Acquisitions ULC	$	460		10/1/2019		419		–
Loan Participations
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien		45		9/4/2020		45		45
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien		274		9/4/2020		241		254
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien		112		3/21/2019		102		86
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien		82		3/21/2019		76		64
Preferred Stock
Boardriders Inc.		25,646		9/4/2020		–		30
Guitar Center		39		1/8/2021		4		4
Warrant
Guitar Center		574		1/8/2021		31		50
Guitar Center		574		1/8/2021		21		29
					$	1,270	$	1,010

SEI Institutional Managed Trust

219

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 53.2%
U.S. Treasury Bills
5.067%, 08/31/2023 ^(A)	$	5,240	$	5,138
4.825%, 07/13/2023 ^(A)		10,020		9,888
4.815%, 09/14/2023 (A)		50,000		48,928
4.762%, 09/28/2023 ^(A)		80,000		78,140
4.753%, 07/20/2023 ^(A)		62,000		61,138
4.741%, 06/15/2023 ^(A)		13,199		13,075
4.730%, 09/21/2023 ^(A)		100,000		97,777
4.678%, 06/08/2023 ^(A)		28,805		28,564
4.657%, 06/01/2023 ^(A)		130,000		129,033
4.625%, 05/25/2023 (A)		120,000		119,200
4.542%, 05/04/2023 ^(A)		118,000		117,531
4.444%, 04/27/2023 (A)		200,000		199,387
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		1,820		2,096
3.625%, 04/15/2028		1,850		2,065
3.375%, 04/15/2032		1,685		1,993
2.500%, 01/15/2029		1,393		1,492
2.375%, 01/15/2025		1,270		1,285
2.375%, 01/15/2027		1,484		1,538
2.125%, 02/15/2040		692		764
2.125%, 02/15/2041		683		754
2.000%, 01/15/2026		1,507		1,529
1.750%, 01/15/2028		677		693
1.625%, 10/15/2027		8,988		9,163
1.375%, 02/15/2044		642		621
1.000%, 02/15/2046		1,641		1,467
1.000%, 02/15/2049		1,189		1,057
0.875%, 01/15/2029		1,303		1,280
0.750%, 07/15/2028		8,343		8,180
0.750%, 02/15/2042		662		578
0.750%, 02/15/2045		953		811
0.625%, 01/15/2024		1,282		1,271
0.625%, 01/15/2026		1,259		1,231
0.625%, 07/15/2032		26,977		25,766
0.625%, 02/15/2043		651		549
0.500%, 01/15/2028		12,007		11,587

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.375%, 07/15/2023	$	1,286	$	1,289
0.375%, 07/15/2025		2,523		2,468
0.375%, 01/15/2027		2,477		2,387
0.375%, 07/15/2027		2,691		2,599
0.250%, 01/15/2025		632		616
0.250%, 07/15/2029		7,485		7,092
0.250%, 02/15/2050		349		253
0.125%, 07/15/2024		2,520		2,471
0.125%, 07/15/2026		1,248		1,202
0.125%, 04/15/2027		4,238		4,037
0.125%, 01/15/2030		13,488		12,569
0.125%, 07/15/2030		13,419		12,484
0.125%, 01/15/2031		12,642		11,683
0.125%, 07/15/2031		27,124		24,979
0.125%, 01/15/2032		30,003		27,403
Total U.S. Treasury Obligations
(Cost $1,106,611) ($ Thousands)				1,099,101
SOVEREIGN DEBT — 8.4%
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	23,708		26,833
0.100%, 04/15/2023		8,712		9,475
0.100%, 04/15/2026		2,926		3,190
0.100%, 04/15/2033		1,837		2,031
0.100%, 04/15/2046		4,752		5,449
French Republic Government Bond OAT
3.400%, 07/25/2029		1,436		1,915
3.150%, 07/25/2032		1,482		2,040
2.100%, 07/25/2023(B)		2,394		2,654
1.850%, 07/25/2027		8,776		10,323
1.800%, 07/25/2040(B)		1,373		1,788
0.700%, 07/25/2030(B)		6,214		7,046
0.250%, 07/25/2024		2,070		2,281
0.100%, 03/01/2025		1,148		1,256
0.100%, 03/01/2026(B)		545		596
0.100%, 03/01/2028		1,720		1,894
0.100%, 03/01/2029		773		837
0.100%, 07/25/2031(B)		3,725		4,019
0.100%, 03/01/2032		547		599
0.100%, 03/01/2036(B)		545		575
0.100%, 07/25/2036(B)		1,221		1,255
0.100%, 07/25/2047(B)		1,361		1,328
Inter-American Development Bank
2.625%, 01/16/2024^	$	375		369
International Bank for Reconstruction & Development
1.750%, 04/19/2023^		1,000		999

220

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
International Finance MTN
2.875%, 07/31/2023^	$	375	$	372
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026(B)	EUR	1,271		1,491
2.600%, 09/15/2023(B)		1,368		1,523
2.550%, 09/15/2041(B)		2,058		2,452
2.350%, 09/15/2024(B)		1,205		1,357
2.350%, 09/15/2035(B)		2,149		2,457
1.300%, 05/15/2028(B)		1,181		1,283
1.250%, 09/15/2032(B)		1,197		1,251
0.650%, 05/15/2026		564		607
0.400%, 05/15/2030(B)		1,145		1,142
0.150%, 05/15/2051(B)		574		403
0.100%, 05/15/2023		1,048		1,148
Korea International Bond
2.750%, 01/19/2027^	$	1,000		960
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,151
2.500%, 07/17/2024		340		1,574
2.000%, 01/26/2035		932		2,920
1.250%, 11/22/2027		1,857		2,461
1.250%, 11/22/2032		7,301		10,362
1.250%, 11/22/2055		1,500		2,355
1.125%, 11/22/2037		891		1,270
0.750%, 03/22/2034		7,447		10,099
0.750%, 11/22/2047		1,561		2,089
0.625%, 03/22/2040		2,496		3,309
0.625%, 11/22/2042		1,696		2,248
0.500%, 03/22/2050		844		1,069
0.375%, 03/22/2062		1,681		2,129
0.250%, 03/22/2052		1,786		2,124
0.125%, 03/22/2024		1,040		1,287
0.125%, 03/22/2026		698		870
0.125%, 08/10/2028		4,877		6,171
0.125%, 03/22/2029		4,097		5,178
0.125%, 08/10/2031		2,945		3,786
0.125%, 03/22/2044		1,486		1,758
0.125%, 03/22/2058		704		804
0.125%, 11/22/2065		761		894
0.125%, 03/22/2068		721		852
Total Sovereign Debt
(Cost $195,981) ($ Thousands)				172,958
	Shares
FOREIGN COMMON STOCK — 3.4%
Australia — 0.2%
Ampol Ltd		9,426		193
APA Group		26,821		183
Aristocrat Leisure Ltd		3,212		81
ASX Ltd		1,383		61
Aurizon Holdings Ltd		21,309		48

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
BHP Group Ltd		3,324	$	105
BlueScope Steel Ltd		3,194		43
Brambles Ltd		4,589		41
Cochlear Ltd		834		133
Coles Group Ltd		12,289		149
Commonwealth Bank of Australia		792		52
Computershare Ltd		8,847		129
CSL Ltd		892		173
Dexus *‡		7,723		39
Endeavour Group Ltd/Australia		22,375		102
Fortescue Metals Group Ltd		3,424		52
Glencore PLC		20,900		120
Goodman Group ‡		3,333		42
IDP Education Ltd		3,370		62
Insurance Australia Group Ltd		20,132		64
Lendlease Corp Ltd		5,588		27
Lottery Corp Ltd/The		30,312		105
Medibank Pvt Ltd		28,257		64
Newcrest Mining Ltd		5,302		95
Orica Ltd		6,944		72
Origin Energy Ltd		9,571		53
Qantas Airways Ltd *		8,953		40
Ramsay Health Care Ltd		2,924		131
Rio Tinto Ltd		1,118		90
Rio Tinto PLC		1,750		119
Santos Ltd		43,557		201
Sonic Healthcare Ltd		8,788		206
South32 Ltd		23,300		68
Suncorp Group Ltd		7,008		57
Vicinity Ltd ‡		121,603		159
Washington H Soul Pattinson & Co Ltd		10,657		216
Wesfarmers Ltd		2,749		93
Westpac Banking Corp		1,983		29
Woolworths Group Ltd		6,248		159
Xero Ltd *		2,369		144
				4,000
Austria — 0.0%
Erste Group Bank AG		1,198		40
OMV AG		5,074		233
Verbund AG		1,703		148
				421
Belgium — 0.1%
Ageas SA/NV		1,537		67
Anheuser-Busch InBev SA/NV		2,899		193
Argenx SE *		357		132
D'ieteren Group		263		51
Elia Group SA/NV		1,691		223
KBC Group NV		780		54
Solvay SA		1,000		114
UCB SA, Cl A		2,355		211

SEI Institutional Managed Trust

221

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Umicore SA		2,797	$	95
				1,140
Canada — 0.3%
Agnico Eagle Mines Ltd		1,381		70
Algonquin Power & Utilities Corp		32,126		269
Alimentation Couche-Tard Inc		2,364		119
AltaGas Ltd		8,963		149
ARC Resources Ltd		15,527		176
Bank of Nova Scotia/The, Cl C		1,239		62
Barrick Gold Corp		5,823		108
Brookfield Asset Management Ltd, Cl A		336		11
Brookfield Corp, Cl A		1,346		44
CAE Inc *		3,606		82
Cameco Corp		7,757		203
Canadian Natural Resources Ltd		2,511		139
Canadian Pacific Railway Ltd		1,666		128
Canadian Tire Corp Ltd, Cl A		894		117
Canadian Utilities Ltd, Cl A		4,850		135
CCL Industries Inc, Cl B		2,082		103
CGI Inc, Cl A *		1,997		192
Constellation Software Inc/Canada		100		188
Dollarama Inc		3,557		212
Empire Co Ltd, Cl A		4,984		133
Enbridge Inc		4,791		182
Fairfax Financial Holdings Ltd		161		107
First Quantum Minerals Ltd (Canada)		2,143		49
FirstService Corp		514		72
Franco-Nevada Corp		892		130
George Weston Ltd		1,417		188
Hydro One Ltd		7,241		206
iA Financial Corp Inc		1,313		83
IGM Financial Inc		1,781		53
Imperial Oil Ltd		2,811		143
Kinross Gold Corp		13,832		65
Loblaw Cos Ltd		2,051		187
Lumine Group Inc *(C)		300		3
Magna International Inc, Cl A		1,520		81
Manulife Financial Corp		3,345		61
Metro Inc/CN, Cl A		4,352		239
Northland Power Inc		5,821		146
Nutrien Ltd		1,332		98
Nuvei Corp *		1,571		68
Onex Corp		1,334		62
Open Text Corp		2,952		114
Parkland Corp		6,250		150
Pembina Pipeline Corp		4,545		147
Quebecor Inc, Cl B		3,150		78
Ritchie Bros Auctioneers Inc, Cl B		2,228		125
Royal Bank of Canada		1,147		110
Saputo Inc		4,704		122
Shaw Communications Inc, Cl B		6,318		189

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Shopify Inc, Cl A *		1,129	$	54
Suncor Energy Inc		5,194		161
TC Energy Corp		4,836		188
Teck Resources Ltd, Cl B		2,369		86
TMX Group Ltd		1,370		138
Toronto-Dominion Bank/The		1,857		111
Tourmaline Oil Corp		3,283		137
Wheaton Precious Metals Corp		2,919		140
WSP Global Inc		1,000		131
				7,044
China — 0.0%
Sands China Ltd *		36,800		128
Denmark — 0.1%
Carlsberg AS, Cl B		1,231		191
Chr Hansen Holding A/S		3,738		284
Coloplast A/S, Cl B		1,741		229
Danske Bank A/S		4,024		81
Demant A/S *		3,284		115
Genmab A/S *		210		79
Novo Nordisk A/S, Cl B		2,301		364
Novozymes A/S, Cl B		2,193		112
Orsted AS		1,899		162
Pandora A/S		852		82
Tryg A/S		2,801		61
Vestas Wind Systems A/S		1,472		43
				1,803
Finland — 0.1%
Elisa OYJ		1,161		70
Fortum OYJ		9,851		151
Kesko OYJ, Cl B		5,815		125
Kone OYJ, Cl B		1,311		68
Neste OYJ		4,083		202
Nokia OYJ		10,220		50
Orion OYJ, Cl B		1,076		48
Stora Enso OYJ, Cl R		7,398		96
UPM-Kymmene OYJ, Cl V		1,682		57
Wartsila OYJ ABP		4,133		39
				906
France — 0.2%
Accor SA		1,293		42
Aeroports de Paris, Cl A		373		53
Air Liquide SA		872		146
Arkema SA		736		73
BioMerieux		1,345		142
Bollore SE		19,190		119
Bouygues SA		892		30
Capgemini SE		366		68
Carrefour SA		6,251		126

222

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Cie Generale des Etablissements Michelin SCA		1,899	$	58
Danone SA		1,033		64
Dassault Systemes SE		2,191		90
Edenred		1,730		102
Eiffage SA		687		74
Engie SA		11,598		184
Eurazeo SE		468		33
Euronext NV		536		41
Gecina SA ‡		323		33
Getlink SE		4,624		76
Hermes International		44		89
Ipsen SA		736		81
Kering SA		119		78
La Francaise des Jeux SAEM		1,007		42
Legrand SA		1,748		160
L'Oreal SA		545		243
LVMH Moet Hennessy Louis Vuitton SE		84		77
Orange SA		26,305		313
Pernod Ricard SA		584		132
Publicis Groupe SA		2,309		180
Remy Cointreau SA		674		123
Renault SA		1,557		64
Sanofi		904		98
Sartorius Stedim Biotech		137		42
Sodexo SA		477		47
STMicroelectronics NV		1,562		83
Teleperformance		98		24
Thales SA, Cl A		220		33
TotalEnergies SE		3,922		232
Veolia Environnement SA		6,279		194
Vinci SA		720		83
Vivendi SE		5,328		54
Wendel SE		480		51
Worldline SA/France *		1,571		67
				4,144
Germany — 0.2%
adidas AG		399		71
Allianz SE		347		80
BASF SE		930		49
Bayerische Motoren Werke AG		600		66
Bechtle AG		3,183		152
Beiersdorf AG		1,765		230
Brenntag SE		810		61
Carl Zeiss Meditec AG		837		116
Commerzbank AG		4,489		47
Continental AG		779		58
Covestro AG		2,090		87
Deutsche Boerse AG		198		39
Deutsche Lufthansa AG *		6,970		78
Deutsche Telekom AG		6,455		157

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
E.ON SE		19,443	$	243
Fresenius Medical Care AG & Co KGaA		5,480		233
GEA Group AG		1,568		71
Hannover Rueck SE		313		61
HeidelbergCement AG		1,561		114
HelloFresh SE *		4,883		116
Henkel AG & Co KGaA		2,041		149
Infineon Technologies AG		2,515		103
Knorr-Bremse AG		603		40
Mercedes-Benz Group AG		2,395		184
Merck KGaA		510		95
MTU Aero Engines AG		221		55
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		96
Puma SE		744		46
QIAGEN NV *		3,375		154
Rational AG		61		41
Rheinmetall AG		281		83
RWE AG		3,800		164
Scout24 SE		3,632		216
Siemens Healthineers AG		2,595		149
Symrise AG, Cl A		1,058		115
Telefonica Deutschland Holding AG		49,295		152
United Internet AG		3,471		60
Vonovia SE		1,664		31
Zalando SE *		1,399		59
				4,121
Hong Kong — 0.2%
AIA Group Ltd		6,600		69
Budweiser Brewing Co APAC Ltd		60,300		183
CK Asset Holdings Ltd		5,931		36
CK Hutchison Holdings Ltd		18,208		113
CK Infrastructure Holdings Ltd		61,500		335
CLP Holdings Ltd, Cl B		60,338		436
Galaxy Entertainment Group Ltd *		23,000		154
Hang Lung Properties Ltd		77,000		144
HKT Trust & HKT Ltd		368,000		488
Hong Kong & China Gas Co Ltd		595,999		525
Power Assets Holdings Ltd		68,474		367
Sino Land Co Ltd		28,000		38
SITC International Holdings Co Ltd		32,000		69
Swire Properties Ltd		18,400		47
Techtronic Industries Co Ltd		4,001		43
WH Group Ltd		477,329		285
Xinyi Glass Holdings Ltd		30,000		54
				3,386
Ireland — 0.0%
CRH PLC		3,263		165
Flutter Entertainment PLC *		818		149
James Hardie Industries PLC		2,747		59

SEI Institutional Managed Trust

223

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Kerry Group PLC, Cl A		2,791	$	278
Kingspan Group PLC		608		42
				693
Israel — 0.1%
Azrieli Group Ltd		746		43
Bank Leumi Le-Israel BM		7,501		56
Bezeq The Israeli Telecommunication Corp Ltd		133,087		181
Check Point Software Technologies Ltd *		1,215		158
Elbit Systems Ltd		167		28
ICL Group Ltd		15,926		107
Nice Ltd *		443		99
Teva Pharmaceutical Industries Ltd ADR *		19,121		169
Tower Semiconductor Ltd *		4,148		176
Wix.com Ltd *		1,638		163
				1,180
Italy — 0.1%
Amplifon SpA		4,119		143
CNH Industrial NV		1,935		30
Davide Campari-Milano NV		7,301		89
DiaSorin SpA		1,085		114
Eni SpA		15,298		215
Ferrari NV		832		225
FinecoBank Banca Fineco SpA		4,628		71
Infrastrutture Wireless Italiane SpA		16,055		211
Intesa Sanpaolo SpA		23,072		59
Nexi SpA *		15,465		126
Poste Italiane SpA		8,102		83
Prysmian SpA		1,571		66
Recordati Industria Chimica e Farmaceutica SpA		2,099		89
Stellantis NV		7,212		131
Terna - Rete Elettrica Nazionale		19,352		159
UniCredit SpA		3,777		72
				1,883
Japan — 0.9%
Advantest Corp		600		56
Aeon Co Ltd, Cl H		5,400		105
Aisin Corp		1,500		41
Ajinomoto Co Inc		8,000		278
ANA Holdings Inc *		3,500		76
Asahi Group Holdings Ltd		2,400		89
Asahi Intecc Co Ltd		2,900		51
Astellas Pharma Inc		6,600		94
Bandai Namco Holdings Inc		4,500		97
Brother Industries Ltd		9,300		140
Canon Inc		5,200		116
Capcom Co Ltd		4,100		146
Central Japan Railway Co		600		71

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Chiba Bank Ltd/The, Cl B		7,300	$	47
Chubu Electric Power Co Inc		24,700		260
Chugai Pharmaceutical Co Ltd		2,500		62
Concordia Financial Group Ltd		15,100		56
CyberAgent Inc		13,100		111
Dai Nippon Printing Co Ltd		3,300		92
Daifuku Co Ltd		2,100		39
Dai-ichi Life Holdings Inc		2,300		42
Daiichi Sankyo Co Ltd		3,800		138
Daito Trust Construction Co Ltd		900		89
Daiwa House Industry Co Ltd		1,300		31
Daiwa House REIT Investment Corp ‡		42		86
Dentsu Group Inc		4,300		151
Disco Corp		600		70
East Japan Railway Co		1,200		66
Eisai Co Ltd		1,400		79
ENEOS Holdings Inc		70,100		245
Fast Retailing Co Ltd		702		153
FUJIFILM Holdings Corp		1,700		86
Fujitsu Ltd		400		54
GLP J-Reit ‡		44		47
Hakuhodo DY Holdings Inc		5,800		66
Hankyu Hanshin Holdings Inc		3,600		107
Hikari Tsushin Inc		1,400		196
Hirose Electric Co Ltd		682		89
Hitachi Construction Machinery Co Ltd		3,100		72
Hoya Corp		500		55
Ibiden Co Ltd		1,500		60
Idemitsu Kosan Co Ltd		8,998		197
Iida Group Holdings Co Ltd		3,400		55
Inpex Corp		12,100		128
ITOCHU Corp		3,700		120
Itochu Techno-Solutions Corp		2,800		69
Japan Airlines Co Ltd		5,500		107
Japan Exchange Group Inc		12,200		186
Japan Metropolitan Fund Invest, Cl A ‡		64		47
Japan Post Bank Co Ltd		14,500		118
Japan Post Holdings Co Ltd		13,200		107
Japan Real Estate Investment Corp ‡		12		48
Japan Tobacco Inc		6,700		141
JFE Holdings Inc		5,400		68
JSR Corp		1,900		45
Kansai Electric Power Co Inc/The		26,300		256
Kao Corp		1,800		70
KDDI Corp		12,600		388
Keio Corp		2,500		88
Kikkoman Corp		900		46
Kintetsu Group Holdings Co Ltd		4,000		129
Kirin Holdings Co Ltd		4,100		65
Kobayashi Pharmaceutical Co Ltd		1,100		67
Kobe Bussan Co Ltd		2,600		72
Koei Tecmo Holdings Co Ltd		4,360		79

224

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Koito Manufacturing Co Ltd		9,900	$	187
Komatsu Ltd		4,100		102
Konami Group Corp		1,600		73
Kose Corp		1,000		119
Kubota Corp		3,100		47
Kyocera Corp		1,500		78
Kyowa Kirin Co Ltd		4,100		89
Lasertec Corp		200		35
Lixil Corp		2,000		33
M3 Inc		1,900		48
Marubeni Corp		7,100		96
McDonald's Holdings Co Japan Ltd		5,223		217
MEIJI Holdings Co Ltd		4,800		114
Mitsubishi Chemical Group Corp, Cl B		8,100		48
Mitsui Fudosan Co Ltd		2,500		47
MonotaRO Co Ltd		2,000		25
NEC Corp		4,600		177
Nexon Co Ltd		3,800		91
Nintendo Co Ltd		2,040		79
Nippon Building Fund Inc ‡		13		54
Nippon Paint Holdings Co Ltd		5,400		51
Nippon Prologis REIT Inc ‡		40		84
Nippon Sanso Holdings Corp		2,600		47
Nippon Shinyaku Co Ltd		2,600		114
Nippon Steel Corp		4,300		101
Nippon Telegraph & Telephone Corp		8,100		241
Nippon Yusen KK		900		21
Nissan Chemical Corp		1,800		82
Nisshin Seifun Group Inc		4,815		56
Nissin Foods Holdings Co Ltd		2,000		182
Nitori Holdings		600		72
Nomura Holdings Inc		12,000		46
Nomura Real Estate Holdings Inc		8,400		186
Nomura Real Estate Master Fund Inc ‡		44		49
NTT Data Corp		3,400		45
Obic Co Ltd		400		63
Odakyu Electric Railway Co Ltd		3,500		45
Oji Holdings Corp		14,000		55
Olympus Corp		3,600		63
Ono Pharmaceutical Co Ltd		3,700		77
Oracle Corp Japan		1,200		86
Oriental Land Co Ltd/Japan		3,000		102
ORIX Corp		3,400		56
Osaka Gas Co Ltd		40,900		670
Otsuka Corp		2,000		71
Otsuka Holdings Co Ltd		2,600		82
Pan Pacific International Holdings Corp		19,300		373
Panasonic Holdings Corp		10,200		91
Rakuten Group Inc		7,600		35
Renesas Electronics Corp *		4,800		69
Rohm Co Ltd		700		58
SBI Holdings Inc		2,400		48

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
SCSK Corp		3,600	$	53
Secom Co Ltd		1,100		68
Seiko Epson Corp		9,600		137
Seven & i Holdings Co Ltd		3,600		162
SG Holdings Co Ltd		8,000		118
Sharp Corp/Japan		4,700		33
Shimadzu Corp		2,300		72
Shimano Inc		400		69
Shionogi & Co Ltd		1,600		72
Shiseido Co Ltd		1,900		89
Shizuoka Financial Group Inc		12,000		86
SoftBank Corp		14,200		164
SoftBank Group Corp		900		35
Sompo Holdings Inc		2,100		83
Sony Group Corp		800		73
Square Enix Holdings Co Ltd		3,200		153
Subaru Corp		3,700		59
SUMCO Corp		3,000		45
Sumitomo Chemical Co Ltd		39,700		133
Sumitomo Corp		6,500		115
Sumitomo Metal Mining Co Ltd		1,000		38
Suntory Beverage & Food Ltd		3,500		130
Sysmex Corp		1,000		65
T&D Holdings Inc		4,600		57
Taisei Corp		1,900		59
Takeda Pharmaceutical Co Ltd		4,318		142
TDK Corp		1,500		54
Terumo Corp		2,800		76
TIS Inc		3,300		87
Tobu Railway Co Ltd		5,000		119
Toho Co Ltd/Tokyo		3,600		138
Tokio Marine Holdings Inc		6,900		132
Tokyo Electric Power Co Holdings Inc *		43,300		154
Tokyo Gas Co Ltd		50,200		941
Tokyu Corp		7,000		93
Toray Industries Inc		10,000		57
Toshiba Corp		2,700		90
Tosoh Corp		12,700		172
Toyota Industries Corp		700		39
Toyota Motor Corp		8,800		125
Trend Micro Inc/Japan		3,300		162
Unicharm Corp		5,000		205
Welcia Holdings Co Ltd		5,700		122
West Japan Railway Co		3,400		140
Yakult Honsha Co Ltd		2,100		152
Yamaha Corp		1,100		42
Yamato Holdings Co Ltd		2,500		43
Yaskawa Electric Corp		1,400		61
Yokogawa Electric Corp		3,700		60
ZOZO Inc		1,800		41
				17,500

SEI Institutional Managed Trust

225

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Jordan — 0.0%
Hikma Pharmaceuticals PLC		6,315	$	131
Luxembourg — 0.0%
Eurofins Scientific SE		1,432		96
Netherlands — 0.1%
ABN AMRO Bank NV		5,808		92
Adyen NV *		65		103
Aegon NV		14,434		62
Akzo Nobel NV		725		57
ArcelorMittal SA		2,187		66
ASM International NV		322		130
ASML Holding NV		209		142
Heineken Holding NV		1,929		177
Heineken NV		1,761		190
ING Groep NV		6,781		80
JDE Peet's NV		6,548		191
Just Eat Takeaway.com NV *		2,362		45
Koninklijke Ahold Delhaize NV		6,728		230
Koninklijke DSM NV		490		58
Koninklijke KPN NV		43,321		153
Koninklijke Philips NV		3,809		70
OCI NV		1,649		56
Prosus NV		898		70
Unibail-Rodamco-Westfield *‡		1,316		71
Universal Music Group NV		5,777		146
Wolters Kluwer NV		1,366		173
				2,362
New Zealand — 0.0%
Auckland International Airport Ltd *		12,197		66
Fisher & Paykel Healthcare Corp Ltd		11,240		188
Meridian Energy Ltd		35,246		116
Spark New Zealand Ltd		101,554		322
				692
Norway — 0.0%
Aker BP ASA		6,322		155
Equinor ASA		5,897		168
Gjensidige Forsikring ASA		3,339		55
Kongsberg Gruppen ASA		3,110		125
Norsk Hydro ASA		18,290		136
Telenor ASA		20,281		238
				877
Portugal — 0.0%
EDP - Energias de Portugal SA		41,479		226
Galp Energia SGPS SA		27,201		309
				535

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Singapore — 0.1%
CapitaLand Ascendas REIT ‡		28,900	$	62
Capitaland Investment Ltd/Singapore		15,100		42
City Developments Ltd		10,200		57
Jardine Cycle & Carriage Ltd		9,100		214
Jardine Matheson Holdings Ltd		3,164		154
Oversea-Chinese Banking Corp Ltd		4,100		38
Sea Ltd ADR *		5,508		477
Singapore Exchange Ltd		7,100		50
Singapore Technologies Engineering Ltd		26,600		73
Singapore Telecommunications Ltd		252,100		468
Venture Corp Ltd		25,300		337
				1,972
South Korea — 0.0%
Delivery Hero SE *		1,113		38
Spain — 0.1%
Acciona SA		722		145
ACS Actividades de Construccion y Servicios SA		1,954		62
Aena SME SA *		513		83
Amadeus IT Group SA, Cl A *		1,707		114
Banco Santander SA		14,314		53
CaixaBank SA		13,416		52
Cellnex Telecom SA		4,726		184
Corp ACCIONA Energias Renovables SA		3,758		146
EDP Renovaveis SA		7,361		169
Enagas SA		5,761		111
Endesa SA		8,563		186
Ferrovial SA		2,453		72
Grifols SA *		12,839		127
Iberdrola SA		10,170		127
Industria de Diseno Textil SA		6,407		215
Repsol SA, Cl A		13,993		216
Telefonica SA		41,335		179
				2,241
Sweden — 0.1%
Atlas Copco AB, Cl A		1,380		18
Boliden AB		2,335		92
Embracer Group AB, Cl B *		38,931		182
Epiroc AB, Cl A		6,391		127
EQT AB		2,299		47
Evolution AB		948		127
Getinge AB, Cl B		3,429		84
Hexagon AB, Cl B		6,475		74
Holmen AB, Cl B		3,015		116
Indutrade AB		8,779		186
L E Lundbergforetagen AB, Cl B		4,595		208
Nibe Industrier AB, Cl B		13,845		157
Nordea Bank Abp, Cl A		6,982		75

226

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Skandinaviska Enskilda Banken AB, Cl A		5,484	$	61
SKF AB, Cl B		7,979		157
Svenska Cellulosa AB SCA, Cl B		8,996		118
Svenska Handelsbanken AB, Cl A		7,194		62
Swedbank AB, Cl A		3,925		64
Swedish Orphan Biovitrum AB *		5,208		121
Tele2 AB, Cl B		24,535		244
Telefonaktiebolaget LM Ericsson, Cl B		24,467		143
Telia Co AB		107,041		272
				2,735
Switzerland — 0.2%
Adecco Group AG		1,187		43
Alcon Inc		2,354		167
Bachem Holding AG, Cl B		1,569		157
Baloise Holding AG		496		77
Barry Callebaut AG		104		221
BKW AG		2,261		356
Chocoladefabriken Lindt & Spruengli AG		1		118
Cie Financiere Richemont SA, Cl A		745		119
Geberit AG		215		120
Givaudan SA		26		85
Holcim AG		1,540		99
Logitech International SA		1,488		86
Lonza Group AG		296		177
Nestle SA		1,850		226
Novartis AG		1,266		116
Partners Group Holding AG		76		71
Roche Holding AG		484		146
Schindler Holding AG		179		38
SGS SA, Cl B		41		90
SIG Group AG		4,394		113
Sika AG		195		55
Sonova Holding AG		526		155
Straumann Holding AG		960		143
Swatch Group AG/The, Cl B		251		86
Swiss Life Holding AG		180		111
Swiss Prime Site AG		588		49
Swisscom AG		729		465
Temenos AG		2,087		145
UBS Group AG		4,371		92
VAT Group AG		332		119
Zurich Insurance Group AG		87		42
				4,087
United Kingdom — 0.3%
Admiral Group PLC		2,390		60
Antofagasta PLC		6,096		119
Associated British Foods PLC		7,753		186
AstraZeneca PLC		1,035		144
Auto Trader Group PLC		23,673		180
Barratt Developments PLC		6,905		40

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Berkeley Group Holdings PLC		1,223	$	64
BP PLC		46,411		293
British American Tobacco PLC		4,565		160
BT Group PLC, Cl A		104,801		189
Bunzl PLC		3,000		113
Burberry Group PLC		2,683		86
Coca-Cola Europacific Partners PLC		3,518		208
Coca-Cola HBC AG		4,673		128
Compass Group PLC		3,169		80
DCC PLC		732		43
Diageo PLC		2,888		129
Experian PLC		1,157		38
GSK PLC		4,891		86
Haleon PLC		22,671		90
Halma PLC		5,482		151
Hargreaves Lansdown PLC		4,638		46
HSBC Holdings PLC		17,725		121
Imperial Brands PLC		5,956		137
InterContinental Hotels Group PLC		861		57
J Sainsbury PLC		54,025		186
Johnson Matthey PLC		2,742		67
Kingfisher PLC		15,739		51
Land Securities Group PLC ‡		4,420		34
London Stock Exchange Group PLC		585		57
Mondi PLC		5,822		92
National Grid PLC		16,672		226
NMC Health PLC *		12,179		—
Ocado Group PLC *		7,660		51
Pearson PLC		15,564		163
Persimmon PLC		2,512		39
Phoenix Group Holdings PLC		7,887		53
Prudential PLC		1,980		27
Reckitt Benckiser Group PLC		1,696		129
RELX PLC		3,034		98
Rentokil Initial PLC		12,011		88
Rolls-Royce Holdings PLC *		19,553		36
Sage Group PLC/The		12,410		119
Segro PLC ‡		3,917		37
Severn Trent PLC		3,984		142
Shell PLC		10,804		308
Smith & Nephew PLC		9,612		133
Smiths Group PLC		3,056		65
Smurfit Kappa Group PLC		3,889		141
SSE PLC		6,499		145
Taylor Wimpey PLC		153,902		226
Tesco PLC		17,126		56
United Utilities Group PLC, Cl B		16,150		212
Vodafone Group PLC		157,079		173
Whitbread PLC		1,289		48

SEI Institutional Managed Trust

227

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
WPP PLC		14,932	$	177
				6,327
Total Foreign Common Stock
(Cost $65,181) ($ Thousands)				70,442
EXCHANGE TRADED FUND — 0.7%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		14,285
Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				14,285
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 0.1%^
Consumer Discretionary — 0.1%
Toyota Motor
3.419%, 07/20/2023 ^	$	500		497
Energy — 0.0%
CNOOC Petroleum North America ULC
5.875%, 03/10/2035 ^		100		105
Financials — 0.0%
Landwirtschaftliche Rentenbank
2.000%, 01/13/2025 ^		250		240
Toronto-Dominion Bank MTN
3.500%, 07/19/2023 ^		250		249
				489

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 0.0%
Apple
2.400%, 05/03/2023 ^	$	250	$	250
Total Corporate Obligations
(Cost $1,361) ($ Thousands)				1,341
	Shares
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE (D)		2,071		119
Health Care — 0.0%
Sartorius AG (D)		230		97
Total Preferred Stock
(Cost $215) ($ Thousands)				216
COMMON STOCK — 0.0%
Information Technology — 0.0%
CyberArk Software Ltd *		1,176		174
Total Common Stock
(Cost $148) ($ Thousands)				174
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		422		–
Total Rights
(Cost $—) ($ Thousands)				–
Total Investments in Securities — 65.8%
(Cost $1,384,418) ($ Thousands)			$	1,358,517

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index		117		Apr-2023	$	18,523	$	19,234	$	478
Australian 10-Year Bond		1,628		Jun-2023		130,566		133,990		2,384
Australian 3-Year Bond		254		Jun-2023		18,369		18,511		74
Brent Crude^		141		May-2023		11,430		11,242		(188	)
Brent Crude^		40		Apr-2023		2,935		3,196		261

228

SEI Institutional Managed Trust

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
CAC40 10 Euro Index		31		Apr-2023	$	2,327	$	2,470	$	92
Canadian 10-Year Bond		1,018		Jun-2023		91,359		94,898		3,413
Coffee C^		6		May-2023		392		384		(8	)
Coffee C^		74		Jul-2023		4,887		4,709		(178	)
Copper^		43		May-2023		4,441		4,402		(40	)
Corn^		87		Sep-2023		2,520		2,511		(9	)
Corn^		309		Jul-2023		9,486		9,826		340
Corn^		13		May-2023		410		429		20
Corn^		20		Jul-2023		639		636		(3	)
Cotton No. 2^		50		Jul-2023		2,145		2,077		(67	)
Cotton No. 2^		13		Jul-2023		532		540		8
DAX Index		41		Jun-2023		16,912		17,592		470
Euro STOXX 50		537		Jun-2023		23,556		24,860		994
Euro-Bobl		719		Jun-2023		88,110		92,083		1,919
Euro-BTP		337		Jun-2023		39,915		42,233		1,421
Euro-Bund		735		Jun-2023		104,314		108,474		2,301
Euro-Buxl		157		Jun-2023		22,145		24,027		1,349
Euro-OAT		137		Jun-2023		18,708		19,384		379
Euro-Schatz		258		Jun-2023		29,139		29,627		57
Feeder Cattle^		10		Aug-2023		1,071		1,110		38
Feeder Cattle^		53		May-2023		5,328		5,439		112
FTSE 100 Index		506		Jun-2023		46,601		47,793		329
FTSE MIB Index		147		Jun-2023		20,273		21,286		632
FTSE Taiwan Index		147		Apr-2023		8,102		8,161		60
FTSE/JSE Top 40 Index		96		Jun-2023		3,692		3,854		66
Gasoline^		22		Jun-2023		2,369		2,378		8
Gasoline^		62		May-2023		6,772		6,843		71
Gasoline^		37		Apr-2023		4,082		4,166		84
Gold^		229		Jun-2023		43,071		45,484		2,413
Hang Seng China Enterprises Index		219		Apr-2023		9,490		9,781		291
Hang Seng Index		259		Apr-2023		32,522		33,787		1,265
IBEX		152		Apr-2023		14,852		15,182		151
Japanese 10-Year Bond		199		Jun-2023		213,307		221,473		3,534
Japanese 10-Year Government Bond E-MINI		1,496		Jun-2023		160,038		166,157		2,702
KC HRW Wheat^		28		May-2023		1,240		1,229		(11	)
KOSPI 200 Index		39		Jun-2023		2,361		2,424		65
Lean Hogs^		20		Aug-2023		832		755		(77	)
Lean Hogs^		13		Jun-2023		534		476		(58	)
Live Cattle^		156		Jun-2023		9,908		10,117		209
Live Cattle^		65		Aug-2023		4,154		4,197		43
LME Copper^		125		Jun-2023		27,936		28,102		165
LME Lead^		39		Jun-2023		2,089		2,055		(34	)
LME Nickel^		35		Jun-2023		5,423		5,004		(419	)
LME Primary Aluminum^		92		Jun-2023		5,650		5,544		(106	)
LME Zinc^		124		Jun-2023		9,708		9,067		(641	)
Long Gilt 10-Year Bond		997		Jun-2023		122,545		127,403		1,995
Low Sulphur Gasoil^		96		Jun-2023		7,509		7,102		(407	)
Low Sulphur Gasoil^		6		Jul-2023		476		441		(35	)
MSCI Emerging Markets		70		Jun-2023		3,367		3,484		117
Natural Gas^		198		May-2023		5,905		4,881		(1,024	)
Natural Gas^		60		Jun-2023		1,941		1,639		(302	)
NY Harbor ULSD^		60		May-2023		6,686		6,469		(217	)
NYMEX Cocoa^		5		May-2023		138		147		8
NYMEX Cocoa^		123		Sep-2023		3,491		3,537		46
NYMEX Cocoa^		72		Jul-2023		1,989		2,084		94
OMX Stockholm 30		695		Apr-2023		14,347		14,857		381
Russell 2000 Index E-MINI		1,022		Jun-2023		90,288		92,670		2,381
Russell 2000 Index E-MINI		110		Jun-2023		10,022		9,974		(48	)

SEI Institutional Managed Trust

229

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
S&P 500 Index E-MINI		896			Jun-2023	$	176,506		$	185,371		$	8,866
S&P Mid Cap 400 Index E-MINI		52			Jun-2023		12,981			13,154			174
S&P TSX 60 Index		219			Jun-2023		38,075			39,135			623
SET 50		155			Jun-2023		870			878			6
SGX Nifty 50		7			Apr-2023		240			244			4
Silver^		95			May-2023		10,275			11,474			1,200
Soybean^		182			May-2023		13,901			13,700			(201	)
Soybean^		7			Aug-2023		508			498			(10	)
Soybean^		27			Jul-2023		2,002			1,992			(10	)
Soybean Meal^		166			Jul-2023		7,467			7,658			190
Soybean Meal^		30			May-2023		1,421			1,398			(23	)
Soybean Meal^		5			Aug-2023		224			225			1
Soybean Meal^		51			Jul-2023		2,361			2,353			(9	)
Soybean Oil^		56			May-2023		2,026			1,864			(162	)
Soybean Oil^		17			Jul-2023		556			567			11
Soybean Oil^		20			Sep-2023		711			657			(54	)
Soybean Oil^		28			Aug-2023		1,006			928			(78	)
Soybean Oil^		12			Jul-2023		439			400			(38	)
SPI 200 Index		275			Jun-2023		32,755			33,111			265
Sugar No. 11^		137			Jun-2023		3,078			3,350			271
Sugar No. 11^		466			Apr-2023		10,376			11,613			1,237
TOPIX Index		516			Jun-2023		76,240			77,677			(447	)
U.S. 2-Year Treasury Note		831			Jun-2023		169,842			171,563			1,721
U.S. 5-Year Treasury Note		1,927			Jun-2023		207,059			211,022			3,963
U.S. 10-Year Treasury Note		2,244			Jun-2023		252,210			257,885			5,674
U.S. Long Treasury Bond		709			Jun-2023		89,559			92,990			3,431
U.S. Ultra Long Treasury Bond		317			Jun-2023		43,221			44,737			1,516
Wheat^		75			Jul-2023		2,680			2,642			(38	)
Wheat^		20			Sep-2023		725			717			(8	)
Wheat^		20			Jul-2023		688			704			16
WTI Crude Oil^		38			Aug-2023		2,545			2,850			305
WTI Crude Oil^		82			May-2023		6,172			6,216			44
							2,722,588			2,803,460			57,788
Short Contracts
Cotton No. 2^		(15	)		May-2023	$	(601	)	$	(621	)	$	(20	)
DAX Index		(15	)		Jun-2023		(6,047	)		(6,436	)		(252	)
FTSE KLCI		(1	)		Apr-2023		(16	)		(16	)		–
KC HRW Wheat^		(6	)		Jul-2023		(241	)		(259	)		(18	)
LME Primary Aluminum^		(82	)		Jun-2023		(4,858	)		(4,942	)		(84	)
Low Sulphur Gasoil^		(4	)		May-2023		(298	)		(301	)		(3	)
MSCI Singapore Index		(111	)		Apr-2023		(2,530	)		(2,557	)		(27	)
Natural Gas^		(21	)		Apr-2023		(489	)		(465	)		23
NY Harbor ULSD^		(18	)		Apr-2023		(1,971	)		(1,981	)		(10	)
OMX Stockholm 30		(303	)		Apr-2023		(6,076	)		(6,477	)		(304	)
Platinum^		(2	)		Feb-2024		(31	)		(31	)		–
Soybean^		(59	)		Jul-2023		(4,271	)		(4,353	)		(82	)
Wheat^		(13	)		May-2023		(445	)		(450	)		(5	)
WTI Crude Oil^		(46	)		Apr-2023		(3,473	)		(3,481	)		(7	)
							(31,347	)		(32,370	)		(789	)
						$	2,691,241		$	2,771,090		$	56,999

230

SEI Institutional Managed Trust

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNYMellon		04/27/23		GBP	5,090		USD	6,271	$	(25	)
BNYMellon		04/27/23		AUD	5,450		USD	3,646		(7	)
BNYMellon		04/27/23		CAD	9,267		USD	6,796		(55	)
BNYMellon		04/27/23		EUR	16,890		USD	18,310		(65	)
BNYMellon		04/27/23		JPY	2,296,200		USD	17,580		248
Brown Brothers Harriman		04/27/23		GBP	30,700		USD	37,571		(402	)
Citigroup		06/21/23		USD	183		PHP	10,000		1
Citigroup		06/21/23		SGD	542		USD	404		(5	)
Citigroup		06/21/23		USD	83		TWD	2,500		—
Citigroup		06/21/23		USD	616		TWD	18,500		(4	)
Citigroup		06/21/23		USD	734		SGD	977		3
Citigroup		06/21/23		USD	133		SGD	177		—
Citigroup		06/21/23		USD	947		COP	4,700,000		46
Citigroup		06/21/23		USD	1,033		ILS	3,735		8
Citigroup		06/21/23		USD	18		ILS	63		—
Citigroup		06/21/23		USD	1,528		GBP	1,266		39
Citigroup		06/21/23		USD	1,737		IDR	26,500,000		35
Citigroup		06/21/23		USD	3,924		CZK	87,532		112
Citigroup		06/21/23		USD	5,152		HUF	1,920,496		196
Citigroup		06/21/23		ILS	1,852		USD	524		8
Citigroup		06/21/23		ILS	5,555		USD	1,525		(24	)
Citigroup		06/21/23		USD	7,599		PLN	34,125		284
Citigroup		06/21/23		USD	9,195		BRL	49,037		330
Citigroup		06/21/23		USD	9,683		ZAR	178,379		301
Citigroup		06/21/23		PLN	1,222		USD	282		—
Citigroup		06/21/23		PLN	11,175		USD	2,490		(92	)
Citigroup		06/21/23		MXP	14,000		USD	735		(28	)
Citigroup		06/21/23		BRL	14,641		USD	2,750		(94	)
Citigroup		06/21/23		USD	14,524		INR	1,210,125		131
Citigroup		06/21/23		USD	2,548		INR	210,000		(5	)
Citigroup		06/21/23		USD	17,848		EUR	16,652		325
Citigroup		06/21/23		USD	332		EUR	304		(1	)
Citigroup		06/21/23		USD	18,289		MXP	343,703		447
Citigroup		06/21/23		GBP	19,232		USD	23,266		(547	)
Citigroup		06/21/23		USD	9,133		KRW	11,939,441		74
Citigroup		06/21/23		USD	10,125		KRW	13,089,441		(31	)
Citigroup		06/21/23		USD	19,880		CNH	135,853		43
Citigroup		06/21/23		USD	854		CNH	5,810		(2	)
Citigroup		06/21/23		CNH	228		USD	33		—
Citigroup		06/21/23		CNH	27,076		USD	3,941		(30	)
Citigroup		06/21/23		CZK	43,000		USD	1,928		(55	)
Citigroup		06/21/23		TWD	33,750		USD	1,126		9
Citigroup		06/21/23		TWD	11,250		USD	372		—
Citigroup		06/21/23		PHP	65,000		USD	1,181		(17	)
Citigroup		06/21/23		ZAR	66,000		USD	3,584		(110	)
Citigroup		06/21/23		INR	70,000		USD	841		(7	)
Citigroup		06/21/23		EUR	1,533		USD	1,678		5

SEI Institutional Managed Trust

231

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/21/23		EUR	80,845		USD	86,658	$	(1,570	)
Citigroup		06/21/23		HUF	265,000		USD	710		(28	)
Citigroup		06/21/23		IDR	1,000,000		USD	66		(1	)
Citigroup		06/21/23		COP	1,850,000		USD	371		(20	)
Citigroup		06/21/23		KRW	2,543,750		USD	1,973		11
Citigroup		06/21/23		KRW	5,106,250		USD	3,923		(15	)
Citigroup		06/22/23		USD	4,921		CLP	4,023,017		122
Citigroup		06/22/23		CLP	650,000		USD	792		(23	)
JPMorgan Chase Bank		06/21/23		USD	183		PHP	10,000		1
JPMorgan Chase Bank		06/21/23		USD	332		EUR	304		(1	)
JPMorgan Chase Bank		06/21/23		SGD	542		USD	404		(4	)
JPMorgan Chase Bank		06/21/23		USD	83		TWD	2,500		—
JPMorgan Chase Bank		06/21/23		USD	616		TWD	18,500		(3	)
JPMorgan Chase Bank		06/21/23		USD	734		SGD	977		4
JPMorgan Chase Bank		06/21/23		USD	133		SGD	177		—
JPMorgan Chase Bank		06/21/23		USD	947		COP	4,700,000		46
JPMorgan Chase Bank		06/21/23		USD	1,033		ILS	3,735		8
JPMorgan Chase Bank		06/21/23		USD	18		ILS	63		—
JPMorgan Chase Bank		06/21/23		USD	1,737		IDR	26,500,000		35
JPMorgan Chase Bank		06/21/23		USD	3,527		EUR	3,292		66
JPMorgan Chase Bank		06/21/23		USD	3,924		CZK	87,532		112
JPMorgan Chase Bank		06/21/23		USD	5,152		HUF	1,920,496		197
JPMorgan Chase Bank		06/21/23		ILS	1,852		USD	524		8
JPMorgan Chase Bank		06/21/23		ILS	5,555		USD	1,525		(24	)
JPMorgan Chase Bank		06/21/23		USD	7,599		PLN	34,125		285
JPMorgan Chase Bank		06/21/23		USD	9,195		BRL	49,037		331
JPMorgan Chase Bank		06/21/23		USD	9,682		ZAR	178,379		302
JPMorgan Chase Bank		06/21/23		PLN	1,222		USD	282		1
JPMorgan Chase Bank		06/21/23		PLN	11,175		USD	2,490		(91	)
JPMorgan Chase Bank		06/21/23		MXP	14,000		USD	735		(28	)
JPMorgan Chase Bank		06/21/23		BRL	14,641		USD	2,750		(94	)
JPMorgan Chase Bank		06/21/23		GBP	16,627		USD	20,068		(520	)
JPMorgan Chase Bank		06/21/23		USD	14,524		INR	1,210,125		132
JPMorgan Chase Bank		06/21/23		USD	2,548		INR	210,000		(5	)
JPMorgan Chase Bank		06/21/23		USD	18,289		MXP	343,703		448
JPMorgan Chase Bank		06/21/23		USD	10,118		KRW	13,213,121		71
JPMorgan Chase Bank		06/21/23		USD	9,142		KRW	11,815,760		(30	)
JPMorgan Chase Bank		06/21/23		USD	19,879		CNH	135,853		44
JPMorgan Chase Bank		06/21/23		USD	854		CNH	5,810		(2	)
JPMorgan Chase Bank		06/21/23		CNH	228		USD	33		—
JPMorgan Chase Bank		06/21/23		CNH	27,076		USD	3,941		(29	)
JPMorgan Chase Bank		06/21/23		CZK	43,000		USD	1,928		(54	)
JPMorgan Chase Bank		06/21/23		TWD	33,750		USD	1,126		9
JPMorgan Chase Bank		06/21/23		TWD	11,250		USD	372		—
JPMorgan Chase Bank		06/21/23		PHP	65,000		USD	1,181		(16	)
JPMorgan Chase Bank		06/21/23		ZAR	66,000		USD	3,582		(112	)
JPMorgan Chase Bank		06/21/23		EUR	69,961		USD	74,926		(1,424	)
JPMorgan Chase Bank		06/21/23		INR	70,000		USD	841		(7	)
JPMorgan Chase Bank		06/21/23		HUF	265,000		USD	710		(28	)

232

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		06/21/23		IDR	1,000,000		USD	66	$	(1	)
JPMorgan Chase Bank		06/21/23		COP	1,850,000		USD	371		(20	)
JPMorgan Chase Bank		06/21/23		KRW	2,543,750		USD	1,973		11
JPMorgan Chase Bank		06/21/23		KRW	5,106,250		USD	3,923		(15	)
JPMorgan Chase Bank		06/22/23		USD	4,921		CLP	4,023,017		123
JPMorgan Chase Bank		06/22/23		CLP	650,000		USD	792		(22	)
State Street		04/27/23		CHF	3,630		USD	3,952		(34	)
State Street		04/27/23		HKD	27,350		USD	3,489		—
State Street		04/27/23		EUR	55,500		USD	59,802		(579	)
									$	(1,394	)

A list of the open OTC swap agreements held by the Fund at March 31, 2023 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Bank of America

BOVESPA INDEX FUTURE APRL23

POSITIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/12/2023

BRL

$

3,511

$

3,526

$

–

$

14

Bank of America

TAIEX FUTURES APR23

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/19/2023

TWD

7,440

7,711

–

271

JPMorgan Chase

AEX INDEX FUTURE SWAP - APR 2023

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/21/2023

EUR

(6,289

)

(6,740

)

–

(451

)

Citibank

AEX INDEX FUTURE SWAP - APR 2023

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/21/2023

EUR

(160

)

(164

)

–

(4

)

Bank of America

SGX CNX NIFTY INDEX FUTURE SWAP APR23

1 MONTH USD LIBOR

ASSET RETURN

At Maturity

04/27/2023

USD

2,464

2,508

–

44

JPMorgan Chase

HSCEI FUTURES SWAP APR23

1 MONTH USD LIBOR

ASSET RETURN

At Maturity

04/27/2023

HKD

12,917

13,309

–

392

JPMorgan Chase

HSCEI FUTURES SWAP APR23

1 MONTH USD LIBOR

ASSET RETURN

At Maturity

04/27/2023

HKD

13,011

13,354

–

343

JPMorgan Chase

KOSPI 200 INDEX FUTURE JUN23

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/08/2023

KRW

2,969

2,984

–

15

Bank of America

WIG 20 INDEX FUTURE SWAP - JUN23

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/16/2023

PLN

(203

)

(206

)

–

(3

)

Bank of America

SWISS MARKET INDEX FUTURE

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/16/2023

CHF

(16,017

)

(16,851

)

–

(834

)

Bank of America

CANADA 10 YR BOND FUTURE SWAP - JUN23

ASSET PRICE RETURN

NEGATIVE PRICE RETURN

At Maturity

06/21/2023

CAD

(90

)

(93

)

–

(3

)

Citibank

RECV .MISG00000NSG

ASSET RETURN

SIBCSORA INDEX

Monthly

06/21/2023

SGD

1,214

(15

)

–

(15

)

Citibank

.MISE00000NSE

ASSET RETURN

STBB1M INDEX

Monthly

06/21/2023

SEK

4,867

7

–

7

Citibank

RECV .MIMX00000NMX

ASSET RETURN

MXIBTIIE INDEX

Monthly

06/21/2023

MXN

2,960

–

–

–

Bank of America

PAYB TEL AVIV 35 IND

TELBOR01 INDEX

ASSET RETURN

Monthly

06/21/2023

ILS

3,859

(33

)

–

(33

)

Citibank

.MINL00000NEU

ASSET RETURN

ESTRON INDEX

Monthly

06/21/2023

EUR

495

(12

)

–

(12

)

Citibank

PAYB .MIIT00000NEU

ESTRON INDEX

ASSET RETURN

Monthly

06/21/2023

EUR

1,168

(43

)

–

(43

)

Citibank

RECV .MICH00000NCH

ASSET RETURN

SSARON INDEX

Monthly

06/21/2023

CHF

1,673

(37

)

–

(37

)

Citibank

PAYB .MIZA00000NZA

JIBA1M INDEX

ASSET RETURN

Monthly

06/21/2023

ZAR

5,896

(2

)

–

(2

)

Citibank

PAYB .MIAU00000NAU

BBSW1M INDEX

ASSET RETURN

Monthly

06/21/2023

AUD

1,942

(19

)

–

(19

)

$

19,184

$

–

(370

)

	Percentages are based on Net Assets of $2,065,393 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2023.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.

(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $35,575 ($ Thousands), representing 1.7% of the Net Assets of the Fund.
(C)	Level 3 security in accordance with fair value hierarchy.
(D)	No interest rate available.

SEI Institutional Managed Trust

233

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Accumulation Fund (Concluded)

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
U.S. Treasury Obligations		–		1,099,101		–		1,099,101
Sovereign Debt		–		172,958		–		172,958
Foreign Common Stock		70,439		–		3		70,442
Exchange Traded Fund		14,285		–		–		14,285
Corporate Obligations		–		1,341		–		1,341
Preferred Stock		216		–		–		216
Common Stock		174		–		–		174
Rights		–		–		–		–
Total Investments in Securities		85,114		1,273,400		3		1,358,517

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		62,761			–			–		62,761
Unrealized Depreciation		(5,762	)		–			–		(5,762	)
Forward Contracts*
Unrealized Appreciation		–			5,012			–		5,012
Unrealized Depreciation		–			(6,406	)		–		(6,406	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			1,086			–		1,086
Unrealized Depreciation		–			(1,456	)		–		(1,456	)
Total Other Financial Instruments		56,999			(1,764	)		–		55,235

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

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

See “Glossary” for abbreviations.

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

234

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 52.5%
Communication Services — 4.4%
Altice France
5.500%, 10/15/2029 (A)	$	1,666	$	1,274
Altice France Holding
10.500%, 05/15/2027 (A)		2,090		1,599
AMC Entertainment Holdings
7.500%, 02/15/2029 (A)		290		200
AT&T
4.350%, 03/01/2029		700		685
3.500%, 06/01/2041		350		276
2.750%, 06/01/2031		375		323
2.550%, 12/01/2033		1,428		1,149
2.300%, 06/01/2027		1,009		925
1.650%, 02/01/2028		875		769
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,175
CCO Holdings
4.750%, 02/01/2032 (A)		1,625		1,365
4.500%, 05/01/2032		790		646
Charter Communications Operating
5.125%, 07/01/2049		200		158
4.908%, 07/23/2025		3,200		3,168
3.750%, 02/15/2028		650		604
Cinemark USA
5.875%, 03/15/2026 (A)		1,025		967
DISH DBS
5.875%, 11/15/2024		890		793
5.750%, 12/01/2028 (A)		480		358
5.250%, 12/01/2026 (A)		580		463

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 06/01/2029	$	1,635	$	871
Gannett Holdings
6.000%, 11/01/2026 (A)		250		210
iHeartCommunications
8.375%, 05/01/2027		830		604
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)(C)		2,397		–
Mauritius Investments
6.500%, 10/13/2026		2,470		2,457
Meta Platforms
3.850%, 08/15/2032 (A)		875		819
3.500%, 08/15/2027 (A)		950		917
Millicom International Cellular
6.250%, 03/25/2029 (A)		477		440
4.500%, 04/27/2031 (A)		219		176
Scripps Escrow
5.875%, 07/15/2027 (A)		1,015		748
Sinclair Television Group
5.125%, 02/15/2027 (A)		495		433
Telecom Argentina
8.500%, 08/06/2025 (A)		27		26
T-Mobile USA
4.500%, 04/15/2050		1,516		1,320
Townsquare Media
6.875%, 02/01/2026 (A)		902		853
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		530		507
Urban One
7.375%, 02/01/2028 (A)		1,120		1,018
Verizon Communications
2.100%, 03/22/2028		515		459
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		420
VTR Comunicaciones
5.125%, 01/15/2028 (A)		676		418
Ziff Davis
4.625%, 10/15/2030 (A)		670		578
ZipRecruiter
5.000%, 01/15/2030 (A)		200		171
				30,342
Consumer Discretionary — 7.3%
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		660		665
Allen Media
10.500%, 02/15/2028 (A)		1,060		580
Altice Financing
5.000%, 01/15/2028 (A)		735		598
Asbury Automotive Group
5.000%, 02/15/2032 (A)		280		245
4.625%, 11/15/2029 (A)		505		452

SEI Institutional Managed Trust

235

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)	$	650	$	635
Bath & Body Works
6.625%, 10/01/2030 (A)		220		215
5.250%, 02/01/2028		710		678
BorgWarner
5.000%, 10/01/2025 (A)		560		558
Boyne USA
4.750%, 05/15/2029 (A)		1,140		1,018
Caesars Entertainment
8.125%, 07/01/2027 (A)		230		235
7.000%, 02/15/2030 (A)		870		885
CalAtlantic Group
5.250%, 06/01/2026		330		312
Carnival
10.500%, 06/01/2030 (A)		380		365
7.875%, 06/01/2027		350		344
4.000%, 08/01/2028 (A)		610		525
Carriage Services
4.250%, 05/15/2029 (A)		440		362
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		378
Clarios Global
8.500%, 05/15/2027 (A)		640		642
CSC Holdings
6.500%, 02/01/2029 (A)		1,230		1,022
5.750%, 01/15/2030 (A)		1,113		586
5.000%, 11/15/2031 (A)		200		101
Dealer Tire
8.000%, 02/01/2028 (A)		1,734		1,556
Diamond Sports Group
6.625%, 08/15/2027 (A)(D)		500		6
5.375%, 08/15/2026 (A)(D)		330		18
DirecTV Financing
5.875%, 08/15/2027 (A)		3,140		2,844
eG Global Finance
6.750%, 02/07/2025 (A)		488		452
Expedia Group
4.625%, 08/01/2027		647		634
Foot Locker
4.000%, 10/01/2029 (A)		420		350
Ford Motor
6.100%, 08/19/2032		1,200		1,163
3.250%, 02/12/2032		2,181		1,714
Ford Motor Credit
4.950%, 05/28/2027		1,019		972
3.625%, 06/17/2031		900		742
Foundation Building Materials
6.000%, 03/01/2029 (A)		1,240		983
Full House Resorts
8.250%, 02/15/2028 (A)		550		501

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Motors
5.950%, 04/01/2049	$	36	$	33
4.000%, 04/01/2025		250		244
General Motors Financial
5.650%, 01/17/2029		175		177
Getty Images
9.750%, 03/01/2027 (A)		720		719
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		225
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,010		897
KB Home
7.250%, 07/15/2030		545		553
Las Vegas Sands
3.200%, 08/08/2024		440		426
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,205		1,008
Liberty Interactive
8.500%, 07/15/2029		280		70
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		238
Match Group
5.000%, 12/15/2027 (A)		190		180
Match Group Holdings II
3.625%, 10/01/2031 (A)		385		313
McClatchy
11.000%, 07/15/2027 (A)		430		486
Mclaren Finance
7.500%, 08/01/2026 (A)		540		444
MDC Holdings
6.000%, 01/15/2043		180		156
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		750
4.875%, 06/06/2025 (A)		200		188
MercadoLibre
3.125%, 01/14/2031		640		504
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		239
Michaels
7.875%, 05/01/2029 (A)		530		371
5.250%, 05/01/2028 (A)		290		242
Mohegan Tribal Gaming Authority
13.250%, 12/15/2027 (A)		960		1,033
NCL
5.875%, 03/15/2026 (A)		900		766
5.875%, 02/15/2027 (A)		330		308
3.625%, 12/15/2024 (A)		430		400
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		257
Newell Brands
6.000%, 04/01/2046		536		438

236

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Penn National Gaming
4.125%, 07/01/2029 (A)	$	1,219	$	1,017
Penske Automotive Group
3.750%, 06/15/2029		848		732
PM General Purchaser
9.500%, 10/01/2028 (A)		860		787
QVC
4.850%, 04/01/2024		47		37
4.375%, 09/01/2028		330		134
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		470		505
11.500%, 06/01/2025 (A)		220		234
9.250%, 01/15/2029 (A)		170		181
Sally Holdings
5.625%, 12/01/2025		970		955
Sands China
5.900%, 08/08/2028		240		228
5.625%, 08/08/2025		200		195
3.750%, 08/08/2031		200		160
3.350%, 03/08/2029		200		166
2.800%, 03/08/2027		230		197
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		1,765		1,593
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,463
SRS Distribution
6.125%, 07/01/2029 (A)		1,031		870
StoneMor
8.500%, 05/15/2029 (A)		710		546
TKC Holdings
6.875%, 05/15/2028 (A)		200		169
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		364
Upbound Group
6.375%, 02/15/2029 (A)	$	550		462
Viking Cruises
13.000%, 05/15/2025 (A)		60		63
Viking Ocean Cruises Ship VII
5.625%, 02/15/2029 (A)		230		197
VOC Escrow
5.000%, 02/15/2028 (A)		610		541
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		685		559
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		628
Wynn Macau
5.500%, 01/15/2026 (A)	$	200		185
4.875%, 10/01/2024 (A)		1,670		1,620
Wynn Resorts Finance
7.125%, 02/15/2031 (A)		400		406
Yum! Brands
4.750%, 01/15/2030 (A)		454		434

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ZF North America Capital
4.750%, 04/29/2025 (A)	$	400	$	393
				51,022
Consumer Staples — 1.3%
Altria Group
2.350%, 05/06/2025		425		403
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,506		1,538
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		202
Constellation Brands
3.150%, 08/01/2029	$	600		549
Darling Ingredients
6.000%, 06/15/2030 (A)		940		937
FAGE International
5.625%, 08/15/2026 (A)		660		616
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		674
Kraft Heinz Foods
4.375%, 06/01/2046		1,671		1,456
Lindley
4.625%, 04/12/2023		48		47
Performance Food Group
5.500%, 10/15/2027 (A)		450		440
Post Holdings
4.625%, 04/15/2030 (A)		429		384
Prosperous Ray
4.625%, 11/12/2023		300		299
United Rentals North America
4.000%, 07/15/2030		290		261
US Foods
4.750%, 02/15/2029 (A)		1,171		1,082
4.625%, 06/01/2030 (A)		580		523
				9,411
Energy — 6.8%
Berry Petroleum
7.000%, 02/15/2026 (A)		1,200		1,126
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		564
Cheniere Corpus Christi Holdings
5.125%, 06/30/2027		850		851
Chord Energy Corp
6.375%, 06/01/2026 (A)		820		812
Civitas Resources
5.000%, 10/15/2026 (A)		475		447
CNX Midstream Partners
4.750%, 04/15/2030 (A)		430		370
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,443

SEI Institutional Managed Trust

237

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DCP Midstream Operating
6.750%, 09/15/2037 (A)	$	302	$	328
Devon Energy
5.850%, 12/15/2025		1,021		1,037
Ecopetrol
6.875%, 04/29/2030		1,010		931
Energy Transfer
8.892%, ICE LIBOR USD 3 Month + 4.028%(E)(F)		230		204
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(E)(F)		220		185
4.200%, 09/15/2023		1,393		1,388
EQM Midstream Partners
7.500%, 06/01/2030 (A)		330		320
Genesis Energy
8.875%, 04/15/2030		440		445
Global Partners
6.875%, 01/15/2029		545		507
GNL Quintero
4.634%, 07/31/2029		306		293
Hess Midstream Operations
5.500%, 10/15/2030 (A)		325		302
Hilcorp Energy I
6.250%, 04/15/2032 (A)		420		389
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		1,000		943
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		400		367
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		268
Kinetik Holdings
5.875%, 06/15/2030 (A)		775		746
Marathon Petroleum
3.800%, 04/01/2028		325		310
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,214
5.875%, 02/01/2029 (A)		110		106
MPLX
4.800%, 02/15/2029		250		248
4.000%, 03/15/2028		950		909
Nabors Industries
7.375%, 05/15/2027 (A)		3,040		2,977
Neptune Energy Bondco
6.625%, 05/15/2025 (A)		800		775
Noble Holdings International
11.000%cash/0% PIK, 02/15/2028		248		270
Northern Oil and Gas
8.125%, 03/01/2028 (A)		600		595
NuStar Logistics
6.375%, 10/01/2030		670		643

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Occidental Petroleum
7.500%, 05/01/2031	$	120	$	132
6.625%, 09/01/2030		700		737
6.450%, 09/15/2036		730		768
4.400%, 08/15/2049		220		172
ONEOK
6.350%, 01/15/2031		325		341
Permian Resources Operating
5.875%, 07/01/2029 (A)		1,050		994
Petrobras Global Finance BV
5.299%, 01/27/2025		400		396
Petroleos de Venezuela
6.000%, 10/28/2022 (D)		8,860		244
6.000%, 05/16/2024 (D)		3,790		163
6.000%, 11/15/2026 (D)		1,110		44
5.500%, 04/12/2037 (D)		130		5
5.375%, 04/12/2027 (D)		2,570		103
Petroleos Mexicanos
7.690%, 01/23/2050		406		287
6.950%, 01/28/2060		207		134
6.500%, 03/13/2027		328		298
6.490%, 01/23/2027		73		66
5.350%, 02/12/2028		180		152
4.500%, 01/23/2026		40		37
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		10
Phillips 66
3.900%, 03/15/2028		525		505
Plains All American Pipeline
8.974%, ICE LIBOR USD 3 Month + 4.110%(E)(F)		750		664
3.600%, 11/01/2024		175		170
Range Resources
8.250%, 01/15/2029		700		738
4.750%, 02/15/2030 (A)		655		597
ROCC Holdings
9.250%, 08/15/2026 (A)		400		421
Rockies Express Pipeline
7.500%, 07/15/2038 (A)		310		285
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		805
Southwestern Energy
8.375%, 09/15/2028		790		831
4.750%, 02/01/2032		1,410		1,245
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		1,454		1,396
5.750%, 04/15/2025		925		770
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		206
TechnipFMC
6.500%, 02/01/2026 (A)		1,050		1,041

238

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Total Capital International
2.829%, 01/10/2030	$	1,350	$	1,231
Transocean
11.500%, 01/30/2027 (A)		2,088		2,156
8.750%, 02/15/2030 (A)		380		388
Transocean Poseidon
6.875%, 02/01/2027 (A)		382		374
Transocean Titan Financing
8.375%, 02/01/2028 (A)		230		237
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		850		765
USA Compression Partners
6.875%, 04/01/2026		1,175		1,142
Venture Global Calcasieu Pass
6.250%, 01/15/2030 (A)		860		867
3.875%, 11/01/2033 (A)		430		361
Viper Energy Partners
5.375%, 11/01/2027 (A)		670		644
Western Midstream Operating
5.450%, 04/01/2044		1,100		959
5.300%, 03/01/2048		530		449
YPF
8.500%, 07/28/2025 (A)		700		615
6.950%, 07/21/2027 (A)		380		282
				47,540
Financials — 12.5%
ABN AMRO Bank
4.375%(E)(F)	EUR	400		387
Accelerate360 Holdings
8.000%, 03/01/2028 (A)	$	1,154		1,226
Acrisure
6.000%, 08/01/2029 (A)		915		756
4.250%, 02/15/2029 (A)		975		831
AG Issuer
6.250%, 03/01/2028 (A)		1,116		1,005
AG TTMT Escrow Issuer
8.625%, 09/30/2027 (A)		130		131
AIA Group
3.900%, 04/06/2028 (A)		475		459
AIA Group MTN
3.200%, 03/11/2025 (A)		425		412
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		705
Ally Financial
4.700%, H15T7Y + 3.481%(E)(F)		1,325		884
American International Group
3.900%, 04/01/2026		163		158
3.400%, 06/30/2030		225		202
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		970		682

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aviation Capital Group
1.950%, 01/30/2026 (A)	$	350	$	311
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		138
4.250%, 04/15/2026 (A)		100		94
2.875%, 02/15/2025 (A)		1,250		1,173
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		500		413
Banco Bilbao Vizcaya Argentaria
5.875%, EUR Swap Annual 5 Yr + 5.660%(E)(F)	EUR	800		827
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980		953
Banco do Brasil
9.000%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 6.362%(E)(F)		200		197
6.250%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.398%(E)(F)		1,920		1,744
Banco Mercantil del Norte
7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470%(A)(E)(F)		970		839
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967%(A)(E)(F)		420		398
5.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643%(A)(E)(F)		1,340		1,139
Banco Santander
4.250%, 04/11/2027		400		378
3.306%, 06/27/2029		400		356
2.749%, 12/03/2030		200		156
2.746%, 05/28/2025		600		566
Bank of America
6.250%, ICE LIBOR USD 3 Month + 3.705%(E)(F)		150		147
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (E)		2,115		1,965
Bank of America MTN
5.015%, U.S. SOFR + 2.160%, 07/22/2033 (E)		565		559
4.200%, 08/26/2024		225		221
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (E)		1,525		1,457
Bank of New York Mellon MTN
4.596%, U.S. SOFR + 1.755%, 07/26/2030 (E)		75		73
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)	EUR	1,870		1,504

SEI Institutional Managed Trust

239

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Barclays
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.431%(E)(F)	$	225	$	192
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.672%(E)(F)		970		873
7.125%, UK Govt Bonds 5 Year Note Generic Bid Yield + 6.579%(E)(F)	GBP	700		754
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.867%(E)(F)	$	280		238
2.852%, U.S. SOFR + 2.714%, 05/07/2026 (E)		725		677
BBVA Bancomer
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.650%, 01/18/2033 (A)(E)		410		351
BNP Paribas
7.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.899%(A)(E)(F)		270		259
3.375%, 01/09/2025 (A)		1,000		959
BPCE
4.625%, 09/12/2028 (A)		500		469
2.277%, U.S. SOFR + 1.312%, 01/20/2032 (A)(E)		375		292
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		1,011
Burford Capital Global Finance
6.875%, 04/15/2030 (A)		380		327
Citigroup
9.094%, ICE LIBOR USD 3 Month + 4.230%(E)(F)		675		671
6.300%, TSFR3M + 3.685%(E)(F)		1,250		1,188
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (E)		575		564
4.125%, 07/25/2028		1,450		1,369
3.400%, 05/01/2026		1,675		1,598
Coinbase Global
3.625%, 10/01/2031 (A)		370		207
Comerica
3.700%, 07/31/2023		410		393
Cooperatieve Rabobank UA
4.625%, EUR Swap Annual 5 Yr + 4.098%(E)(F)	EUR	1,400		1,374
Credit Agricole
8.125%, USD Swap Semi 30/360 5 Yr Curr + 6.185%(A)(E)(F)	$	710		684
Credit Suisse Group
9.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.383%(A)(D)(F)		1,020		–

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(A)(D)(F)	$	410	$	–
7.250%, USD ICE Swap 11:00 NY 5 Yr + 4.332%(A)(D)(F)		200		–
4.550%, 04/17/2026		802		740
3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)(E)		600		534
Credit Suisse NY
7.950%, 01/09/2025		500		508
4.750%, 08/09/2024		260		252
1.000%, 05/05/2023		250		247
Credit Suisse NY MTN
3.625%, 09/09/2024		290		276
Danske Bank
6.466%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.100%, 01/09/2026 (A)(E)		810		811
Deutsche Bank
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.524%(E)(F)		400		296
DP World MTN
5.625%, 09/25/2048		200		193
First Horizon National
4.000%, 05/26/2025		625		583
FirstCash
5.625%, 01/01/2030 (A)		340		314
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,165
6.625%, 01/15/2027 (A)		1,015		781
Global Aircraft Leasing
6.500%cash/0% PIK, 09/15/2024 (A)		2,979		2,688
Global Payments
2.650%, 02/15/2025		400		380
Highlands Holdings Bond Issuer
7.625%, 10/15/2025 (A)		930		859
HSBC Holdings
4.950%, 03/31/2030		226		222
3.803%, ICE LIBOR USD 3 Month + 1.211%, 03/11/2025 (E)		700		685
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (E)		1,000		913
Intercontinental Exchange
2.100%, 06/15/2030		800		673
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,023
Itau Unibanco Holding
4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.222%(A)(E)(F)		1,120		842
Jane Street Group
4.500%, 11/15/2029 (A)		160		143

240

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
4.912%, U.S. SOFR + 2.080%, 07/25/2033 (E)	$	570	$	567
4.323%, U.S. SOFR + 1.560%, 04/26/2028 (E)		2,000		1,951
4.125%, 12/15/2026		3,400		3,319
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (E)		250		216
Ladder Capital Finance Holdings LLLP
4.750%, 06/15/2029 (A)		270		195
4.250%, 02/01/2027 (A)		70		55
LD Holdings Group
6.500%, 11/01/2025 (A)		600		378
Lloyds Banking Group
4.947%(E)(F)	EUR	290		283
LPL Holdings
4.000%, 03/15/2029 (A)	$	500		450
M&T Bank
5.053%, U.S. SOFR + 1.850%, 01/27/2034 (E)		525		488
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		1,532		1,303
5.625%, 01/15/2030 (A)		305		241
Morgan Stanley
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (E)		1,950		1,892
3.625%, 01/20/2027		750		722
Morgan Stanley MTN
4.889%, U.S. SOFR + 2.076%, 07/20/2033 (E)		565		555
3.950%, 04/23/2027		1,100		1,063
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (E)		625		491
National Bank of Uzbekistan
4.850%, 10/21/2025		200		184
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		615		527
Nationwide Building Society
3.960%, ICE LIBOR USD 3 Month + 1.855%, 07/18/2030 (A)(E)		450		406
NatWest Group
4.500%, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.992%(E)(F)	GBP	1,160		1,052
3.754%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.100%, 11/01/2029 (E)	$	225		211
Navient
5.500%, 03/15/2029		1,519		1,284
5.000%, 03/15/2027		1,100		969
Navient MTN
5.625%, 08/01/2033		180		134
NFP
6.875%, 08/15/2028 (A)		893		766

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NMI Holdings
7.375%, 06/01/2025 (A)	$	410	$	411
Oxford Finance
6.375%, 02/01/2027 (A)		465		435
Paysafe Finance
4.000%, 06/15/2029 (A)		400		311
PNC Financial Services Group
6.200%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.238%(E)(F)		1,350		1,270
Popular
7.250%, 03/13/2028		890		880
Raymond James Financial
4.650%, 04/01/2030		400		391
Rocket Mortgage
3.875%, 03/01/2031 (A)		50		41
3.625%, 03/01/2029 (A)		950		816
Sabre GLBL
11.250%, 12/15/2027 (A)		810		755
Saga
5.500%, 07/15/2026	GBP	610		588
StoneX Group
8.625%, 06/15/2025 (A)	$	770		774
Turkiye Vakiflar Bankasi TAO
6.500%, 01/08/2026 (A)		680		636
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(A)(E)(F)		410		389
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(E)		340		272
UniCredit MTN
7.296%, USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/2034 (A)(E)		260		240
5.459%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.750%, 06/30/2035 (A)(E)		440		362
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		641		535
VistaJet Malta Finance
7.875%, 05/01/2027 (A)		770		745
6.375%, 02/01/2030 (A)		1,340		1,194
Wells Fargo
5.875%, ICE LIBOR USD 3 Month + 3.990%(E)(F)		525		516
Wells Fargo MTN
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (E)		1,235		1,206
4.100%, 06/03/2026		1,575		1,524

SEI Institutional Managed Trust

241

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Yapi ve Kredi Bankasi MTN
13.875%, USD Swap Semi 30/360 5 Yr Curr + 11.245%(E)(F)	$	480	$	493
				87,510
Health Care — 4.3%
AbbVie
3.200%, 11/21/2029		1,375		1,276
AdaptHealth
6.125%, 08/01/2028 (A)		670		615
5.125%, 03/01/2030 (A)		370		314
4.625%, 08/01/2029 (A)		605		504
Akumin
7.000%, 11/01/2025 (A)		310		244
Akumin Escrow
7.500%, 08/01/2028 (A)		490		343
Amgen
5.250%, 03/02/2030		850		869
5.250%, 03/02/2033		900		925
APX Group
5.750%, 07/15/2029 (A)		1,216		1,088
AthenaHealth Group
6.500%, 02/15/2030 (A)		2,400		1,946
Bausch Health
14.000%, 10/15/2030 (A)		18		10
7.000%, 01/15/2028 (A)		130		51
6.125%, 02/01/2027 (A)		280		181
5.500%, 11/01/2025 (A)		310		255
5.000%, 01/30/2028 (A)		60		23
5.000%, 02/15/2029 (A)		390		153
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		290
4.250%, 12/15/2025 (A)		500		489
Becton Dickinson
3.700%, 06/06/2027		690		666
2.823%, 05/20/2030		625		558
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		422
Chrome Holdco SASU
5.000%, 05/31/2029 (A)		375		301
CHS
6.125%, 04/01/2030 (A)	$	1,270		765
4.750%, 02/15/2031 (A)		500		369
Cidron Aida Finco S.A.R.L.
6.250%, 04/01/2028 (A)	GBP	440		462
CVS Health
4.300%, 03/25/2028	$	950		933
3.750%, 04/01/2030		590		552
DaVita
3.750%, 02/15/2031 (A)		1,760		1,388
DH Europe Finance II S.A.R.L.
2.600%, 11/15/2029		175		157

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HealthEquity
4.500%, 10/01/2029 (A)	$	376	$	334
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		182
Legacy LifePoint Health
6.750%, 04/15/2025 (A)	$	490		465
LifePoint Health
5.375%, 01/15/2029 (A)		1,185		724
Medline Borrower
5.250%, 10/01/2029 (A)		1,650		1,432
3.875%, 04/01/2029 (A)		1,160		1,006
Option Care Health
4.375%, 10/31/2029 (A)		690		609
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		309
Radiology Partners
9.250%, 02/01/2028 (A)		545		301
Stryker
1.950%, 06/15/2030		825		696
Tenet Healthcare
6.250%, 02/01/2027		200		197
6.125%, 06/15/2030 (A)		446		440
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		930		844
Teva Pharmaceutical Finance Netherlands III BV
8.125%, 09/15/2031		550		577
UnitedHealth Group
5.350%, 02/15/2033		1,525		1,621
5.300%, 02/15/2030		1,800		1,897
US Renal Care
10.625%, 07/15/2027 (A)		430		113
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		457
Verisure Midholding
5.250%, 02/15/2029 (A)		500		451
Zoetis
2.000%, 05/15/2030	$	1,100		925
				29,729
Industrials — 8.9%
Advanced Drainage Systems
6.375%, 06/15/2030 (A)		390		382
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		287
4.875%, 01/16/2024		400		396
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		403
4.000%, 08/11/2041 (A)		640		510
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		343

242

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Air Canada
3.875%, 08/15/2026 (A)	$	750	$	681
Air Lease
3.250%, 03/01/2025		850		816
Air Lease MTN
3.750%, 06/01/2026		600		567
Allegiant Travel
7.250%, 08/15/2027 (A)		295		294
Allied Universal Holdco
9.750%, 07/15/2027		649		578
6.625%, 07/15/2026 (A)		590		567
6.000%, 06/01/2029 (A)		680		508
Allison Transmission
4.750%, 10/01/2027 (A)		210		198
American Airlines
11.750%, 07/15/2025 (A)		430		470
7.250%, 02/15/2028 (A)		440		428
5.750%, 04/20/2029 (A)		991		951
5.500%, 04/20/2026 (A)		812		799
American Airlines Pass-Through Trust
4.950%, 02/15/2025		334		322
American Builders & Contractors Supply
3.875%, 11/15/2029 (A)		1,115		952
American News
8.500%cash/0% PIK, 09/01/2026 (A)		973		1,105
APi Group DE
4.750%, 10/15/2029 (A)		143		126
4.125%, 07/15/2029 (A)		1,778		1,526
Arcosa
4.375%, 04/15/2029 (A)		500		445
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		905
Boeing
5.805%, 05/01/2050		350		352
5.150%, 05/01/2030		150		151
3.450%, 11/01/2028		375		346
3.250%, 03/01/2028		425		392
Builders FirstSource
4.250%, 02/01/2032 (A)		310		270
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		286
Carriage Purchaser
7.875%, 10/15/2029 (A)		220		163
Carrier Global
2.493%, 02/15/2027		1,100		1,022
2.242%, 02/15/2025		1,000		954
Chart Industries
7.500%, 01/01/2030 (A)		300		310
CoreCivic
8.250%, 04/15/2026		1,060		1,068
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		405

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CoStar Group
2.800%, 07/15/2030 (A)	$	625	$	524
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		709
DP World MTN
5.625%, 09/25/2048 (A)		450		434
Garda World Security
7.750%, 02/15/2028 (A)		255		251
GEO Group
10.500%, 06/30/2028		742		750
GFL Environmental
5.125%, 12/15/2026 (A)		330		323
4.750%, 06/15/2029 (A)		210		196
4.000%, 08/01/2028 (A)		1,188		1,079
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		455		391
5.625%, 06/01/2029 (A)		1,271		1,049
GYP Holdings III
4.625%, 05/01/2029 (A)		470		402
H&E Equipment Services
3.875%, 12/15/2028 (A)		240		210
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,330		1,263
Hillenbrand
3.750%, 03/01/2031		589		492
Husky III Holding
13.000%cash/0% PIK, 02/15/2025 (A)		600		507
IHS Holding
6.250%, 11/29/2028 (A)		350		280
5.625%, 11/29/2026 (A)		440		369
Johnson Controls International
4.900%, 12/01/2032		150		152
KOC Holding
6.500%, 03/11/2025		2,170		2,152
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		456
Madison IAQ
5.875%, 06/30/2029 (A)		189		146
4.125%, 06/30/2028 (A)		179		155
Mexico City Airport Trust
5.500%, 10/31/2046		400		308
5.500%, 07/31/2047		892		687
4.250%, 10/31/2026 (A)		210		201
3.875%, 04/30/2028 (A)		1,190		1,101
MHP Lux
6.950%, 04/03/2026 (D)		1,870		919
MV24 Capital BV
6.748%, 06/01/2034		2,304		2,122
Northrop Grumman
3.250%, 01/15/2028		1,950		1,853
Otis Worldwide
2.565%, 02/15/2030		1,425		1,250

SEI Institutional Managed Trust

243

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Park-Ohio Industries
6.625%, 04/15/2027	$	1,120	$	867
Rand Parent
8.500%, 02/15/2030 (A)		835		785
Regal Rexnord
6.300%, 02/15/2030 (A)		575		579
Spirit AeroSystems
9.375%, 11/30/2029 (A)		340		371
4.600%, 06/15/2028		2,135		1,809
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		923		927
Standard Industries
4.375%, 07/15/2030 (A)		645		561
Stanley Black & Decker
4.250%, 11/15/2028		650		628
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		199
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,227
Titan International
7.000%, 04/30/2028		1,400		1,261
TK Elevator Holdco GmbH
7.625%, 07/15/2028 (A)		1,546		1,336
TransDigm
8.000%, 12/15/2025 (A)		250		255
7.500%, 03/15/2027		260		259
6.750%, 08/15/2028 (A)		500		505
6.250%, 03/15/2026 (A)		700		701
5.500%, 11/15/2027		960		905
4.875%, 05/01/2029		359		318
4.625%, 01/15/2029		135		120
Triumph Group
9.000%, 03/15/2028 (A)		1,815		1,817
7.750%, 08/15/2025		1,161		1,065
Tutor Perini
6.875%, 05/01/2025 (A)		490		345
United Airlines
4.625%, 04/15/2029 (A)		330		299
United Airlines Pass-Through Trust, Ser 2020-1, Cl B
4.875%, 01/15/2026		58		56
United Rentals North America
6.000%, 12/15/2029 (A)		240		244
5.500%, 05/15/2027		290		287
5.250%, 01/15/2030		530		510
3.875%, 02/15/2031		170		150
Vertiv Group
4.125%, 11/15/2028 (A)		850		750
XPO CNW
6.700%, 05/01/2034		1,090		987

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
XPO Escrow Sub
7.500%, 11/15/2027 (A)	$	660	$	686
				61,818
Information Technology — 2.9%
Arches Buyer
6.125%, 12/01/2028 (A)		364		300
Broadcom
3.500%, 02/15/2041 (A)		525		396
3.469%, 04/15/2034 (A)		175		144
3.419%, 04/15/2033 (A)		1,150		962
3.187%, 11/15/2036 (A)		53		40
Castle US Holding
9.500%, 02/15/2028 (A)		1,334		542
Central Parent
7.250%, 06/15/2029 (A)		1,080		1,061
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		936		846
Coherent
5.000%, 12/15/2029 (A)		420		381
CommScope
7.125%, 07/01/2028 (A)		60		44
6.000%, 03/01/2026 (A)		210		203
4.750%, 09/01/2029 (A)		460		383
Crowdstrike Holdings
3.000%, 02/15/2029		310		271
Dell International
6.020%, 06/15/2026		1,525		1,565
5.450%, 06/15/2023		141		141
5.300%, 10/01/2029		75		76
Elastic
4.125%, 07/15/2029 (A)		695		593
Endurance International Group Holdings
6.000%, 02/15/2029 (A)		630		426
Gen Digital
7.125%, 09/30/2030 (A)		660		657
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		1,862
Imola Merger
4.750%, 05/15/2029 (A)		1,054		943
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		687		549
Lam Research
1.900%, 06/15/2030		300		253
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		460		469
NCR
5.125%, 04/15/2029 (A)		380		329
NXP BV
3.400%, 05/01/2030		225		202
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3

244

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oracle
6.250%, 11/09/2032	$	2,175	$	2,339
2.950%, 04/01/2030		98		86
2.875%, 03/25/2031		550		471
Presidio Holdings
8.250%, 02/01/2028 (A)		110		105
Prosus
3.680%, 01/21/2030 (A)		250		212
Prosus MTN
4.027%, 08/03/2050 (A)		560		368
3.061%, 07/13/2031 (A)		540		425
SPCM
3.375%, 03/15/2030 (A)		310		256
Sprint Capital
8.750%, 03/15/2032		510		621
TeamSystem
3.500%, 02/15/2028 (A)	EUR	550		526
United Group BV
4.625%, 08/15/2028 (A)		450		360
Vericast
12.500%, 12/15/2027 (A)	$	180		204
11.000%, 09/15/2026 (A)		240		252
Virtusa
7.125%, 12/15/2028 (A)		275		216
				20,082
Materials — 2.2%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		503
AngloGold Ashanti Holdings
3.750%, 10/01/2030		930		813
Ardagh Metal Packaging Finance USA
6.000%, 06/15/2027 (A)		210		208
4.000%, 09/01/2029 (A)		360		282
3.000%, 09/01/2029	EUR	350		282
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)	$	275		220
Avient
7.125%, 08/01/2030 (A)		500		516
Axalta Coating Systems
3.375%, 02/15/2029 (A)		1,405		1,204
Berry Global
1.570%, 01/15/2026		325		295
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		470		429
Chemours
4.625%, 11/15/2029 (A)		645		532
Cleveland-Cliffs Inc
4.875%, 03/01/2031 (A)		715		650
First Quantum Minerals
6.875%, 10/15/2027 (A)		1,000		964

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Huntsman International
4.500%, 05/01/2029	$	375	$	352
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		186
Ingevity
3.875%, 11/01/2028 (A)		735		630
LABL
6.750%, 07/15/2026 (A)		950		916
Metinvest BV
7.750%, 04/23/2023 (A)		375		350
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		133
OCP
3.750%, 06/23/2031 (A)		200		163
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		200		200
Pactiv
8.375%, 04/15/2027		450		444
Rayonier AM Products
7.625%, 01/15/2026 (A)		125		118
Sasol Financing USA
5.500%, 03/18/2031		440		368
4.375%, 09/18/2026		1,360		1,229
Sealed Air
6.875%, 07/15/2033 (A)		411		412
6.125%, 02/01/2028 (A)		200		202
Smyrna Ready Mix Concrete
6.000%, 11/01/2028 (A)		710		666
Suzano Austria GmbH
3.125%, 01/15/2032		590		483
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		190
Teck Resources
3.900%, 07/15/2030	$	250		230
Vale Overseas
6.250%, 08/10/2026		380		390
WR Grace Holdings
5.625%, 08/15/2029 (A)		670		568
				15,128
Real Estate — 0.8%
Agree
2.900%, 10/01/2030		175		149
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		332
Diversified Healthcare Trust
9.750%, 06/15/2025		124		120
4.750%, 05/01/2024		90		81
Essex Portfolio
3.000%, 01/15/2030		400		348
Five Point Operating
7.875%, 11/15/2025 (A)		520		468

SEI Institutional Managed Trust

245

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
IIP Operating Partnership
5.500%, 05/25/2026	$	410	$	352
Prologis
1.750%, 07/01/2030		300		243
Realty Income
4.875%, 06/01/2026		1,000		995
2.850%, 12/15/2032		375		310
Service Properties Trust
7.500%, 09/15/2025		700		691
5.500%, 12/15/2027		160		143
Spirit Realty
3.200%, 01/15/2027		600		547
WP Carey
4.250%, 10/01/2026		700		683
				5,462
Utilities — 1.1%
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		119
American Electric Power
2.300%, 03/01/2030		300		253
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		150
Calpine
3.750%, 03/01/2031 (A)		1,875		1,582
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		228
6.350%, 08/10/2028		500		472
NiSource
3.600%, 05/01/2030		50		46
Pike
5.500%, 09/01/2028 (A)		983		860
Sempra Energy
3.400%, 02/01/2028		1,075		1,010
Southern California Edison
4.200%, 03/01/2029		450		435
Sunnova Energy
5.875%, 09/01/2026 (A)		560		475
TransAlta
7.750%, 11/15/2029		270		284
6.500%, 03/15/2040		980		899
Vistra Operations
3.550%, 07/15/2024 (A)		1,200		1,159
				7,972
Total Corporate Obligations
(Cost $415,426) ($ Thousands)				366,016

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 11.2%
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
7.798%, CME Term SOFR + 3.000%, 02/07/2029 (B)(E)	$	913	$	847
Acrisure, LLC, 1st Lien
10.447%, 02/15/2027		589		583
Acrisure, LLC, 2020 Term Loan, 1st Lien
8.135%, LIBOR + 3.500%, 02/15/2027 (E)		359		347
ADS Tactical Inc, Term Loan, 1st Lien
10.385%, 03/19/2026 (E)		983		904
Adtalem Global, Term Loan, 1st Lien
8.635%, 08/12/2028		301		300
Allen Media LLC, Initial Term Loan, 1st Lien
10.230%, 02/10/2027 (E)		961		832
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
8.468%, LIBOR + 3.750%, 05/12/2028 (E)		669		634
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.135%, 08/17/2028 (E)		526		523
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien
9.033%, 02/15/2029 (E)		510		497
8.827%, 02/15/2029		453		442
8.764%, 02/15/2029		–		—
8.170%, 01/29/2027		133		130
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
8.635%, LIBOR + 3.500%, 01/29/2027 (E)		268		262
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
8.635%, LIBOR + 3.500%, 01/29/2027 (E)		135		132
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
8.135%, LIBOR + 3.500%, 03/11/2028 (B)(E)		320		274
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
7.385%, 05/15/2026 (E)		20		17
Arcis Golf LLC, Initial Term Loan, 1st Lien
8.885%, 11/24/2028		693		688
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (B)		916		878
Asurion, LLC, New B-4 Term Loan, 2nd Lien
9.885%, 01/20/2029 (E)		950		781

246

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Asurion, LLC, New B-9 Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 07/31/2027 (E)	$	500	$	457
Athena Helath Group, Initial Term Loan
8.259%, 02/15/2029 (E)(G)		80		74
Atlantic Aviation, Term Loan, 2nd Lien
10.385%, 09/21/2029 (E)		125		122
Autokiniton, Term Loan B, 1st Lien
9.280%, 04/06/2028 (E)		216		210
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
7.218%, LIBOR + 2.750%, 06/07/2028 (E)		979		969
Caesars Entertainment, Term Loan, 1st Lien
7.968%, 02/06/2030 (E)		220		219
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
9.230%, LIBOR + 4.500%, 11/12/2027 (E)		612		540
Chariot Buyer LLC, Initial Term Loan, 1st Lien
7.885%, 11/03/2028		568		545
Citadel Securities LP, 2021 Term Loan, 1st Lien
7.232%, LIBOR + 2.500%, 02/02/2028 (E)		632		625
City Brewing Company, LLC, Closing Date Term Loan, 1st Lien
8.330%, LIBOR + 3.500%, 04/05/2028 (E)		374		150
Clark Equipment Company, Term Loan B, 1st Lien
7.180%, 04/20/2029 (E)		99		99
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
7.480%, LIBOR + 2.750%, 09/18/2024 (E)		701		668
CPP, Term Loan, 2nd Lien
12.580%, 04/30/2026		370		302
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien
9.954%, 02/20/2029 (E)		485		470
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
11.696%, LIBOR + 7.000%, 02/19/2029 (E)		2,190		2,015
DCert Buyer, Inc., Initial Term Loan, 1st Lien
8.696%, LIBOR + 4.000%, 10/16/2026 (E)		869		849
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
11.385%, 04/07/2028 (E)		300		275

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
8.648%, LIBOR + 3.750%, 04/09/2027 (E)	$	243	$	235
DirecTV Financing, LLC, Closing Date Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 08/02/2027 (E)		822		789
Donnelley Financial, Term Loan, 1st Lien
0.000%, 03/17/2028 (C)		790		778
Empire Today, Term Loan, 1st Lien
9.709%, 04/03/2028 (E)		151		117
Energize Holdco LLC, Initial Term Loan, 1st Lien
8.385%, 12/08/2028 (E)		792		764
Energize Holdco LLC, Initial Term Loan, 2nd Lien
11.385%, 12/07/2029		425		388
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
5.952%, Euribor + 3.750%, 05/21/2028 (E)		320		335
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
8.230%, 05/19/2028		714		703
Entercom Media Corp., Term B-2 Loan, 1st Lien
7.331%, LIBOR + 2.500%, 11/18/2024 (E)		180		115
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
13.730%, 03/08/2024 (E)		243		221
EyeCare Partners, LLC, Term Loan, 1st Lien
8.480%, LIBOR + 3.750%, 02/18/2027 (E)		748		607
EyeCare Partners, Term Loan, 1st Lien
8.480%, 11/15/2028		455		368
EyeCare Partners, Term Loan, 2nd Lien
11.480%, 11/15/2029		430		325
Fanatics Commercial, Term Loan, 1st Lien
7.885%, 11/24/2028 (G)		711		707
First Brand Group, Term Loan, 2nd Lien
13.602%, 03/30/2028		1,410		1,243
First Brands Group, LLC, 2021 Term Loan, 1st Lien
9.119%, LIBOR + 5.000%, 03/30/2027 (E)		540		518
First Brands Group, LLC, Term Loan, 1st Lien
10.246%, 03/30/2027		115		110
Focus Financial, Term Loan, 1st Lien
7.868%, 06/30/2028		567		561

SEI Institutional Managed Trust

247

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
7.118%, 06/30/2028	$	531	$	522
Froneri International Limited, Facility B1, 1st Lien
5.067%, Euribor + 2.375%, 01/29/2027 (E)		330		339
Gainwell Acquisition Corp., Term B Loan, 1st Lien
8.730%, LIBOR + 4.000%, 10/01/2027 (E)(G)		1,955		1,862
Garda Security, Term Loan, 1st Lien
9.009%, 02/01/2029		567		548
Garda World Security Corp
9.109%, LIBOR + 4.250%, 10/30/2026 (E)		679		670
GEO Group, Term Loan, 1st Lien
0.000%, 03/23/2027 (C)		120		121
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
9.218%, LIBOR + 4.500%, 02/19/2026 (E)		379		378
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
8.830%, LIBOR + 4.250%, 10/02/2025 (E)(G)		1,165		812
Global Tel*Link Corporation, Term Loan, 1st Lien
9.076%, LIBOR + 0.040%, 11/29/2025 (E)		417		363
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
8.385%, 03/06/2028 (E)		791		779
Greystone Select, Term Loan, 1st Lien
9.798%, 06/16/2028 (E)		283		263
Grinding Media, Inc., Term Loan B, 1st Lien
8.701%, 10/12/2028 (E)		406		380
Grinding Media, Inc., Term Loan, 1st Lien
8.701%, 10/12/2028		529		495
Hayward Industries, 1st Lien
7.968%, 05/30/2028		269		260
Hudson River Trading, LLC, Term Loan, 1st Lien
7.732%, CME Term SOFR + 3.000%, 03/20/2028 (E)		1,020		951
Hunter Douglas, Term Loan
8.373%, 02/26/2029		235		210
Hunter Douglas, Term Loan, 1st Lien
8.373%, 02/26/2029 (E)		639		572
Hyperion Insurance, Term Loan, 1st Lien
0.000%, 03/24/2030 (C)		120		119
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
8.230%, 12/22/2028 (G)		768		723

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
11.480%, 12/21/2029 (G)	$	225	$	199
Intelsat Jackson Holdings S.A., Term B Loan, 1st Lien
9.082%, CME Term SOFR + 4.250%, 02/01/2029 (E)		1,017		1,005
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
7.590%, LIBOR + 2.750%, 01/26/2028 (E)		1,024		1,006
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
8.135%, LIBOR + 3.500%, 05/05/2028 (E)		709		705
Jump Financial, LLC, Term Loan, 1st Lien
9.342%, CME Term SOFR + 4.500%, 08/07/2028 (E)		1,882		1,727
Knight Health Holdings, Term Loan, 1st Lien
9.885%, 12/23/2028 (G)		642		321
LABL, Inc., Initial Dollar Term Loan, 1st Lien
9.635%, LIBOR + 5.000%, 10/29/2028 (E)		642		621
Lakeshore Learning Materials, Term Loan, 1st Lien
8.230%, 09/29/2028 (E)		1,333		1,305
LaserShip, Inc., Initial Term Loan, 1st Lien
9.230%, LIBOR + 4.500%, 05/07/2028 (E)		960		813
Lids Holdings, Term Loan
10.393%, 12/14/2026 (B)		911		852
Loyalty Ventures Inc., Term B Loan, 1st Lien
11.000%, 11/03/2027		879		80
LRS Holdings, LLC, Intial Term Loan, 1st Lien
8.885%, 08/31/2028		662		645
Magenta Buyer LLC, Initial Term Loan, 1st Lien
9.580%, LIBOR + 5.000%, 07/27/2028 (E)		798		655
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 10/23/2028 (E)(G)		941		916
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
8.250%, 08/02/2028 (E)		733		710
MRI Software, Term Loan, 1st Lien
10.230%, 02/10/2026		320		305
NCL Corp, Term Loan, 1st Lien
6.930%, 01/02/2025		1,073		1,042
New Era Cap, Term Loan, 1st Lien
10.815%, 07/13/2027 (G)		665		652

248

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Newport Parent, Inc., Initial Term Loan, 1st Lien
11.230%, 12/10/2027 (E)	$	873	$	857
One Call Corporation, Term B Loan, 1st Lien
10.375%, LIBOR + 5.500%, 04/22/2027 (E)		953		703
Pacific Bells, LLC, Initial Term Loan, 1st Lien
9.342%, 11/10/2028		257		246
Packers Holdings, LLC, Initial Term Loan, 1st Lien
8.093%, LIBOR + 3.250%, 03/09/2028 (E)		1,005		906
Particle Investment S.A.R.L. (WebPros), Term Loan, 1st Lien
9.980%, 02/18/2027 (B)(E)(G)		–		—
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
9.135%, 08/18/2028		474		436
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
8.885%, 12/15/2028 (G)		563		472
Peraton Corp., Term B Loan, 1st Lien
8.385%, LIBOR + 3.750%, 02/01/2028 (E)		1,122		1,106
Peraton Corp., Term B-1 Loan, 2nd Lien
12.651%, LIBOR + 7.750%, 02/01/2029 (E)		582		565
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
7.885%, LIBOR + 3.250%, 03/05/2026 (E)		42		40
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
8.730%, LIBOR + 4.000%, 12/17/2027 (E)		408		385
Polyconcept, Term Loan, 1st Lien
10.080%, 05/18/2029		667		652
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
7.730%, LIBOR + 3.000%, 11/18/2027 (E)		744		715
Project Sky, Term Loan, 1st Lien
10.635%, 10/08/2029 (E)(G)		140		124
8.385%, 10/08/2028 (E)		762		726
Quikrete Holding, Term Loan B1, 1st Lien
7.635%, 03/18/2029 (E)		663		654
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
7.595%, LIBOR + 2.750%, 02/15/2028 (E)		941		502
RC Buyer, Inc., Initial Term Loan, 2nd Lien
11.230%, 07/30/2029		300		267

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Redstone HoldCo 2 LP, Initial Loan, 2nd Lien
12.565%, LIBOR + 7.750%, 04/27/2029 (E)	$	820	$	457
Redstone Holdco, Term Loan, 1st Lien
9.568%, LIBOR + 4.750%, 04/27/2028 (E)		827		646
Resolute Investment Managers, Inc., Tranche C Term Loan, 1st Lien
8.980%, 04/30/2024		300		218
Rough Country LLC, Term Loan, 1st Lien
8.230%, 07/28/2028 (E)		684		636
Royal Caribbean Cruises, Term Loan, 1st Lien
13.080%, 07/27/2029		900		666
Sedgewick CMS, Term Loan, 1st Lien
8.557%, 02/17/2028 (G)		1,222		1,204
Sigma Holdco
7.460%, 07/02/2025		1		1
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
8.558%, LIBOR + 3.750%, 10/20/2027 (E)		456		472
Smyrna Ready Mix Concrete, LLC, Initial Term Loan, 1st Lien
8.968%, CME Term SOFR + 4.250%, 04/02/2029 (E)(G)		549		544
Sotera Health, Term Loan, 1st Lien
8.816%, 12/11/2026 (G)		530		521
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
10.845%, 06/19/2026 (G)		577		568
SPX Flow, Inc., Term Loan, 1st Lien
9.218%, CME Term SOFR + 4.500%, 04/05/2029 (E)		767		730
Thermostat Buyer, Term Loan
9.453%, 08/31/2028		4		4
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
9.453%, 08/31/2028		260		247
Topgolf, Term Loan, 1st Lien
8.260%, 03/15/2030		420		417
Travelport Finance (Luxembourg) S.A R.L., Initial Term Loan (Priority), 1st Lien
13.480%, LIBOR + 1.500%, 02/28/2025 (E)(G)		19		20
Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 1st Lien
8.730%, 09/15/2028		764		737
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.230%, LIBOR + 3.500%, 03/31/2028 (E)		776		694

SEI Institutional Managed Trust

249

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
13.325%, LIBOR + 8.500%, 11/02/2028 (E)	$	200	$	130
Tutor Perini Corp., Term Loan, 1st Lien
9.385%, LIBOR + 4.750%, 08/18/2027 (B)(E)		726		674
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
9.688%, LIBOR + 5.000%, 06/26/2026 (E)		1,089		732
UFC Holdings, Term Loan, 1st Lien
7.570%, 04/29/2026		338		336
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
8.575%, LIBOR + 3.750%, 05/04/2026 (E)		241		237
United AirLines, Inc., Class B Term Loan, 1st Lien
8.568%, LIBOR + 3.750%, 04/21/2028 (E)		725		719
UST Holdings, Term Loan, 1st Lien
8.482%, 11/20/2028		484		479
Vaco Holdings, Term Loan, 1st Lien
9.730%, 01/21/2029		420		411
Verscend Holding Corp., Term B-1 Loan, 1st Lien
8.840%, LIBOR + 4.000%, 08/27/2025 (E)		1,050		1,048
Vertex Aerospace Services Corp., Initial Term Loan, 1st Lien
8.135%, LIBOR + 4.000%, 12/06/2028 (E)		1,099		1,092
Virgin Media Bristol LLC, N Facility, 1st Lien
7.184%, LIBOR + 2.500%, 01/31/2028 (E)		935		918
Virgin Pulse, Inc., Initial Term Loan, 1st Lien
8.635%, 04/06/2028 (E)		257		211
Virtusa, Term Loan
8.385%, 02/11/2028		915		902
VT Topco, Inc., Delayed Term Loan, 1st Lien
8.385%, 08/01/2025		10		10
VT Topco, Inc., Term Loan, 1st Lien
8.385%, 08/01/2025		385		379
VT Topco, Inc., Term Loan, 2nd Lien
11.385%, 07/31/2026		320		306
WP CPP Holdings, LLC, Initial Term Loan, 1st Lien
8.390%, LIBOR + 3.750%, 04/30/2025 (E)		–		—
WP CPP Holdings, Term B Loan
8.580%, LIBOR + 3.750%, 04/30/2025 (E)		504		457

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
8.730%, 07/26/2028 (E)	$	750	$	725
Total Loan Participations
(Cost $85,381) ($ Thousands)				78,374
	Shares
COMMON STOCK — 10.6%
Communication Services — 0.9%
BCE Inc		4,069		182
HKT Trust & HKT Ltd		197,586		262
Intelsat Jackson Holdings *(B)		22,512		597
KDDI Corp		42,312		1,301
Koninklijke KPN NV		184,001		651
Orange SA		109,772		1,306
SoftBank Corp		15,573		179
Spark New Zealand Ltd		102,378		324
TIME dotCom Bhd		58,112		73
Verizon Communications Inc		27,947		1,087
				5,962
Consumer Discretionary — 0.3%
Harvey Norman Holdings Ltd		32,467		78
Industria de Diseno Textil SA		40,479		1,359
JB Hi-Fi Ltd		6,557		186
McDonald's Corp		1,109		310
Premier Investments Ltd		4,897		86
USS Co Ltd		11,112		192
				2,211
Consumer Staples — 1.8%
Altria Group Inc		38,400		1,713
British American Tobacco PLC		35,432		1,244
Clorox Co/The		6,316		999
Coca-Cola Co/The		5,881		365
Colgate-Palmolive Co		1,237		93
Flowers Foods Inc		10,839		297
General Mills Inc		17,848		1,525
Imperial Brands PLC		49,536		1,142
Japan Tobacco Inc		66,096		1,390
Kimberly-Clark Corp		8,756		1,175
Mondelez International Inc, Cl A		2,052		143
PepsiCo Inc		2,083		380
Philip Morris International Inc		15,518		1,509
Procter & Gamble Co/The		3,592		534
Vector Group Ltd		6,784		81
Viscofan SA		2,142		154
Want Want China Holdings Ltd		274,457		177
				12,921

250

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energy — 0.9%
Chord Energy Corp		2,163	$	291
Civitas Resources Inc		3,002		205
Coterra Energy Inc		43,149		1,059
EOG Resources Inc		9,857		1,130
Noble Corp PLC *		7,982		315
PetroChina Co Ltd, Cl H		1,156,114		685
Summit Midstream Partners LP *		28,458		437
TotalEnergies SE		17,724		1,046
Williams Cos Inc/The		39,114		1,168
				6,336
Financials — 2.3%
Agricultural Bank of China Ltd, Cl H		1,613,375		598
American Financial Group Inc/OH		4,029		490
Arbor Realty Trust Inc ‡		8,268		95
Artisan Partners Asset Management Inc, Cl A		3,718		119
ASR Nederland NV		7,629		305
Azimut Holding SpA		5,873		126
Banca Generali SpA		3,193		102
Banca Mediolanum SpA		11,715		106
Bank of China Ltd, Cl H		4,384,547		1,681
Bank of Communications Co Ltd, Cl H		477,981		301
Bank OZK		6,175		211
China CITIC Bank Corp Ltd, Cl H		489,770		246
China Construction Bank Corp, Cl H		2,913,881		1,889
CME Group Inc, Cl A		8,836		1,692
Cohen & Steers Inc		1,416		91
Great-West Lifeco Inc		14,862		393
Industrial & Commercial Bank of China Ltd, Cl H		2,343,710		1,248
Mapfre SA		47,313		96
Nordea Bank Abp, Cl A		96,458		1,029
Northwest Bancshares Inc		6,232		75
Old Republic International Corp		15,720		393
OneMain Holdings Inc, Cl A		5,990		222
Oversea-Chinese Banking Corp Ltd		132,962		1,237
Prosperity Bancshares Inc		4,892		301
Public Bank Bhd		816,434		740
S&T Bancorp Inc		1,953		61
Toronto-Dominion Bank/The		18,191		1,088
Unipol Gruppo SpA		20,996		108
WesBanco Inc		3,194		98
Zurich Insurance Group AG		2,460		1,179
				16,320
Health Care — 1.8%
Abbott Laboratories		2,627		266
AbbVie Inc		9,800		1,562
Amgen Inc, Cl A		6,144		1,485
Bristol-Myers Squibb Co		20,039		1,389
Gilead Sciences Inc		19,811		1,644

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medtronic PLC		14,066	$	1,134
Merck & Co Inc		3,836		408
Novartis AG		18,327		1,680
Pfizer Inc		31,348		1,279
Sanofi		12,832		1,398
				12,245
Industrials — 0.5%
Assicurazioni Generali SpA		59,767		1,193
Automatic Data Processing Inc		645		144
Cia de Distribucion Integral Logista Holdings SA		3,662		92
CITIC Ltd		318,524		372
Illinois Tool Works Inc		417		102
MSC Industrial Direct Co Inc, Cl A		2,443		205
NWS Holdings Ltd		80,301		72
PACCAR Inc		16,864		1,234
Pacific Basin Shipping Ltd		274,541		106
Pagegroup PLC		17,876		101
SITC International Holdings Co Ltd		71,531		154
				3,775
Information Technology — 0.7%
Broadcom Inc		2,191		1,405
Cisco Systems Inc		28,967		1,514
Qlik, Cl A *(B)		56		74
Qlik, Cl B *(B)		13,812		—
Texas Instruments Inc		9,213		1,714
				4,707
Materials — 0.7%
Arctic Canadian Diamond Company Ltd *(B)		824		306
BHP Group Ltd		48,580		1,536
LyondellBasell Industries NV, Cl A		13,537		1,271
Petronas Chemicals Group Bhd		137,453		220
Rio Tinto PLC		21,465		1,454
				4,787
Real Estate — 0.5%
CapitaLand Ascott Trust ‡		111,606		84
Frontier Real Estate Investment Corp ‡		27		96
Getty Realty Corp ‡		2,146		77
Innovative Industrial Properties Inc, Cl A ‡		1,511		115
Medical Properties Trust Inc ‡		34,176		281
Public Storage ‡		4,490		1,357
VICI Properties Inc, Cl A ‡		34,841		1,136
Waypoint REIT Ltd ‡		38,403		67
				3,213
Utilities — 0.2%
CK Infrastructure Holdings Ltd		34,145		186
Enagas SA		13,317		256
Italgas SpA		25,503		156
Petronas Gas Bhd		43,248		162

SEI Institutional Managed Trust

251

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Power Assets Holdings Ltd		76,848	$	412
Red Electrica Corp SA		22,377		394
Rubis SCA		5,050		135
				1,701
Total Common Stock
(Cost $71,727) ($ Thousands)				74,178
	Face Amount (Thousands)
SOVEREIGN DEBT — 9.5%
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050(A)	$	1,630		1,384
Adani Ports & Special Economic Zone
4.000%, 07/30/2027		910		723
3.375%, 07/24/2024		570		528
Angolan Government International Bond
9.375%, 05/08/2048		200		156
9.125%, 11/26/2049(A)		1,170		904
8.750%, 04/14/2032(A)		210		177
8.000%, 11/26/2029(A)		420		360
Argentine Republic Government International Bond
3.500%, 07/09/2029(H)		1,310		370
1.500%, 07/09/2023(H)		1,316		342
1.000%, 07/09/2029		262		73
0.500%, 07/09/2023(H)		3,590		1,040
0.500%, 07/09/2029	EUR	6		2
0.125%, 07/09/2030		165		42
Azerbaijan Government International Bond
3.500%, 09/01/2032	$	1,360		1,158
Bahrain Government International Bond MTN
5.625%, 05/18/2034(A)		940		820
Benin Government International Bond
4.875%, 01/19/2032(A)	EUR	1,480		1,208
Brazil Government International Bond
5.333%, 02/15/2028	$	100		98
Buenos Aires Government International Bond MTN
5.250%, 09/01/2023(A)(H)		7,512		2,633
Bundesrepublik Deutschland Bundesanleihe
0.000%, 08/15/2026(C)	EUR	360		361
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)	$	300		302
Ciudad Autonoma De Buenos Aires
7.500%, 06/01/2027		480		429
Colombia Government International Bond
4.125%, 05/15/2051		630		388

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
3.125%, 04/15/2031	$	730	$	556
3.000%, 01/30/2030		730		572
Cordoba Government International Bond
6.990%, 06/01/2027(A)(H)		526		387
Country Garden Holdings
8.000%, 01/27/2024		200		173
Dominican Republic International Bond
7.450%, 04/30/2044		600		576
6.850%, 01/27/2045		660		588
6.500%, 02/15/2048(A)		1,270		1,074
6.400%, 06/05/2049(A)		660		550
5.500%, 02/22/2029(A)		240		226
4.875%, 09/23/2032		460		390
4.500%, 01/30/2030		550		478
Ecuador Government International Bond
5.500%, 07/31/2023(A)(H)		352		163
1.500%, 07/31/2023(A)(H)		1,128		337
0.000%, 07/31/2030(A)(I)		329		98
Egypt Government International Bond
8.875%, 05/29/2050(A)		710		416
8.700%, 03/01/2049(A)		520		303
8.500%, 01/31/2047		450		260
7.903%, 02/21/2048(A)		360		199
7.625%, 05/29/2032(A)		480		304
6.375%, 04/11/2031(A)	EUR	330		213
5.625%, 04/16/2030		1,560		1,011
4.750%, 04/16/2026(A)		100		80
Gabon Government International Bond
7.000%, 11/24/2031(A)	$	1,120		853
Guatemala Government Bond
6.125%, 06/01/2050(A)		530		501
4.900%, 06/01/2030(A)		280		267
4.875%, 02/13/2028		790		767
4.500%, 05/03/2026(A)		770		752
4.375%, 06/05/2027(A)		790		761
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023(A)		860		859
Indonesia Government International Bond
7.000%, 05/15/2027	IDR	41,349,000		2,813
3.850%, 10/15/2030	$	200		190
3.500%, 01/11/2028		880		843
2.850%, 02/14/2030		900		812
1.100%, 03/12/2033	EUR	400		320
0.900%, 02/14/2027		180		174
Iraq Government International Bond
5.800%, 01/15/2028	$	175		163
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		315
6.125%, 06/15/2033	$	650		561
5.250%, 03/22/2030	EUR	390		347
4.875%, 01/30/2032(A)		1,660		1,370

252

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Jamaica Government International Bond
7.875%, 07/28/2045	$	740	$	866
Jordan Government International Bond
7.750%, 01/15/2028(A)		500		507
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025		220		226
Kenya Government International Bond
8.250%, 02/28/2048(A)		260		190
8.000%, 05/22/2032(A)		910		736
7.000%, 05/22/2027(A)		250		211
Lebanon Government International Bond
8.250%, 05/17/2034(D)		30		2
8.200%, 05/17/2033(D)		40		2
7.150%, 11/20/2031(D)		40		2
7.050%, 11/02/2035(D)		100		6
7.000%, 03/20/2028(D)		40		2
6.850%, 03/23/2027(D)		100		6
6.850%, 05/25/2029(D)		721		45
6.750%, 11/29/2027(D)		410		26
6.650%, 04/22/2024(D)		170		11
6.650%, 11/03/2028(D)		80		5
6.650%, 02/26/2030(D)		832		52
6.600%, 11/27/2026(D)		30		2
6.200%, 02/26/2025(D)		860		53
Mexican Bonos
5.750%, 03/05/2026	MXN	14,530		726
Mexico Government International Bond
3.771%, 05/24/2061	$	520		351
2.659%, 05/24/2031		1,120		934
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		588
1.500%, 11/27/2031(A)	EUR	290		236
Mozambique International Bond
5.000%, 09/15/2023(H)	$	220		157
Nigeria Government International Bond
8.747%, 01/21/2031		1,720		1,380
7.696%, 02/23/2038(A)		690		461
Oman Government International Bond
6.750%, 01/17/2048		200		189
6.250%, 01/25/2031(A)		1,600		1,626
Pakistan Government International Bond
6.875%, 12/05/2027		200		71
6.000%, 04/08/2026(A)		540		196
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		420		130
Panama Government International Bond
4.500%, 04/01/2056		300		223
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		264

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Paraguay Government International Bond
6.100%, 08/11/2044	$	500	$	484
5.600%, 03/13/2048		760		674
5.400%, 03/30/2050(A)		320		275
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		530
4.450%, 02/20/2029(A)		330		327
Peruvian Government International Bond
2.783%, 01/23/2031		380		324
Qatar Government International Bond
5.103%, 04/23/2048(A)		820		832
4.817%, 03/14/2049(A)		930		910
4.625%, 06/02/2046		280		270
4.400%, 04/16/2050(A)		450		416
3.750%, 04/16/2030(A)		200		195
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		167
3.375%, 01/28/2050	EUR	230		151
2.875%, 05/26/2028		650		620
2.875%, 03/11/2029		1,490		1,379
2.124%, 07/16/2031(A)		250		197
2.000%, 12/08/2026(A)		590		574
2.000%, 01/28/2032(A)		110		84
2.000%, 04/14/2033(A)		900		665
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070		933
3.750%, 01/21/2055(A)		220		169
3.250%, 10/22/2030(A)		430		396
Senegal Government International Bond
5.375%, 06/08/2037(A)	EUR	930		647
4.750%, 03/13/2028(A)		740		674
Serbia Government International Bond
1.500%, 06/26/2029(A)		500		414
South Africa Government International Bond
5.650%, 09/27/2047	$	950		701
4.850%, 09/27/2027		890		848
4.300%, 10/12/2028		200		179
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)(D)		910		318
6.850%, 03/14/2024(A)(D)		200		70
6.850%, 11/03/2025(D)		570		207
6.825%, 07/18/2026(A)(D)		250		91
6.750%, 04/18/2028(A)(D)		360		126
Turkey Government International Bond
7.625%, 04/26/2029		560		532
6.875%, 03/17/2036		60		51
6.500%, 09/20/2033		900		767
6.000%, 03/25/2027		320		295
6.000%, 01/14/2041		1,980		1,488
4.250%, 04/14/2026		530		476

SEI Institutional Managed Trust

253

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Ukraine Government International Bond
9.750%, 11/01/2030(A)(D)	$	640	$	118
8.994%, 02/01/2026(D)		280		51
7.750%, 09/01/2025(D)		910		180
7.750%, 09/01/2026(D)		230		42
7.750%, 09/01/2029(D)		250		45
7.375%, 09/25/2034(A)(D)		200		34
7.253%, 03/15/2035(A)(D)		420		72
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		334
3.700%, 11/25/2030(A)		660		529
Virgin Money UK
9.250%, UK Govt Bonds 5 Year Note Generic Bid Yield + 8.307%, 06/08/2171(E)(F)	GBP	300		347
Zambia Government International Bond
5.375%, 09/20/2022(D)	$	760		321
Total Sovereign Debt
(Cost $87,021) ($ Thousands)				66,131
MORTGAGE-BACKED SECURITIES — 7.2%
Agency Mortgage-Backed Obligations — 1.1%
FHLMC
6.000%, 12/01/2052		100		103
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050		579		111
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050		498		79
FHLMC STACR REMIC Trust, Ser 2017-HRP1, Cl B1
9.445%, ICE LIBOR USD 1 Month + 4.600%, 12/25/2042(E)		330		336
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
7.145%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(A)(E)		660		638
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1
9.945%, ICE LIBOR USD 1 Month + 5.100%, 06/25/2050(A)(E)		1,248		1,323
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1
9.360%, SOFR30A + 4.800%, 10/25/2050(A)(E)		210		221
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1
7.560%, SOFR30A + 3.000%, 12/25/2050(A)(E)		630		600

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2
6.360%, SOFR30A + 1.800%, 01/25/2051(A)(E)	$	149	$	147
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
8.060%, SOFR30A + 3.500%, 10/25/2033(A)(E)		390		372
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
7.610%, SOFR30A + 3.050%, 01/25/2034(A)(E)		590		542
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl B1
8.210%, SOFR30A + 3.650%, 11/25/2041(A)(E)		540		507
FNMA
2.790%, 01/01/2035(E)		344		301
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
0.755%, 05/25/2045(E)		1,363		113
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
1.305%, 01/25/2048(E)		952		104
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050		538		103
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048		1,031		196
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
1.872%, 01/16/2040(E)		1,039		131
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
1.289%, 08/20/2043(E)		110		12
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		1,279		183
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		731		101
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		289		34
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
0.899%, 07/20/2047(E)		707		59
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
1.439%, 09/20/2048(E)		310		32
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
1.439%, 09/20/2048(E)		422		43
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
1.439%, 09/20/2048(E)		1,411		161
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
1.389%, 10/20/2048(E)		417		36
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
1.389%, 10/20/2048(E)		261		25
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
1.439%, 05/20/2048(E)		1,329		137
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
0.939%, 01/20/2048(E)		875		83

254

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
1.289%, 01/20/2049(E)	$	224	$	21
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
1.339%, 09/20/2049(E)		812		72
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
1.339%, 09/20/2049(E)		624		61
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049		2,014		295
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
1.289%, 01/20/2049(E)		176		17
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
1.339%, 06/20/2049(E)		141		13
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050		750		130
				7,442
Non-Agency Mortgage-Backed Obligations — 6.1%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
5.775%, ICE LIBOR USD 1 Month + 0.930%, 11/25/2034(E)		331		314
Alternative Loan Trust, Ser 2005-81, Cl A1
5.405%, ICE LIBOR USD 1 Month + 0.560%, 02/25/2037(E)		456		368
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052		870		768
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.003%, 05/15/2052(E)		10,458		448
BIG Commercial Mortgage Trust, Ser BIG, Cl F
10.263%, TSFR1M + 5.436%, 02/15/2039(A)(E)		480		444
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A
3.125%, 01/29/2070(A)(H)		652		583
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
6.834%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(A)(E)		1,970		1,869
BX Commercial Mortgage Trust, Ser LP2, Cl G
8.933%, TSFR1M + 4.106%, 02/15/2039(A)(E)		687		630
BX Commercial Mortgage Trust, Ser XL2, Cl J
8.574%, ICE LIBOR USD 1 Month + 3.890%, 10/15/2038(A)(E)		463		421
BX Trust, Ser SDMF, Cl F
6.621%, ICE LIBOR USD 1 Month + 1.937%, 09/15/2034(A)(E)		310		284

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)	$	918	$	875
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(A)(E)		500		394
Citigroup Mortgage Loan Trust, Ser 2022-A, Cl A1
6.170%, 09/25/2062(A)(H)		583		580
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
9.195%, ICE LIBOR USD 1 Month + 4.350%, 04/25/2031(A)(E)		460		477
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
8.945%, ICE LIBOR USD 1 Month + 4.100%, 07/25/2039(A)(E)		528		533
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
7.660%, SOFR30A + 3.100%, 10/25/2041(A)(E)		670		631
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
7.310%, SOFR30A + 2.750%, 12/25/2041(A)(E)		680		624
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1
9.060%, SOFR30A + 4.500%, 04/25/2042(A)(E)		433		421
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2
7.560%, SOFR30A + 3.000%, 04/25/2042(A)(E)		386		376
Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
8.395%, ICE LIBOR USD 1 Month + 3.550%, 07/25/2030(E)		570		587
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
7.702%, ICE LIBOR USD 3 Month + 2.900%, 08/09/2024(A)(E)		935		918
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		177
CSMC Trust, Ser 2017-RPL1, Cl M2
2.952%, 07/25/2057(A)(E)		1,190		916
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041(A)		950		787
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1
5.105%, 05/25/2065(A)(E)		600		559
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
6.760%, SOFR30A + 2.200%, 05/25/2042(A)(E)		638		641

SEI Institutional Managed Trust

255

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
5.005%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036(E)	$	461	$	450
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C
8.934%, ICE LIBOR USD 1 Month + 4.250%, 09/15/2031(A)(E)		1,785		406
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
7.934%, ICE LIBOR USD 1 Month + 3.250%, 12/15/2036(A)(E)		595		559
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
5.784%, ICE LIBOR USD 1 Month + 1.100%, 12/15/2036(A)(E)		1,830		1,800
GS Mortgage Securities Trust, Ser LUAU, Cl G
9.134%, ICE LIBOR USD 1 Month + 4.450%, 11/15/2032(A)(E)		500		467
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
4.838%, ICE LIBOR USD 1 Month + 0.240%, 11/19/2036(E)		1,568		1,360
Impac CMB Trust, Ser 2005-4, Cl 1M1
5.490%, ICE LIBOR USD 1 Month + 0.430%, 05/25/2035(E)		625		565
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
7.851%, ICE LIBOR USD 1 Month + 3.150%, 07/05/2033(A)(E)		910		736
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
7.534%, ICE LIBOR USD 1 Month + 2.850%, 09/15/2029(A)(E)		1,730		1,440
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
8.950%, ICE LIBOR USD 1 Month + 4.265%, 11/15/2038(A)(E)		710		659
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066(A)(H)		660		584
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
3.219%, 06/26/2036(A)(H)		201		173
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
8.095%, ICE LIBOR USD 1 Month + 3.250%, 10/25/2049(A)(E)		500		458
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
8.595%, ICE LIBOR USD 1 Month + 3.750%, 03/25/2050(A)(E)		480		445

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
5.895%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2048(A)(E)	$	258	$	248
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
10.095%, ICE LIBOR USD 1 Month + 5.250%, 05/25/2055(A)(E)		468		458
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.660%, 05/25/2033(E)		7		4
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
2.599%, ICE LIBOR USD 1 Month + 0.430%, 03/26/2036(A)(E)		251		226
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
8.552%, ICE LIBOR USD 1 Month + 3.700%, 11/27/2031(A)(E)		184		178
PRKCM Trust, Ser 2023-AFC1, Cl A3
7.304%, 02/25/2058(A)(H)		337		338
Radnor, Ser 2020-1, Cl M1C
6.595%, ICE LIBOR USD 1 Month + 1.750%, 01/25/2030(A)(E)		1,830		1,809
RALI Series Trust, Ser 2006-QO2, Cl A2
5.385%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2046(E)		1,286		260
RALI Series Trust, Ser 2007-QO2, Cl A1
4.995%, ICE LIBOR USD 1 Month + 0.150%, 02/25/2047(E)		792		288
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057(E)		1,575		1,423
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(E)		1,125		1,002
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(E)		1,720		1,492
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(E)		2,230		1,890
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(E)		830		716
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(E)		640		561
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M
4.500%, 11/25/2061(A)(E)		320		255
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036(A)(E)		885		710

256

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
SMR Mortgage Trust, Ser IND, Cl F
10.827%, TSFR1M + 6.000%, 02/15/2039(A)(E)	$	810	$	741
Soho Trust, Ser SOHO, Cl D
2.697%, 08/10/2038(A)(E)		440		264
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
5.415%, ICE LIBOR USD 1 Month + 0.570%, 10/25/2036(A)(E)		982		956
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl F
8.963%, ICE LIBOR USD 1 Month + 4.252%, 11/11/2034(A)(E)		583		544
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl E
8.190%, ICE LIBOR USD 1 Month + 3.480%, 11/11/2034(A)(E)		1,742		1,637
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(E)		640		464
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
3.404%, 12/25/2036(E)		517		433
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
4.365%, 04/25/2036(E)		360		329
				42,953
Total Mortgage-Backed Securities
(Cost $55,727) ($ Thousands)				50,395
ASSET-BACKED SECURITIES — 4.4%
Other Asset-Backed Securities — 4.4%
Aimco CLO 12, Ser 2022-12A, Cl DR
7.558%, TSFR3M + 2.900%, 01/17/2032(A)(E)		360		329
Apidos CLO XXII, Ser 2020-22A, Cl DR
11.558%, ICE LIBOR USD 3 Month + 6.750%, 04/20/2031(A)(E)		1,380		1,234
Bain Capital Credit CLO, Ser 2023-1A, Cl AN
6.573%, TSFR3M + 1.830%, 04/16/2036(A)(E)		690		686
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
8.408%, ICE LIBOR USD 3 Month + 3.600%, 01/20/2032(A)(E)		340		311
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
11.678%, ICE LIBOR USD 3 Month + 6.860%, 07/25/2034(A)(E)		890		785

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bristol Park CLO, Ser 2020-1A, Cl ER
11.792%, ICE LIBOR USD 3 Month + 7.000%, 04/15/2029(A)(E)	$	500	$	430
Canyon Capital CLO, Ser 2021-1A, Cl E
11.202%, ICE LIBOR USD 3 Month + 6.410%, 04/15/2034(A)(E)		280		237
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
5.914%, ICE LIBOR USD 3 Month + 1.050%, 05/15/2031(A)(E)		1,045		1,031
Carlyle US CLO, Ser 2021-2A, Cl DR
11.292%, ICE LIBOR USD 3 Month + 6.500%, 07/15/2032(A)(E)		1,600		1,407
CarVal CLO VII-C, Ser 2023-1A, Cl A1
6.884%, TSFR3M + 2.200%, 01/20/2035(A)(E)		730		728
Cathedral Lake VI, Ser 2021-6A, Cl E
12.028%, ICE LIBOR USD 3 Month + 7.210%, 04/25/2034(A)(E)		300		245
Cathedral Lake VII, Ser 2021-7RA, Cl D
9.072%, ICE LIBOR USD 3 Month + 4.280%, 01/15/2032(A)(E)		700		645
Catskill Park CLO, Ser 2017-1A, Cl D
10.808%, ICE LIBOR USD 3 Month + 6.000%, 04/20/2029(A)(E)		900		750
CIFC Funding, Ser 2017-3A, Cl C
8.458%, ICE LIBOR USD 3 Month + 3.650%, 07/20/2030(A)(E)		690		643
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021(A)(C)		3,000		177
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
5.105%, ICE LIBOR USD 1 Month + 0.260%, 12/25/2036(E)		1,022		915
CQS US CLO, Ser 2021-1A, Cl D1
8.358%, ICE LIBOR USD 3 Month + 3.550%, 01/20/2035(A)(E)		1,850		1,660
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
11.392%, ICE LIBOR USD 3 Month + 6.600%, 04/15/2034(A)(E)		770		654
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
11.208%, ICE LIBOR USD 3 Month + 6.400%, 04/20/2034(A)(E)		330		275
Eaton Vance CLO, Ser 2021-2A, Cl ER
11.292%, ICE LIBOR USD 3 Month + 6.500%, 01/15/2035(A)(E)		500		433
Educational Funding, Ser 2006-1A, Cl A3
5.168%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033(A)(E)		632		436
Fortress Credit BSL XII, Ser 2021-4A, Cl E
11.922%, ICE LIBOR USD 3 Month + 7.130%, 10/15/2034(A)(E)		250		219

SEI Institutional Managed Trust

257

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E
11.508%, ICE LIBOR USD 3 Month + 6.700%, 07/20/2034(A)(E)	$	410	$	364
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048(A)		138		106
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049(A)		90		69
Halsey Point CLO I, Ser 2019-1A, Cl F
13.008%, ICE LIBOR USD 3 Month + 8.200%, 01/20/2033(A)(E)		290		237
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(A)		978		850
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051(A)		157		127
HGI CRE CLO, Ser 2021-FL1, Cl C
6.428%, ICE LIBOR USD 1 Month + 1.700%, 06/16/2036(A)(E)		330		309
Jay Park CLO, Ser 2018-1A, Cl DR
10.008%, ICE LIBOR USD 3 Month + 5.200%, 10/20/2027(A)(E)		590		536
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(B)(C)		750		–
Marathon CLO, Ser 2019-2A, Cl BA
8.108%, ICE LIBOR USD 3 Month + 3.300%, 01/20/2033(A)(E)		330		305
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR
7.692%, ICE LIBOR USD 3 Month + 2.900%, 10/16/2033(A)(E)		500		446
Neuberger Berman Loan Advisers CLO 44, Ser 2021-44A, Cl E
10.792%, ICE LIBOR USD 3 Month + 6.000%, 10/16/2034(A)(E)		490		432
Oaktree CLO, Ser 2019-1A, Cl D
8.615%, ICE LIBOR USD 3 Month + 3.800%, 04/22/2030(A)(E)		250		216
Ocean Trails CLO X, Ser 2021-10A, Cl ER
12.362%, ICE LIBOR USD 3 Month + 7.570%, 10/15/2034(A)(E)		590		504
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1
6.780%, TSFR3M + 2.000%, 01/20/2035(A)(E)		650		648
OZLM XI, Ser 2017-11A, Cl BR
7.102%, ICE LIBOR USD 3 Month + 2.300%, 10/30/2030(A)(E)		600		579
Palmer Square Loan Funding, Ser 2022-3A, Cl C
9.405%, TSFR3M + 5.400%, 04/15/2031(A)(E)		670		633

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Parallel, Ser 2020-1A, Cl CR
6.808%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029(A)(E)	$	750	$	716
Peace Park CLO, Ser 2021-1A, Cl E
10.808%, ICE LIBOR USD 3 Month + 6.000%, 10/20/2034(A)(E)		400		366
Rad CLO 15, Ser 2021-15A, Cl A
5.898%, ICE LIBOR USD 3 Month + 1.090%, 01/20/2034(A)(E)		760		746
RR, Ser 2021-18A, Cl D
11.042%, ICE LIBOR USD 3 Month + 6.250%, 10/15/2034(A)(E)		750		668
Sculptor CLO XXVI, Ser 2021-26A, Cl E
12.058%, ICE LIBOR USD 3 Month + 7.250%, 07/20/2034(A)(E)		450		392
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		690		632
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		429		304
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		390		348
Sycamore Tree CLO, Ser 2023-2A, Cl A
7.011%, TSFR3M + 2.330%, 04/20/2035(A)(E)		750		749
Symphony CLO 37, Ser 2022-37A, Cl A1A
6.546%, TSFR3M + 2.300%, 10/20/2034(A)(E)		660		659
Symphony CLO XIX, Ser 2018-19A, Cl E
9.992%, ICE LIBOR USD 3 Month + 5.200%, 04/16/2031(A)(E)		250		205
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
11.565%, ICE LIBOR USD 3 Month + 6.750%, 10/13/2032(A)(E)		730		615
Tikehau US CLO I, Ser 2021-1A, Cl E
11.705%, ICE LIBOR USD 3 Month + 6.910%, 01/18/2035(A)(E)		1,200		1,017
TSTAT, Ser 2022-2A, Cl C
9.313%, TSFR3M + 4.800%, 01/20/2031(A)(E)		480		486
Voya CLO, Ser 2018-3A, Cl A1A
5.942%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031(A)(E)		250		247
Voya CLO, Ser 2021-3A, Cl DR
11.758%, ICE LIBOR USD 3 Month + 6.950%, 04/20/2034(A)(E)		260		232
Whitebox CLO IV, Ser 2023-4A, Cl A1
6.930%, TSFR3M + 2.150%, 04/20/2036(A)(E)		770		768
Whitehorse XII, Ser 2018-12A, Cl D
8.442%, ICE LIBOR USD 3 Month + 3.650%, 10/15/2031(A)(E)		250		228

258

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
8.992%, ICE LIBOR USD 3 Month + 4.200%, 07/15/2033(A)(E)	$	450	$	405
Total Asset-Backed Securities
(Cost $36,978) ($ Thousands)				30,374
	Shares
PREFERRED STOCK — 0.4%
Energy — 0.4%
MPLX, 8.462% *(B)(F)		70,655		2,511
Total Preferred Stock
(Cost $2,296) ($ Thousands)				2,511
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.2%
Alarm.com Holdings
0.000%, 01/15/2026(I)	$	57		48
Apollo Commercial Real Estate Finance
5.375% , 10/15/2023		270		262
DISH Network
0.000%, 12/15/2025(I)		690		364
3.375% , 08/15/2026		170		88
DraftKings Holdings
0.000%, 03/15/2028(I)		770		533
Gannett
6.000% , 12/01/2027		240		176
Total Convertible Bonds
(Cost $1,759) ($ Thousands)				1,471
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035		209		229
Total Municipal Bond
(Cost $230) ($ Thousands)				229
		Number of Warrants
WARRANTS — 0.0%
Noble Corp PLC, Expires 02/07/2028
Strike Price $19.27 *		2,787		69
Noble Corp PLC, Expires 02/07/2028
Strike Price $23.13 *		2,787		64

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Total Warrants
(Cost $12) ($ Thousands)		$	133
	Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡(B)	4,712		–
Total Rights
(Cost $—) ($ Thousands)			–
PURCHASED OPTIONS — 0.1%
Total Purchased Options
(Cost $617) ($ Thousands)			445
Total Investments in Securities — 96.1%
(Cost $757,174) ($ Thousands)		$	670,257
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $584) ($ Thousands)		$	(221	)

SEI Institutional Managed Trust

259

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

A list of the open exchange traded options contracts held by the Fund at March 31, 2023 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.1%
Put Options
USD Put		3,900,000		$	4,236		$	1.09		6/17/2023	$	57
USD Put		1,150,000			20,585			17.90		6/17/2023		31
USD Put		2,920,000			3,201			1.10		6/17/2023		30
USD Put		1,990,000			2,687			1.35		6/17/2023		24
USD Put		2,800,000			6,720			2.40		7/22/2023		12
USD Put		2,630,000			7,101			2.70		5/21/2033		3
					44,530							157
Call Options					–							–
December 2023, IMM Eurodollar Future Option		6		$	1,485			99.00		12/16/2023	$	–
USD Call		2,820,000			7,896			2.80		8/19/2023		122
USD Call		2,820,000			8,347			2.96		9/16/2023		99
USD Call		3,800,000			4,399			1.16		4/22/2023		–
USD Put		2,600,000			7,800			3.00		5/20/2023		67
					29,927							288
Total Purchased Options				$	74,457						$	445
WRITTEN OPTIONS — 0.0%
Put Options
USD Put		(2,630,000	)	$	(5,293	)		2.01		05/21/2033	$	–
USD Put		(2,630,000	)		(6,197	)		2.36		05/21/2033		(1	)
USD Put		(2,800,000	)		(4,900	)		1.75		07/22/2023		(3	)
USD Put		(2,800,000	)		(5,810	)		2.08		07/22/2023		(6	)
USD Put		(5,840,000	)		(6,548	)		1.12		06/17/2023		(19	)
					(28,748	)						(29	)
Call Options
June 2023, U.S. 5 Year Future Option		(39	)	$	(4,368	)		112.00		05/20/2023	$	(15	)
USD Call		(1,150,000	)		(23,000	)		20.00		06/17/2023		(4	)
USD Call		(2,820,000	)		(10,857	)		3.85		09/16/2023		(20	)
USD Call		(2,820,000	)		(10,321	)		3.66		08/19/2023		(27	)
USD Call		(2,820,000	)		(9,602	)		3.41		09/16/2023		(47	)
USD Call		(2,820,000	)		(9,109	)		3.23		08/19/2023		(62	)
USD Put		(2,600,000	)		(10,117	)		3.89		05/20/2023		(2	)
USD Put		(2,600,000	)		(8,958	)		3.45		05/20/2023		(15	)
					(86,332	)						(192	)
Total Written Options				$	(115,080	)					$	(221	)

A list of the open futures contracts held by the Fund at March 31, 2023 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Australian 10-Year Bond		24		Jun-2023	$	1,888	$	1,975	$	64
Euro-Bobl		5		Jun-2023		611		640		14
ICE 3-Month SONIA		22		Sep-2023		6,384		6,491		(22	)

260

SEI Institutional Managed Trust

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
ICE 3-Month SONIA		62			Dec-2023	$	17,964		$	18,283		$	(14	)
ICE 3-Month SONIA		38			Mar-2024		10,977			11,219			(62	)
Long Gilt 10-Year Bond		26			Jun-2023		3,151			3,322			90
3-Month SOFR		52			Mar-2025		12,561			12,594			33
U.S. 2-Year Treasury Note		310			Jul-2023		63,520			64,001			480
U.S. 5-Year Treasury Note		59			Jun-2023		6,449			6,461			12
U.S. 10-Year Treasury Note		319			Jun-2023		35,902			36,660			758
U.S. Long Treasury Bond		137			Jun-2023		17,250			17,968			719
U.S. Ultra Long Treasury Bond		184			Jun-2023		25,039			25,967			928
Ultra 10-Year U.S. Treasury Note		103			Jun-2023		12,065			12,478			413
							213,761			218,059			3,413
Short Contracts
30 Day Federal Funds Futures		(22	)		Sep-2023	$	(8,737	)	$	(8,731	)	$	7
3-Month SOFR		(19	)		Sep-2023		(4,535	)		(4,518	)		16
3-Month SOFR		(214	)		Mar-2024		(51,398	)		(51,199	)		199
U.S. 5-Year Treasury Note		(187	)		Jun-2023		(20,204	)		(20,478	)		(274	)
							(84,874	)		(84,926	)		(52	)
						$	128,887		$	133,133		$	3,361

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		06/21/23		SEK	6,432		USD	605	$	(18	)
Bank of America		06/26/23		EUR	15,403		USD	16,879		64
Bank of Montreal		05/25/23		USD	445		MXN	8,185		4
Barclays PLC		06/21/23		CAD	1,093		USD	803		(6	)
BNP Paribas		04/18/23		USD	3,215		EUR	3,000		47
BNP Paribas	04/18/23 - 06/02/23			EUR	7,031		USD	7,582		(67	)
Deutsche Bank		04/03/23		USD	254		EUR	237		4
Deutsche Bank		06/21/23		AUD	861		USD	581		3
Goldman Sachs	04/14/23 - 04/18/23			USD	1,616		GBP	1,362		68
Goldman Sachs		04/18/23		USD	3,172		MXN	61,264		209
Goldman Sachs		04/18/23		USD	3,713		JPY	503,170		79
Goldman Sachs		04/18/23		USD	5,253		JPY	687,517		(72	)
Goldman Sachs		04/18/23		MXN	64,081		USD	3,314		(224	)
Goldman Sachs		04/18/23		JPY	650,400		USD	4,943		41
Goldman Sachs		04/18/23		JPY	313,270		USD	2,341		(20	)
Goldman Sachs		06/13/23		USD	544		ZAR	10,187		26
Goldman Sachs		06/13/23		ZAR	10,217		USD	544		(28	)
JPMorgan Chase Bank		04/03/23		USD	387		EUR	354		(3	)
JPMorgan Chase Bank		04/18/23		USD	10		NZD	16		—
JPMorgan Chase Bank		04/18/23		USD	413		CNY	2,870		6
JPMorgan Chase Bank		04/18/23		AUD	437		USD	300		7
JPMorgan Chase Bank		04/18/23		USD	559		BRL	2,993		30
JPMorgan Chase Bank		04/18/23		USD	807		AUD	1,210		4
JPMorgan Chase Bank		04/18/23		BRL	1,020		USD	197		(4	)
JPMorgan Chase Bank		04/18/23		CNY	2,870		USD	418		—
JPMorgan Chase Bank		04/18/23		CAD	3,120		USD	2,345		39
JPMorgan Chase Bank		04/18/23		USD	3,792		CAD	5,065		(49	)
JPMorgan Chase Bank		04/18/23		USD	5,397		IDR	82,695,620		127
JPMorgan Chase Bank		04/18/23		CNH	9,180		USD	1,341		2

SEI Institutional Managed Trust

261

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		04/18/23		JPY	227,020		USD	1,797	$	86
JPMorgan Chase Bank		04/18/23		IDR	93,637,960		USD	5,992		(263	)
JPMorgan Chase Bank		06/21/23		USD	1,691		CHF	1,529		(1	)
Morgan Stanley		04/03/23		USD	74		EUR	69		—
Morgan Stanley		04/03/23		EUR	17,100		USD	18,225		(356	)
Morgan Stanley		04/18/23		AUD	1,080		USD	764		40
Morgan Stanley		04/18/23		USD	2,659		MXN	48,206		2
Morgan Stanley		04/18/23		USD	3,877		GBP	3,239		129
Morgan Stanley		04/18/23		USD	4,007		NOK	39,927		(190	)
Morgan Stanley		04/18/23		USD	6,662		AUD	9,552		(261	)
Morgan Stanley	04/18/23 - 05/16/23			GBP	9,956		USD	12,132		(182	)
Morgan Stanley		06/21/23		NZD	940		USD	575		(12	)
Morgan Stanley		06/21/23		USD	1,437		JPY	189,233		3
Morgan Stanley		06/21/23		NOK	5,826		USD	560		1
State Street		04/03/23		USD	1,012		EUR	937		6
UBS		06/21/23		GBP	590		USD	700		(30	)
UBS		06/21/23		EUR	745		USD	799		(14	)
									$	(773	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023 is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
BZDIOVRA		12.30%		Monthly		01/02/2024		BRL		1,690	$	(2	)	$	1		$	(3	)
11.814%		BZDIOVRA		Monthly		01/02/2024		BRL		12,765		(22	)		4			(26	)
12.795%		BZDIOVRA		Monthly		01/02/2024		BRL		7,200		3			–			3
10.95%		BZDIOVRA		Monthly		01/02/2025		BRL		4,140		15			(1	)		16
13.3%		BZDIOVRA		Monthly		01/02/2025		BRL		4,360		(18	)		–			(18	)
BZDIOVRA		12.06%		Monthly		01/02/2025		BRL		3,670		–			(7	)		7
BZDIOVRA		12.063%		Monthly		01/02/2025		BRL		6,480		1			–			1
BZDIOVRA		8.495%		Monthly		01/04/2027		BRL		1,200		(25	)		(27	)		2
BZDIOVRA		13.03%		Monthly		01/04/2027		BRL		2,270		14			2			12
BRL @11.23%		BZDIOVRA 1M		Monthly		01/04/2027		BRL		800		(4	)		(6	)		2
CME IR		CME IR		Monthly		01/02/2024		BRL		3,790		4			–			4
10.50%		MXIBTIIE		Monthly		06/18/2025		MXN		5,260		(5	)		(2	)		(3	)
28-DAY MXN - TIIE		7.2%		Monthly		07/17/2024		MXP		365,383		(925	)		–			(925	)
2.65%		USD-SOFR-OIS		Annually		08/15/2047		USD		3,625		264			40			224
3.05%		SD-SOFR-OIS		Annually		02/15/2048		USD		1,668		6			50			(44	)
USD-SOFR-OIS		3.4% FIXED		Annually		12/29/2029		USD		1,481		17			–			17
2.51% FIXED		USD-SOFR-OIS		Annually		02/15/2048		USD		1,290		124			23			101
3.25% FIXED		SD-SOFR-OIS		Annually		09/30/2029		USD		4,087		8			2			6
USD-SOFR-OIS		3.25% FIXED		Annually		12/29/2029		USD		4,725		14			(20	)		34
3.85% FIXED		SD-SOFR-OIS		Annually		06/30/2029		USD		4,348		(134	)		5			(139	)
CNRR007		2.75%		Quarterly		06/21/2025		CNY		23,000		(17	)		(3	)		(14	)
3.00%		CNRR007		Quarterly		06/21/2028		CNY		4,620		(6	)		–			(6	)
2.50%		EUR006M		Annually		06/21/2026		EUR		2,980		65			82			(17	)
2.50%		EUR006M		Annually		06/21/2028		EUR		1,230		32			41			(9	)
2.50%		EUR006M		Annually		06/21/2030		EUR		3,340		103			133			(30	)
2.50%		EUR006M		Annually		06/21/2033		EUR		3,050		128			160			(32	)
2.50%		EUR006M		Annually		06/21/2043		EUR		350		18			21			(3	)
2.25%		EUR006M		Annually		06/21/2053		EUR		270		14			17			(3	)

262

SEI Institutional Managed Trust

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
3.25%		SONIO		Annually		06/21/2033		GBP		440	$	6		$	18		$	(12	)
3.25%		HIHD03M		Quarterly		06/21/2025		HKD		15,540		19			1			16
KWCDC		3.50%		Quarterly		06/21/2028		KRW		2,310,870		30			(12	)		42
KWCDC		3.50%		Quarterly		06/21/2033		KRW		504,330		14			1			13
WIBR6M		6.00%		Semi-Annually		06/21/2033		PLN		3,925		40			12			28
SOFRATE		3.50%		Annually		06/21/2025		USD		1,960		(14	)		(5	)		(9	)
3.00%		SOFRRATE		Annually		06/21/2033		USD		740		10			21			(11	)
SOFRRATE		3.35%		Annually		10/26/2027		USD		41,980		388			50			338
3.24%		SOFRRATE		Annually		10/26/2035		USD		9,610		(181	)		59			(240	)
JIBA3M		9.25%		Quarterly		06/21/2033		ZAR		10,375		5			(4	)		9
											$	(10	)	$	656		$	(665	)

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.4006/28@500		5.00%		Quarterly		06/20/2028	$	3,753	$	(59	)	$	11		$	(70	)
CDS-DAIGR@100BP5.1Y		1.00%		Quarterly		12/20/2024		1,290		(14	)		(10	)		(4	)
CDS-GM@500BP4.9Y		5.00%		Quarterly		06/20/2026		1,450		(156	)		(182	)		26
									$	(229	)	$	(181	)	$	(48	)

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-F@500BPS 4.9Y		5.00%		Quarterly		06/20/2026	$	1,450	$	112		$	136		$	(24	)
CDS-VW@100BP5.1Y		1.00%		Quarterly		12/20/2024		1,290		9			5			4
ICE CD BA 1.00 20JUN24 P		1.00%		Quarterly		06/20/2024		525		3			3			–
ICE CD CDXIG533 1.00 20DE		1.00%		Quarterly		12/20/2024		2,375		21			21			–
ICE CD CDXIG534 1.00 20JU		1.00%		Quarterly		06/20/2025		26,200		243			175			68
ICE CD CHILE 1.00 20JUN28		1.00%		Quarterly		06/20/2028		210		–			–			–
ICE CD CXPHY530 5.00 20JU		5.00%		Quarterly		06/20/2023		15,916		149			53			96
ICE CD CXPHY534 5.00 20JU		5.00%		Quarterly		06/25/2025		6,092		149			(105	)		254
ICE CD GE 1.00 20JUN26 P		1.00%		Quarterly		06/20/2026		1,175		14			12			2
ICE CD PERU 1.00 20JUN28		1.00%		Quarterly		06/20/2028		980		(3	)		(11	)		8
ICE CD PHILIP 1.00 20JUN2		1.00%		Quarterly		06/20/2028		390		1			(1	)		2
ICE CD US91087BAC46 1.00		1.00%		Quarterly		06/20/2028		1,160		(11	)		(8	)		(3	)
									$	687		$	280		$	407

	Percentages are based on Net Assets of $697,575 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $304,611 ($ Thousands), representing 43.7% of the Net Assets of the Fund.
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	No interest rate available.
(D)	Security is in default on interest payment.

(E)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(F)	Perpetual security with no stated maturity date.
(G)	Unsettled bank loan. Interest rate may not be available.
(H)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(I)	Zero coupon security.

SEI Institutional Managed Trust

263

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Income Fund (Concluded)

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Corporate Obligations		–		366,016		–		366,016
Loan Participations		–		74,849		3,525		78,374
Common Stock		73,130		72		976		74,178
Sovereign Debt		–		66,131		–		66,131
Mortgage-Backed Securities		–		50,395		–		50,395
Asset-Backed Securities		–		30,374		–		30,374
Preferred Stock		–		–		2,511		2,511
Convertible Bonds		–		1,471		–		1,471
Municipal Bond		–		229		–		229
Warrants		–		133		–		133
Rights		–		–		–		–
Purchased Options		445		–		–		445
Total Investments in Securities		73,575		589,670		7,012		670,257

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(221	)		–			–		(221	)
Futures Contracts*
Unrealized Appreciation		3,733			–			–		3,733
Unrealized Depreciation		(372	)		–			–		(372	)
Forward Contracts*
Unrealized Appreciation		–			1,027			–		1,027
Unrealized Depreciation		–			(1,800	)		–		(1,800	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			460			–		460
Unrealized Depreciation		–			(101	)		–		(101	)
Interest Rate Swaps*
Unrealized Appreciation		–			877			–		877
Unrealized Depreciation		–			(1,544	)		–		(1,544	)
Total Other Financial Instruments		3,140			(1,081	)		–		2,059

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

	Investments in Loan Participations			Investments in Common Stock		Investments in Preferred Stock
Balance as of September 30, 2022	$	4,989		$	687	$	2,556
Accrued discounts/premiums		(5	)		–		–
Realized gain/(loss)		(68	)		–		–
Change in unrealized appreciation/(depreciation)		(37	)		289		(45	)
Purchases		54			–		–
Sales		(1,408	)		–		–
Net transfer into Level 3		–			–		–
Net transfer out of Level 3		–			–		–
Ending Balance as of March 31, 2023	$	3,525		$	976	$	2,511
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(36	)	$	289	$	(45	)

(1) Of the $7,039 ($ Thousands) in Level 3 securities as of March 31, 2023, $7,039 ($ Thousands) or 1.0% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the period ended March 31, 2023, transfers in or out of Level 3 were due to the availability or lack of availability of observable inputs to determine fair value.

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

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

See “Glossary” for abbreviations.

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

264

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 64.0%
U.S. Treasury Bills ^ (A)
4.703%, 05/18/2023	$	9,000	$	8,947
4.688%, 09/07/2023		5,500		5,388
4.668%, 05/11/2023		5,000		4,976
4.653%, 04/18/2023		7,000		6,987
4.647%, 05/04/2023		12,000		11,952
4.599%, 04/11/2023		8,000		7,992
4.590%, 04/25/2023		13,000		12,964
3.298%, 08/10/2023		400		393
3.121%, 06/15/2023		500		495
U.S. Treasury Inflation Protected Securities
0.375%, 07/15/2027		137,843		133,148
0.125%, 07/15/2024		153,247		150,254
0.125%, 07/15/2026		85,616		82,464
U.S. Treasury Notes ^
5.039%, US Treasury 3 Month Bill Money Market Yield + 0.200%, 01/31/2025 (B)		3,500		3,502
4.979%, US Treasury 3 Month Bill Money Market Yield + 0.140%, 10/31/2024 (B)		1,700		1,700
4.876%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/2024 (B)		1,800		1,798
4.874%, US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/2023 (B)		6,000		5,999
4.868%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (B)		19,400		19,392
4.824%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 (B)		10,600		10,595

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.764%, US Treasury 3 Month Bill Money Market Yield + -0.075%, 04/30/2024 (B)	$	5,000	$	4,992
4.625%, 02/28/2025 ^		800		808
4.000%, 02/15/2026 ^		200		201
0.125%, 04/30/2023 ^		400		399
Total U.S. Treasury Obligations
(Cost $472,444) ($ Thousands)				475,346
	Shares
COMMON STOCK — 30.3%
Communication Services — 2.6%
Activision Blizzard Inc		6,832		585
Alphabet Inc, Cl A *		27,441		2,846
Alphabet Inc, Cl C *		24,441		2,542
AMC Entertainment Holdings Inc, Cl A		6,500		33
AT&T Inc		113,729		2,189
Cogent Communications Holdings Inc		627		40
Electronic Arts Inc		2,662		321
Frontier Communications Parent Inc *		3,879		88
Iridium Communications Inc		2,035		126
Liberty Latin America Ltd, Cl C *		2,393		20
Liberty Media Corp-Liberty Formula One, Cl C *		1,259		94
Live Nation Entertainment Inc *		1,351		95
Lumen Technologies Inc		18,071		48
Madison Square Garden Entertainment Corp *		500		30
Madison Square Garden Sports Corp		200		39
Marcus Corp/The		1,700		27
Match Group Inc *		1,415		54
Meta Platforms Inc, Cl A *		10,117		2,144
Netflix Inc *		3,494		1,207
Pinterest Inc, Cl A *		3,327		91
ROBLOX Corp, Cl A *		3,583		161
Roku Inc, Cl A *		918		60
Spotify Technology SA *		1,244		166
Take-Two Interactive Software Inc, Cl A *		1,391		166
T-Mobile US Inc *		9,768		1,415
Verizon Communications Inc		66,714		2,595
Walt Disney Co/The *		14,640		1,466
Warner Bros Discovery Inc *		19,341		292
World Wrestling Entertainment Inc, Cl A		400		36
ZoomInfo Technologies Inc, Cl A *		997		25
				19,001
Consumer Staples — 7.7%
Albertsons Cos Inc, Cl A		3,602		75
Altria Group Inc		41,527		1,853
Andersons Inc/The		800		33
Archer-Daniels-Midland Co		12,905		1,028

SEI Institutional Managed Trust

265

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
B&G Foods Inc, Cl A		1,800	$	28
Beauty Health Co/The *		2,399		30
BellRing Brands Inc *		3,934		134
Beyond Meat Inc *		1,800		29
BJ's Wholesale Club Holdings Inc *		2,822		215
Boston Beer Co Inc/The, Cl A *		220		72
Brown-Forman Corp, Cl A		905		59
Brown-Forman Corp, Cl B		4,037		259
Bunge Ltd		3,138		300
Cal-Maine Foods Inc		923		56
Campbell Soup Co		4,773		262
Casey's General Stores Inc		579		125
Celsius Holdings Inc *		1,135		105
Central Garden & Pet Co, Cl A *		900		35
Chefs' Warehouse Inc/The *		1,424		48
Church & Dwight Co Inc		5,160		456
Clorox Co/The		3,049		482
Coca-Cola Co/The		90,550		5,617
Coca-Cola Consolidated Inc		132		71
Colgate-Palmolive Co		19,230		1,445
Conagra Brands Inc		11,027		414
Constellation Brands Inc, Cl A		3,519		795
Costco Wholesale Corp		10,229		5,082
Coty Inc, Cl A *		8,738		105
Darling Ingredients Inc *		3,789		221
Edgewell Personal Care Co		1,021		43
elf Beauty Inc *		1,328		109
Energizer Holdings Inc		1,130		39
Estee Lauder Cos Inc/The, Cl A		5,264		1,297
Flowers Foods Inc		3,939		108
Freshpet Inc *		959		63
General Mills Inc		13,596		1,162
Grocery Outlet Holding Corp *		1,588		45
Hain Celestial Group Inc/The *		1,823		31
Herbalife Nutrition Ltd *		2,041		33
Hershey Co/The		3,423		871
Hormel Foods Corp		6,655		265
Hostess Brands Inc, Cl A *		3,047		76
Ingles Markets Inc, Cl A		544		48
Ingredion Inc		1,652		168
Inter Parfums Inc		362		52
J & J Snack Foods Corp		289		43
J M Smucker Co/The		2,206		347
Kellogg Co		6,092		408
Keurig Dr Pepper Inc		19,717		696
Kimberly-Clark Corp		7,362		988
Kraft Heinz Co/The		16,113		623
Kroger Co/The		14,494		716
Lamb Weston Holdings Inc		3,194		334
Lancaster Colony Corp		486		99
McCormick & Co Inc/MD		5,514		459
Medifast Inc		244		25

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MGP Ingredients Inc		172	$	17
Molson Coors Beverage Co, Cl B		3,941		204
Mondelez International Inc, Cl A		31,510		2,197
Monster Beverage Corp *		17,436		942
Nu Skin Enterprises Inc, Cl A		1,100		43
Olaplex Holdings Inc *		3,900		17
PepsiCo Inc		32,061		5,845
Performance Food Group Co *		3,591		217
Philip Morris International Inc		35,999		3,501
Pilgrim's Pride Corp *		1,045		24
Post Holdings Inc *		1,464		132
PriceSmart Inc		500		36
Primo Water Corp		3,497		54
Procter & Gamble Co/The		54,758		8,142
Simply Good Foods Co/The *		1,749		70
SpartanNash Co		1,334		33
Spectrum Brands Holdings Inc		1,064		70
Sprouts Farmers Market Inc *		2,483		87
SunOpta *		5,419		42
Sysco Corp, Cl A		12,073		932
TreeHouse Foods Inc *		1,004		51
Tyson Foods Inc, Cl A		6,659		395
United Natural Foods Inc *		1,313		35
Universal Corp/VA		897		48
US Foods Holding Corp *		4,574		169
Utz Brands Inc		3,488		57
Vector Group Ltd		1,926		23
Walgreens Boots Alliance Inc		16,614		575
Walmart Inc		32,498		4,792
WD-40 Co		260		46
Weis Markets Inc		530		45
				57,423
Energy — 7.3%
Antero Midstream Corp		10,330		108
Antero Resources Corp *		8,817		204
APA Corp		9,592		346
Arch Resources Inc		400		53
Archrock Inc		5,590		55
Ardmore Shipping Corp		1,600		24
Baker Hughes Co, Cl A		27,859		804
Borr Drilling Ltd *		5,768		44
Bristow Group Inc *		1,334		30
Cactus Inc, Cl A		1,929		79
California Resources Corp		1,661		64
Callon Petroleum *		1,489		50
ChampionX Corp		5,886		160
Cheniere Energy Inc		7,215		1,137
Chesapeake Energy Corp		3,738		284
Chevron Corp		55,810		9,106
Chord Energy Corp		1,242		167
Civitas Resources Inc		2,112		144
Clean Energy Fuels Corp *		6,002		26

266

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CNX Resources Corp *		6,173	$	99
Comstock Resources Inc		2,687		29
ConocoPhillips		36,345		3,606
CONSOL Energy Inc		977		57
Coterra Energy Inc		22,868		561
CVR Energy Inc		1,200		39
Delek US Holdings Inc		2,529		58
Denbury *		1,615		141
Devon Energy Corp		18,869		955
DHT Holdings Inc		4,000		43
Diamond Offshore Drilling *		3,778		45
Diamondback Energy Inc, Cl A		5,261		711
Dorian LPG Ltd		1,300		26
Dril-Quip Inc *		1,131		32
DT Midstream Inc		3,252		161
Energy Fuels Inc/Canada *		5,200		29
Enviva Inc		1,100		32
EOG Resources Inc		16,877		1,935
EQT Corp		10,537		336
Equitrans Midstream Corp		11,466		66
Expro Group Holdings NV *		2,600		48
Exxon Mobil Corp		118,313		12,974
FLEX LNG		1,416		48
Frontline PLC		4,018		67
Gevo *		13,200		20
Golar LNG Ltd *		2,732		59
Green Plains Inc *		1,700		53
Gulfport Energy Corp *		523		42
Halliburton Co		26,370		834
Helix Energy Solutions Group Inc *		4,140		32
Helmerich & Payne Inc		3,178		114
Hess Corp		8,366		1,107
HF Sinclair Corp		3,998		193
International Seaways Inc		1,472		61
Kinder Morgan Inc		58,893		1,031
Kosmos Energy Ltd *		14,375		107
Liberty Energy Inc, Cl A		3,818		49
Magnolia Oil & Gas Corp, Cl A		4,628		101
Marathon Oil Corp		18,278		438
Marathon Petroleum Corp		13,770		1,857
Matador Resources Co		3,374		161
Murphy Oil Corp		3,948		146
Nabors Industries Ltd *		162		20
New Fortress Energy Inc, Cl A		2,210		65
NexTier Oilfield Solutions Inc *		3,851		31
Noble Corp PLC *		2,329		92
Nordic American Tankers Ltd		8,400		33
Northern Oil and Gas Inc		1,837		56
NOV Inc		11,059		205
Occidental Petroleum Corp		23,079		1,441
Oceaneering International Inc, Cl A *		3,344		59
Oil States International Inc *		2,800		23

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ONEOK Inc		13,165	$	836
Ovintiv Inc		7,807		282
Par Pacific Holdings Inc *		1,014		30
Patterson-UTI Energy Inc		6,185		72
PBF Energy Inc, Cl A		2,717		118
PDC Energy Inc, Cl A		2,628		169
Peabody Energy Corp *		3,327		85
Permian Resources Corp, Cl A		7,169		75
Phillips 66		13,591		1,378
Pioneer Natural Resources Co		6,913		1,412
ProPetro Holding Corp *		3,600		26
Range Resources Corp		7,018		186
REX American Resources Corp *		900		26
Schlumberger NV, Cl A		41,280		2,027
Scorpio Tankers Inc		1,425		80
SFL Corp Ltd		3,600		34
Sitio Royalties Corp, Cl A		2,500		56
SM Energy Co		3,868		109
Southwestern Energy Co *		31,864		159
Talos Energy Inc *		1,010		15
Targa Resources Corp		6,352		463
Teekay Tankers Ltd, Cl A *		800		34
Tellurian *		14,384		18
Texas Pacific Land Corp		158		269
Tidewater Inc *		1,524		67
Uranium Energy *		11,895		34
US Silica Holdings Inc *		2,600		31
Valaris *		1,748		114
Valero Energy Corp		11,289		1,576
Vital Energy *		438		20
Weatherford International PLC *		2,122		126
Williams Cos Inc/The		36,131		1,079
World Fuel Services Corp		1,261		32
				54,451
Financials — 0.4%
Block Inc, Cl A *		1,637		113
Eversource Energy		3,522		276
Fidelity National Information Services Inc, Cl B		1,770		96
Fiserv Inc, Cl A *		1,940		219
FleetCor Technologies Inc *		200		42
Global Payments Inc		861		91
Jack Henry & Associates Inc		200		30
Mastercard Inc, Cl A		2,718		988
PayPal Holdings Inc *		3,494		265
Visa Inc, Cl A		5,355		1,207
				3,327
Health Care — 6.0%
10X Genomics Inc, Cl A *		959		53
Abbott Laboratories		13,621		1,379
AbbVie Inc		14,467		2,306

SEI Institutional Managed Trust

267

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AbCellera Biologics Inc *		4,390	$	33
Acadia Healthcare Co Inc, Cl A *		930		67
ACADIA Pharmaceuticals Inc *		2,768		52
Agilent Technologies Inc		2,332		323
agilon health Inc *		2,437		58
Agios Pharmaceuticals Inc *		797		18
Align Technology Inc *		596		199
Alkermes PLC *		2,121		60
Alnylam Pharmaceuticals Inc *		1,121		225
Amedisys Inc *		444		33
AmerisourceBergen Corp, Cl A		1,198		192
Amgen Inc, Cl A		4,299		1,039
Amicus Therapeutics Inc *		1,365		15
AMN Healthcare Services Inc *		330		27
Apellis Pharmaceuticals Inc *		1,067		70
Arrowhead Pharmaceuticals Inc *		730		19
Arvinas Inc *		906		25
Avantor Inc *		5,192		110
Axonics Inc *		816		45
Axsome Therapeutics Inc *		300		18
Azenta Inc *		700		31
Baxter International Inc		4,086		166
Beam Therapeutics *		669		20
Becton Dickinson & Co		2,195		543
BioCryst Pharmaceuticals Inc *		3,787		32
Biogen Inc *		1,080		300
Biohaven Ltd *		1,401		19
BioMarin Pharmaceutical Inc *		1,520		148
Bio-Rad Laboratories Inc, Cl A *		152		73
Bio-Techne Corp		1,100		82
Blueprint Medicines Corp *		389		17
Boston Scientific Corp *		11,130		557
Bristol-Myers Squibb Co		17,264		1,197
Bruker Corp		902		71
Cardinal Health Inc		1,994		151
Catalent Inc *		1,352		89
Centene Corp *		4,394		278
Certara Inc *		1,400		34
Charles River Laboratories International Inc *		400		81
Chemed Corp		110		59
Chinook Therapeutics Inc *		900		21
Cigna Group/The		2,458		628
CONMED Corp		359		37
Cooper Cos Inc/The, Cl A		533		199
CorVel Corp *		200		38
Crinetics Pharmaceuticals *		1,400		22
Cullinan Oncology Inc *		3,100		32
CVS Health Corp		10,266		763
Cytokinetics Inc *		1,067		38
Danaher Corp, Cl A		5,174		1,304
DaVita Inc *		499		40

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Denali Therapeutics Inc *		976	$	22
DENTSPLY SIRONA Inc		1,515		59
Dexcom Inc *		2,945		342
Doximity Inc, Cl A *		1,321		43
Edwards Lifesciences Corp, Cl A *		6,047		500
Elanco Animal Health Inc *		3,557		33
Elevance Health Inc		1,951		897
Eli Lilly & Co		6,684		2,295
Embecta		900		25
Enanta Pharmaceuticals Inc *		453		18
Encompass Health Corp		777		42
Enovis Corp *		700		37
Ensign Group Inc/The		343		33
Envista Holdings Corp *		1,412		58
Exact Sciences Corp *		1,524		103
Exelixis Inc *		2,065		40
Fate Therapeutics Inc *		2,628		15
FibroGen Inc *		1,400		26
GE HealthCare Technologies Inc *		3,300		271
Gilead Sciences Inc		10,420		864
Globus Medical Inc, Cl A *		716		41
Guardant Health Inc *		1,100		26
Haemonetics Corp *		563		47
Halozyme Therapeutics Inc *		1,137		43
HCA Healthcare Inc		1,780		469
HealthEquity Inc *		444		26
Henry Schein Inc *		873		71
Hologic Inc *		1,856		150
Horizon Therapeutics Plc *		1,950		213
Humana Inc		978		475
ICU Medical Inc *		130		21
IDEXX Laboratories Inc *		659		330
Illumina Inc *		1,231		286
Inari Medical *		438		27
Incyte Corp *		1,437		104
Insmed Inc *		1,078		18
Inspire Medical Systems Inc *		203		48
Insulet Corp *		526		168
Integra LifeSciences Holdings Corp *		562		32
Intellia Therapeutics *		1,068		40
Intra-Cellular Therapies Inc, Cl A *		967		52
Intuitive Surgical Inc *		2,882		736
Ionis Pharmaceuticals Inc *		941		34
IQVIA Holdings Inc *		1,468		292
iRhythm Technologies Inc *		362		45
IVERIC bio Inc *		1,256		31
Jazz Pharmaceuticals PLC *		467		68
Johnson & Johnson		20,965		3,250
Karuna Therapeutics Inc *		175		32
Laboratory Corp of America Holdings		711		163
Lantheus Holdings Inc *		798		66
LivaNova PLC *		414		18

268

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Madrigal Pharmaceuticals Inc *		82	$	20
Masimo Corp *		438		81
McKesson Corp		1,027		366
Medpace Holdings Inc *		269		51
Medtronic PLC		10,820		872
Merck & Co Inc		20,735		2,206
Merit Medical Systems Inc *		444		33
Mettler-Toledo International Inc *		165		252
Mirati Therapeutics Inc *		444		16
Moderna Inc *		2,769		425
Molina Healthcare Inc *		473		127
Natera Inc *		481		27
National HealthCare Corp		618		36
Neogen Corp, Cl B *		2,062		38
Neurocrine Biosciences Inc *		720		73
Novocure Ltd *		710		43
Oak Street Health Inc *		1,507		58
Omnicell Inc *		500		29
Option Care Health Inc *		1,855		59
Organon & Co		1,900		45
Owens & Minor Inc *		1,200		17
Pacific Biosciences of California Inc *		2,600		30
Pacira BioSciences Inc *		627		26
Penumbra Inc *		305		85
PerkinElmer Inc		818		109
Perrigo Co PLC		1,000		36
Pfizer Inc		44,670		1,822
Premier Inc, Cl A		1,600		52
Progyny Inc *		816		26
Prometheus Biosciences Inc *		453		49
Prothena Corp PLC *		416		20
PTC Therapeutics Inc *		634		31
QIAGEN NV *		2,199		101
Quest Diagnostics Inc		919		130
QuidelOrtho Corp *		500		45
R1 RCM *		1,748		26
Regeneron Pharmaceuticals Inc *		801		658
Repligen Corp *		437		74
ResMed Inc		1,011		221
Revance Therapeutics Inc *		1,012		33
REVOLUTION Medicines *		1,055		23
Royalty Pharma PLC, Cl A		2,757		99
Sage Therapeutics Inc *		722		30
Sarepta Therapeutics Inc *		609		84
Seagen Inc *		1,011		205
Select Medical Holdings Corp		1,600		41
Shockwave Medical Inc *		373		81
Silk Road Medical Inc *		6		—
Sotera Health Co *		1,400		25
STAAR Surgical Co *		497		32
STERIS PLC		715		137
Stryker Corp		2,750		785

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Syneos Health Inc, Cl A *		944	$	34
Tandem Diabetes Care Inc *		725		29
Teladoc Health Inc *		1,110		29
Teleflex Inc		435		110
Tenet Healthcare Corp *		887		53
TG Therapeutics Inc *		1,700		26
Thermo Fisher Scientific Inc		3,110		1,793
Travere Therapeutics Inc *		1,200		27
Twist Bioscience Corp *		1,078		16
Ultragenyx Pharmaceutical Inc *		600		24
United Therapeutics Corp *		407		91
UnitedHealth Group Inc		7,370		3,483
Universal Health Services Inc, Cl B		447		57
Vaxcyte Inc *		890		33
Veeva Systems Inc, Cl A *		1,024		188
Vertex Pharmaceuticals Inc *		2,010		633
Viatris Inc, Cl W		8,446		81
Vir Biotechnology Inc *		900		21
Waters Corp *		585		181
West Pharmaceutical Services Inc		581		201
Xencor Inc *		1,252		35
Zimmer Biomet Holdings Inc		1,881		243
Zoetis Inc, Cl A		3,611		601
				44,560
Industrials — 0.1%
Automatic Data Processing Inc		1,277		284
Broadridge Financial Solutions Inc		256		37
Paychex Inc		1,009		116
SS&C Technologies Holdings Inc		350		20
				457
Information Technology — 1.8%
Accenture PLC, Cl A		1,818		520
Adobe Inc *		1,474		568
Akamai Technologies Inc *		500		39
Amdocs Ltd		806		77
ANSYS Inc *		313		104
Aspen Technology Inc *		180		41
Atlassian Corp Ltd, Cl A *		445		76
Autodesk Inc, Cl A *		755		157
BILL Holdings Inc *		449		36
Cadence Design Systems Inc *		840		177
Ceridian HCM Holding Inc *		500		37
Cloudflare Inc, Cl A *		940		58
Cognizant Technology Solutions Corp, Cl A		1,463		89
Crowdstrike Holdings Inc, Cl A *		888		122
Datadog Inc, Cl A *		1,124		82
DocuSign Inc, Cl A *		353		21
Dropbox Inc, Cl A *		66		1
DXC Technology Co *		900		23
Dynatrace Inc *		716		30
EPAM Systems Inc *		241		72

SEI Institutional Managed Trust

269

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fair Isaac Corp *		88	$	62
Five9 Inc *		300		22
Fortinet Inc *		1,893		126
Gartner Inc *		238		78
Gen Digital Inc		1,174		20
GoDaddy Inc, Cl A *		419		33
Guidewire Software Inc, Cl Z *		353		29
HubSpot Inc *		135		58
International Business Machines Corp		2,571		337
Intuit Inc		936		417
Manhattan Associates Inc *		282		44
Microsoft Corp		22,888		6,599
MongoDB Inc, Cl A *		296		69
Nutanix Inc, Cl A *		903		23
Okta Inc, Cl A *		716		62
Oracle Corp, Cl B		4,977		462
Palantir Technologies Inc, Cl A *		7,354		62
Palo Alto Networks Inc *		1,041		208
Paycom Software Inc *		70		21
Paylocity Holding Corp *		179		36
PTC Inc *		430		55
Roper Technologies Inc		404		178
Salesforce Inc *		3,011		601
ServiceNow Inc *		681		317
Snowflake Inc, Cl A *		1,069		165
Splunk Inc *		494		47
Synopsys Inc *		500		193
Twilio Inc, Cl A *		900		60
Tyler Technologies Inc *		91		32
Unity Software Inc *		750		24
VeriSign Inc *		214		45
VMware Inc, Cl A *		882		110
Workday Inc, Cl A *		663		137
Zoom Video Communications Inc, Cl A *		918		68
Zscaler Inc *		360		42
				13,172
Real Estate — 2.9%
Acadia Realty Trust ‡		2,211		31
Agree Realty Corp ‡		1,414		97
Alexander & Baldwin Inc ‡		1,840		35
Alexandria Real Estate Equities Inc ‡		2,816		354
American Assets Trust Inc ‡		1,084		20
American Homes 4 Rent, Cl A ‡		5,907		186
American Tower Corp, Cl A ‡		7,803		1,594
Americold Realty Trust Inc ‡		4,844		138
Apartment Income Corp ‡		3,289		118
Apartment Investment and Management Co, Cl A ‡		5,319		41
Apple Hospitality REIT Inc ‡		5,525		86
AvalonBay Communities Inc ‡		2,364		397
Boston Properties Inc ‡		2,663		144
Brixmor Property Group Inc ‡		5,429		117

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Broadstone Net Lease Inc, Cl A ‡		3,101	$	53
Camden Property Trust ‡		1,939		203
CareTrust REIT Inc ‡		2,150		42
CBRE Group Inc, Cl A *		5,458		397
Corporate Office Properties Trust ‡		1,445		34
Cousins Properties Inc ‡		2,306		49
Crown Castle Inc ‡		7,520		1,006
CubeSmart ‡		4,005		185
Cushman & Wakefield PLC *		3,203		34
DiamondRock Hospitality Co ‡		5,569		45
Digital Realty Trust Inc, Cl A ‡		4,805		472
DigitalBridge Group		2,216		27
Douglas Elliman Inc		6,100		19
Douglas Emmett Inc ‡		2,351		29
Easterly Government Properties Inc, Cl A ‡		2,101		29
EastGroup Properties Inc ‡		804		133
Elme Communities ‡		2,207		39
Empire State Realty Trust Inc, Cl A ‡		4,235		28
EPR Properties, Cl A ‡		836		32
Equinix Inc ‡		1,603		1,156
Equity Commonwealth ‡		1,856		38
Equity LifeStyle Properties Inc ‡		3,299		221
Equity Residential ‡		6,385		383
Essential Properties Realty Trust Inc ‡		2,557		64
Essex Property Trust Inc ‡		1,111		232
Extra Space Storage Inc ‡		2,199		358
Federal Realty Investment Trust ‡		1,605		159
First Industrial Realty Trust Inc ‡		2,595		138
Forestar Group Inc *		2,300		36
Four Corners Property Trust Inc ‡		1,854		50
Gaming and Leisure Properties Inc ‡		4,409		230
Getty Realty Corp ‡		1,163		42
Global Net Lease Inc ‡		2,722		35
Healthcare Realty Trust Inc, Cl A ‡		5,915		114
Healthpeak Properties Inc ‡		9,745		214
Highwoods Properties Inc ‡		1,722		40
Host Hotels & Resorts Inc ‡		12,192		201
Howard Hughes Corp/The *		800		64
Independence Realty Trust Inc ‡		3,012		48
Innovative Industrial Properties Inc, Cl A ‡		453		34
InvenTrust Properties Corp ‡		2,081		49
Invitation Homes Inc ‡		10,236		320
Iron Mountain Inc ‡		5,082		269
JBG SMITH Properties ‡		1,701		26
Jones Lang LaSalle Inc *		988		144
Kennedy-Wilson Holdings Inc		2,600		43
Kilroy Realty Corp ‡		2,674		87
Kimco Realty Corp ‡		11,370		222
Kite Realty Group Trust ‡		3,741		78
Lamar Advertising Co, Cl A ‡		1,662		166
Life Storage Inc ‡		1,542		202
LTC Properties Inc ‡		1,065		37

270

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LXP Industrial Trust, Cl B ‡		4,662	$	48
Macerich Co/The ‡		3,563		38
Medical Properties Trust Inc ‡		9,533		78
Mid-America Apartment Communities Inc ‡		2,046		309
National Health Investors Inc ‡		746		38
National Retail Properties Inc ‡		3,707		164
National Storage Affiliates Trust ‡		1,525		64
NETSTREIT Corp ‡		2,078		38
Office Properties Income Trust ‡		1,935		24
Omega Healthcare Investors Inc ‡		4,560		125
Opendoor Technologies Inc *		12,000		21
Outfront Media Inc ‡		2,438		40
Park Hotels & Resorts Inc ‡		3,665		45
Pebblebrook Hotel Trust ‡		2,488		35
Phillips Edison & Co Inc ‡		2,458		80
Physicians Realty Trust ‡		2,909		43
Piedmont Office Realty Trust Inc, Cl A ‡		3,300		24
PotlatchDeltic Corp ‡		943		47
Prologis Inc ‡		15,429		1,925
Public Storage ‡		2,550		770
Rayonier Inc ‡		2,366		79
Realty Income Corp ‡		10,650		674
Regency Centers Corp ‡		3,371		206
Retail Opportunity Investments Corp ‡		1,722		24
Rexford Industrial Realty Inc ‡		3,599		215
RLJ Lodging Trust ‡		3,889		41
Ryman Hospitality Properties Inc ‡		758		68
Sabra Health Care REIT Inc ‡		2,996		34
Saul Centers Inc ‡		748		29
SBA Communications Corp, Cl A ‡		1,840		480
Service Properties Trust ‡		4,412		44
Simon Property Group Inc ‡		5,511		617
SITE Centers Corp ‡		2,668		33
SL Green Realty Corp ‡		753		18
Spirit Realty Capital Inc ‡		2,223		89
St Joe Co/The		1,100		46
STAG Industrial Inc ‡		2,604		88
Sun Communities Inc ‡		2,118		298
Sunstone Hotel Investors Inc ‡		5,786		57
Tanger Factory Outlet Centers Inc ‡		2,756		54
Terreno Realty Corp ‡		1,750		113
UDR Inc ‡		5,845		240
Uniti Group Inc ‡		3,869		14
Urban Edge Properties ‡		2,641		40
Ventas Inc ‡		6,937		301
Veris Residential Inc *‡		1,208		18
VICI Properties Inc, Cl A ‡		16,841		549
Vornado Realty Trust ‡		2,537		39
Welltower Inc ‡		8,140		584
Weyerhaeuser Co ‡		12,669		382
WP Carey Inc ‡		3,533		274
Xenia Hotels & Resorts Inc ‡		2,062		27

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zillow Group Inc, Cl A *		976	$	43
Zillow Group Inc, Cl C *		2,900		129
				21,617
Utilities — 1.5%
AES Corp/The		7,075		170
ALLETE Inc		798		51
Alliant Energy Corp		2,939		157
Ameren Corp		2,407		208
American Electric Power Co Inc		5,109		465
American States Water Co		438		39
American Water Works Co Inc		1,901		279
Atmos Energy Corp		1,498		168
Avangrid Inc		976		39
Avista Corp		976		41
Black Hills Corp, Cl A		798		50
Brookfield Infrastructure Corp, Cl A		1,290		60
Brookfield Renewable Corp, Cl A		1,055		37
California Water Service Group, Cl A		990		58
CenterPoint Energy Inc		7,050		208
Chesapeake Utilities Corp		200		26
Clearway Energy Inc, Cl C		1,183		37
CMS Energy Corp		2,813		173
Consolidated Edison Inc		3,451		330
Constellation Energy Corp		3,459		272
Dominion Energy Inc		8,537		477
DTE Energy Co		2,067		226
Duke Energy Corp		7,688		742
Edison International		3,931		278
Entergy Corp		2,104		227
Essential Utilities Inc		2,915		127
Evergy Inc		1,932		118
Exelon Corp		9,858		413
FirstEnergy Corp		6,025		241
Hawaiian Electric Industries Inc		1,610		62
IDACORP Inc, Cl A		343		37
MGE Energy Inc		725		56
National Fuel Gas Co		962		56
New Jersey Resources Corp		1,136		61
NextEra Energy Inc		20,010		1,542
NiSource Inc		4,177		117
Northwest Natural Holding Co		500		24
NorthWestern Corp		906		52
NRG Energy Inc		2,718		93
OGE Energy Corp		1,425		54
ONE Gas Inc		343		27
Ormat Technologies Inc		500		42
Otter Tail Corp		400		29
PG&E Corp *		17,128		277
Pinnacle West Capital Corp		1,367		108
PNM Resources Inc		591		29
Portland General Electric Co		957		47
PPL Corp		7,549		210

SEI Institutional Managed Trust

271

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Public Service Enterprise Group Inc		5,258	$	328
Sempra Energy		3,300		499
SJW Group		710		54
Southern Co/The		11,193		779
Southwest Gas Holdings Inc		838		52
Spire Inc		618		43
Sunnova Energy International Inc *		1,300		20
UGI Corp		2,240		78
Vistra Corp		3,633		87
WEC Energy Group Inc		3,112		295
Xcel Energy Inc		5,425		366
York Water Co/The		600		27
				11,268
Total Common Stock
(Cost $133,437) ($ Thousands)				225,276
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 9.8%
Communication Services — 0.2%
Altice France
3.375%, 01/15/2028	EUR	117		99
CCO Holdings
4.750%, 02/01/2032 (C)	$	535		449
4.500%, 08/15/2030 (C)		63		53
4.500%, 06/01/2033 (C)		219		176
DISH DBS
5.250%, 12/01/2026 (C)		1,007		804
Lorca Telecom Bondco
4.000%, 09/18/2027	EUR	237		236
				1,817
Consumer Discretionary — 1.3%
Alibaba Group Holding
2.125%, 02/09/2031	$	1,178		975
Altice Financing
3.000%, 01/15/2028	EUR	237		205
Amazon.com
4.550%, 12/01/2027	$	605		614
Booking Holdings
4.625%, 04/13/2030		1,080		1,079
Caesars Entertainment
7.000%, 02/15/2030 (C)		220		224
Carnival
4.000%, 08/01/2028 (C)		605		521
Expedia Group
6.250%, 05/01/2025 (C)		24		24
4.625%, 08/01/2027		251		246
Ford Motor
6.100%, 08/19/2032		435		422

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ford Motor Credit
7.350%, 11/04/2027	$	204	$	210
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (C)		413		329
Harley-Davidson Financial Services
3.050%, 02/14/2027 (C)		700		627
Las Vegas Sands
3.900%, 08/08/2029		722		652
Marriott International
5.750%, 05/01/2025		68		69
4.900%, 04/15/2029		309		306
MDC Holdings
6.000%, 01/15/2043		389		338
Mercedes-Benz Finance North America
4.800%, 03/30/2026 (C)		331		331
Nissan Motor
4.345%, 09/17/2027 (C)		1,086		1,025
Ross Stores
4.700%, 04/15/2027		842		835
Royal Caribbean Cruises
8.250%, 01/15/2029 (C)		231		241
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	237		224
Time Warner Cable
4.500%, 09/15/2042	$	330		253
Wynn Macau
5.625%, 08/26/2028 (C)		348		296
				10,046
Consumer Staples — 0.6%
Altria Group
3.400%, 05/06/2030		745		663
BAT Capital
4.906%, 04/02/2030		467		451
2.259%, 03/25/2028		1,337		1,146
Cargill
5.125%, 10/11/2032 (C)		239		247
Natura & Luxembourg Holdings SARL
6.000%, 04/19/2029 (C)		392		340
Natura Cosmeticos
4.125%, 05/03/2028 (C)		322		262
Philip Morris International
5.625%, 11/17/2029		110		115
4.875%, 02/13/2026		582		586
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (C)(D)		660		–
				3,810
Energy — 0.6%
Continental Resources
2.268%, 11/15/2026 (C)		1,050		932

272

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Eni
4.250%, 05/09/2029 (C)	$	900	$	850
Oleoducto Central
4.000%, 07/14/2027 (C)		438		375
ONEOK
6.350%, 01/15/2031		128		134
ONEOK Partners
6.125%, 02/01/2041		63		62
TransCanada PipeLines
6.100%, 06/01/2040		573		591
Var Energi
8.000%, 11/15/2032 (C)		403		429
7.500%, 01/15/2028 (C)		314		325
				3,698
Financials — 4.3%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		269		260
AIB Group
7.583%, U.S. SOFR + 3.456%, 10/14/2026 (B)(C)		817		838
Aircastle
5.250%, 08/11/2025 (C)		456		446
4.125%, 05/01/2024		181		177
2.850%, 01/26/2028 (C)		904		778
Alleghany
3.625%, 05/15/2030		931		877
Aviation Capital Group
5.500%, 12/15/2024 (C)		455		449
4.875%, 10/01/2025 (C)		182		176
4.375%, 01/30/2024 (C)		161		157
4.125%, 08/01/2025 (C)		6		6
3.500%, 11/01/2027 (C)		165		147
1.950%, 01/30/2026 (C)		480		427
1.950%, 09/20/2026 (C)		153		132
Banco de Credito del Peru S.A. MTN
3.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (B)(C)		755		680
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B)		400		375
Bank of America
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B)		1,198		1,074
Bank of America MTN
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B)		931		900

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of Ireland Group
6.253%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.650%, 09/16/2026 (B)(C)	$	210	$	209
Barclays PLC
7.385%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.300%, 11/02/2028 (B)		383		406
BNP Paribas
7.375%, USD Swap Semi 30/360 5 Yr Curr + 5.150%(B)(E)		200		190
4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.340%(B)(E)		669		500
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(C)		806		671
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (B)		333		320
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (B)		475		440
Charles Schwab
5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(B)(E)		184		174
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(B)(E)		756		616
Citigroup
8.870%, ICE LIBOR USD 3 Month + 4.068%(B)(E)		125		124
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(B)(E)		359		317
Credit Suisse Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(C)(E)		200		–
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(E)		440		–
6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(C)(E)		365		–
6.373%, U.S. SOFR + 3.340%, 07/15/2026 (B)(C)		344		332
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(C)		427		379
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(C)		292		235
Danske Bank
6.466%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.100%, 01/09/2026 (B)(C)		274		274

SEI Institutional Managed Trust

273

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (B)(C)	$	245	$	231
Deutsche Bank NY
6.119%, U.S. SOFR + 3.190%, 07/14/2026 (B)		255		247
3.961%, U.S. SOFR + 2.581%, 11/26/2025 (B)		315		298
2.129%, U.S. SOFR + 1.870%, 11/24/2026 (B)		347		299
Discover Bank
4.682%, USD Swap Semi 30/360 5 Yr Curr + 1.730%, 08/09/2028 (B)		475		435
Federation des Caisses Desjardins du Quebec
4.550%, 08/23/2027 (C)		435		429
Global Payments
5.300%, 08/15/2029		287		283
2.900%, 11/15/2031		157		129
Goldman Sachs Group
4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(B)(E)		328		272
Guardian Life Insurance of America
4.850%, 01/24/2077 (C)		145		126
HSBC Holdings
8.113%, U.S. SOFR + 4.250%, 11/03/2033 (B)		200		224
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.858%(B)(E)		494		493
7.336%, U.S. SOFR + 3.030%, 11/03/2026 (B)		810		840
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B)		219		179
ING Groep
1.726%, U.S. SOFR + 1.005%, 04/01/2027 (B)		1,191		1,058
Intesa Sanpaolo
7.000%, 11/21/2025 (C)		214		218
KBC Group
5.796%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.100%, 01/19/2029 (B)(C)		263		265
Lloyds Banking Group PLC
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.913%(B)(E)		322		297
7.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.750%, 11/15/2033 (B)		604		668
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.760%(B)(E)		415		392

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mitsubishi UFJ Financial Group
5.475%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.530%, 02/22/2031 (B)	$	213	$	214
Mizuho Financial Group
5.414%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 09/13/2028 (B)		430		432
Morgan Stanley
6.296%, U.S. SOFR + 2.240%, 10/18/2028 (B)		467		491
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (B)		289		280
0.406%, 10/29/2027 (B)	EUR	480		455
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(C)	$	319		287
NatWest Group
7.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.850%, 11/10/2026 (B)		260		269
5.847%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.350%, 03/02/2027 (B)		340		341
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (B)		232		228
Nomura Holdings
5.709%, 01/09/2026		325		326
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (C)		294		11
PNC Financial Services Group
5.068%, U.S. SOFR + 1.933%, 01/24/2034 (B)		108		107
S&P Global
4.750%, 08/01/2028		35		36
4.250%, 05/01/2029		166		163
Santander Holdings USA
6.499%, U.S. SOFR + 2.356%, 03/09/2029 (B)		165		165
4.260%, SOFRINDX + 1.380%, 06/09/2025 (B)		196		189
2.490%, U.S. SOFR + 1.249%, 01/06/2028 (B)		67		58
Santander UK Group Holdings
6.833%, U.S. SOFR + 2.749%, 11/21/2026 (B)		603		611
Societe Generale
2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (B)(C)		623		550

274

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Standard Chartered
7.776%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.100%, 11/16/2025 (B)(C)	$	363	$	371
7.750%, USD Swap Semi 30/360 5 Yr Curr + 5.723%(B)(C)(E)		200		200
6.312%, ICE LIBOR USD 3 Month + 1.510%(B)(C)(E)		400		336
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(B)(C)(E)		552		501
3.971%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 03/30/2026 (B)(C)		239		230
Svenska Handelsbanken
4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.048%(B)(E)		800		639
Swiss Re Finance Luxembourg
5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (B)		600		562
Synchrony Financial
4.875%, 06/13/2025		118		109
4.500%, 07/23/2025		120		109
3.950%, 12/01/2027		118		100
2.875%, 10/28/2031		328		232
Truist Financial MTN
5.122%, U.S. SOFR + 1.852%, 01/26/2034 (B)		204		199
1.950%, 06/05/2030		74		60
UBS Group
4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (B)(C)		238		230
UniCredit
3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (B)(C)		201		158
2.569%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (B)(C)		519		470
1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (B)(C)		231		201
US Bancorp
5.300%, ICE LIBOR USD 3 Month + 2.914%(B)(E)		474		403
Voya Financial
5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (B)		258		249

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wells Fargo
3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(B)(E)	$	327	$	289
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		433		406
				31,736
Health Care — 0.0%
Organon & Co
2.875%, 04/30/2028	EUR	200		191
Takeda Pharmaceutical
4.400%, 11/26/2023	$	220		219
				410
Industrials — 0.9%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		190		192
4.450%, 04/03/2026		173		166
2.450%, 10/29/2026		671		602
Air Lease
3.625%, 04/01/2027		40		37
2.100%, 09/01/2028		178		148
Air Lease MTN
2.875%, 01/15/2026		85		79
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	237		219
CNH Industrial Capital
3.950%, 05/23/2025	$	723		704
Delta Air Lines
4.750%, 10/20/2028 (C)		475		458
4.500%, 10/20/2025 (C)		375		369
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (C)		236		239
5.400%, 02/01/2027		670		651
ENA Master Trust
4.000%, 05/19/2048 (C)		272		204
Flowserve
2.800%, 01/15/2032		246		195
Honeywell International
4.125%, 11/02/2034	EUR	810		892
Lima Metro Line 2 Finance
5.875%, 07/05/2034	$	210		202
4.350%, 04/05/2036 (C)		206		179
Odebrecht Holdco Finance
0.000%, 09/10/2058 (C)(F)		294		–
Parker-Hannifin
4.500%, 09/15/2029		546		541
Regal Rexnord
6.050%, 02/15/2026 (C)		789		792
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	125		123

SEI Institutional Managed Trust

275

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trane Technologies Financing
5.250%, 03/03/2033	$	137	$	142
Verisk Analytics
5.750%, 04/01/2033		218		229
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		135
				7,498
Information Technology — 1.0%
Broadcom
4.926%, 05/15/2037 (C)		535		487
3.187%, 11/15/2036 (C)		448		340
3.137%, 11/15/2035 (C)		154		118
Entegris Escrow
4.750%, 04/15/2029 (C)		699		661
HP
4.750%, 01/15/2028		572		565
Infor
1.750%, 07/15/2025 (C)		340		311
International Business Machines
4.900%, 07/27/2052		434		405
4.500%, 02/06/2026		392		391
Kyndryl Holdings
2.050%, 10/15/2026		631		548
Lenovo Group
5.831%, 01/27/2028		966		972
Micron Technology
6.750%, 11/01/2029		563		598
NXP BV
5.550%, 12/01/2028		317		323
Prosus
3.680%, 01/21/2030 (C)		569		483
3.257%, 01/19/2027 (C)		264		240
SK Hynix
2.375%, 01/19/2031 (C)		290		217
Tencent Holdings MTN
3.240%, 06/03/2050 (C)		439		288
TSMC Arizona
3.875%, 04/22/2027		406		399
Western Digital
3.100%, 02/01/2032		35		26
2.850%, 02/01/2029		157		128
Workday
3.700%, 04/01/2029		68		64
				7,564
Materials — 0.2%
Celanese US Holdings
5.900%, 07/05/2024		867		867
Freeport Indonesia MTN
4.763%, 04/14/2027 (C)		243		236

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nucor
4.300%, 05/23/2027	$	335	$	329
Volcan Cia Minera SAA
4.375%, 02/11/2026 (C)		81		67
				1,499
Real Estate — 0.1%
American Tower
4.050%, 03/15/2032		118		108
3.650%, 03/15/2027		235		223
Host Hotels & Resorts
3.500%, 09/15/2030		142		120
Vornado Realty
2.150%, 06/01/2026		403		323
				774
Utilities — 0.6%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (C)		304		262
Chile Electricity PEC
0.000%, 01/25/2028 (C)(F)		523		389
Comision Federal de Electricidad
4.688%, 05/15/2029 (C)		268		240
3.348%, 02/09/2031 (C)		687		543
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		318
Enel Finance International
7.500%, 10/14/2032 (C)		400		446
Engie Energia Chile
3.400%, 01/28/2030		390		318
NRG Energy
7.000%, 03/15/2033 (C)		421		436
Public Service Enterprise Group
5.850%, 11/15/2027		402		418
Terraform Global Operating
6.125%, 03/01/2026 (C)		74		70
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(B)(C)(E)		286		252
				3,692
Total Corporate Obligations
(Cost $80,085) ($ Thousands)				72,544

276

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 4.3%
Automotive — 1.5%
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026	$	841	$	845
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A
5.440%, 02/22/2028(C)		554		554
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		223		212
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		347		322
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		371
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(C)		611		576
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(C)		171		163
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(C)		605		529
Hertz Vehicle Financing III, Ser 2022-1A, Cl C
2.630%, 06/25/2026(C)		620		568
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(C)		243		236
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027(C)		616		612
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2
6.920%, 08/15/2028(C)		1,307		1,308
Prestige Auto Receivables Trust, Ser 2022-1A, Cl A2
5.900%, 07/15/2025(C)		556		556
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A
5.380%, 11/25/2030(C)		770		756
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(C)		671		656
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032(C)		658		655
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032(C)		705		706

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/2025(C)	$	410	$	409
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026(C)		850		852
				10,886
Credit Cards — 0.2%
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A
4.630%, 07/15/2025(C)		1,010		986
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026(C)		175		167
				1,153
Other Asset-Backed Securities — 2.6%
AB Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(C)		834		688
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(C)		103		100
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(C)		122		117
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(C)		246		239
AGL CLO 12, Ser 2021-12A, Cl A1
5.968%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(B)(C)		970		948
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2
5.300%, 06/21/2028(C)		351		349
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(C)		185		175
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
6.008%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(B)(C)		589		575
Ballyrock CLO 15, Ser 2021-1A, Cl C
7.892%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(B)(C)		600		550
Ballyrock CLO 16, Ser 2021-16A, Cl A1
5.938%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(B)(C)		1,222		1,198
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(C)		182		156
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(C)		232		199

SEI Institutional Managed Trust

277

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Dext ABS, Ser 2023-1, Cl A2
5.990%, 03/15/2032(C)	$	923	$	923
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(C)		839		724
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(C)		456		391
Dryden 78 CLO, Ser 2020-78A, Cl C
6.742%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(B)(C)		620		580
Dryden 78 CLO, Ser 2020-78A, Cl D
7.792%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(B)(C)		320		291
Elevation CLO, Ser 2020-11A, Cl C
6.992%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(B)(C)		550		515
Elmwood CLO IX, Ser 2021-2A, Cl D
7.758%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(B)(C)		583		536
Flatiron CLO 21, Ser 2021-1A, Cl D
7.698%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(B)(C)		620		568
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(C)		273		235
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
5.878%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(B)(C)		651		636
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(C)		382		355
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(C)		266		231
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		794
Magnetite XXVI, Ser 2021-26A, Cl A1R
5.938%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(B)(C)		1,127		1,103
MVW, Ser 2021-2A, Cl B
1.830%, 05/20/2039(C)		329		294
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(C)		323		275
Neighborly Issuer, Ser 2023-1A, Cl A2
7.308%, 01/30/2053(C)		782		769
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(C)		217		197
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
5.892%, ICE LIBOR USD 3 Month + 1.100%, 07/16/2035(B)(C)		1,141		1,119

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
5.922%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(B)(C)	$	690	$	675
NMEF Funding, Ser 2022-B, Cl A2
6.070%, 06/15/2029(C)		367		370
OCP CLO, Ser 2021-18A, Cl AR
5.898%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(B)(C)		849		835
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(C)		636		579
Rad CLO 7, Ser 2020-7A, Cl C
6.792%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(B)(C)		280		264
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(C)		474		431
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(C)		530		504
Voya CLO, Ser 2020-1A, Cl DR
7.642%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(B)(C)		250		221
				19,709
Total Asset-Backed Securities
(Cost $33,394) ($ Thousands)				31,748
MORTGAGE-BACKED SECURITIES — 3.8%
Agency Mortgage-Backed Obligations — 0.4%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
1.466%, 06/15/2047(B)		1,075		124
FHLMC CMO, Ser 2020-4981, Cl HS, IO
1.255%, 06/25/2050(B)		2,143		237
FNMA
3.000%, 02/01/2052		2,241		2,021
FNMA CMO, Ser 2014-78, Cl SE, IO
1.255%, 12/25/2044(B)		815		89
FNMA CMO, Ser 2016-77, Cl DS, IO
1.155%, 10/25/2046(B)		810		88
FNMA CMO, Ser 2017-62, Cl AS, IO
1.305%, 08/25/2047(B)		915		113
FNMA CMO, Ser 2017-97, Cl LS, IO
1.355%, 12/25/2047(B)		1,281		159
GNMA CMO, Ser 2017-122, Cl SA, IO
1.439%, 08/20/2047(B)		665		81

278

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-134, Cl SE, IO
1.439%, 09/20/2047(B)	$	552	$	55
				2,967
Non-Agency Mortgage-Backed Obligations — 3.4%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		45		32
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		241		136
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		183		102
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		103		74
AREIT Trust, Ser 2022-CRE6, Cl A
5.809%, SOFR30A + 1.250%, 01/16/2037(B)(C)		1,322		1,289
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%, 03/10/2037(B)(C)		365		264
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
5.685%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(B)(C)		1,610		1,530
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
6.824%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(B)(C)		779		752
Bellemeade Re, Ser 2019-3A, Cl M1C
6.795%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(B)(C)		332		331
Bellemeade Re, Ser 2021-1A, Cl M1C
7.510%, SOFR30A + 2.950%, 03/25/2031(B)(C)		437		436
Bellemeade Re, Ser 2021-2A, Cl M1B
6.060%, SOFR30A + 1.500%, 06/25/2031(B)(C)		704		691
Bellemeade Re, Ser 2022-2, Cl M1A
8.568%, SOFR30A + 4.000%, 09/27/2032(B)(C)		978		980
BFLD Trust, Ser 2021-FPM, Cl A
6.285%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(B)(C)		1,189		1,126
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
6.834%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(B)(C)		656		622
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
6.584%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(B)(C)		162		154

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037	$	88	$	43
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		122		60
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		58		23
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.452%, 04/10/2046(B)(C)		343		341
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.794%, 07/10/2046(B)(C)		649		623
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
7.245%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(B)(C)		27		27
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
7.145%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(C)		7		7
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
6.995%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(B)(C)		5		5
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
6.945%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)(C)		43		43
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
6.845%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(B)(C)		123		122
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.210%, SOFR30A + 1.650%, 12/25/2041(B)(C)		319		302
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
6.460%, SOFR30A + 1.900%, 12/25/2041(B)(C)		1,023		979
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
8.060%, SOFR30A + 3.500%, 03/25/2042(B)(C)		838		843
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
7.660%, SOFR30A + 3.100%, 03/25/2042(B)(C)		211		209

SEI Institutional Managed Trust

279

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1
6.868%, SOFR30A + 2.300%, 01/25/2043(B)(C)	$	447	$	446
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
5.225%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(B)		333		114
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1
6.560%, SOFR30A + 2.000%, 01/25/2051(B)(C)		77		73
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl M2
6.545%, ICE LIBOR USD 1 Month + 1.700%, 01/25/2050(B)(C)		114		114
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2
7.360%, SOFR30A + 2.800%, 10/25/2050(B)(C)		270		273
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
6.210%, SOFR30A + 1.650%, 01/25/2034(B)(C)		233		229
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.060%, SOFR30A + 1.500%, 10/25/2041(B)(C)		1,079		1,027
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2
6.360%, SOFR30A + 1.800%, 11/25/2041(B)(C)		1,042		990
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
6.910%, SOFR30A + 2.350%, 12/25/2041(B)(C)		668		601
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
6.410%, SOFR30A + 1.850%, 01/25/2042(B)(C)		542		513
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
5.560%, SOFR30A + 1.000%, 01/25/2042(B)(C)		461		452
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
6.760%, SOFR30A + 2.200%, 05/25/2042(B)(C)		618		621
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A
7.510%, SOFR30A + 2.950%, 06/25/2042(B)(C)		761		774

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A
6.710%, SOFR30A + 2.150%, 09/25/2042(B)(C)	$	422	$	423
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A
7.060%, SOFR30A + 2.500%, 03/25/2052(B)(C)		1,125		1,133
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A
6.658%, SOFR30A + 2.100%, 03/25/2043(B)(C)		530		531
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
6.795%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(B)(C)		36		36
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
8.845%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(B)		137		141
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
9.845%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(B)		135		141
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
10.545%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(B)		95		102
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
7.695%, ICE LIBOR USD 1 Month + 2.850%, 11/25/2029(B)		431		438
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
6.560%, SOFR30A + 2.000%, 11/25/2041(B)(C)		469		435
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.156%, 08/10/2044(B)(C)		13		5
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.056%, 01/10/2047(B)(C)		272		88
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		24
2.435%, 08/17/2026		769		727
1.433%, 08/17/2026		297		279
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
5.345%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(B)		54		45
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.798%, 09/15/2047(B)		15,749		116

280

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3
6.945%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(B)(C)	$	89	$	84
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(B)		125		52
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(C)		207		207
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
6.407%, TSFR1M + 1.579%, 07/15/2036(B)(C)		313		301
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
7.602%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(B)(C)		285		278
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
8.552%, ICE LIBOR USD 1 Month + 3.700%, 11/27/2031(B)(C)		33		32
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
8.202%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(B)(C)		113		108
Radnor RE, Ser 2019-1, Cl M1B
6.795%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(B)(C)		423		424
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.387%, 11/15/2049(B)		925		803
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
10.345%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(B)(C)		35		26
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
10.095%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(B)(C)		150		110
				25,462
Total Mortgage-Backed Securities
(Cost $30,658) ($ Thousands)				28,429

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.8%
FFCB ^
5.210%, U.S. SOFR + 0.380%, 05/08/2023 (B)	$	2,000	$	2,001
5.000%, U.S. SOFR + 0.170%, 01/23/2025 (B)		2,100		2,103
4.965%, U.S. SOFR + 0.135%, 11/06/2023 (B)		2,000		2,001
4.870%, U.S. SOFR + 0.040%, 05/15/2024 (B)		300		300
4.855%, U.S. SOFR + 0.025%, 09/27/2023 (B)		600		600
0.300%, 09/01/2023		300		294
FHLB ^
4.870%, U.S. SOFR + 0.040%, 06/16/2023 (B)		2,100		2,100
0.620%, 02/26/2026		200		181
FHLB DN ^
4.910%, 02/02/2024 (A)		800		770
FHLMC ^
5.150%, 01/27/2026		1,200		1,195
4.200%, 08/28/2025		700		692
0.400%, 05/24/2024		400		381
0.375%, 05/05/2023		1,000		996
FNMA ^
5.060%, 02/07/2025		700		697
3.875%, 08/28/2024		800		790
0.625%, 04/22/2025		1,300		1,209
0.500%, 06/17/2025		1,500		1,386
0.375%, 06/14/2024		700		665
0.250%, 05/22/2023		1,500		1,491
0.250%, 07/10/2023		1,100		1,087
0.250%, 11/27/2023		100		97
Total U.S. Government Agency Obligations
(Cost $21,365) ($ Thousands)				21,036
MUNICIPAL BONDS — 0.2%
New York — 0.2%
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		515		510
New York City, Ser D, GO
1.923%, 08/01/2031		535		438
				948

SEI Institutional Managed Trust

281

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
West Virginia — 0.0%
Tobacco Settlement Finance Authority, RB
3.000%, 06/01/2035	$	217		$	217
Total Municipal Bonds
(Cost $1,268) ($ Thousands)					1,165
SOVEREIGN DEBT — 0.1%
Colombia Government International Bond
3.125%, 04/15/2031		225			171
Dominican Republic International Bond
4.875%, 09/23/2032(C)		923			783
Total Sovereign Debt
(Cost $1,147) ($ Thousands)					954
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		408			–
Total Rights
(Cost $—) ($ Thousands)					–
PURCHASED OPTIONS — 0.0%
Total Purchased Options ^
(Cost $98) ($ Thousands)					71
Total Investments in Securities — 115.3%
(Cost $773,896) ($ Thousands)				$	856,569
	Shares
COMMON STOCK SOLD SHORT— (13.7)%
Communication Services — (0.6)%
Cable One Inc		(77	)		(54	)
Charter Communications Inc, Cl A *		(1,369	)		(490	)
Comcast Corp, Cl A		(56,748	)		(2,151	)
DISH Network Corp, Cl A *		(3,334	)		(31	)
Fox Corp, Cl A		(3,581	)		(122	)
Fox Corp, Cl B		(1,800	)		(57	)
Interpublic Group of Cos Inc/The		(4,754	)		(177	)
John Wiley & Sons Inc, Cl A		(500	)		(20	)
Liberty Broadband Corp, Cl C *		(1,382	)		(113	)
Liberty Media Corp-Liberty SiriusXM *		(2,894	)		(81	)
New York Times Co/The, Cl A		(2,012	)		(78	)
News Corp, Cl A		(4,867	)		(84	)
News Corp, Cl B		(1,900	)		(33	)
Nexstar Media Group Inc, Cl A		(432	)		(75	)
Omnicom Group Inc		(2,524	)		(238	)
Paramount Global, Cl B		(6,775	)		(151	)
Scholastic Corp, Cl B		(500	)		(17	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
TEGNA Inc		(2,800	)	$	(47	)
Trade Desk Inc/The, Cl A *		(5,356	)		(326	)
					(4,345	)
Consumer Discretionary — (8.8)%
Academy Sports & Outdoors Inc		(1,020	)		(67	)
Acushnet Holdings Corp		(1,580	)		(81	)
Adient PLC *		(4,611	)		(189	)
ADT Inc		(3,144	)		(23	)
Adtalem Global Education Inc *		(700	)		(27	)
Advance Auto Parts Inc		(596	)		(72	)
Airbnb Inc, Cl A *		(6,601	)		(821	)
Amazon.com Inc, Cl A *		(58,371	)		(6,029	)
American Axle & Manufacturing Holdings Inc *		(5,830	)		(46	)
American Eagle Outfitters Inc		(1,400	)		(19	)
Aptiv PLC *		(13,329	)		(1,495	)
Aramark		(4,473	)		(160	)
Arko Corp		(2,900	)		(25	)
Asbury Automotive Group Inc *		(191	)		(40	)
AutoNation Inc *		(426	)		(57	)
AutoZone Inc *		(177	)		(435	)
Bath & Body Works Inc		(2,317	)		(85	)
Best Buy Co Inc		(1,735	)		(136	)
Bloomin' Brands Inc		(1,599	)		(41	)
Booking Holdings Inc *		(695	)		(1,843	)
Boot Barn Holdings Inc *		(510	)		(39	)
BorgWarner Inc		(12,357	)		(607	)
Boyd Gaming Corp		(1,309	)		(84	)
Bright Horizons Family Solutions Inc *		(983	)		(76	)
Brinker International Inc *		(700	)		(27	)
Brunswick Corp/DE		(2,762	)		(227	)
Burlington Stores Inc *		(603	)		(122	)
Caesars Entertainment Inc *		(3,556	)		(174	)
Capri Holdings Ltd *		(4,182	)		(197	)
CarMax Inc *		(1,336	)		(86	)
Carnival Corp *		(16,256	)		(165	)
Carter's Inc		(1,383	)		(99	)
Cavco Industries Inc *		(385	)		(122	)
Century Communities Inc		(870	)		(56	)
Cheesecake Factory Inc/The		(862	)		(30	)
Chegg Inc *		(2,279	)		(37	)
Chipotle Mexican Grill Inc, Cl A *		(501	)		(856	)
Choice Hotels International Inc		(500	)		(59	)
Churchill Downs Inc		(726	)		(187	)
Columbia Sportswear Co		(1,529	)		(138	)
Coursera Inc *		(1,500	)		(17	)
Cracker Barrel Old Country Store Inc		(430	)		(49	)
Crocs Inc *		(1,956	)		(247	)
Dana Inc		(6,359	)		(96	)
Darden Restaurants Inc		(2,183	)		(339	)
Dave & Buster's Entertainment Inc *		(846	)		(31	)

282

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Deckers Outdoor Corp *		(933	)	$	(419	)
Dick's Sporting Goods Inc		(510	)		(72	)
Domino's Pizza Inc		(637	)		(210	)
DoorDash Inc, Cl A *		(2,103	)		(134	)
Dorman Products Inc *		(1,463	)		(126	)
DR Horton Inc		(10,629	)		(1,038	)
DraftKings Inc, Cl A *		(6,360	)		(123	)
Duolingo Inc, Cl A *		(400	)		(57	)
eBay Inc		(4,805	)		(213	)
Etsy Inc *		(1,115	)		(124	)
Everi Holdings Inc *		(1,619	)		(28	)
Expedia Group Inc *		(2,723	)		(264	)
Fisker *		(4,163	)		(26	)
Five Below Inc *		(377	)		(78	)
Floor & Decor Holdings Inc, Cl A *		(1,007	)		(99	)
Foot Locker Inc, Cl A		(932	)		(37	)
Ford Motor Co		(190,686	)		(2,403	)
Fox Factory Holding Corp *		(1,982	)		(241	)
Frontdoor Inc *		(1,057	)		(29	)
GameStop Corp, Cl A *		(1,352	)		(31	)
Gap Inc/The		(1,926	)		(19	)
Garmin Ltd		(5,532	)		(558	)
General Motors Co		(69,434	)		(2,547	)
Gentex Corp		(12,518	)		(351	)
Gentherm Inc *		(1,785	)		(108	)
Genuine Parts Co		(1,433	)		(240	)
Goodyear Tire & Rubber Co/The *		(13,558	)		(149	)
GoPro Inc, Cl A *		(5,071	)		(26	)
Graham Holdings Co, Cl B		(100	)		(60	)
Grand Canyon Education Inc *		(372	)		(42	)
Group 1 Automotive Inc		(255	)		(58	)
H&R Block Inc		(2,697	)		(95	)
Hanesbrands Inc		(11,171	)		(59	)
Harley-Davidson Inc, Cl A		(7,171	)		(272	)
Hasbro Inc		(4,925	)		(264	)
Helen of Troy Ltd *		(768	)		(73	)
Hilton Grand Vacations Inc *		(1,454	)		(65	)
Hilton Worldwide Holdings Inc		(4,886	)		(688	)
Home Depot Inc/The		(9,629	)		(2,842	)
Hyatt Hotels Corp, Cl A *		(656	)		(73	)
Installed Building Products Inc		(904	)		(103	)
International Game Technology PLC		(1,433	)		(38	)
iRobot *		(794	)		(35	)
Jack in the Box Inc		(527	)		(46	)
KB Home		(2,964	)		(119	)
Kohl's Corp		(1,089	)		(26	)
Kontoor Brands Inc		(2,016	)		(98	)
Las Vegas Sands Corp *		(6,145	)		(353	)
Laureate Education Inc, Cl A		(2,200	)		(26	)
La-Z-Boy Inc, Cl Z		(1,511	)		(44	)
LCI Industries		(1,364	)		(150	)
Lear Corp		(2,970	)		(414	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Leggett & Platt Inc		(5,074	)	$	(162	)
Lennar Corp, Cl A		(8,613	)		(905	)
Lennar Corp, Cl B		(509	)		(45	)
LGI Homes Inc *		(648	)		(74	)
Light & Wonder Inc, Cl A *		(1,537	)		(92	)
Lithia Motors Inc, Cl A		(235	)		(54	)
LKQ Corp		(2,389	)		(136	)
Lowe's Cos Inc		(5,905	)		(1,181	)
Lucid Group Inc *		(26,163	)		(210	)
Lululemon Athletica Inc *		(3,849	)		(1,402	)
Luminar Technologies, Cl A *		(11,149	)		(72	)
M/I Homes Inc *		(1,127	)		(71	)
Macy's Inc		(1,909	)		(33	)
Malibu Boats Inc, Cl A *		(690	)		(39	)
Marriott International Inc/MD, Cl A		(4,971	)		(825	)
Marriott Vacations Worldwide Corp		(797	)		(107	)
Mattel Inc *		(12,331	)		(227	)
McDonald's Corp		(13,567	)		(3,793	)
MDC Holdings Inc		(1,916	)		(74	)
Meritage Homes Corp		(1,254	)		(146	)
MGM Resorts International		(5,720	)		(254	)
Modine Manufacturing Co *		(3,299	)		(76	)
Mohawk Industries Inc *		(1,906	)		(191	)
Movado Group Inc		(761	)		(22	)
Murphy USA Inc		(152	)		(39	)
Newell Brands Inc, Cl B		(12,546	)		(156	)
NIKE Inc, Cl B		(41,446	)		(5,083	)
Nordstrom Inc		(1,164	)		(19	)
Norwegian Cruise Line Holdings Ltd *		(6,832	)		(92	)
NVR Inc *		(105	)		(585	)
Ollie's Bargain Outlet Holdings Inc *		(500	)		(29	)
O'Reilly Automotive Inc *		(564	)		(479	)
Oxford Industries Inc, Cl A		(626	)		(66	)
Papa John's International Inc, Cl A		(458	)		(34	)
Patrick Industries Inc		(1,525	)		(105	)
Peloton Interactive Inc, Cl A *		(10,403	)		(118	)
Penn Entertainment Inc *		(2,595	)		(77	)
Planet Fitness Inc, Cl A *		(1,316	)		(102	)
Polaris Inc		(1,813	)		(201	)
Pool Corp		(409	)		(140	)
PulteGroup Inc		(7,515	)		(438	)
PVH Corp		(2,140	)		(191	)
QuantumScape Corp, Cl A *		(12,222	)		(100	)
Ralph Lauren Corp, Cl A		(1,513	)		(177	)
Red Rock Resorts Inc, Cl A		(935	)		(42	)
RH *		(141	)		(34	)
Rivian Automotive Inc, Cl A *		(24,162	)		(374	)
Ross Stores Inc		(3,090	)		(328	)
Royal Caribbean Cruises Ltd *		(3,880	)		(253	)
SeaWorld Entertainment Inc *		(680	)		(42	)
Service Corp International/US		(2,714	)		(187	)
Shake Shack Inc, Cl A *		(946	)		(53	)

SEI Institutional Managed Trust

283

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Signet Jewelers Ltd		(509	)	$	(40	)
Six Flags Entertainment Corp *		(678	)		(18	)
Skechers USA Inc, Cl A *		(4,759	)		(226	)
Skyline Champion Corp *		(1,684	)		(127	)
Solid Power *		(9,100	)		(27	)
Sonos Inc *		(4,222	)		(83	)
Standard Motor Products Inc		(916	)		(34	)
Starbucks Corp		(20,560	)		(2,141	)
Steven Madden Ltd		(2,833	)		(102	)
Stoneridge Inc *		(2,148	)		(40	)
Strategic Education Inc		(400	)		(36	)
Stride Inc *		(600	)		(24	)
Sturm Ruger & Co Inc		(700	)		(40	)
Sweetgreen, Cl A *		(2,406	)		(19	)
Tapestry Inc		(8,215	)		(354	)
Taylor Morrison Home Corp, Cl A *		(4,009	)		(153	)
Tempur Sealy International Inc		(5,955	)		(235	)
Tesla Inc *		(26,758	)		(5,551	)
Texas Roadhouse Inc, Cl A		(1,448	)		(156	)
Thor Industries Inc		(2,648	)		(211	)
TJX Cos Inc/The		(10,663	)		(836	)
Toll Brothers Inc		(3,518	)		(211	)
TopBuild Corp *		(1,062	)		(221	)
Topgolf Callaway Brands Corp *		(4,394	)		(95	)
Tractor Supply Co		(979	)		(230	)
Travel + Leisure Co		(2,000	)		(78	)
Tri Pointe Homes Inc *		(3,902	)		(99	)
Ulta Beauty Inc *		(431	)		(235	)
Under Armour Inc, Cl A *		(6,229	)		(59	)
Under Armour Inc, Cl C *		(6,519	)		(56	)
Urban Outfitters Inc *		(900	)		(25	)
Vail Resorts Inc		(853	)		(199	)
VF Corp		(11,336	)		(260	)
Victoria's Secret & Co *		(700	)		(24	)
Vista Outdoor Inc *		(1,776	)		(49	)
Visteon Corp *		(1,407	)		(221	)
Vizio Holding, Cl A *		(4,183	)		(38	)
Wayfair Inc, Cl A *		(500	)		(17	)
Wendy's Co/The		(2,995	)		(65	)
Whirlpool Corp		(1,887	)		(249	)
Williams-Sonoma Inc		(606	)		(74	)
Wingstop Inc, Cl A		(503	)		(92	)
Winnebago Industries Inc		(1,703	)		(98	)
Wolverine World Wide Inc		(2,109	)		(36	)
Wyndham Hotels & Resorts Inc		(1,327	)		(90	)
Wynn Resorts Ltd *		(1,848	)		(207	)
XPEL Inc *		(1,098	)		(75	)
YETI Holdings Inc *		(3,128	)		(125	)
Yum! Brands Inc		(5,258	)		(694	)
					(65,761	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Consumer Staples — (0.2)%
Dollar General Corp		(2,017	)	$	(425	)
Dollar Tree Inc *		(1,828	)		(262	)
Target Corp, Cl A		(4,198	)		(695	)
					(1,382	)
Information Technology — (2.6)%
Advanced Micro Devices Inc *		(7,306	)		(716	)
Amphenol Corp, Cl A		(2,336	)		(191	)
Analog Devices Inc		(2,407	)		(475	)
Apple Inc		(37,412	)		(6,169	)
Applied Materials Inc		(3,766	)		(463	)
Arista Networks Inc *		(1,163	)		(195	)
Arrow Electronics Inc, Cl A *		(409	)		(51	)
Avnet Inc		(1,097	)		(50	)
Broadcom Inc		(1,882	)		(1,207	)
CDW Corp/DE		(689	)		(134	)
Ciena Corp *		(850	)		(45	)
Cisco Systems Inc		(19,730	)		(1,031	)
Cognex Corp		(822	)		(41	)
Coherent Corp *		(590	)		(22	)
Corning Inc, Cl B		(3,316	)		(117	)
Dell Technologies Inc, Cl C		(1,100	)		(44	)
Diodes Inc *		(301	)		(28	)
Enphase Energy Inc *		(622	)		(131	)
Entegris Inc		(634	)		(52	)
F5 Inc, Cl A *		(200	)		(29	)
First Solar Inc *		(510	)		(111	)
GLOBALFOUNDRIES Inc *		(360	)		(26	)
Hewlett Packard Enterprise Co		(5,269	)		(84	)
HP Inc		(4,682	)		(137	)
Intel Corp		(18,342	)		(599	)
Jabil Inc		(620	)		(55	)
Juniper Networks Inc		(749	)		(26	)
Keysight Technologies Inc *		(941	)		(152	)
KLA Corp		(704	)		(281	)
Lam Research Corp		(643	)		(341	)
Lattice Semiconductor Corp *		(766	)		(73	)
Lumentum Holdings Inc *		(426	)		(23	)
Marvell Technology Inc		(3,894	)		(169	)
Microchip Technology Inc		(2,411	)		(202	)
Micron Technology Inc		(4,794	)		(289	)
MKS Instruments Inc		(405	)		(36	)
Monolithic Power Systems Inc		(242	)		(121	)
Motorola Solutions Inc		(842	)		(241	)
NetApp Inc		(770	)		(49	)
NVIDIA Corp		(10,688	)		(2,969	)
ON Semiconductor Corp *		(2,268	)		(187	)
Onto Innovation Inc *		(287	)		(25	)
Pure Storage Inc, Cl A *		(921	)		(23	)
Qorvo Inc *		(392	)		(40	)
QUALCOMM Inc		(5,149	)		(657	)

284

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Rambus Inc *		(690	)	$	(35	)
Skyworks Solutions Inc		(915	)		(108	)
Synaptics Inc *		(100	)		(11	)
Teledyne Technologies Inc *		(200	)		(89	)
Teradyne Inc		(593	)		(64	)
Texas Instruments Inc		(4,508	)		(839	)
Trimble Inc *		(1,527	)		(80	)
Universal Display Corp		(326	)		(51	)
Western Digital Corp *		(1,240	)		(47	)
Wolfspeed Inc *		(509	)		(33	)
Zebra Technologies Corp, Cl A *		(209	)		(66	)
					(19,530	)
Materials — (1.5)%
Air Products and Chemicals Inc		(2,090	)		(600	)
Albemarle Corp		(1,085	)		(240	)
Alcoa Corp		(1,442	)		(61	)
Alpha Metallurgical Resources Inc		(344	)		(54	)
Amcor PLC		(13,039	)		(148	)
AptarGroup Inc		(256	)		(30	)
Arconic *		(1,430	)		(38	)
Ashland Inc		(500	)		(51	)
ATI Inc *		(1,164	)		(46	)
Avery Dennison Corp		(780	)		(140	)
Avient Corp		(1,021	)		(42	)
Axalta Coating Systems Ltd *		(1,949	)		(59	)
Balchem Corp		(300	)		(38	)
Ball Corp		(3,128	)		(172	)
Berry Global Group Inc		(1,680	)		(99	)
Celanese Corp, Cl A		(1,051	)		(114	)
CF Industries Holdings Inc		(1,822	)		(132	)
Chemours Co/The		(1,758	)		(53	)
Cleveland-Cliffs Inc *		(4,911	)		(90	)
Commercial Metals Co, Cl A		(1,132	)		(55	)
Constellium, Cl A *		(2,351	)		(36	)
Corteva Inc		(6,740	)		(406	)
Crown Holdings Inc		(865	)		(72	)
Dow Inc		(6,678	)		(366	)
DuPont de Nemours Inc		(4,972	)		(357	)
Eagle Materials Inc		(326	)		(48	)
Eastman Chemical Co		(1,152	)		(97	)
Ecolab Inc		(2,322	)		(384	)
Element Solutions Inc		(3,224	)		(62	)
FMC Corp		(1,106	)		(135	)
Freeport-McMoRan Inc, Cl B		(13,735	)		(562	)
Ginkgo Bioworks Holdings Inc *		(12,300	)		(16	)
Graphic Packaging Holding Co		(2,637	)		(67	)
HB Fuller Co		(759	)		(52	)
Hecla Mining Co		(8,432	)		(53	)
Huntsman Corp		(1,766	)		(48	)
Ingevity Corp *		(601	)		(43	)
International Flavors & Fragrances Inc		(2,328	)		(214	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
International Paper Co		(2,607	)	$	(94	)
Linde PLC		(4,818	)		(1,713	)
Livent Corp *		(1,786	)		(39	)
Louisiana-Pacific Corp		(529	)		(29	)
LyondellBasell Industries NV, Cl A		(2,600	)		(244	)
Martin Marietta Materials Inc, Cl A		(663	)		(235	)
Mosaic Co/The		(3,516	)		(161	)
MP Materials Corp *		(700	)		(20	)
Newmont Corp		(7,709	)		(378	)
Nucor Corp		(2,517	)		(389	)
O-I Glass Inc, Cl I *		(2,636	)		(60	)
Olin Corp		(890	)		(49	)
Packaging Corp of America		(811	)		(113	)
PPG Industries Inc		(2,103	)		(281	)
Quaker Chemical Corp		(258	)		(51	)
Reliance Steel & Aluminum Co		(504	)		(129	)
Royal Gold Inc, Cl A		(679	)		(88	)
RPM International Inc		(1,188	)		(104	)
Sealed Air Corp		(1,287	)		(59	)
Sherwin-Williams Co/The, Cl A		(2,236	)		(503	)
Silgan Holdings Inc		(1,000	)		(54	)
Sonoco Products Co		(900	)		(55	)
Southern Copper Corp		(995	)		(76	)
SSR Mining Inc		(1,700	)		(26	)
Steel Dynamics Inc		(1,598	)		(181	)
Stepan Co		(430	)		(44	)
Summit Materials Inc, Cl A *		(1,197	)		(34	)
Tronox Holdings		(2,026	)		(29	)
United States Steel Corp		(2,329	)		(61	)
Valvoline Inc		(1,244	)		(43	)
Vulcan Materials Co		(1,140	)		(196	)
Westlake Corp		(410	)		(48	)
Westrock Co		(1,773	)		(54	)
					(10,920	)
Total Common Stock Sold Short
(Proceeds $110,467) ($ Thousands)					(101,938	)
Total Investments Sold Short — (13.7)%
(Proceeds $110,467) ($ Thousands)				$	(101,938	)
WRITTEN OPTIONS — (0.0)%
Total Written Options ^
(Premiums Received $49) ($ Thousands)				$	(36	)

SEI Institutional Managed Trust

285

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

A list of open exchange traded options contracts for the Fund at March 31, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options ^
June 2023, Crude Oil Future		92		$	6,974		$	60.00		5/20/2023	$	47
May 2023, HG Copper Future		33			3,378			390.00		4/22/2023		22
May 2023, HG Copper Future		33			3,378			350.00		4/22/2023		2
Total Purchased Options				$	13,730						$	71
WRITTEN OPTIONS — 0.0%
Put Options ^
June 2023, Crude Oil Future		(92	)	$	(6,974	)		55.00		05/20/2023	$	(25	)
May 2023, HG Copper Future		(66	)		(6,756	)		370.00		04/22/2023		(11	)
Total Written Options				$	(13,730	)					$	(36	)

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Brent Crude^		21		Jul-2023	$	1,614	$	1,661	$	47
Brent Crude^		48		May-2023		3,608		3,827		219
Brent Crude^		25		Sep-2023		2,037		1,958		(79	)
Brent Crude^		12		Jul-2023		962		949		(13	)
Brent Crude^		14		May-2023		1,168		1,116		(52	)
Brent Crude^		13		Nov-2023		1,022		1,008		(14	)
Coffee C^		13		Dec-2023		847		815		(32	)
Coffee C^		7		Sep-2023		411		442		31
Coffee C^		17		Jul-2023		1,067		1,082		15
Coffee C^		17		May-2023		1,119		1,087		(32	)
Copper^		44		May-2023		4,527		4,504		(23	)
Copper^		14		Dec-2023		1,419		1,438		19
Copper^		7		Sep-2023		736		719		(17	)
Copper^		9		May-2023		902		921		19
Copper^		7		Jul-2023		671		718		47
Corn^		24		Jul-2023		790		763		(27	)
Corn^		142		Jul-2023		4,456		4,516		60
Corn^		95		May-2023		3,153		3,137		(16	)
Corn^		26		Sep-2023		792		750		(42	)
Corn^		52		Dec-2023		1,504		1,473		(31	)
Cotton No. 2^		10		May-2023		423		414		(9	)
Cotton No. 2^		11		Jul-2023		462		457		(5	)
Cotton No. 2^		14		Dec-2023		577		584		7
Feeder Cattle^		10		May-2023		1,000		1,026		26
Gasoline^		8		Oct-2023		759		748		(11	)
Gasoline^		34		Apr-2023		3,739		3,828		89
Gasoline^		3		Aug-2023		311		310		(1	)
Gasoline^		32		Jun-2023		3,403		3,459		56
Gold^		32		Dec-2023		6,246		6,525		279
Gold^		25		Jun-2023		4,568		4,965		397
Gold^		67		Aug-2023		13,296		13,427		131
KC HRW Wheat^		12		Dec-2023		502		515		13
KC HRW Wheat^		6		Jul-2023		279		259		(20	)

286

SEI Institutional Managed Trust

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
KC HRW Wheat^		7		May-2023	$	308	$	307	$	(1	)
KC HRW Wheat^		6		Sep-2023		247		257		10
KC HRW Wheat^		3		Jul-2023		129		129		–
KC HRW Wheat^		16		May-2023		642		702		60
Lean Hogs^		20		Jul-2023		746		752		6
Lean Hogs^		10		Jun-2023		403		367		(36	)
Lean Hogs^		47		Jun-2023		1,719		1,723		4
Lean Hogs^		9		Dec-2023		300		288		(12	)
Lean Hogs^		16		Oct-2023		580		543		(37	)
Lean Hogs^		7		Jul-2023		291		263		(28	)
Live Cattle^		68		Jun-2023		4,355		4,410		55
Live Cattle^		7		Aug-2023		439		452		13
Live Cattle^		14		Oct-2023		910		926		16
Live Cattle^		7		Dec-2023		471		477		6
LME Lead^		5		Nov-2023		263		265		2
LME Lead^		2		Sep-2023		107		106		(1	)
LME Lead^		2		Jul-2023		104		106		2
LME Lead^		6		May-2023		317		316		(1	)
LME Lead^		10		Jun-2023		533		527		(6	)
LME Nickel^		2		Sep-2023		329		289		(40	)
LME Nickel^		4		Nov-2023		631		582		(49	)
LME Nickel^		2		Jul-2023		341		287		(54	)
LME Nickel^		1		May-2023		135		143		8
LME Primary Aluminum^		19		Nov-2023		1,175		1,176		1
LME Primary Aluminum^		9		Sep-2023		579		551		(28	)
LME Primary Aluminum^		5		May-2023		307		299		(8	)
LME Primary Aluminum^		92		Jun-2023		5,900		5,544		(356	)
LME Primary Aluminum^		9		Jul-2023		536		545		9
LME Zinc^		17		May-2023		1,290		1,245		(45	)
LME Zinc^		5		Jul-2023		368		365		(3	)
LME Zinc^		62		Sep-2023		4,557		4,513		(44	)
LME Zinc^		11		Nov-2023		825		798		(27	)
Low Sulphur Gasoil^		5		Sep-2023		399		365		(34	)
Low Sulphur Gasoil^		9		Nov-2023		692		651		(41	)
Low Sulphur Gasoil^		4		Jul-2023		338		294		(44	)
Low Sulphur Gasoil^		18		May-2023		1,452		1,353		(99	)
Natural Gas^		31		Jun-2023		843		847		4
Natural Gas^		27		Aug-2023		927		743		(184	)
Natural Gas^		27		Jun-2023		1,211		738		(473	)
Natural Gas^		81		Apr-2023		2,500		1,795		(705	)
Natural Gas^		46		Oct-2023		1,638		1,489		(149	)
NY Harbor ULSD^		5		Oct-2023		560		533		(27	)
NY Harbor ULSD^		11		Apr-2023		1,276		1,211		(65	)
NY Harbor ULSD^		2		Jun-2023		239		215		(24	)
NY Harbor ULSD^		21		Apr-2023		2,309		2,311		2
NY Harbor ULSD^		15		Jun-2023		1,574		1,609		35
NY Harbor ULSD^		2		Aug-2023		237		214		(23	)
NYMEX Cocoa^		48		May-2023		1,375		1,408		33
NYMEX Cocoa^		82		Jul-2023		2,330		2,373		43
Platinum^		26		Jul-2023		1,280		1,304		24
Silver^		5		Sep-2023		611		614		3
Silver^		5		Jul-2023		554		609		55
Silver^		32		May-2023		3,576		3,865		289
Silver^		10		Dec-2023		1,117		1,243		126
Soybean^		20		May-2023		1,498		1,506		8
Soybean^		58		Jul-2023		4,199		4,279		80
Soybean^		11		May-2023		833		828		(5	)
Soybean^		65		Nov-2023		4,439		4,289		(150	)

SEI Institutional Managed Trust

287

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Soybean Meal^		48			May-2023	$	2,236		$	2,237		$	1
Soybean Meal^		10			Jul-2023		406			461			55
Soybean Meal^		17			May-2023		816			792			(24	)
Soybean Meal^		49			Dec-2023		2,017			2,057			40
Soybean Oil^		11			May-2023		354			366			12
Soybean Oil^		8			Jul-2023		265			267			2
Soybean Oil^		36			Dec-2023		1,291			1,166			(125	)
Soybean Oil^		12			Jul-2023		487			400			(87	)
Soybean Oil^		16			May-2023		568			533			(35	)
Sugar No. 11^		34			Sep-2023		700			818			118
Sugar No. 11^		225			Apr-2023		4,879			5,607			728
Sugar No. 11^		17			Feb-2024		385			406			21
Sugar No. 11^		17			Jun-2023		344			416			72
U.S. 2-Year Treasury Notes		77			Jun-2023		15,677			15,897			220
U.S. 5-Year Treasury Notes		145			Jun-2023		15,698			15,879			181
Wheat^		19			Dec-2023		731			698			(33	)
Wheat^		10			Sep-2023		380			358			(22	)
Wheat^		10			Jul-2023		421			352			(69	)
Wheat^		73			May-2023		2,580			2,527			(53	)
Wheat^		42			May-2023		1,428			1,454			26
WTI Crude Oil^		16			Jun-2023		1,104			1,212			108
WTI Crude Oil^		28			Oct-2023		2,120			2,073			(47	)
WTI Crude Oil^		14			Aug-2023		1,091			1,050			(41	)
WTI Crude Oil^		14			Jun-2023		1,133			1,060			(73	)
WTI Crude Oil^		16			Apr-2023		1,265			1,211			(54	)
WTI Crude Oil^		14			Aug-2023		1,015			1,050			35
							195,605			195,687			82
Short Contracts
Corn^		(21	)		May-2023	$	(666	)	$	(694	)	$	(28	)
Japanese 10-Year Bond		(12	)		Jun-2023		(12,756	)		(13,355	)		(243	)
LME Nickel^		(4	)		Jun-2023		(547	)		(572	)		(25	)
LME Primary Aluminum^		(92	)		Jun-2024		(6,120	)		(5,874	)		246
LME Primary Aluminum^		(9	)		Jun-2023		(546	)		(542	)		4
MSCI EAFE Index		(110	)		Jun-2023		(10,681	)		(11,531	)		(850	)
Palladium^		(5	)		Jun-2023		(777	)		(734	)		43
S&P 500 Index E-MINI		(113	)		Jun-2023		(22,325	)		(23,378	)		(1,053	)
U.S. Ultra Long Treasury Bond		(12	)		Jun-2023		(1,620	)		(1,694	)		(74	)
Ultra 10-Year U.S. Treasury Notes		(4	)		Jun-2023		(482	)		(485	)		(3	)
							(56,520	)		(58,859	)		(1,983	)
						$	139,085		$	136,828		$	(1,901	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Depreciation (Thousands)
Bank of America		05/11/23		EUR	2,453		USD	2,611	$	(60	)

A list of the open OTC swap agreements held by the Fund at March 31, 2023 is as follows:

Credit Default Swaps - Sell Protection
Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049	$	16	$	(5	)	$	(1	)	$	(4	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		13		(4	)		(1	)		(3	)

288

SEI Institutional Managed Trust

Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063	$	13	$	(4	)	$	(2	)	$	(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		2		(1	)		—			(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		21		(11	)		(2	)		(9	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		18		(4	)		(2	)		(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		15		(3	)		(2	)		(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		18		(4	)		(2	)		(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		4		(1	)		—			(1	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		1		(2	)		—			(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		8		(3	)		(1	)		(2	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		34		(7	)		(4	)		(3	)
Credit Suisse		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		1		—			—			—
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		15		(4	)		(2	)		(2	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		111		(23	)		(13	)		(10	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		62		(14	)		(6	)		(8	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		63		(14	)		(7	)		(7	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		120		(27	)		(12	)		(15	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		109		(24	)		(9	)		(15	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		8		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		18		(4	)		(1	)		(3	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		17		(4	)		(1	)		(3	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		36		(8	)		(4	)		(4	)
											$	(173	)	$	(73	)	$	(100	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY. S39V1.5Y		5.00%		Quarterly		12/20/2027	$	9,870	$	(116	)	$	104		$	(220	)
CDX.NA.HY. S40V1.5Y		5.00%		Quarterly		06/20/2028		9,870		(154	)		(22	)		(132	)
Malaysia		1.00%		Quarterly		06/20/2028		39,000		(506	)		(266	)		(240	)
									$	(776	)	$	(184	)	$	(592	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY. S39V1.5Y		5.00%		Quarterly		12/20/2027	$	9,870	$	115	$	(19	)	$	134

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.8%		SOFR%		Annually		04/21/2025		USD		2,760	$	123	$	147	$	(24	)
2.28%		SOFR%		Annually		05/18/2025		USD		2,820		101		126		(25	)
2.51%		SOFR%		Annually		06/09/2025		USD		1,710		53		69		(16	)
1.92%		SOFR%		Annually		08/04/2025		USD		2,717		122		147		(25	)
1.33%		SOFR%		Annually		10/25/2026		USD		6,110		460		531		(71	)
1.455%		SOFR%		Annually		11/08/2026		USD		1,490		76		142		(66	)
1.4725%		SOFR%		Annually		11/09/2026		USD		1,490		76		142		(66	)
2.21%		SOFR%		Annually		04/04/2027		USD		10,400		501		637		(136	)

SEI Institutional Managed Trust

289

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Inflation Managed Fund (Concluded)

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
0.316%		SOFR%		Annually		06/05/2027		USD		15,800	$	1,929	$	2,124	$	(195	)
1.98%		SOFR%		Annually		07/12/2027		USD		1,075		63		77		(14	)
1.965%		SOFR%		Annually		06/04/2029		USD		4,220		312		374		(62	)
1.27%		SOFR%		Annually		09/27/2029		USD		2,230		260		292		(32	)
1.3945%		SOFR%		Annually		05/21/2031		USD		18,720		2,329		3,017		(688	)
2.4%		SOFR%		Annually		11/10/2035		USD		1,190		100		116		(16	)
USD @ 3.146%		USD CPI%		Annually		01/15/2027		USD		6,000		761		–		761
											$	7,266	$	7,941	$	(675	)

A list of the open reverse repurchase agreements held by the Fund at March 31, 2023 is as follows:

Principal Amount ($ Thousands)			Counterparty	Rate		Value ($ Thousands)
$	(10,969	)	Chase Securities		4.63 %	$	(10,969	)
	(13,587	)	Chase Securities		4.62 %		(13,587	)
	(107,638	)	Chase Securities		4.37 %		(107,638	)
						$	(132,194	)

	Percentages are based on Net Assets of $742,952 ($ Thousands).
^	Security, or a portion thereof, is held by the Inflation Commodity Strategy Subsidiary, Ltd. as of March 31, 2023.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $80,584 ($ Thousands), representing 10.8% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.
(E)	Perpetual security with no stated maturity date.
(F)	Zero coupon security.

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			475,346		–		475,346
Common Stock		225,276			–		–		225,276
Corporate Obligations		–			72,544		–		72,544
Asset-Backed Securities		–			31,748		–		31,748
Mortgage-Backed Securities		–			28,429		–		28,429
U.S. Government Agency Obligations		–			21,036		–		21,036
Municipal Bonds		–			1,165		–		1,165
Sovereign Debt		–			954		–		954
Rights		–	(1)		–		–		–
Purchased Options		71			–		–		71
Total Investments in Securities		225,347			631,222		–		856,569
Securities Sold Short
Common Stock		(101,938	)		–		–		(101,938	)
Total Securities Sold Short		(101,938	)		–		–		(101,938	)

(1) This category includes securities with a value of $0.

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(36	)		–			–		(36	)
Futures Contracts*
Unrealized Appreciation		4,261			–			–		4,261
Unrealized Depreciation		(6,162	)		–			–		(6,162	)
Forward Contracts*
Unrealized Depreciation		–			(60	)		–		(60	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(100	)		–		(100	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			134			–		134
Unrealized Depreciation		–			(592	)		–		(592	)
Interest Rate Swaps*
Unrealized Appreciation		–			761			–		761
Unrealized Depreciation		–			(1,436	)		–		(1,436	)
Reverse Repurchase Agreements		–			(132,194	)		–		(132,194	)
Total Other Financial Instruments		(1,937	)		(133,487	)		–		(135,424	)

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

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

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

See “Glossary” for abbreviations.

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

290

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Capital Stability Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 33.4%
Communication Services — 3.4%
AT&T
5.095%, 05/16/2023 (A)(B)	$	9,750	$	9,683
Rogers Communications
11.537%, 05/25/2023 (A)(B)		11,500		11,405
				21,088
Consumer Discretionary — 4.5%
American Honda Finance
5.143%, 05/08/2023 (B)		7,250		7,209
4.933%, 04/24/2023 (B)		4,450		4,434
Canadian Tire
5.041%, 04/12/2023 (B)		1,650		1,647
Harley-Davidson Financial Services
5.525%, 05/04/2023 (A)(B)		4,000		3,979
5.470%, 04/14/2023 (A)(B)		7,500		7,485
Parker-Hannifin
5.071%, 06/01/2023 (A)(B)		2,250		2,229
5.002%, 05/23/2023 (A)(B)		1,500		1,489
				28,472
Consumer Staples — 3.5%
Constellation Brands
5.958%, 04/18/2023 (A)(B)		10,000		9,972
Walgreens Boots Alliance
5.155%, 04/03/2023 (A)(B)		11,750		11,745
				21,717
Energy — 3.6%
Sempra Energy
5.764%, 04/26/2023 (A)(B)		11,500		11,456
Suncor Energy
5.115%, 04/13/2023 (A)(B)		6,250		6,239
Targa Resources
5.836%, 05/05/2023 (A)(B)		5,250		5,223
				22,918
Financials — 3.9%
BAT International Finance
5.496%, 05/22/2023 (A)(B)		6,700		6,648
General Motors Financial
5.151%, 05/04/2023 (A)(B)		8,850		8,802

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
National Australia Bank
5.050%, 06/01/2023 (A)(B)	$	4,250	$	4,213
Southern California Edison
5.411%, 04/06/2023 (A)(B)		5,000		4,996
				24,659
Information Technology — 5.2%
Fidelity National Information Services
5.080%, 04/10/2023 (A)(B)		9,750		9,736
Jabil
5.430%, 04/03/2023 (A)(B)		11,300		11,295
Oracle
5.589%, 05/05/2023 (A)(B)		11,500		11,445
				32,476
Materials — 1.5%
FMC
5.930%, 04/24/2023 (A)(B)		9,350		9,316
Real Esate — 0.8%
Crown Castle
5.479%, 04/11/2023 (A)(B)		5,250		5,241
Utilities — 7.0%
AES
5.553%, 04/03/2023 (B)		6,200		6,197
Brookfield Infrastructure Holdings Canada
5.317%, 04/13/2023 (B)		11,750		11,728
Edison International
5.335%, 05/15/2023 (A)(B)		10,550		10,482
Electricite de France
5.296%, 04/19/2023 (A)(B)		5,400		5,385
WGL Holdings
12.963%, 04/18/2023 (A)(B)		10,000		9,975
				43,767
Total Commercial Paper
(Cost $209,672) ($ Thousands)				209,654
	Shares
EXCHANGE TRADED FUNDS — 6.4%
iShares Core S&P 500 ETF		42,126		17,317
Vanguard Intermediate-Term Corporate Bond ETF		56,544		4,536
Vanguard Long-Term Corporate Bond ETF		12,545		1,000
Vanguard Mortgage-Backed Securities ETF		1		—

SEI Institutional Managed Trust

291

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Capital Stability Fund (Continued)

Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Vanguard S&P 500 ETF		45,998	$	17,299
Total Exchange Traded Funds
(Cost $27,649) ($ Thousands)				40,152
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS — 5.1%
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029	$	659		759
3.625%, 04/15/2028		493		551
3.375%, 04/15/2032		110		130
2.500%, 01/15/2029		405		433
2.375%, 01/15/2025		821		831
2.375%, 01/15/2027		385		399
2.125%, 02/15/2040		216		238
2.125%, 02/15/2041		342		377
2.000%, 01/15/2026		199		202
1.750%, 01/15/2028		539		551
1.625%, 10/15/2027		331		338
1.500%, 02/15/2053		226		229
1.375%, 02/15/2044		587		568
1.125%, 01/15/2033		881		879
1.000%, 02/15/2046		317		283
1.000%, 02/15/2048		291		259
1.000%, 02/15/2049		258		230
0.875%, 01/15/2029		680		668
0.875%, 02/15/2047		387		335
0.750%, 07/15/2028		827		811
0.750%, 02/15/2042		426		372
0.750%, 02/15/2045		630		536
0.625%, 01/15/2026		807		789
0.625%, 07/15/2032		1,177		1,125
0.625%, 02/15/2043		424		358
0.500%, 04/15/2024		367		361
0.500%, 01/15/2028		1,121		1,081
0.375%, 07/15/2025		1,082		1,058
0.375%, 01/15/2027		937		903
0.375%, 07/15/2027		926		894
0.250%, 01/15/2025		1,255		1,224
0.250%, 07/15/2029		916		868
0.250%, 02/15/2050		409		296
0.125%, 07/15/2024		650		637
0.125%, 10/15/2024		1,196		1,168
0.125%, 04/15/2025		1,129		1,094
0.125%, 10/15/2025		434		421
0.125%, 10/15/2025		661		641
0.125%, 04/15/2026		790		758
0.125%, 07/15/2026		756		728
0.125%, 10/15/2026		942		904
0.125%, 04/15/2027		923		879

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 01/15/2030	$	940	$	876
0.125%, 07/15/2030		1,075		1,000
0.125%, 01/15/2031		1,225		1,132
0.125%, 07/15/2031		1,161		1,069
0.125%, 01/15/2032		1,167		1,066
0.125%, 02/15/2051		412		285
0.125%, 02/15/2052		471		326
Total U.S. Treasury Obligations
(Cost $31,878) ($ Thousands)				31,920
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.0%
FHLB
4.500%, 03/10/2028		7,260		7,494
FNMA DN
0.000%, 04/03/2023(C)		11,600		11,600
Total U.S. Government Agency Obligations
(Cost $19,066) ($ Thousands)				19,094
	Shares
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $298) ($ Thousands)				13
Total Investments in Securities — 47.9%
(Cost $288,563) ($ Thousands)			$	300,833
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $224) ($ Thousands)			$	(5	)

292

SEI Institutional Managed Trust

A list of open exchange traded options held by the Fund at March 31, 2023, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)†			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
SPX US 04/21/23 P3800		20		$	7,600		$	3,800.00		4/22/2023	$	13
SPX US 06/16/23 P400		173			6,920			400.00		6/17/2023		–
Total Purchased Options				$	14,520						$	13
WRITTEN OPTIONS — (0.0)%
Put Options
SPX US 04/21/23 P3620		(20	)	$	(7,240	)		3,620.00		04/22/2023	$	(5	)
SPY US 06/16/23 P380		(173	)		(6,574	)		380.00		06/17/2023		–
					(13,814	)						(5	)
Call Options
SPY US 06/16/23 C432		(173	)		(7,474	)		432.00		06/17/2023		–
Total Written Options				$	(21,288	)					$	(5	)

^†Represents cost.

A list of the open futures contracts held by the Fund at March 31, 2023, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index		13			Apr-2023	$	2,070		$	2,137		$	46
Australian 3-Year Bond		39			Jun-2023		2,829			2,842			(2	)
CAC40 10 Euro Index		17			Apr-2023		1,289			1,355			47
Canadian 10-Year Bond		99			Jun-2023		8,952			9,229			253
DAX Index		4			Jun-2023		1,655			1,716			41
Euro STOXX 50		7			Jun-2023		309			324			11
Euro-OAT		1			Jun-2023		133			142			5
FTSE 100 Index		7			Jun-2023		648			661			9
IBEX		3			Apr-2023		294			300			2
Long Gilt 10-Year Bond		31			Jun-2023		3,786			3,961			77
MSCI EAFE Index		114			Jun-2023		11,613			11,950			337
MSCI Emerging Markets		228			Jun-2023		10,957			11,349			392
NASDAQ 100 Index E-MINI		4			Jun-2023		1,007			1,064			57
Nikkei 225 Index		4			Jun-2023		560			565			5
Nikkei 225 Index		343			Jun-2023		7,006			7,227			76
OMX Stockholm 30		112			Apr-2023		2,272			2,394			97
S&P 500 Index E-MINI		60			Jun-2023		11,788			12,413			625
S&P Mid Cap 400 Index E-MINI		10			Jun-2023		2,446			2,530			84
S&P TSX 60 Index		21			Jun-2023		3,616			3,753			96
SPI 200 Index		11			Jun-2023		1,287			1,325			24
U.S. 2-Year Treasury Note		27			Jun-2023		5,544			5,574			30
U.S. 5-Year Treasury Note		278			Jun-2023		30,089			30,443			354
U.S. 10-Year Treasury Note		221			Jun-2023		24,986			25,398			412
U.S. Long Treasury Bond		14			Jun-2023		1,793			1,836			43
U.S. Ultra Long Treasury Bond		3			Jun-2023		409			423			15
							137,338			140,911			3,136
Short Contracts
MSCI Singapore Index		(12	)		Apr-2023	$	(271	)	$	(276	)	$	(5	)

SEI Institutional Managed Trust

293

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Capital Stability Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
S&P 500 Index E-MINI		(51	)		Jun-2023	$	(9,917	)	$	(10,551	)	$	(634	)
S&P TSX 60 Index		(1	)		Jun-2023		(167	)		(179	)		(8	)
SPI 200 Index		(9	)		Jun-2023		(1,052	)		(1,084	)		(25	)
							(11,407	)		(12,090	)		(672	)
						$	125,931		$	128,821		$	2,464

A list of the open forward foreign currency contracts held by the Fund at March 31, 2023, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		04/04/23		USD	569		BRL	2,940	$	10
Bank of America		04/21/23		USD	1,483		NOK	14,748		(73	)
Bank of America		04/27/23		USD	797		PHP	43,936		13
Bank of America		05/11/23		EUR	651		USD	693		(16	)
Bank of America		05/17/23		USD	179		CLP	145,850		4
Bank of America		05/24/23		GBP	1,766		USD	2,163		(23	)
Barclays PLC		04/26/23		USD	766		KRW	945,323		(40	)
Barclays PLC		04/26/23		KRW	560,798		USD	440		9
Barclays PLC		04/27/23		PHP	83,719		USD	1,517		(26	)
Barclays PLC		05/03/23		USD	563		BRL	2,940		14
Barclays PLC		05/24/23		USD	1,595		CHF	1,482		37
BNP Paribas		04/13/23		USD	771		IDR	11,673,468		9
Brown Brothers Harriman		04/13/23		AUD	1,015		USD	713		32
Brown Brothers Harriman		04/13/23		USD	500		AUD	753		5
Brown Brothers Harriman		04/13/23		USD	2,450		AUD	3,540		(78	)
Brown Brothers Harriman		04/20/23		USD	93		CNH	638		—
Brown Brothers Harriman		04/20/23		USD	774		ZAR	14,053		17
Brown Brothers Harriman		04/20/23		CNH	825		USD	119		(2	)
Brown Brothers Harriman		04/20/23		USD	1,208		CNY	8,333		8
Brown Brothers Harriman		04/20/23		USD	973		NZD	1,572		10
Brown Brothers Harriman		04/20/23		USD	485		NZD	751		(15	)
Brown Brothers Harriman		04/20/23		NZD	1,912		USD	1,217		21
Brown Brothers Harriman		04/20/23		NZD	791		USD	492		(3	)
Brown Brothers Harriman		04/20/23		CNY	5,570		USD	815		2
Brown Brothers Harriman		04/20/23		ZAR	14,079		USD	777		(15	)
Brown Brothers Harriman		04/21/23		USD	1,040		SEK	10,914		15
Brown Brothers Harriman		04/21/23		USD	982		SEK	10,147		(2	)
Brown Brothers Harriman		04/21/23		SEK	20,923		USD	2,013		(8	)
Brown Brothers Harriman		04/21/23		NOK	22,803		USD	2,251		71
Brown Brothers Harriman		04/27/23		USD	359		CZK	7,898		6
Brown Brothers Harriman		04/27/23		USD	752		HUF	272,569		20
Brown Brothers Harriman		04/27/23		USD	1,043		THB	35,602		1
Brown Brothers Harriman		04/27/23		PLN	7,131		USD	1,633		(21	)
Brown Brothers Harriman		04/27/23		CZK	21,755		USD	987		(19	)
Brown Brothers Harriman		04/27/23		THB	80,093		USD	2,347		(3	)
Brown Brothers Harriman		04/27/23		HUF	218,681		USD	599		(20	)
Brown Brothers Harriman		04/28/23		USD	1,818		JPY	236,858		(30	)
Brown Brothers Harriman		04/28/23		JPY	2,692,824		USD	20,739		411
Brown Brothers Harriman		04/28/23		JPY	77,681		USD	584		(3	)

294

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		05/11/23		EUR	420		USD	458	$	1
Brown Brothers Harriman		05/11/23		EUR	884		USD	944		(19	)
Brown Brothers Harriman		05/24/23		USD	471		CHF	430		3
Brown Brothers Harriman		05/24/23		GBP	506		USD	625		(1	)
Brown Brothers Harriman		05/24/23		USD	760		GBP	618		5
Brown Brothers Harriman		05/25/23		MXN	15,184		USD	792		(40	)
Citigroup		04/28/23		JPY	7,705,007		USD	59,325		1,158
Deutsche Bank		04/13/23		USD	543		AUD	787		(16	)
Deutsche Bank		04/13/23		USD	3,871		IDR	59,129,431		77
Deutsche Bank		04/20/23		CNH	8,228		USD	1,183		(17	)
Deutsche Bank		04/27/23		CZK	10,892		USD	495		(8	)
Deutsche Bank		05/17/23		USD	1,308		COP	6,333,231		39
Deutsche Bank		05/17/23		COP	5,650,751		USD	1,167		(34	)
Deutsche Bank		05/25/23		USD	2,400		MXN	45,368		86
Goldman Sachs		04/04/23		USD	482		BRL	2,514		13
Goldman Sachs		04/13/23		USD	109		IDR	1,632,730		—
Goldman Sachs		04/13/23		AUD	1,061		USD	715		4
Goldman Sachs		04/13/23		IDR	11,673,468		USD	755		(24	)
Goldman Sachs		04/20/23		USD	617		NZD	983		(2	)
Goldman Sachs		04/20/23		CNH	7,755		USD	1,141		10
Goldman Sachs		04/21/23		USD	1,443		SEK	15,007		7
Goldman Sachs		04/21/23		USD	1,083		NOK	11,603		26
Goldman Sachs		04/21/23		USD	1,254		NOK	13,001		(11	)
Goldman Sachs		04/21/23		SEK	6,057		USD	582		(3	)
Goldman Sachs		04/21/23		NOK	6,421		USD	626		12
Goldman Sachs		04/21/23		NOK	7,197		USD	686		(2	)
Goldman Sachs		04/26/23		USD	324		KRW	399,563		(17	)
Goldman Sachs		04/26/23		KRW	1,454,935		USD	1,136		17
Goldman Sachs		04/27/23		USD	1,482		HUF	541,653		52
Goldman Sachs		04/27/23		USD	1,738		PHP	95,296		18
Goldman Sachs		04/27/23		PHP	68,893		USD	1,248		(22	)
Goldman Sachs		04/28/23		USD	674		JPY	90,893		12
Goldman Sachs		04/28/23		JPY	102,560		USD	759		(15	)
Goldman Sachs		05/17/23		USD	302		PEN	1,141		—
Goldman Sachs		05/24/23		USD	665		CHF	604		—
Goldman Sachs		05/24/23		CHF	3,228		USD	3,489		(67	)
Goldman Sachs		06/09/23		CAD	2,214		USD	1,623		(15	)
Goldman Sachs		06/09/23		USD	3,904		CAD	5,324		35
Goldman Sachs		06/22/23		USD	1,188		INR	98,123		—
Goldman Sachs		06/22/23		USD	1,181		INR	97,413		(1	)
Goldman Sachs		06/22/23		MYR	4,197		USD	943		(19	)
Goldman Sachs		06/22/23		INR	98,317		USD	1,190		—
HSBC		04/28/23		USD	75,551		JPY	10,190,099		1,376
JPMorgan Chase Bank		04/13/23		IDR	4,181,814		USD	279		(1	)
JPMorgan Chase Bank		04/20/23		USD	811		NZD	1,257		(25	)
JPMorgan Chase Bank		04/20/23		USD	815		NZD	1,305		1
JPMorgan Chase Bank		04/21/23		SEK	12,026		USD	1,150		(11	)
JPMorgan Chase Bank		04/26/23		KRW	133,467		USD	102		(1	)
JPMorgan Chase Bank		04/27/23		PHP	28,138		USD	518		(1	)

SEI Institutional Managed Trust

295

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		04/28/23		USD	576		JPY	76,466	$	2
JPMorgan Chase Bank		06/15/23		USD	795		TWD	24,043		—
JPMorgan Chase Bank		06/15/23		TWD	14,693		USD	486		—
JPMorgan Chase Bank		06/22/23		USD	573		INR	47,452		1
Merrill Lynch		04/04/23		BRL	2,514		USD	478		(17	)
Merrill Lynch		04/13/23		USD	611		IDR	9,174,494		2
Merrill Lynch		04/13/23		AUD	759		USD	508		—
Merrill Lynch		04/13/23		IDR	25,244,764		USD	1,667		(19	)
Merrill Lynch		04/21/23		SEK	22,419		USD	2,145		(20	)
Merrill Lynch		04/26/23		USD	421		KRW	516,839		(23	)
Merrill Lynch		04/26/23		KRW	610,963		USD	485		16
Merrill Lynch		04/27/23		USD	332		PHP	18,382		7
Merrill Lynch		04/27/23		PHP	80,412		USD	1,465		(17	)
Merrill Lynch		04/28/23		USD	1,050		JPY	136,543		(20	)
Merrill Lynch		04/28/23		JPY	124,326		USD	946		7
Merrill Lynch		05/11/23		USD	2,876		EUR	2,702		65
Merrill Lynch		05/17/23		PEN	11,736		USD	3,077		(35	)
Merrill Lynch		05/17/23		CLP	1,061,579		USD	1,306		(30	)
Merrill Lynch		05/24/23		GBP	589		USD	726		(3	)
Merrill Lynch		05/24/23		USD	2,176		GBP	1,777		23
Merrill Lynch		06/15/23		USD	610		TWD	18,604		5
Merrill Lynch		06/15/23		USD	163		TWD	4,882		(2	)
Morgan Stanley		04/13/23		USD	967		AUD	1,383		(41	)
Morgan Stanley		04/13/23		IDR	40,510,077		USD	2,693		(13	)
Morgan Stanley		04/21/23		USD	532		SEK	5,559		5
Morgan Stanley		06/22/23		USD	638		MYR	2,842		13
Morgan Stanley		06/22/23		MYR	1,598		USD	359		(7	)
Morgan Stanley		07/12/23		USD	2,686		IDR	40,457,080		18
									$	2,815

A list of the open OTC swap agreements held by the Fund at March 31, 2023, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Morgan Stanley

SWISS MKT IDX FUTURE

SWISS MKT IDX FUTURE

Morgan Stanley

Annually

06/16/2023

CHF

210

$

11

$

–

$

11

$

11

$

–

$

11

296

SEI Institutional Managed Trust

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2023, is as follows:

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S39V1-5Y		147.886%		Quarterly		12/20/2027	$	5,540	$	51	$	116	$	(65	)
CDX.NA.IG.S39V1-5Y		77.378%		Quarterly		12/20/2027		4,420		35		53		(18	)
ITRAXX.XOVER.S38V1-5Y		61.935%		Quarterly		12/20/2027		790		31		25		6
									$	117	$	194	$	(77	)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
3-MONTH NZD - BKBM		3.5505%		Quarterly		08/03/2032		NZD		830	$	(29	)	$	–	$	(29	)
3-MONTH NZD - BKBM		4.216%		Quarterly		02/01/2033		NZD		950		(1	)		–		(1	)
6-MONTH AUD - BBSW		4.143%		Semi-Annually		01/30/2033		AUD		830		20			–		20
3-MONTH NZD - BKBM		4.255%		Quarterly		01/25/2033		NZD		2,860		24			–		24
6-MONTH AUD - BBSW		4.022%		Semi-Annually		01/24/2033		AUD		3,040		52			–		52
2.641%		3-MONTH NZD - BKBM		Quarterly		12/19/2032		NZD		310		5			–		5
4.045%		6-MONTH AUD - BBSW		Semi-Annually		12/16/2032		AUD		380		6			–		6
3-MONTH NZD - BKBM		4.222%		Quarterly		12/06/2032		NZD		420		1			–		1
6-MONTH AUD - BBSW		3.941%		Semi-Annually		12/05/2032		AUD		440		3			–		3
4.385%		3-MONTH NZD - BKBM		Quarterly		12/01/2032		NZD		–		2			–		2
2.074%		6-MONTH AUD - BBSW		Semi-Annually		11/30/2032		AUD		600		10			–		10
3-MONTH NZD - BKBM		4.43%		Quarterly		11/22/2032		NZD		440		5			–		5
6-MONTH AUD - BBSW		4.255%		Semi-Annually		11/21/2032		AUD		420		11			–		11
3-MONTH NZD - BKBM		4.7725%		Quarterly		11/04/2032		NZD		340		8			–		8
6-MONTH AUD - BBSW		4.66%		Semi-Annually		11/03/2032		AUD		460		20			–		20
AUD @ 3.745%		AUD BBSW 6M		Semi-Annually		08/18/2032		AUD		800		(4	)		–		(4	)
6-MONTH AUD - BBSW		4.07%		Semi-Annually		03/17/2033		AUD		1,100		(26	)		–		(26	)
3-MONTH NZD - BKBM		4.351%		Quarterly		03/20/2033		NZD		920		17			–		17
											$	124		$	–	$	124

	Percentages are based on Net Assets of $627,439 ($ Thousands).
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $178,439 ($ Thousands), representing 28.4% of the Net Assets of the Fund.
(B)	Interest rate represents the security's effective yield at the time of purchase.
(C)	Zero coupon security.

The following is a summary of the level of inputs used as of March 31, 2023, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		209,654		–		209,654
Exchange Traded Funds		40,152		–		–		40,152
U.S. Treasury Obligations		–		31,920		–		31,920
U.S. Government Agency Obligations		–		19,094		–		19,094
Purchased Options		13		–		–		13
Total Investments in Securities		40,165		260,668		–		300,833

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Written Options		(5	)		–		–		(5	)
Futures Contracts*

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Unrealized Appreciation		3,138			–			–		3,138
Unrealized Depreciation		(674	)		–			–		(674	)
Forward Contracts*
Unrealized Appreciation		–			3,831			–		3,831
Unrealized Depreciation		–			(1,016	)		–		(1,016	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			11			–		11
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			6			–		6
Unrealized Depreciation		–			(83	)		–		(83	)
Interest Rate Swaps*
Unrealized Appreciation		–			184			–		184
Unrealized Depreciation		–			(60	)		–		(60	)
Total Other Financial Instruments		2,459			2,873			–		5,332

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

SEI Institutional Managed Trust

297

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2023

Multi-Asset Capital Stability Fund (Concluded)

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

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

See “Glossary” for abbreviations.

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

298

SEI Institutional Managed Trust

Glossary (abbreviations which may be used in the preceding Schedules of Investments):

(Unaudited)

Portfolio Abbreviations

ADR — American Depositary Receipt

AGC — Assured Guaranty Corporation

AGM— Assured Guaranty Municipal

ARM — Adjustable Rate Mortgage

BAM — Build America Mutual Assurance Corp.

BBSW — Bank Bill Swap Rate

BKBM — Bank Bill Market Rate

BPS — Basis Points

BZDIOVRA — Overnight Brazil CETIP - Interbank Rate

CD — Certificate of Deposit

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CPI — Consumer Price Index

DAC — Designated Activity Company

ETF — Exchange-Traded Fund

EURIBOR — Euro London Interbank Offered Rate

FEDEF — U.S. Federal Funds Effective Rate

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GICS — Global Industry Classification Standard

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — Harmonized Index of Consumer Prices

IO — Interest Only — face amount represents notional amount

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLLP — Limited Liability Limited Partnership

LP — Limited Partnership

MTN — Medium Term Note

MXN-TIIE — Mexican Interbank TIIE 28-Day

OIS — Overnight Index Swap

OTC — Over The Counter

PIK — Payment-in-Kind

PJSC — Public Joint Stock Company

PO — Principal Only

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Custom SOFR Index

SPDR — Standard & Poor's Depository Receipt

STACR — Structured Agency Credit Risk

TBA — To Be Announced

Currency Abbreviations

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

EUR — Euro

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

MYR — Malaysian Ringgit

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PLN — Polish Zloty

RUB — Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

THB — Thai Baht

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

SEI Institutional Managed Trust

299

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Large Cap Fund			Large Cap Value Fund
Assets:
Investments, at value †	$	1,678,527	*	$	1,310,986	*
Affiliated investments, at value ††		30,441			17,354
Cash and cash equivalents		1,685			2,374
Cash pledged as collateral on OTC swap contracts		–			–
Cash pledged as collateral on futures contracts		822			643
Foreign currency, at value †††		–			–
Receivable for fund shares sold		781			156
Receivable for investment securities sold		2,045			9,472
Dividends and interest receivable		1,817			2,555
Receivable for Variation Margin on Futures Contracts		216			180
Foreign tax reclaim receivable		48			221
Prepaid expenses		47			38
Total Assets		1,716,429			1,343,979
Liabilities:
Payable upon return on securities loaned		14,990			4,913
Payable for investment securities purchased		2,057			9,418
Payable for fund shares redeemed		1,082			702
Administration fees payable		352			318
Shareholder servicing fees payable Class F		337			240
Shareholder servicing fees payable Class I		–			–
Due to custodian		–			–
Investment advisory fees payable		509			363
Trustees fees payable		1			1
Administration servicing fees payable Class I		–			–
Printing Fee Payable		–			–
Accrued expense payable		202			162
Total Liabilities		19,530			16,117
Net Assets	$	1,696,899		$	1,327,862
† Cost of investments and repurchase agreements	$	1,131,361		$	964,814
†† Cost of affiliated investments		30,439			17,355
††† Cost of foreign currency		–			–
* Includes market value of securities on loan		13,769			3,544

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

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

300

SEI Institutional Managed Trust

Large Cap Growth Fund		Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	1,381,897	$	1,013,880	*	$	3,866,814	*	$	806,112	*	$	530,066	*	$	350,738	*	$	317,171	*	$	789,931
	14,392		9,007			39,946			3,715			8,906			7,673			7,007			14,121
	–		–			–			–			9			–			–			–
	–		–			–			–			–			–			–			–
	582		570			466			235			–			–			–			–
	–		–			125			–			–			–			–			–
	171		1,099			1,250			1,327			269			85			74			421
	3,666		580			–			–			3,731			437			1,706			198
	262		768			3,903			580			425			622			117			879
	150		149			121			61			–			–			–			–
	1		–			294			10			–			–			1			–
	37		27			108			22			16			11			9			23
	1,401,158		1,026,080			3,913,027			812,062			543,422			359,566			326,085			805,573
	11		1,127			17,173			56			1,986			2,393			2,117			366
	3,677		–			–			–			4,271			233			1,727			–
	916		908			1,665			488			261			207			305			324
	328		85			687			94			131			88			79			195
	246		84			696			33			109			63			59			130
	–		–			–			2			–			–			–			–
	1		–			1			36			–			454			290			–
	373		17			1,289			13			263			174			146			389
	1		–			2			–			–			–			–			–
	–		–			–			2			–			–			–			–
	–		–			–			–			–			–			–			62
	160		252			462			132			68			48			40			39
	5,713		2,473			21,975			856			7,089			3,660			4,763			1,505
$	1,395,445	$	1,023,607		$	3,891,052		$	811,206		$	536,333		$	355,906		$	321,322		$	804,068
$	721,542	$	741,964		$	1,336,771		$	223,398		$	460,018		$	299,283		$	286,751		$	484,804
	14,392		9,015			39,946			3,715			8,906			7,671			7,011			14,114
	–		–			129			–			–			–			–			–
	–		1,141			16,856			56			2,083			2,366			2,259			–

SEI Institutional Managed Trust

301

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	1,139,313		$	974,992
Total distributable earnings/(loss)		557,586			352,870
Net Assets	$	1,696,899		$	1,327,862
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	13.30		$	24.29
		($1,643,725,131 ÷ 123,606,090 shares	)		($1,158,884,944 ÷ 47,701,609 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A		$	24.33
					($1,901,382 ÷ 78,138 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	13.31		$	24.29
		($53,173,551 ÷ 3,994,652 shares	)		($167,075,483 ÷ 6,878,033 shares	)

N/A – Not applicable. Share class currently not offered.

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

302

SEI Institutional Managed Trust

Large Cap Growth Fund			Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	763,743		$	777,866		$	1,293,249		$	205,694		$	473,293		$	308,603		$	323,744		$	487,529
	631,702			245,741			2,597,803			605,512			63,040			47,303			(2,422	)		316,539
$	1,395,445		$	1,023,607		$	3,891,052		$	811,206		$	536,333		$	355,906		$	321,322		$	804,068
$	37.17		$	14.39		$	31.20		$	75.97		$	11.82		$	21.94		$	29.55		$	22.67
	($1,206,579,799 ÷ 32,463,124 shares	)		($1,023,606,911 ÷ 71,121,444 shares	)		($3,391,955,154 ÷ 108,723,330 shares	)		($804,464,685 ÷ 10,589,905 shares	)		($513,175,529 ÷ 43,416,056 shares	)		($295,560,899 ÷ 13,468,527 shares	)		($284,233,845 ÷ 9,618,261 shares	)		($701,534,785 ÷ 30,947,035 shares	)
$	35.57			N/A			N/A		$	76.56			N/A		$	21.70		$	27.35			N/A
	($2,485,635 ÷ 69,882 shares	)								($6,741,628 ÷ 88,054 shares	)					($666,359 ÷ 30,710 shares	)		($673,767 ÷ 24,633 shares	)
$	37.39			N/A		$	31.21			N/A		$	11.97		$	21.96		$	30.21		$	22.72
	($186,380,067 ÷ 4,984,928 shares	)					($499,097,233 ÷ 15,990,401 shares	)					($23,157,600 ÷ 1,934,071 shares	)		($59,679,129 ÷ 2,717,852 shares	)		($36,414,481 ÷ 1,205,348 shares	)		($102,532,816 ÷ 4,513,487 shares	)

SEI Institutional Managed Trust

303

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Mid-Cap Fund		U.S. Managed Volatility Fund
Assets:
Investments, at value †	$	73,187	$	796,323	*
Affiliated investments, at value ††		452		20,732
Repurchase agreements†		–		–
Cash and cash equivalents		1		–
Cash pledged as collateral on centrally cleared swap contracts		–		–
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		–		403
Foreign currency, at value †††		–		1,368
Receivable for fund shares sold		22		211
Receivable for investment securities sold		654		–
Dividends and interest receivable		85		1,296
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
Receivable for Variation Margin on Futures Contracts		–		104
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		1		9
Prepaid expenses		2		24
Total Assets		74,404		820,470
Liabilities:
Payable for investment securities purchased		43		–
Payable for fund shares redeemed		33		574
Administration fees payable		19		158
Shareholder servicing fees payable Class F		15		131
Payable upon return on securities loaned		–		4,623
Income distribution payable		–		–
Options written, at value ^^		–		–
Due to custodian		–		253
Payable for Variation Margin on Swap Contracts		–		–
Payable for Variation Margin on Futures Contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		25		264
Trustees fees payable		–		–
Interest payable		–		–
Administration servicing fees payable Class I		–		–
Unfunded commitments on loan participations		–		–
Accrued expense payable		10		103
Total Liabilities		145		6,106
Net Assets	$	74,259	$	814,364
† Cost of investments and repurchase agreements	$	70,284	$	681,826
†† Cost of affiliated investments		452		20,732
††† Cost of foreign currency		–		1,361
^^ Premiums received from written options and swaptions		–		–
* Includes market value of securities on loan		–		4,561

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

The accompanying notes are an integral part of the financial statements

304

SEI Institutional Managed Trust

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund		Core Fixed Income Fund			High Yield Bond Fund		Conservative Income Fund
$	825,684	*	$	859,165	*	$	318,823	*	$	71,717	$	3,849,436	*	$	1,206,328	$	290,455
	19,662			20,303			21,850			864		247,167			24,577		79
	–			–			–			–		–			–		126,700
	3,072			–			1,861			–		–			879		–
	–			–			–			–		5,966			–		–
	–			–			–			–		–			–		–
	224			347			217			–		7,308			–		–
	1,997			128			941			–		5,299			2		–
	188			557			367			18		1,293			521		474
	9,932			–			–			52		303,049			13,045		–
	2,213			1,041			1,737			276		19,714			18,636		705
	641			–			–			–		662			–		–
	36			–			–			–		3			–		–
	43			90			21			–		1,524			–		–
	–			–			–			–		255			–		–
	3,676			11			2,878			–		745			86		–
	24			26			9			2		100			36		10
	867,392			881,668			348,704			72,929		4,442,521			1,264,110		418,423
	–			–			–			115		730,724			11,240		–
	847			510			249			57		2,841			1,299		469
	200			209			120			18		504			192		38
	150			158			56			12		659			227		33
	11,918			4,193			17,519			4		41,828			1		–
	–			6			–			–		829			931		302
	–			–			–			–		1,336			–		–
	–			–			–			–		73,406			–		28
	–			–			–			–		617			–		–
	1			–			–			–		684			–		–
	3,441			–			–			–		912			–		–
	383			317			102			34		600			434		21
	–			1			–			–		2			1		–
	–			–			–			–		–			28		–
	–			–			–			–		1			–		–
	–			–			–			–		10			–		–
	131			111			43			10		640			235		45
	17,071			5,505			18,089			250		855,593			14,588		936
$	850,321		$	876,163		$	330,615		$	72,679	$	3,586,928		$	1,249,522	$	417,487
$	780,748		$	378,348		$	264,811		$	60,758	$	4,117,565		$	1,334,248	$	417,201
	19,658			20,304			21,847			864		247,110			24,577		79
	1,993			129			939			–		5,316			3		–
	–			–			–			–		(1,675	)		–		–
	11,141			4,085			16,590			–		41,058			–		–

SEI Institutional Managed Trust

305

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Mid-Cap Fund			U.S. Managed Volatility Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	74,724		$	646,063
Total distributable earnings/(loss)		(465	)		168,301
Net Assets	$	74,259		$	814,364
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	25.36		$	15.35
		($69,772,231 ÷ 2,751,671 shares	)		($635,079,553 ÷ 41,375,941 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I	$	25.29		$	15.34
		($351,251 ÷ 13,888 shares	)		($558,829 ÷ 36,421 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	25.37		$	15.35
		($4,135,564 ÷ 163,001 shares	)		($178,725,694 ÷ 11,642,423 shares	)

(1) Net assets divided by shares does not calculate to the stated NAV because net assets and shares are shown rounded.

N/A - Not applicable. Share class currently not offered.

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

306

SEI Institutional Managed Trust

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund
$	802,004		$	346,541		$	333,643		$	63,639		$	4,258,699		$	1,759,781		$	417,408
	48,317			529,622			(3,028	)		9,040			(671,771	)		(510,259	)		79
$	850,321		$	876,163		$	330,615		$	72,679		$	3,586,928		$	1,249,522		$	417,487
$	9.75		$	19.28		$	10.18		$	13.81		$	9.70		$	5.45		$	10.00
	($726,065,879 ÷ 74,464,631 shares	)		($766,504,097 ÷ 39,747,167 shares	)		($272,927,474 ÷ 26,802,437 shares	)		($58,568,039 ÷ 4,240,400 shares	)		($3,158,856,617 ÷ 325,624,094 shares	)		($1,083,536,322 ÷ 198,797,458 shares	)		($405,493,784 ÷ 40,543,215 shares	)
$	9.46			N/A			N/A		$	13.77		$	9.69		$	5.23			N/A
	($469,881 ÷ 49,652 shares	)								($174,901 ÷ 12,698 shares	)		($3,020,267 ÷ 311,841 shares	)	$	(3,443 ÷ 659 shares	)(1)
$	9.77		$	19.29		$	10.18		$	13.82		$	9.71		$	5.45		$	10.01
	($123,785,121 ÷ 12,667,176 shares	)		($109,659,287 ÷ 5,685,228 shares	)		($57,687,481 ÷ 5,664,368 shares	)		($13,936,511 ÷ 1,008,171 shares	)		($425,051,311 ÷ 43,785,469 shares	)		($165,982,508 ÷ 30,457,266 shares	)		($11,993,020 ÷ 1,197,977 shares	)

SEI Institutional Managed Trust

307

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Tax-Free Conservative Income Fund
Assets:
Investments, at value †	$	160,767
Affiliated investments, at value ††		–
Cash and cash equivalents		50
Due from Broker		–
Cash pledged as collateral on centrally cleared swap contracts		–
Cash pledged as collateral on OTC swap contracts		–
Cash pledged as collateral on futures contracts		–
Foreign currency, at value †††		–
Receivable for fund shares sold		41
Receivable for investment securities sold		–
Dividends and interest receivable		1,086
Unrealized gain on forward foreign currency contracts		–
OTC Swap contracts, at value ††††		–
Receivable for Variation Margin on Futures Contracts		–
Receivable for Variation Margin on Swap Contracts		–
Foreign tax reclaim receivable		–
Prepaid expenses		5
Total Assets		161,949
Liabilities:
Payable for fund shares redeemed		231
Income distribution payable		71
Administration fees payable		15
Shareholder servicing fees payable Class F		13
Payable for securities sold short@		–
Payable for investment securities purchased		–
OTC Swap contracts, at value ††††		–
Options written, at value ^^		–
Due to broker		–
Reverse repurchase agreements		–
Deposits from counterparty		–
Payable for Variation Margin on Swap Contracts		–
Payable for Variation Margin on Futures Contracts		–
Unrealized loss on foreign currency spot contracts		–
Unrealized loss on forward foreign currency contracts		–
Investment advisory fees payable		8
Trustees fees payable		–
Interest payable		–
Accrued expense payable		26
Total Liabilities		364
Net Assets	$	161,585
† Cost of investments and repurchase agreements	$	160,786
†† Cost of affiliated investments		–
††† Cost of foreign currency		–
†††† Cost (premiums received)		–
^^ Premiums received from written options and swaptions		–
@Proceeds from securities sold short		–

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

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

308

SEI Institutional Managed Trust

Real Return Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	223,056	$	568,235	$	255,985		$	1,358,517	$	670,257	$	856,569		$	300,833
	148		9,276		103,022			–		–		–			–
	–		94,928		66,883			643,795		12,064		109,580			311,589
	–		–		334			–		–		–			–
	–		5,678		1,572			–		1,984		1,929			1,101
	–		–		–			–		2,897		–			–
	–		6,097		348			54,649		2,965		8,316			5,409
	–		–		809			2,318		1,352		–			890
	73		429		177			1,156		243		828			210
	796		–		25,091			–		2,478		2,740			5,684
	367		426		1,915			1,218		8,021		2,112			88
	–		–		371			5,012		1,027		–			3,831
	–		–		80			1,086		–		–			11
	–		1,115		1			11,932		677		1,649			570
	–		198		159			2,468		518		85			87
	–		–		50			351		83		22			–
	7		19		11			58		20		25			18
	224,447		686,401		456,808			2,082,560		704,586		983,855			630,321
	238		368		319			1,261		703		629			656
	–		–		–			–		503		–			–
	37		161		74			432		128		174			70
	18		133		79			402		47		150			51
	–		–		45,529			–		–		101,938			–
	–		–		18,849			2,320		2,466		2,273			551
	–		2,064		106			1,456		–		173			–
	–		–		1			–		221		36			5
	–		–		–			–		–		888			–
	–		–		–			–		–		132,194			–
	–		–		44			1,861		–		–			–
	–		106		187			–		559		363			8
	–		–		46			1,633		59		685			238
	–		–		14			5		114		–			14
	–		–		411			6,406		1,800		60			1,016
	25		105		275			1,102		247		209			192
	–		–		–			1		–		–			–
	–		–		54			19		–		–			–
	31		81		86			269		164		1,131			81
	349		3,018		66,074			17,167		7,011		240,903			2,882
$	224,098	$	683,383	$	390,734		$	2,065,393	$	697,575	$	742,952		$	627,439
$	233,856	$	274,945	$	264,131		$	1,384,418	$	757,174	$	773,896		$	288,563
	148		9,276		103,022			–		–		–			–
	–		–		762			2,122		1,302		–			877
	–		–		–			–		–		(73	)		–
	–		–		(6	)		–		584		(49	)		224
	–		–		(45,024	)		–		–		(110,467	)		–

SEI Institutional Managed Trust

309

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2023

	Tax-Free Conservative Income Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	161,582
Total distributable earnings/(loss)		3
Net Assets	$	161,585
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00
		($157,521,951 ÷ 15,751,843 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.02
		($4,062,601 ÷ 405,535 shares	)

N/A - Not applicable. Share class currently not offered.                                    

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

310

SEI Institutional Managed Trust

Real Return Fund			Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	242,344		$	379,865		$	420,506		$	2,937,382		$	779,799		$	923,607		$	636,527
	(18,246	)		303,518			(29,772	)		(871,989	)		(82,224	)		(180,655	)		(9,088	)
$	224,098		$	683,383		$	390,734		$	2,065,393		$	697,575		$	742,952		$	627,439
$	9.56		$	14.32		$	9.22		$	6.98		$	9.58		$	7.86		$	9.89
	($208,761,995 ÷ 21,837,976 shares	)		($645,088,249 ÷ 45,035,081 shares	)		($376,181,550 ÷ 40,786,650 shares	)		($1,930,148,409 ÷ 276,390,602 shares	)		($559,817,177 ÷ 58,414,392 shares	)		($709,856,739 ÷ 90,258,966 shares	)		($597,215,795 ÷ 60,407,958 shares	)
$	9.60		$	14.33		$	9.21		$	7.05		$	9.58		$	7.86		$	9.90
	($15,335,605 ÷ 1,596,880 shares	)		($38,295,497 ÷ 2,672,291 shares	)		($14,552,355 ÷ 1,579,208 shares	)		($135,244,276 ÷ 19,180,914 shares	)		($137,757,346 ÷ 14,375,946 shares	)		($33,095,517 ÷ 4,209,632 shares	)		($30,222,808 ÷ 3,052,399 shares	)

SEI Institutional Managed Trust

311

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2023

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	15,304		$	20,534		$	6,899
Income from affiliated investments(1)		309			251			193
Security lending income - net(1) (2)		2			36			9
Less: foreign taxes withheld		(31	)		(174	)		–
Total Investment Income		15,584			20,647			7,101
Expenses:
Investment advisory fees		3,290			2,380			2,678
Administration fees		2,488			2,040			2,009
Shareholder servicing fees Class F		2,044			1,467			1,433
Shareholder servicing fees Class I		–			3			3
Trustees' fees		22			18			17
Chief compliance officer fees		6			5			4
Administration servicing fees Class I		–			3			3
Printing fees		76			63			58
Professional fees		52			42			41
Custodian/Wire agent fees		41			33			33
Registration fees		31			24			25
Pricing fees		19			15			15
Other expenses		18			15			14
Total Expenses		8,087			6,108			6,333
Less:
Waiver of investment advisory fees		(232	)		(162	)		(492	)
Waiver of shareholder servicing fees Class F		(16	)		(12	)		(11	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		(373	)		(90	)		(88	)
Net Expenses		7,466			5,844			5,742
Net Investment Income (Loss)		8,118			14,803			1,359
Net Realized Gain (Loss) on:
Investments		28,453			29,893			(20,101	)
Affiliated investments		(4	)		2			(1	)
Futures contracts		(80	)		826			577
Capital gains on Affiliated Investments		–			2			–
Net Realized Gain (Loss)		28,369			30,723			(19,525	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		202,131			138,371			207,527
Affiliated investments		(3	)		1			–
Futures contracts		1,277			1,035			716
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Net Change in Unrealized Appreciation (Depreciation)	$	203,405		$	139,407		$	208,243
Net Increase in Net Assets Resulting from Operations	$	239,892		$	184,933		$	190,077

(1)    See Note 6 in Notes to Financial Statements.        

(2)    Income is from the investment of collateral in an affiliated security.        

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

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

312

SEI Institutional Managed Trust

Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	8,417		$	37,432		$	6,979		$	4,100		$	4,627		$	1,318		$	6,973
	151			367			63			146			106			77			202
	46			16			6			9			5			33			9
	(1	)		(209	)		(2	)		(10	)		(7	)		(14	)		(9	)
	8,613			37,606			7,046			4,245			4,731			1,414			7,175
	244			7,734			119			1,800			1,238			1,060			2,691
	1,466			4,340			869			831			571			489			1,242
	1,222			4,243			980			664			395			363			912
	–			–			7			–			1			1			–
	13			50			10			7			5			4			11
	3			13			3			2			1			1			3
	–			–			7			–			1			1			–
	43			175			35			25			17			15			37
	30			119			24			17			12			10			25
	24			94			19			13			9			8			20
	14			61			15			10			7			6			15
	15			41			11			9			6			4			11
	41			41			41			6			4			4			9
	3,115			16,911			2,140			3,384			2,267			1,966			4,976
	(147	)		–			(40	)		(209	)		(149	)		(177	)		(318	)
	(733	)		(34	)		(784	)		(5	)		(3	)		(3	)		(109	)
	–			–			(1	)		–			–			–			–
	(1,001	)		(210	)		(305	)		(34	)		(19	)		(14	)		(52	)
	1,234			16,667			1,010			3,136			2,096			1,772			4,497
	7,379			20,939			6,036			1,109			2,635			(358	)		2,678
	(7,076	)		102,754			27,602			6,557			5,433			(13,517	)		10,642
	–			–			–			–			–			1			–
	(141	)		1,496			(50	)		(9	)		(87	)		–			(15	)
	–			1			–			–			–			–			–
	(7,217	)		104,251			27,552			6,548			5,346			(13,516	)		10,627
	133,700			448,912			78,679			43,850			32,276			43,197			70,586
	25			2			–			–			–			–			–
	1,169			966			697			–			–			–			–
	–			2			–			–			–			–			–
$	134,894		$	449,882		$	79,376		$	43,850		$	32,276		$	43,197		$	70,586
$	135,056		$	575,072		$	112,964		$	51,507		$	40,257		$	29,323		$	83,891

SEI Institutional Managed Trust

313

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2023

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends	$	692		$	11,464		$	11,947
Income from affiliated investments(1)		28			319			210
Interest income		–			–			65
Security lending income - net(1) (2)		1			35			38
Less: foreign taxes withheld		(1	)		(72	)		(656	)
Total Investment Income		720			11,746			11,604
Expenses:
Investment advisory fees		150			2,742			2,766
Administration fees		113			1,265			1,277
Shareholder servicing fees Class F		88			839			918
Shareholder servicing fees Class I		–			1			1
Trustees' fees		1			11			11
Chief compliance officer fees		–			3			3
Administration servicing fees Class I		–			1			1
Printing fees		3			39			39
Professional fees		2			26			27
Custodian/Wire agent fees		2			21			47
Pricing fees		2			10			13
Registration fees		1			15			15
Interest expense		–			–			–
Other expenses		1			9			9
Total Expenses		363			4,982			5,127
Less:
Waiver of investment advisory fees		–			(1,099	)		(460	)
Waiver of shareholder servicing fees Class F		(1	)		(7	)		(7	)
Waiver of administration fees		–			(282	)		(69	)
Net Expenses		362			3,594			4,591
Net Investment Income		358			8,152			7,013
Net Realized Gain (Loss) on:
Investments		(2,290	)		52,466			14,255
Affiliated investments		–			(1	)		–
Futures contracts		39			412			604
Foreign currency translation		–			(7	)		(2,071	)
Forward foreign currency contracts		–			–			(1,096	)
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Net Realized Gain (Loss)		(2,251	)		52,870			11,692
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		9,923			39,803			91,287
Affiliated investments		–			1			7
Futures contracts		106			891			623
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			12			332
Forward foreign currency contracts		–			–			(7,053	)
Net Change in Unrealized Appreciation (Depreciation)	$	10,029		$	40,707		$	85,196
Net Increase in Net Assets Resulting from Operations	$	8,136		$	101,729		$	103,901

(1)See Note 6 in Notes to Financial Statements.

(2)    Income is from the investment of collateral in an affiliated security.        

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

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

314

SEI Institutional Managed Trust

Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund			Tax-Free Conservative Income Fund
$	8,788		$	5,258		$	1,273		$	12		$	640		$	–		$	–
	357			79			27			1,919			434			39			–
	–			33			–			69,229			78,789			7,810			2,393
	13			46			–			13			–			–			–
	(34	)		(520	)		–			–			(10	)		–			–
	9,124			4,896			1,300			71,173			79,853			7,849			2,393
	2,925			1,029			244			4,912			3,105			181			86
	1,350			713			113			2,974			1,274			361			173
	1,007			334			76			3,944			1,391			436			210
	–			–			–			4			–			–			–
	12			4			1			47			17			5			2
	3			1			–			12			4			1			1
	–			–			–			4			–			–			–
	41			14			3			161			57			17			8
	28			10			3			112			39			11			5
	22			21			2			87			32			8			4
	10			8			1			353			140			10			7
	16			6			2			66			23			5			3
	1			–			–			–			–			–			–
	10			4			1			39			14			3			3
	5,425			2,144			446			12,715			6,096			1,038			502
	(962	)		(436	)		(33	)		(1,361	)		(486	)		(72	)		(35	)
	(8	)		(3	)		(1	)		(32	)		(11	)		(261	)		(126	)
	(60	)		(5	)		–			–			(115	)		(165	)		(82	)
	4,395			1,700			412			11,322			5,484			540			259
	4,729			3,196			888			59,851			74,369			7,309			2,134
	48,957			(8,572	)		(638	)		(97,269	)		(42,781	)		14			–
	–			1			–			21			–			–			–
	877			451			–			(22,372	)		–			–			–
	–			466			–			(22	)		2			–			–
	–			(150	)		–			(2,084	)		–			–			–
	–			–			–			(4,781	)		–			–			–
	–			–			–			6,623			–			–			–
	–			–			–			4,988			(57	)		–			–
	49,834			(7,804	)		(638	)		(114,896	)		(42,836	)		14			–
	41,414			62,813			4,385			215,934			39,558			19			152
	–			3			1			41			–			–			–
	547			183			–			22,561			–			–			–
	–			–			–			(22	)		–			–			–
	–			–			–			3,124			–			–			–
	–			–			–			(3,890	)		(381	)		–			–
	1			244			–			47			–			–			–
	–			–			–			1,700			–			–			–
$	41,962		$	63,243		$	4,386		$	239,495		$	39,177		$	19		$	152
$	96,525		$	58,635		$	4,636		$	184,450		$	70,710		$	7,342		$	2,286

SEI Institutional Managed Trust

315

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2023

	Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends	$	–		$	5,192
Income from affiliated investments(1)		15			122
Interest income		1,769			971
Less: foreign taxes withheld		–			(1	)
Total Investment Income		1,784			6,284
Expenses:
Shareholder servicing fees Class F		276			789
Investment advisory fees		260			2,005
Administration fees		236			1,002
Trustees' fees		3			9
Chief compliance officer fees		1			2
Printing fees		10			30
Professional fees		7			21
Custodian/Wire agent fees		6			11
Registration fees		4			12
Pricing fees		3			9
Dividend and interest expense on securities sold short		–			–
Interest expense		–			–
Other expenses		2			8
Total Expenses		808			3,898
Less:
Waiver of investment advisory fees		(106	)		(1,382	)
Waiver of shareholder servicing fees Class F		(165	)		–
Waiver of administration fees		(11	)		(47	)
Net Expenses		526			2,469
Net Investment Income		1,258			3,815
Net Realized Gain (Loss) on:
Investments		(5,045	)		39,751
Securities sold short		–			–
Futures contracts		–			(4,591	)
Foreign currency translation		–			(32	)
Forward foreign currency contracts		–			–
Purchased options and swaptions		–			–
Written options and swaptions		–			–
Swap contracts		–			(6,820	)
Net Realized Gain (Loss)		(5,045	)		28,308
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		11,622			41,337
Securities sold short		–			–
Futures contracts		–			12,144
Purchased options and swaptions		–			–
Written options and swaptions		–			–
Swap contracts		–			(2,027	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–
Forward foreign currency contracts		–			–
Net Change in Unrealized Appreciation (Depreciation)	$	11,622		$	51,454
Net Increase in Net Assets Resulting from Operations	$	7,835		$	83,577

(1)See Note 6 in Notes to Financial Statements.

(2)    Income is from the investment of collateral in an affiliated security.        

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

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

316

SEI Institutional Managed Trust

Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	2,411		$	1,475		$	1,011		$	2,333		$	399
	2,371			–			–			–			–
	6,365			36,137			23,708			14,147			9,812
	(1	)		(105	)		(38	)		–			(1	)
	11,146			37,507			24,681			16,480			10,210
	486			2,397			708			958			763
	2,999			7,693			2,124			2,203			1,284
	600			2,939			1,062			1,202			963
	5			27			9			11			8
	1			7			2			3			2
	18			92			32			36			29
	12			64			22			25			20
	10			37			21			17			15
	7			39			13			13			11
	56			45			121			55			11
	121			–			–			209			–
	789			–			–			2,496			–
	4			22			8			9			7
	5,108			13,362			4,122			7,237			3,113
	(1,357	)		(1,127	)		(639	)		(873	)		(128	)
	(4	)		–			(425	)		–			(458	)
	(146	)		(375	)		(289	)		(87	)		(544	)
	3,601			11,860			2,769			6,277			1,983
	7,545			25,647			21,912			10,203			8,227
	(2,798	)		(5,020	)		10,550			(23,834	)		(2,479	)
	537			–			–			(11,796	)		–
	28			(71,837	)		(9,824	)		(11,557	)		(2,889	)
	(252	)		(10,069	)		103			(125	)		1,476
	(138	)		(13,050	)		(618	)		(333	)		(8,703	)
	(806	)		–			(672	)		(1,281	)		(455	)
	340			–			818			1,259			335
	(24	)		(2,017	)		1,062			5,982			(819	)
	(3,113	)		(101,993	)		1,419			(41,685	)		(13,534	)
	17,890			64,895			19,429			66,701			14,178
	(8,022	)		–			–			(12,680	)		–
	(124	)		162,231			16,478			(2,881	)		5,228
	137			–			(771	)		(29	)		(243	)
	337			–			(1,140	)		33			245
	501			6,792			(540	)		(7,973	)		1,277
	3			1,065			165			34			239
	(244	)		(8,407	)		(1,126	)		(5	)		2,670
$	10,478		$	226,576		$	32,495		$	43,200		$	23,594
$	14,910		$	150,230		$	55,826		$	11,718		$	18,287

SEI Institutional Managed Trust

317

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2023 (Unaudited) and the year ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income (loss)	$	8,118		$	15,197		$	14,803		$	27,807		$	1,359		$	(84	)
Capital gain distribution from investment		—			—			2			—			—			—
Net realized gain (loss)		28,369			170,576			30,721			98,963			(19,525	)		116,112
Net change in unrealized appreciation (depreciation)		203,405			(513,647	)		139,407			(260,933	)		208,243			(503,491	)
Net Increase (Decrease) in Net Assets Resulting from Operations		239,892			(327,874	)		184,933			(134,163	)		190,077			(387,463	)
Distributions:
Class F:		(149,371	)		(268,239	)		(96,102	)		(80,770	)		(84,020	)		(189,817	)
Class I:		N/A			N/A			(178	)		(193	)		(172	)		(551	)
Class Y:		(4,741	)		(13,977	)		(15,480	)		(13,213	)		(14,179	)		(28,424	)
Total Distributions		(154,112	)		(282,216	)		(111,760	)		(94,176	)		(98,371	)		(218,792	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		90,067			208,257			76,472			218,643			66,857			271,763
Reinvestment of dividends & distributions		137,025			246,549			90,137			75,731			78,562			176,988
Cost of shares redeemed		(186,268	)		(401,737	)		(137,780	)		(352,574	)		(127,706	)		(330,620	)
Net increase (decrease) from Class F transactions		40,824			53,069			28,829			(58,200	)		17,713			118,131
Class I:
Proceeds from shares issued		N/A			N/A			34			1,353			111			434
Reinvestment of dividends & distributions		N/A			N/A			153			173			154			495
Cost of shares redeemed		N/A			N/A			(509	)		(2,056	)		(22	)		(1,819	)
Net increase (decrease) from Class I transactions		N/A			N/A			(322	)		(530	)		243			(890	)
Class Y:
Proceeds from shares issued		2,102			11,036			6,718			29,107			8,459			49,661
Reinvestment of dividends & distributions		4,437			13,514			15,267			12,530			13,984			26,869
Cost of shares redeemed		(6,148	)		(58,092	)		(40,163	)		(39,750	)		(36,404	)		(31,042	)
Net increase (decrease) from Class Y transactions		391			(33,542	)		(18,178	)		1,887			(13,961	)		45,488
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		41,215			19,527			10,329			(56,843	)		3,995			162,729
Net Increase (Decrease) in Net Assets		126,995			(590,563	)		83,502			(285,182	)		95,701			(443,526	)
Net Assets
Beginning of period		1,569,904			2,160,467			1,244,360			1,529,542			1,299,744			1,743,270
End of period	$	1,696,899		$	1,569,904		$	1,327,862		$	1,244,360		$	1,395,445		$	1,299,744

(1)See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

318

SEI Institutional Managed Trust

Large Cap Index Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund
	2023			2022			2023			2022			2023			2022			2023			2022
$	7,379		$	12,917		$	20,939		$	41,770		$	6,036		$	11,587		$	1,109		$	1,792
	—			—			1			1			—			—			—			—
	(7,217	)		(12,516	)		104,250			178,289			27,552			64,369			6,548			10,647
	134,894			(189,168	)		449,882			(834,376	)		79,376			(214,430	)		43,850			(125,890	)
	135,056			(188,767	)		575,072			(614,316	)		112,964			(138,474	)		51,507			(113,451	)
	(7,114	)		(15,797	)		(199,839	)		(209,161	)		(71,700	)		(75,572	)		(3,950	)		(123,055	)
	N/A			N/A			N/A			N/A			(470	)		(502	)		N/A			N/A
	N/A			N/A			(26,707	)		(27,949	)		N/A			N/A			(190	)		(5,426	)
	(7,114	)		(15,797	)		(226,546	)		(237,110	)		(72,170	)		(76,074	)		(4,140	)		(128,481	)
	105,082			303,335			102,654			299,638			47,046			97,115			26,297			71,913
	6,744			15,028			170,147			182,965			63,734			66,695			3,671			114,411
	(117,849	)		(302,229	)		(369,084	)		(609,242	)		(87,314	)		(191,252	)		(55,666	)		(114,277	)
	(6,023	)		16,134			(96,283	)		(126,639	)		23,466			(27,442	)		(25,698	)		72,047
	N/A			N/A			N/A			N/A			1,653			1,137			N/A			N/A
	N/A			N/A			N/A			N/A			415			441			N/A			N/A
	N/A			N/A			N/A			N/A			(489	)		(2,208	)		N/A			N/A
	N/A			N/A			N/A			N/A			1,579			(630	)		N/A			N/A
	N/A			N/A			63,694			52,211			N/A			N/A			3,349			3,654
	N/A			N/A			24,857			26,149			N/A			N/A			182			5,232
	N/A			N/A			(60,040	)		(67,364	)		N/A			N/A			(3,381	)		(6,836	)
	N/A			N/A			28,511			10,996			N/A			N/A			150			2,050
	(6,023	)		16,134			(67,772	)		(115,643	)		25,045			(28,072	)		(25,548	)		74,097
	121,919			(188,430	)		280,754			(967,069	)		65,839			(242,620	)		21,819			(167,835	)
	901,688			1,090,118			3,610,298			4,577,367			745,367			987,987			514,514			682,349
$	1,023,607		$	901,688		$	3,891,052		$	3,610,298		$	811,206		$	745,367		$	536,333		$	514,514

SEI Institutional Managed Trust

319

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2023 (Unaudited) and the year ended September 30,

	Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income (loss)	$	2,635		$	3,602		$	(358	)	$	(588	)	$	2,678		$	3,398
Net realized gain (loss)		5,346			16,576			(13,516	)		(7,380	)		10,627			3,875
Net change in unrealized appreciation (depreciation)		32,276			(91,145	)		43,197			(97,016	)		70,586			(193,182	)
Net Increase (Decrease) in Net Assets Resulting from Operations		40,257			(70,967	)		29,323			(104,984	)		83,891			(185,909	)
Distributions:
Class F:		(16,038	)		(28,963	)		(140	)		(81,068	)		(5,564	)		(85,601	)
Class I:		(46	)		(150	)		—			(380	)		N/A			N/A
Class Y:		(3,207	)		(5,667	)		(104	)		(9,315	)		(810	)		(10,758	)
Total Distributions		(19,291	)		(34,780	)		(244	)		(90,763	)		(6,374	)		(96,359	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		15,800			66,183			14,639			45,964			30,306			80,105
Reinvestment of dividends & distributions		14,943			26,971			130			74,743			4,735			74,501
Cost of shares redeemed		(41,656	)		(80,336	)		(33,063	)		(51,627	)		(94,163	)		(129,864	)
Net increase (decrease) from Class F transactions		(10,913	)		12,818			(18,294	)		69,080			(59,122	)		24,742
Class I:
Proceeds from shares issued		22			80			37			209			N/A			N/A
Reinvestment of dividends & distributions		42			142			—			350			N/A			N/A
Cost of shares redeemed		(264	)		(1,000	)		(279	)		(685	)		N/A			N/A
Net increase (decrease) from Class I transactions		(200	)		(778	)		(242	)		(126	)		N/A			N/A
Class Y:
Proceeds from shares issued		7,480			10,199			5,659			5,555			16,438			10,162
Reinvestment of dividends & distributions		3,098			5,281			100			8,670			758			10,054
Cost of shares redeemed		(12,364	)		(7,967	)		(4,933	)		(5,884	)		(12,272	)		(12,217	)
Net increase (decrease) from Class Y transactions		(1,786	)		7,513			826			8,341			4,924			7,999
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(12,899	)		19,553			(17,710	)		77,295			(54,198	)		32,741
Net Increase (Decrease) in Net Assets		8,067			(86,194	)		11,369			(118,452	)		23,319			(249,527	)
Net Assets
Beginning of period		347,839			434,033			309,953			428,405			780,749			1,030,276
End of period	$	355,906		$	347,839		$	321,322		$	309,953		$	804,068		$	780,749

(1)See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

320

SEI Institutional Managed Trust

Mid-Cap Fund						U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund
	2023			2022			2023			2022			2023			2022			2023			2022			2023			2022
$	358		$	554		$	8,152		$	16,905		$	7,013		$	13,451		$	4,729		$	9,962		$	3,196		$	11,095
	(2,251	)		(960	)		52,870			76,648			11,692			74,274			49,834			49,297			(7,804	)		(7,972	)
	10,029			(12,428	)		40,707			(139,047	)		85,196			(166,756	)		41,962			(74,192	)		63,243			(81,538	)
	8,136			(12,834	)		101,729			(45,494	)		103,901			(79,031	)		96,525			(14,933	)		58,635			(78,415	)
	(345	)		(17,821	)		(63,831	)		(74,613	)		(73,644	)		(99,371	)		(48,047	)		(44,793	)		(7,560	)		(10,683	)
	(1	)		(119	)		(52	)		(119	)		(46	)		(117	)		N/A			N/A			N/A			N/A
	(24	)		(702	)		(15,858	)		(20,458	)		(11,197	)		(14,771	)		(5,050	)		(4,339	)		(1,396	)		(1,958	)
	(370	)		(18,642	)		(79,741	)		(95,190	)		(84,887	)		(114,259	)		(53,097	)		(49,132	)		(8,956	)		(12,641	)
	3,834			44,463			51,926			130,696			47,259			111,073			45,310			111,375			37,938			55,878
	320			16,597			54,076			63,699			62,439			84,681			39,073			37,742			6,387			9,216
	(6,837	)		(44,477	)		(131,769	)		(189,071	)		(110,743	)		(198,493	)		(145,306	)		(223,539	)		(64,717	)		(74,475	)
	(2,683	)		16,583			(25,767	)		5,324			(1,045	)		(2,739	)		(60,923	)		(74,422	)		(20,392	)		(9,381	)
	4			109			—			8			—			8			N/A			N/A			N/A			N/A
	1			118			52			119			45			116			N/A			N/A			N/A			N/A
	—			(410	)		—			(844	)		—			(605	)		N/A			N/A			N/A			N/A
	5			(183	)		52			(717	)		45			(481	)		N/A			N/A			N/A			N/A
	398			1,412			28,146			17,409			24,230			18,351			31,779			10,885			23,607			7,289
	24			696			13,994			18,535			9,232			12,865			4,449			3,848			1,292			1,685
	(245	)		(862	)		(21,491	)		(54,045	)		(17,541	)		(28,874	)		(8,244	)		(14,652	)		(16,175	)		(11,416	)
	177			1,246			20,649			(18,101	)		15,921			2,342			27,984			81			8,724			(2,442	)
	(2,501	)		17,646			(5,066	)		(13,494	)		14,921			(878	)		(32,939	)		(74,341	)		(11,668	)		(11,823	)
	5,265			(13,830	)		16,922			(154,178	)		33,935			(194,168	)		10,489			(138,406	)		38,011			(102,879	)
	68,994			82,824			797,442			951,620			816,386			1,010,554			865,674			1,004,080			292,604			395,483
$	74,259		$	68,994		$	814,364		$	797,442		$	850,321		$	816,386		$	876,163		$	865,674		$	330,615		$	292,604

SEI Institutional Managed Trust

321

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2023 (Unaudited) and the year ended September 30,

	Real Estate Fund						Core Fixed Income Fund						High Yield Bond Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income	$	888		$	1,020		$	59,851		$	79,457		$	74,369		$	73,878
Capital gain distribution from investment		—			—			—			4			—			1
Net realized gain (loss)		(638	)		4,757			(114,896	)		(283,960	)		(42,836	)		(18,628	)
Net change in unrealized appreciation (depreciation)		4,386			(22,939	)		239,495			(551,107	)		39,177			(253,960	)
Net Increase (Decrease) in Net Assets Resulting from Operations		4,636			(17,162	)		184,450			(755,606	)		70,710			(198,709	)
Distributions:
Class F:		(2,619	)		(7,139	)		(51,132	)		(82,466	)		(119,901	)		(89,328	)
Class I:		(7	)		(30	)		(47	)		(85	)		—			(15	)
Class Y:		(612	)		(1,354	)		(7,239	)		(11,442	)		(16,925	)		(13,180	)
Total Distributions		(3,238	)		(8,523	)		(58,418	)		(93,993	)		(136,826	)		(102,523	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		3,665			34,788			243,971			674,455			96,519			241,315
Reinvestment of dividends & distributions		2,345			6,464			46,626			75,249			105,385			79,075
Cost of shares redeemed		(9,792	)		(42,936	)		(435,767	)		(904,145	)		(175,541	)		(372,248	)
Net increase (decrease) from Class F transactions		(3,782	)		(1,684	)		(145,170	)		(154,441	)		26,363			(51,858	)
Class I:
Proceeds from shares issued		1			4			77			335			—			5
Reinvestment of dividends & distributions		7			30			34			67			—			16
Cost of shares redeemed		—			(235	)		(634	)		(1,234	)		—			(576	)
Net increase (decrease) from Class I transactions		8			(201	)		(523	)		(832	)		—			(555	)
Class Y:
Proceeds from shares issued		1,125			2,448			69,799			72,075			30,018			37,252
Reinvestment of dividends & distributions		597			1,298			7,057			11,112			16,639			12,850
Cost of shares redeemed		(1,830	)		(4,344	)		(75,963	)		(80,320	)		(32,286	)		(48,456	)
Net increase (decrease) from Class Y transactions		(108	)		(598	)		893			2,867			14,371			1,646
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(3,882	)		(2,483	)		(144,800	)		(152,406	)		40,734			(50,767	)
Net Increase (Decrease) in Net Assets		(2,484	)		(28,168	)		(18,768	)		(1,002,005	)		(25,382	)		(351,999	)
Net Assets
Beginning of period		75,163			103,331			3,605,696			4,607,701			1,274,904			1,626,903
End of period	$	72,679		$	75,163		$	3,586,928		$	3,605,696		$	1,249,522		$	1,274,904

(1)See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

322

SEI Institutional Managed Trust

Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
	2023			2022			2023			2022			2023			2022			2023			2022
$	7,309		$	2,072		$	2,134		$	748		$	1,258		$	18,918		$	3,815		$	5,060
	—			—			—			—			—			—			—			—
	14			5			—			1			(5,045	)		(183	)		28,308			83,108
	19			(87	)		152			(168	)		11,622			(31,793	)		51,454			(181,567	)
	7,342			1,990			2,286			581			7,835			(13,058	)		83,577			(93,399	)
	(6,979	)		(1,944	)		(2,058	)		(698	)		(7,948	)		(15,792	)		(79,107	)		(84,694	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(260	)		(98	)		(59	)		(33	)		(555	)		(1,141	)		(4,735	)		(4,926	)
	(7,239	)		(2,042	)		(2,117	)		(731	)		(8,503	)		(16,933	)		(83,842	)		(89,620	)
	168,550			234,776			17,737			66,380			29,144			109,238			34,494			83,921
	5,534			1,495			1,683			581			6,574			12,967			73,416			78,820
	(113,671	)		(160,921	)		(38,872	)		(73,634	)		(67,359	)		(81,437	)		(60,563	)		(208,511	)
	60,413			75,350			(19,452	)		(6,673	)		(31,641	)		40,768			47,347			(45,770	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	1,654			5,123			381			8,200			2,836			4,179			1,611			6,378
	245			93			55			31			522			1,082			4,616			4,823
	(5,208	)		(6,877	)		(1,268	)		(12,607	)		(4,725	)		(4,514	)		(3,384	)		(12,907	)
	(3,309	)		(1,661	)		(832	)		(4,376	)		(1,367	)		747			2,843			(1,706	)
	57,104			73,689			(20,284	)		(11,049	)		(33,008	)		41,515			50,190			(47,476	)
	57,207			73,637			(20,115	)		(11,199	)		(33,676	)		11,524			49,925			(230,495	)
	360,280			286,643			181,700			192,899			257,774			246,250			633,458			863,953
$	417,487		$	360,280		$	161,585		$	181,700		$	224,098		$	257,774		$	683,383		$	633,458

SEI Institutional Managed Trust

323

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2023 (Unaudited) and the year ended September 30,

	Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund						Multi-Asset Income Fund
		2023			2022			2023			2022			2023			2022
Operations:
Net investment income	$	7,545		$	3,636		$	25,647		$	31,471		$	21,912		$	36,848
Capital gain distribution from investment		—			2			—			—			—			—
Net realized gain (loss)		(3,113	)		(11,608	)		(101,993	)		(346,046	)		1,419			3,910
Net change in unrealized appreciation (depreciation)		10,478			(24,218	)		226,576			(223,528	)		32,495			(183,279	)
Net Increase (Decrease) in Net Assets Resulting from Operations		14,910			(32,188	)		150,230			(538,103	)		55,826			(142,521	)
Distributions:
Class F:		(8,221	)		(31,913	)		(179,960	)		(319,256	)		(22,375	)		(29,430	)
Class Y:		(190	)		(651	)		(10,363	)		(24,540	)		(5,595	)		(7,046	)
Total Distributions		(8,411	)		(32,564	)		(190,323	)		(343,796	)		(27,970	)		(36,476	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		21,311			56,599			124,743			287,707			35,112			92,813
Reinvestment of dividends & distributions		7,370			28,632			162,704			291,088			19,223			25,506
Cost of shares redeemed		(53,743	)		(76,788	)		(203,160	)		(378,794	)		(85,169	)		(164,750	)
Net increase (decrease) from Class F transactions		(25,062	)		8,443			84,287			200,001			(30,834	)		(46,431	)
Class Y:
Proceeds from shares issued		7,020			1,611			32,408			22,797			17,286			18,241
Reinvestment of dividends & distributions		176			615			10,041			24,167			5,106			6,305
Cost of shares redeemed		(844	)		(1,491	)		(54,337	)		(31,818	)		(28,003	)		(24,915	)
Net increase (decrease) from Class Y transactions		6,352			735			(11,888	)		15,146			(5,611	)		(369	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(18,710	)		9,178			72,399			215,147			(36,445	)		(46,800	)
Net Increase (Decrease) in Net Assets		(12,211	)		(55,574	)		32,306			(666,752	)		(8,589	)		(225,797	)
Net Assets
Beginning of period		402,945			458,519			2,033,087			2,699,839			706,164			931,961
End of period	$	390,734		$	402,945		$	2,065,393		$	2,033,087		$	697,575		$	706,164

(1)See Note 7 in Notes to Financial Statements for additional information.

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

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

324

SEI Institutional Managed Trust

Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	2023			2022			2023			2022
$	10,203		$	33,404		$	8,227		$	1,920
	—			—			—			—
	(41,685	)		49,635			(13,534	)		(6,255	)
	43,200			(38,005	)		23,594			(25,351	)
	11,718			45,034			18,287			(29,686	)
	(84,359	)		(58,859	)		(11,392	)		(18,556	)
	(4,142	)		(3,253	)		(616	)		(1,084	)
	(88,501	)		(62,112	)		(12,008	)		(19,640	)
	53,933			192,810			45,543			145,926
	76,463			53,507			8,961			14,496
	(130,542	)		(250,560	)		(89,569	)		(170,164	)
	(146	)		(4,243	)		(35,065	)		(9,742	)
	5,517			4,229			1,129			4,063
	4,022			3,181			590			1,051
	(7,785	)		(15,746	)		(4,300	)		(8,043	)
	1,754			(8,336	)		(2,581	)		(2,929	)
	1,608			(12,579	)		(37,646	)		(12,671	)
	(75,175	)		(29,657	)		(31,367	)		(61,997	)
	818,127			847,784			658,806			720,803
$	742,952		$	818,127		$	627,439		$	658,806

SEI Institutional Managed Trust

325

CONSOLIDATED STATEMENT OF CASH FLOWS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2023

Multi-Asset Inflation Managed Fund
Cash Flows Provided By Operating Activities:
Net Increase in Net Assets Resulting from Operations	$	11,718
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by Operating Activities:
Purchase of Investment Securities		(867,399	)
Proceeds from Disposition of Investment Securities		966,303
Proceeds from Securities Sold Short		(66,549	)
Purchases to Cover Securities Sold Short		40,548
Purchased Options/Purchases to Cover Written Options		(89	)
Amortization (Accretion of Market Discount)		(6,328	)
Net Realized (Gain) Loss on:
Investments, Options and Securities Sold Short		35,652
Net Change in Unrealized (Appreciation) Depreciation on:
Investments, Options and Securities Sold Short		(54,025	)
Changes in Assets:
OTC Swap Contracts, at Value		707
Cash Collateral on Over The Counter Swaps		570
Cash Collateral on Centrally Cleared Swaps		(689	)
Cash Collateral on Futures		2,780
Receivable for Investment Securities Sold		1,207
Dividends and Interest Receivable		125
Receivable for Variation Margin on Futures		(607	)
Receivable for Variation Margin on Swaps		213
Foreign Tax Reclaim receivable		(16	)
Unrealized Loss on Forward Foreign Currency Contracts		4
Due from Broker		457
Prepaid expenses		(12	)
Changes in Liabilities:
OTC Swap Contracts, at Value		(3,840	)
Payable for Investment Securities Purchased		(10,602	)
Administration Fees Payable		(26	)
Shareholder Servicing Fees Payable		150
Payable for Variation Margin on Futures		(774	)
Payable for Variation Margin on Swaps		144
Repurchase Agreements Payable		(467	)
Investment Advisory Fees Payable		(22	)
Due to Broker		(1,393	)
Unrealized Gain on Forward Foreign Currency Contracts		1
Accrued Expense Payable		860
Net Cash Provided by Operating Activities		48,601
Cash Flows Used In Financing Activities
Reverse Repurchase Agreements		11,551
Dividends and Distributions		(88,501	)
Proceeds from Shares Issued		58,798
Reinvestment of Dividends and Distributions		80,485
Cost of Shares Redeemed		(138,471	)
Net Cash Used In Financing Activities		(76,138	)
Net Change in Cash, Restricted Cash, and Foreign Currency		(27,537	)
Cash, Restricted Cash, and Foreign Currency at Beginning of Period	$	137,117
Cash, Restricted Cash, and Foreign Currency at End of Period	$	109,580
Supplemental Disclosure of Cash Flow Information Interest paid	$	2,496

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

326

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Fund
Class F
2023	$	12.66	$	0.06	$	1.84		$	1.90		$	(0.03	)	$	(1.23	)	$	(1.26	)	$	13.30		15.50	%	$	1,643,725		0.89	%		0.97	%		0.95	%		13	%
2022		17.51		0.12		(2.62	)		(2.50	)		(0.10	)		(2.25	)		(2.35	)		12.66		(17.25	)		1,519,963		0.89			0.95			0.75			39
2021		13.95		0.10		4.00			4.10			(0.12	)		(0.42	)		(0.54	)		17.51		29.93			2,050,558		0.89			0.95			0.63			33
2020		13.94		0.16		0.89			1.05			(0.18	)		(0.86	)		(1.04	)		13.95		7.67			1,944,209		0.89			0.96			1.16			63
2019		15.92		0.19		(0.22	)		(0.03	)		(0.18	)		(1.77	)		(1.95	)		13.94		1.17			2,158,883		0.89			0.95			1.37			72
2018		14.65		0.13		2.22			2.35			(0.12	)		(0.96	)		(1.08	)		15.92		16.80			2,439,320		0.89			0.94			0.87			80
Class Y
2023	$	12.66	$	0.08	$	1.84		$	1.92		$	(0.04	)	$	(1.23	)	$	(1.27	)	$	13.31		15.66	%	$	53,174		0.64	%		0.72	%		1.20	%		13	%
2022		17.52		0.15		(2.62	)		(2.47	)		(0.14	)		(2.25	)		(2.39	)		12.66		(17.08	)		49,941		0.64			0.70			0.95			39
2021		13.95		0.15		4.00			4.15			(0.16	)		(0.42	)		(0.58	)		17.52		30.33			109,909		0.64			0.70			0.88			33
2020		13.95		0.19		0.89			1.08			(0.22	)		(0.86	)		(1.08	)		13.95		7.86			103,168		0.64			0.71			1.41			63
2019		15.93		0.22		(0.22	)		—			(0.21	)		(1.77	)		(1.98	)		13.95		1.44			131,736		0.64			0.70			1.62			72
2018		14.66		0.17		2.22			2.39			(0.16	)		(0.96	)		(1.12	)		15.93		17.08			137,136		0.64			0.69			1.11			80
Large Cap Value Fund
Class F
2023	$	23.02	$	0.27	$	3.11		$	3.38		$	(0.34	)	$	(1.77	)	$	(2.11	)	$	24.29		14.81	%	$	1,158,885		0.89	%		0.93	%		2.15	%		10	%
2022		27.27		0.49		(3.07	)		(2.58	)		(0.48	)		(1.19	)		(1.67	)		23.02		(10.30	)		1,068,126		0.89			0.93			1.81			24
2021		20.11		0.46		7.16			7.62			(0.46	)		—			(0.46	)		27.27		38.21			1,322,518		0.89			0.93			1.80			29
2020		23.25		0.45		(2.70	)		(2.25	)		(0.46	)		(0.43	)		(0.89	)		20.11		(9.96	)		1,097,338		0.89			0.93			2.15			65
2019		26.21		0.50		(0.92	)		(0.42	)		(0.48	)		(2.06	)		(2.54	)		23.25		(0.91	)		1,190,700		0.89			0.93			2.17			52
2018		24.70		0.39		2.39			2.78			(0.37	)		(0.90	)		(1.27	)		26.21		11.54			1,285,571		0.89			0.93			1.51			83
Class I
2023	$	23.05	$	0.24	$	3.13		$	3.37		$	(0.32	)	$	(1.77	)	$	(2.09	)	$	24.33		14.71	%	$	1,901		1.11	%		1.18	%		1.92	%		10	%
2022		27.30		0.43		(3.07	)		(2.64	)		(0.42	)		(1.19	)		(1.61	)		23.05		(10.52	)		2,111		1.11			1.18			1.57			24
2021		20.13		0.40		7.18			7.58			(0.41	)		—			(0.41	)		27.30		37.93			3,060		1.11			1.18			1.58			29
2020		23.27		0.41		(2.71	)		(2.30	)		(0.41	)		(0.43	)		(0.84	)		20.13		(10.17	)		2,454		1.11			1.18			1.93			65
2019		26.23		0.45		(0.93	)		(0.48	)		(0.42	)		(2.06	)		(2.48	)		23.27		(1.14	)		3,042		1.11			1.18			1.95			52
2018		24.71		0.33		2.40			2.73			(0.31	)		(0.90	)		(1.21	)		26.23		11.30			4,427		1.11			1.18			1.29			83
Class Y
2023	$	23.02	$	0.30	$	3.11		$	3.41		$	(0.37	)	$	(1.77	)	$	(2.14	)	$	24.29		14.96	%	$	167,076		0.64	%		0.68	%		2.38	%		10	%
2022		27.27		0.56		(3.07	)		(2.51	)		(0.55	)		(1.19	)		(1.74	)		23.02		(10.06	)		174,123		0.64			0.68			2.06			24
2021		20.11		0.52		7.16			7.68			(0.52	)		—			(0.52	)		27.27		38.55			203,964		0.64			0.68			2.05			29
2020		23.26		0.51		(2.71	)		(2.20	)		(0.52	)		(0.43	)		(0.95	)		20.11		(9.76	)		148,423		0.64			0.68			2.40			65
2019		26.21		0.55		(0.91	)		(0.36	)		(0.53	)		(2.06	)		(2.59	)		23.26		(0.62	)		150,772		0.64			0.69			2.41			52
2018		24.70		0.45		2.40			2.85			(0.44	)		(0.90	)		(1.34	)		26.21		11.82			141,700		0.64			0.68			1.77			83

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

327

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Growth Fund
Class F
2023	$	34.86	$	0.03		$	4.99		$	5.02		$	(0.03	)	$	(2.68	)	$	(2.71	)	$	37.17		15.11	%	$	1,206,580		0.89	%		0.98	%		0.17	%		24	%
2022		51.97		(0.02	)		(10.34	)		(10.36	)		(0.01	)		(6.74	)		(6.75	)		34.86		(23.91	)		1,110,117		0.89			0.97			(0.04	)		61
2021		45.29		(0.13	)		11.07			10.94			(0.03	)		(4.23	)		(4.26	)		51.97		25.80			1,515,191		0.89			0.97			(0.26	)		42
2020		35.79		0.04			11.63			11.67			(0.08	)		(2.09	)		(2.17	)		45.29		34.07			1,395,858		0.89			0.98			0.11			58
2019		39.89		0.13			0.22			0.35			(0.12	)		(4.33	)		(4.45	)		35.79		2.43			1,314,152		0.89			0.98			0.36			88
2018		34.72		0.06			8.03			8.09			(0.05	)		(2.87	)		(2.92	)		39.89		24.74			1,416,472		0.89			0.98			0.16			75
Class I
2023	$	33.49	$	(0.01	)	$	4.78		$	4.77		$	(0.01	)	$	(2.68	)	$	(2.69	)	$	35.57		14.98	%	$	2,485		1.11	%		1.23	%		(0.05	)%		24	%
2022		50.26		(0.13	)		(9.90	)		(10.03	)		—			(6.74	)		(6.74	)		33.49		(24.08	)		2,094		1.11			1.22			(0.30	)		61
2021		43.99		(0.23	)		10.73			10.50			—			(4.23	)		(4.23	)		50.26		25.53			4,178		1.11			1.22			(0.49	)		42
2020		34.86		(0.04	)		11.30			11.26			(0.04	)		(2.09	)		(2.13	)		43.99		33.75			3,239		1.11			1.23			(0.12	)		58
2019		38.96		0.05			0.21			0.26			(0.03	)		(4.33	)		(4.36	)		34.86		2.22			2,643		1.11			1.16			0.14			88
2018		34.02		(0.02	)		7.84			7.82			(0.01	)		(2.87	)		(2.88	)		38.96		24.42			3,863		1.11			1.23			(0.06	)		75
Class Y
2023	$	35.03	$	0.07		$	5.02		$	5.09		$	(0.05	)	$	(2.68	)	$	(2.73	)	$	37.39		15.26	%	$	186,380		0.64	%		0.73	%		0.42	%		24	%
2022		52.11		0.10			(10.41	)		(10.31	)		(0.03	)		(6.74	)		(6.77	)		35.03		(23.73	)		187,533		0.64			0.72			0.22			61
2021		45.35		(0.01	)		11.08			11.07			(0.08	)		(4.23	)		(4.31	)		52.11		26.10			223,901		0.64			0.72			(0.02	)		42
2020		35.84		0.14			11.63			11.77			(0.17	)		(2.09	)		(2.26	)		45.35		34.39			170,883		0.64			0.73			0.36			58
2019		39.96		0.21			0.24			0.45			(0.24	)		(4.33	)		(4.57	)		35.84		2.70			157,270		0.64			0.73			0.60			88
2018		34.76		0.15			8.04			8.19			(0.12	)		(2.87	)		(2.99	)		39.96		25.04			139,001		0.64			0.73			0.41			75
Large Cap Index Fund
Class F
2023	$	12.60	$	0.10		$	1.79		$	1.89		$	(0.10	)	$	—		$	(0.10	)	$	14.39		15.06	%	$	1,023,607		0.25	%		0.25	%		1.51	%		5	%
2022		15.47		0.18			(2.82	)		(2.64	)		(0.18	)		(0.05	)		(0.23	)		12.60		(17.38	)		901,688		0.25			0.64			1.20			13
2021		11.98		0.17			3.48			3.65			(0.16	)		—			(0.16	)		15.47		30.64			1,090,118		0.25			0.64			1.18			9
2020		10.54		0.17			1.46			1.63			(0.17	)		(0.02	)		(0.19	)		11.98		15.67			706,457		0.25			0.64			1.52			8
2019		10.37		0.18			0.18			0.36			(0.17	)		(0.02	)		(0.19	)		10.54		3.61			455,657		0.25			0.65			1.81			6
2018(2)		10.00		0.13			0.31			0.44			(0.07	)		—			(0.07	)		10.37		4.47	‡		233,871		0.25			0.64			1.93			6
Tax-Managed Large Cap Fund
Class F
2023	$	28.50	$	0.16		$	4.39		$	4.55		$	(0.16	)	$	(1.69	)	$	(1.85	)	$	31.20		16.23	%	$	3,391,955		0.89	%		0.91	%		1.05	%		6	%
2022		35.12		0.31			(5.11	)		(4.80	)		(0.29	)		(1.53	)		(1.82	)		28.50		(14.72	)		3,182,189		0.89			0.89			0.91			22
2021		27.26		0.29			8.28			8.57			(0.30	)		(0.41	)		(0.71	)		35.12		31.84			4,061,063		0.89			0.89			0.90			14
2020		27.53		0.31			1.80			2.11			(0.34	)		(2.04	)		(2.38	)		27.26		7.84			3,368,577		0.89			0.91			1.19			40
2019		27.66		0.31			0.04			0.35			(0.30	)		(0.18	)		(0.48	)		27.53		1.42			3,543,245		0.89			0.91			1.20			54
2018		24.11		0.22			3.83			4.05			(0.20	)		(0.30	)		(0.50	)		27.66		16.99			3,773,973		0.89			0.90			0.84			44
Class Y
2023	$	28.52	$	0.20		$	4.38		$	4.58		$	(0.20	)	$	(1.69	)	$	(1.89	)	$	31.21		16.33	%	$	499,097		0.64	%		0.66	%		1.30	%		6	%
2022		35.14		0.40			(5.11	)		(4.71	)		(0.38	)		(1.53	)		(1.91	)		28.52		(14.49	)		428,109		0.64			0.64			1.16			22
2021		27.27		0.37			8.28			8.65			(0.37	)		(0.41	)		(0.78	)		35.14		32.18			516,304		0.64			0.64			1.14			14
2020		27.54		0.38			1.80			2.18			(0.41	)		(2.04	)		(2.45	)		27.27		8.11			408,792		0.64			0.66			1.44			40
2019		27.67		0.38			0.04			0.42			(0.37	)		(0.18	)		(0.55	)		27.54		1.67			447,895		0.64			0.66			1.46			54
2018		24.13		0.28			3.82			4.10			(0.26	)		(0.30	)		(0.56	)		27.67		17.22			371,706		0.64			0.65			1.08			44

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
‡	Includes contribution from SIMC. Without the cash contribution, the Fund's return would have been 4.26% (See Note 6 in the Notes to Financial Statements).
(1)	Per share calculated using average shares.
(2)	Commenced operations on January 31, 2018. All ratios for the period have been annualized.

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

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

328

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
S&P 500 Index Fund
Class F
2023	$	72.34	$	0.57		$	10.18		$	10.75		$	(0.56	)	$	(6.56	)	$	(7.12	)	$	75.97		15.47	%	$	804,465		0.25	%		0.54	%		1.53	%		1	%
2022		92.42		1.08			(13.98	)		(12.90	)		(1.04	)		(6.14	)		(7.18	)		72.34		(15.68	)		740,552		0.25			0.54			1.23			3
2021		75.64		1.04			20.61			21.65			(1.04	)		(3.83	)		(4.87	)		92.42		29.73			981,074		0.25			0.54			1.20			5
2020		69.00		1.15			8.74			9.89			(1.20	)		(2.05	)		(3.25	)		75.64		14.82	(2)		844,753		0.25			0.54			1.64			19
2019		68.94		1.24			1.29			2.53			(1.23	)		(1.24	)		(2.47	)		69.00		4.07			826,946		0.25			0.54			1.90			11
2018(3)		60.22		1.20			9.19			10.39			(1.13	)		(0.54	)		(1.67	)		68.94		17.53			904,819		0.29			0.55			1.85			17
Class I
2023	$	72.85	$	0.43		$	10.26		$	10.69		$	(0.42	)	$	(6.56	)	$	(6.98	)	$	76.56		15.23	%	$	6,741		0.65	%		0.79	%		1.14	%		1	%
2022		93.01		0.73			(14.09	)		(13.36	)		(0.66	)		(6.14	)		(6.80	)		72.85		(16.02	)		4,815		0.65			0.79			0.83			3
2021		76.11		0.69			20.75			21.44			(0.71	)		(3.83	)		(4.54	)		93.01		29.21			6,913		0.65			0.79			0.80			5
2020		69.39		0.87			8.82			9.69			(0.92	)		(2.05	)		(2.97	)		76.11		14.37	(2)		5,331		0.65			0.79			1.23			19
2019		69.31		0.98			1.30			2.28			(0.96	)		(1.24	)		(2.20	)		69.39		3.66			5,322		0.65			0.79			1.49			11
2018(3)		60.56		0.92			9.30			10.22			(0.93	)		(0.54	)		(1.47	)		69.31		17.13			6,372		0.65			0.80			1.43			17
Small Cap Fund
Class F
2023	$	10.83	$	0.02		$	1.06		$	1.08		$	(0.02	)	$	(0.07	)	$	(0.09	)	$	11.82		9.97	%	$	513,175		1.14	%		1.23	%		0.39	%		50	%
2022		16.29		0.04			(2.34	)		(2.30	)		(0.01	)		(3.15	)		(3.16	)		10.83		(17.98	)		493,393		1.14			1.23			0.28			111
2021		10.74		0.01			5.56			5.57			(0.02	)		—			(0.02	)		16.29		51.86			653,372		1.14			1.23			0.09			139
2020		11.05		0.02			(0.31	)		(0.29	)		(0.02	)(4)		—			(0.02	)		10.74		(2.60	)		503,795		1.14			1.23			0.16			149
2019		14.28		0.01			(1.67	)		(1.66	)		(0.01	)		(1.56	)		(1.57	)		11.05		(10.85	)		554,260		1.14			1.24			0.11			116
2018		13.25		(0.02	)		1.97			1.95			—			(0.92	)		(0.92	)		14.28		15.56			690,400		1.14			1.24			(0.17	)		162
Class Y
2023	$	10.97	$	0.04		$	1.07		$	1.11		$	(0.04	)	$	(0.07	)	$	(0.11	)	$	11.97		10.08	%	$	23,158		0.89	%		0.98	%		0.64	%		50	%
2022		16.46		0.07			(2.36	)		(2.29	)		(0.05	)		(3.15	)		(3.20	)		10.97		(17.78	)		21,121		0.89			0.98			0.52			111
2021		10.85		0.05			5.60			5.65			(0.04	)		—			(0.04	)		16.46		52.15			28,977		0.89			0.98			0.34			139
2020		11.15		0.04			(0.29	)		(0.25	)		(0.05	)(4)		—			(0.05	)		10.85		(2.23	)		25,727		0.89			0.98			0.41			149
2019		14.38		0.04			(1.69	)		(1.65	)		(0.02	)		(1.56	)		(1.58	)		11.15		(10.66	)		33,128		0.89			0.99			0.36			116
2018		13.31		0.01			1.98			1.99			—	^		(0.92	)		(0.92	)		14.38		15.83			36,423		0.89			0.99			0.07			162

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	Includes contribution from SIMC. Without the cash contribution, the Fund's return for Class F and Class I would have been 14.78% and 14.33%, respectively (See Note 6 in the Notes to Financial Statements).
(3)	On April 20, 2018, the Class Y shares and Class E shares were converted to Class F shares. The performance and financial history shown of the class is solely that of the fund's Class F shares.
(4)	Includes return of capital less than $0.005.
^	Amount represents less than $0.01 per share.

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

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

SEI Institutional Managed Trust

329

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Small Cap Value Fund
Class F
2023	$	20.77	$	0.15		$	2.19		$	2.34		$	(0.14	)	$	(1.03	)	$	(1.17	)	$	21.94		11.23	%	$	295,561		1.14	%		1.23	%		1.34	%		19	%
2022		27.04		0.21			(4.29	)		(4.08	)		(0.18	)		(2.01	)		(2.19	)		20.77		(16.59	)		289,279		1.14			1.23			0.82			42
2021		17.07		0.14			9.98			10.12			(0.15	)		—			(0.15	)		27.04		59.43			364,946		1.14			1.23			0.56			80
2020		20.60		0.17			(3.46	)		(3.29	)		(0.24	)		—			(0.24	)		17.07		(16.03	)		250,718		1.14			1.24			0.91			65
2019		25.54		0.27			(2.86	)		(2.59	)		(0.25	)		(2.10	)		(2.35	)		20.60		(9.62	)		274,660		1.14			1.24			1.30			74
2018		26.16		0.17			1.53			1.70			(0.17	)		(2.15	)		(2.32	)		25.54		6.81			336,361		1.14			1.24			0.68			132
Class I
2023	$	20.55	$	0.13		$	2.16		$	2.29		$	(0.11	)	$	(1.03	)	$	(1.14	)	$	21.70		11.12	%	$	666		1.36	%		1.48	%		1.11	%		19	%
2022		26.76		0.13			(4.21	)		(4.08	)		(0.12	)		(2.01	)		(2.13	)		20.55		(16.77	)		819		1.36			1.48			0.53			42
2021		16.90		0.09			9.87			9.96			(0.10	)		—			(0.10	)		26.76		59.05			1,900		1.36			1.48			0.35			80
2020		20.39		0.12			(3.42	)		(3.30	)		(0.19	)		—			(0.19	)		16.90		(16.20	)		1,204		1.36			1.49			0.67			65
2019		25.31		0.22			(2.84	)		(2.62	)		(0.20	)		(2.10	)		(2.30	)		20.39		(9.83	)		1,703		1.36			1.49			1.07			74
2018		25.94		0.12			1.51			1.63			(0.11	)		(2.15	)		(2.26	)		25.31		6.59			2,354		1.36			1.49			0.46			132
Class Y
2023	$	20.78	$	0.18		$	2.20		$	2.38		$	(0.17	)	$	(1.03	)	$	(1.20	)	$	21.96		11.42	%	$	59,679		0.89	%		0.98	%		1.58	%		19	%
2022		27.06		0.27			(4.29	)		(4.02	)		(0.25	)		(2.01	)		(2.26	)		20.78		(16.40	)		57,741		0.89			0.98			1.07			42
2021		17.08		0.20			9.99			10.19			(0.21	)		—			(0.21	)		27.06		59.84			67,188		0.89			0.98			0.82			80
2020		20.61		0.21			(3.46	)		(3.25	)		(0.28	)		—			(0.28	)		17.08		(15.80	)		45,725		0.89			0.99			1.13			65
2019		25.56		0.33			(2.87	)		(2.54	)		(0.31	)		(2.10	)		(2.41	)		20.61		(9.42	)		44,255		0.89			0.99			1.55			74
2018		26.18		0.24			1.52			1.76			(0.23	)		(2.15	)		(2.38	)		25.56		7.07			41,421		0.89			0.99			0.94			132
Small Cap Growth Fund
Class F
2023	$	27.01	$	(0.04	)	$	2.59		$	2.55		$	(0.01	)	$	—		$	(0.01	)	$	29.55		9.46	%	$	284,234		1.11	%		1.23	%		(0.24	)%		76	%
2022		45.89		(0.06	)		(9.02	)		(9.08	)		—			(9.80	)		(9.80	)		27.01		(25.22	)		276,600		1.11			1.23			(0.18	)		172
2021		32.60		(0.20	)		13.49			13.29			—			—			—			45.89		40.77			382,281		1.11			1.23			(0.45	)		196
2020		31.88		(0.12	)		1.96			1.84			—			(1.12	)		(1.12	)		32.60		5.68			290,981		1.11			1.23			(0.39	)		173
2019		42.96		(0.11	)		(6.04	)		(6.15	)		—			(4.93	)		(4.93	)		31.88		(13.89	)		293,814		1.11			1.24			(0.33	)		172
2018		34.42		(0.20	)		8.86			8.66			—			(0.12	)		(0.12	)		42.96		25.25			386,055		1.11			1.24			(0.53	)		168
Class I
2023	$	25.02	$	(0.07	)	$	2.40		$	2.33		$	—		$	—		$	—		$	27.35		9.31	%	$	674		1.36	%		1.48	%		(0.49	)%		76	%
2022		43.32		(0.15	)		(8.35	)		(8.50	)		—			(9.80	)		(9.80	)		25.02		(25.41	)		850		1.36			1.48			(0.45	)		172
2021		30.85		(0.29	)		12.76			12.47			—			—			—			43.32		40.42			1,717		1.36			1.48			(0.70	)		196
2020		30.29		(0.19	)		1.87			1.68			—			(1.12	)		(1.12	)		30.85		5.44			1,245		1.36			1.48			(0.64	)		173
2019		41.21		(0.19	)		(5.80	)		(5.99	)		—			(4.93	)		(4.93	)		30.29		(14.13	)		1,408		1.36			1.49			(0.59	)		172
2018		33.11		(0.28	)		8.50			8.22			—			(0.12	)		(0.12	)		41.21		24.92			2,127		1.36			1.49			(0.79	)		168
Class Y
2023	$	27.66	$	—		$	2.64		$	2.64		$	(0.09	)	$	—		$	(0.09	)	$	30.21		9.57	%	$	36,414		0.86	%		0.98	%		—	%		76	%
2022		46.65		0.02			(9.21	)		(9.19	)		—			(9.80	)		(9.80	)		27.66		(25.01	)		32,503		0.86			0.98			0.07			172
2021		33.06		(0.09	)		13.68			13.59			—			—			—			46.65		41.11			44,407		0.86			0.98			(0.20	)		196
2020		32.23		(0.04	)		1.99			1.95			—			(1.12	)		(1.12	)		33.06		5.97			32,593		0.86			0.98			(0.14	)		173
2019		43.27		(0.03	)		(6.08	)		(6.11	)		—			(4.93	)		(4.93	)		32.23		(13.68	)		33,340		0.86			0.99			(0.08	)		172
2018		34.59		(0.11	)		8.91			8.80			—			(0.12	)		(0.12	)		43.27		25.56			34,078		0.86			0.99			(0.28	)		168

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

330

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Small/Mid Cap Fund
Class F
2023	$	20.64	$	0.07	$	2.13		$	2.20		$	(0.08	)	$	(0.09	)	$	(0.17	)	$	22.67		10.69	%	$	701,535		1.11	%		1.23	%		0.62	%		26	%
2022		28.01		0.08		(4.83	)		(4.75	)		(0.05	)		(2.57	)		(2.62	)		20.64		(18.96	)		691,835		1.11			1.23			0.33			58
2021		19.41		0.03		8.61			8.64			(0.04	)		—			(0.04	)		28.01		44.52			917,919		1.11			1.23			0.10			71
2020		21.04		0.04		(1.15	)		(1.11	)		(0.08	)		(0.44	)		(0.52	)		19.41		(5.47	)		664,941		1.11			1.24			0.22			90
2019		25.02		0.11		(2.32	)		(2.21	)		(0.10	)		(1.67	)		(1.77	)		21.04		(8.27	)		771,375		1.11			1.23			0.54			115
2018		22.09		0.02		3.34			3.36			(0.02	)		(0.41	)		(0.43	)		25.02		15.38			907,519		1.11			1.23			0.07			186
Class Y
2023	$	20.68	$	0.10	$	2.13		$	2.23		$	(0.10	)	$	(0.09	)	$	(0.19	)	$	22.72		10.84	%	$	102,533		0.89	%		0.98	%		0.85	%		26	%
2022		28.07		0.14		(4.85	)		(4.71	)		(0.11	)		(2.57	)		(2.68	)		20.68		(18.81	)		88,914		0.89			0.98			0.55			58
2021		19.45		0.08		8.63			8.71			(0.09	)		—			(0.09	)		28.07		44.81			112,357		0.89			0.98			0.32			71
2020		21.06		0.09		(1.14	)		(1.05	)		(0.12	)		(0.44	)		(0.56	)		19.45		(5.20	)		84,564		0.89			0.99			0.44			90
2019		25.07		0.16		(2.34	)		(2.18	)		(0.16	)		(1.67	)		(1.83	)		21.06		(8.12	)		98,434		0.89			0.99			0.77			115
2018		22.11		0.07		3.35			3.42			(0.05	)		(0.41	)		(0.46	)		25.07		15.69			88,854		0.89			0.98			0.29			186
Mid-Cap Fund
Class F
2023	$	22.81	$	0.12	$	2.55		$	2.67		$	(0.12	)	$	—		$	(0.12	)	$	25.36		11.74	%	$	69,772		0.98	%		0.99	%		0.93	%		36	%
2022		32.65		0.18		(4.20	)		(4.02	)		(0.14	)		(5.68	)		(5.82	)		22.81		(15.67	)		65,124		0.98			0.98			0.64			95
2021		23.59		0.15		9.13			9.28			(0.22	)		—			(0.22	)		32.65		39.49			78,488		0.98			0.98			0.49			163
2020		24.94		0.28		(1.00	)		(0.72	)		(0.29	)		(0.34	)		(0.63	)		23.59		(2.87	)		66,828		0.98			0.98			1.17			108
2019		29.13		0.22		(1.43	)		(1.21	)		(0.20	)		(2.78	)		(2.98	)		24.94		(3.10	)		102,280		0.98			0.99			0.89			99
2018		27.81		0.19		3.37			3.56			(0.21	)		(2.03	)		(2.24	)		29.13		13.41			131,640		0.98			0.99			0.66			99
Class I
2023	$	22.75	$	0.09	$	2.54		$	2.63		$	(0.09	)	$	—		$	(0.09	)	$	25.29		11.60	%	$	351		1.20	%		1.24	%		0.72	%		36	%
2022		32.59		0.10		(4.18	)		(4.08	)		(0.08	)		(5.68	)		(5.76	)		22.75		(15.88	)		311		1.20			1.23			0.37			95
2021		23.55		0.09		9.11			9.20			(0.16	)		—			(0.16	)		32.59		39.19			669		1.20			1.23			0.28			163
2020		24.91		0.22		(0.99	)		(0.77	)		(0.25	)		(0.34	)		(0.59	)		23.55		(3.13	)		583		1.20			1.23			0.96			108
2019		29.09		0.16		(1.41	)		(1.25	)		(0.15	)		(2.78	)		(2.93	)		24.91		(3.27	)		716		1.20			1.24			0.66			99
2018		27.78		0.12		3.36			3.48			(0.14	)		(2.03	)		(2.17	)		29.09		13.11			821		1.20			1.24			0.42			99
Class Y
2023	$	22.82	$	0.15	$	2.55		$	2.70		$	(0.15	)	$	—		$	(0.15	)	$	25.37		11.87	%	$	4,136		0.73	%		0.74	%		1.19	%		36	%
2022		32.67		0.25		(4.21	)		(3.96	)		(0.21	)		(5.68	)		(5.89	)		22.82		(15.48	)		3,559		0.73			0.73			0.92			95
2021		23.61		0.22		9.13			9.35			(0.29	)		—			(0.29	)		32.67		39.80			3,667		0.73			0.73			0.71			163
2020		24.96		0.33		(0.99	)		(0.66	)		(0.35	)		(0.34	)		(0.69	)		23.61		(2.61	)		2,584		0.73			0.73			1.42			108
2019		29.15		0.28		(1.42	)		(1.14	)		(0.27	)		(2.78	)		(3.05	)		24.96		(2.85	)		2,604		0.73			0.74			1.14			99
2018		27.83		0.26		3.37			3.63			(0.28	)		(2.03	)		(2.31	)		29.15		13.68			2,962		0.73			0.74			0.92			99

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

331

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
U.S. Managed Volatility Fund
Class F
2023	$	15.00	$	0.15	$	1.76		$	1.91		$	(0.13	)	$	(1.43	)	$	(1.56	)	$	15.35		12.77	%	$	635,079		0.90	%		1.23	%		1.88	%		24	%
2022		17.64		0.30		(1.16	)		(0.86	)		(0.29	)		(1.49	)		(1.78	)		15.00		(5.98	)		642,383		0.90			1.23			1.76			48
2021		16.14		0.25		2.91			3.16			(0.26	)		(1.40	)		(1.66	)		17.64		20.39			749,637		0.90			1.23			1.43			50
2020		17.78		0.26		(1.08	)		(0.82	)		(0.29	)		(0.53	)		(0.82	)		16.14		(4.87	)		764,608		0.90			1.23			1.55			77
2019		18.69		0.32		0.91			1.23			(0.31	)		(1.83	)		(2.14	)		17.78		7.89			914,612		0.93			1.23			1.89			44
2018		18.26		0.26		1.80			2.06			(0.27	)		(1.36	)		(1.63	)		18.69		11.83			934,551		0.97			1.23			1.44			72
Class I
2023	$	15.00	$	0.13	$	1.75		$	1.88		$	(0.11	)	$	(1.43	)	$	(1.54	)	$	15.34		12.56	%	$	559		1.15	%		1.48	%		1.63	%		24	%
2022		17.64		0.28		(1.19	)		(0.91	)		(0.24	)		(1.49	)		(1.73	)		15.00		(6.26	)		497		1.15			1.48			1.61			48
2021		16.13		0.21		2.92			3.13			(0.22	)		(1.40	)		(1.62	)		17.64		20.17			1,324		1.15			1.48			1.17			50
2020		17.78		0.21		(1.08	)		(0.87	)		(0.25	)		(0.53	)		(0.78	)		16.13		(5.17	)		1,282		1.15			1.48			1.29			77
2019		18.69		0.28		0.91			1.19			(0.27	)		(1.83	)		(2.10	)		17.78		7.62			1,345		1.18			1.48			1.64			44
2018		18.26		0.21		1.80			2.01			(0.22	)		(1.36	)		(1.58	)		18.69		11.55			1,183		1.22			1.48			1.18			72
Class Y
2023	$	15.01	$	0.17	$	1.75		$	1.92		$	(0.15	)	$	(1.43	)	$	(1.58	)	$	15.35		12.84	%	$	178,726		0.65	%		0.98	%		2.13	%		24	%
2022		17.65		0.34		(1.15	)		(0.81	)		(0.34	)		(1.49	)		(1.83	)		15.01		(5.73	)		154,562		0.65			0.98			2.01			48
2021		16.15		0.29		2.92			3.21			(0.31	)		(1.40	)		(1.71	)		17.65		20.68			200,659		0.65			0.98			1.69			50
2020		17.79		0.30		(1.08	)		(0.78	)		(0.33	)		(0.53	)		(0.86	)		16.15		(4.62	)		870,935		0.65			0.98			1.79			77
2019		18.70		0.37		0.91			1.28			(0.36	)		(1.83	)		(2.19	)		17.79		8.16			922,175		0.68			0.98			2.15			44
2018		18.27		0.30		1.80			2.10			(0.31	)		(1.36	)		(1.67	)		18.70		12.11			682,081		0.72			0.98			1.68			72
Global Managed Volatility Fund
Class F
2023	$	9.55	$	0.08	$	1.13		$	1.21		$	(0.53	)	$	(0.48	)	$	(1.01	)	$	9.75		12.93	%	$	726,066		1.11	%		1.24	%		1.61	%		45	%
2022		11.78		0.15		(1.03	)		(0.88	)		(0.13	)		(1.22	)		(1.35	)		9.55		(9.19	)		710,669		1.11			1.23			1.35			88
2021		10.40		0.12		1.37			1.49			(0.09	)		(0.02	)		(0.11	)		11.78		14.40			881,712		1.11			1.23			1.07			80
2020		11.46		0.12		(0.57	)		(0.45	)		(0.28	)		(0.33	)		(0.61	)		10.40		(4.33	)		913,791		1.11			1.25			1.12			86
2019		12.08		0.18		0.26			0.44			(0.29	)		(0.77	)		(1.06	)		11.46		4.75			1,060,614		1.11			1.24			1.61			66
2018		11.97		0.17		0.77			0.94			(0.18	)		(0.65	)		(0.83	)		12.08		8.12			1,184,336		1.11			1.24			1.46			55
Class I
2023	$	9.28	$	0.07	$	1.09		$	1.16		$	(0.50	)	$	(0.48	)	$	(0.98	)	$	9.46		12.78	%	$	470		1.36	%		1.49	%		1.38	%		45	%
2022		11.48		0.10		(0.98	)		(0.88	)		(0.10	)		(1.22	)		(1.32	)		9.28		(9.37	)		416		1.36			1.48			0.88			88
2021		10.15		0.09		1.33			1.42			(0.07	)		(0.02	)		(0.09	)		11.48		14.01			1,041		1.36			1.48			0.83			80
2020		11.19		0.09		(0.55	)		(0.46	)		(0.25	)		(0.33	)		(0.58	)		10.15		(4.51	)		952		1.36			1.50			0.88			86
2019		11.82		0.15		0.25			0.40			(0.26	)		(0.77	)		(1.03	)		11.19		4.45			1,067		1.36			1.49			1.36			66
2018		11.73		0.14		0.75			0.89			(0.15	)		(0.65	)		(0.80	)		11.82		7.87			1,225		1.36			1.49			1.19			55
Class Y
2023	$	9.58	$	0.09	$	1.14		$	1.23		$	(0.56	)	$	(0.48	)	$	(1.04	)	$	9.77		13.08	%	$	123,785		0.86	%		0.99	%		1.87	%		45	%
2022		11.81		0.18		(1.04	)		(0.86	)		(0.15	)		(1.22	)		(1.37	)		9.58		(8.95	)		105,301		0.86			0.98			1.60			88
2021		10.43		0.15		1.37			1.52			(0.12	)		(0.02	)		(0.14	)		11.81		14.65			127,801		0.86			0.98			1.31			80
2020		11.49		0.15		(0.58	)		(0.43	)		(0.30	)		(0.33	)		(0.63	)		10.43		(4.08	)		143,066		0.86			1.00			1.39			86
2019		12.12		0.21		0.25			0.46			(0.32	)		(0.77	)		(1.09	)		11.49		4.95			220,260		0.86			0.99			1.86			66
2018		12.00		0.20		0.78			0.98			(0.21	)		(0.65	)		(0.86	)		12.12		8.46			233,708		0.86			0.99			1.74			55

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

332

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Managed Volatility Fund
Class F
2023	$	18.39	$	0.10	$	1.96		$	2.06		$	(0.09	)	$	(1.08	)	$	(1.17	)	$	19.28		11.26	%	$	766,504		1.00	%		1.23	%		1.02	%		8	%
2022		19.75		0.19		(0.58	)		(0.39	)		(0.19	)		(0.78	)		(0.97	)		18.39		(2.48	)		787,892		1.00			1.23			0.96			17
2021		16.66		0.19		3.23			3.42			(0.20	)		(0.13	)		(0.33	)		19.75		20.76			920,670		1.00			1.23			1.04			17
2020		17.61		0.25		(0.51	)		(0.26	)		(0.27	)		(0.42	)		(0.69	)		16.66		(1.53	)		856,160		1.00			1.23			1.48			27
2019		17.22		0.27		0.88			1.15			(0.27	)		(0.49	)		(0.76	)		17.61		7.16			1,004,802		1.00			1.23			1.65			29
2018		15.96		0.21		1.70			1.91			(0.22	)		(0.43	)		(0.65	)		17.22		12.26			1,030,813		1.00			1.23			1.31			24
Class Y
2023	$	18.39	$	0.12	$	1.97		$	2.09		$	(0.11	)	$	(1.08	)	$	(1.19	)	$	19.29		11.45	%	$	109,659		0.75	%		0.98	%		1.29	%		8	%
2022		19.76		0.24		(0.59	)		(0.35	)		(0.24	)		(0.78	)		(1.02	)		18.39		(2.28	)		77,782		0.75			0.98			1.21			17
2021		16.66		0.24		3.24			3.48			(0.25	)		(0.13	)		(0.38	)		19.76		21.12			83,410		0.75			0.98			1.28			17
2020		17.62		0.29		(0.52	)		(0.23	)		(0.31	)		(0.42	)		(0.73	)		16.66		(1.34	)		76,132		0.75			0.98			1.73			27
2019		17.23		0.31		0.88			1.19			(0.31	)		(0.49	)		(0.80	)		17.62		7.42			87,717		0.75			0.99			1.88			29
2018		15.96		0.26		1.70			1.96			(0.26	)		(0.43	)		(0.69	)		17.23		12.60			78,609		0.75			0.99			1.56			24
Tax-Managed International Managed Volatility Fund
Class F
2023	$	8.69	$	0.09	$	1.68		$	1.77		$	(0.28	)	$	—		$	(0.28	)	$	10.18		20.49	%	$	272,928		1.11	%		1.39	%		1.95	%		43	%
2022		11.30		0.31		(2.57	)		(2.26	)		(0.35	)		—			(0.35	)		8.69		(20.68	)		251,038		1.11			1.39			2.94			73
2021		10.15		0.27		1.06			1.33			(0.18	)		—			(0.18	)		11.30		13.23			338,490		1.11			1.39			2.44			79
2020		10.77		0.19		(0.49	)		(0.30	)		(0.32	)		—			(0.32	)		10.15		(3.08	)		315,250		1.11			1.41			1.84			79
2019		11.38		0.27		(0.61	)		(0.34	)		(0.27	)		—			(0.27	)		10.77		(2.76	)		331,996		1.11			1.40			2.54			55
2018		11.56		0.26		(0.15	)		0.11			(0.29	)		—			(0.29	)		11.38		0.93			355,027		1.11			1.40			2.21			54
Class Y
2023	$	8.71	$	0.11	$	1.66		$	1.77		$	(0.30	)	$	—		$	(0.30	)	$	10.18		20.54	%	$	57,687		0.86	%		1.14	%		2.37	%		43	%
2022		11.32		0.34		(2.57	)		(2.23	)		(0.38	)		—			(0.38	)		8.71		(20.44	)		41,566		0.86			1.14			3.17			73
2021		10.17		0.30		1.06			1.36			(0.21	)		—			(0.21	)		11.32		13.48			56,993		0.86			1.14			2.69			79
2020		10.79		0.23		(0.51	)		(0.28	)		(0.34	)		—			(0.34	)		10.17		(2.84	)		53,255		0.86			1.16			2.27			79
2019		11.40		0.32		(0.63	)		(0.31	)		(0.30	)		—			(0.30	)		10.79		(2.47	)		42,782		0.86			1.15			3.05			55
2018		11.58		0.30		(0.16	)		0.14			(0.32	)		—			(0.32	)		11.40		1.16			25,862		0.86			1.15			2.60			54
Real Estate Fund
Class F
2023	$	13.56	$	0.16	$	0.69		$	0.85		$	(0.09	)	$	(0.51	)	$	(0.60	)	$	13.81		6.27	%	$	58,568		1.14	%		1.23	%		2.32	%		28	%
2022		17.62		0.15		(2.89	)		(2.74	)		(0.23	)		(1.09	)		(1.32	)		13.56		(17.41	)		61,247		1.14			1.23			0.87			77
2021		13.51		0.11		4.87			4.98			(0.20	)		(0.67	)		(0.87	)		17.62		38.41			84,666		1.14			1.23			0.67			78
2020		17.24		0.14		(2.47	)		(2.33	)		(0.28	)		(1.12	)		(1.40	)		13.51		(14.21	)		74,099		1.14			1.23			0.95			123
2019		16.06		0.23		2.31			2.54			(0.21	)		(1.15	)		(1.36	)		17.24		17.35			104,562		1.14			1.24			1.47			71
2018		17.15		0.24		0.62			0.86			(0.23	)		(1.72	)		(1.95	)		16.06		5.04			94,715		1.14			1.24			1.27			103
Class I
2023	$	13.54	$	0.15	$	0.67		$	0.82		$	(0.08	)	$	(0.51	)	$	(0.59	)	$	13.77		6.08	%	$	175		1.36	%		1.48	%		2.12	%		28	%
2022		17.58		0.07		(2.84	)		(2.77	)		(0.18	)		(1.09	)		(1.27	)		13.54		(17.54	)		164		1.36			1.48			0.38			77
2021		13.48		0.07		4.86			4.93			(0.16	)		(0.67	)		(0.83	)		17.58		38.14			424		1.36			1.48			0.47			78
2020		17.20		0.11		(2.46	)		(2.35	)		(0.25	)		(1.12	)		(1.37	)		13.48		(14.38	)		307		1.36			1.48			0.79			123
2019		16.03		0.21		2.29			2.50			(0.18	)		(1.15	)		(1.33	)		17.20		17.06			420		1.36			1.48			1.33			71
2018		17.13		0.24		0.58			0.82			(0.20	)		(1.72	)		(1.92	)		16.03		4.80			455		1.36			1.49			1.31			103
Class Y
2023	$	13.57	$	0.18	$	0.68		$	0.86		$	(0.10	)	$	(0.51	)	$	(0.61	)	$	13.82		6.38	%	$	13,936		0.89	%		0.98	%		2.59	%		28	%
2022		17.63		0.21		(2.91	)		(2.70	)		(0.27	)		(1.09	)		(1.36	)		13.57		(17.18	)		13,752		0.89			0.98			1.23			77
2021		13.51		0.15		4.87			5.02			(0.23	)		(0.67	)		(0.90	)		17.63		38.81			18,241		0.89			0.98			0.93			78
2020		17.25		0.21		(2.51	)		(2.30	)		(0.32	)		(1.12	)		(1.44	)		13.51		(14.04	)		17,279		0.89			0.98			1.40			123
2019		16.07		0.27		2.31			2.58			(0.25	)		(1.15	)		(1.40	)		17.25		17.65			36,910		0.89			0.98			1.72			71
2018		17.15		0.32		0.58			0.90			(0.26	)		(1.72	)		(1.98	)		16.07		5.30			36,197		0.89			0.99			1.76			103

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

333

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Core Fixed Income Fund
Class F
2023	$	9.37	$	0.16	$	0.32		$	0.48		$	(0.15	)	$	—		$	(0.15	)	$	9.70		5.21	%	$	3,158,857		0.66	%		0.74	%		3.32	%		174	%
2022		11.50		0.20		(2.09	)		(1.89	)		(0.21	)		(0.03	)		(0.24	)		9.37		(16.70	)		3,192,558		0.66			0.73			1.85			362
2021		12.15		0.15		(0.16	)		(0.01	)		(0.18	)		(0.46	)		(0.64	)		11.50		(0.08	)		4,101,094		0.66			0.72			1.27			375
2020		11.65		0.23		0.65			0.88			(0.27	)		(0.11	)		(0.38	)		12.15		7.75			3,859,455		0.66			0.73			1.98			357
2019		10.86		0.31		0.81			1.12			(0.33	)		—			(0.33	)		11.65		10.45			3,755,355		0.66			0.73			2.78			387
2018		11.32		0.29		(0.46	)		(0.17	)		(0.29	)		—			(0.29	)		10.86		(1.53	)		3,600,785		0.67			0.77			2.55			384
Class I
2023	$	9.35	$	0.15	$	0.33		$	0.48		$	(0.14	)	$	—		$	(0.14	)	$	9.69		5.21	%	$	3,020		0.88	%		0.99	%		3.09	%		174	%
2022		11.49		0.17		(2.10	)		(1.93	)		(0.18	)		(0.03	)		(0.21	)		9.35		(16.99	)		3,423		0.88			0.98			1.60			362
2021		12.14		0.12		(0.15	)		(0.03	)		(0.16	)		(0.46	)		(0.62	)		11.49		(0.30	)		5,102		0.88			0.97			1.05			375
2020		11.64		0.21		0.66			0.87			(0.26	)		(0.11	)		(0.37	)		12.14		7.59			4,698		0.88			0.98			1.76			357
2019		10.86		0.29		0.79			1.08			(0.30	)		—			(0.30	)		11.64		10.11			5,085		0.88			0.98			2.57			387
2018		11.31		0.26		(0.45	)		(0.19	)		(0.26	)		—			(0.26	)		10.86		(1.66	)		6,255		0.89			1.02			2.29			384
Class Y
2023	$	9.37	$	0.17	$	0.34		$	0.51		$	(0.17	)	$	—		$	(0.17	)	$	9.71		5.44	%	$	425,051		0.41	%		0.49	%		3.58	%		174	%
2022		11.51		0.22		(2.10	)		(1.88	)		(0.23	)		(0.03	)		(0.26	)		9.37		(16.56	)		409,715		0.41			0.48			2.11			362
2021		12.16		0.18		(0.16	)		0.02			(0.21	)		(0.46	)		(0.67	)		11.51		0.16			501,505		0.41			0.47			1.51			375
2020		11.66		0.26		0.65			0.91			(0.30	)		(0.11	)		(0.41	)		12.16		7.98			455,054		0.41			0.48			2.22			357
2019		10.87		0.34		0.80			1.14			(0.35	)		—			(0.35	)		11.66		10.71			439,460		0.41			0.48			3.03			387
2018		11.32		0.31		(0.44	)		(0.13	)		(0.32	)		—			(0.32	)		10.87		(1.20	)		392,931		0.42			0.52			2.80			384
High Yield Bond Fund
Class F
2023	$	5.75	$	0.24	$	0.08		$	0.32		$	(0.24	)	$	(0.38	)	$	(0.62	)	$	5.45		5.57	%	$	1,083,536		0.89	%		0.99	%		8.44	%		24	%
2022		7.08		0.32		(1.20	)		(0.88	)		(0.40	)		(0.05	)		(0.45	)		5.75		(12.98	)		1,115,354		0.89			0.98			4.93			49
2021		6.46		0.40		0.72			1.12			(0.37	)		(0.13	)		(0.50	)		7.08		17.84			1,430,709		0.89			0.98			5.78			67
2020		6.91		0.36		(0.39	)		(0.03	)		(0.38	)		(0.04	)		(0.42	)		6.46		(0.33	)		1,257,617		0.89			0.98			5.54			88
2019		7.13		0.39		(0.11	)		0.28			(0.39	)		(0.11	)		(0.50	)		6.91		4.24			1,444,565		0.89			0.98			5.68			69
2018		7.33		0.38		(0.11	)		0.27			(0.38	)		(0.09	)		(0.47	)		7.13		3.88			1,484,436		0.89			0.98			5.38			58
Class I
2023	$	5.53	$	0.22	$	0.08		$	0.30		$	(0.22	)	$	(0.38	)	$	(0.60	)	$	5.23		5.55	%	$	3		1.07	%		1.18	%		8.28	%		24	%
2022		6.82		0.27		(1.13	)		(0.86	)		(0.38	)		(0.05	)		(0.43	)		5.53		(13.14	)		3		1.11			1.23			4.09			49
2021		6.22		0.37		0.70			1.07			(0.34	)		(0.13	)		(0.47	)		6.82		17.72			581		1.11			1.23			5.55			67
2020		6.65		0.33		(0.37	)		(0.04	)		(0.35	)		(0.04	)		(0.39	)		6.22		(0.46	)		409		1.11			1.23			4.99			88
2019		6.88		0.36		(0.12	)		0.24			(0.36	)		(0.11	)		(0.47	)		6.65		3.79			11,926		1.12			1.23			5.51			69
2018		7.08		0.35		(0.11	)		0.24			(0.35	)		(0.09	)		(0.44	)		6.88		3.61			545		1.10			1.22			5.08			58
Class Y
2023	$	5.75	$	0.24	$	0.08		$	0.32		$	(0.24	)	$	(0.38	)	$	(0.62	)	$	5.45		5.70	%	$	165,983		0.64	%		0.74	%		8.70	%		24	%
2022		7.08		0.34		(1.20	)		(0.86	)		(0.42	)		(0.05	)		(0.47	)		5.75		(12.77	)		159,547		0.64			0.73			5.20			49
2021		6.46		0.42		0.72			1.14			(0.39	)		(0.13	)		(0.52	)		7.08		18.13			195,613		0.64			0.73			6.03			67
2020		6.91		0.38		(0.39	)		(0.01	)		(0.40	)		(0.04	)		(0.44	)		6.46		(0.07	)		174,334		0.64			0.73			5.78			88
2019		7.13		0.41		(0.11	)		0.30			(0.41	)		(0.11	)		(0.52	)		6.91		4.51			185,383		0.64			0.73			5.92			69
2018		7.32		0.40		(0.11	)		0.29			(0.39	)		(0.09	)		(0.48	)		7.13		4.27			177,644		0.64			0.73			5.62			58

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

334

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations		Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Conservative Income Fund
Class F
2023	$	10.00	$	0.20	$	—		$	0.20	$	(0.20	)	$	—	^	$	(0.20	)	$	10.00		2.00	%	$	405,494		0.30	%		0.58	%		4.05	%		–	%
2022		10.00		0.07		(0.01	)		0.06		(0.06	)		—	^		(0.06	)		10.00		0.65			344,975		0.25			0.58			0.67			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			269,681		0.19			0.58			—			–
2020		10.00		0.09		0.01			0.10		(0.10	)		—			(0.10	)		10.00		0.96			319,030		0.30			0.59			0.90			–
2019		10.00		0.23		—			0.23		(0.23	)		—			(0.23	)		10.00		2.32			229,166		0.30			0.59			2.29			–
2018		10.00		0.16		—			0.16		(0.16	)		—			(0.16	)		10.00		1.60			209,822		0.30			0.59			1.60			–
Class Y
2023	$	10.01	$	0.20	$	0.01		$	0.21	$	(0.21	)	$	—	^	$	(0.21	)	$	10.01		2.11	%	$	11,993		0.20	%		0.33	%		4.06	%		–	%
2022		10.01		0.07		—			0.07		(0.07	)		—	^		(0.07	)		10.01		0.70			15,305		0.14			0.33			0.72			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			16,962		0.09			0.33			0.10			–
2020		10.00		0.11		—			0.11		(0.11	)		—			(0.11	)		10.00		1.06			22,256		0.20			0.34			1.05			–
2019		10.00		0.24		—			0.24		(0.24	)		—			(0.24	)		10.00		2.42			23,125		0.20			0.34			2.38			–
2018		10.00		0.17		—			0.17		(0.17	)		—			(0.17	)		10.00		1.70			27,498		0.20			0.34			1.71			–
Tax-Free Conservative Income Fund
Class F
2023	$	9.99	$	0.12	$	0.01		$	0.13	$	(0.12	)	$	—		$	(0.12	)	$	10.00		1.33	%	$	157,522		0.30	%		0.59	%		2.46	%		–	%
2022		10.00		0.04		(0.01	)		0.03		(0.04	)		—			(0.04	)		9.99		0.29			176,810		0.22			0.58			0.39			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			183,626		0.13			0.58			0.01			–
2020		10.00		0.06		—			0.06		(0.06	)		—			(0.06	)		10.00		0.64			212,828		0.30			0.59			0.62			–
2019		10.00		0.14		—			0.14		(0.14	)		—			(0.14	)		10.00		1.37			162,368		0.30			0.59			1.36			–
2018		10.00		0.10		—			0.10		(0.10	)		—			(0.10	)		10.00		0.99			162,338		0.30			0.59			0.99			–
Class Y
2023	$	10.01	$	0.13	$	0.01		$	0.14	$	(0.13	)	$	—		$	(0.13	)	$	10.02		1.38	%	$	4,063		0.20	%		0.34	%		2.56	%		–	%
2022		10.01		0.05		(0.01	)		0.04		(0.04	)		—			(0.04	)		10.01		0.44			4,890		0.13			0.33			0.48			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			9,273		0.03			0.33			0.10			–
2020		10.00		0.09		(0.02	)		0.07		(0.07	)		—			(0.07	)		10.00		0.73			5,770		0.20			0.34			0.87			–
2019		10.00		0.15		—			0.15		(0.15	)		—			(0.15	)		10.00		1.47			16,727		0.20			0.34			1.45			–
2018		10.00		0.11		—			0.11		(0.11	)		—			(0.11	)		10.00		1.09			11,126		0.20			0.34			1.13			–

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
^	Amount represents less than $0.005 per share.

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

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

SEI Institutional Managed Trust

335

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Real Return Fund
Class F
2023	$	9.57	$	0.05	$	0.27		$	0.32		$	(0.29	)	$	(0.04	)	$	(0.33	)	$	9.56		3.38	%	$	208,762		0.45	%		0.70	%		1.06	%		16	%
2022		10.68		0.71		(1.17	)		(0.46	)		(0.65	)		—			(0.65	)		9.57		(4.52	)		241,034		0.45			0.70			6.86			50
2021		10.40		0.44		0.10			0.54			(0.26	)		—			(0.26	)		10.68		5.26			228,319		0.45			0.70			4.18			31
2020		9.96		0.07		0.42			0.49			(0.05	)		—			(0.05	)		10.40		4.98			238,849		0.45			0.70			0.72			41
2019		9.91		0.16		0.15			0.31			(0.26	)		—			(0.26	)		9.96		3.14			227,413		0.45			0.70			1.59			34
2018		10.03		0.25		(0.23	)		0.02			(0.14	)		—			(0.14	)		9.91		0.24			238,889		0.45			0.71			2.51			35
Class Y
2023	$	9.62	$	0.05	$	0.26		$	0.31		$	(0.29	)	$	(0.04	)	$	(0.33	)	$	9.60		3.31	%	$	15,336		0.35	%		0.45	%		1.15	%		16	%
2022		10.73		0.71		(1.16	)		(0.45	)		(0.66	)		—			(0.66	)		9.62		(4.40	)		16,740		0.35			0.45			6.85			50
2021		10.44		0.43		0.14			0.57			(0.28	)		—			(0.28	)		10.73		5.47			17,931		0.35			0.45			4.11			31
2020		10.00		0.08		0.42			0.50			(0.06	)		—			(0.06	)		10.44		5.01			21,395		0.35			0.45			0.84			41
2019		9.94		0.18		0.14			0.32			(0.26	)		—			(0.26	)		10.00		3.31			24,322		0.35			0.46			1.80			34
2018		10.06		0.26		(0.23	)		0.03			(0.15	)		—			(0.15	)		9.94		0.29			16,691		0.35			0.46			2.60			35
Dynamic Asset Allocation Fund
Class F
2023	$	14.41	$	0.08	$	1.75		$	1.83		$	(0.40	)	$	(1.52	)	$	(1.92	)	$	14.32		13.37	%	$	645,088		0.75	%		1.18	%		1.12	%		20	%
2022		18.50		0.11		(2.20	)		(2.09	)		(0.59	)		(1.41	)		(2.00	)		14.41		(13.56	)		597,961		0.75			1.18			0.62			5
2021		14.98		0.10		4.58			4.68			(0.89	)		(0.27	)		(1.16	)		18.50		32.72			816,977		0.75			1.18			0.56			10
2020		13.23		0.14		1.84			1.98			(0.23	)		—			(0.23	)		14.98		15.07			723,775		0.75			1.18			1.06			16
2019		13.22		0.17		0.07			0.24			(0.23	)		—			(0.23	)		13.23		2.14			725,857		0.75			1.18			1.31			5
2018		12.10		0.17		1.15			1.32			(0.18	)		(0.02	)		(0.20	)		13.22		10.95			800,036		0.75			1.19			1.30			11
Class Y
2023	$	14.43	$	0.11	$	1.75		$	1.86		$	(0.44	)	$	(1.52	)	$	(1.96	)	$	14.33		13.59	%	$	38,295		0.50	%		0.93	%		1.50	%		20	%
2022		18.54		0.16		(2.22	)		(2.06	)		(0.64	)		(1.41	)		(2.05	)		14.43		(13.44	)		35,497		0.50			0.93			0.91			5
2021		15.01		0.14		4.58			4.72			(0.92	)		(0.27	)		(1.19	)		18.54		33.05			46,976		0.50			0.93			0.81			10
2020		13.26		0.08		1.93			2.01			(0.26	)		—			(0.26	)		15.01		15.31			41,757		0.50			0.93			0.59			16
2019		13.25		0.19		0.08			0.27			(0.26	)		—			(0.26	)		13.26		2.43			70,477		0.50			0.93			1.51			5
2018		12.12		0.19		1.17			1.36			(0.21	)		(0.02	)		(0.23	)		13.25		11.26			78,280		0.50			0.93			1.51			11

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

336

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Strategy Alternative Fund
Class F
2023	$	9.08	$	0.17		$	0.16		$	0.33		$	(0.19	)	$	—		$	(0.19	)	$	9.22		3.71	%	$	376,182		1.81	%(2)		2.56	%		3.77	%		243	%
2022		10.54		0.08			(0.79	)		(0.71	)		(0.13	)		(0.62	)		(0.75	)		9.08		(7.24	)		394,876		1.93	(2)		2.68			0.83			369
2021		9.98		0.09			0.76			0.85			(0.05	)		(0.24	)		(0.29	)		10.54		8.57			449,934		1.99	(2)		2.75			0.87			424
2020		9.61		0.08			0.39			0.47			(0.10	)		—			(0.10	)		9.98		4.90			463,468		1.72	(3)		2.54			0.84			527
2019		10.10		0.14			(0.18	)		(0.04	)		(0.16	)		(0.29	)		(0.45	)		9.61		(0.18	)		472,129		1.44	(4)		2.38			1.24			315
2018		10.11		0.07			0.14			0.21			(0.02	)		(0.20	)		(0.22	)		10.10		2.11			509,559		1.41	(5)		2.41			0.72			266	(6)
Class Y
2023	$	9.08	$	0.18		$	0.17		$	0.35		$	(0.22	)	$	—		$	(0.22	)	$	9.21		3.88	%	$	14,552		1.56	%(7)		2.32	%		3.90	%		243	%
2022		10.55		0.11			(0.81	)		(0.70	)		(0.15	)		(0.62	)		(0.77	)		9.08		(7.09	)		8,069		1.68	(7)		2.43			1.09			369
2021		9.98		0.12			0.77			0.89			(0.08	)		(0.24	)		(0.32	)		10.55		8.94			8,585		1.74	(7)		2.50			1.12			424
2020		9.61		0.11			0.38			0.49			(0.12	)		—			(0.12	)		9.98		5.16			8,464		1.47	(8)		2.29			1.12			527
2019		10.11		0.13			(0.15	)		(0.02	)		(0.19	)		(0.29	)		(0.48	)		9.61		(0.01	)		9,821		1.20	(9)		2.15			1.11			315
2018		10.12		0.10			0.14			0.24			(0.05	)		(0.20	)		(0.25	)		10.11		2.36			5,951		1.16	(10)		2.16			0.95			266	(6)
Multi-Asset Accumulation Fund
Class F
2023	$	7.17	$	0.09		$	0.42		$	0.51		$	(0.70	)	$	—		$	(0.70	)	$	6.98		7.52	%	$	1,930,149		1.17	%		1.32	%		2.53	%		81	%
2022		10.31		0.11			(1.96	)		(1.85	)		(0.64	)		(0.65	)		(1.29	)		7.17		(20.79	)		1,886,712		1.17			1.30			1.25			42
2021		9.55		(0.01	)		1.28			1.27			—			(0.51	)		(0.51	)		10.31		13.73			2,506,500		1.17			1.29			(0.12	)		54
2020		10.63		(0.02	)		0.18			0.16			(0.13	)		(1.11	)		(1.24	)		9.55		1.51			2,420,060		1.17			1.30			(0.23	)		61
2019		9.81		0.08			1.03			1.11			(0.27	)		(0.02	)		(0.29	)		10.63		11.94			2,659,785		1.17			1.30			0.80			63
2018		10.01		0.06			0.24			0.30			—			(0.50	)		(0.50	)		9.81		2.93			2,655,399		1.17			1.29			0.64			11
Class Y
2023	$	7.25	$	0.07		$	0.45		$	0.52		$	(0.72	)	$	—		$	(0.72	)	$	7.05		7.61	%	$	135,244		0.92	%		1.07	%		2.08	%		81	%
2022		10.41		0.12			(1.97	)		(1.85	)		(0.66	)		(0.65	)		(1.31	)		7.25		(20.57	)		146,375		0.92			1.05			1.36			42
2021		9.62		(0.02	)		1.32			1.30			—			(0.51	)		(0.51	)		10.41		13.95			193,339		0.92			1.04			(0.15	)		54
2020		10.70		(0.03	)		0.21			0.18			(0.15	)		(1.11	)		(1.26	)		9.62		1.74			190,469		0.92			1.05			(0.26	)		61
2019		9.88		0.07			1.06			1.13			(0.29	)		(0.02	)		(0.31	)		10.70		12.16			220,654		0.92			1.05			0.66			63
2018		10.06		0.05			0.27			0.32			—			(0.50	)		(0.50	)		9.88		3.13			228,037		0.92			1.04			0.52			11

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.35%.
(3)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.27%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.20%.
(5)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.09%.
(6)	The portfolio turnover rate in 2018 has been changed from 373% to 266%.
(7)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.10%.
(8)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.02%.
(9)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.96%.
(10)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.84%.

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

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

SEI Institutional Managed Trust

337

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Income Fund
Class F
2023	$	9.22	$	0.29	$	0.45		$	0.74		$	(0.38	)	$	—		$	(0.38	)	$	9.58		8.22	%	$	559,817		0.80	%		1.21	%		6.17	%		25	%
2022		11.49		0.46		(2.26	)		(1.80	)		(0.46	)		(0.01	)		(0.47	)		9.22		(16.13	)		568,205		0.80			1.20			4.35			24
2021		10.85		0.42		0.61			1.03			(0.39	)		—			(0.39	)		11.49		9.57			759,685		0.80			1.20			3.71			59
2020		11.07		0.40		(0.20	)		0.20			(0.39	)		(0.03	)		(0.42	)		10.85		1.86			770,599		0.80			1.21			3.69			137
2019		10.61		0.45		0.41			0.86			(0.40	)		—			(0.40	)		11.07		8.29			816,056		0.80			1.20			4.15			76
2018		10.88		0.40		(0.24	)		0.16			(0.34	)(2)		(0.09	)		(0.43	)		10.61		1.56			815,020		0.80			1.21			3.78			119
Class Y
2023	$	9.22	$	0.30	$	0.44		$	0.74		$	(0.38	)	$	—		$	(0.38	)	$	9.58		8.27	%	$	137,758		0.70	%		0.96	%		6.27	%		25	%
2022		11.49		0.47		(2.26	)		(1.79	)		(0.47	)		(0.01	)		(0.48	)		9.22		(16.08	)		137,959		0.70			0.95			4.46			24
2021		10.85		0.43		0.61			1.04			(0.40	)		—			(0.40	)		11.49		9.68			172,276		0.70			0.95			3.81			59
2020		11.07		0.41		(0.20	)		0.21			(0.40	)		(0.03	)		(0.43	)		10.85		1.96			161,672		0.70			0.96			3.79			137
2019		10.61		0.46		0.41			0.87			(0.41	)		—			(0.41	)		11.07		8.39			161,776		0.70			0.95			4.25			76
2018		10.88		0.41		(0.24	)		0.17			(0.35	)(2)		(0.09	)		(0.44	)		10.61		1.66			175,431		0.70			0.96			3.88			119
Multi-Asset Inflation Managed Fund
Class F
2023	$	8.68	$	0.11	$	0.03		$	0.14		$	(0.96	)	$	—		$	(0.96	)	$	7.86		1.33	%	$	709,857		1.58	%(3)		1.82	%		2.56	%		66	%
2022		8.91		0.34		0.09			0.43			(0.66	)		—			(0.66	)		8.68		5.10			783,196		1.24	(3)		1.48			3.80			81
2021		7.88		0.24		0.91			1.15			(0.12	)		—			(0.12	)		8.91		14.71			803,799		1.12	(3)		1.36			2.84			65
2020		8.28		0.10		(0.38	)		(0.28	)		(0.12	)		—			(0.12	)		7.88		(3.41	)		735,962		1.38	(3)		1.62			1.28			63
2019		8.49		0.14		(0.20	)		(0.06	)		(0.15	)		—			(0.15	)		8.28		(0.62	)		798,451		1.52	(3)		1.76			1.68			30
2018		8.52		0.17		(0.08	)		0.09			(0.12	)		—			(0.12	)		8.49		1.04			860,457		1.52	(3)		1.76			1.97			32
Class Y
2023	$	8.69	$	0.09	$	0.06		$	0.15		$	(0.98	)	$	—		$	(0.98	)	$	7.86		1.49	%	$	33,095		1.33	%(4)		1.57	%		2.22	%		66	%
2022		8.92		0.34		0.11			0.45			(0.68	)		—			(0.68	)		8.69		5.36			34,931		0.98	(5)		1.22			3.84			81
2021		7.89		0.22		0.95			1.17			(0.14	)		—			(0.14	)		8.92		14.99			43,985		0.87	(4)		1.11			2.62			65
2020		8.29		0.11		(0.37	)		(0.26	)		(0.14	)		—			(0.14	)		7.89		(3.17	)		45,173		1.13	(6)		1.37			1.35			63
2019		8.50		0.13		(0.17	)		(0.04	)		(0.17	)		—			(0.17	)		8.29		(0.35	)		55,857		1.27	(4)		1.51			1.56			30
2018		8.53		0.16		(0.05	)		0.11			(0.14	)		—			(0.14	)		8.50		1.29			63,546		1.27	(4)		1.50			1.90			32

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	Includes return of capital of $0.02.
(3)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.65%.
(5)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.64%.
(6)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.66%.

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

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

338

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2023 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Capital Stability Fund
Class F
2023	$	9.79	$	0.13	$	0.15		$	0.28		$	(0.18	)	$	—		$	(0.18	)	$	9.89		2.95	%	$	597,216		0.62	%		0.98	%		2.56	%		64	%
2022		10.51		0.03		(0.46	)		(0.43	)		(0.07	)		(0.22	)		(0.29	)		9.79		(4.24	)		626,296		0.62			0.98			0.27			69
2021		10.28		—		0.34			0.34			(0.02	)		(0.09	)		(0.11	)		10.51		3.27			682,772		0.62			0.98			—	^		125
2020		10.39		0.04		0.22			0.26			(0.18	)		(0.19	)		(0.37	)		10.28		2.55			732,425		0.62			0.98			0.37			124
2019		10.05		0.15		0.24			0.39			(0.05	)		—			(0.05	)		10.39		3.94			684,753		0.62			0.98			1.45			128
2018		10.25		0.09		0.09			0.18			(0.20	)		(0.18	)		(0.38	)		10.05		1.75			682,982		0.62			0.98			0.88			228
Class Y
2023	$	9.81	$	0.13	$	0.16		$	0.29		$	(0.20	)	$	—		$	(0.20	)	$	9.90		2.95	%	$	30,223		0.52	%		0.73	%		2.66	%		64	%
2022		10.54		0.04		(0.47	)		(0.43	)		(0.08	)		(0.22	)		(0.30	)		9.81		(4.23	)		32,510		0.52			0.73			0.36			69
2021		10.30		0.01		0.35			0.36			(0.03	)		(0.09	)		(0.12	)		10.54		3.47			38,031		0.52			0.73			0.08			125
2020		10.41		0.05		0.22			0.27			(0.19	)		(0.19	)		(0.38	)		10.30		2.64			48,307		0.52			0.73			0.48			124
2019		10.07		0.16		0.24			0.40			(0.06	)		—			(0.06	)		10.41		4.04			47,957		0.52			0.73			1.55			128
2018		10.27		0.10		0.09			0.19			(0.21	)		(0.18	)		(0.39	)		10.07		1.84			44,681		0.52			0.73			0.97			228

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
^	Amount represents less than 0.005%.

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

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

SEI Institutional Managed Trust

339

Notes to Financial Statements/Consolidated Notes to Financial Statements

March 31, 2023 (Unaudited)

1. ORGANIZATION

SEI Institutional Managed Trust (the “Trust”) is organized as a Massachusetts business trust under a Declaration of Trust dated October 20, 1986.

The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 27 funds: Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Tax-Managed International Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income, Real Return, Dynamic Asset Allocation, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed, and Multi-Asset Capital Stability (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.

The Dynamic Commodity Strategy Subsidiary, Ltd., the Accumulation Commodity Strategy Subsidiary, Ltd. and the Inflation Commodity Strategy Subsidiary, Ltd. are wholly-owned subsidiaries of the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, respectively, (each a “Subsidiary”, collectively the “Subsidiaries”). Each Subsidiary is organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets and Consolidated Statement of Cash Flows.

The Trust is registered to offer: Class F shares of the Funds and Class Y shares of the Funds, except for the Large Cap Index and S&P 500 Index Funds and Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond and Real Return Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. Each Fund’s prospectus provides a description of its investment goal and its principal investment strategies and risks.

2. SIGNIFICANT ACCOUNTING POLICIES

The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).

Use of Estimates — The preparation of financial statements, in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"), requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Security Valuation —Effective September 8, 2022, and pursuant to the requirements of the 1940 Act and Rule 2a-5, the administrator, as delegated by the Board of Trustees (the “Board”), has the responsibility for the valuation of Fund investments with readily available market quotations in accordance with the Funds’ Valuation and Pricing Policy. The Trust's Board of Trustees has designated SEI Investments Management Corporation (“SIMC”) as the Valuation Designee for the Funds pursuant to Rule 2a-5 (the “Rule”) under the 1940 Act. The Valuation Designee has the responsibility for the fair value determination with respect to all Fund investments that do not have readily available market quotations or quotations that are no longer reliable. SIMC has appointed a Valuation Committee (the “Committee”) and has established a Valuation and Pricing Policy to implement the Rule and the Funds’ Valuation and Pricing Policy (together the “Policy”).Prior toSeptember 8, 2022, fair-value determinations were performed in accordance with the Trust’s Fair Value Procedures established by the Funds’ Board of Trustees and were implemented through a Fair Value Committee designated by the Board.

When valuing portfolio securities, a Fund values securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (other than securities traded on National Association of Securities Dealers Automated Quotations (NASDAQ) or as otherwise noted below) at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. A Fund values securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or debt tranches of collateralized debt

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obligations (including collateralized loan obligations), such as those held by the Funds, are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations or other methodologies designed to identify the market value for such securities. Redeemable securities issued by open-end investment companies are valued at the investment company’s applicable NAV per share, with the exception of exchange-traded funds, which are priced as equity securities. These open-end investment companies’ shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company’s NAV is determined. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security’s price cannot be obtained, as noted above or in the case of an equity tranche of a CDO/CLO, a Fund will value the securities using a bid price from at least one independent broker.

On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Policy until an independent source can be secured. Debt securities held by a Fund with remaining maturities of 60 days or less will be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument, and the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.

Options are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.

Futures and swaps cleared through a central clearing house (centrally cleared swaps) are valued at the

settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future or centrally cleared swap does not end trading by the time a fund calculates its NAV, the settlement price may not be available at the time at which a fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a fund’s futures or centrally cleared swaps position.

Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, will continuously monitor the reliability of prices obtained from any pricing service and shall promptly notify the Funds’ administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds’ administrator, in turn, will notify SIMC, as Valuation Designee if it receives such notification from a Sub-Adviser, as applicable, or if the Funds’ administrator reasonably believes that a particular pricing service is no longer a reliable source for prices.

The Policy provides that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board. However, when the change would not materially affect the valuation of a Fund’s net assets or involve a material departure in pricing methodology from that of the Fund’s existing pricing agent or pricing methodology, ratification may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not "readily available" are valued in accordance with Rule 2a-5 and the Policy. The Valuation Designee must monitor for circumstances that may necessitate that a security be valued using Fair Value Procedures which can include: (i) the security's trading has been halted or suspended, (ii) the security has been de-listed from a national exchange, (iii) the security's primary trading market is temporarily closed at a time when under normal conditions it would be open, (iv) the security has not been traded for an extended period of time, (v) the security's primary pricing source is not able or willing to provide a price, (vi) trading of the security is subject to local government-imposed restrictions; or (vii)

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a significant event (as defined below). When a security is valued in accordance with the Fair Value Procedures, the Valuation Designee will determine the value after taking into consideration relevant information reasonably available to the Valuation Designee. Examples of factors the Valuation Designee may consider include: (i) the type of security or asset, (ii) the last trade price, (iii) evaluation of the forces that influence the market in which the security is purchased and sold, (iv) the liquidity of the security, (v) the size of the holding in a Fund or (vi) any other appropriate information.

The Valuation Designee is responsible for selecting and applying, in a consistent manner, the appropriate methodologies for determining and calculating the fair value of holdings of the Funds, including specifying the key inputs and assumptions specific to each asset class or holding. The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security’s value would be if a reliable market quotation for the security was readily available.

Certain of the Funds use a third-party fair valuation vendor. The vendor provides a fair value for foreign securities held by the Fund based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security). Values from the fair value vendor are applied in the event that there is a movement in the U.S. market that exceeds a specific threshold that has been established by the Committee. The Committee has also established a “confidence interval” which is used to determine the level of historical correlation between the value of a specific foreign security and movements in the U.S. market before a particular security will be fair valued when the threshold is exceeded. In the event that the threshold established by the Committee is exceeded on a specific day, the Global Managed Volatility Fund will value the non-U.S. securities in its portfolio that exceed the applicable “confidence interval” based upon the adjusted prices provided by the fair valuation vendor.

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its NAV. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a Significant Event), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental

actions, has occurred between the time of the security’s last close and the time that the Fund calculates NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when the Fund does not price its shares. As a result, the NAV of the Fund’s shares may change on days when shareholders will not be able to purchase or redeem Fund shares.

A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculate NAV, it may request that a Committee meeting be called. In addition, with respect to certain securities, the Funds’ administrator performs price comparisons and price movement review (among other processes), to monitor the pricing data supplied by various sources. Any identified discrepancies are researched and subject to the procedures described above.

In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1 — quoted prices in active markets for identical investments

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.)

Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

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Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. For certain collateralized debt obligations, corporate obligations, mortgage backed securities, auction rate preferred securities and loan participations where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

The valuation techniques used by the Funds to measure fair value during the six month period ended March 31, 2023, maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Schedules of Investments.

For the six month period ended March 31, 2023, there have been no significant changes to the Trust’s fair valuation methodologies.

The unobservable inputs used to determine fair value of reoccurring Level 3 assets may have similar or diverging impacts on valuation. Significant increases and decreases in these inputs in isolation and interrelationships between those inputs could result in significantly higher or lower fair value measurement.

Security Transactions and Investment Income — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income is recognized on the ex-dividend date, and interest income is recognized using the accrual basis of accounting. Income from

payment-in-kind securities is recorded daily based on the effective interest method of accrual.

Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components of distributions received that may be considered nontaxable distributions or capital gain distributions.

Amortization and accretion is calculated using the scientific interest method, which is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.

For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation. Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund’s distributions.

Cash and Cash Equivalents — Idle cash and currency balances may be swept into various overnight sweep accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.

Repurchase Agreements —Securities pledged as collateral for repurchase agreements are held by each Fund’s custodian bank until the repurchase date of the repurchase agreement. The Funds may also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker’s custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase agreements and the Trust’s policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited.

Reverse Repurchase Agreements —To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. The segregated assets may consist of cash, U.S.

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Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities.

Classes — Class-specific expenses are borne by that class of shares. Income, realized and unrealized gains/losses and non class-specific expenses are allocated to the respective class on the basis of relative daily net assets.

Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of investment vehicles or instruments that provide returns that are tied to commodities or commodity indices. The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also invest in equity securities of issuers in commodity-related industries.

The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. A Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. A Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.

In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund must derive at least 90% of its gross income each taxable year from qualifying income. The status of

certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Multi-Asset Accumulation, Multi-Asset Inflation Managed, and Dynamic Asset Allocation Funds invest in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).

Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments in investment securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investment securities.

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.

The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.

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Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2023, if applicable.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2023, if applicable.

Inflation-Indexed Bonds — Inflation-indexed bonds are fixed income securities whose principal value is periodically adjusted according to the rate of inflation. If the index measuring inflation rises or falls, the principal value of inflation-indexed bonds will be adjusted upward or downward, and consequently the interest payable on these securities calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Any upward or downward adjustment in the principal amount of an inflation-indexed bond will be included in interest income in the Statement of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-

indexed bonds. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

Master Limited Partnerships — Investments in units of master limited partnerships (“MLPs”) involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit a Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund's shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole.

Options/Swaptions Writing/Purchasing —To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities or to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.

The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put

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option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2023, if applicable.

Securities Sold Short —To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, potentially unlimited in size, will be recognized upon the close of a short sale.

Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding securities sold short as of March 31, 2023, if applicable.

Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to synthetically obtain exposure to securities or baskets of securities and to manage a Fund’s interest rate duration and yield curve exposure. Swap contracts may also be used to mitigate a Fund’s overall level of risk and/or a Fund’s risk to particular types of securities, currencies or market segments. Interest rate swaps may further be used to

manage a Fund’s yield spread sensitivity. A Fund may buy credit default swaps in an attempt to manage credit risk where a Fund has credit exposure to an issuer, and a Fund may sell credit default swaps to more efficiently gain credit exposure to a security or basket of securities. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter market (“OTC swaps”) or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“Centrally Cleared swaps”). Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at year end, if any, are listed after a Fund’s

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portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open swap agreements as of March 31, 2023, if applicable.

Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before

they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

Participation Notes (P-Notes) — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument’s value at maturity. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies of foreign securities markets that they seek to replicate.

In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the- counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.

Loan Participations and Brady Bonds — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning

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lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund. The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at March 31, 2023. Pursuant to the terms of certain loan agreements, the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as “Interest income”.

Certain debt obligations, customarily referred to as “Brady Bonds,” are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.

Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans.

CDOs may charge management fees and administrative expenses.

For CDOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate and Real Return Funds; are declared and paid annually for the Global Managed Volatility, Tax-Managed International Managed Volatility, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Inflation Managed, Multi-Asset Capital Stability and Dynamic Asset Allocation; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income and Multi-Asset Income.

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Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.

Restricted Securities — The Funds may invest in private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board. Please refer to the Schedule of Investments for Funds that held Restricted Securities.

Investments in Real Estate Investment Trust — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the Real Estate Investment Trust (“REIT”) investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year end, and may differ from the estimated amounts.

Investment in Subsidiary — Each of the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may invest in its own Subsidiary. By investing in a Subsidiary, each Fund is indirectly exposed to the risks associated with such Subsidiary’s investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds, as investors in their respective Subsidiary, will not have all of the protections offered to investors in registered investment companies.

However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely that a Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors (“Directors”) that is responsible for overseeing the operations of

such Subsidiary, the respective Fund’s Directors have oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund’s role as the sole shareholder of such Subsidiary. It is not currently expected that shares of any Subsidiary will be sold or offered to investors other than the respective Fund.

Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Funds and the Subsidiaries, respectively, are organized, could result in the inability of a Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Funds and their shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

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

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.

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If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are calculated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with

a specified valuation method, are used to calculate the settlement value.

Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements (“ISDA Master Agreements”). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.

The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event was to occur.

Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
CORE FIXED INCOME FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	1,575,363	$	-	$	1,575,363
101-200		-		-		-		-		-		-
> than 200		-		-		-		-		-		-
Total	$	-	$	-	$	-	$	1,575,363	$	-	$	1,575,363

MULTI-STRATEGY ALTERNATIVE FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS			> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	-		$	-	$	-
101-200		-		-		-		-			-		-
201-300		-		-		-		(491,838	)		-		(491,838	)
301-400		-		-		-		-			-		-
> than 400		-		-		-		-			-		-
Total	$	-	$	-	$	-	$	(491,838	)	$	-	$	(491,838	)

MULTI-ASSET INCOME FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS			> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	148,679	$	-	$	289,510	$	1,407		$	-	$	439,596
101-200		-		-		-		(14,598	)		-		(14,598	)
201-300		-		-		112,267		-			-		112,267
301-400		-		-		149,110		-			-		149,110
> than 400		-		-		-		-			-		-
Total	$	148,679	$	-	$	550,887	$	(13,191	)	$	-	$	686,375

MULTI-ASSET INFLATION MANAGED FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	-	$	-		$	-
101-200		-		-		-		-		-			-
201-400		-		-		-		-		-			-
> than 400		-		-		115,488		-		(173,472	)		(57,984	)
Total	$	-	$	-	$	115,488	$	-	$	(173,472	)	$	(57,984	)

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MULTI-ASSET CAPITAL STABILITY FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	35,316	$	-	$	-	$	35,316
101-400		-		-		-		-		-		-
> than 400		-		-		81,291		-		-		81,291
Total	$	-	$	-	$	116,607	$	-	$	-	$	116,607

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

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

4. DERIVATIVE TRANSACTIONS

The following tables show the derivatives categorized by underlying risk exposure.

The fair value of derivative instruments as of March 31, 2023 was as follows ($ Thousands):

	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	581	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	581			$	—
Large Cap Value Fund
Equity contracts	Unrealized appreciation on futures contracts	$	365	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	365			$	—
Large Cap Growth Fund
Equity contracts	Unrealized appreciation on futures contracts	$	200	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	200			$	—
Large Cap Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	383	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	383			$	—
Tax-Managed Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	488	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	488			$	—
S&P 500 Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	162	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	162			$	—
U.S. Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	435	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	435			$	—

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Asset Derivatives		Liability Derivatives
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value

Global Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	187	*	Unrealized depreciation on futures contracts	$	1	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		641		Unrealized loss on forward foreign currency contracts		3,441
Total Derivatives not accounted for as hedging instruments		$	828			$	3,442
Tax-Managed Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	347	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	347			$	—
Tax-Managed International Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	113	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	113			$	—
Core Fixed Income Fund
Interest rate contracts	Unrealized appreciation on future contracts	$	7,665	*	Unrealized depreciation on future contracts	$	3,539	*
	Unrealized appreciation on swap contracts		9,064	†	Unrealized depreciation on swap contracts		799	†
	Investments purchased, at value		730		Options written, at value		1,336
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		662		Unrealized loss on forward foreign currency contracts		912
Credit contracts	Unrealized appreciation on swap contracts		469	†	Unrealized depreciation on swap contracts		170	†
Total Derivatives not accounted for as hedging instruments		$	18,590			$	6,756
Dynamic Asset Allocation Fund
Equity contracts	Unrealized appreciation on futures contracts	$	4,148	*	Unrealized depreciation on futures contracts	$	—	*
	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		—	†
Interest Rate contracts	Unrealized appreciation on swap contracts		580	†	Unrealized depreciation on swap contracts		2,680	†
Total Derivatives not accounted for as hedging instruments		$	4,728			$	2,680
Multi-Strategy Alternative Fund
Interest rate contracts	Unrealized appreciation on future contracts	$	—	*	Unrealized depreciation on future contracts	$	31	*
	Unrealized appreciation on swap contracts		80	†	Unrealized depreciation on swap contracts		106	†
Equity contracts	Investments purchased, at value		1,368		Options and Swaptions written, at value		1
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		371		Unrealized loss on forward foreign currency contracts		411
Credit contracts	Unrealized appreciation on swap contracts		77	†	Unrealized depreciation on swap contracts		120	†
Total Derivatives not accounted for as hedging instruments		$	1,896			$	669

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	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Multi-Asset Accumulation Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	37,833	*	Unrealized depreciation on futures contracts	$	—	*
	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		—	†
Equity contracts	Unrealized appreciation on futures contracts		17,708	*	Unrealized depreciation on futures contracts		1,078	*
	Unrealized appreciation on swap contracts		1,086	†	Unrealized depreciation on swap contracts		1,456	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		5,012		Unrealized loss on forward foreign currency contracts		6,406
Commodity contracts	Unrealized appreciation on futures contracts		7,220	*	Unrealized depreciation on future contracts		4,684	*
Total Derivatives not accounted for as hedging instruments		$	68,859			$	13,624
Multi-Asset Income Fund
Interest rate contracts	Unrealized appreciation on				Unrealized depreciation on
	futures contracts	$	3,733	*	futures contracts	$	372	*
	Unrealized appreciation on swap contracts		877	†	Unrealized depreciation on swap contracts		1,544	†
Equity Contracts	Options purchased, at value		1		Options and Swaptions written, at value		15
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		1,027		Unrealized loss on forward foreign currency contracts		1,800
	Investments purchased, at value		445		Options and Swaptions written, at value		206
Credit contracts	Unrealized appreciation on swap contracts		460	†	Unrealized depreciation on swap contracts		101	†
Total Derivatives not accounted for as hedging instruments		$	6,543			$	4,038
Multi-Asset Inflation Managed Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	401	*	Unrealized depreciation on futures contracts	$	320	*
	Unrealized appreciation on swap contracts		761	†	Unrealized depreciation on swap contracts		1,436	†
Equity contracts	Unrealized appreciation on futures contracts		—	*	Unrealized depreciation on futures contracts		1,903	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		—		Unrealized loss on forward foreign currency contracts		60
Commodity contracts	Unrealized appreciation on futures contracts		3,860	*	Unrealized depreciation on future contracts		3,939	*
	Investments purchased, at value		71		Options and Swaptions written, at value		36
Credit contracts	Unrealized appreciation on swaps contracts		134	†	Unrealized depreciation on swaps contracts		692	†
Total Derivatives not accounted for as hedging instruments		$	5,227			$	8,386

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	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Multi-Asset Capital Stability Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	1,188	*	Unrealized depreciation on futures contracts	$	2	*
	Unrealized appreciation on swap contracts		184	†	Unrealized depreciation on swap contracts		60	†
Equity contracts	Unrealized appreciation on futures contracts		1,950	*	Unrealized depreciation on futures contracts		672	*
	Unrealized appreciation on swap contracts		11	†	Unrealized depreciation on swap contracts		—	†
	Investments purchased, at value		13		Options written, at value		5
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,831		Unrealized loss on forward foreign currency contracts		1,016
Credit contracts	Unrealized appreciation on swap contracts		6	†	Unrealized depreciation on swap contracts		83	†
Total Derivatives not accounted for as hedging instruments		$	7,183			$	1,838

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities.

^† Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the six month period ended March 31, 2023:

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures			Forward Currency Contracts		Swaps		Total
Large Cap Fund
Equity contracts	$	—	$	—	$	(80	)	$	—	$	—	$	(80	)
Total	$	—	$	—	$	(80	)	$	—	$	—	$	(80	)
Large Cap Value Fund
Equity contracts	$	—	$	—	$	826		$	—	$	—	$	826
Total	$	—	$	—	$	826		$	—	$	—	$	826
Large Cap Growth Fund
Equity contracts	$	—	$	—	$	557		$	—	$	—	$	557
Total	$	—	$	—	$	557		$	—	$	—	$	557
Large Cap Index Fund
Equity contracts	$	—	$	—	$	(141	)	$	—	$	—	$	(141	)
Total	$	—	$	—	$	(141	)	$	—	$	—	$	(141	)
Tax-Managed Large Cap Fund
Equity contracts	$	—	$	—	$	1,496		$	—	$	—	$	1,496
Total	$	—	$	—	$	1,496		$	—	$	—	$	1,496
S&P 500 Index Fund
Equity contracts	$	—	$	—	$	(50	)	$	—	$	—	$	(50	)
Total	$	—	$	—	$	(50	)	$	—	$	—	$	(50	)
Small Cap Fund
Equity contracts	$	—	$	—	$	(9	)	$	—	$	—	$	(9	)
Total	$	—	$	—	$	(9	)	$	—	$	—	$	(9	)
Small Cap Value Fund
Equity contracts	$	—	$	—	$	(87	)	$	—	$	—	$	(87	)
Total	$	—	$	—	$	(87	)	$	—	$	—	$	(87	)

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SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts			Swaps			Total
Tax-Managed Small/Mid Cap Fund
Equity contracts	$	—		$	—	$	(15	)	$	—		$	—		$	(15	)
Total	$	—		$	—	$	(15	)	$	—		$	—		$	(15	)
Mid-Cap Fund
Equity contracts	$	—		$	—	$	39		$	—		$	—		$	39
Total	$	—		$	—	$	39		$	—		$	—		$	39
U.S. Managed Volatility Fund
Equity contracts	$	—		$	—	$	412		$	—		$	—		$	412
Total	$	—		$	—	$	412		$	—		$	—		$	412
Global Managed Volatility Fund
Foreign exchange contracts	$	—		$	—	$	—		$	(1,096	)	$	—		$	(1,096	)
Equity contracts		—			—		604			—			—			604
Total	$	—		$	—	$	604		$	(1,096	)	$	—		$	(492	)
Tax-Managed Managed Volatility Fund
Equity contracts	$	—		$	—	$	877		$	—		$	—		$	877
Total	$	—		$	—	$	877		$	—		$	—		$	877
Tax-Managed International Managed Volatility Fund
Foreign exchange contracts	$	—		$	—	$	—		$	(150	)	$	—		$	(150	)
Equity contracts		—			—		448			—			—			448
Total	$	—		$	—	$	448		$	(150	)	$	—		$	298
Core Fixed Income Fund
Interest Rates	$	(231	)	$	138	$	(22,372	)	$	—		$	2,454		$	(20,011	)
Foreign exchange contracts		—			—		—			(2,084	)		—			(2,084	)
Credit contracts		—			—		—			—			2,534			2,534
Equity contracts		(4,550	)		6,485		—			—			—			1,935
Total	$	(4,781	)	$	6,623	$	(22,372	)	$	(2,084	)	$	4,988		$	(17,626	)
High Yield Bond Fund
Credit contracts	$	—		$	—	$	—		$	—		$	(57	)	$	(57	)
Total	$	—		$	—	$	—		$	—		$	(57	)	$	(57	)
Dynamic Asset Allocation Fund
Interest Rates	$	—		$	—	$	—		$	—		$	(6,820	)	$	(6,820	)
Equity contracts		—			—		(4,591	)		—			—			(4,591	)
Total	$	—		$	—	$	(4,591	)	$	—		$	(6,820	)	$	(11,411	)
Multi-Strategy Alternative Fund
Interest Rates	$	—		$	—	$	18		$	—		$	236		$	254
Foreign exchange contracts		—			—		—			(138	)		—			(138	)
Credit contracts		—			—		—			—			(260	)		(260	)
Equity contracts		(806	)		340		10			—			—			(456	)
Total	$	(806	)	$	340	$	28		$	(138	)	$	(24	)	$	(600	)
Multi-Asset Accumulation Fund
Interest Rates	$	—		$	—	$	(69,288	)	$	—		$	(4,786	)	$	(74,074	)
Foreign exchange contracts		—			—		—			(13,050	)		—			(13,050	)
Equity contracts		—			—		4,688			—			2,769			7,457
Commodity contracts		—			—		(7,237	)		—			—			(7,237	)
Total	$	—		$	—	$	(71,837	)	$	(13,050	)	$	(2,017	)	$	(86,904	)

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts			Swaps			Total
Multi-Asset Income Fund
Interest Rates	$	—		$	—	$	(9,718	)	$	—		$	1,201		$	(8,517	)
Foreign exchange contracts		(308	)		255		—			(618	)		—			(671	)
Credit contracts		—			—		—			—			(139	)		(139	)
Equity contracts		(364	)		563		(106	)		—			—			93
Total	$	(672	)	$	818	$	(9,824	)	$	(618	)	$	1,062		$	(9,234	)
Multi-Asset Inflation Managed Fund
Interest Rates	$	—		$	—	$	979		$	—		$	8,417		$	9,396
Foreign exchange contracts		—			—		—			(333	)		—			(333	)
Credit contracts		—			—		—			—			(670	)		(670	)
Equity contracts		(1,289	)		1,259		(348	)		—			—			(378	)
Commodity contracts		8			—		(12,188	)		—			(1,765	)		(13,945	)
Total	$	(1,281	)	$	1,259	$	(11,557	)	$	(333	)	$	5,982		$	(5,930	)
Multi-Asset Capital Stability Fund
Interest Rates	$	—		$	—	$	(2,155	)	$	—		$	(883	)	$	(3,038	)
Foreign exchange contracts		—			—		—			(8,703	)		—			(8,703	)
Credit contracts		—			—		—			—			(46	)		(46	)
Equity contracts		(457	)		337		(734	)		—			110			(744	)
Total	$	(457	)	$	337	$	(2,889	)	$	(8,703	)	$	(819	)	$	(12,531	)

Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures		Forward Currency Contracts		Swaps		Total
Large Cap Fund
Equity contracts	$	—	$	—	$	1,277	$	—	$	—	$	1,277
Total	$	—	$	—	$	1,277	$	—	$	–	$	1,277
Large Cap Value Fund
Equity contracts	$	—	$	—	$	1,035	$	—	$	—	$	1,035
Total	$	—	$	—	$	1,035	$	—	$	–	$	1,035
Large Cap Growth Fund
Equity contracts	$	—	$	—	$	716	$	—	$	—	$	716
Total	$	—	$	—	$	716	$	—	$	–	$	716
Large Cap Index Fund
Equity contracts	$	—	$	—	$	1,169	$	—	$	—	$	1,169
Total	$	—	$	—	$	1,169	$	—	$	–	$	1,169
Tax-Managed Large Cap Fund
Equity contracts	$	—	$	—	$	966	$	—	$	—	$	966
Total	$	—	$	—	$	966	$	—	$	–	$	966
S&P 500 Index Fund
Equity contracts	$	—	$	—	$	697	$	—	$	—	$	697
Total	$	—	$	—	$	697	$	—	$	–	$	697
Mid-Cap Fund
Equity contracts	$	—	$	—	$	106	$	—	$	—	$	106
Total	$	—	$	—	$	106	$	—	$	–	$	106
U.S. Managed Volatility Fund
Equity contracts	$	—	$	—	$	891	$	—	$	—	$	891
Total	$	—	$	—	$	891	$	—	$	–	$	891

356

SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions			Futures			Forward Currency Contracts			Swaps			Total
Global Managed Volatility Fund
Foreign exchange contracts	$	—		$	—		$	—		$	(7,053	)	$	—		$	(7,053	)
Equity contracts		—			—			623			—			—			623
Total	$	—		$	—		$	623		$	(7,053	)	$	–		$	(6,430	)
Tax-Managed Managed Volatility Fund
Equity contracts	$	—		$	—		$	547		$	—		$	—		$	547
Total	$	—		$	—		$	547		$	—		$	–		$	547
Tax-Managed International Managed Volatility Fund
Equity contracts	$	—		$	—		$	109		$	—		$	—		$	109
Total	$	—		$	—		$	109		$	—		$	–		$	109
Core Fixed Income Fund
Interest Rates	$	(22	)	$	3,124		$	22,561		$	—		$	(4,705	)	$	20,958
Foreign exchange contracts		—			—			—			1,700			—			1,700
Credit contracts		—			—			—			—			815			815
Equity contracts		—			—			—			—			—			—
Total	$	(22	)	$	3,124		$	22,561		$	1,700		$	(3,890	)	$	23,473
High Yield Bond Fund
Credit contracts	$	—		$	—		$	—		$	—		$	(381	)	$	(381	)
Total	$	—		$	—		$	—		$	—		$	(381	)	$	(381	)
Dynamic Asset Allocation Fund
Interest Rates	$	—		$	—		$	—		$	—		$	(2,100	)	$	(2,100	)
Equity contracts		—			—			12,144			—			(2,865	)		9,279
Commodity contracts		—			—			—			—			2,938			2,938
Total	$	—		$	—		$	12,144		$	—		$	(2,027	)	$	10,117
Multi-Strategy Alternative Fund
Interest Rates	$	—		$	—		$	(31	)	$	—		$	700		$	669
Foreign exchange contracts		—			—			—			(244	)		—			(244	)
Credit contracts		—			—			—			—			(199	)		(199	)
Equity contracts		137			337			(93	)		—			—			381
Total	$	137		$	337		$	(124	)	$	(244	)	$	501		$	607
Multi-Asset Accumulation Fund
Interest Rates	$	—		$	—		$	80,777		$	—		$	6,792		$	87,569
Foreign exchange contracts		—			—			—			(8,407	)		—			(8,407	)
Equity contracts		—			—			61,601			—			—			61,601
Commodity contracts		—			—			19,853			—			—			19,853
Total	$	—		$	—		$	162,231		$	(8,407	)	$	6,792		$	160,616
Multi-Asset Income Fund
Interest Rates	$	(772	)	$	(1,125	)	$	12,855		$	—		$	(540	)	$	10,418
Foreign exchange contracts		—			—			—			(1,126	)		—			(1,126	)
Equity contracts		1			(15	)		3,623			—			—			3,609
Total	$	(771	)	$	(1,140	)	$	16,478		$	(1,126	)	$	(540	)	$	12,901
Multi-Asset Inflation Managed Fund
Interest Rates	$	—		$	—		$	(1,004	)	$	—		$	(10,354	)	$	(11,358	)
Foreign exchange contracts		—			—			—			(5	)		—			(5	)
Credit contracts		—			—			—			—			(740	)		(740	)
Equity contracts		—			—			(6,369	)		—			—			(6,369	)
Commodity contracts		(29	)		33			4,492			—			3,121			7,617
Total	$	(29	)	$	33		$	(2,881	)	$	(5	)	$	(7,973	)	$	(10,855	)

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures		Forward Currency Contracts		Swaps		Total
Multi-Asset Capital Stability Fund
Interest Rates	$	—		$	—	$	2,873	$	—	$	1,067	$	3,940
Foreign exchange contracts		—			—		—		2,670		—		2,670
Credit contracts		—			—		—		—		164		164
Equity contracts		(243	)		245		2,355		—		46		2,403
Total	$	(243	)	$	245	$	5,228	$	2,670	$	1,277	$	9,177

The following table discloses the average quarterly balances of the Funds’ derivative activity during the six month period ended March 31, 2023 ($ Thousands):

	Large Cap Fund		Large Cap Value Fund		Large Cap Growth Fund		Large Cap Index Fund
Futures Contracts:
Average Notional Balance Long	$	14,903	$	10,190	$	7,724	$	10,113

	Tax-Managed Large Cap Fund		S&P 500 Index Fund		Small Cap Value Fund
Futures Contracts:
Average Notional Balance Long	$	8,474	$	5,164	$	1,118

	U.S. Managed Volatility Fund		Global Managed Volatility Fund		Tax-Managed Managed Volatility Fund		Tax-Managed International Managed Volatility Fund
Futures Contracts:
Average Notional Balance Long	$	8,591	$	10,254	$	8,782	$	2,058
Forward Foreign Currency Contracts:
Average Notional Balance Long		–		380,951		–		–
Average Notional Balance Short		–		383,336		–		–

	Core Fixed Income Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund
Futures Contracts:
Average Notional Balance Long	$	778,885	$	71,654	$	146
Average Notional Balance Short		313,068		–		7,929
Forward Foreign Currency Contracts:
Average Notional Balance Long		99,859		–		25,746
Average Notional Balance Short		99,853		–		25,812
Credit Default Swaps:
Average Notional Balance Buy Protection		5,880		–		7,946
Average Notional Balance Sell Protection		149,095		–		4,273
Total Return Swaps
Average Notional Balance Long		–		70,982		2,802
Average Notional Balance Short		–		–		5,032
Interest Rate Swaps
Average Notional Balance		239,687		51,600		1,981
Options/Swaptions:
Average Notional Balance Long†		808		–		740
Average Notional Balance Short†		1,112		–		27

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SEI Institutional Managed Trust

	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts:
Average Notional Balance Long	$	2,396,311	$	293,006	$	195,467	$	116,285
Average Notional Balance Short		46,676		52,336		77,969		20,724
Forward Foreign Currency Contracts:
Average Notional Balance Long		703,668		118,662		3,072		242,666
Average Notional Balance Short		702,629		117,909		3,128		141,756
Credit Default Swaps:
Average Notional Balance Buy Protection		–		6,963		110,258		–
Average Notional Balance Sell Protection		–		58,233		67,832		9,173
Total Return Swaps
Average Notional Balance Long		47,316		–		2,150		175
Average Notional Balance Short		14,276		–		8,035		–
Interest Rate Swaps
Average Notional Balance		9,173		110,282		78,732		10,128
Options/Swaptions:
Average Notional Balance Long†		–		583		400		149
Average Notional Balance Short†		–		1,711		371		112

^† Represents cost.

A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty.

Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral

received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund’s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.

Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission (“CFTC”), or the applicable regulator. In the U.S., counterparty risk is reduced as placement due to the Fund assets in the segregated account. Additionally, portability of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives. Refer to each Funds Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value, variation margin and collateral of exchange-traded or centrally cleared financial derivative instruments.

International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (“ISDA Master Agreements”) govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add additional counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third party custodian.

360

SEI Institutional Managed Trust

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2023 ($ Thousands):

	Financial Derivative Assets								Financial Derivative Liabilities
Global Managed Volatility Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Barclay Bank PLC	$	25	$	—	$	—	$	25	$	588	$	—	$	—	$	—	$	588	$	(563	)	$	—	$	(563	)
BNP Paribas		108		—		—		108		1,635		—		—		—		1,635		(1,527	)		—		(1,527	)
Brown Brothers Harriman		263		—		—		263		307		—		—		—		307		(44	)		—		(44	)
Standard Chartered		14		—		—		14		63		—		—		—		63		(49	)		—		(49	)
Westpack Banking		231		—		—		231		848		—		—		—		848		(617	)		—		(617	)
Total Over the Counter	$	641	$	—	$	—	$	641	$	3,441	$	—	$	—	$	—	$	3,441

	Financial Derivative Assets								Financial Derivative Liabilities
Core Fixed Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
BNP Paribas	$	202	$	—	$	—	$	202	$	11	$	—	$	—	$	—	$	11	$	191		$	—	$	191
Goldman Sachs		247		—		—		247		455		—		—		—		455		(208	)		—		(208	)
Morgan Stanley		213		—		—		213		446		—		—		—		446		(233	)		—		(233	)
Total Over the Counter	$	662	$	—	$	—	$	662	$	912	$	—	$	—	$	—	$	912

	Financial Derivative Assets								Financial Derivative Liabilities
Dynamic Asset Allocation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Goldman Sachs	$	—	$	—	$	580	$	580	$	—	$	—	$	2,644	$	—	$	2,644	$	(2,064	)	$	—	$	(2,064	)
Total Over the Counter	$	—	$	—	$	580	$	580	$	—	$	—	$	2,644	$	—	$	2,644

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Strategy Alternative Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	10	$	—	$	—	$	10	$	—	$	—	$	—	$	—	$	—	$	10		$	—	$	10
Barclays PLC		29		—		—		29		—		—		32		—		32		(3	)		—		(3	)
BNP Paribas		10		—		—		10		57		—		—		—		57		(47	)		—		(47	)
BNYMellon		—		—		—		—		9		—		—		—		9		(9	)		—		(9	)
Citigroup		97		—		—		97		192		—		—		—		192		(95	)		—		(95	)
Deutsche Bank		76		—		—		76		82		—		—		—		82		(6	)		—		(6	)
Goldman Sachs		57		—		—		57		—		—		—		—		—		57			—		57
JPMorgan Chase		39		—		26		65		—		—		—		—		—		65			—		65
Midland Walwyn Capital		1		—		—		1		1		—		—		—		1		—			—		—
Morgan Stanley		—		—		54		54		—		—		74		—		74		(20	)		—		(20	)
RBC		—		—		—		—		2		—		—		—		2		(2	)		—		(2	)
SCB Securities		—		—		—		—		19		—		—		—		19		(19	)		—		(19	)
Societe Generale		24		—		—		24		—		—		—		—		—		24			—		24
TD Securities		—		—		—		—		5		—		—		—		5		(5	)		—		(5	)
UBS		28		—		—		28		44		—		—		—		44		(16	)		—		(16	)
Total Over the Counter	$	371	$	—	$	80	$	451	$	411	$	—	$	106	$	—	$	517

SEI Institutional Managed Trust

361

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	—	$	329	$	329	$	—	$	—	$	873	$	—	$	873	$	(544	)	$	—	$	(544	)
Bank of New York		249		—		—		249		152		—		—		—		152		97			—		97
Brown Brothers Harmon		—		—		—		—		402		—		—		—		402		(402	)		—		(402	)
Citibank		—		—		7		7		—		—		132		—		132		(125	)		—		(125	)
Citigroup		2,534		—		—		2,534		2,704		—		—		—		2,704		(170	)		—		(170	)
JPMorgan Chase Bank		2,229		—		750		2,979		2,535		—		451		—		2,986		(7	)		—		(7	)
State Street		—		—		—		—		613		—		—		—		613		(613	)		—		(613	)
Total Over the Counter	$	5,012	$	—	$	1,086	$	6,098	$	6,406	$	—	$	1,456	$	—	$	7,862

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	64	$	—	$	—	$	64	$	19	$	—	$	—	$	—	$	19	$	45		$	—	$	45
Bank of Montreal		4		—		—		4		—		—		—		—		—		4			—		4
Barclays		—		—		—		—		6		—		—		—		6		(6	)		—		(6	)
BNP Paribas		47		—		—		47		67		—		—		—		67		(20	)		—		(20	)
Deutsche Bank		7		—		—		7		—		—		—		—		—		7			—		7
Goldman Sachs		424		—		—		424		343		—		—		—		343		81			—		81
JPMorgan Chase		301		—		—		301		320		—		—		—		320		(19	)		—		(19	)
Morgan Stanley		175		—		—		175		1,002		—		—		—		1,002		(827	)		—		(827	)
State Street		5		—		—		5		—		—		—		—		—		5			—		5
UBS		—		—		—		—		43		—		—		—		43		(43	)		—		(43	)
Total Over the Counter	$	1,027	$	—	$	—	$	1,027	$	1,800	$	—	$	—	$	—	$	1,800

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Inflation Managed Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	—	$	—	$	—	$	60	$	—	$	—	$	—	$	60	$	(60	)	$	—	$	(60	)
Chase Securities		—		—		—		—		—		—		—		132,194		132,194		(132,194	)		—		(132,194	)
Citibank		—		—		—		—		—		—		28		—		28		(28	)		—		(28	)
Deutsche Bank		—		—		—		—		—		—		31		—		31		(31	)		—		(31	)
Goldman Sachs		—		—		—		—		—		—		41		—		41		(41	)		—		(41	)
Total Over the Counter	$	—	$	—	$	—	$	—	$	60	$	—	$	100	$	132,194	$	132,354

362

SEI Institutional Managed Trust

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Capital Stability Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	27	$	—	$	—	$	27	$	(112	)	$	—	$	—	$	—	$	(112	)	$	(85	)	$	—	$	(85	)
Barclays PLC		60		—		—		60		(66	)		—		—		—		(66	)		(6	)		—		(6	)
BNP Paribas		9		—		—		9		—			—		—		—		—			9			—		9
Brown Brothers Harriman		628		—		—		628		(279	)		—		—		—		(279	)		349			—		349
Citigroup		1,158		—		—		1,158		—			—		—		—		—			1,158			—		1,158
Deutsche Bank		202		—		—		202		(75	)		—		—		—		(75	)		127			—		127
Goldman Sachs		206		—		—		206		(198	)		—		—		—		(198	)		8			—		8
HSBC		1,376		—		—		1,376		—			—		—		—		—			1,376			—		1,376
JPMorgan Chase Bank		4		—		—		4		(39	)		—		—		—		(39	)		(35	)		—		(35	)
Merrill Lynch		125		—		—		125		(186	)		—		—		—		(186	)		(61	)		—		(61	)
Morgan Stanley		36		—		—		36		(61	)		—		—		—		(61	)		(25	)		—		(25	)
Total Over the Counter	$	3,831	$	—	$	—	$	3,831	$	(1,016	)	$	—	$	—	$	—	$	(1,016	)

(1) Net Exposures represents the net receivable/(payable) that would be due from /to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity.

5. BASIS FOR CONSOLIDATION FOR THE MULTI-ASSET ACCUMULATION FUND AND MULTI-ASSET INFLATION MANAGED FUND

The Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows, and the Consolidated Financial Highlights of the Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund include the accounts of their respective Subsidiaries. All intercompany accounts and transactions have been eliminated in consolidation for the Funds. Each of the Subsidiaries has a fiscal year end

of September 30th for financial statement consolidation purposes and a nonconforming tax year end of August 31.

The Subsidiaries are classified as controlled foreign corporations under the Internal Revenue Code of 1986 (“IRC”). Each Subsidiary’s taxable income is included in the calculation of the relevant Fund’s taxable income. Net losses of the Subsidiaries are not deductible by the Funds either in the current period or carried forward to future periods.

The Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund, and Multi-Asset Inflation Managed Fund may each invest up to 25% of their total assets in its respective Subsidiary.

A summary of the Funds’ investments in the Subsidiaries are as follows:

	Inception Date of Subsidiary		Subsidiary Net Assets at March 31, 2023 ($ Thousands)		% of Total Net Assets at March 31, 2023
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018	$	103,802		15.2	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		293,413		14.2	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		141,173		19.0	%

SEI Institutional Managed Trust

363

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

Gains and losses attributed to the Funds’ investments in Subsidiaries are as follows:

	Dynamic Commodity Strategy Subsidiary, Ltd. ($ Thousands)			Accumulation Commodity Strategy, Ltd. ($ Thousands)			Inflation Commodity Strategy Subsidiary, Ltd. ($ Thousands)
Net Investment Income:
Investment Income	$	909		$	5,619		$	2,719
Net Realized Gain (Loss) on:
Investments		—			(22	)		(98	)
Futures Contracts		(5,408	)		(7,471	)		(12,188	)
Swap Contracts		(6,395	)		234			(1,765	)
Purchased Options and Swaptions		—			—			(1,281	)
Written Options and Swaptions		—			—			1,259
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		—			338			259
Futures Contracts		10,891			19,853			4,492
Swap Contracts		839			306			3,121
Purchased Options and Swaptions		—			—			(29	)
Written Options and Swaptions		—			—			33
Total gains and losses attributed to the Funds' investment in Subsidiaries	$	836		$	18,857		$	(3,478	)

6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUBADVISORY AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES

Investment Advisory, Administration and Distribution Agreements — SIMC serves as investment adviser (the “Adviser”) to each Fund. In connection with serving asAdviser, SIMC is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund.

SEI Investments Global Funds Services (the “Administrator”) provides administrative and transfer agency services to the Funds for annual fees, based on the average daily net assets of each Fund.

SEI Investments Distribution Co. (“the Distributor”) is the Distributor of the shares of the Funds. The Funds have adopted a shareholder services plan and agreement (the “Service Plan”) with respect to Class F and Class I Shares that allows such shares to pay service providers a fee, based on average daily net assets of each respective Class of Shares, in connection with the ongoing servicing of shareholder accounts owning such shares. The Funds have also

adopted an, administrative services plan and agreement (the “Administrative Service Plan”) with respect to Class I Shares that allows such Shares to pay service providers a fee, based on average daily net assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.

The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, proxy fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The voluntary waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

The Administrator has voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the Conservative Income and Tax Free Conservative Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets.

364

SEI Institutional Managed Trust

The following is a summary of annual fees payable to the Adviser and Distributor and the voluntary expense limitations for each fund:

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Large Cap Fund
Class F		0.3900	%		0.25	%		—			0.89	%
Class Y		0.3900	%		—			—			0.64	%
Large Cap Value Fund
Class F		0.3500	%		0.25	%		—			0.89	%
Class I		0.3500	%		0.25	%		0.25	%		1.11	%
Class Y		0.3500	%		—			—			0.64	%
Large Cap Growth Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class I		0.4000	%		0.25	%		0.25	%		1.11	%
Class Y		0.4000	%		—			—			0.64	%
Large Cap Index Fund
Class F		0.0500	%		0.25	%		—			0.25	%
Tax-Managed Large Cap Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class Y		0.4000	%		—			—			0.64	%
S&P 500 Index Fund
Class F		0.0300	%		0.25	%		—			0.25	%
Class I		0.0300	%		0.25	%		0.25	%		0.65	%
Small Cap Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Value Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Growth Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Small/Mid Cap Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.89	%
Mid-Cap Fund
Class F		0.4000	%		0.25	%		—			0.98	%
Class I		0.4000	%		0.25	%		0.25	%		1.20	%
Class Y		0.4000	%		—			—			0.73	%
U.S. Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			0.90	%
Class I		0.6500	%		0.25	%		0.25	%		1.15	%
Class Y		0.6500	%		—			—			0.65	%
Global Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.00	%
Class Y		0.6500	%		—			—			0.75	%

SEI Institutional Managed Trust

365

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Tax-Managed International Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.86	%
Real Estate Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%
Core Fixed Income Fund
Class F		0.2750	%		0.25	%		—			0.66	%
Class I		0.2750	%		0.25	%		0.25	%		0.88	%
Class Y		0.2750	%		—			—			0.41	%
High Yield Bond Fund
Class F		0.4875	%		0.25	%		—			0.89	%
Class I		0.4875	%		0.25	%		0.25	%		1.11	%
Class Y		0.4875	%		—			—			0.64	%
Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Tax-Free Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Real Return Fund
Class F		0.2200	%		0.25	%		—			0.45	%
Class Y		0.2200	%		—			—			0.35	%
Dynamic Asset Allocation Fund
Class F		0.6000	%		0.25	%		—			0.75	%
Class Y		0.6000	%		—			—			0.50	%
Multi-Strategy Alternative Fund
Class F		1.5000	%		0.25	%		—			1.35	%
Class Y		1.5000	%		—			—			1.10	%
Multi-Asset Accumulation Fund
Class F		0.7500	%		0.25	%		—			1.17	%
Class Y		0.7500	%		—			—			0.92	%
Multi-Asset Income Fund
Class F		0.6000	%		0.25	%		—			0.80	%
Class Y		0.6000	%		—			—			0.70	%
Multi-Asset Inflation Managed Fund
Class F		0.5500	%		0.25	%		—			0.90	%
Class Y		0.5500	%		—			—			0.65	%
Multi-Asset Capital Stability Fund
Class F		0.4000	%		0.25	%		—			0.62	%
Class Y		0.4000	%		—			—			0.52	%

366

SEI Institutional Managed Trust

The following is a summary of annual fees payable to the Administrator:

	First $1.5 Billion		Next $500 Million		Next $500 Million		Next $500 Million		Over $3 Billion
Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Index Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Small/Mid Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Mid-Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
U.S. Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Global Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed International Managed Volatility Fund	0.450	%	0.3700	%	0.2900	%	0.2100	%	0.130	%
Real Estate Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Core Fixed Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
High Yield Bond Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Conservative Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Tax-Free Conservative Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Real Return Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Dynamic Asset Allocation Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Strategy Alternative Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Accumulation Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Income Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Inflation Managed Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Capital Stability Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%

	First $2 Billion		Next $500 Million		Next $500 Million		Over $3 Billion
S&P 500 Index Fund	0.220	%	0.2100	%	0.1650	%	0.120	%

As of March 31, 2023, SIMC has entered into investment sub-advisory agreements with the following affiliated and unaffiliated parties:

Investment Sub-Adviser

Large Cap Fund

Brandywine Global Investment Management, LLC

Ceredex Value Advisors, LLC

Coho Partners, Ltd.

Fred Alger Management, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC    

Large Cap Value Fund

Brandywine Global Investment Management, LLC

Cullen Capital Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Large Cap Growth Fund

Fred Alger Management, LLC

McKinley Capital Management, LLC

Parametric Portfolio Associates LLC

StonePine Asset Management Inc.

Large Cap Index Fund

SSGA Funds Management, Inc.

Tax-Managed Large Cap Fund

Brandywine Global Investment Management, LLC

Coho Partners, Ltd.

Cullen Capital Management, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC

StonePine Asset Management Inc.

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Los Angeles Capital Management, LLC

Leeward Investments, LLC

Parametric Portfolio Associates LLC

Small Cap Value Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

LSV Asset Management, LLC*

Parametric Portfolio Associates LLC

Small Cap Growth Fund

ArrowMark Colorado Holdings LLC

SEI Institutional Managed Trust

367

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

EAM Investors LLC

Jackson Creek Investment Advisors, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Martingale Asset Management, LP

Parametric Portfolio Associates LLC

Rice Hall James & Associates LLC

Mid-Cap Fund

Leeward Investments, LLC

Los Angeles Capital Management LLC

U.S. Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Global Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

Tax-Managed Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Tax-Managed International Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Real Estate Fund

CenterSquare Investment Management LLC

Core Fixed Income Fund

Allspring Global Investments, LLC

Jennison Associates LLC

MetLife Investment Management, LLC

Metropolitan West Asset Management, LLC

Western Asset Management Company, LLC

Western Asset Management Company Limited

High Yield Bond Fund

Ares Capital Management II LLC

Benefit Street Partners, LLC

Brigade Capital Management, LP

J.P. Morgan Investment Management, Inc.

T. Rowe Price Associates, Inc.

Conservative Income Fund

BlackRock Advisors, LLC

Tax-Free Conservative Income Fund

BlackRock Advisors, LLC

Dynamic Asset Allocation Fund

SSGA Funds Management, Inc.

Multi-Strategy Alternative Fund

Brigade Capital Management, LP

Emso Asset Management Limited

Global Credit Advisers, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Ramius Advisors, LLC

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Goldman Sachs Asset Management, LP

Western Asset Management Company, LLC

Western Asset Management Company Limited

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

Columbia Management Investments Advisers, LLC

Credit Suisse Asset Management, LLC

Franklin Advisers, Inc.

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Janus Henderson Investors US LLC

* Affiliated

Under the investment sub-advisory agreements, each sub-adviser receives a fee paid by SIMC.

Brokerage Commissions Paid to Affiliates — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.

For the six month period ended March 31, 2023, there were no such commissions.

Payments to/from Affiliates — Certain officers and/or trustees of the Trust are also officers and/or Directors of the Administrator, Adviser and/or Distributor. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim and committee meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Administrator or Distributor.

A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred.

LSV Asset Management (a partially owned indirect subsidiary of SEI Investment Co.) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, U.S. Managed Volatility, Tax-Managed Managed Volatility and Tax-Managed International Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from

368

SEI Institutional Managed Trust

SIMC. Such fees for the six month period ended March 31, 2023 were as follows ($ Thousands):

Large Cap Fund	$	142
Large Cap Value Fund		228
Tax-Managed Large Cap Fund		299
Small Cap Value Fund		395
U.S. Managed Volatility Fund		581
Tax-Managed Managed Volatility Fund		732
Tax-Managed International Managed Volatility Fund		200
	$	2,577

Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Funds’ expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Funds’ expense ratio, as a percentage of the Funds’ average daily net assets for the six month period ended March 31, 2023, can be found on the Statements of Operations or Consolidated Statements of Operations and Financial Highlights or Consolidated Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest in the SEI Daily Income Trust Government Fund, an affiliated money market fund, to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, LP.

Each of the Large Cap Index and S&P 500 Index Funds may purchase companies with which it is affiliated

to the extent these companies are represented in its benchmark index.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (“the Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds.

Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula annually reviewed by the Board. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.

For the six month period ended March 31, 2023, the following Funds borrowed funds from the SEI Multi-Asset Accumulation Fund. The amount borrowed, interest paid on the borrowing and the corresponding interest rate were as follows ($ Thousands):

	Borrowing Date		Maturity Date		Amount Borrowed		Interest Paid		Interest Rate
Tax-Managed Managed Volatility Fund		2/27/23		2/28/23		7,400		1		5.58	%

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2023 (Unaudited) and the year ended September 30, 2022.

	Large Cap Fund					Large Cap Value Fund					Large Cap Growth Fund					Large Cap Index Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		6,718		13,469			3,071		8,091			1,873		6,420			7,634		19,892
Shares Issued in Lieu of Dividends and Distributions		10,725		15,037			3,710		2,781			2,303		3,525			510		966
Shares Redeemed		(13,943	)	(25,530	)		(5,480	)	(12,968	)		(3,559	)	(7,254	)		(8,607	)	(19,731	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		3,500		2,976			1,301		(2,096	)		617		2,691			(463	)	1,127
Class I:
Shares Issued		–		–			1		50			3		11			–		–
Shares Issued in Lieu of Dividends and Distributions		–		–			6		6			5		10			–		–
Shares Redeemed		–		–			(21	)	(76	)		(1	)	(41	)		–		–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–		–			(14	)	(20	)		7		(20	)		–		–
Class Y:
Shares Issued		160		739			269		1,079			235		1,180			–		–
Shares Issued in Lieu of Dividends and Distributions		347		824			629		461			408		534			–		–
Shares Redeemed		(457	)	(3,893	)		(1,585	)	(1,454	)		(1,011	)	(658	)		–		–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		50		(2,330	)		(687	)	86			(368	)	1,056			–		–

SEI Institutional Managed Trust

369

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

	Large Cap Fund				Large Cap Value Fund					Large Cap Growth Fund				Large Cap Index Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022
Increase (Decrease) in Capital Shares		3,550		646		600		(2,030	)		256		3,727		(463	)	1,127

	Tax-Managed Large Cap Fund					S&P 500 Index Fund					Small Cap Fund					Small Cap Value Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		3,336		8,835			642		1,117			2,202		5,486			689		2,644
Shares Issued in Lieu of Dividends and Distributions		5,629		5,061			884		710			315		8,435			674		1,051
Shares Redeemed		(11,885	)	(17,878	)		(1,174	)	(2,205	)		(4,650	)	(8,476	)		(1,823	)	(3,264	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(2,920	)	(3,982	)		352		(378	)		(2,133	)	5,445			(460	)	431
Class I:
Shares Issued		–		–			23		13			–		–			1		3
Shares Issued in Lieu of Dividends and Distributions		–		–			6		5			–		–			2		6
Shares Redeemed		–		–			(7	)	(26	)		–		–			(12	)	(40	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–		–			22		(8	)		–		–			(9	)	(31	)
Class Y:
Shares Issued		2,066		1,561			–		–			275		281			327		416
Shares Issued in Lieu of Dividends and Distributions		822		725			–		–			16		381			140		206
Shares Redeemed		(1,911	)	(1,965	)		–		–			(282	)	(497	)		(527	)	(327	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		977		321			–		–			9		165			(60	)	295
Increase (Decrease) in Capital Shares		(1,943	)	(3,661	)		374		(386	)		(2,124	)	5,610			(529	)	695

	Small Cap Growth Fund					Tax-Managed Small/Mid Cap Fund					Mid-Cap Fund					U.S. Managed Volatility Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		501		1,361			1,337		3,213			154		1,483			3,308		7,667
Shares Issued in Lieu of Dividends and Distributions		5		2,064			213		2,832			13		587			3,498		3,722
Shares Redeemed		(1,128	)	(1,515	)		(4,127	)	(5,287	)		(270	)	(1,619	)		(8,245	)	(11,060	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(622	)	1,910			(2,577	)	758			(103	)	451			(1,439	)	329
Class I:
Shares Issued		1		7			–		–			—		4			—		—
Shares Issued in Lieu of Dividends and Distributions		—		10			–		–			—		4			3		7
Shares Redeemed		(10	)	(23	)		–		–			—		(15	)		—		(49	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(9	)	(6	)		–		–			—		(7	)		3		(42	)
Class Y:
Shares Issued		189		163			715		416			16		49			1,780		1,020
Shares Issued in Lieu of Dividends and Distributions		4		234			34		381			1		25			905		1,083
Shares Redeemed		(163	)	(174	)		(535	)	(501	)		(10	)	(30	)		(1,343	)	(3,172	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		30		223			214		296			7		44			1,342		(1,069	)
Increase (Decrease) in Capital Shares		(601	)	2,127			(2,363	)	1,054			(96	)	488			(94	)	(782	)

	Global Managed Volatility Fund				Tax-Managed Managed Volatility Fund				Tax-Managed International Managed Volatility Fund				Real Estate Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		4,807		10,124		2,361		5,501		3,917		5,275		265		1,946
Shares Issued in Lieu of Dividends and Distributions		6,387		7,473		2,037		1,817		663		819		169		354

370

SEI Institutional Managed Trust

	Global Managed Volatility Fund					Tax-Managed Managed Volatility Fund					Tax-Managed International Managed Volatility Fund					Real Estate Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Shares Redeemed		(11,166	)	(18,019	)		(7,495	)	(11,087	)		(6,661	)	(7,157	)		(710	)	(2,589	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		28		(422	)		(3,097	)	(3,769	)		(2,081	)	(1,063	)		(276	)	(289	)
Class I:
Shares Issued		—		1			–		–			–		–			—		—
Shares Issued in Lieu of Dividends and Distributions		5		10			–		–			–		–			1		2
Shares Redeemed		—		(57	)		–		–			–		–			—		(14	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		5		(46	)		–		–			–		–			1		(12	)
Class Y:
Shares Issued		2,483		1,682			1,652		542			2,412		699			82		156
Shares Issued in Lieu of Dividends and Distributions		942		1,131			232		185			134		150			43		71
Shares Redeemed		(1,750	)	(2,639	)		(427	)	(721	)		(1,656	)	(1,109	)		(130	)	(248	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		1,675		174			1,457		6			890		(260	)		(5	)	(21	)
Increase (Decrease) in Capital Shares		1,708		(294	)		(1,640	)	(3,763	)		(1,191	)	(1,323	)		(280	)	(322	)

	Core Fixed Income Fund					High Yield Bond Fund					Conservative Income Fund					Tax-Free Conservative Income Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		25,549		63,452			17,062		37,354			16,855		23,483			1,774		6,639
Shares Issued in Lieu of Dividends and Distributions		4,888		7,145			18,993		12,143			553		150			168		58
Shares Redeemed		(45,683	)	(86,282	)		(31,351	)	(57,435	)		(11,367	)	(16,099	)		(3,889	)	(7,364	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(15,246	)	(15,685	)		4,704		(7,938	)		6,041		7,534			(1,947	)	(667	)
Class I:
Shares Issued		8		33			—		1			–		–			–		–
Shares Issued in Lieu of Dividends and Distributions		4		6			—		3			–		–			–		–
Shares Redeemed		(66	)	(117	)		—		(88	)		–		–			–		–
Total Decrease in Net Assets Derived from Class I Transactions		(54	)	(78	)		—		(84	)		–		–			–		–
Class Y:
Shares Issued		7,247		6,784			5,387		5,793			166		512			38		819
Shares Issued in Lieu of Dividends and Distributions		739		1,056			2,998		1,977			24		9			6		3
Shares Redeemed		(7,917	)	(7,696	)		(5,695	)	(7,628	)		(520	)	(687	)		(127	)	(1,260	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		69		144			2,690		142			(330	)	(166	)		(83	)	(438	)
Increase (Decrease) in Capital Shares		(15,231	)	(15,619	)		7,394		(7,880	)		5,711		7,368			(2,030	)	(1,105	)

	Real Return Fund					Dynamic Asset Allocation Fund					Multi-Strategy Alternative Fund					Multi-Asset Accumulation Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		3,091		10,533			2,388		4,820			2,312		5,838			17,606		32,374
Shares Issued in Lieu of Dividends and Distributions		697		1,274			5,283		4,220			811		2,914			24,357		30,363
Shares Redeemed		(7,124	)	(8,003	)		(4,145	)	(11,685	)		(5,832	)	(7,946	)		(28,581	)	(42,752	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(3,336	)	3,804			3,526		(2,645	)		(2,709	)	806			13,382		19,985
Class Y:
Shares Issued		299		403			111		387			763		167			4,670		2,568
Shares Issued in Lieu of Dividends and Distributions		55		106			332		258			19		62			1,490		2,499
Shares Redeemed		(498	)	(439	)		(231	)	(719	)		(91	)	(155	)		(7,175	)	(3,447	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(144	)	70			212		(74	)		691		74			(1,015	)	1,620

SEI Institutional Managed Trust

371

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2023 (Unaudited)

	Real Return Fund				Dynamic Asset Allocation Fund					Multi-Strategy Alternative Fund				Multi-Asset Accumulation Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022		10/1/2022 to 3/31/2023 (Unaudited	)	2022
Increase (Decrease) in Capital Shares		(3,480	)	3,874		3,738		(2,719	)		(2,018	)	880		12,367		21,605

	Multi-Asset Income Fund					Multi-Asset Inflation Managed Fund					Multi-Asset Capital Stability Fund
		10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022			10/1/2022 to 3/31/2023 (Unaudited	)	2022
Class F:
Shares Issued		3,688		8,691			6,420		21,495			4,624		14,438
Shares Issued in Lieu of Dividends and Distributions		2,028		2,441			9,499		6,439			923		1,405
Shares Redeemed		(8,952	)	(15,610	)		(15,894	)	(27,949	)		(9,089	)	(16,832	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(3,236	)	(4,478	)		25		(15	)		(3,542	)	(989	)
Class Y:
Shares Issued		1,809		1,715			631		469			113		398
Shares Issued in Lieu of Dividends and Distributions		538		605			500		383			61		102
Shares Redeemed		(2,941	)	(2,347	)		(941	)	(1,764	)		(435	)	(797	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(594	)	(27	)		190		(912	)		(261	)	(297	)
Increase (Decrease) in Capital Shares		(3,830	)	(4,505	)		215		(927	)		(3,803	)	(1,286	)

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments, during the six month period ended March 31, 2023, were as follows:

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	—	$	221,658	$	221,658
Sales		—		314,542		314,542
Large Cap Value Fund
Purchases		—		138,648		138,648
Sales		—		231,400		231,400
Large Cap Growth Fund
Purchases		—		327,356		327,356
Sales		—		418,210		418,210
Large Cap Index Fund
Purchases		—		51,013		51,013
Sales		—		59,251		59,251
Tax-Managed Large Cap Fund
Purchases		—		229,227		229,227
Sales		—		512,607		512,607
S&P 500 Index Fund
Purchases		—		5,239		5,239
Sales		—		48,187		48,187
Small Cap Fund
Purchases		—		276,877		276,877
Sales		—		304,137		304,137
Small Cap Value Fund
Purchases		—		70,748		70,748
Sales		—		93,569		93,569
Small Cap Growth Fund
Purchases		—		249,346		249,346
Sales		—		266,979		266,979

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Tax-Managed Small/Mid Cap Fund
Purchases		—		215,906		215,906
Sales		—		277,165		277,165
Mid-Cap Fund
Purchases		—		26,759		26,759
Sales		—		27,958		27,958
U.S. Managed Volatility Fund
Purchases		—		199,253		199,253
Sales		—		275,084		275,084
Global Managed Volatility Fund
Purchases		—		382,503		382,503
Sales		—		463,342		463,342
Tax-Managed Managed Volatility Fund
Purchases		—		73,410		73,410
Sales		—		155,821		155,821
Tax-Managed International Managed Volatility Fund
Purchases		—		135,736		135,736
Sales		—		152,806		152,806
Real Estate Fund
Purchases		—		20,917		20,917
Sales		—		25,869		25,869
Core Fixed Income Fund
Purchases		5,569,423		1,186,556		6,755,979
Sales		5,629,661		1,533,149		7,162,810
High Yield Bond Fund
Purchases		902		253,590		254,492
Sales		—		327,076		327,076
Real Return Fund
Purchases		36,907		—		36,907
Sales		78,144		—		78,144
Dynamic Asset Allocation Fund
Purchases		—		117,711		117,711
Sales		—		198,616		198,616

372

SEI Institutional Managed Trust

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Multi-Strategy Alternative Fund
Purchases		355,983		235,257		591,240
Sales		363,958		250,222		614,180
Multi-Asset Accumulation Fund
Purchases		72,610		635,676		708,286
Sales		78,840		965,362		1,044,202
Multi-Asset Income Fund
Purchases		443		157,600		158,043
Sales		314		146,820		147,134
Multi-Asset Inflation Managed Fund
Purchases		544,122		53,599		597,721
Sales		613,794		75,928		689,722
Multi-Asset Capital Stability Fund
Purchases		40,850		20,333		61,183
Sales		57,217		22,127		79,344

9. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Commodity Strategy, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion of counsel based on customary representations that

actual distributions made to the Funds should be treated as “qualifying income”. The Treasury released a proposed regulation in October 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2022, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2021. Accordingly, the disclosures are for informational use by shareholders and are subject to change attributable to activity through the end of the tax year-ending December 31, 2022.

Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under U.S. GAAP. These book/tax differences are either temporary or permanent in nature.

The permanent differences are primarily attributable to different treatment for gains and losses on paydowns of mortgage and asset backed securities for tax purposes, defaulted bond basis adjustments, reclassification of long term capital gain distributions on REIT securities, reclassification of income and expense from swap transactions, Treasury Inflation-Protected Securities and net operating losses, basis adjustments for investments in partnerships, and gains and losses on passive foreign investment companies, expiration of capital loss carryforwards, collateralized loan obligation basis adjustments, utilization of earnings and profits on shareholder redemptions, certain foreign currency related transactions, payment of excise tax, and non-taxable in-kind redemptions.

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2022 or September 30, 2021 (unless otherwise indicated) was as follows:

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Fund
2022	$	61,429	$	220,787	$	—	$	—	$	282,216
2021		18,293		56,356		—		—		74,649
Large Cap Value Fund
2022		31,326		62,850		—		—		94,176
2021		27,551		—		—		—		27,551

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March 31, 2023 (Unaudited)

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Growth Fund
2022	$	21,472	$	197,320	$	—	$	—	$	218,792
2021		9,934		134,180		—		—		144,114
Large Cap Index Fund
2022		14,044		1,753		—		—		15,797
2021		10,181		—		—		—		10,181
Tax-Managed Large Cap Fund
2022		39,532		197,578		—		—		237,110
2021		41,049		55,596		—		—		96,645
S&P 500 Index Fund
2022		13,514		62,560		—		—		76,074
2021		11,520		42,408		—		—		53,928
Small Cap Fund
2022		66,921		61,560		—		—		128,481
2021		847		—		—		—		847
Small Cap Value Fund
2022		11,167		23,613		—		—		34,780
2021		2,646		—		—		—		2,646
Small Cap Growth Fund
2022		38,252		52,511		—		—		90,763
2021		—		—		—		—		—
Tax-Managed Small/Mid Cap Fund
2022		2,336		94,023		—		—		96,359
2021		1,552		66		—		—		1,618
Mid-Cap Fund
2022		8,990		9,652		—		—		18,642
2021		589		—		—		—		589
U.S. Managed Volatility Fund
2022		35,245		59,945		—		—		95,190
2021		44,441		109,717		—		—		154,158
Global Managed Volatility Fund
2022		18,044		96,215		—		—		114,259
2021		9,076		1,772		—		—		10,848
Tax-Managed Managed Volatility Fund
2022		9,958		39,174		—		—		49,132
2021		11,074		7,105		—		—		18,179
Tax-Managed International Managed Volatility Fund
2022		12,641		—		—		—		12,641
2021		6,703		—		—		—		6,703
Real Estate Fund
2022		4,783		3,740		—		—		8,523
2021		2,122		3,629		—		—		5,751
Core Fixed Income Fund
2022		93,993		—		—		—		93,993
2021		193,862		41,756		—		—		235,618
High Yield Bond Fund
2022		102,523		—		—		—		102,523
2021		113,338		—		—		—		113,338
Conservative Income Fund
2022		2,042		—		—		—		2,042
2021		29		—		—		—		29
Tax-Free Conservative Income Fund
2022		1		—		—		730		731
2021		—		—		—		21		21

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SEI Institutional Managed Trust

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Real Return Fund
2022	$	16,933	$	—	$	—	$	—	$	16,933
2021		6,173		—		—		—		6,173
Dynamic Asset Allocation Fund
2022		33,460		56,160		—		—		89,620
2021		43,356		13,096		—		—		56,452
Multi-Strategy Alternative Fund
2022		32,564		—		—		—		32,564
2021		13,430		—		—		—		13,430
Multi-Asset Accumulation Fund
2022		274,745		69,051		—		—		343,796
2021		28,663		107,295		—		—		135,958
Multi-Asset Income Fund
2022		36,039		437		—		—		36,476
2021		32,204		—		—		—		32,204
Multi-Asset Inflation Managed Fund
2022		62,112		—		—		—		62,112
2021		11,412		—		—		—		11,412
Multi-Asset Capital Stability Fund
2022		17,226		2,414		—		—		19,640
2021		4,599		3,404		—		—		8,003

As of September 30, 2022, the components of Distributable Earnings/(Accumulated Losses) were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Undistributed Tax-Exempt Income ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post- October Losses ($ Thousands)			Late Year Ordinary Losses ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Large Cap Fund	$	9	$	145,527	$	—	$	—		$	—		$	—		$	326,271		$	(1	)	$	471,806
Large Cap Value Fund		15,024		85,456		—		—			—			—			179,219			(2	)		279,697
Large Cap Growth Fund		—		97,245		—		—			—			—			442,750			1			539,996
Large Cap Index Fund		3,390		—		—		—			(3,558	)		—			117,967			—			117,799
Tax-Managed Large Cap Fund		11,177		175,475		—		—			—			—			2,062,625			—			2,249,277
S&P 500 Index Fund		2,888		61,457		—		—			—			—			500,377			(4	)		564,718
Small Cap Fund		1,026		3,123		—		—			—			—			11,523			1			15,673
Small Cap Value Fund		1,445		16,648		—		—			(3,445	)		—			11,691			(2	)		26,337
Small Cap Growth Fund		—		—		—		—			(13,930	)		(419	)		(17,138	)		(14	)		(31,501	)
Tax-Managed Small/Mid Cap Fund		1,276		3,360		—		—			—			—			234,385			1			239,022
Mid-Cap Fund		177		—		—		—			(1,043	)		—			(7,365	)		—			(8,231	)
U.S. Managed Volatility Fund		3,058		71,541		—		—			—			—			71,710			4			146,313
Global Managed Volatility Fund		37,763		39,567		—		—			—			—			(48,030	)		3			29,303
Tax-Managed Managed Volatility Fund		1,843		45,783		—		—			—			—			438,567			1			486,194
Tax-Managed International Managed Volatility Fund		8,445		—		—		(41,035	)		(9,504	)		—			(10,611	)		(2	)		(52,707	)
Real Estate Fund		—		3,774		—		—			—			—			3,868			—			7,642
Core Fixed Income Fund		980		—		—		(7,443	)		(267,258	)		—			(514,735	)		(9,347	)		(797,803	)
High Yield Bond Fund		37,806		—		—		(76,962	)		(33,858	)		—			(362,825	)		(8,304	)		(444,143	)
Conservative Income Fund		654		—		—		—			—			—			(65	)		(613	)		(24	)
Tax-Free Conservative Income Fund		—		—		53		(9	)		—			—			(171	)		(39	)		(166	)
Real Return Fund		7,427		1,073		—		—			—			—			(22,802	)		(3,276	)		(17,578	)
Dynamic Asset Allocation Fund		19,828		59,860		—		—			—			—			224,092			3			303,783
Multi-Strategy Alternative Fund		1,491		—		—		(3,349	)		(7,523	)		—			(26,368	)		(522	)		(36,271	)

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March 31, 2023 (Unaudited)

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Undistributed Tax-Exempt Income ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post- October Losses ($ Thousands)			Late Year Ordinary Losses ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Multi-Asset Accumulation Fund	$	155,791	$	—	$	—	$	—		$	(542,857	)	$	—	$	(444,600	)	$	(230	)	$	(831,896	)
Multi-Asset Income Fund		11,973		—		—		—			(16,912	)		—		(101,138	)		(4,003	)		(110,080	)
Multi-Asset Inflation Managed Fund		86,579		—		—		(61,979	)		(23,336	)		—		(105,079	)		(57	)		(103,872	)
Multi-Asset Capital Stability Fund		5,550		—		—		—			(16,103	)		—		(4,307	)		(507	)		(15,367	)

Post October losses represent losses realized on investment transactions from November 1, 2021 through September 30, 2022, that, in accordance with Federal income tax regulations, the Funds may defer and treat as having arisen in the following fiscal year. Deferred Late-Year Losses represent ordinary losses realized on investment transactions from January 1, 2022 through September 30, 2022, and specified losses realized on investment transactions from November 1, 2021 through September 30, 2022, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. Losses carried forward are as follows:

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total * ($ Thousands)
Tax-Managed International Managed Volatility Fund	$	–	$	41,035	$	41,035
Core Fixed Income Fund		–		7,443		7,443
High Yield Bond Fund		–		76,962		76,962
Tax-Free Conservative Income Fund		9		–		9
Multi-Strategy Alternative Fund		3,349		–		3,349
Multi-Asset Inflation Managed Fund		53,174		8,805		61,979

* This table should be used in conjunction with the capital loss carryforwards table.

During the fiscal year ended September 30, 2022, the following Funds utilized capital loss carryforward to offset capital gains:

	Amount Utilized ($ Thousands)(1)
High Yield Bond Fund	$	3,563
Tax-Free Conservative Income Fund		1
Real Return Fund		1,367
Multi-Asset Income Fund		1,161

(1) The Utilization is subject to a limitation.

For Federal income tax purposes, the cost of investments owned at March 31, 2023, and the net realized gains or losses on investments sold for the period, were different from amounts reported for financial reporting purposes primarily due to investments in partnerships that captures losses from other

securities, and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on total investments held by the Funds at March 31, 2023, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	1,161,800	$	600,466	$	(53,298	)	$	547,168
Large Cap Value Fund		982,169		387,331		(41,160	)		346,171
Large Cap Growth Fund		735,934		671,393		(11,038	)		660,355
Large Cap Index Fund		750,979		315,167		(43,259	)		271,908
Tax-Managed Large Cap Fund		1,376,717		2,530,768		(725	)		2,530,043
S&P 500 Index Fund		227,113		592,065		(9,351	)		582,714
Small Cap Fund		468,924		102,457		(32,409	)		70,048
Small Cap Value Fund		306,954		83,022		(31,565	)		51,457
Small Cap Growth Fund		293,762		50,469		(20,053	)		30,416
Tax-Managed Small/Mid Cap Fund		498,918		314,277		(9,143	)		305,134
Mid-Cap Fund		70,736		7,417		(4,514	)		2,903
U.S. Managed Volatility Fund		702,558		149,602		(35,105	)		114,497
Global Managed Volatility Fund		800,406		77,198		(32,258	)		44,940
Tax-Managed Managed Volatility Fund		398,652		485,492		(4,676	)		480,816
Tax-Managed International Managed Volatility Fund		286,658		57,518		(3,503	)		54,015
Real Estate Fund		61,622		15,696		(4,737	)		10,959
Core Fixed Income Fund		4,364,675		23,289		(291,361	)		(268,072	)
High Yield Bond Fund		1,358,825		66,061		(193,981	)		(127,920	)
Conservative Income Fund		417,280		42		(88	)		(46	)
Tax-Free Conservative Income Fund		160,786		6		(25	)		(19	)
Real Return Fund		234,004		393		(11,193	)		(10,800	)
Dynamic Asset Allocation Fund		284,221		306,011		(12,721	)		293,290
Multi-Strategy Alternative Fund		367,153		6,169		(14,315	)		(8,146	)
Multi-Asset Accumulation Fund		1,384,418		13,889		(39,790	)		(25,901	)
Multi-Asset Income Fund		757,174		8,599		(95,516	)		(86,917	)

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	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Multi-Asset Inflation Managed Fund	$	773,896	$	99,380	$	(16,707	)	$	82,673
Multi-Asset Capital Stability Fund		288,563		12,687		(417	)		12,270

Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of September 30, 2022, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

10. CONCENTRATION/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

To the extent consistent with its investment strategy a Fund may have one or more of the following principle risks. A more complete description of principal risks is included in each Fund's prospectus under the heading "Principal Risks."

Arbitrage Strategies Risk — Arbitrage strategies involve engaging in transactions that attempt to exploit price differences of identical, related or similar securities on different markets or in different forms. The Fund may realize losses or a reduced rate of return if underlying relationships among securities in which it takes investment positions change in an adverse manner or if a transaction is unexpectedly terminated or delayed. Trading to seek short-term capital appreciation can be expected to cause the Fund’s portfolio turnover rate to be substantially higher than that of the average equity-oriented investment company.

Asset-Backed Securities Risk — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more

conventional types of fixed income securities that the Fund may acquire.

Bank Loans Risk — With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation in the loan. The Fund may also have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid.

Below Investment Grade Securities (Junk Bonds) Risk — Fixed income securities rated below investment grade ( junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as “high yield bonds,” but there is no guarantee that an investment in these securities will result in a high rate of return.

Call Risk — Issuers of callable bonds may call (redeem) securities with higher coupons or interest rates before their maturity dates. The Fund may be forced to reinvest the unanticipated proceeds at lower interest rates, resulting in a decline in the Fund’s income. Bonds may be called due to falling interest rates or non-economical circumstances.

Collateralized Debt Obligations (CDOs) and Collateralized Loan Obligations (CLOs) Risk — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or “tranches” that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the expenses associated with its ownoperations, it may bear a pro rata portion of the CDO’s or CLO’s expenses.

Commercial Paper Risk — Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign

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March 31, 2023 (Unaudited)

companies or other entities in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such issuer’s underlying asset portfolio and the issuer’s ability to issue new asset-backed commercial paper.

Commodity Investments and Derivatives Risk — Commodity investments and derivatives may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses. The value of a commodity investment or a derivative investment in commodities is typically based upon the price movements of a physical commodity, a commodity futures contract or commodity index or some other readily measurable economic variable that is dependent upon changes in the value of commodities or the commodities markets. The value of these securities will rise or fall in response to changes in the underlying commodity or related benchmark or investment, changes in interest rates or factors affecting a particular industry or commodity, such as natural disasters, weather and U.S. and international economic, political and regulatory developments.

Commodity-Linked Securities Risk — Investments in commodity-linked securities may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity-related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses.

Concentration Risk — A downturn in the financial services industry would impact the Fund more than a portfolio that does not concentrate in securities issued by companies in the financial services industry.

Convertible and Preferred Securities Risk — Convertible and preferred securities have many of the same characteristics as stocks, including many of the same risks. In addition, convertible securities may be more sensitive to changes in interest rates than stocks. Convertible securities may also have credit ratings below investment grade, meaning that they carry a

higher risk of failure by the issuer to pay principal and/or interest when due.

Corporate Fixed Income Securities Risk — Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as perceptions of the creditworthiness and business prospects of individual issuers.

Credit Risk — The risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.

Currency Risk — As a result of the Fund’s investments in securities or other investments denominated in, and/or receiving revenues in, foreign currencies, the Fund will be subject to currency risk. Currency risk is the risk that foreign currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency hedged. In either event, the dollar value of an investment in the Fund would be adversely affected. Due to the Fund’s investments in securities denominated in foreign currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.

Depositary Receipts Risk — Depositary receipts, such as ADRs, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments.

Derivatives Risk — The Fund’s use of futures contracts, forward contracts, options and swaps is subject to market risk, leverage risk, correlation risk and liquidity risk. Market risk is described above, and leverage risk and liquidity risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts and swap agreements is also subject to credit risk and valuation risk. Credit risk is described above. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument.

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Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same types of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and implemented regulations governing derivatives markets, the ultimate impact of which remains unclear.

Directional or Tactical Strategies Risk — Directional or tactical strategies usually use long and short positions, which entail predicting the direction that particular securities or sectors or the overall market might move. Directional or tactical strategies may utilize leverage and hedging. There may be a significant risk of loss if the Fund’s judgment is incorrect as to the direction, timing or extent of expected movements of particular securities or sectors or the market as a whole.

Distressed Securities Risk — Distressed securities frequently do not produce income while they are outstanding and may require the Fund to bear certain extraordinary expenses in order to protect and recover its investment. Distressed securities are at high risk for default.

Duration Risk — The longer-term securities in which the Fund may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.

Economic Risks of Global Health Events — Global health events and pandemics, such as COVID-19, have the ability to affect—quickly, drastically and substantially the economies of many nations, states, individual companies and the markets in general and can cause disruptions that cannot necessarily be foreseen. The spread of COVID-19 around the world in 2020 resulted in a substantial number of nations implementing social distancing measures, quarantines, and the shutdown of non-essential businesses and governmental services. Further, it has caused significant volatility in U.S. and international markets. The impact of the outbreak may be short term or may last for an extended period of time.

Event-Driven Strategies Risk — Event-driven strategies involve making evaluations and predictions about both the likelihood that a particular event in the life of a company will occur and the impact such an event will have on the value of the company’s securities. The transaction in which such a company is involved may be unsuccessful, take considerable time (or longer than anticipated) or may result in a distribution of cash or a new security, the value of which may be less than the purchase price of the company’s security. If an

anticipated transaction does not occur, the Fund may be required to sell its securities at a loss.

Exchange-Traded Funds (ETFs) Risk — The risks of owning shares of an ETF generally reflect the risks of owning the underlying securities the ETF is designed to track, although lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. When the Fund invests in an ETF, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the ETF’s expenses.

Exchange-Traded Notes (ETNs) Risk — The value of an ETN is subject to the credit risk of the issuer.

There may not be an active trading market available for some ETNs. Additionally, trading of ETNs may be halted or the ETN may be delisted by the listing exchange.

Extension Risk — The risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security’s value.

Financial Services Industry Risk — The Conservative Income Fund’s portfolio is concentrated in investments in securities issued by companies in the financial services industry. The financial services industry is subject to extensive government regulation. Profitability is largely dependent on the availability and cost of capital, and can fluctuate significantly when interest rates change. Financial services companies are highly dependent on short-term interest rates and typically will be adversely affected by economic downturns or changes in banking regulations.

Foreign Investment/Emerging Markets Risk — The risk that non-U.S. securities may be subject to additional risks due to, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments. These additional risks may be heightened with respect to emerging market countries because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. Investments in emerging markets are subject to the added risk that information in emerging market investments may be unreliable or outdated due to differences in regulatory, accounting or auditing and financial record keeping standards, or because less information about emerging market investments is publicly available. In addition, the rights and remedies associated with emerging market investments may be different than investments in developed markets. A lack of reliable information, rights and remedies increase the risks of investing in emerging markets in comparison to more developed markets. In addition, periodic U.S. Government restrictions on investments in issuers from

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certain foreign countries may require the Fund to sell such investments at inopportune times, which could result in losses to the Fund.

Foreign Sovereign Debt Securities Risk — The risks that: (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii) there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.

Income Risk — An investment in the Fund is subject to income risk, which is the possibility that the Fund’s yield will decline due to falling interest rates.

Inflation Protected Securities Risk — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in “real” interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation indexed securities will generally vary up or down along with the rate of inflation.

Interest Rate Risk — The risk that a change in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Fund invests. Generally, the value of the Fund’s fixed income securities will vary inversely with the direction of prevailing interest rates. Changing interest rates may have unpredictable effects on the markets and may affect the value and liquidity of instruments held by the Fund. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates.

Investment Company and Exchange-Traded Funds (ETFs) Risk — When the Fund invests in an investment company, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company’s expenses. In addition, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on

a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund’s share price fluctuates based on what another investor is willing to pay rather than on the market value of the securities in the fund.

Investment in the Subsidiary Risk — A Subsidiary is not registered under the Investment Company Act of 1940 (the 1940 Act) and, unless otherwise noted, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in a Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which the Fund and a Subsidiary, respectively, are organized, could result in the inability of the Fund and/or a Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.

Investment Style Risk — The risk that large capitalization securities may underperform other segments of the equity markets or the equity markets as a whole.

Large Capitalization Risk — The risk that larger, more established companies may be unable to respond quickly to new competitive challenges such as changes in technology and consumer tastes. Larger companies also may not be able to attain the high growth rates of successful smaller companies.

Leverage Risk — The Fund’s use of derivatives may result in the Fund’s total investment exposure substantially exceeding the value of its portfolio securities and the Fund’s investment returns depending substantially on the performance of securities that the Fund may not directly own. The use of leverage can amplify the effects of market volatility on the Fund’s share price and may also cause the Fund to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The Fund’s use of leverage may result in a heightened risk of investment loss.

Liquidity Risk — The risk that certain securities may be difficult or impossible to sell at the time and the price that the Fund would like. The Fund may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.

Market Risk — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad

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changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. Markets for fixed income securities may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. In response to these events, the Fund’s value may fluctuate and/or the Fund may experience increased redemptions from shareholders, which may impact the Fund’s liquidity or force the Fund to sell securities into a declining or illiquid market.

Master Limited Partnership (MLP) Risk — Investments in units of MLPs involve risks that differ from an investment in common stock. Holders of the units of MLPs have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of MLPs. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of an MLP, including a conflict arising as a result of incentive distribution payments. The benefit the Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be a reduction in the after-tax return to the Fund of distributions from the MLP, likely causing a reduction in the value of the Fund’s shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on the Fund. At times, the performance

of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole. The Internal Revenue Code of 1986, as amended, provides that the Fund is permitted to invest up to 25% of its assets in one or more qualified publicly traded partnerships (QPTPs), which will include certain MLPs, and treat the income allocated by such QPTPs as qualifying income for purposes of the regulated investment company annual qualifying income requirements described in “Taxes” below.

Mortgage Dollar Rolls Risk — Mortgage dollar rolls are transactions in which the Fund sells securities (usually mortgage-backed securities) and simultaneously contracts to repurchase substantially similar, but not identical, securities on a specified future date. If the broker-dealer to whom the Fund sells the security becomes insolvent, the Fund’s right to repurchase the security may be restricted. Other risks involved in entering into mortgage dollar rolls include the risk that the value of the security may change adversely over the term of the mortgage dollar roll and that the security the Fund is required to repurchase may be worth less than the security that the Fund originally held.

Mortgage-Backed Securities Risk — Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities; however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund’s actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Fund’s expectation. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by the Fund.

Municipal Securities Risk — Municipal securities, like other fixed income securities, rise and fall in value in response to economic and market factors, primarily

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changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term securities usually respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer’s current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to meet their obligations. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund’s holdings. As a result, the Fund will be more susceptible to factors that adversely affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations. Municipal obligations may be underwritten or guaranteed by a relatively small number of financial services firms, so changes in the municipal securities market that affect those firms may decrease the availability of municipal instruments in the market, thereby making it difficult for the Sub-Adviser to identify and obtain appropriate investments for the Fund’s portfolio. Also, there may be economic or political changes that impact the ability of issuers of municipal securities to repay principal and to make interest payments on securities owned by the Fund. Any changes in the financial condition of municipal issuers may also adversely affect the value of the Fund’s securities.

Non-Diversified Risk — The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, these Funds may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities. However, the Funds intend to satisfy the asset diversification requirements under the Code for classification as a RIC.

Opportunity Risk — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

Portfolio Turnover Risk — Due to its investment strategy, the Fund may buy and sell securities frequently. This may result in higher transaction costs and taxes subject to ordinary income tax rates as opposed to

more favorable capital gains rates, which may affect the Fund’s performance.

Prepayment Risk — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Fund to invest the proceeds at generally lower interest rates.

Private Placements Risk — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.

Real Estate Industry Risk — Securities of companies principally engaged in the real estate industry may be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. The Fund’s investments are concentrated in issuers conducting business in the real estate industry, and therefore the Fund is subject to risks associated with legislative or regulatory changes, adverse market conditions and/or increased competition affecting that industry.

Real Estate Investment Trusts (REITs) Risk — REITs are trusts that invest primarily in commercial real estate or real estate-related loans. The Fund’s investments in REITs will be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. Some REITs may have limited diversification and may be subject to risks inherent in financing a limited number of properties.

Repurchase Agreement Risk — Although repurchase agreement transactions must be fully collateralized at all times, they generally create leverage and involve some counterparty risk to the Fund whereby a defaulting counterparty could delay or prevent the Fund’s recovery of collateral.

Short Sales Risk — A short sale involves the sale of a security that the Fund does not own in the expectation of purchasing the same security (or a security exchangeable therefore) at a later date at a lower price.

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Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as “covering” the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund’s share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.

Small and Medium Capitalization Companies Risk — The risk that small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon a relatively small management group. Therefore, small capitalization and medium capitalization stocks may be more volatile than those of larger companies. Small capitalization and medium capitalization stocks may be traded over-the-counter or listed on an exchange.

Tax Risk — The Fund may gain most of its exposure to the commodities markets through its investment in a Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income) to comply with certain qualifying income tests necessary for the Fund to qualify as a regulated investment company (RIC) under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity-linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund’s taxable income or gains and distributions. The Fund intends to hold certain commodity-related investments indirectly through a Subsidiary. The Fund believes that income from the Subsidiary will be qualifying income because it expects that the Subsidiary will make annual distributions of its earnings and profits. The Fund intends to secure an opinion of counsel based on customary representations that actual distributions made to the Fund from its Subsidiary should be treated as “qualifying income.” If the Fund did not qualify as a RIC for any taxable year and certain relief provisions were not available, the Fund’s taxable income would

be subject to tax at the Fund level and to a further tax at the shareholder level when such income is distributed. Failure to comply with the requirements for qualification as a RIC would have significant negative tax consequences to Fund shareholders.

Taxation Risk — The Fund is managed to seek to minimize tax consequences to shareholders, but there is no guarantee that the Fund will be able to operate without incurring taxable income and gains to shareholders.

Tracking Error Risk — The risk that the Fund’s performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund’s investments and the index’s components and other factors.

U.S. Government Securities Risk — Although U.S. Government securities are considered to be among the safest investments, they are still subject to the credit risk of the U.S. Government and are not guaranteed against price movements due to changing interest rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.

Warrants Risk — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.

The foregoing is not intended to be a complete discussion of the risks associated with investing in a Fund. Please review each Fund’s current prospectus for additional disclosures regarding the principal risks associated with investing in a Fund.

11. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2023, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		97	%
Class Y		36

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Fund	% Held
Large Cap Value Fund
Class F		92	%
Class I		–
Class Y		98
Large Cap Growth Fund
Class F		91	%
Class I		–
Class Y		98
Large Cap Index Fund
Class F		99	%
Tax-Managed Large Cap Fund
Class F		83	%
Class Y		57
S&P 500 Index Fund
Class F		44	%
Class I		7
Small Cap Fund
Class F		98	%
Class Y		37
Small Cap Value Fund
Class F		93	%
Class I		–
Class Y		98
Small Cap Growth Fund
Class F		97	%
Class I		–
Class Y		37
Tax-Managed Small/Mid Cap Fund
Class F		92	%
Class Y		59
Mid-Cap Fund
Class F		94	%
Class I		–
Class Y		19
U.S. Managed Volatility Fund
Class F		94	%
Class I		–
Class Y		50
Global Managed Volatility Fund
Class F		97	%
Class I		–
Class Y		54
Tax-Managed Managed Volatility Fund
Class F		86	%
Class Y		72
Tax-Managed International Managed Volatility Fund
Class F		97	%
Class Y		91
Real Estate Fund
Class F		96	%
Class I		–
Class Y		56

Fund	% Held
Core Fixed Income Fund
Class F		97	%
Class I		12
Class Y		61
High Yield Bond Fund
Class F		97	%
Class I		–
Class Y		65
Conservative Income Fund
Class F		98	%
Class Y		23
Tax-Free Conservative Income Fund
Class F		98	%
Class Y		65
Real Return Fund
Class F		98	%
Class Y		38
Dynamic Asset Allocation Fund
Class F		97	%
Class Y		20
Multi-Strategy Alternative Fund
Class F		98	%
Class Y		86
Multi-Asset Accumulation Fund
Class F		98	%
Class Y		42
Multi-Asset Income Fund
Class F		98	%
Class Y		42
Multi-Asset Inflation Managed Fund
Class F		97	%
Class Y		29
Multi-Asset Capital Stability Fund
Class F		98	%
Class Y		28

SPTC is not a direct service provider to the SEI Funds. However, SPTC performs a role in the comprehensive investment solution that SEI provides to investors. SPTC holds shares in the Funds as custodian for shareholders that are clients of independent registered investment advisers, financial planners, bank trust departments and other financial advisers. SPTC maintains omnibus accounts at the Fund’s transfer agent.

12. SECURITIES LENDING

Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed 33 1/3% of the total asset value of the Fund (including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash, letters of credit or U.S.

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Government securities. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or restricted from recovering the loomed securities or disposing of the collateral for the loan, which could give rise to loss because at adverse market actions expenses and/ or delays in connection with the disposition of the underlying securities.

Cash collateral received in connection with securities lending is invested in eligible securities by the lending agent. These investments may include the SEI Liquidity Fund LP (“Liquidity Fund”), and the Fund bears its pro rata portion of the Liquidity Fund’s expenses and is subject to the risk of loss in the underlying investments of the Liquidity Fund. There is no guarantee that these investments will not lose value.

The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of March 31, 2023 ($ Thousands):

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Fund	$	13,769	$	13,769	$	–
Large Cap Value Fund		3,544		3,544		–
Large Cap Index Fund		1,141		1,141		–
Tax-Managed Large Cap Fund		16,856		16,856		–
S&P 500 Index Fund		56		56		–
Small Cap Fund		2,083		2,083		–
Small Cap Value Fund		2,366		2,366		–
Small Cap Growth Fund		2,259		2,259		–
U.S. Managed Volatility Fund		4,561		4,561		–
Global Managed Volatility Fund		11,141		11,141		–
Tax-Managed Managed Volatility Fund		4,085		4,085		–
Tax-Managed International Managed Volatility Fund		16,590		16,590		–
Core Fixed Income Fund		41,058		41,058		–

(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund’s Schedule of Investments for the total collateral received.

13. REGULATORY MATTERS

On July 27, 2017, the U.K. Financial Conduct Authority announced that it intends to stop compelling or inducing banks to submit London Inter Bank Offered Rate (LIBOR) rates after 2021. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and is expected to cease for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. The elimination of the LIBOR may adversely affect the interest rates on, and value of, certain Fund investments for which the value is tied to LIBOR. Such investments may include bank loans, derivatives, floating rate securities, and other assets or liabilities tied to LIBOR. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. The U.S. Federal Reserve, based on the recommendations of the New York Federal Reserve’s Alternative Reference Rate Committee (comprised of major derivative market participants and their regulators), has begun publishing a Secured Overnight Financing Rate, which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. Markets are slowly developing in response to these new rates. Questions around liquidity impacted by these rates, and how to appropriately adjust these rates at the time of transition, remain a concern for a Fund. The effect of any changes to, or discontinuation of, LIBOR on a Fund will vary depending on, among other things, (1) existing fallback or termination provisions in individual contracts and (2) whether, how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. Accordingly, it is difficult to predict the full impact of the transition away from LIBOR on a Fund until new reference rates and fallbacks for both legacy and new products, instruments and contracts are commercially accepted.

14. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements as of March 31, 2023.

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Disclosure of Fund Expenses (Unaudited)

March 31, 2023

All mutual funds have operating expenses. As a shareholder of a fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the fund’s average net assets; this percentage is known as the fund’s expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The table on this page illustrates your fund’s costs in two ways:

●    Actual fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.

You can use this information, together with the actual amount you invested in the Fund, to estimate the expenses you paid over that period. Simply divide your actual account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”

●    Hypothetical 5% return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that the Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) for the period is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expenses Paid During Period” column with those that appear in the same charts in the shareholder reports for other funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown may not apply to your specific investment.

	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,155.00		0.89	%	$	4.78
Class Y Shares		1,000.00		1,156.60		0.64			3.45
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,148.10		0.89	%	$	4.77
Class I Shares		1,000.00		1,147.10		1.11			5.93
Class Y Shares		1,000.00		1,149.60		0.64			3.43
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.41		1.11			5.58
Class Y Shares		1,000.00		1,021.74		0.64			3.23

	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,151.10		0.89	%	$	4.77
Class I Shares		1,000.00		1,149.80		1.11			5.94
Class Y Shares		1,000.00		1,152.60		0.64			3.44
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.41		1.11			5.58
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,150.60		0.25	%	$	1.34
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.69		0.25	%	$	1.26

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	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,162.30		0.89	%	$	4.80
Class Y Shares		1,000.00		1,163.30		0.64			3.46
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class Y Shares		1,000.00		1,021.74		0.64			3.23
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,154.70		0.25	%	$	1.34
Class I Shares		1,000.00		1,152.30		0.65			3.48
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.69		0.25	%	$	1.26
Class I Shares		1,000.00		1,021.70		0.65			3.27
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,099.70		1.14	%	$	5.97
Class Y Shares		1,000.00		1,100.80		0.89			4.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class Y Shares		1,000.00		1,020.49		0.89			4.48
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,112.30		1.14	%	$	6.00
Class I Shares		1,000.00		1,111.20		1.36			7.14
Class Y Shares		1,000.00		1,114.20		0.89			4.69
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.17		1.36			6.83
Class Y Shares		1,000.00		1,020.50		0.89			4.48
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,094.60		1.11	%	$	5.80
Class I Shares		1,000.00		1,093.10		1.36			7.10
Class Y Shares		1,000.00		1,095.70		0.86			4.49
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.15		1.36			6.84
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,106.90		1.11	%	$	5.83
Class Y Shares		1,000.00		1,108.40		0.89			4.68
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class Y Shares		1,000.00		1,020.49		0.89			4.48

	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,117.40		0.98	%	$	5.17
Class I Shares		1,000.00		1,116.00		1.20			6.33
Class Y Shares		1,000.00		1,118.70		0.73			3.86
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.05		0.98	%	$	4.94
Class I Shares		1,000.00		1,018.95		1.20			6.04
Class Y Shares		1,000.00		1,021.29		0.73			3.68
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,127.70		0.90	%	$	4.77
Class I Shares		1,000.00		1,125.60		1.15			6.09
Class Y Shares		1,000.00		1,128.40		0.65			3.45
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.44		0.90	%	$	4.53
Class I Shares		1,000.00		1,019.21		1.15			5.78
Class Y Shares		1,000.00		1,021.69		0.65			3.28
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,129.30		1.11	%	$	5.89
Class I Shares		1,000.00		1,127.80		1.36			7.21
Class Y Shares		1,000.00		1,130.80		0.86			4.57
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.17		1.36			6.84
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,112.60		1.00	%	$	5.27
Class Y Shares		1,000.00		1,114.50		0.75			3.96
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.95		1.00	%	$	5.04
Class Y Shares		1,000.00		1,021.19		0.75			3.79
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,204.90		1.11	%	$	6.10
Class Y Shares		1,000.00		1,205.40		0.86			4.73
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,062.70		1.14	%	$	5.86
Class I Shares		1,000.00		1,060.80		1.36			6.99
Class Y Shares		1,000.00		1,063.80		0.89			4.58
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.16		1.36			6.84
Class Y Shares		1,000.00		1,020.49		0.89			4.48

SEI Institutional Managed Trust

387

Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2023

	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,052.10		0.66	%	$	3.38
Class I Shares		1,000.00		1,052.10		0.88			4.50
Class Y Shares		1,000.00		1,054.40		0.41			2.11
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.64		0.66	%	$	3.33
Class I Shares		1,000.00		1,020.55		0.88			4.43
Class Y Shares		1,000.00		1,022.88		0.41			2.08
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,055.70		0.89	%	$	4.56
Class I Shares		1,000.00		1,055.50		1.06			5.45
Class Y Shares		1,000.00		1,057.00		0.64			3.29
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.63		1.06			5.35
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,020.00		0.30	%	$	1.51
Class Y Shares		1,000.00		1,021.10		0.20			1.01
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.44		0.30	%	$	1.51
Class Y Shares		1,000.00		1,023.93		0.20			1.01
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,013.30		0.30	%	$	1.51
Class Y Shares		1,000.00		1,013.80		0.20			1.01
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.44		0.30	%	$	1.51
Class Y Shares		1,000.00		1,023.93		0.20			1.02
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,033.80		0.45	%	$	2.28
Class Y Shares		1,000.00		1,033.10		0.35			1.78
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.69		0.45	%	$	2.27
Class Y Shares		1,000.00		1,023.18		0.35			1.77

	Beginning Account Value 10/1/22		Ending Account Value 3/31/23		Annualized Expense Ratios			Expenses Paid During Period *
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,133.70		0.75	%	$	3.99
Class Y Shares		1,000.00		1,135.90		0.50			2.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.19		0.75	%	$	3.78
Class Y Shares		1,000.00		1,022.44		0.50			2.52
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,037.10		1.28	%	$	6.50
Class Y Shares		1,000.00		1,038.80		1.04			5.31
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,018.55		1.28	%	$	6.44
Class Y Shares		1,000.00		1,019.72		1.04			5.26
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	805.60		1.17	%	$	5.30
Class Y Shares		1,000.00		807.30		0.92			4.17
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.20		1.17	%	$	5.92
Class Y Shares		1,000.00		1,020.46		0.92			4.66
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,082.20		0.80	%	$	4.15
Class Y Shares		1,000.00		1,082.70		0.70			3.63
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.94		0.80	%	$	4.03
Class Y Shares		1,000.00		1,021.45		0.70			3.52
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,013.30		1.58	%	$	7.93
Class Y Shares		1,000.00		1,014.90		1.33			6.68
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,017.05		1.58	%	$	7.95
Class Y Shares		1,000.00		1,018.30		1.33			6.69
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,029.50		0.62	%	$	3.14
Class Y Shares		1,000.00		1,029.50		0.52			2.63
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.84		0.62	%	$	3.13
Class Y Shares		1,000.00		1,022.34		0.52			2.62

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 182/365 (to reflect the one-half year period shown).

388

SEI Institutional Managed Trust

Review of the Liquidity Risk Management Program (Unaudited)

March 31, 2023

Pursuant to Rule 22e-4 under the 1940 Act, the Trust, on behalf of the Funds, has adopted a liquidity risk management program (the “Program”) to govern the Trust’s approach to managing liquidity risk. The Program is overseen by the SIMC Liquidity Risk Oversight Committee, and the Program’s principal objectives include assessing, managing and periodically reviewing each Fund’s liquidity risk, based on factors specific to the circumstances of the Fund.

At a meeting of the Board held on March 20-22, 2023, the Trustees received a report from the SIMC Liquidity Risk Oversight Committee addressing the operations of the Program and assessing its adequacy and effectiveness of implementation. The SIMC Liquidity Risk Oversight Committee determined, and reported to the Board, that the Program remains reasonably designed to assess and manage each Fund’s liquidity risk and that the Program adequately and effectively managed each Fund’s liquidity risk during the 2022 calendar year. The SIMC Liquidity Risk Oversight Committee also reported that with respect to the Trust there were no reportable liquidity events during the period.

There can be no assurance that the Program will achieve its objectives in the future. Please refer to the prospectus for more information regarding a Fund’s exposure to liquidity risk and other principal risks to which an investment in the Funds may be subject.

SEI Institutional Managed Trust

389

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)

SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”), pursuant to which SIMC provides investment advisory services to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), and under the supervision of SIMC and the Trust’s Board of Trustees (each member, a “Trustee” and, collectively, the “Trustees” or the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”), requires that the initial approval of a Fund’s Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”) cast in person (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve or renew an Investment Advisory Agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve or renew the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and certain Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data that was engaged to prepare an assessment of the Funds in connection with the renewal of the Investment Advisory Agreements (the “Broadridge Report”); (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance

390

SEI Institutional Managed Trust

over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

At the March 20-22, 2023 meeting of the Board, the Trustees, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement. Also, certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at meetings of the Board held during the first half of the Trust’s fiscal year on December 5-7, 2022, January 25, 2023 and March 20-22, 2023. In each case, the Board’s approval or renewal was based on its consideration and evaluation of the factors described above, as discussed at the meetings and at prior meetings. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Investment Advisory Agreements.

Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the approval or renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.

Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support the approval or renewal of the Sub-Advisory Agreement.

Fees. With respect to the Funds’ expenses under the Investment Advisory Agreements, the Trustees considered the rate of compensation called for by the Investment Advisory Agreements and the Funds’ net operating expense ratios in comparison to those of the Funds’ respective peer groups. In assessing Fund expenses, the Trustees considered the information in the Broadridge Report, which included various metrics related to fund expenses, including, but not limited to, contractual management fees at various asset levels, actual management fees (including transfer agent expenses), and actual total expenses (including, solely with respect to the Multi-Strategy Alternative Fund, underlying fund expenses) for the Funds and a universe of comparable funds. Based on the materials considered and discussion at the meetings, the Trustees further determined that fees were either shown to be below the peer average in the comparative fee analysis, or that there was a reasonable basis for the fee level. The Trustees also considered the effects of SIMC’s and its affiliates’ voluntary waivers of management and other fees to prevent total Fund operating expenses from exceeding any applicable cap and concluded that SIMC, through waivers, has maintained the Funds’ net operating expenses at competitive levels for its distribution channels. In determining the appropriateness of fees, the Board also took into consideration the impact of fees incurred indirectly by the Funds as a result of investments into underlying funds, including funds from which SIMC or its affiliates earn fees. The Board also took into consideration compensation earned from the Funds by SIMC or its affiliates for non-advisory services, such as administration, transfer agency, shareholder services or brokerage, and considered whether SIMC and its affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements. When considering fees paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and that such compensation

SEI Institutional Managed Trust

391

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Funds are reasonable and supported the approval or renewal of the Investment Advisory Agreements. The Board also considered whether the Sub-Advisers and their affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements.

Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported the approval or renewal of the Investment Advisory Agreements.

Economies of Scale. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the fees were reasonable in light of the information that was provided by SIMC with respect to economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees’ counsel, unanimously approved the approval or renewal, as applicable, of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

392

SEI Institutional Managed Trust

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2023

Trustees

Robert A. Nesher, Chairman

William M. Doran

Nina Lesavoy

James M. Williams

Hubert L. Harris, Jr.

Susan C. Cote

James B. Taylor

Christine Reynolds

Thomas Melendez

Officers

Robert A. Nesher

President and Chief Executive Officer

Ankit Puri

Controller and Chief Financial Officer

Glenn R. Kurdziel

Assistant Controller

Stephen Panner

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

David F. McCann

Vice President, Assistant Secretary

Katherine Mason

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Donald Duncan

Anti-Money Laundering Compliance Officer

Privacy Officer

Investment Adviser

SEI Investments Management Corporation

Administrator

SEI Investments Global Funds Services

Distributor

SEI Investments Distribution Co.

Legal Counsel

Morgan, Lewis & Bockius LLP

Independent Registered Public Accounting Firm

KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

For more information call

1 800 DIAL SEI

(1 800 342 5734)

SEI-F-092 (3/23)

Item 2. Code of Ethics.

Not applicable for semi-annual report.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual report.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual report.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

Included in Item 1.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees (the “Board”). The Registrant has a standing Governance Committee (the “Committee”) currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Board. Pursuant to the Committee’s Charter, adopted on June 18th 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11. Controls and Procedures.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

(a)(1) Not applicable for semi-annual report.

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

(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, also accompany this filing as exhibits.

SIGNATURES

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

	SEI Institutional Managed Trust
By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO

Date: June 9, 2023

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

By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO
Date: June 9, 2023
By	/s/ Ankit Puri
	Ankit Puri, Controller & CFO
Date: June 9, 2023