SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 6.5%
Alphabet Inc, Cl A *		12,227	$	17,338
Alphabet Inc, Cl C *		1,457		2,060
AT&T Inc		414,642		12,535
Comcast Corp, Cl A		322,884		12,586
Facebook Inc, Cl A *		127,358		28,919
Fox Corp		14,250		382
IAC/InterActiveCorp *		1,711		553
Interpublic Group of Cos Inc/The		273,661		4,696
Match Group Inc *(A)		4,790		513
Netflix Inc *		6,810		3,099
Omnicom Group Inc		187,763		10,252
Pinterest, Cl A *		109,400		2,425
Spotify Technology *		9,526		2,460
TEGNA Inc		156,937		1,748
T-Mobile US Inc *		56,522		5,887
Verizon Communications Inc		442,456		24,393
Zynga Inc, Cl A *		90,077		859
				130,705
Consumer Discretionary — 11.1%
Advance Auto Parts Inc		37,149		5,292
Alibaba Group Holding ADR *		51,287		11,063
Amazon.com Inc, Cl A *		17,245		47,576
Aptiv PLC *		36,264		2,826
Best Buy Co Inc		85,726		7,481
BorgWarner Inc		352,717		12,451
Brinker International Inc *		24,507		588
Carnival Corp *(A)		48,674		799
Darden Restaurants Inc *		29,167		2,210
Dick’s Sporting Goods Inc		78,636		3,245
Dillard’s Inc, Cl A (A)		14,199		366
Dollar General Corp		66,628		12,693
DR Horton Inc		43,190		2,395
eBay Inc		231,678		12,152
Foot Locker Inc, Cl A *		60,722		1,771
Ford Motor Co *		152,816		929
Garmin Ltd		9,857		961
General Motors Co *		277,570		7,023
Goodyear Tire & Rubber Co/The *		63,073		564
Harley-Davidson Inc, Cl A		78,861		1,875
Kohl’s Corp *		46,679		970
Lear Corp *		27,328		2,979
Lowe’s Cos Inc		140,879		19,035
Lululemon Athletica Inc *		13,413		4,185
Magna International Inc, Cl A		69,414		3,091
MercadoLibre Inc *		1,521		1,499
NIKE Inc, Cl B		51,105		5,011
O’Reilly Automotive Inc *		17,938		7,564
PulteGroup Inc		213,962		7,281
Ross Stores Inc *		165,002		14,065
Royal Caribbean Cruises Ltd *		23,128		1,163

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Starbucks Corp		49,414	$	3,636
Target Corp, Cl A		78,626		9,430
Tesla Inc *		403		435
Ulta Beauty Inc *		5,650		1,149
Whirlpool Corp		29,958		3,880
Wyndham Destinations Inc		43,982		1,239
Yum China Holdings Inc *		34,220		1,645
				222,517
Consumer Staples — 7.6%
Altria Group Inc		206,985		8,124
Coca-Cola Co/The		87,267		3,899
Conagra Brands Inc		274,429		9,652
Estee Lauder Cos Inc/The, Cl A *		9,089		1,715
Ingredion Inc		89,406		7,421
J M Smucker Co/The		105,076		11,118
Kellogg Co		158,345		10,460
Kraft Heinz Co/The		32,618		1,040
Kroger Co/The		745,645		25,240
Molson Coors Beverage Co, Cl B *		168,794		5,800
Monster Beverage Corp *		32,418		2,247
PepsiCo Inc		74,069		9,797
Philip Morris International Inc		189,697		13,290
Pilgrim’s Pride Corp *		111,946		1,891
Procter & Gamble Co/The		15,662		1,873
Sysco Corp, Cl A		101,924		5,571
Tyson Foods Inc, Cl A		120,839		7,215
Unilever NV		391,114		20,835
US Foods Holding Corp *		39,974		788
Walgreens Boots Alliance Inc		127,768		5,416
				153,392
Energy — 2.6%
BP PLC ADR		180,567		4,211
Canadian Natural Resources Ltd		179,340		3,126
Chevron Corp		195,082		17,407
ConocoPhillips		123,466		5,188
Devon Energy Corp		111,278		1,262
HollyFrontier Corp		93,807		2,739
Marathon Petroleum Corp		237,085		8,862
Phillips 66		60,132		4,323
Valero Energy Corp		79,375		4,669
				51,787
Financials — 14.6%
Aflac Inc		237,177		8,545
Allstate Corp/The		21,401		2,076
American International Group Inc		177,691		5,540
Ameriprise Financial Inc		25,787		3,869
Annaly Capital Management Inc ‡		628,068		4,120
Assured Guaranty Ltd		13,999		342
Banco Santander SA ADR *(A)		543,339		1,309
Bank of America Corp		1,126,115		26,745

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Bank of New York Mellon Corp/The		40,826	$	1,578
Berkshire Hathaway Inc, Cl B *		119,081		21,257
BlackRock Inc		3,595		1,956
Capital One Financial Corp		111,830		6,999
Charles Schwab Corp/The		230,432		7,775
Citigroup Inc		382,822		19,562
Citizens Financial Group Inc		91,232		2,303
Comerica Inc		44,417		1,692
Discover Financial Services		58,411		2,926
Essent Group Ltd		54,272		1,968
Everest Re Group Ltd		6,429		1,326
Fifth Third Bancorp		218,622		4,215
First Republic Bank/CA		120,561		12,778
Goldman Sachs Group Inc/The		9,444		1,866
Hartford Financial Services Group Inc/The		43,878		1,691
Intercontinental Exchange Inc		50,100		4,589
JPMorgan Chase & Co		174,688		16,431
KeyCorp		155,139		1,890
KKR & Co Inc (A)		55,247		1,706
Lincoln National Corp		51,216		1,884
Markel Corp *		14,103		13,020
Marsh & McLennan Cos Inc		117,100		12,573
MetLife Inc		13,335		487
MFA Financial Inc *‡		177,344		442
Moody’s Corp		39,148		10,755
Morgan Stanley		105,879		5,114
PNC Financial Services Group Inc/The		13,677		1,439
Popular Inc		29,221		1,086
Progressive Corp/The		35,138		2,815
Prudential Financial Inc		6,456		393
Radian Group Inc		76,931		1,193
Regions Financial Corp		253,557		2,820
Reinsurance Group of America Inc, Cl A		5,459		428
S&P Global Inc		46,292		15,252
SLM Corp		347,020		2,440
State Street Corp		203,141		12,910
T Rowe Price Group Inc		13,139		1,623
Truist Financial Corp		53,838		2,022
Two Harbors Investment Corp ‡		494,781		2,494
Unum Group		26,895		446
US Bancorp		217,613		8,013
Voya Financial Inc		83,766		3,908
Wells Fargo & Co		361,953		9,266
Willis Towers Watson PLC		46,242		9,107
Zions Bancorp NA		111,259		3,783
				292,767
Health Care — 17.0%
Abbott Laboratories		247,700		22,647
AbbVie Inc		71,579		7,028
Agilent Technologies Inc		47,500		4,198
Alexion Pharmaceuticals Inc *		48,114		5,400

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
AmerisourceBergen Corp, Cl A		106,610	$	10,743
Amgen Inc, Cl A		97,998		23,114
AstraZeneca PLC ADR		32,144		1,700
Baxter International Inc		4,737		408
Becton Dickinson and Co		66,732		15,967
Biogen Inc *		23,602		6,315
BioMarin Pharmaceutical Inc *		3,839		474
Boston Scientific Corp *		133,317		4,681
Bristol-Myers Squibb Co		224,491		13,200
Cardinal Health Inc		43,195		2,254
CVS Health Corp		315,444		20,494
Danaher Corp, Cl A		57,686		10,201
DaVita Inc *		5,590		442
DexCom Inc *		6,345		2,572
Gilead Sciences Inc		46,652		3,589
Guardant Health Inc *		37,797		3,067
GW Pharmaceuticals ADR *(A)		9,721		1,193
HCA Healthcare Inc *		41,019		3,981
Hill-Rom Holdings Inc		6,314		693
Humana Inc		26,657		10,336
Jazz Pharmaceuticals PLC *		41,757		4,607
Johnson & Johnson		233,859		32,888
McKesson Corp		30,243		4,640
Medtronic PLC		11,219		1,029
Merck & Co Inc		432,144		33,418
Mettler-Toledo International Inc *		9,566		7,706
Mylan NV *		134,041		2,155
Pfizer Inc		332,936		10,887
Regeneron Pharmaceuticals Inc *		6,394		3,988
Teleflex Inc		37,086		13,499
UnitedHealth Group Inc		91,118		26,875
Veeva Systems Inc, Cl A *		4,182		980
Vertex Pharmaceuticals Inc *		41,414		12,023
Zimmer Biomet Holdings Inc		97,355		11,620
				341,012
Industrials — 8.7%
3M Co		36,960		5,765
AGCO Corp		49,960		2,771
Allison Transmission Holdings Inc		79,368		2,919
American Airlines Group Inc *(A)		48,305		631
AMETEK Inc		101,819		9,099
Chart Industries Inc *		86,320		4,186
Cintas Corp		13,785		3,672
Cummins Inc		50,838		8,808
Delta Air Lines Inc, Cl A *		48,933		1,372
FedEx Corp		37,387		5,242
Fortive Corp		150,927		10,212
HD Supply Holdings Inc *		26,641		923
Honeywell International Inc		158,289		22,887
Howmet Aerospace Inc *		239,542		3,797
Huntington Ingalls Industries Inc, Cl A		17,890		3,122

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Illinois Tool Works Inc		56,744	$	9,922
L3Harris Technologies Inc		55,396		9,399
ManpowerGroup Inc		29,203		2,008
MasTec Inc *		28,869		1,295
Raytheon Technologies Corp		26,236		1,617
Rockwell Automation Inc		33,135		7,058
Roper Technologies Inc		36,218		14,062
Spirit AeroSystems Holdings Inc, Cl A		42,044		1,006
Stanley Black & Decker Inc		88,404		12,322
Textron Inc		87,866		2,892
Timken Co/The		71,299		3,243
TransDigm Group Inc *		15,792		6,981
Uber Technologies Inc *		72,587		2,256
Union Pacific Corp		11,599		1,961
United Airlines Holdings Inc *		69,773		2,415
WW Grainger Inc		33,540		10,537
				174,380
Information Technology — 21.4%
Adobe Inc *		64,081		27,895
Akamai Technologies Inc *		3,812		408
Amphenol Corp, Cl A		28,176		2,700
Apple Inc		149,747		54,628
Applied Materials Inc		146,722		8,869
Arista Networks Inc *		11,749		2,468
Avalara Inc *		18,228		2,426
Cadence Design Systems Inc *		23,522		2,257
Ciena Corp *		15,757		853
Cisco Systems Inc		151,519		7,067
Crowdstrike Holdings, Cl A *		9,997		1,003
Dropbox Inc, Cl A *		22,627		493
DXC Technology Co *		23,705		391
Fidelity National Information Services Inc, Cl B		84,653		11,351
Fiserv Inc, Cl A *		53,932		5,265
Fortinet Inc *		13,607		1,868
Global Payments Inc		51,988		8,818
Hewlett Packard Enterprise Co		376,685		3,665
HP Inc		130,088		2,267
Intel Corp		218,464		13,071
International Business Machines Corp		30,665		3,703
Intuit Inc		80,673		23,895
IPG Photonics Corp *		22,061		3,538
Keysight Technologies Inc *		32,563		3,282
KLA Corp		2,073		403
Lam Research Corp		30,248		9,784
Marvell Technology Group Ltd		114,440		4,012
Microchip Technology Inc (A)		177,073		18,648
Micron Technology Inc *		39,443		2,032
Microsoft Corp		266,156		54,165
Motorola Solutions Inc		99,922		14,002
NVIDIA Corp		18,136		6,890

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
NXP Semiconductors NV		51,083	$	5,826
ON Semiconductor Corp *		128,798		2,553
Oracle Corp, Cl B		102,994		5,692
PayPal Holdings Inc *		90,356		15,743
Qorvo Inc *		14,011		1,549
QUALCOMM Inc		152,500		13,910
salesforce.com *		89,011		16,674
SAP ADR (A)		86,851		12,159
Seagate Technology PLC		77,003		3,728
Teradyne Inc		23,215		1,962
VeriSign Inc *		13,293		2,749
Visa Inc, Cl A (A)		139,382		26,924
Vishay Intertechnology Inc		103,407		1,579
Xerox Holdings Corp		107,849		1,649
Xilinx Inc		154,939		15,244
				430,058
Materials — 3.5%
Air Products and Chemicals Inc		40,718		9,832
Alcoa Corp *		43,089		484
Arconic *		27,167		378
Avery Dennison Corp		85,229		9,724
Ball Corp		29,883		2,077
Cabot Corp		15,424		571
Celanese Corp, Cl A		16,495		1,424
Corteva Inc		117,872		3,158
Crown Holdings Inc *		47,335		3,083
Domtar Corp *		33,879		715
DuPont de Nemours Inc		38,689		2,056
Eastman Chemical Co		83,258		5,798
Ecolab Inc		36,376		7,237
Freeport-McMoRan Inc, Cl B *		199,993		2,314
Huntsman Corp		204,320		3,672
International Paper Co		15,111		532
Linde PLC		25,508		5,410
LyondellBasell Industries NV, Cl A		19,075		1,254
Newmont Corp		40,955		2,529
Reliance Steel & Aluminum Co		27,414		2,602
Sherwin-Williams Co/The, Cl A		6,519		3,767
Steel Dynamics Inc		59,487		1,552
				70,169
Real Estate — 2.7%
Alexandria Real Estate Equities Inc ‡		25,795		4,185
American Tower Corp, Cl A ‡		46,120		11,924
Crown Castle International Corp ‡		122,688		20,532
Diversified Healthcare Trust ‡		153,836		681
Gaming and Leisure Properties Inc ‡		75,663		2,618
Host Hotels & Resorts Inc *‡		207,379		2,237
Invitation Homes Inc ‡		55,684		1,533
Medical Properties Trust Inc ‡		194,973		3,665
Omega Healthcare Investors Inc ‡		81,222		2,415
Service Properties Trust ‡		131,179		930

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
VEREIT Inc ‡		676,613	$	4,351
				55,071
Utilities — 3.0%
American Electric Power Co Inc		138,499		11,030
Exelon Corp		176,189		6,394
FirstEnergy Corp		231,585		8,981
NextEra Energy Inc		74,829		17,972
NRG Energy Inc		128,011		4,168
PPL Corp		273,006		7,054
Vistra Energy Corp		241,061		4,489
				60,088
Total Common Stock (Cost $1,525,156) ($ Thousands)				1,981,946

Description	Shares		Market Value    ($ Thousands)
AFFILIATED PARTNERSHIP — 2.5%
SEI Liquidity Fund, L.P.
0.190% **†(B)		49,557,690	$	49,586
Total Affiliated Partnership (Cost $49,570) ($ Thousands)				49,586
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		23,250,764		23,251
Total Cash Equivalent (Cost $23,251) ($ Thousands)				23,251
Total Investments in Securities — 102.4% (Cost $1,597,977) ($ Thousands)			$	2,054,783

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration   Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
S&P 500 Index E-MINI		81		Sep-2020	$	12,475	$	12,515	$	40
S&P Mid Cap 400 Index E-MINI		5		Sep-2020		878		890		11
					$	13,353	$	13,405	$	51

Percentages are based on Net Assets of $2,007,169 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $49,057 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $49,586 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2020 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		1,981,946		–		–		1,981,946
Affiliated Partnership		–		49,586		–		49,586
Cash Equivalent		23,251		–		–		23,251
Total Investments in Securities		2,005,197		49,586		–		2,054,783
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		51		–		–		51
Total Other Financial Instruments		51		–		–		51

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Fund (Continued)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/20		Shares		Income	Capital Gains
SEI Liquidity Fund, L.P.	$	29,711	$	268,407	$	(248,541	)	$3	$6	$	49,586		49,557,690	$225	$—
SEI Daily Income Trust, Government Fund, Cl F		22,022		346,429		(345,200	)	—	—		23,251		23,250,764	139	—
Totals	$	51,733	$	614,836	$	(593,741	)	$3	$6	$	72,837			$364	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Value Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 97.3%
Communication Services — 8.8%
AT&T Inc		1,203,777	$	36,390
BCE Inc		348,931		14,575
Comcast Corp, Cl A		260,031		10,136
Facebook Inc, Cl A *		31,793		7,219
Fox Corp		198,453		5,322
News Corp, Cl A		130,903		1,553
Omnicom Group Inc		27,325		1,492
TEGNA Inc		444,062		4,947
Telephone and Data Systems Inc		215,718		4,288
Verizon Communications Inc		316,871		17,469
ViacomCBS Inc, Cl B (A)		186,441		4,348
				107,739
Consumer Discretionary — 8.7%
Best Buy Co Inc		77,683		6,779
BorgWarner Inc		94,863		3,349
Brinker International Inc *		10,092		242
Carnival Corp *(A)		56,355		925
Darden Restaurants Inc *		26,575		2,014
Dick’s Sporting Goods Inc		53,663		2,214
eBay Inc		173,692		9,110
Foot Locker Inc, Cl A *		45,272		1,320
Ford Motor Co *		192,027		1,168
General Motors Co *		317,734		8,039
Genuine Parts Co		148,224		12,889
Kohl’s Corp *		74,571		1,549
Lear Corp *		29,170		3,180
Lowe’s Cos Inc		74,187		10,024
Magna International Inc, Cl A		43,734		1,947
PulteGroup Inc		218,446		7,434
Royal Caribbean Cruises Ltd *		22,352		1,124
Target Corp, Cl A		225,214		27,010
Ulta Beauty Inc *		9,153		1,862
Whirlpool Corp		24,943		3,231
Wyndham Destinations Inc		32,026		903
				106,313
Consumer Staples — 7.9%
Altria Group Inc		115,619		4,538
Bunge Ltd		9,164		377
Diageo PLC ADR		56,516		7,595
Ingredion Inc		59,066		4,903
J M Smucker Co/The		17,876		1,891
Kimberly-Clark Corp		80,762		11,416
Kraft Heinz Co/The		15,472		493
Kroger Co/The		359,813		12,180
Molson Coors Beverage Co, Cl B *		144,940		4,980
Philip Morris International Inc		191,025		13,383
Procter & Gamble Co/The		47,199		5,644
Tyson Foods Inc, Cl A		95,968		5,730
Unilever NV		170,393		9,077
Walgreens Boots Alliance Inc		209,256		8,870

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Walmart Inc		48,437	$	5,802
				96,879
Energy — 5.2%
BP PLC ADR		115,758		2,699
Canadian Natural Resources Ltd		127,419		2,221
Chevron Corp		191,290		17,069
ConocoPhillips		373,150		15,680
Devon Energy Corp		48,922		555
Exxon Mobil Corp		204,967		9,166
HollyFrontier Corp		57,278		1,673
Marathon Petroleum Corp		110,365		4,125
Phillips 66		78,499		5,644
Valero Energy Corp		81,802		4,812
				63,644
Financials — 18.2%
Aflac Inc		56,611		2,040
Allstate Corp/The		28,021		2,718
Ameriprise Financial Inc		31,652		4,749
Annaly Capital Management Inc ‡		770,812		5,057
Banco Santander SA ADR *(A)		443,778		1,070
Bank of America Corp		873,662		20,749
Bank of New York Mellon Corp/The		147,189		5,689
Berkshire Hathaway Inc, Cl B *		56,375		10,064
BlackRock Inc		5,251		2,857
Capital One Financial Corp		64,200		4,018
Charles Schwab Corp/The		39,903		1,346
Chubb Ltd		86,696		10,977
Citigroup Inc		489,776		25,028
Citizens Financial Group Inc		131,190		3,311
Comerica Inc		47,951		1,827
Discover Financial Services		64,266		3,219
Essent Group Ltd		27,767		1,007
Everest Re Group Ltd		9,521		1,963
Fifth Third Bancorp		158,023		3,047
Goldman Sachs Group Inc/The		14,352		2,836
Hartford Financial Services Group Inc/The		29,553		1,139
JPMorgan Chase & Co		307,802		28,952
KeyCorp		125,944		1,534
KKR & Co Inc (A)		54,802		1,692
Lincoln National Corp		50,085		1,843
MetLife Inc		42,153		1,539
MFA Financial Inc *‡		186,119		463
Morgan Stanley		292,933		14,149
PNC Financial Services Group Inc/The		28,629		3,012
Popular Inc		58,412		2,171
Principal Financial Group Inc, Cl A		25,832		1,073
Prudential Financial Inc		54,813		3,338
Radian Group Inc		85,088		1,320
Regions Financial Corp		211,042		2,347
Reinsurance Group of America Inc, Cl A		5,254		412
SLM Corp		288,409		2,028

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Value Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
State Street Corp		31,570	$	2,006
Synchrony Financial		80,573		1,786
T Rowe Price Group Inc		27,970		3,454
Travelers Cos Inc/The		47,402		5,406
Truist Financial Corp		286,092		10,743
Two Harbors Investment Corp ‡		555,380		2,799
Voya Financial Inc		91,291		4,259
Wells Fargo & Co		347,438		8,894
Zions Bancorp NA		57,793		1,965
				221,896
Health Care — 14.0%
AbbVie Inc		34,395		3,377
Alexion Pharmaceuticals Inc *		35,585		3,994
AmerisourceBergen Corp, Cl A		20,993		2,115
Amgen Inc, Cl A		14,314		3,376
AstraZeneca PLC ADR		22,578		1,194
Baxter International Inc		12,980		1,118
Biogen Inc *		8,371		2,240
Bristol-Myers Squibb Co		128,827		7,575
Cardinal Health Inc		79,800		4,165
CVS Health Corp		109,035		7,084
Eli Lilly and Co		80,373		13,196
Gilead Sciences Inc		71,804		5,525
HCA Healthcare Inc *		35,322		3,428
Hill-Rom Holdings Inc		2,238		246
Jazz Pharmaceuticals PLC *		55,360		6,108
Johnson & Johnson		192,987		27,140
McKesson Corp		47,448		7,279
Medtronic PLC		87,662		8,039
Merck & Co Inc		253,239		19,583
Mylan NV *		14,422		232
Novartis AG ADR		157,220		13,731
Pfizer Inc		890,108		29,106
Regeneron Pharmaceuticals Inc *		1,946		1,214
Zimmer Biomet Holdings Inc		2,048		244
				171,309
Industrials — 9.1%
3M Co		61,376		9,574
AGCO Corp		40,664		2,255
Allison Transmission Holdings Inc		68,559		2,522
Chart Industries Inc *		81,154		3,935
Cummins Inc		49,555		8,586
Delta Air Lines Inc, Cl A *		79,645		2,234
FedEx Corp		28,164		3,949
General Dynamics Corp		81,460		12,175
HD Supply Holdings Inc *		62,539		2,167
Howmet Aerospace Inc *		86,815		1,376
Huntington Ingalls Industries Inc, Cl A		15,906		2,776
Johnson Controls International plc		445,776		15,219
Landstar System Inc		10,205		1,146
ManpowerGroup Inc		55,146		3,791

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
MasTec Inc *		14,838	$	666
PACCAR Inc		39,340		2,945
Raytheon Technologies Corp		209,293		12,896
Robert Half International Inc		36,725		1,940
Siemens AG ADR		197,944		11,677
Southwest Airlines Co, Cl A *		19,635		671
Spirit AeroSystems Holdings Inc, Cl A		43,367		1,038
Textron Inc		70,021		2,304
Timken Co/The		50,058		2,277
Trane Technologies PLC		18,585		1,654
United Airlines Holdings Inc *		55,557		1,923
				111,696
Information Technology — 10.9%
Amdocs Ltd		98,170		5,977
Applied Materials Inc		58,996		3,566
Arista Networks Inc *		10,124		2,126
Cisco Systems Inc		454,793		21,212
Cognizant Technology Solutions Corp, Cl A		11,352		645
Corning Inc, Cl B		8,755		227
DXC Technology Co *		267,561		4,415
Hewlett Packard Enterprise Co		577,275		5,617
HP Inc		457,169		7,968
Intel Corp		617,374		36,937
International Business Machines Corp		45,435		5,487
IPG Photonics Corp *		15,472		2,482
Lam Research Corp		10,861		3,513
Marvell Technology Group Ltd		109,822		3,850
Micron Technology Inc *		52,378		2,698
Microsoft Corp		52,537		10,692
ON Semiconductor Corp *		30,225		599
Oracle Corp, Cl B		192,593		10,645
Seagate Technology PLC		62,503		3,026
Western Union Co/The		39,586		856
Xerox Holdings Corp		50,773		776
				133,314
Materials — 5.6%
Alcoa Corp *		33,965		382
Arconic *		21,703		302
Cabot Corp		38,287		1,419
Celanese Corp, Cl A		55,215		4,767
Corteva Inc		148,785		3,986
Crown Holdings Inc *		83,664		5,449
Dow Inc		151,453		6,173
DuPont de Nemours Inc		34,755		1,847
Eastman Chemical Co		107,242		7,468
Freeport-McMoRan Inc, Cl B *		258,033		2,986
Huntsman Corp		239,010		4,295
International Paper Co		154,588		5,443
LyondellBasell Industries NV, Cl A		43,433		2,854
NewMarket Corp		1,850		741
Newmont Corp		82,239		5,077

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Value Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
O-I Glass Inc, Cl I *		147,628	$	1,326
PPG Industries Inc		36,593		3,881
Reliance Steel & Aluminum Co		42,909		4,073
Steel Dynamics Inc		124,165		3,240
Westrock Co		77,285		2,184
				67,893
Real Estate — 3.0%
Boston Properties Inc ‡		34,139		3,086
Gaming and Leisure Properties Inc ‡		69,556		2,407
Healthpeak Properties Inc ‡		409,404		11,283
Host Hotels & Resorts Inc *‡		254,350		2,744
Jones Lang LaSalle Inc *		5,574		577
Medical Properties Trust Inc ‡		12,082		227
Omega Healthcare Investors Inc ‡		58,810		1,748
VEREIT Inc ‡		653,137		4,200
Welltower Inc ‡		195,497		10,117
				36,389
Utilities — 5.9%
Consolidated Edison Inc		85,841		6,175
Duke Energy Corp		112,530		8,990
Exelon Corp		252,210		9,153
FirstEnergy Corp		146,597		5,685
MDU Resources Group Inc		168,123		3,729
NextEra Energy Inc		96,149		23,092

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
NRG Energy Inc		83,057	$	2,704
PPL Corp		207,666		5,366
Vistra Energy Corp		400,666		7,460
				72,354
Total Common Stock (Cost $1,082,525) ($ Thousands)				1,189,426
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
0.190% **†(B)		3,674,865		3,673
Total Affiliated Partnership (Cost $3,676) ($ Thousands)				3,673
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		28,765,349		28,765
Total Cash Equivalent (Cost $28,765) ($ Thousands)				28,765
Total Investments in Securities — 100.0% (Cost $1,114,966) ($ Thousands)			$	1,221,864

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of   Contracts   Long		Expiration   Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation (Thousands)
S&P 500 Index E-MINI		87		Sep-2020	$	13,514	$	13,442	$	(72	)
S&P Mid Cap 400 Index E-MINI		68		Sep-2020		12,132		12,098		(34	)
					$	25,646	$	25,540	$	(106	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Value Fund (Continued)

Percentages are based on Net Assets of $1,221,733 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $3,583 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $3,673 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of June 30, 2020, 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		1,189,426			–		–		1,189,426
Affiliated Partnership		–			3,673		–		3,673
Cash Equivalent		28,765			–		–		28,765
Total Investments in Securities		1,218,191			3,673		–		1,221,864
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(106	)		–		–		(106	)
Total Other Financial Instruments		(106	)		–		–		(106	)

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$   899	$128,152	$(125,377)	$3	$(4)	$3,673	3,674,865	$115	$—
SEI Daily Income Trust, Government Fund, Cl F	17,909	228,485	(217,629)	—	—	28,765	28,765,349	116	—
Totals	$18,808	$356,637	$(343,006)	$3	$(4)	$32,438		$231	$—

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Growth Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 10.3%
Alphabet Inc, Cl A *		23,773	$	33,711
Alphabet Inc, Cl C *		20,087		28,395
Facebook Inc, Cl A *		219,606		49,866
IAC/InterActiveCorp *		961		311
Match Group Inc *(A)		3,403		364
Netflix Inc *		17,488		7,958
Pinterest Inc, Cl A *		47,186		1,046
Sea ADR *(A)		79,898		8,568
Spotify Technology SA *		1,175		303
T-Mobile US Inc *		195,466		20,358
Zynga Inc, Cl A *		31,700		303
				151,183
Consumer Discretionary — 14.8%
Alibaba Group Holding ADR *		110,343		23,801
Amazon.com Inc, Cl A *		32,715		90,255
Aptiv PLC		20,906		1,629
AutoZone Inc *		19,578		22,086
Best Buy Co Inc		3,676		321
Booking Holdings Inc *		153		244
Dick’s Sporting Goods Inc		7,339		303
Dunkin’ Brands Group Inc		4,526		295
eBay Inc		62,382		3,272
Garmin Ltd		3,001		293
Lennar Corp, Cl A		113,243		6,978
Lowe’s Cos Inc		151,316		20,446
Lululemon Athletica Inc *		36,963		11,533
MercadoLibre Inc *		1,992		1,964
NIKE Inc, Cl B		91,789		9,000
PulteGroup Inc		9,420		320
Starbucks Corp		71,749		5,280
Target Corp, Cl A		2,384		286
Tesla Inc *		4,476		4,833
TJX Cos Inc/The		233,855		11,823
Williams-Sonoma Inc		3,472		285
Yum China Holdings Inc		5,939		285
				215,532
Consumer Staples — 4.5%
Colgate-Palmolive Co		149,839		10,977
Estee Lauder Cos Inc/The, Cl A		2,480		468
Kroger Co/The		140,987		4,772
Monster Beverage Corp *		47,478		3,291
Nu Skin Enterprises Inc, Cl A		7,807		299
PepsiCo Inc		189,172		25,020
Philip Morris International Inc		30,584		2,143
Procter & Gamble Co/The		96,901		11,586
Sprouts Farmers Market Inc *		74,098		1,896
US Foods Holding Corp *		268,473		5,294

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Walmart Inc		2,350	$	282
				66,028
Financials — 6.0%
Allstate Corp/The		8,983		871
Apollo Global Management Inc, Cl A		74,656		3,727
CME Group Inc		34,715		5,643
FactSet Research Systems Inc		23,954		7,868
Intercontinental Exchange Inc		89,502		8,198
Moody’s Corp		74,332		20,421
Morgan Stanley		53,831		2,600
MSCI Inc, Cl A		35,500		11,851
New York Community Bancorp Inc		31,282		319
Progressive Corp/The		41,117		3,294
S&P Global Inc		41,449		13,657
T Rowe Price Group Inc		11,693		1,444
US Bancorp		196,937		7,251
				87,144
Health Care — 14.8%
Abbott Laboratories		59,028		5,397
AbbVie Inc		22,626		2,221
Align Technology Inc *		20,509		5,629
Amgen Inc, Cl A		1,229		290
Baxter International Inc		3,501		301
Becton Dickinson and Co		63,917		15,293
BioMarin Pharmaceutical Inc *		66,807		8,240
Boston Scientific Corp *		261,474		9,180
Bristol-Myers Squibb Co		16,200		953
Catalent Inc *		70,974		5,202
Centene Corp *		4,081		259
Danaher Corp, Cl A		107,411		18,994
DaVita Inc *		3,848		305
DexCom Inc *		12,441		5,044
Guardant Health Inc *		49,485		4,015
GW Pharmaceuticals PLC ADR *(A)		31,164		3,824
Humana Inc		744		289
IDEXX Laboratories Inc *		952		314
Insulet Corp *		1,479		287
Johnson & Johnson		118,103		16,609
McKesson Corp		1,868		287
Merck & Co Inc		207,456		16,043
Mettler-Toledo International Inc *		13,694		11,031
Neurocrine Biosciences Inc *		53,662		6,547
Stryker Corp		33,771		6,085
Teleflex Inc		14,290		5,201
UnitedHealth Group Inc		150,162		44,290
Varian Medical Systems Inc *		63,067		7,727
Veeva Systems Inc, Cl A *		10,214		2,394
Vertex Pharmaceuticals Inc *		49,434		14,351

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Growth Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Zoetis Inc, Cl A		2,135	$	293
				216,895
Industrials — 4.9%
Carrier Global Corp		261,858		5,818
Cintas Corp		23,385		6,229
CoStar Group Inc *		1,960		1,393
Graco Inc		161,595		7,755
Honeywell International Inc		53,123		7,681
Howmet Aerospace Inc		12,449		197
L3Harris Technologies Inc		32,031		5,435
Lockheed Martin Corp		24,565		8,964
Middleby Corp/The *		67,165		5,302
Nordson Corp		1,545		293
Otis Worldwide Corp		103,519		5,886
Robert Half International Inc		5,093		269
Rockwell Automation Inc		1,392		297
Trane Technologies PLC		54,646		4,862
TransDigm Group Inc		5,441		2,405
TransUnion		3,351		292
Uber Technologies Inc *		9,446		294
Union Pacific Corp		51,112		8,641
				72,013
Information Technology — 40.7%
Adobe Inc *		76,850		33,454
Advanced Micro Devices Inc *		68,950		3,627
Akamai Technologies Inc *		2,572		275
Analog Devices Inc		110,620		13,566
Apple Inc		268,100		97,803
Applied Materials Inc		335,470		20,279
Avalara Inc *		40,856		5,438
Booz Allen Hamilton Holding Corp, Cl A		3,926		305
Broadcom Inc		35,661		11,255
Cadence Design Systems Inc *		21,175		2,032
Ciena Corp *		40,153		2,175
Crowdstrike Holdings Inc, Cl A *		21,164		2,123
Dropbox Inc, Cl A *		12,708		277
EPAM Systems Inc *		18,381		4,632
Fidelity National Information Services Inc, Cl B		178,473		23,931
Fiserv Inc, Cl A *		108,967		10,637
Fortinet Inc *		15,566		2,137
GoDaddy Inc, Cl A *		9,562		701
Intuit Inc		48,626		14,403
Keysight Technologies Inc *		33,734		3,400
KLA Corp		40,448		7,866
Lam Research Corp		22,927		7,416
Manhattan Associates Inc *		3,132		295
Mastercard Inc, Cl A		108,595		32,112
Microsoft Corp		667,116		135,765
NortonLifeLock Inc		14,235		282
Nutanix Inc, Cl A *		12,579		298

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
NVIDIA Corp		44,236	$	16,806
NXP Semiconductors NV		128,870		14,696
Oracle Corp, Cl B		328,058		18,132
Palo Alto Networks Inc *		22,343		5,131
Paychex Inc		3,579		271
Paycom Software Inc *		22,685		7,026
PayPal Holdings Inc *		130,520		22,740
Pure Storage Inc, Cl A *		251,635		4,361
Qorvo Inc *		59,230		6,547
salesforce.com *		83,791		15,697
ServiceNow Inc *		22,877		9,267
Teradyne Inc		6,504		550
VeriSign Inc *		6,837		1,414
Visa Inc, Cl A (A)		187,887		36,294
				595,416
Materials — 2.5%
Air Products and Chemicals Inc		1,218		294
Ball Corp		4,175		290
Ecolab Inc		32,227		6,411
Linde PLC		30,300		6,427
Reliance Steel & Aluminum Co		2,770		263
Sherwin-Williams Co/The, Cl A		39,837		23,020
				36,705
Real Estate — 0.6%
Crown Castle International Corp ‡		45,309		7,583
Invitation Homes Inc ‡		20,458		563
				8,146
Total Common Stock (Cost $806,555) ($ Thousands)				1,449,062
AFFILIATED PARTNERSHIP — 3.3%
SEI Liquidity Fund, L.P.
0.190% **†(B)		48,020,304		48,038
Total Affiliated Partnership (Cost $48,033) ($ Thousands)				48,038
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		13,957,738		13,958
Total Cash Equivalent (Cost $13,958) ($ Thousands)				13,958
Total Investments in Securities — 103.4% (Cost $868,546) ($ Thousands)			$	1,511,058

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Growth Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long	Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI	45		Sep-2020	$	6,962	$	6,953	$	(9)

Percentages are based on Net Assets of $1,462,037 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $47,296 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $48,038 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Growth Fund (Concluded)

The following is a list of the levels of inputs used as of June 30, 2020 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		1,449,062		–		–		1,449,062
Affiliated Partnership		–		48,038		–		48,038
Cash Equivalent		13,958		–		–		13,958
Total Investments in Securities		1,463,020		48,038		–		1,511,058
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(9)		–		–		(9)
Total Other Financial Instruments		(9)		–		–		(9)

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value at 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 5,992	$188,655	$(146,620)	$7	$4	$48,038	48,020,304	$72	$—
SEI Daily Income Trust, Government Fund, Cl F	16,366	281,489	(283,897)	—	—	13,958	13,957,738	107	—
Totals	$22,358	$470,144	$(430,517)	$7	$4	$61,996		$179	$—

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.8%
Communication Services — 9.9%
Activision Blizzard Inc		16,708	$	1,268
Alphabet Inc, Cl A *		6,622		9,390
Alphabet Inc, Cl C *		6,537		9,241
Altice USA Inc, Cl A *		6,400		144
AT&T Inc		156,729		4,738
Cable One Inc		112		199
CenturyLink Inc		24,895		250
Charter Communications Inc, Cl A *		3,268		1,667
Comcast Corp, Cl A		100,043		3,900
Discovery Inc, Cl A *		3,600		76
Discovery Inc, Cl C *		7,117		137
DISH Network Corp, Cl A *		5,811		201
Electronic Arts Inc *		6,269		828
Facebook Inc, Cl A *		52,974		12,029
Fox Corp		11,031		296
GCI Liberty Inc *		2,200		156
IAC/InterActiveCorp *		1,620		524
Interpublic Group of Cos Inc/The		8,700		149
John Wiley & Sons Inc, Cl A		900		35
Liberty Broadband Corp, Cl A *		500		61
Liberty Broadband Corp, Cl C *		2,387		296
Liberty Media Corp-Liberty Formula One, Cl A *		500		15
Liberty Media Corp-Liberty Formula One, Cl C *		4,400		140
Liberty Media Corp-Liberty SiriusXM *		6,498		224
Lions Gate Entertainment Corp, Cl A *		300		2
Lions Gate Entertainment Corp, Cl B *		3,000		20
Live Nation Entertainment Inc *		2,690		119
Madison Square Garden Entertainment Corp *		407		31
Madison Square Garden Sports Corp *		407		60
Match Group Inc *(A)		1,200		128
Netflix Inc *		9,387		4,272
New York Times Co/The, Cl A		3,500		147
News Corp, Cl A		8,800		104
News Corp, Cl B		2,300		27
Nexstar Media Group Inc, Cl A		900		75
Omnicom Group Inc		4,726		258
Pinterest, Cl A *		8,800		195
Roku Inc, Cl A *		2,200		256
Sirius XM Holdings Inc		28,718		169
Spotify Technology *		2,860		738
Take-Two Interactive Software Inc, Cl A *		2,487		347
Telephone and Data Systems Inc		1,800		36
T-Mobile US Inc *		11,278		1,175
TripAdvisor Inc		2,000		38
Twitter Inc *		16,980		506
United States Cellular Corp *		645		20
Verizon Communications Inc		91,029		5,018
ViacomCBS Inc		19		—

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ViacomCBS Inc, Cl B		12,092	$	282
Walt Disney Co/The		39,677		4,424
World Wrestling Entertainment Inc, Cl A		900		39
Zillow Group Inc, Cl A *		1,300		75
Zillow Group Inc, Cl C *		3,000		173
Zynga Inc, Cl A *		19,600		187
				64,885
Consumer Discretionary — 10.9%
Advance Auto Parts Inc		1,475		210
Amazon.com Inc, Cl A *		9,354		25,806
Aptiv PLC		6,014		469
Aramark		5,800		131
AutoNation Inc *		1,200		45
AutoZone Inc *		520		587
Best Buy Co Inc		4,980		435
Booking Holdings Inc *		897		1,428
BorgWarner Inc		4,700		166
Bright Horizons Family Solutions Inc *		1,200		141
Brunswick Corp/DE		1,900		122
Burlington Stores Inc *		1,453		286
Caesars Entertainment Corp *		13,407		163
Capri Holdings Ltd *		3,500		55
CarMax Inc *		3,600		322
Carnival Corp (A)		9,427		155
Carter’s Inc		1,000		81
Carvana Co, Cl A *		1,100		132
Chegg Inc *		2,700		182
Chipotle Mexican Grill Inc, Cl A *		653		687
Choice Hotels International Inc		728		57
Columbia Sportswear Co		600		48
Darden Restaurants Inc		2,933		222
Dick’s Sporting Goods Inc		1,292		53
Dollar General Corp		5,696		1,085
Dollar Tree Inc *		5,318		493
Domino’s Pizza Inc		939		347
DR Horton Inc		7,500		416
Dunkin’ Brands Group Inc		1,914		125
eBay Inc		14,606		766
Etsy Inc *		2,600		276
Expedia Group Inc		2,943		242
Extended Stay America Inc		3,600		40
Five Below Inc *		1,283		137
Floor & Decor Holdings Inc, Cl A *		1,500		86
Foot Locker Inc, Cl A		2,500		73
Ford Motor Co		86,885		528
frontdoor Inc *		1,694		75
Gap Inc/The		4,000		51
Garmin Ltd		3,200		312
General Motors Co		27,691		701
Gentex Corp		5,435		140
Genuine Parts Co		3,076		268

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Graham Holdings Co, Cl B		78	$	27
Grand Canyon Education Inc *		1,100		100
Grubhub Inc *		2,100		148
H&R Block Inc		4,500		64
Hanesbrands Inc		8,400		95
Harley-Davidson Inc, Cl A		3,400		81
Hasbro Inc		2,802		210
Hilton Worldwide Holdings Inc		6,037		443
Home Depot Inc/The		23,635		5,921
Hyatt Hotels Corp, Cl A		694		35
Kohl’s Corp		3,325		69
L Brands Inc		5,300		79
Las Vegas Sands Corp		7,346		335
Lear Corp		1,350		147
Leggett & Platt Inc		3,100		109
Lennar Corp, Cl A		6,128		378
Lennar Corp, Cl B		250		12
LKQ Corp *		6,489		170
Lowe’s Cos Inc		16,615		2,245
Lululemon Athletica Inc *		2,593		809
Marriott International Inc/MD, Cl A		6,082		521
Mattel Inc *		8,100		78
McDonald’s Corp		16,326		3,012
MGM Resorts International		10,653		179
Mohawk Industries Inc *		1,359		138
Newell Brands Inc, Cl B		7,870		125
NIKE Inc, Cl B		26,643		2,612
Nordstrom Inc		2,700		42
Norwegian Cruise Line Holdings Ltd *		5,800		95
NVR Inc *		77		251
Ollie’s Bargain Outlet Holdings Inc *		1,200		117
O’Reilly Automotive Inc *		1,670		704
Peloton Interactive Inc, Cl A *		2,100		121
Penske Automotive Group Inc, Cl A		800		31
Planet Fitness Inc, Cl A *		1,800		109
Polaris Inc		1,231		114
Pool Corp		867		236
PulteGroup Inc		5,600		191
PVH Corp		1,649		79
Qurate Retail Inc *		9,165		87
Ralph Lauren Corp, Cl A		936		68
Ross Stores Inc		7,944		677
Royal Caribbean Cruises Ltd		3,636		183
Service Corp International/US		3,800		148
ServiceMaster Global Holdings Inc *		3,200		114
Six Flags Entertainment Corp		1,900		37
Skechers U.S.A. Inc, Cl A *		3,032		95
Starbucks Corp		25,721		1,893
Tapestry Inc		5,608		74
Target Corp, Cl A		10,915		1,309
Tempur Sealy International Inc *		900		65
Tesla Inc *		3,262		3,522

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Thor Industries Inc		1,200	$	128
Tiffany & Co		2,649		323
TJX Cos Inc/The		27,044		1,367
Toll Brothers Inc		2,800		91
Tractor Supply Co		2,600		343
Ulta Beauty Inc *		1,181		240
Under Armour Inc, Cl A *		4,015		39
Under Armour Inc, Cl C *		3,900		34
Vail Resorts Inc		870		158
VF Corp		6,957		424
Wayfair Inc, Cl A *(A)		1,375		272
Wendy’s Co/The		4,300		94
Whirlpool Corp		1,438		186
Williams-Sonoma Inc		1,700		139
Wyndham Destinations Inc		2,163		61
Wyndham Hotels & Resorts Inc		1,863		79
Wynn Resorts Ltd		2,215		165
Yum China Holdings Inc		7,885		379
Yum! Brands Inc		6,809		592
				71,762
Consumer Staples — 6.2%
Altria Group Inc		41,650		1,635
Archer-Daniels-Midland Co		12,471		498
Beyond Meat Inc *		1,000		134
Boston Beer Co Inc/The, Cl A *		200		107
Brown-Forman Corp, Cl A		1,040		60
Brown-Forman Corp, Cl B		3,822		243
Bunge Ltd		3,000		123
Campbell Soup Co		3,800		189
Casey’s General Stores Inc		796		119
Church & Dwight Co Inc		5,510		426
Clorox Co/The		2,771		608
Coca-Cola Co/The		85,164		3,805
Colgate-Palmolive Co		18,698		1,370
Conagra Brands Inc		10,649		374
Constellation Brands Inc, Cl A		3,472		607
Costco Wholesale Corp		9,775		2,964
Coty Inc, Cl A		7,739		35
Energizer Holdings Inc		1,200		57
Estee Lauder Cos Inc/The, Cl A		4,895		924
Flowers Foods Inc		4,100		92
General Mills Inc		13,343		823
Grocery Outlet Holding Corp *		1,700		69
Hain Celestial Group Inc/The *		1,800		57
Herbalife Nutrition Ltd *		2,274		102
Hershey Co/The		3,210		416
Hormel Foods Corp		6,137		296
Ingredion Inc		1,410		117
J M Smucker Co/The		2,454		260
Kellogg Co		5,485		362
Keurig Dr Pepper Inc		7,746		220

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kimberly-Clark Corp		7,626	$	1,078
Kraft Heinz Co/The		14,049		448
Kroger Co/The		17,388		589
Lamb Weston Holdings Inc		3,100		198
McCormick & Co Inc/MD		2,741		492
Molson Coors Beverage Co, Cl B		3,995		137
Mondelez International Inc, Cl A		31,625		1,617
Monster Beverage Corp *		8,377		581
Nu Skin Enterprises Inc, Cl A		1,200		46
PepsiCo Inc		30,451		4,027
Philip Morris International Inc		34,587		2,423
Pilgrim’s Pride Corp *		900		15
Post Holdings Inc *		1,507		132
Procter & Gamble Co/The		53,574		6,406
Reynolds Consumer Products Inc		900		31
Seaboard Corp		4		12
Spectrum Brands Holdings Inc		1,157		53
Sprouts Farmers Market Inc *		2,300		59
Sysco Corp, Cl A		10,363		566
TreeHouse Foods Inc *		1,100		48
Tyson Foods Inc, Cl A		6,471		386
US Foods Holding Corp *		5,197		102
Walgreens Boots Alliance Inc		16,841		714
Walmart Inc		30,894		3,701
				40,953
Energy — 2.6%
Antero Midstream Corp		6,300		32
Apache Corp		8,500		115
Baker Hughes Co, Cl A		14,802		228
Cabot Oil & Gas Corp		9,200		158
ChampionX *		2,400		23
Cheniere Energy Inc *		5,273		255
Chevron Corp		41,087		3,666
Cimarex Energy Co		2,544		70
Concho Resources Inc		4,330		223
ConocoPhillips		23,947		1,006
Continental Resources Inc/OK, Cl A		1,800		32
Devon Energy Corp		8,700		99
Diamondback Energy Inc, Cl A		3,729		156
EOG Resources Inc		12,815		649
EQT Corp		5,000		60
Equitrans Midstream Corp (A)		9,660		80
Exxon Mobil Corp		92,969		4,158
Halliburton Co		19,345		251
Helmerich & Payne Inc		2,123		41
Hess Corp		5,900		306
HollyFrontier Corp		3,400		99
Kinder Morgan Inc		43,634		662
Marathon Oil Corp		17,192		105
Marathon Petroleum Corp		14,412		539
Murphy Oil Corp		3,000		41

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
National Oilwell Varco Inc, Cl A		9,100	$	112
Noble Energy Inc		10,743		96
Occidental Petroleum Corp		19,623		359
ONEOK Inc		10,061		334
Parsley Energy Inc, Cl A		5,800		62
Phillips 66		9,862		709
Pioneer Natural Resources Co		3,574		349
Schlumberger Ltd, Cl A		30,473		560
Targa Resources Corp		5,300		106
Valero Energy Corp		9,222		543
Williams Cos Inc/The		27,173		517
WPX Energy Inc *		9,800		63
				16,864
Financials — 9.9%
Affiliated Managers Group Inc		1,033		77
Aflac Inc		16,233		585
AGNC Investment Corp ‡		12,128		156
Alleghany Corp		368		180
Allstate Corp/The		7,123		691
Ally Financial Inc		8,558		170
American Express Co		14,701		1,400
American Financial Group Inc/OH		1,643		104
American International Group Inc		19,503		608
American National Insurance Co		124		9
Ameriprise Financial Inc		2,832		425
Annaly Capital Management Inc ‡		32,974		216
Aon PLC, Cl A		5,125		987
Apollo Global Management, Cl A		3,700		185
Arch Capital Group Ltd *		8,489		243
Ares Management Corp, Cl A		2,200		87
Arthur J Gallagher & Co		4,066		396
Associated Banc-Corp		3,500		48
Assurant Inc		1,300		134
Assured Guaranty Ltd		1,700		41
Athene Holding Ltd, Cl A *		3,200		100
Axis Capital Holdings Ltd		1,623		66
Bank of America Corp		169,992		4,037
Bank of Hawaii Corp		848		52
Bank of New York Mellon Corp/The		17,985		695
Bank OZK		2,700		63
Berkshire Hathaway Inc, Cl B *		43,139		7,701
BlackRock Inc		3,255		1,771
BOK Financial Corp		600		34
Brighthouse Financial Inc *		2,100		58
Brown & Brown Inc		5,000		204
Capital One Financial Corp		10,080		631
Carlyle Group		2,600		73
Cboe Global Markets Inc		2,500		233
Charles Schwab Corp/The		25,375		856
Chubb Ltd		9,994		1,265
Cincinnati Financial Corp		3,400		218

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Citigroup Inc		45,785	$	2,340
Citizens Financial Group Inc		9,559		241
CME Group Inc		7,863		1,278
CNA Financial Corp		352		11
Comerica Inc		3,053		116
Commerce Bancshares Inc/MO		2,327		138
Credit Acceptance Corp, Cl A *		278		116
Cullen/Frost Bankers Inc		1,214		91
Discover Financial Services		6,920		347
E*TRADE Financial Corp		5,020		250
East West Bancorp Inc		3,100		112
Eaton Vance Corp		2,300		89
Equitable Holdings Inc		9,200		177
Erie Indemnity Co, Cl A		500		96
Evercore Inc, Cl A		983		58
Everest Re Group Ltd		925		191
FactSet Research Systems Inc		898		295
Fidelity National Financial Inc		6,210		190
Fifth Third Bancorp		15,600		301
First American Financial Corp		2,300		110
First Citizens BancShares Inc/NC, Cl A		130		53
First Hawaiian Inc		2,400		41
First Horizon National Corp		7,400		74
First Republic Bank/CA		3,853		408
FNB Corp/PA		6,200		47
Franklin Resources Inc		6,000		126
Globe Life Inc		2,301		171
Goldman Sachs Group Inc/The		7,306		1,444
Hanover Insurance Group Inc/The, Cl A		789		80
Hartford Financial Services Group Inc/The		7,759		299
Huntington Bancshares Inc/OH		23,077		209
Interactive Brokers Group Inc, Cl A		1,421		59
Intercontinental Exchange Inc		12,112		1,109
Invesco Ltd		8,857		95
Jefferies Financial Group Inc		5,400		84
JPMorgan Chase & Co		67,008		6,303
Kemper Corp, Cl A		1,355		98
KeyCorp		21,588		263
KKR & Co Inc		11,700		361
Lazard Ltd, Cl A (B)		2,500		72
Legg Mason Inc		1,800		90
LendingTree Inc *		200		58
Lincoln National Corp		4,177		154
Loews Corp		5,489		188
LPL Financial Holdings Inc		1,900		149
M&T Bank Corp		2,878		299
Markel Corp *		300		277
MarketAxess Holdings Inc		853		427
Marsh & McLennan Cos Inc		11,311		1,214
Mercury General Corp		400		16
MetLife Inc		17,436		637
MGIC Investment Corp		8,400		69

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Moody’s Corp		3,586	$	985
Morgan Stanley		24,215		1,170
Morningstar Inc, Cl A		400		56
MSCI Inc, Cl A		1,874		626
Nasdaq Inc, Cl A		2,500		299
New Residential Investment Corp ‡		7,940		59
New York Community Bancorp Inc		9,600		98
Northern Trust Corp		4,350		345
Old Republic International Corp		6,000		98
OneMain Holdings Inc, Cl A		1,681		41
PacWest Bancorp		2,200		43
People’s United Financial Inc		10,124		117
Pinnacle Financial Partners Inc		1,600		67
PNC Financial Services Group Inc/The		9,280		976
Popular Inc		1,900		71
Primerica Inc		881		103
Principal Financial Group Inc, Cl A		6,034		251
Progressive Corp/The		13,007		1,042
Prosperity Bancshares Inc		2,000		119
Prudential Financial Inc		8,869		540
Raymond James Financial Inc		2,870		198
Regions Financial Corp		21,512		239
Reinsurance Group of America Inc, Cl A		1,524		120
RenaissanceRe Holdings Ltd		1,075		184
S&P Global Inc		5,339		1,759
Santander Consumer USA Holdings Inc		1,800		33
SEI Investments Co †		2,800		154
Signature Bank/New York NY, Cl B		1,178		126
SLM Corp		10,000		70
Starwood Property Trust Inc ‡		5,800		87
State Street Corp		8,009		509
Sterling Bancorp/DE		4,000		47
SVB Financial Group, Cl B *		1,184		255
Synchrony Financial		13,456		298
Synovus Financial Corp		2,700		55
T Rowe Price Group Inc		5,171		639
TCF Financial Corp		3,417		101
TD Ameritrade Holding Corp		5,711		208
TFS Financial Corp		617		9
Tradeweb Markets Inc, Cl A		1,800		105
Travelers Cos Inc/The		5,608		640
Truist Financial Corp		29,784		1,118
Umpqua Holdings Corp		4,000		43
Unum Group		3,900		65
US Bancorp		29,826		1,098
Virtu Financial Inc, Cl A		1,400		33
Voya Financial Inc		3,100		145
W R Berkley Corp		3,300		189
Webster Financial Corp		2,000		57
Wells Fargo & Co		82,791		2,119
Western Alliance Bancorp		2,300		87
White Mountains Insurance Group Ltd		58		52

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Willis Towers Watson PLC		2,886	$	568
Wintrust Financial Corp		1,300		57
Zions Bancorp NA		3,700		126
				65,019
Health Care — 14.1%
10X Genomics Inc, Cl A *		1,200		107
Abbott Laboratories		38,266		3,499
AbbVie Inc		38,661		3,796
ABIOMED Inc *		948		229
Acadia Healthcare Co Inc, Cl A *		1,700		43
ACADIA Pharmaceuticals Inc *		2,400		116
Acceleron Pharma Inc *		1,000		95
Adaptive Biotechnologies Corp *		1,300		63
Agilent Technologies Inc		6,979		617
Agios Pharmaceuticals Inc *		1,400		75
Alexion Pharmaceuticals Inc *		4,648		522
Align Technology Inc *		1,749		480
Alkermes PLC *		3,700		72
Alnylam Pharmaceuticals Inc *		2,374		352
Amedisys Inc *		700		139
AmerisourceBergen Corp, Cl A		3,395		342
Amgen Inc, Cl A		12,934		3,050
Anthem Inc		5,660		1,488
Avantor Inc *		7,400		126
Baxter International Inc		11,228		967
Becton Dickinson and Co		6,087		1,456
Biogen Inc *		3,563		953
BioMarin Pharmaceutical Inc *		3,937		486
Bio-Rad Laboratories Inc, Cl A *		500		226
Bio-Techne Corp		818		216
Bluebird Bio Inc *		1,500		92
Boston Scientific Corp *		30,896		1,085
Bristol-Myers Squibb Co		49,742		2,925
Bruker Corp		2,400		98
Cardinal Health Inc		6,500		339
Catalent Inc *		3,423		251
Centene Corp *		12,895		819
Cerner Corp		7,000		480
Change Healthcare Inc *		5,335		60
Charles River Laboratories International Inc *		1,100		192
Chemed Corp		336		152
Cigna Corp		7,972		1,496
Cooper Cos Inc/The, Cl A		1,058		300
CVS Health Corp		28,865		1,875
Danaher Corp, Cl A		13,874		2,453
DaVita Inc *		2,000		158
DENTSPLY SIRONA Inc		4,900		216
DexCom Inc *		2,048		830
Edwards Lifesciences Corp, Cl A *		13,904		961
Elanco Animal Health Inc *		8,977		193

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Eli Lilly and Co		18,462	$	3,031
Encompass Health Corp		2,300		142
Envista Holdings Corp *		3,400		72
Exact Sciences Corp *		3,100		269
Exelixis Inc *		6,600		157
Gilead Sciences Inc		27,600		2,124
Global Blood Therapeutics Inc *		1,300		82
Globus Medical Inc, Cl A *		1,600		76
Guardant Health Inc *		1,700		138
Haemonetics Corp *		1,100		98
HCA Healthcare Inc		5,912		574
Henry Schein Inc *		3,147		184
Hill-Rom Holdings Inc		1,450		159
Hologic Inc *		5,700		325
Horizon Therapeutics Plc *		4,100		228
Humana Inc		2,950		1,144
ICU Medical Inc *		459		85
IDEXX Laboratories Inc *		1,876		619
Illumina Inc *		3,261		1,208
Immunomedics Inc *		4,500		159
Incyte Corp *		3,943		410
Insulet Corp *		1,319		256
Integra LifeSciences Holdings Corp *		1,600		75
Intuitive Surgical Inc *		2,511		1,431
Ionis Pharmaceuticals Inc *		2,900		171
Iovance Biotherapeutics Inc *		3,000		82
IQVIA Holdings Inc *		4,216		598
Jazz Pharmaceuticals PLC *		1,321		146
Johnson & Johnson		58,253		8,192
Laboratory Corp of America Holdings *		2,100		349
Livongo Health *		1,200		90
Masimo Corp *		1,100		251
McKesson Corp		3,540		543
Medtronic PLC		29,779		2,731
Merck & Co Inc		55,514		4,293
Mettler-Toledo International Inc *		514		414
Moderna Inc *		5,900		379
Molina Healthcare Inc *		1,295		230
Mylan NV *		11,400		183
Nektar Therapeutics, Cl A *		3,400		79
Neurocrine Biosciences Inc *		1,984		242
Novocure Ltd *		2,200		130
Penumbra Inc *		700		125
PerkinElmer Inc		2,500		245
Perrigo Co PLC		2,683		148
Pfizer Inc		122,162		3,995
PPD Inc *		1,300		35
PRA Health Sciences Inc *		1,400		136
Premier Inc, Cl A *		1,200		41
QIAGEN NV *		5,000		214
Quest Diagnostics Inc		2,900		330
Quidel Corp *		800		179

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Reata Pharmaceuticals Inc, Cl A *		500	$	78
Regeneron Pharmaceuticals Inc *		2,148		1,340
Repligen Corp *		1,100		136
ResMed Inc		3,153		605
Sage Therapeutics Inc *		1,400		58
Sarepta Therapeutics Inc *		1,600		257
Seattle Genetics Inc *		2,561		435
STERIS PLC		1,900		292
Stryker Corp		7,609		1,371
Syneos Health Inc, Cl A *		1,400		82
Tandem Diabetes Care Inc *		1,300		129
Teladoc Health Inc *		1,600		305
Teleflex Inc		1,052		383
Thermo Fisher Scientific Inc		8,649		3,134
United Therapeutics Corp *		1,032		125
UnitedHealth Group Inc		20,760		6,123
Universal Health Services Inc, Cl B		1,775		165
Varian Medical Systems Inc *		2,036		249
Veeva Systems Inc, Cl A *		2,930		687
Vertex Pharmaceuticals Inc *		5,758		1,672
Waters Corp *		1,454		262
West Pharmaceutical Services Inc		1,644		373
Zimmer Biomet Holdings Inc		4,622		552
Zoetis Inc, Cl A		10,706		1,467
				92,367
Industrials — 8.2%
3M Co		12,442		1,941
A O Smith Corp		3,100		146
Acuity Brands Inc		778		75
ADT Inc		3,100		25
AECOM *		3,100		117
AGCO Corp		1,300		72
Air Lease Corp, Cl A		2,200		64
Alaska Air Group Inc		2,900		105
Allegion plc		2,050		210
Allison Transmission Holdings Inc		2,500		92
AMERCO		210		63
American Airlines Group Inc		8,872		116
AMETEK Inc		5,083		454
Armstrong World Industries Inc		1,000		78
Axon Enterprise Inc *		1,400		137
Boeing Co/The		11,765		2,157
BWX Technologies Inc, Cl W		2,000		113
Carlisle Cos Inc		1,224		147
Carrier Global Corp		17,652		392
Caterpillar Inc, Cl A		11,927		1,509
CH Robinson Worldwide Inc		2,955		234
Cintas Corp		1,924		513
Clean Harbors Inc *		1,100		66
Colfax Corp *		2,200		61
Copa Holdings SA, Cl A		633		32

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Copart Inc *		4,360	$	363
CoreLogic Inc/United States		1,700		114
CoStar Group Inc *		820		583
Crane Co, Cl A		1,200		71
CSX Corp		16,474		1,149
Cummins Inc		3,274		567
Curtiss-Wright Corp		1,000		89
Deere & Co		6,232		979
Delta Air Lines Inc, Cl A		14,021		393
Donaldson Co Inc, Cl A		2,700		126
Dover Corp		3,187		308
Eaton Corp PLC		9,195		804
Emerson Electric Co		13,543		840
Equifax Inc		2,635		453
Expeditors International of Washington Inc		3,800		289
Fastenal Co, Cl A		12,787		548
FedEx Corp		5,364		752
Flowserve Corp		3,000		86
Fortive Corp		6,659		451
Fortune Brands Home & Security Inc		2,961		189
FTI Consulting Inc *		800		92
Gates Industrial Corp PLC *		200		2
Generac Holdings Inc *		1,300		159
General Dynamics Corp		5,610		839
General Electric Co		192,709		1,316
Graco Inc		3,500		168
GrafTech International Ltd		1,261		10
HD Supply Holdings Inc *		3,400		118
HEICO Corp		950		95
HEICO Corp, Cl A		1,700		138
Hexcel Corp, Cl A		2,000		90
Honeywell International Inc		15,409		2,228
Howmet Aerospace Inc		8,700		138
Hubbell Inc, Cl B		1,205		151
Huntington Ingalls Industries Inc, Cl A		927		162
IAA Inc *		3,000		116
IDEX Corp		1,652		261
IHS Markit Ltd		8,607		650
Illinois Tool Works Inc		7,126		1,246
Ingersoll Rand Inc *		7,649		215
ITT Inc		2,048		120
Jacobs Engineering Group Inc		2,800		237
JB Hunt Transport Services Inc		1,869		225
JetBlue Airways Corp *		5,797		63
Johnson Controls International plc		16,990		580
Kansas City Southern		2,080		311
Kirby Corp *		1,300		70
Knight-Swift Transportation Holdings Inc, Cl A		2,600		108
L3Harris Technologies Inc		4,936		838
Landstar System Inc		946		106
Lennox International Inc		796		185

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lincoln Electric Holdings Inc		1,400	$	118
Lockheed Martin Corp		5,517		2,013
Lyft Inc, Cl A *		4,400		145
Macquarie Infrastructure Corp		1,800		55
ManpowerGroup Inc		1,388		95
Masco Corp		6,300		316
Mercury Systems Inc *		1,200		94
Middleby Corp/The *		1,335		105
MSA Safety Inc		800		92
MSC Industrial Direct Co Inc, Cl A		879		64
Nielsen Holdings PLC		8,000		119
Nordson Corp		1,243		236
Norfolk Southern Corp		5,793		1,017
Northrop Grumman Corp		3,489		1,073
nVent Electric PLC		3,300		62
Old Dominion Freight Line Inc, Cl A		2,172		368
Oshkosh Corp		1,400		100
Otis Worldwide Corp		8,926		508
Owens Corning		2,500		139
PACCAR Inc		7,455		558
Parker-Hannifin Corp, Cl A		2,868		526
Pentair PLC		3,500		133
Quanta Services Inc		3,000		118
Raytheon Technologies Corp		31,349		1,932
Regal Beloit Corp		800		70
Republic Services Inc		4,800		394
Robert Half International Inc		2,600		137
Rockwell Automation Inc		2,603		554
Rollins Inc		3,200		136
Roper Technologies Inc		2,331		905
Ryder System Inc		900		34
Schneider National Inc, Cl B		1,200		30
Sensata Technologies Holding PLC *		3,300		123
Snap-on Inc		1,219		169
Southwest Airlines Co, Cl A		12,944		442
Spirit AeroSystems Holdings Inc, Cl A		2,300		55
Stanley Black & Decker Inc		3,367		469
Stericycle Inc, Cl A *		1,900		106
Teledyne Technologies Inc *		856		266
Textron Inc		5,238		172
Timken Co/The		1,300		59
Toro Co/The		2,500		166
Trane Technologies PLC		5,296		471
TransDigm Group Inc		1,112		492
TransUnion		4,100		357
Trex Co Inc *		1,300		169
Trinity Industries Inc		1,800		38
Uber Technologies Inc *		30,000		932
Union Pacific Corp		14,879		2,516
United Airlines Holdings Inc *		6,073		210
United Parcel Service Inc, Cl B		15,624		1,737
United Rentals Inc *		1,603		239

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Univar Solutions Inc *		3,400	$	57
Valmont Industries Inc		400		45
Verisk Analytics Inc, Cl A		3,495		595
Vertiv Holdings *		4,400		60
Waste Management Inc		9,505		1,007
Watsco Inc		733		130
Westinghouse Air Brake Technologies Corp		4,066		234
Woodward Inc		1,097		85
WW Grainger Inc		1,011		318
XPO Logistics Inc *		2,133		165
Xylem Inc/NY		4,038		262
				53,502
Information Technology — 26.4%
2U Inc *		1,300		49
Accenture PLC, Cl A		14,150		3,038
Adobe Inc *		10,578		4,605
Advanced Micro Devices Inc *		25,578		1,346
Akamai Technologies Inc *		3,500		375
Alliance Data Systems Corp		976		44
Alteryx Inc, Cl A *		1,000		164
Amdocs Ltd		3,000		183
Amphenol Corp, Cl A		6,516		624
Analog Devices Inc		8,195		1,005
Anaplan Inc *		2,900		131
ANSYS Inc *		1,917		559
Apple Inc		90,352		32,960
Applied Materials Inc		20,597		1,245
Arista Networks Inc *		1,283		269
Arrow Electronics Inc, Cl A *		1,731		119
Aspen Technology Inc *		1,500		155
Atlassian Corp PLC, Cl A *		2,700		487
Autodesk Inc, Cl A *		4,907		1,174
Automatic Data Processing Inc		9,679		1,441
Avalara Inc *		1,643		219
Avnet Inc		2,300		64
Bill.Com Holdings Inc *		400		36
Black Knight Inc *		3,100		225
Booz Allen Hamilton Holding Corp, Cl A		3,040		236
Broadcom Inc		8,629		2,723
Broadridge Financial Solutions Inc		2,538		320
CACI International Inc, Cl A *		600		130
Cadence Design Systems Inc *		6,164		591
CDK Global Inc		2,576		107
CDW Corp/DE		3,100		360
Ceridian HCM Holding Inc *		1,955		155
Ciena Corp *		3,500		190
Cirrus Logic Inc *		1,300		80
Cisco Systems Inc		93,276		4,350
Citrix Systems Inc		2,602		385
Cloudflare Inc, Cl A *		2,400		86
Cognex Corp		3,600		215

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Cognizant Technology Solutions Corp, Cl A		12,261	$	697
Coherent Inc *		543		71
CommScope Holding Co Inc *		3,800		32
Corning Inc, Cl B		16,514		428
Coupa Software Inc *		1,400		388
Cree Inc *		2,500		148
Crowdstrike Holdings, Cl A *		2,500		251
Datadog Inc, Cl A *		3,300		287
Dell Technologies Inc, Cl C *		3,527		194
DocuSign Inc, Cl A *		3,820		658
Dolby Laboratories Inc, Cl A		1,500		99
Dropbox Inc, Cl A *		4,600		100
DXC Technology Co		6,081		100
Dynatrace Inc *		3,500		142
EchoStar Corp, Cl A *		900		25
Elastic NV *		1,200		111
Enphase Energy Inc *		2,300		109
Entegris Inc		3,100		183
EPAM Systems Inc *		1,153		291
Euronet Worldwide Inc *		1,100		105
Everbridge Inc *		800		111
F5 Networks Inc, Cl A *		1,341		187
Fair Isaac Corp *		619		259
Fastly, Cl A *		1,600		136
Fidelity National Information Services Inc, Cl B		13,570		1,820
FireEye Inc *		4,900		60
First Solar Inc *		1,900		94
Fiserv Inc, Cl A *		12,537		1,224
Five9 Inc *		1,400		155
FleetCor Technologies Inc *		1,948		490
FLIR Systems Inc		3,000		122
Fortinet Inc *		2,900		398
Gartner Inc *		1,966		239
Genpact Ltd		4,000		146
Global Payments Inc		6,567		1,114
Globant *		800		120
GoDaddy Inc, Cl A *		3,825		280
Guidewire Software Inc, Cl Z *		1,782		198
Hewlett Packard Enterprise Co		28,507		277
HP Inc		31,865		555
HubSpot Inc *		900		202
Inphi Corp *		1,000		118
Intel Corp		93,091		5,570
International Business Machines Corp		19,747		2,385
Intuit Inc		5,520		1,635
IPG Photonics Corp *		733		118
Jabil Inc		3,600		115
Jack Henry & Associates Inc		1,654		304
Juniper Networks Inc		7,400		169
Keysight Technologies Inc *		4,200		423
KLA Corp		3,499		680

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lam Research Corp		3,268	$	1,057
Leidos Holdings Inc		2,900		272
Littelfuse Inc		500		85
LogMeIn Inc		1,000		85
Lumentum Holdings Inc *		1,600		130
Manhattan Associates Inc *		1,505		142
Marvell Technology Group Ltd		14,672		514
Mastercard Inc, Cl A		19,573		5,788
Maxim Integrated Products Inc		6,000		364
Medallia Inc *		1,300		33
Microchip Technology Inc		5,301		558
Micron Technology Inc *		24,668		1,271
Microsoft Corp		165,429		33,666
MKS Instruments Inc		1,200		136
MongoDB Inc, Cl A *		968		219
Monolithic Power Systems Inc		935		222
Motorola Solutions Inc		3,736		524
National Instruments Corp		3,000		116
NCR Corp *		2,323		40
NetApp Inc		5,000		222
New Relic Inc *		1,200		83
NortonLifeLock Inc		12,301		244
Nuance Communications Inc *		6,600		167
Nutanix Inc, Cl A *		3,959		94
NVIDIA Corp		12,997		4,938
Okta Inc, Cl A *		2,500		501
ON Semiconductor Corp *		9,200		182
Oracle Corp, Cl B		43,405		2,399
PagerDuty Inc *		1,100		31
Palo Alto Networks Inc *		2,061		473
Paychex Inc		7,019		532
Paycom Software Inc *		1,136		352
Paylocity Holding Corp *		700		102
PayPal Holdings Inc *		25,767		4,489
Pegasystems Inc		900		91
Pluralsight Inc, Cl A *		1,600		29
Proofpoint Inc *		1,200		133
PTC Inc *		2,365		184
Pure Storage Inc, Cl A *		4,800		83
Qorvo Inc *		2,668		295
QUALCOMM Inc		24,690		2,252
RealPage Inc *		1,900		124
RingCentral Inc, Cl A *		1,694		483
Sabre Corp		5,000		40
salesforce.com Inc *		19,071		3,573
Science Applications International Corp		1,300		101
ServiceNow Inc *		4,190		1,697
Skyworks Solutions Inc		3,772		482
Slack Technologies Inc, Cl A *		8,200		255
Smartsheet Inc, Cl A *		2,000		102
SolarEdge Technologies Inc *		1,100		153
SolarWinds Corp *		1,100		19

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Splunk Inc *		3,533	$	702
Square Inc, Cl A *		7,700		808
SS&C Technologies Holdings Inc		4,900		277
StoneCo, Cl A *		3,400		132
Switch Inc, Cl A		1,400		25
SYNNEX Corp		1,000		120
Synopsys Inc *		3,303		644
Teradata Corp *		2,697		56
Teradyne Inc		3,654		309
Texas Instruments Inc		20,176		2,562
Trade Desk Inc/The, Cl A *		900		366
Trimble Inc *		5,600		242
Twilio Inc, Cl A *		2,700		592
Tyler Technologies Inc *		860		298
Ubiquiti Inc		169		30
Universal Display Corp		942		141
VeriSign Inc *		2,308		477
ViaSat Inc *		1,100		42
Visa Inc, Cl A		37,142		7,175
VMware Inc, Cl A *		1,694		262
Western Digital Corp		6,492		287
Western Union Co/The		9,300		201
WEX Inc *		895		148
Workday Inc, Cl A *		3,663		686
Xerox Holdings Corp		3,300		50
Xilinx Inc		5,486		540
Zebra Technologies Corp, Cl A *		1,151		295
Zendesk Inc *		2,414		214
Zoom Video Communications Inc, Cl A *		3,700		938
Zscaler Inc *		1,600		175
				173,489
Materials — 2.6%
Air Products and Chemicals Inc		4,864		1,174
Albemarle Corp		2,356		182
Amcor PLC		35,200		359
AptarGroup Inc		1,500		168
Ardagh Group SA, Cl A		100		1
Ashland Global Holdings Inc		1,300		90
Avery Dennison Corp		1,923		219
Axalta Coating Systems Ltd *		5,000		113
Ball Corp		7,035		489
Berry Global Group Inc *		2,877		128
Cabot Corp		1,100		41
Celanese Corp, Cl A		2,700		233
CF Industries Holdings Inc		4,937		139
Chemours Co/The		3,700		57
Corteva Inc		16,839		451
Crown Holdings Inc *		2,900		189
Dow Inc		16,775		684
DuPont de Nemours Inc		16,539		879
Eagle Materials Inc		959		67

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Eastman Chemical Co		3,032	$	211
Ecolab Inc		5,502		1,095
Element Solutions Inc *		5,000		54
FMC Corp		2,810		280
Freeport-McMoRan Inc, Cl B		32,023		371
Graphic Packaging Holding Co		6,800		95
Huntsman Corp		4,905		88
International Flavors & Fragrances Inc		2,360		289
International Paper Co		8,591		302
Linde PLC		11,530		2,446
LyondellBasell Industries NV, Cl A		5,811		382
Martin Marietta Materials Inc, Cl A		1,375		284
Mosaic Co/The		8,000		100
NewMarket Corp		138		55
Newmont Corp		18,170		1,122
Nucor Corp		6,741		279
Olin Corp		3,700		43
Packaging Corp of America		2,027		202
PPG Industries Inc		5,179		549
Reliance Steel & Aluminum Co		1,450		138
Royal Gold Inc, Cl A		1,447		180
RPM International Inc		2,800		210
Scotts Miracle-Gro Co/The, Cl A		877		118
Sealed Air Corp		3,600		118
Sherwin-Williams Co/The, Cl A		1,860		1,075
Silgan Holdings Inc		1,700		55
Sonoco Products Co		2,300		120
Southern Copper Corp		1,600		64
Steel Dynamics Inc		4,649		121
Valvoline Inc		4,400		85
Vulcan Materials Co		2,839		329
Westlake Chemical Corp		932		50
Westrock Co		5,700		161
WR Grace & Co		1,300		66
				16,800
Real Estate — 3.2%
Alexandria Real Estate Equities Inc ‡		2,689		436
American Campus Communities Inc ‡		2,800		98
American Homes 4 Rent, Cl A ‡		5,400		145
American Tower Corp, Cl A ‡		9,753		2,522
Americold Realty Trust ‡		4,000		145
Apartment Investment and Management Co, Cl A ‡		3,100		117
Apple Hospitality Inc ‡		5,100		49
AvalonBay Communities Inc ‡		3,028		468
Boston Properties Inc ‡		3,462		313
Brandywine Realty Trust ‡		3,100		34
Brixmor Property Group Inc ‡		6,900		88
Brookfield Property Inc, Cl A ‡(A)		1,727		17
Camden Property Trust ‡		2,000		182
CBRE Group Inc, Cl A *‡		7,300		330

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
CoreSite Realty Corp ‡		900	$	109
Corporate Office Properties Trust ‡		2,500		63
Cousins Properties Inc ‡		2,900		86
Crown Castle International Corp ‡		9,221		1,543
CubeSmart ‡		4,200		113
CyrusOne Inc ‡		2,554		186
Digital Realty Trust Inc, Cl A ‡		5,764		819
Douglas Emmett Inc ‡		3,600		110
Duke Realty Corp ‡		8,100		287
Empire State Realty Trust Inc, Cl A ‡		2,300		16
EPR Properties, Cl A ‡		1,500		50
Equinix Inc ‡		1,976		1,388
Equity Commonwealth ‡		2,800		90
Equity LifeStyle Properties Inc ‡		3,700		231
Equity Residential ‡		8,183		481
Essex Property Trust Inc ‡		1,417		325
Extra Space Storage Inc ‡		2,800		259
Federal Realty Investment Trust ‡		1,646		140
First Industrial Realty Trust Inc ‡		2,800		108
Gaming and Leisure Properties Inc ‡		4,605		159
Healthcare Trust of America Inc, Cl A ‡		4,700		125
Healthpeak Properties Inc ‡		10,870		300
Highwoods Properties Inc ‡		2,378		89
Host Hotels & Resorts Inc ‡		15,802		170
Howard Hughes Corp/The *‡		763		40
Hudson Pacific Properties Inc ‡		3,000		75
Invitation Homes Inc ‡		11,900		328
Iron Mountain Inc ‡(A)		6,400		167
JBG SMITH Properties ‡		2,500		74
Jones Lang LaSalle Inc		1,243		129
Kilroy Realty Corp ‡		2,300		135
Kimco Realty Corp ‡		9,400		121
Lamar Advertising Co, Cl A ‡		1,900		127
Life Storage Inc ‡		1,000		95
Medical Properties Trust Inc ‡		11,635		219
Mid-America Apartment Communities Inc ‡		2,500		287
National Retail Properties Inc ‡		3,600		128
Omega Healthcare Investors Inc ‡		5,045		150
Outfront Media Inc ‡		2,811		40
Paramount Group Inc ‡		3,200		25
Park Hotels & Resorts Inc ‡		4,900		48
Prologis Inc ‡		16,329		1,524
Public Storage ‡		3,288		631
Rayonier Inc ‡		3,200		79
Realty Income Corp ‡		7,369		438
Regency Centers Corp ‡		3,700		170
Rexford Industrial Realty Inc ‡		2,500		104
SBA Communications Corp, Cl A ‡		2,537		756
Simon Property Group Inc ‡		6,735		461
SL Green Realty Corp ‡		1,835		90
Spirit Realty Capital Inc ‡		1,978		69
STORE Capital Corp ‡		4,900		117

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Sun Communities Inc ‡		2,000	$	271
Taubman Centers Inc ‡		1,200		45
UDR Inc ‡		6,400		239
Ventas Inc ‡		8,190		300
VEREIT Inc ‡		22,600		145
VICI Properties Inc ‡		10,494		212
Vornado Realty Trust ‡		3,700		141
Weingarten Realty Investors ‡		2,900		55
Welltower Inc ‡		9,200		476
Weyerhaeuser Co ‡		16,197		364
WP Carey Inc ‡		3,690		250
				21,316
Utilities — 2.8%
AES Corp/The		15,100		219
Alliant Energy Corp		5,221		250
Ameren Corp		5,425		382
American Electric Power Co Inc		11,029		878
American Water Works Co Inc		4,027		518
Atmos Energy Corp		2,666		266
Avangrid Inc		1,200		50
CenterPoint Energy Inc		11,155		208
CMS Energy Corp		6,410		374
Consolidated Edison Inc		7,339		528
Dominion Energy Inc		18,302		1,486
DTE Energy Co		4,113		442
Duke Energy Corp		16,152		1,290
Edison International		7,763		422
Entergy Corp		4,435		416
Essential Utilities Inc		4,800		203
Evergy Inc		5,017		297
Eversource Energy		7,298		608
Exelon Corp		21,639		785
FirstEnergy Corp		12,100		469
Hawaiian Electric Industries Inc		2,300		83
IDACORP Inc, Cl A		1,100		96
MDU Resources Group Inc		4,700		104
National Fuel Gas Co		1,900		80
NextEra Energy Inc		10,847		2,605
NiSource Inc		8,500		193
NRG Energy Inc		5,600		182
OGE Energy Corp		4,400		134
PG&E Corp *		11,106		99
Pinnacle West Capital Corp		2,500		183
PPL Corp		17,003		439
Public Service Enterprise Group Inc		11,280		555
Sempra Energy		6,314		740
Southern Co/The		23,202		1,203
UGI Corp		4,830		154
Vistra Energy Corp		9,069		169
WEC Energy Group Inc		6,984		612

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		11,490	$	718
				18,440
Total Common Stock (Cost $581,972) ($ Thousands)				635,397
	Number of Rights
RIGHT — 0.0%
T-Mobile US Inc, Expires 07/30/2020		8,278		1
Total Right (Cost $—) ($ Thousands)				1
	Shares
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.190% **†(C)		779,363		779
Total Affiliated Partnership (Cost $779) ($ Thousands)				779
CASH EQUIVALENT — 3.1%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		20,008,507		20,009
Total Cash Equivalent (Cost $20,009) ($ Thousands)				20,009
Total Investments in Securities — 100.0% (Cost $602,760) ($ Thousands)			$	656,186

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of     Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		135		Sep-2020	$	20,525	$	20,859	$	334
S&P Mid Cap 400 Index E-MINI		8		Sep-2020		1,408		1,423		15
					$	21,933	$	22,282	$	349

Percentages are based on Net Assets of $656,431 ($ Thousands).

^*  Non-income producing security.

^**  The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $759 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $72 ($ Thousands), or 0.0% of the Net Assets.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $779 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Large Cap Index Fund (Concluded)

The following is a list of the levels of inputs used as of June 30, 2020 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		635,397		–		–		635,397
Right		1		–		–		1
Affiliated Partnership		–		779		–		779
Cash Equivalent		20,009		–		–		20,009
Total Investments in Securities		655,407		779		–		656,186

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		349		–		–		349
Total Other Financial Instruments		349		–		–		349

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Investment Co	$ 124	$ 41	$ —	$—	$(11)	$ 154	2,800	$ 2	$—
SEI Liquidity Fund, L.P.	710	7,737	(7,668)	—	—	779	779,363	10	—
SEI Daily Income Trust, Government Fund, Cl F	15,765	144,251	(140,007)	—	—	20,009	20,008,507	157	—
Totals	$ 16,599	$ 152,029	$ (147,675)	$—	$(11)	$ 20,942		$ 169	$—

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

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Large Cap Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 99.6%
Communication Services — 5.5%
Alphabet Inc, Cl A *		26,214	$	37,173
Alphabet Inc, Cl C *		22,848		32,298
AT&T Inc		1,066,589		32,243
BCE Inc		445,231		18,597
CenturyLink Inc		187,747		1,883
Charter Communications Inc, Cl A *		14,857		7,578
Comcast Corp, Cl A		145,645		5,677
Electronic Arts Inc *		48,975		6,467
Facebook Inc, Cl A *		159,937		36,317
Omnicom Group Inc		17,039		931
TEGNA Inc		153,973		1,715
Verizon Communications Inc		185,200		10,210
ViacomCBS Inc, Cl B (A)		300,000		6,996
Walt Disney Co/The *		22,000		2,453
				200,538
Consumer Discretionary — 11.1%
Amazon.com Inc, Cl A *		21,347		58,893
AutoZone Inc *		16,513		18,629
Best Buy Co Inc		186,465		16,273
Booking Holdings Inc *		2,537		4,040
BorgWarner Inc		196,841		6,948
Brinker International Inc *		266,571		6,398
Carnival Corp *(A)		357,842		5,876
Darden Restaurants Inc *		3,127		237
Dick’s Sporting Goods Inc		133,982		5,528
Dollar General Corp		250,138		47,654
Domino’s Pizza Inc		16,892		6,241
DR Horton Inc		16,198		898
eBay Inc		127,055		6,664
Foot Locker Inc, Cl A *		65,687		1,915
General Motors Co *		4,749		120
Genuine Parts Co		137,339		11,943
Goodyear Tire & Rubber Co/The *		406,438		3,636
Harley-Davidson Inc, Cl A		88,020		2,092
Home Depot Inc/The		28,380		7,109
Kohl’s Corp *		41,731		867
Lear Corp *		104,471		11,389
Lowe’s Cos Inc		328,236		44,351
Macy’s Inc *(A)		137,457		946
Magna International Inc, Cl A		19,822		883
NIKE Inc, Cl B		357,743		35,077
PulteGroup Inc		251,522		8,559
Ross Stores Inc *		243,090		20,721
Royal Caribbean Cruises Ltd *(A)		71,822		3,613
Starbucks Corp		68,046		5,007
Target Corp, Cl A		207,492		24,884
TJX Cos Inc/The *		374,562		18,938
TopBuild Corp *		51,618		5,872
Whirlpool Corp		59,551		7,714

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Yum China Holdings Inc *		52,847	$	2,540
				402,455
Consumer Staples — 9.5%
Altria Group Inc		581,010		22,805
Archer-Daniels-Midland Co		50,878		2,030
Coca-Cola Co/The		123,765		5,530
Conagra Brands Inc		429,158		15,093
Constellation Brands Inc, Cl A		10,975		1,920
Costco Wholesale Corp		20,685		6,272
Diageo PLC ADR		103,093		13,855
Estee Lauder Cos Inc/The, Cl A *		35,000		6,604
Hershey Co/The		65,328		8,468
Ingredion Inc		52,032		4,318
J M Smucker Co/The		115,422		12,213
Kimberly-Clark Corp		166,165		23,487
Kraft Heinz Co/The		115,076		3,670
Kroger Co/The		958,456		32,444
Lamb Weston Holdings Inc		16,377		1,047
Molson Coors Beverage Co, Cl B *		231,678		7,960
Mondelez International Inc, Cl A		24,475		1,251
Monster Beverage Corp *		55,061		3,817
PepsiCo Inc		208,706		27,603
Philip Morris International Inc		346,989		24,310
Procter & Gamble Co/The		233,806		27,956
Sysco Corp, Cl A		22,279		1,218
Tyson Foods Inc, Cl A		281,181		16,789
Unilever NV		731,480		38,966
Walgreens Boots Alliance Inc		327,973		13,903
Walmart Inc		163,857		19,627
				343,156
Energy — 2.6%
Cabot Oil & Gas Corp		114,860		1,973
Canadian Natural Resources Ltd		76,149		1,327
Chevron Corp		257,221		22,952
ConocoPhillips		363,777		15,286
Devon Energy Corp		791,355		8,974
Exxon Mobil Corp		341,990		15,294
Marathon Petroleum Corp		154,884		5,790
Phillips 66		157,655		11,335
Valero Energy Corp		174,730		10,278
				93,209
Financials — 16.5%
Aflac Inc		136,144		4,905
Allstate Corp/The		59,438		5,765
American Financial Group Inc/OH		39,790		2,525
Ameriprise Financial Inc		82,444		12,370
Assurant Inc		47,000		4,855
Banco Santander SA ADR *(A)		412,641		994
Bank of America Corp		1,550,747		36,830
Berkshire Hathaway Inc, Cl B *		99,046		17,681

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Capital One Financial Corp		113,167	$	7,083
Charles Schwab Corp/The		175,542		5,923
Chubb Ltd		6,580		833
Citigroup Inc		433,615		22,158
Citizens Financial Group Inc		326,590		8,243
CME Group Inc		117,119		19,037
Comerica Inc		244,889		9,330
Discover Financial Services		190,573		9,546
Everest Re Group Ltd		57,218		11,798
FactSet Research Systems Inc		11,209		3,682
Fifth Third Bancorp		724,586		13,970
First Hawaiian Inc		635,833		10,962
First Republic Bank/CA		78,000		8,267
Goldman Sachs Group Inc/The		21,644		4,277
Hartford Financial Services Group Inc/The		101,910		3,929
Intercontinental Exchange Inc		58,438		5,353
JPMorgan Chase & Co		478,943		45,049
KeyCorp		816,571		9,946
KKR & Co Inc (A)		253,461		7,827
Lincoln National Corp		415,974		15,304
Markel Corp *		6,984		6,447
Marsh & McLennan Cos Inc		138,328		14,852
Moody’s Corp		288,575		79,280
Morgan Stanley		311,935		15,066
MSCI Inc, Cl A		120,291		40,156
Navient Corp		263,511		1,852
New York Community Bancorp Inc		69,230		706
PNC Financial Services Group Inc/The		46,966		4,941
Popular Inc		151,515		5,632
Progressive Corp/The		44,272		3,547
Prudential Financial Inc		44,724		2,724
Regions Financial Corp		599,114		6,662
Reinsurance Group of America Inc, Cl A		59,906		4,699
S&P Global Inc		18,482		6,089
SLM Corp		609,643		4,286
State Street Corp		163,752		10,406
T Rowe Price Group Inc		24,474		3,023
Travelers Cos Inc/The		120,419		13,734
Truist Financial Corp		305,826		11,484
Two Harbors Investment Corp ‡		687,049		3,463
Unum Group		292,306		4,849
US Bancorp		341,742		12,583
Voya Financial Inc		294,050		13,717
Wells Fargo & Co		288,701		7,391
Zions Bancorp NA		377,840		12,847
				598,878
Health Care — 17.1%
Abbott Laboratories		274,129		25,064
AbbVie Inc		92,048		9,037
Alexion Pharmaceuticals Inc *		57,862		6,494
AmerisourceBergen Corp, Cl A		137,635		13,870

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Amgen Inc, Cl A		145,948	$	34,423
Anthem Inc		16,702		4,392
AstraZeneca PLC ADR		25,344		1,340
Baxter International Inc		63,282		5,449
Becton Dickinson and Co		121,629		29,102
Biogen Inc *		59,160		15,828
Bristol-Myers Squibb Co		343,381		20,191
Cardinal Health Inc		72,515		3,785
Centene Corp *		42,973		2,731
Cigna Corp		27,340		5,130
CVS Health Corp		404,046		26,251
Edwards Lifesciences Corp, Cl A *		61,914		4,279
Eli Lilly and Co		169,143		27,770
Gilead Sciences Inc		120,443		9,267
HCA Healthcare Inc *		109,165		10,596
Horizon Therapeutics Plc *		139,419		7,749
Humana Inc		22,738		8,817
IDEXX Laboratories Inc *		72,356		23,889
Intuitive Surgical Inc *		7,669		4,370
Jazz Pharmaceuticals PLC *		6,090		672
Johnson & Johnson		659,514		92,748
McKesson Corp		12,923		1,983
Merck & Co Inc		605,640		46,834
Mettler-Toledo International Inc *		28,371		22,854
Mylan NV *		247,468		3,979
Novartis AG ADR		174,021		15,199
Novo Nordisk A/S ADR		86,039		5,634
Pfizer Inc		881,814		28,835
Teleflex Inc		36,000		13,103
United Therapeutics Corp *		38,304		4,635
UnitedHealth Group Inc		197,328		58,202
Varian Medical Systems Inc *		44,957		5,508
Veeva Systems Inc, Cl A *		18,537		4,345
Vertex Pharmaceuticals Inc *		27,503		7,984
Zoetis Inc, Cl A		63,768		8,739
				621,078
Industrials — 7.9%
3M Co		134,544		20,987
AGCO Corp		52,600		2,917
Allison Transmission Holdings Inc		28,724		1,057
Carlisle Cos Inc		11,816		1,414
Carrier Global Corp		91,214		2,027
Caterpillar Inc, Cl A		32,511		4,113
Chart Industries Inc *		112,781		5,469
Cummins Inc		8,214		1,423
Deere & Co		27,326		4,294
Delta Air Lines Inc, Cl A *		245,758		6,894
Eaton Corp PLC		136,344		11,927
FedEx Corp		20,626		2,892
Fortive Corp		25,423		1,720
Graco Inc		542,313		26,026

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Honeywell International Inc		46,532	$	6,728
Huntington Ingalls Industries Inc, Cl A		41,706		7,277
Illinois Tool Works Inc		98,062		17,146
Johnson Controls International plc		494,338		16,877
L3Harris Technologies Inc		25,220		4,279
Lockheed Martin Corp		15,688		5,725
ManpowerGroup Inc		19,756		1,358
Middleby Corp/The *		100,000		7,894
Northrop Grumman Corp		16,563		5,092
Oshkosh Corp		61,954		4,437
Otis Worldwide Corp		25,842		1,469
PACCAR Inc		43,000		3,219
Raytheon Technologies Corp		308,576		19,014
Robert Half International Inc		27,601		1,458
Roper Technologies Inc		67,713		26,290
Siemens AG ADR		311,780		18,392
Southwest Airlines Co, Cl A *		86,460		2,955
SPX Corp *		148,826		6,124
Stanley Black & Decker Inc		20,000		2,788
Textron Inc		190,528		6,270
Timken Co/The		112,333		5,110
TransDigm Group Inc *		4,293		1,898
Waste Management Inc		18,232		1,931
WW Grainger Inc		64,211		20,173
				287,064
Information Technology — 21.1%
Adobe Inc *		137,412		59,817
Amphenol Corp, Cl A		19,651		1,883
Analog Devices Inc		82,993		10,178
Apple Inc		266,564		97,243
Applied Materials Inc		438,038		26,479
Arista Networks Inc *		15,299		3,213
ASML Holding NV, Cl G		25,169		9,263
Broadcom Inc		17,131		5,407
Cisco Systems Inc		778,637		36,316
Citrix Systems Inc		44,716		6,614
Cognizant Technology Solutions Corp, Cl A		8,912		506
Corning Inc, Cl B		234,159		6,065
Dropbox Inc, Cl A *		216,744		4,719
Hewlett Packard Enterprise Co		307,307		2,990
HP Inc		480,394		8,373
Intel Corp		631,741		37,797
International Business Machines Corp		6,932		837
Intuit Inc		156,005		46,207
Juniper Networks Inc		7,046		161
Keysight Technologies Inc *		148,082		14,924
Lam Research Corp		22,006		7,118
Marvell Technology Group Ltd		264,770		9,283
Mastercard Inc, Cl A		216,758		64,095
Microchip Technology Inc		248,826		26,204
Micron Technology Inc *		161,000		8,295

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Microsoft Corp		486,353	$	98,978
Motorola Solutions Inc		22,111		3,098
Oracle Corp, Cl B		512,747		28,339
QUALCOMM Inc		79,861		7,284
salesforce.com Inc *		15,984		2,994
SAP SE ADR (A)		135,999		19,040
Seagate Technology PLC		160,400		7,765
ServiceNow Inc *		18,268		7,400
Tech Data Corp *		39,569		5,738
Teradyne Inc		10,969		927
Texas Instruments Inc		44,297		5,624
VeriSign Inc *		91,384		18,901
Visa Inc, Cl A (A)		276,204		53,354
Vishay Intertechnology Inc		88,686		1,354
Western Digital Corp *		33,750		1,490
Xerox Holdings Corp		320,477		4,900
Zendesk Inc *		63,012		5,579
				766,752
Materials — 4.5%
Cabot Corp		119,095		4,412
Celanese Corp, Cl A		28,298		2,443
Corteva Inc		64,004		1,715
Domtar Corp *		35,648		753
Dow Inc		162,912		6,640
DuPont de Nemours Inc		43,599		2,316
Eastman Chemical Co		165,233		11,507
Ecolab Inc		134,113		26,682
Huntsman Corp		531,983		9,560
Ingevity Corp *		14,131		743
International Paper Co		135,045		4,755
Linde PLC		123,959		26,293
LyondellBasell Industries NV, Cl A		74,826		4,918
Newmont Corp		98,126		6,058
O-I Glass Inc, Cl I *		451,358		4,053
Reliance Steel & Aluminum Co		11,055		1,049
Sherwin-Williams Co/The, Cl A		66,555		38,459
Steel Dynamics Inc		349,887		9,129
Westrock Co		27,405		774
				162,259
Real Estate — 2.4%
American Tower Corp, Cl A ‡		107,519		27,798
Brandywine Realty Trust ‡		24,300		265
CBRE Group Inc, Cl A *‡		41,173		1,862
Crown Castle International Corp ‡		40,644		6,802
Diversified Healthcare Trust ‡		1,104,641		4,888
Equinix Inc ‡		1,986		1,395
Equity Commonwealth *‡		50,543		1,627
Healthpeak Properties Inc ‡		606,660		16,720
Host Hotels & Resorts Inc *‡		60,390		652
Invitation Homes Inc ‡		28,203		776
Public Storage ‡		4,106		788

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
SBA Communications Corp, Cl A ‡		25,216	$	7,512
Service Properties Trust ‡		673,708		4,777
Weingarten Realty Investors ‡		147,570		2,793
Welltower Inc ‡		126,579		6,550
				85,205
Utilities — 1.4%
Ameren Corp		65,226		4,589
American Electric Power Co Inc		57,553		4,584
Edison International		40,300		2,189
Exelon Corp		317,795		11,533
FirstEnergy Corp		180,837		7,013
NextEra Energy Inc		63,228		15,185
PPL Corp		200,035		5,169
Vistra Energy Corp		40,284		750
				51,012
Total Common Stock (Cost $1,804,992) ($ Thousands)				3,611,606

Description	Shares		Market Value    ($ Thousands)
AFFILIATED PARTNERSHIP — 2.7%
SEI Liquidity Fund, L.P.
0.190% **†(B)		98,940,231	$	98,983
Total Affiliated Partnership (Cost $98,971) ($ Thousands)				98,983
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		20,655,320		20,655
Total Cash Equivalent (Cost $20,655) ($ Thousands)				20,655
Total Investments in Securities — 102.9% (Cost $1,924,618) ($ Thousands)			$	3,731,244

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of     Contracts Long		Expiration Date		Notional Amount   (Thousands)		Value   (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		2		Sep-2020	$	300	$	309	$	9
S&P Mid Cap 400 Index E-MINI		1		Sep-2020		177		178		1
					$	477	$	487	$	10

Percentages are based on Net Assets of $3,627,276 ($ Thousands).

^*  Non-income producing security.

^**  The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $97,789 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $98,983 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

LP — Limited Partnership

MSCI — Morgan Stanley Capital International

PLC — Public Limited Company

S&P — Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2020 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		3,611,606		–		–		3,611,606
Affiliated Partnership		–		98,983		–		98,983
Cash Equivalent		20,655		–		–		20,655
Total Investments in Securities		3,632,261		98,983		–		3,731,244
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		10		–		–		10
Total Other Financial Instruments		10		–		–		10

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Large Cap Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/20	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 39,146	$398,452	$ (338,627)	$ 3	$9	$98,983	98,940,231	$ 160	$—
SEI Daily Income Trust, Government Fund, Cl F	31,813	458,386	(472,544)	—	—	17,655	20,655,320	609	—
Totals	$ 70,959	$856,838	$ (811,171)	$ 3	$9	$116,638		$ 769	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 96.9%
Communication Services — 10.4%
Activision Blizzard Inc		23,600	$	1,791
Alphabet Inc, Cl A *		9,202		13,049
Alphabet Inc, Cl C *		8,965		12,673
AT&T Inc		218,093		6,593
CenturyLink Inc		30,170		303
Charter Communications Inc, Cl A *		4,600		2,346
Comcast Corp, Cl A		139,396		5,433
Discovery Inc, Cl A *		4,700		99
Discovery Inc, Cl C *		9,696		187
DISH Network Corp, Cl A *		7,638		264
Electronic Arts Inc *		8,778		1,159
Facebook Inc, Cl A *		73,575		16,707
Fox Corp		14,819		397
Interpublic Group of Cos Inc/The		12,201		209
Live Nation Entertainment Inc *		4,100		182
Netflix Inc *		13,500		6,143
News Corp, Cl A		11,975		142
News Corp, Cl B		4,000		48
Omnicom Group Inc		6,704		366
Take-Two Interactive Software Inc, Cl A *		3,500		489
T-Mobile US Inc *		16,820		1,752
Twitter Inc *		23,600		703
Verizon Communications Inc		126,696		6,985
ViacomCBS Inc, Cl B		16,221		378
Walt Disney Co/The		55,293		6,166
				84,564
Consumer Discretionary — 10.5%
Advance Auto Parts Inc		2,100		299
Amazon.com Inc, Cl A *		12,813		35,349
Aptiv PLC		8,300		647
AutoZone Inc *		730		824
Best Buy Co Inc		7,054		616
Booking Holdings Inc *		1,255		1,998
BorgWarner Inc		6,500		229
CarMax Inc *		5,000		448
Carnival Corp (A)		14,084		231
Chipotle Mexican Grill Inc, Cl A *		790		831
Darden Restaurants Inc		4,018		304
Dollar General Corp		7,681		1,463
Dollar Tree Inc *		7,354		682
Domino’s Pizza Inc		1,200		443
DR Horton Inc		10,358		574
eBay Inc		20,349		1,067
Expedia Group Inc		4,155		342
Ford Motor Co		117,770		716
Gap Inc/The		6,931		87
Garmin Ltd		4,505		439
General Motors Co		38,413		972
Genuine Parts Co		4,436		386
H&R Block Inc		5,613		80

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hanesbrands Inc		11,700	$	132
Hasbro Inc		3,996		300
Hilton Worldwide Holdings Inc		8,400		617
Home Depot Inc/The		32,945		8,253
Kohl’s Corp		5,056		105
L Brands Inc		6,527		98
Las Vegas Sands Corp		10,500		478
Leggett & Platt Inc		4,259		150
Lennar Corp, Cl A		8,616		531
LKQ Corp *		9,100		238
Lowe’s Cos Inc		23,049		3,114
Marriott International Inc/MD, Cl A		8,324		714
McDonald’s Corp		22,711		4,189
MGM Resorts International		15,700		264
Mohawk Industries Inc *		1,900		193
Newell Brands Inc, Cl B		11,055		176
NIKE Inc, Cl B		37,823		3,709
Norwegian Cruise Line Holdings Ltd *		8,100		133
NVR Inc *		110		358
O’Reilly Automotive Inc *		2,318		977
PulteGroup Inc		8,099		276
PVH Corp		2,159		104
Ralph Lauren Corp, Cl A		1,605		116
Ross Stores Inc		10,736		915
Royal Caribbean Cruises Ltd (A)		5,100		257
Starbucks Corp		35,687		2,626
Tapestry Inc		8,719		116
Target Corp, Cl A		15,228		1,826
Tiffany & Co		3,278		400
TJX Cos Inc/The		36,586		1,850
Tractor Supply Co		3,544		467
Ulta Beauty Inc *		1,747		355
Under Armour Inc, Cl A *		6,005		59
Under Armour Inc, Cl C *		6,449		57
VF Corp		9,665		589
Whirlpool Corp		1,905		247
Wynn Resorts Ltd		2,900		216
Yum! Brands Inc		9,170		797
				85,029
Consumer Staples — 6.8%
Altria Group Inc		57,073		2,240
Archer-Daniels-Midland Co		17,275		689
Brown-Forman Corp, Cl B		5,465		348
Campbell Soup Co		5,184		257
Church & Dwight Co Inc		7,400		572
Clorox Co/The		3,842		843
Coca-Cola Co/The		118,249		5,283
Colgate-Palmolive Co		26,295		1,926
Conagra Brands Inc		15,065		530
Constellation Brands Inc, Cl A		5,113		895
Costco Wholesale Corp		13,518		4,099

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Coty Inc, Cl A		10,291	$	46
Estee Lauder Cos Inc/The, Cl A		6,800		1,283
General Mills Inc		18,486		1,140
Hershey Co/The		4,412		572
Hormel Foods Corp		8,608		415
J M Smucker Co/The		3,453		365
Kellogg Co		7,667		506
Kimberly-Clark Corp		10,503		1,485
Kraft Heinz Co/The		19,108		609
Kroger Co/The		24,436		827
Lamb Weston Holdings Inc		4,600		294
McCormick & Co Inc/MD		3,766		676
Molson Coors Beverage Co, Cl B		5,751		198
Mondelez International Inc, Cl A		43,520		2,225
Monster Beverage Corp *		11,354		787
PepsiCo Inc		42,422		5,611
Philip Morris International Inc		47,587		3,334
Procter & Gamble Co/The		75,800		9,063
Sysco Corp, Cl A		15,520		848
Tyson Foods Inc, Cl A		8,903		532
Walgreens Boots Alliance Inc		22,357		948
Walmart Inc		43,361		5,194
				54,640
Energy — 2.7%
Apache Corp		10,900		147
Baker Hughes Co, Cl A		19,449		299
Cabot Oil & Gas Corp		12,913		222
Chevron Corp		57,123		5,097
Concho Resources Inc		5,900		304
ConocoPhillips		32,660		1,372
Devon Energy Corp		11,313		128
Diamondback Energy Inc, Cl A		4,900		205
EOG Resources Inc		17,746		899
Exxon Mobil Corp		129,346		5,785
Halliburton Co		27,542		358
Hess Corp		7,975		413
HollyFrontier Corp		4,300		126
Kinder Morgan Inc		59,582		904
Marathon Oil Corp		25,856		158
Marathon Petroleum Corp		19,660		735
National Oilwell Varco Inc, Cl A		11,268		138
Noble Energy Inc		13,900		125
Occidental Petroleum Corp (A)		27,462		503
ONEOK Inc		13,709		455
Phillips 66		13,275		955
Pioneer Natural Resources Co		5,104		499
Schlumberger Ltd, Cl A		42,000		772
TechnipFMC PLC		14,200		97
Valero Energy Corp		12,621		742

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Williams Cos Inc/The		37,669	$	716
				22,154
Financials — 9.8%
Aflac Inc		21,734		783
Allstate Corp/The		9,559		927
American Express Co		20,128		1,916
American International Group Inc		26,430		824
Ameriprise Financial Inc		3,684		553
Aon PLC, Cl A		7,029		1,354
Arthur J Gallagher & Co		5,800		565
Assurant Inc		1,805		186
Bank of America Corp		238,945		5,675
Bank of New York Mellon Corp/The		24,499		947
Berkshire Hathaway Inc, Cl B *		59,563		10,633
BlackRock Inc		4,718		2,567
Capital One Financial Corp		13,955		874
Cboe Global Markets Inc		3,300		308
Charles Schwab Corp/The		34,836		1,175
Chubb Ltd		13,834		1,752
Cincinnati Financial Corp		4,683		300
Citigroup Inc		63,551		3,248
Citizens Financial Group Inc		13,300		336
CME Group Inc		11,040		1,794
Comerica Inc		4,592		175
Discover Financial Services		9,230		462
E*TRADE Financial Corp		6,752		336
Everest Re Group Ltd		1,237		255
Fifth Third Bancorp		21,811		421
First Republic Bank/CA		5,100		541
Franklin Resources Inc		8,950		188
Globe Life Inc		3,139		233
Goldman Sachs Group Inc/The		9,465		1,871
Hartford Financial Services Group Inc/The		11,186		431
Huntington Bancshares Inc/OH		30,814		278
Intercontinental Exchange Inc		16,705		1,530
Invesco Ltd		11,000		118
JPMorgan Chase & Co		93,276		8,773
KeyCorp		30,083		366
Lincoln National Corp		5,998		221
Loews Corp		7,762		266
M&T Bank Corp		3,825		398
MarketAxess Holdings Inc		1,200		601
Marsh & McLennan Cos Inc		15,459		1,660
MetLife Inc		23,739		867
Moody’s Corp		4,963		1,364
Morgan Stanley		36,861		1,780
MSCI Inc, Cl A		2,600		868
Nasdaq Inc, Cl A		3,500		418
Northern Trust Corp		6,509		516
People’s United Financial Inc		12,900		149
PNC Financial Services Group Inc/The		12,884		1,356

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Principal Financial Group Inc, Cl A		7,757	$	322
Progressive Corp/The		17,885		1,433
Prudential Financial Inc		12,266		747
Raymond James Financial Inc		3,900		268
Regions Financial Corp		28,863		321
S&P Global Inc		7,421		2,445
State Street Corp		10,691		679
SVB Financial Group, Cl B *		1,600		345
Synchrony Financial		16,063		356
T Rowe Price Group Inc		6,908		853
Travelers Cos Inc/The		7,656		873
Truist Financial Corp		41,096		1,543
Unum Group		6,061		101
US Bancorp		42,223		1,555
W R Berkley Corp		4,400		252
Wells Fargo & Co		113,915		2,916
Willis Towers Watson PLC		3,921		772
Zions Bancorp NA		5,360		182
				79,122
Health Care — 14.2%
Abbott Laboratories		54,099		4,946
AbbVie Inc		53,850		5,287
ABIOMED Inc *		1,400		338
Agilent Technologies Inc		9,415		832
Alexion Pharmaceuticals Inc *		6,700		752
Align Technology Inc *		2,159		593
AmerisourceBergen Corp, Cl A		4,496		453
Amgen Inc, Cl A		18,029		4,252
Anthem Inc		7,727		2,032
Baxter International Inc		15,635		1,346
Becton Dickinson and Co		9,071		2,170
Biogen Inc *		5,000		1,338
Bio-Rad Laboratories Inc, Cl A *		700		316
Boston Scientific Corp *		44,012		1,545
Bristol-Myers Squibb Co		69,097		4,063
Cardinal Health Inc		9,159		478
Centene Corp *		17,808		1,132
Cerner Corp		9,500		651
Cigna Corp		11,207		2,103
Cooper Cos Inc/The, Cl A		1,500		425
CVS Health Corp		40,176		2,610
Danaher Corp, Cl A		19,196		3,394
DaVita Inc *		2,505		198
DENTSPLY SIRONA Inc		6,609		291
DexCom Inc *		2,800		1,135
Edwards Lifesciences Corp, Cl A *		18,800		1,299
Eli Lilly and Co		25,806		4,237
Gilead Sciences Inc		38,284		2,946
HCA Healthcare Inc		8,105		787
Henry Schein Inc *		4,400		257
Hologic Inc *		7,800		445

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Humana Inc		4,058	$	1,574
IDEXX Laboratories Inc *		2,600		858
Illumina Inc *		4,500		1,667
Incyte Corp *		5,500		572
Intuitive Surgical Inc *		3,560		2,029
IQVIA Holdings Inc *		5,500		780
Johnson & Johnson		80,654		11,342
Laboratory Corp of America Holdings *		2,963		492
McKesson Corp		4,929		756
Medtronic PLC		40,972		3,757
Merck & Co Inc		77,276		5,976
Mettler-Toledo International Inc *		733		591
Mylan NV *		15,815		254
PerkinElmer Inc		3,340		328
Perrigo Co PLC		4,004		221
Pfizer Inc		169,956		5,558
Quest Diagnostics Inc		4,024		459
Regeneron Pharmaceuticals Inc *		3,100		1,933
ResMed Inc		4,400		845
STERIS PLC		2,600		399
Stryker Corp		9,846		1,774
Teleflex Inc		1,400		510
Thermo Fisher Scientific Inc		12,118		4,391
UnitedHealth Group Inc		29,028		8,562
Universal Health Services Inc, Cl B		2,400		223
Varian Medical Systems Inc *		2,705		331
Vertex Pharmaceuticals Inc *		7,960		2,311
Waters Corp *		1,897		342
West Pharmaceutical Services Inc		2,300		523
Zimmer Biomet Holdings Inc		6,222		743
Zoetis Inc, Cl A		14,546		1,993
				114,745
Industrials — 7.7%
3M Co		17,501		2,730
A O Smith Corp		4,100		193
Alaska Air Group Inc		4,000		145
Allegion plc		2,770		283
American Airlines Group Inc (A)		15,809		207
AMETEK Inc		7,100		634
Boeing Co/The		16,341		2,995
Carrier Global Corp		24,844		552
Caterpillar Inc, Cl A		16,506		2,088
CH Robinson Worldwide Inc		4,205		332
Cintas Corp		2,612		696
Copart Inc *		6,300		525
CSX Corp		23,372		1,630
Cummins Inc		4,444		770
Deere & Co		9,606		1,510
Delta Air Lines Inc, Cl A		17,113		480
Dover Corp		4,437		428
Eaton Corp PLC		12,208		1,068

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Emerson Electric Co		18,115	$	1,124
Equifax Inc		3,730		641
Expeditors International of Washington Inc		5,209		396
Fastenal Co, Cl A		17,418		746
FedEx Corp		7,305		1,024
Flowserve Corp		4,300		123
Fortive Corp		9,187		622
Fortune Brands Home & Security Inc		4,200		268
General Dynamics Corp		7,130		1,066
General Electric Co		267,009		1,824
Honeywell International Inc		21,451		3,102
Howmet Aerospace Inc		12,478		198
Huntington Ingalls Industries Inc, Cl A		1,300		227
IDEX Corp		2,300		363
IHS Markit Ltd		12,200		921
Illinois Tool Works Inc		8,729		1,526
Ingersoll Rand Inc *		10,333		290
Jacobs Engineering Group Inc		4,104		348
JB Hunt Transport Services Inc		2,551		307
Johnson Controls International PLC		22,799		778
Kansas City Southern		2,900		433
L3Harris Technologies Inc		6,609		1,121
Lockheed Martin Corp		7,536		2,750
Masco Corp		8,084		406
Nielsen Holdings PLC		11,200		166
Norfolk Southern Corp		7,830		1,375
Northrop Grumman Corp		4,741		1,458
Old Dominion Freight Line Inc, Cl A		2,900		492
Otis Worldwide Corp		12,522		712
PACCAR Inc		10,567		791
Parker-Hannifin Corp, Cl A		3,971		728
Pentair PLC		5,266		200
Quanta Services Inc		4,200		165
Raytheon Technologies Corp		44,860		2,764
Republic Services Inc		6,383		524
Robert Half International Inc		3,532		187
Rockwell Automation Inc		3,530		752
Rollins Inc		4,200		178
Roper Technologies Inc		3,200		1,242
Snap-on Inc		1,653		229
Southwest Airlines Co, Cl A		16,662		569
Stanley Black & Decker Inc		4,640		647
Teledyne Technologies Inc *		1,100		342
Textron Inc		6,907		227
Trane Technologies PLC		7,304		650
TransDigm Group Inc		1,600		707
Union Pacific Corp		20,674		3,495
United Airlines Holdings Inc *		7,500		260
United Parcel Service Inc, Cl B		21,624		2,404
United Rentals Inc *		2,200		328
Verisk Analytics Inc, Cl A		5,000		851
Waste Management Inc		11,828		1,253

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Westinghouse Air Brake Technologies Corp		5,690	$	328
WW Grainger Inc		1,365		429
Xylem Inc/NY		5,600		364
				62,687
Information Technology — 26.6%
Accenture PLC, Cl A		19,504		4,188
Adobe Inc *		14,741		6,417
Advanced Micro Devices Inc *		35,900		1,889
Akamai Technologies Inc *		5,004		536
Amphenol Corp, Cl A		9,009		863
Analog Devices Inc		11,271		1,382
ANSYS Inc *		2,600		759
Apple Inc		124,682		45,484
Applied Materials Inc		27,950		1,690
Arista Networks Inc *		1,700		357
Autodesk Inc, Cl A *		6,717		1,607
Automatic Data Processing Inc		13,059		1,944
Broadcom Inc		12,246		3,865
Broadridge Financial Solutions Inc		3,444		435
Cadence Design Systems Inc *		8,500		816
CDW Corp/DE		4,300		500
Cisco Systems Inc		129,761		6,052
Citrix Systems Inc		3,542		524
Cognizant Technology Solutions Corp, Cl A		16,705		949
Corning Inc, Cl B		22,908		593
DXC Technology Co		8,130		134
F5 Networks Inc, Cl A *		1,800		251
Fidelity National Information Services Inc, Cl B		18,965		2,543
Fiserv Inc, Cl A *		17,120		1,671
FleetCor Technologies Inc *		2,569		646
FLIR Systems Inc		4,000		162
Fortinet Inc *		4,112		564
Gartner Inc *		2,700		328
Global Payments Inc		9,227		1,565
Hewlett Packard Enterprise Co		39,891		388
HP Inc		43,291		755
Intel Corp		129,597		7,754
International Business Machines Corp		27,133		3,277
Intuit Inc		7,986		2,365
IPG Photonics Corp *		1,100		176
Jack Henry & Associates Inc		2,400		442
Juniper Networks Inc		10,500		240
Keysight Technologies Inc *		5,700		574
KLA Corp		4,671		908
Lam Research Corp		4,422		1,430
Leidos Holdings Inc		4,100		384
Mastercard Inc, Cl A		27,017		7,989
Maxim Integrated Products Inc		8,000		485
Microchip Technology Inc		7,404		780
Micron Technology Inc *		33,969		1,750

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Microsoft Corp		232,171	$	47,249
Motorola Solutions Inc		5,189		727
NetApp Inc		6,885		305
NortonLifeLock Inc		16,247		322
NVIDIA Corp		18,865		7,167
Oracle Corp, Cl B		63,523		3,511
Paychex Inc		9,869		748
Paycom Software Inc *		1,500		465
PayPal Holdings Inc *		35,949		6,263
Qorvo Inc *		3,500		387
QUALCOMM Inc		34,354		3,133
salesforce.com Inc *		27,509		5,153
Seagate Technology PLC		7,100		344
ServiceNow Inc *		5,861		2,374
Skyworks Solutions Inc		5,004		640
Synopsys Inc *		4,600		897
TE Connectivity Ltd		10,209		833
Texas Instruments Inc		28,066		3,563
Tyler Technologies Inc *		1,200		416
VeriSign Inc *		3,100		641
Visa Inc, Cl A		51,576		9,963
Western Digital Corp		9,174		405
Western Union Co/The		12,434		269
Xerox Holdings Corp		5,876		90
Xilinx Inc		7,453		733
Zebra Technologies Corp, Cl A *		1,600		410
				215,419
Materials — 2.4%
Air Products and Chemicals Inc		6,726		1,624
Albemarle Corp		3,400		263
Amcor PLC		49,032		501
Avery Dennison Corp		2,515		287
Ball Corp		9,972		693
Celanese Corp, Cl A		3,600		311
CF Industries Holdings Inc		6,450		182
Corteva Inc		23,273		623
Dow Inc		22,606		921
DuPont de Nemours Inc		22,673		1,205
Eastman Chemical Co		4,020		280
Ecolab Inc		7,575		1,507
FMC Corp		4,000		398
Freeport-McMoRan Inc, Cl B		43,836		507
International Flavors & Fragrances Inc		3,294		403
International Paper Co		12,074		425
Linde PLC		16,120		3,419
LyondellBasell Industries NV, Cl A		7,974		524
Martin Marietta Materials Inc, Cl A		1,919		396
Mosaic Co/The		10,109		126
Newmont Corp		24,425		1,508
Nucor Corp		9,295		385
Packaging Corp of America		2,900		289

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		7,190	$	763
Sealed Air Corp		4,528		149
Sherwin-Williams Co/The, Cl A		2,471		1,428
Vulcan Materials Co		4,149		481
Westrock Co		7,884		223
				19,821
Real Estate — 2.8%
Alexandria Real Estate Equities Inc ‡		3,800		617
American Tower Corp, Cl A ‡		13,600		3,516
Apartment Investment and Management Co, Cl A ‡		4,640		175
AvalonBay Communities Inc ‡		4,315		667
Boston Properties Inc ‡		4,500		407
CBRE Group Inc, Cl A *‡		10,309		466
Crown Castle International Corp ‡		12,704		2,126
Digital Realty Trust Inc, Cl A ‡		8,269		1,175
Duke Realty Corp ‡		11,300		400
Equinix Inc ‡		2,716		1,907
Equity Residential ‡		10,844		638
Essex Property Trust Inc ‡		2,000		458
Extra Space Storage Inc ‡		4,000		370
Federal Realty Investment Trust ‡		2,200		188
Healthpeak Properties Inc ‡		16,800		463
Host Hotels & Resorts Inc ‡		21,674		234
Iron Mountain Inc ‡		8,538		223
Kimco Realty Corp ‡		12,213		157
Mid-America Apartment Communities Inc ‡		3,500		401
Prologis Inc ‡		22,620		2,111
Public Storage ‡		4,566		876
Realty Income Corp ‡		10,600		631
Regency Centers Corp ‡		4,999		229
SBA Communications Corp, Cl A ‡		3,400		1,013
Simon Property Group Inc ‡		9,506		650
SL Green Realty Corp ‡		2,600		128
UDR Inc ‡		9,000		336
Ventas Inc ‡		11,532		422
Vornado Realty Trust ‡		4,977		190
Welltower Inc ‡		12,600		652
Weyerhaeuser Co ‡		23,061		518
				22,344
Utilities — 3.0%
AES Corp/The		20,990		304
Alliant Energy Corp		7,400		354
Ameren Corp		7,653		539
American Electric Power Co Inc		15,115		1,204
American Water Works Co Inc		5,500		708
Atmos Energy Corp		3,700		368
CenterPoint Energy Inc		17,085		319
CMS Energy Corp		8,801		514
Consolidated Edison Inc		10,133		729
Dominion Energy Inc		25,787		2,093

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		5,845	$	628
Duke Energy Corp		22,616		1,807
Edison International		11,657		633
Entergy Corp		6,026		565
Evergy Inc		6,999		415
Eversource Energy		10,335		861
Exelon Corp		29,755		1,080
FirstEnergy Corp		16,423		637
NextEra Energy Inc		14,920		3,584
NiSource Inc		11,844		269
NRG Energy Inc		7,213		235
Pinnacle West Capital Corp		3,449		253
PPL Corp		23,871		617
Public Service Enterprise Group Inc		15,330		754
Sempra Energy		9,045		1,060
Southern Co/The		32,235		1,671
WEC Energy Group Inc		9,619		843
Xcel Energy Inc		16,036		1,002
				24,046
Total Common Stock (Cost $280,205) ($ Thousands)				784,571

Description	Number of Rights		Market Value   ($ Thousands)
RIGHTS — 0.0%
T-Mobile US Inc, Expires 07/30/2020		11,600	$	2
Total Rights (Cost $—) ($ Thousands)				2
		Shares
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.190% **†(B)		789,111		789
Total Affiliated Partnership (Cost $789) ($ Thousands)				789
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		22,264,028		22,264
Total Cash Equivalent (Cost $22,264) ($ Thousands)				22,264
Total Investments in Securities — 99.8% (Cost $303,258) ($ Thousands)			$	807,626

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		164		Sep-2020	$	25,105	$	25,340	$	235

Percentages are based on Net Assets of $809,249 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $770 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $789 ($ Thousands).

Cl — Class

L.P.  — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

The following is a list of the levels of inputs used as of June 30, 2020 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		784,571		–		–		784,571
Rights		2		–		–		2
Affiliated Partnership		–		789		–		789
Cash Equivalent		22,264		–		–		22,264
Total Investments in Securities		806,837		789		–		807,626
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		235		–		–		235
Total Other Financial Instruments		235		–		–		235

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

S&P 500 Index Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value at 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$ 58,206	$(57,420)	$ 3	$—	$ 789	789,111	$ 8	$—
SEI Daily Income Trust, Government Fund, Cl F	8,999	227,015	(213,750)	—	—	22,264	22,264,028	100	—
Totals	$8,999	$285,221	$(271,170)	$ 3	$—	$23,053		$108	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.4%
Communication Services — 2.6%
Anterix Inc *		8,100	$	367
Bandwidth Inc, Cl A *		4,900		622
Boingo Wireless Inc *		18,460		246
Boston Omaha Corp, Cl A *		6,651		107
Cable One Inc		813		1,443
Cars.com Inc *		31,960		184
Cogent Communications Holdings Inc		37,296		2,885
comScore Inc *		39,480		122
Consolidated Communications Holdings Inc *		129,828		879
Entercom Communications Corp *		17,607		24
EverQuote Inc, Cl A *		10,856		631
Glu Mobile Inc *		56,917		528
Iridium Communications Inc *		22,800		580
Liberty TripAdvisor Holdings Inc, Cl A *		10,080		22
MSG Networks Inc *		8,497		85
National CineMedia Inc		55,239		164
Nexstar Media Group Inc, Cl A		32,055		2,683
Ooma Inc *		62,880		1,036
QuinStreet Inc *		30,430		318
TrueCar Inc *		109,584		283
Zynga Inc, Cl A *		54,107		516
				13,725
Consumer Discretionary — 14.2%
Aaron’s Inc		33,025		1,499
Adtalem Global Education Inc *		15,500		483
Advance Auto Parts Inc		6,850		976
American Axle & Manufacturing Holdings Inc *		22,340		170
American Eagle Outfitters Inc (A)		317,426		3,460
American Public Education Inc *		41,162		1,218
America’s Car-Mart Inc/TX *		6,000		527
Aspen Group Inc/CO *		66,704		604
Beazer Homes USA Inc, Cl A *		15,060		152
Big Lots Inc		27,100		1,138
BJ’s Restaurants Inc *		15,800		331
Bloomin’ Brands Inc *		411,611		4,388
Brinker International Inc *		78,460		1,883
Brunswick Corp/DE		19,200		1,229
Buckle Inc/The *		16,590		260
Caleres Inc		11,670		97
Callaway Golf Co		67,738		1,186
Camping World Holdings Inc, Cl A		19,500		530
Carriage Services Inc		23,296		422
Carter’s Inc *		10,791		871
Cato Corp/The, Cl A *		38,430		314
Cavco Industries Inc *		3,111		600
Cheesecake Factory Inc/The *(A)		142,783		3,273
Chegg Inc *		20,983		1,411
Chico’s FAS Inc *		1,483		2

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Chuy’s Holdings Inc *		18,360	$	273
Core-Mark Holding Co Inc, Cl A		50,949		1,271
Darden Restaurants Inc *		4,188		317
Dave & Buster’s Entertainment Inc *(A)		297,694		3,968
Deckers Outdoor Corp *		6,765		1,329
Delta Apparel Inc *		1,678		20
Denny’s Corp, Cl A *		1,598		16
Dick’s Sporting Goods Inc		37,428		1,544
Domino’s Pizza Inc		4,005		1,480
DraftKings Inc, Cl A *(A)		9,100		303
El Pollo Loco Holdings Inc *		43,780		646
Eldorado Resorts Inc *(A)		10,251		411
Envela Corp *		23,000		140
Ethan Allen Interiors Inc *		37,630		445
Etsy Inc *		5,700		606
Everi Holdings Inc *		689		4
Fiesta Restaurant Group Inc *		20,350		130
Fox Factory Holding Corp *		6,300		520
Genesco Inc *		6,826		148
Golden Entertainment Inc *		797		7
Green Brick Partners Inc *		84,193		998
Haverty Furniture Cos Inc		10,530		168
Hibbett Sports Inc *		27,130		568
Houghton Mifflin Harcourt Co *		2,946		5
Hudson Ltd, Cl A *		3,527		17
Johnson Outdoors Inc, Cl A		2,267		206
Lands’ End Inc *		22,760		183
Michaels Cos Inc/The *		2,296		16
Modine Manufacturing Co *		599,612		3,310
Monro Inc		20,034		1,101
Murphy USA Inc *		26,560		2,990
Noodles & Co, Cl A *		25,560		155
Ollie’s Bargain Outlet Holdings Inc *		5,000		488
Oxford Industries Inc, Cl A		10,222		450
Papa John’s International Inc, Cl A		4,782		380
Peloton Interactive Inc, Cl A *		12,026		695
Penn National Gaming Inc *		14,915		456
Perdoceo Education Corp *		34,492		549
Pool Corp		6,078		1,652
Potbelly Corp *		6,519		15
PulteGroup Inc		28,016		953
Purple Innovation Inc, Cl A *		25,500		459
Regis Corp *		10,700		88
Ruth’s Hospitality Group Inc *		1,623		13
Signet Jewelers Ltd *		11,914		122
Skechers USA Inc, Cl A *		15,180		476
Smith & Wesson Brands Inc *		36,751		791
Sportsman’s Warehouse Holdings Inc *		73,030		1,041
Stamps.com Inc *		4,950		909
Steven Madden Ltd *		17,534		433
Strategic Education Inc		3,542		544
Tenneco Inc, Cl A *		2,445		19

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Texas Roadhouse Inc, Cl A *		8,351	$	439
Thor Industries Inc		4,689		500
Tilly’s Inc, Cl A *		60,750		344
TopBuild Corp *		5,050		575
Tractor Supply Co		12,507		1,648
TRI Pointe Group Inc *		36,818		541
Universal Electronics Inc *		2,310		108
Universal Technical Institute Inc *		77,635		540
Urban Outfitters Inc *		122,389		1,863
US Auto Parts Network Inc *(A)		82,081		711
Vera Bradley Inc *		26,310		117
Vista Outdoor Inc *		78,562		1,135
Weyco Group Inc		6,970		151
Williams-Sonoma Inc		5,600		459
Wingstop Inc, Cl A		8,650		1,202
Winmark Corp		1,076		184
Workhorse Group Inc *(A)		69,500		1,209
YETI Holdings Inc *		24,000		1,026
Zumiez Inc *		13,930		381
				73,985
Consumer Staples — 6.1%
BJ’s Wholesale Club Holdings Inc *		58,293		2,173
Boston Beer Co Inc/The, Cl A *		2,214		1,188
Calavo Growers Inc		19,639		1,235
Cal-Maine Foods Inc *		30,968		1,377
Casey’s General Stores Inc		8,636		1,291
Celsius Holdings Inc *(A)		58,000		683
Central Garden & Pet Co, Cl A *		19,960		718
Church & Dwight Co Inc		19,430		1,502
Darling Ingredients Inc *		133,649		3,290
Freshpet Inc *		10,145		849
Hain Celestial Group Inc/The *		51,501		1,623
Hostess Brands Inc, Cl A *		93,682		1,145
Ingles Markets Inc, Cl A		43		2
J & J Snack Foods Corp		10,508		1,336
John B Sanfilippo & Son Inc		44		4
Lamb Weston Holdings Inc		19,546		1,250
Landec Corp *		32,806		261
Lifevantage Corp *		43,370		586
Medifast Inc (A)		13,177		1,829
MGP Ingredients Inc		19,210		705
Natural Grocers by Vitamin Cottage Inc		48,460		721
Pilgrim’s Pride Corp *		95,597		1,615
PriceSmart Inc		8,883		536
Sanderson Farms Inc		8,299		962
SpartanNash Co		7,970		169
Spectrum Brands Holdings Inc		13,145		603
Sprouts Farmers Market Inc *		18,000		461
TreeHouse Foods Inc *		37,030		1,622
United Natural Foods Inc *		13,080		238
Veru Inc *		146,434		489

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Village Super Market Inc, Cl A		15,598	$	432
Weis Markets Inc		12,203		612
				31,507
Energy — 2.0%
Antero Resources Corp *		110,000		279
Berry Corp *		45,600		220
Bonanza Creek Energy Inc *		8,151		121
Cabot Oil & Gas Corp		117,487		2,018
Cimarex Energy Co		76,207		2,095
Clean Energy Fuels Corp *		76,100		169
Delek US Holdings Inc		30,391		529
DMC Global Inc *		21,048		581
Dorian LPG Ltd *		18,370		142
GasLog Ltd		2,024		6
Green Plains Inc *		19,810		202
International Seaways Inc		24,500		400
Liberty Oilfield Services Inc, Cl A *		26,130		143
National Energy Services Reunited Corp *		20,990		145
NexTier Oilfield Solutions Inc *		91,050		223
Oceaneering International Inc, Cl A *		438		3
Oil States International Inc *		37,260		177
Parsley Energy Inc, Cl A		29,000		310
PDC Energy Inc, Cl A *		9,823		122
Peabody Energy Corp *		34,300		99
Phillips 66 Partners LP (B)		21,258		766
Select Energy Services Inc, Cl A *		61,628		302
SM Energy Co		115,230		432
Solaris Oilfield Infrastructure Inc, Cl A		14,980		111
Talos Energy Inc *		26,710		246
Tidewater Inc *		15,843		89
W&T Offshore Inc *		44,965		103
World Fuel Services Corp		19,217		495
				10,528
Financials — 16.6%
Affiliated Managers Group Inc		9,574		714
Amalgamated Bank, Cl A		21,600		273
American Equity Investment Life Holding Co		201,866		4,988
AMERISAFE Inc		109		7
Anworth Mortgage Asset Corp ‡		155,280		264
Ares Commercial Real Estate Corp ‡		41,360		377
Artisan Partners Asset Management Inc, Cl A		21,298		692
Atlantic Capital Bancshares Inc *		16,935		206
B Riley Financial Inc		7,140		155
Banco Latinoamericano de Comercio Exterior SA, Cl E		12,680		146
Bancorp Inc/The *		45,100		442
Bank of Marin Bancorp		10,419		347
Bank of NT Butterfield & Son Ltd/The		46,086		1,124
Bank OZK		48,615		1,141
BankUnited Inc		204,223		4,136
Benefytt Technologies Inc, Cl A *(A)		35,757		732

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Blackstone Mortgage Trust Inc, Cl A ‡		52,148	$	1,256
Bridgewater Bancshares Inc *		16,240		166
Capital Bancorp Inc *		9,963		107
Capstead Mortgage Corp ‡		22,370		123
Carter Bank & Trust *		22,130		179
Central Pacific Financial Corp		16,300		261
Cherry Hill Mortgage Investment Corp ‡		16,866		152
CNO Financial Group Inc		288,598		4,493
Cohen & Steers Inc		28,402		1,933
Crawford & Co, Cl A		36,940		291
Curo Group Holdings Corp		21,950		179
Customers Bancorp Inc *		19,072		229
Dime Community Bancshares Inc		7,280		100
Discover Financial Services		27,438		1,374
Donegal Group Inc, Cl A		17,670		251
Dynex Capital Inc ‡(A)		76,443		1,093
Enova International Inc *		9,740		145
ESSA Bancorp Inc		7,018		98
Exantas Capital Corp *‡		5,978		16
EZCORP Inc, Cl A *		68,000		428
FactSet Research Systems Inc		5,566		1,828
Farmers National Banc Corp		21,760		258
FedNat Holding Co		7,096		79
First Bancshares Inc/The		4,643		104
First Commonwealth Financial Corp		243,725		2,018
First Community Bankshares Inc		19,280		433
First Financial Corp/IN		6,440		237
First Horizon National Corp		362,001		3,606
First of Long Island Corp/The		14,488		237
Flushing Financial Corp		26,923		310
FNB Corp/PA		591,400		4,435
Forum Merger II Corp, Cl A *(A)		25,500		419
Globe Life Inc		14,326		1,063
Goosehead Insurance Inc, Cl A *		7,971		599
Granite Point Mortgage Trust Inc *‡		43,007		309
Great Western Bancorp Inc		115,518		1,590
Greenhill & Co Inc		14,910		149
Greenlight Capital Re Ltd, Cl A *		19,430		127
Hamilton Lane Inc, Cl A		8,100		546
Hanmi Financial Corp		12,380		120
Hanover Insurance Group Inc/The, Cl A		8,782		890
HarborOne Bancorp Inc *		74,190		634
HBT Financial Inc		23,580		314
HCI Group Inc		10,970		507
Hercules Capital Inc, Cl A		117,834		1,234
Heritage Commerce Corp		18,641		140
Heritage Insurance Holdings Inc		18,210		238
Hilltop Holdings Inc		30,235		558
Home BancShares Inc/AR		72,837		1,120
HomeTrust Bancshares Inc		13,650		218
Houlihan Lokey Inc, Cl A		9,000		501
IBERIABANK Corp		25,289		1,152

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		8,850	$	131
Investors Bancorp Inc		59,727		508
Kemper Corp, Cl A		13,989		1,015
Kinsale Capital Group Inc		3,408		529
Lincoln National Corp		49,800		1,832
Macatawa Bank Corp		36,993		289
MarketAxess Holdings Inc		3,200		1,603
Mercantile Bank Corp		7,970		180
Merchants Bancorp/IN		29,500		545
MGIC Investment Corp		98,097		803
Morningstar Inc, Cl A		2,950		416
National General Holdings Corp		223,770		4,836
Nicolet Bankshares Inc *		61		3
NMI Holdings Inc, Cl A *		25,000		402
OFG Bancorp		116,059		1,552
On Deck Capital Inc *		17,175		12
Oportun Financial Corp *		11,720		158
Oppenheimer Holdings Inc, Cl A		8,220		179
Palomar Holdings Inc, Cl A *		6,264		537
PCSB Financial Corp		19,520		248
Peapack-Gladstone Financial Corp		15,340		287
PennyMac Financial Services Inc		29,296		1,224
Peoples Bancorp Inc/OH		30,640		652
Pinnacle Financial Partners Inc		9,372		394
PJT Partners Inc		10,036		515
Prosperity Bancshares Inc		19,398		1,152
Provident Bancorp Inc		15,496		122
Pzena Investment Management Inc, Cl A		23,670		129
RBB Bancorp		22,380		306
Ready Capital Corp ‡		25,413		221
Regional Management Corp *		6,593		117
Richmond Mutual BanCorp Inc		12,940		145
Safeguard Scientifics Inc *		55,761		390
Sterling Bancorp/DE		116,008		1,360
Stifel Financial Corp		9,584		455
TCF Financial Corp		45,281		1,332
TriState Capital Holdings Inc *		15,768		248
Umpqua Holdings Corp		352,185		3,747
Univest Financial Corp		81,038		1,308
Waterstone Financial Inc		85,646		1,270
Western Alliance Bancorp		11,705		443
Westwood Holdings Group Inc *		7,840		124
WisdomTree Investments Inc		47,480		165
				86,475
Health Care — 15.5%
Abeona Therapeutics Inc *		22,861		67
ACADIA Pharmaceuticals Inc *		25,731		1,247
Acceleron Pharma Inc *		5,202		496
Accuray Inc *		67,774		138
Aduro Biotech Inc *		146,101		337
Adverum Biotechnologies Inc *		16,500		345

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Affimed NV *		150,750	$	696
Agenus Inc *		150,683		592
Akebia Therapeutics Inc *		30,000		407
Albireo Pharma Inc *		6,240		165
Allogene Therapeutics Inc *(A)		8,100		347
Amedisys Inc *		3,106		617
AMN Healthcare Services Inc *		20,872		944
AnaptysBio Inc *		9,970		223
AngioDynamics *		26,311		268
Anika Therapeutics Inc *		21,530		812
Antares Pharma Inc *		87,930		242
Apyx Medical Corp *		19,855		110
Arcus Biosciences Inc *		10,800		267
Ardelyx Inc *		14,658		101
Arena Pharmaceuticals Inc *		8,500		535
Assembly Biosciences Inc *		248		6
Atreca Inc, Cl A *		9,379		200
AtriCure Inc *		10,872		489
Avid Bioservices Inc *		109,050		716
Axsome Therapeutics Inc *		4,485		369
BioCryst Pharmaceuticals Inc *		208,810		995
BioDelivery Sciences International Inc *		172,187		751
Biohaven Pharmaceutical Holding Co Ltd *		8,500		621
BioSpecifics Technologies Corp *		12,110		742
Calithera Biosciences Inc *		144,340		762
Castle Biosciences Inc *		9,913		374
Catalyst Pharmaceuticals Inc *		154,880		716
Cerecor Inc *		68,780		179
Charles River Laboratories International Inc *		2,145		374
Chemed Corp		3,648		1,646
ChemoCentryx Inc *		17,381		1,000
Chiasma Inc *		51,941		279
Community Health Systems Inc *		8,243		25
Computer Programs and Systems Inc		10,280		234
Cross Country Healthcare Inc *		33,060		204
Cue Biopharma Inc *		11,540		283
Cutera Inc *		25,190		307
Cymabay Therapeutics Inc *		152,000		530
Cytokinetics Inc *		19,200		453
CytomX Therapeutics Inc *		81,240		677
CytoSorbents Corp *		29,349		291
Dicerna Pharmaceuticals Inc *		27,401		696
Durect Corp *(A)		250,808		582
Eagle Pharmaceuticals Inc/DE *		7,648		367
Eiger BioPharmaceuticals Inc *		25,992		250
Emergent BioSolutions Inc *		7,559		598
Encompass Health Corp		20,393		1,263
Ensign Group Inc/The		51,812		2,168
Envista Holdings Corp *		65,490		1,381
Enzo Biochem Inc *		113,950		255
Evolent Health Inc, Cl A *		33,829		241

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Exelixis Inc *		14,000	$	332
Fate Therapeutics Inc *		15,041		516
Five Prime Therapeutics Inc *		85,000		518
Flexion Therapeutics Inc *		48,080		632
Fulcrum Therapeutics Inc *		6,971		127
G1 Therapeutics Inc *		25,776		625
GenMark Diagnostics Inc *		84,214		1,239
Haemonetics Corp *		5,030		450
Halozyme Therapeutics Inc *		25,000		670
Hanger Inc *		318		5
Harpoon Therapeutics Inc *		6,830		113
HealthStream Inc *		122		3
Heska Corp *		3,900		363
Horizon Therapeutics Plc *		10,300		572
iCAD Inc *		30,661		306
Immunomedics Inc *		15,361		544
Inovalon Holdings Inc, Cl A *		29,917		576
Inspire Medical Systems Inc *		5,066		441
Integer Holdings Corp *		6,399		467
Integra LifeSciences Holdings Corp *		51,140		2,403
Intersect ENT Inc *		15,000		203
Invacare Corp *		25,330		161
Invitae Corp *(A)		19,500		591
Iovance Biotherapeutics Inc *		15,355		421
iRhythm Technologies Inc *		5,514		639
IVERIC bio Inc *		114,000		581
Joint Corp/The *		17,660		270
Jounce Therapeutics Inc *		46,160		319
Kala Pharmaceuticals Inc *(A)		33,000		347
Karuna Therapeutics Inc *		3,895		434
Karyopharm Therapeutics Inc *		24,584		466
Kindred Biosciences Inc *		34,426		155
Kiniksa Pharmaceuticals Ltd, Cl A *		4,318		110
Kura Oncology Inc *		27,510		448
Lannett Co Inc *		11,824		86
Lantheus Holdings Inc *		34,420		492
LeMaitre Vascular Inc		4,990		132
Livongo Health Inc *(A)		7,672		577
Luminex Corp		56,400		1,835
Magellan Health Inc *		14,141		1,032
Marinus Pharmaceuticals Inc *		76,347		194
MeiraGTx Holdings plc *		24,050		301
Meridian Bioscience Inc *		64,721		1,507
Mersana Therapeutics Inc *		14,910		349
Momenta Pharmaceuticals Inc *		34,133		1,136
Mustang Bio Inc *		43,728		139
MyoKardia Inc *		4,744		458
Natera Inc *		11,800		588
Nevro Corp *		4,215		504
NextCure Inc *		13,485		289
Novavax Inc *		9,100		758
Novocure Ltd *		7,524		446

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
NuVasive Inc *		16,109	$	897
Owens & Minor Inc		76,054		580
Pacific Biosciences of California Inc *		39,750		137
Pacira BioSciences Inc *		10,700		561
Personalis Inc *		27,470		356
Pfenex Inc *		78,350		654
Pieris Pharmaceuticals Inc *		62,273		193
Precision BioSciences Inc *		21,160		176
Prestige Consumer Healthcare Inc, Cl A *		48,780		1,832
Prevail Therapeutics Inc *		10,273		153
Protagonist Therapeutics Inc *		23,029		407
Prothena Corp PLC *		19,080		200
Puma Biotechnology Inc *		17,650		184
Quest Diagnostics Inc		12,678		1,445
Quidel Corp *		5,089		1,139
Recro Pharma Inc *		42,520		193
Repligen Corp *		7,599		939
ResMed Inc		10,580		2,031
Retrophin Inc *		34,500		704
Rigel Pharmaceuticals Inc *		346,140		633
Scholar Rock Holding Corp *		22,600		412
Select Medical Holdings Corp *		30,869		455
Sientra Inc *		35,410		137
SIGA Technologies Inc *		57,085		337
Spectrum Pharmaceuticals Inc *		48,360		163
Spero Therapeutics Inc *		17,650		239
STAAR Surgical Co *		10,300		634
STERIS PLC		10,628		1,631
Surgery Partners Inc *		13,570		157
Surmodics Inc *		6,790		294
Sutro Biopharma Inc *		10,760		83
Syndax Pharmaceuticals Inc *		21,770		323
Synlogic Inc *		13,008		26
Syros Pharmaceuticals Inc *		35,574		379
Tandem Diabetes Care Inc *		4,615		457
Teladoc Health Inc *		2,105		402
TG Therapeutics Inc *		23,500		458
Theravance Biopharma Inc *		22,000		462
Translate Bio Inc *		15,600		280
US Physical Therapy Inc *		8,923		723
Utah Medical Products Inc		902		80
Vapotherm Inc *		26,320		1,079
Vericel Corp *		28,790		398
Verrica Pharmaceuticals Inc *		16,522		182
Voyager Therapeutics Inc *		36,230		457
				80,512
Industrials — 13.5%
AAON Inc		9,612		522
Advanced Drainage Systems Inc		13,022		643
AECOM *		30,648		1,152
Altra Industrial Motion Corp		27,134		864

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American Superconductor Corp *		41,208	$	335
Atlas Air Worldwide Holdings Inc *		46,066		1,982
Axon Enterprise Inc *(A)		13,200		1,295
Badger Meter Inc		22,692		1,428
Blue Bird Corp *		12,431		186
Brady Corp, Cl A		11,374		533
BWX Technologies Inc, Cl W		51,301		2,906
CAI International Inc *		16,210		270
CBIZ Inc *		22,225		533
CECO Environmental Corp *		35,290		233
CIRCOR International Inc *		39,458		1,005
Clean Harbors Inc *		19,346		1,160
Covenant Transportation Group Inc, Cl A *		15,230		220
CRA International Inc		15,976		631
CSW Industrials Inc		46		3
Ducommun Inc *		13,275		463
DXP Enterprises Inc/TX *		22,615		450
EMCOR Group Inc		8,180		541
Energy Recovery Inc *		72,778		553
Enerpac Tool Group Corp, Cl A		29,606		521
Ennis Inc		38,590		700
EnPro Industries Inc		15,107		745
ESCO Technologies Inc		6,595		557
Exponent Inc		19,798		1,602
Franklin Covey Co *		15,530		332
FTI Consulting Inc *(A)		3,662		419
Generac Holdings Inc *		15,661		1,909
Gibraltar Industries Inc *		12,467		599
Gorman-Rupp Co/The		221		7
Great Lakes Dredge & Dock Corp *		24,150		224
H&E Equipment Services Inc		1,102		20
Harsco Corp *		53,110		718
Heidrick & Struggles International Inc		23,722		513
Heritage-Crystal Clean Inc *		7,620		133
Hexcel Corp, Cl A *		16,775		759
Hillenbrand Inc		15,183		411
Huntington Ingalls Industries Inc, Cl A		5,695		994
Huron Consulting Group Inc *		24,350		1,077
Insteel Industries Inc		32,412		618
ITT Inc		25,132		1,476
JetBlue Airways Corp *		271,981		2,965
Kelly Services Inc, Cl A *		27,232		431
Kimball International Inc, Cl B		19,143		221
Korn Ferry		26,722		821
Landstar System Inc		8,958		1,006
Lindsay Corp		5,994		553
Masonite International Corp *		10,614		826
Mastech Digital Inc *		25,705		667
Mercury Systems Inc *		7,019		552
Miller Industries Inc/TN		10,049		299
MRC Global Inc *		59,140		350
MSC Industrial Direct Co Inc, Cl A		19,358		1,409

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MYR Group Inc *		17,530	$	559
Nordson Corp		6,447		1,223
Northwest Pipe Co *		22,050		553
Orion Group Holdings Inc *		140,502		441
Park Aerospace Corp		43,210		481
PICO Holdings Inc *		12,274		103
Pitney Bowes Inc		50,400		131
Plug Power Inc *		84,517		694
Powell Industries Inc		23,470		643
Proto Labs Inc *		4,400		495
Quad/Graphics Inc *		10,053		33
Quanex Building Products Corp		49,121		682
Regal Beloit		11,863		1,036
Resources Connection Inc		53,300		638
Ryder System Inc		31,023		1,164
Saia Inc *		4,300		478
Scorpio Bulkers Inc		882		14
Shyft Group Inc/The		68,027		1,146
Simpson Manufacturing Co Inc		14,251		1,202
Snap-on Inc		8,539		1,183
SP Plus Corp *		4,700		97
SPX Corp *		13,745		566
SPX FLOW Inc *		11,406		427
Standex International Corp		14,930		859
Sterling Construction Co Inc *		16,440		172
Team Inc *		80,577		449
Tetra Tech Inc		27,453		2,172
Textainer Group Holdings Ltd *		26,290		215
Toro Co/The		17,472		1,159
Trex Co Inc *		6,336		824
TriMas Corp *		23,817		570
Tutor Perini Corp *		16,290		198
UFP Industries Inc		13,256		656
Universal Logistics Holdings Inc *		16,900		294
Vectrus Inc *		8,160		401
Veritiv Corp *		10,961		186
Vicor Corp *		7,229		520
Wabash National Corp		50,070		532
Werner Enterprises Inc		23,500		1,023
WESCO International Inc *		88,312		3,101
Willdan Group Inc *		7,290		182
Woodward Inc		6,000		465
				70,309
Information Technology — 15.4%
2U Inc *		13,200		501
A10 Networks Inc *		120,017		817
ACI Worldwide Inc *		19,753		533
ACM Research Inc, Cl A *		6,769		422
Agilysys Inc *		37,320		670
American Software Inc/GA, Cl A		32,772		517
Amkor Technology Inc *		47,959		590

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Avid Technology Inc *		44,900	$	326
Belden Inc		10,178		331
Bill.com Holdings Inc *		5,753		519
Blackline Inc *		7,857		651
Box Inc, Cl A *		28,806		598
Brightcove Inc *		58,374		460
Broadridge Financial Solutions Inc		12,171		1,536
Cabot Microelectronics Corp		10,856		1,515
CACI International Inc, Cl A *		7,464		1,619
Calix Inc *		84,444		1,258
Casa Systems Inc *		47,124		196
Cerence Inc *		12,400		506
ChannelAdvisor Corp *		46,270		733
Ciena Corp *		9,400		509
Cirrus Logic Inc *		7,774		480
Cloudera Inc *		34,594		440
Cloudflare Inc, Cl A *		14,829		533
Cognex Corp		26,296		1,570
Comtech Telecommunications Corp		16,430		278
Conduent Inc *		76,590		183
CyberOptics Corp *		16,751		540
Diebold Nixdorf Inc *		2,475		15
Digi International Inc *		18,272		213
Digital Turbine Inc *		105,204		1,322
Diodes Inc *		23,267		1,180
DSP Group Inc *		37,730		599
Dynatrace Inc *		15,813		642
Echo Global Logistics Inc *		15,530		336
eGain Corp *		36,615		407
Endurance International Group Holdings Inc *		36,220		146
Enphase Energy Inc *(A)		10,516		500
Entegris Inc		6,628		391
ePlus Inc *		6,977		493
Everbridge Inc *		3,520		487
ExlService Holdings Inc *		24,200		1,534
Fastly Inc, Cl A *		6,377		543
Five9 Inc *		10,946		1,211
FormFactor Inc *		34,910		1,024
GSI Technology Inc *		32,018		230
Hackett Group Inc/The		44,678		605
Harmonic Inc, Cl A *		55,112		262
II-VI Inc *		32,185		1,520
Impinj Inc *		30,814		847
Inphi Corp *		10,788		1,268
Inseego Corp *(A)		32,889		382
Intellicheck Inc *(A)		77,394		584
International Money Express Inc *		32,564		406
Jack Henry & Associates Inc		8,463		1,557
Lattice Semiconductor Corp *		44,648		1,268
Limelight Networks Inc *		155,000		1,141
Littelfuse Inc		7,040		1,201

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MACOM Technology Solutions Holdings Inc *		76,902	$	2,642
Manhattan Associates Inc *		5,500		518
ManTech International Corp/VA, Cl A		48,316		3,309
MAXIMUS Inc		18,259		1,286
Mitek Systems Inc *		42,291		406
MobileIron Inc *		127,848		630
Model N Inc *		19,462		677
Monolithic Power Systems Inc		2,250		533
Napco Security Technologies Inc *		15,801		370
NCR Corp *		148,150		2,566
NeoPhotonics Corp *		159,368		1,415
NIC Inc		21,529		494
nLight Inc *		8,410		187
Nuance Communications Inc *		21,392		541
OneSpan Inc *		20,000		559
PC Connection Inc		4,612		214
PCTEL Inc		82,347		550
PDF Solutions Inc *		23,130		452
Pegasystems Inc		3,805		385
PFSweb Inc *		88,239		589
Photronics Inc *		44,026		490
Power Integrations Inc		20,793		2,456
QAD Inc, Cl A		2,509		104
Rambus Inc *		35,970		547
Ribbon Communications Inc *		45,100		177
Science Applications International Corp		6,944		539
Semtech Corp *		20,453		1,068
SMART Global Holdings Inc *		10,582		288
SPS Commerce Inc *		7,300		548
StarTek Inc *		7,462		38
Super Micro Computer Inc *		188,760		5,359
SVMK Inc *		29,978		706
Switch Inc, Cl A		18,000		321
Sykes Enterprises Inc *		18,083		500
Telenav Inc *		91,726		504
TTEC Holdings Inc		13,333		621
Universal Display Corp		8,667		1,297
Veeco Instruments Inc *		59,379		801
Viavi Solutions Inc *		116,931		1,490
Virtusa Corp *		42,908		1,393
Xperi Holding Corp		42,500		627
Zix Corp *		70,310		485
Zscaler Inc *		4,645		509
				80,336
Materials — 4.9%
American Vanguard Corp, Cl B *		14,600		201
B2Gold Corp		316,632		1,801
Balchem Corp		5,865		556
Boise Cascade Co		16,935		637
Cabot Corp		11,912		441
Century Aluminum Co *		218,204		1,556

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Clearwater Paper Corp *		21,250	$	768
Commercial Metals Co, Cl A		235,474		4,804
Contura Energy Inc *		3,268		10
Domtar Corp *		30,473		643
Flotek Industries Inc *		15,671		19
Forterra Inc *		62,720		700
Gold Resource Corp		194,331		799
Hecla Mining Co		193,796		634
Ingevity Corp *		13,731		722
Innospec Inc		6,700		518
Koppers Holdings Inc *		31,635		596
Livent Corp *(A)		91,619		564
Myers Industries Inc		39,886		580
Neenah Inc, Cl A		36		2
Novagold Resources Inc *		55,000		505
O-I Glass Inc, Cl I *		55,542		499
Olin Corp (A)		46,321		532
P H Glatfelter Co		258		4
Quaker Chemical Corp (A)		8,167		1,516
Ryerson Holding Corp *		23,378		132
Schnitzer Steel Industries Inc, Cl A		17,130		302
Scotts Miracle-Gro Co/The, Cl A		3,535		475
Sensient Technologies Corp		8,505		444
Silgan Holdings Inc		26,527		859
Stepan Co		5,879		571
SunCoke Energy Inc		40,840		121
Tredegar Corp		232		4
US Concrete Inc *		14,430		358
Valvoline Inc		58,029		1,122
Verso Corp		34,560		413
W R Grace & Co		25,852		1,313
				25,721
Real Estate — 3.3%
Agree Realty Corp ‡		8,625		567
Alexandria Real Estate Equities Inc ‡		10,110		1,640
Americold Realty Trust ‡		39,514		1,434
CatchMark Timber Trust Inc, Cl A ‡		14,671		130
Columbia Property Trust Inc ‡		70,492		926
CorEnergy Infrastructure Trust Inc ‡		8,630		79
CorePoint Lodging Inc *‡		683		3
Corporate Office Properties Trust ‡		47,028		1,192
CTO Realty Growth Inc ‡		2,400		95
EastGroup Properties Inc ‡		5,071		601
First Industrial Realty Trust Inc ‡		14,783		568
Getty Realty Corp ‡		19,105		567
Gladstone Commercial Corp ‡		20,130		377
Gladstone Land Corp ‡		19,031		302
Global Medical REIT Inc ‡		24,160		274
Hersha Hospitality Trust, Cl A *‡		12,556		72
Kennedy-Wilson Holdings Inc ‡		78,379		1,193
Lexington Realty Trust, Cl B ‡		68,687		725

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
National Health Investors Inc ‡		5,631	$	342
NexPoint Residential Trust Inc ‡		30,964		1,095
QTS Realty Trust Inc, Cl A ‡		19,336		1,239
RE/MAX Holdings Inc, Cl A ‡		16,917		532
Redfin Corp *‡		18,200		763
Retail Value Inc ‡		18,955		234
Rexford Industrial Realty Inc ‡		13,573		562
Ryman Hospitality Properties Inc *‡		9,940		344
Seritage Growth Properties *‡		816		9
STAG Industrial Inc ‡		20,179		592
Tejon Ranch Co *‡		12,089		174
Terreno Realty Corp ‡		10,166		535
UMH Properties Inc ‡		9,260		120
				17,286
Utilities — 3.3%
Algonquin Power & Utilities Corp		122,775		1,589
American States Water Co		21,935		1,725
American Water Works Co Inc		10,548		1,357
Artesian Resources Corp, Cl A		7,268		264
Atlantic Power Corp *		185,190		370
Avista Corp		13,700		499
Black Hills Corp, Cl A		19,263		1,091
California Water Service Group, Cl A		10,954		522
Clearway Energy Inc, Cl A		26,500		556
Consolidated Water Co Ltd		33,195		479
Genie Energy Ltd, Cl B		63,770		469
Hawaiian Electric Industries Inc		14,146		510
IDACORP Inc, Cl A		12,753		1,114
PNM Resources Inc		11,189		430
Portland General Electric Co		49,266		2,060
Pure Cycle Corp *		74,489		685
SJW Group		8,568		532
Spark Energy Inc, Cl A		14,717		104
Spire Inc		21,654		1,423
UGI Corp		41,622		1,324
Unitil Corp		72		3
York Water Co/The		97		5
				17,111
Total Common Stock (Cost $452,375) ($ Thousands)				507,495
AFFILIATED PARTNERSHIP — 4.2%
SEI Liquidity Fund, L.P.
0.190% **†(C)		21,920,860		21,929
Total Affiliated Partnership     (Cost $21,925) ($ Thousands)				21,929

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		14,831,266	$	14,831
Total Cash Equivalent (Cost $14,831) ($ Thousands)				14,831
Total Investments in Securities — 104.4% (Cost $489,131) ($ Thousands)			$	544,255

Percentages are based on Net Assets of $521,328 ($ Thousands).

^*  Non-income producing security.

^**  Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $21,961 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $766 ($ Thousands), or 0.1% of the net assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $21,929 ($ Thousands).

Cl — Class

LP — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

SPX — Standard & Poor’s 500 Index

The following is a list of the levels of inputs used as of June 30, 2020 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		507,495		–		–		507,495
Affiliated Partnership		–		21,929		–		21,929
Cash Equivalent		14,831		–		–		14,831
Total Investments in Securities		522,326		21,929		–		544,255

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Fund (Continued)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 16,900	$ 132,013	$ (126,991)	$ 2	$ 5	$ 21,929	21,920,860	$ 180	$ —
SEI Daily Income Trust, Government Fund, Cl F	13,698	210,484	(209,351)	—	—	14,831	14,831,266	86	—
Totals	$ 30,598	$ 342,497	$ (336,342)	$ 2	$ 5	$ 36,760		$ 266	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Value Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.0%
Communication Services — 1.8%
AMC Networks Inc, Cl A *		21,797	$	510
Cars.com Inc *		44,287		255
Entercom Communications Corp		77,830		107
Liberty TripAdvisor Holdings Inc, Cl A *		19,142		41
Nexstar Media Group Inc, Cl A		41,625		3,483
TEGNA Inc		45,084		502
Travelzoo *		2,040		12
Yelp Inc, Cl A *		11,549		267
				5,177
Consumer Discretionary — 11.6%
Aaron’s Inc		11,181		508
American Axle & Manufacturing Holdings Inc *		60,966		463
American Eagle Outfitters Inc		164,209		1,790
American Public Education Inc *		4,294		127
Bassett Furniture Industries Inc		3,552		26
Big Lots Inc		16,724		702
Bloomin’ Brands Inc		147,931		1,577
Bluegreen Vacations (A)		7,013		38
Brinker International Inc		36,599		878
Buckle Inc/The		3,069		48
Cheesecake Factory Inc/The (A)		49,364		1,131
Collectors Universe Inc		1,698		58
Cooper Tire & Rubber Co		9,451		261
Dana Inc		74,666		910
Dave & Buster’s Entertainment Inc (A)		115,374		1,538
Deckers Outdoor Corp *		2,522		495
Dick’s Sporting Goods Inc		51,127		2,110
Dillard’s Inc, Cl A (A)		3,728		96
Ethan Allen Interiors Inc		7,670		91
GameStop Corp, Cl A *(A)		–		—
Genesco Inc *		14,446		313
G-III Apparel Group *		25,608		340
Goodyear Tire & Rubber Co/The		47,101		421
Group 1 Automotive Inc		13,392		883
Haverty Furniture Cos Inc		27,684		443
Hibbett Sports Inc *		7,811		164
K12 Inc *		9,391		256
KB Home		26,516		813
Laureate Education Inc, Cl A *		3,069		31
La-Z-Boy Inc, Cl Z		26,055		705
Lithia Motors Inc, Cl A		26,104		3,950
MDC Holdings Inc		21,111		754
Meritage Homes Corp *		26,749		2,036
Modine Manufacturing Co *		289,158		1,596
Office Depot Inc		390,034		917
Perdoceo Education Corp *		19,595		312
PulteGroup Inc		13,366		455
Rent-A-Center Inc/TX		23,467		653
Sally Beauty Holdings Inc *		66,841		838

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Shutterstock Inc		2,224	$	78
Skechers U.S.A. Inc, Cl A *		10,674		335
Sleep Number Corp *		13,954		581
Sonic Automotive Inc, Cl A		27,915		891
Taylor Morrison Home Corp, Cl A *		2,887		56
Tenneco Inc, Cl A *		20,445		155
Urban Outfitters Inc *		56,593		861
Wendy’s Co/The		26,899		586
Williams-Sonoma Inc		7,413		608
Wyndham Destinations Inc		9,900		279
				33,157
Consumer Staples — 3.0%
Edgewell Personal Care Co *		15,540		484
Hostess Brands Inc, Cl A *		255,654		3,124
Ingles Markets Inc, Cl A		17,300		745
Medifast Inc (A)		5,854		812
Pilgrim’s Pride Corp *		28,712		485
SpartanNash Co		53,695		1,141
Sprouts Farmers Market Inc *		23,991		614
Universal Corp/VA		15,958		678
USANA Health Sciences Inc *		1,632		120
Village Super Market Inc, Cl A		13,951		387
Weis Markets Inc		1,110		56
				8,646
Energy — 2.3%
Arch Resources		12,829		364
Cabot Oil & Gas Corp		17,675		304
Callon Petroleum Co *(A)		66,561		77
Cimarex Energy Co		24,518		674
CONSOL Energy Inc *		1,755		9
Delek US Holdings Inc		29,986		522
Denbury Resources Inc *		161,226		44
DHT Holdings Inc		34,044		175
Parsley Energy Inc, Cl A		97,947		1,046
PDC Energy Inc, Cl A *		17,537		218
Rattler Midstream LP (B)		104,328		1,012
Renewable Energy Group Inc *		2,379		59
SEACOR Holdings Inc, Cl A *		2,380		67
Southwestern Energy Co *		171,727		440
Viper Energy Partners LP (B)		62,328		646
World Fuel Services Corp		36,460		939
				6,596
Financials — 21.5%
Affiliated Managers Group Inc		12,648		943
AG Mortgage Investment Trust Inc ‡(A)		6,976		22
Amalgamated Bank, Cl A		3,592		45
American Equity Investment Life Holding Co		87,977		2,174
Apollo Commercial Real Estate Finance Inc ‡		18,656		183
Arbor Realty Trust Inc ‡(A)		60,313		557
Artisan Partners Asset Management Inc, Cl A		7,852		255

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Associated Banc-Corp		79,842	$	1,092
Assured Guaranty Ltd		10,296		251
Axis Capital Holdings Ltd		12,212		495
Banco Latinoamericano de Comercio Exterior SA, Cl E		37,368		430
Bancorp Inc/The *		14,131		138
BankUnited Inc		115,472		2,338
Benefytt Technologies Inc, Cl A *(A)		12,054		247
Berkshire Hills Bancorp Inc		25,303		279
BGC Partners Inc, Cl A		634,022		1,737
BlackRock Capital Investment Corp		13,071		35
C&F Financial Corp		1,654		55
Camden National Corp		24,822		857
Capstar Financial Holdings Inc		8,130		98
Cathay General Bancorp		33,768		888
Central Pacific Financial Corp		11,733		188
CIT Group Inc		30,222		626
CNO Financial Group Inc		231,634		3,607
Columbia Banking System Inc		108,476		3,075
Community Trust Bancorp Inc		11,467		376
Cowen Inc, Cl A		4,075		66
Customers Bancorp Inc *		19,623		236
Elevate Credit Inc *		16,357		24
EZCORP Inc, Cl A *		13,275		84
Federal Agricultural Mortgage Corp, Cl C		16,623		1,064
Fidelity National Financial Inc		2,381		73
Financial Institutions Inc		2,345		44
First BanCorp/Puerto Rico		55,415		310
First Busey Corp		6,163		115
First Business Financial Services Inc		2,620		43
First Commonwealth Financial Corp		215,854		1,787
First Foundation Inc		9,199		150
First Horizon National Corp		109,869		1,094
First Internet Bancorp		3,784		63
First Merchants Corp		43,734		1,206
Flagstar Bancorp Inc		37,962		1,117
Flushing Financial Corp		32,349		373
FNB Corp/PA		279,228		2,094
FS KKR Capital (A)		20,557		288
Fulton Financial Corp		74,887		789
GAMCO Investors Inc, Cl A		10,442		139
Genworth Financial Inc, Cl A *		78,634		182
Great Southern Bancorp Inc		5,675		229
Great Western Bancorp Inc		52,279		719
Hancock Whitney Corp, Cl A		39,527		838
Hanmi Financial Corp		15,102		147
Hercules Capital Inc, Cl A		14,634		153
Hilltop Holdings Inc		18,024		333
HomeStreet Inc		8,801		217
Hope Bancorp Inc		75,051		692
IBERIABANK Corp		13,380		609
International Bancshares Corp		13,089		419

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Invesco Mortgage Capital Inc ‡(A)		39,132	$	146
Investors Bancorp Inc		58,493		497
Ladder Capital Corp, Cl A ‡		16,215		131
Level One Bancorp		3,261		55
Lincoln National Corp		16,983		625
Merchants Bancorp/IN		6,850		127
Mercury General Corp		6,822		278
Metropolitan Bank Holding Corp *		3,196		103
MFA Financial Inc ‡		123,945		309
MGIC Investment Corp		90,468		741
Midland States Bancorp Inc		2,454		37
National General Holdings Corp		71,573		1,547
Navient Corp		56,244		395
New Mountain Finance Corp (A)		23,565		219
OFG Bancorp		128,092		1,713
Old National Bancorp/IN, Cl A		42,411		584
OP Bancorp		8,158		56
Oppenheimer Holdings Inc, Cl A		2,401		52
Pacific Premier Bancorp Inc		80,692		1,749
PacWest Bancorp		143,300		2,824
PennantPark Investment Corp		28,945		102
PennyMac Mortgage Investment Trust ‡		35,550		623
Peoples Bancorp Inc/OH		8,257		176
Popular Inc		22,142		823
Radian Group Inc		58,696		910
Republic Bancorp Inc/KY, Cl A		26,257		859
Simmons First National Corp, Cl A		31,052		531
Starwood Property Trust Inc ‡		181,253		2,712
Sterling Bancorp Inc/MI		22,273		80
Synovus Financial Corp		14,259		293
TCF Financial Corp		52,621		1,548
Third Point Reinsurance Ltd *		5,822		44
TriState Capital Holdings Inc *		6,717		105
Two Harbors Investment Corp ‡		45,736		230
Umpqua Holdings Corp		145,493		1,548
Universal Insurance Holdings Inc		7,221		128
Veritex Holdings Inc		21,425		379
Waddell & Reed Financial Inc, Cl A		17,229		267
Walker & Dunlop Inc		17,529		891
Western Asset Mortgage Capital Corp ‡		19,438		53
Zions Bancorp NA		14,225		484
				61,662
Health Care — 7.1%
Akcea Therapeutics *		3,515		48
Allscripts Healthcare Solutions Inc *		7,867		53
AMN Healthcare Services Inc *		7,290		330
Anika Therapeutics Inc *		2,804		106
Arena Pharmaceuticals Inc *(A)		9,233		581
BioSpecifics Technologies Corp *		1,736		106
Catalyst Pharmaceuticals Inc *		32,484		150
Change Healthcare Inc *		174,723		1,957

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Coherus Biosciences Inc *		16,140	$	288
Corcept Therapeutics Inc *		60,875		1,024
CorVel Corp *		922		65
Eagle Pharmaceuticals Inc/DE *		7,250		348
Enanta Pharmaceuticals Inc *		3,554		179
Evofem Biosciences *		5,053		14
Haemonetics Corp *		1,964		176
HealthStream Inc *		2,568		57
Innoviva Inc *		107,026		1,496
Integra LifeSciences Holdings Corp *		7,688		361
Jounce Therapeutics Inc *		8,842		61
Lannett Co Inc *		24,626		179
Ligand Pharmaceuticals Inc *(A)		37,796		4,227
Magellan Health Inc *		12,532		915
Mallinckrodt PLC *(A)		23,064		62
MEDNAX Inc *		27,343		468
Medpace Holdings Inc *		2,872		267
Meridian Bioscience Inc *		2,976		69
NextGen Healthcare Inc *		7,875		87
NuVasive Inc *		955		53
Orthofix Medical Inc *		2,800		90
Owens & Minor Inc		23,310		178
Palatin Technologies *(A)		111,839		57
Patterson Cos Inc		46,939		1,033
PDL BioPharma Inc *		60,889		177
Providence Service Corp/The *		726		57
Quidel Corp *		2,738		613
Select Medical Holdings Corp *		29,250		431
Supernus Pharmaceuticals Inc *		10,831		257
Syneos Health Inc, Cl A *		59,017		3,438
Triple-S Management Corp, Cl B *		3,683		70
Vanda Pharmaceuticals Inc *		13,541		155
Xencor Inc *		5,136		166
				20,449
Industrials — 14.3%
ACCO Brands Corp		99,019		703
AECOM *		13,705		515
Aerojet Rocketdyne Holdings Inc *		1,092		43
American Woodmark Corp *		6,563		496
Apogee Enterprises Inc		14,294		329
ArcBest Corp		20,003		530
Atkore International Group Inc *		34,273		937
Atlas Air Worldwide Holdings Inc *		32,823		1,412
BMC Stock Holdings Inc *		21,119		531
Briggs & Stratton Corp (A)		–		—
Builders FirstSource Inc *		36,561		757
BWX Technologies Inc, Cl W		51,912		2,940
Colfax Corp *		125,783		3,509
Columbus McKinnon Corp/NY		3,774		126
Costamare Inc		14,218		79
Deluxe Corp		18,500		435

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
EMCOR Group Inc		2,175	$	144
Encore Wire Corp		3,483		170
Ennis Inc		6,739		122
EnPro Industries Inc		5,014		247
Great Lakes Dredge & Dock Corp *		5,340		49
Greenbrier Cos Inc/The		20,871		475
Hawaiian Holdings Inc		20,977		295
Heidrick & Struggles International Inc		2,286		49
Herman Miller Inc		24,606		581
Hub Group Inc, Cl A *		4,671		224
IAA Inc *		60,229		2,323
Interface Inc, Cl A		29,679		242
JetBlue Airways Corp *		139,620		1,522
Kaman Corp, Cl A		38,020		1,582
KAR Auction Services Inc		174,327		2,399
Kelly Services Inc, Cl A		17,043		270
Kimball International Inc, Cl B		4,946		57
Knoll Inc, Cl B		30,809		376
MasTec Inc *		12,043		540
Meritor Inc *		69,861		1,383
Miller Industries Inc/TN		5,460		163
Moog Inc, Cl A		9,713		515
Mueller Industries Inc		7,815		208
Park-Ohio Holdings Corp		11,377		189
Powell Industries Inc		1,801		49
Preformed Line Products Co		701		35
Regal Beloit Corp		13,359		1,167
SkyWest Inc		25,821		842
Steelcase Inc, Cl A		64,964		783
Teledyne Technologies Inc *		6,369		1,980
Terex Corp		45,954		863
Timken Co/The		17,160		781
TriNet Group Inc *		943		57
Trinity Industries Inc		129,011		2,747
Triton International Ltd/Bermuda		25,680		777
TrueBlue Inc *		8,454		129
UFP Industries		2,672		132
Vectrus Inc *		4,774		235
Wabash National Corp		76,268		810
WESCO International Inc *		64,937		2,280
				41,134
Information Technology — 13.4%
ACI Worldwide Inc *		201,134		5,429
Amkor Technology Inc *		100,112		1,232
Avaya Holdings Corp *		20,131		249
Benchmark Electronics Inc		34,230		739
Ciena Corp *		1,272		69
Cirrus Logic Inc *		10,372		641
CommVault Systems Inc *		9,050		350
Comtech Telecommunications Corp		12,540		212
CSG Systems International Inc		15,361		636

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Diodes Inc *		30,003	$	1,521
Dolby Laboratories Inc, Cl A		13,081		862
Ebix Inc		7,464		167
II-VI Inc *		11,159		527
Insight Enterprises Inc *		29,358		1,444
Itron Inc *		18,279		1,211
J2 Global Inc *		53,148		3,359
Jabil Inc		35,702		1,145
Methode Electronics Inc		28,020		876
MicroStrategy Inc, Cl A *		772		91
NCR Corp *		82,334		1,426
NeoPhotonics Corp *		9,482		84
NetScout Systems Inc *		8,637		221
NIC Inc		7,745		178
Nuance Communications Inc *		58,359		1,477
PC Connection Inc		3,238		150
Photronics Inc *		5,043		56
Progress Software Corp		5,928		230
Rimini Street *		11,638		60
Sanmina Corp *		48,950		1,226
ScanSource Inc *		15,847		382
Silicon Motion Technology Corp ADR		80,722		3,937
SMART Global Holdings Inc *		3,988		108
Super Micro Computer Inc *		65,688		1,865
Sykes Enterprises Inc *		39,624		1,096
SYNNEX Corp		9,825		1,177
Tech Data Corp *		4,279		620
TTM Technologies Inc *		40,206		477
Ultra Clean Holdings Inc *		3,833		87
Unisys Corp *		3,168		34
Verint Systems Inc *		57,977		2,619
Vishay Intertechnology Inc		5,090		78
Xperi Holding		7,771		115
				38,463
Materials — 8.9%
Ashland Global Holdings Inc		32,473		2,244
Axalta Coating Systems Ltd *		90,577		2,043
B2Gold Corp		101,172		576
Boise Cascade Co		3,355		126
Cabot Corp		21,161		784
Century Aluminum Co *		56,547		403
Chemours Co/The		23,109		355
Cleveland-Cliffs Inc (A)		75,412		416
Commercial Metals Co, Cl A		117,503		2,397
Domtar Corp		20,748		438
FMC Corp		60,250		6,002
FutureFuel Corp		7,434		89
Gold Resource Corp		44,723		184
Greif Inc, Cl A		24,656		848
Huntsman Corp		30,861		555
Koppers Holdings Inc *		18,644		351

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kraton Corp *		25,468	$	440
Kronos Worldwide Inc		18,585		193
O-I Glass Inc, Cl I		58,671		527
Schnitzer Steel Industries Inc, Cl A		13,386		236
Schweitzer-Mauduit International Inc		7,634		255
Silgan Holdings Inc		171,361		5,550
Stepan Co		666		65
Tredegar Corp		3,232		50
Trinseo SA		14,082		312
Warrior Met Coal Inc		13,006		200
				25,639
Real Estate — 10.3%
Ashford Hospitality Trust Inc ‡		165,385		119
Braemar Hotels & Resorts Inc ‡		37,787		108
Brandywine Realty Trust ‡		75,151		818
CBL & Associates Properties Inc ‡(A)		247,991		68
Chatham Lodging Trust ‡		60,868		373
CIM Commercial Trust Corp ‡		3,599		39
CoreCivic Inc ‡		27,923		261
CorEnergy Infrastructure Trust Inc ‡		9,597		88
DiamondRock Hospitality Co ‡		109,437		605
Diversified Healthcare Trust ‡		61,301		271
Franklin Street Properties Corp ‡		68,347		348
Gaming and Leisure Properties Inc ‡		115,931		4,011
Hersha Hospitality Trust, Cl A ‡		63,826		368
Howard Hughes Corp/The *‡		42,114		2,188
Industrial Logistics Properties Trust ‡		42,484		873
Investors Real Estate Trust ‡		1,563		110
Invitation Homes Inc ‡		55,234		1,521
Kite Realty Group Trust ‡		54,638		631
Lexington Realty Trust, Cl B ‡		110,001		1,160
Medical Properties Trust Inc ‡		316,630		5,953
Newmark Group Inc, Cl A ‡		245,417		1,193
Office Properties Income Trust ‡		29,624		769
Outfront Media Inc ‡		32,122		455
Paramount Group Inc ‡		66,316		511
Pebblebrook Hotel Trust ‡		25,442		348
Piedmont Office Realty Trust Inc, Cl A ‡		71,146		1,182
PotlatchDeltic Corp ‡		7,516		286
Retail Properties of America Inc, Cl A ‡		79,647		583
Retail Value Inc ‡		12,569		155
RLJ Lodging Trust ‡		44,970		425
RMR Group Inc/The, Cl A ‡		11,524		340
Sabra Health Care Inc ‡		66,171		955
Service Properties Trust ‡		45,903		325
SITE Centers Corp ‡		62,877		509
Summit Hotel Properties Inc ‡		88,742		526
Sunstone Hotel Investors Inc ‡		42,485		346
Washington Prime Group Inc ‡(A)		172,170		145

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Value Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Xenia Hotels & Resorts Inc ‡		64,252	$	599
				29,565
Utilities — 2.8%
Consolidated Water Co Ltd		55,101		795
Genie Energy Ltd, Cl B		108,094		795
MDU Resources Group Inc		70,273		1,559
National Fuel Gas Co		45,722		1,917
Portland General Electric Co		22,790		953
Southwest Gas Holdings Inc		16,939		1,170
Spark Energy Inc, Cl A (A)		108,343		766
				7,955
Total Common Stock (Cost $295,255) ($ Thousands)				278,443
AFFILIATED PARTNERSHIP — 3.6%
SEI Liquidity Fund, L.P.
0.190% **†(C)		10,223,649		10,231
Total Affiliated Partnership (Cost $10,225) ($ Thousands)				10,231
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		8,383,441		8,383
Total Cash Equivalent (Cost $8,383) ($ Thousands)				8,383
Total Investments in Securities — 103.5% (Cost $313,863) ($ Thousands)			$	297,057

Percentages are based on Net Assets of $287,122 ($ Thousands).

^* Non-income producing security.

^**  Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $9,972 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $1,658 ($ Thousands), or 0.6% of the net assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $10,231 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the levels of inputs used as of June 30, 2020 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		278,443		–		–		278,443
Affiliated Partnership		–		10,231		–		10,231
Cash Equivalent		8,383		–		–		8,383
Total Investments in Securities		286,826		10,231		–		297,057

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value at 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 8,496	$ 47,399	$(45,669)	$ 1	$ 4	$10,231	10,223,649	$76	$—
SEI Daily Income Trust, Government Fund, Cl F	16,059	59,085	(66,761)	—	—	8,383	8,383,441	92	—
Totals	$24,555	$106,484	$ (112,430)	$ 1	$ 4	$18,614		$168	$—
Amounts designated as “—” are $0 or have been rounded to $0.

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 2.9%
Anterix Inc *		3,104	$	141
Bandwidth Inc, Cl A *		8,372		1,063
Boingo Wireless Inc *		52,733		702
Cargurus Inc, Cl A *		5,935		150
Central European Media Enterprises Ltd, Cl A *		16,688		59
Cinemark Holdings Inc *		51,259		592
Cogent Communications Holdings Inc		6,615		512
Eventbrite Inc, Cl A *(A)		67,270		577
EverQuote Inc, Cl A *		21,122		1,228
Gogo Inc *(A)		–		—
Liberty Latin America Ltd, Cl C *		14,620		138
Meet Group Inc/The *		16,694		104
TechTarget Inc *		24,158		726
Vonage Holdings Corp *		231,560		2,330
Zynga Inc, Cl A *		49,811		475
				8,797
Consumer Discretionary — 12.3%
Adient PLC *		23,236		382
Asbury Automotive Group Inc *		1,101		85
Beazer Homes USA Inc, Cl A *		10,571		106
Big Lots Inc		24,570		1,032
BJ’s Restaurants Inc *		15,410		323
Bloomin’ Brands Inc *		34,671		370
Brinker International Inc *		11,867		285
Callaway Golf Co		23,594		413
Camping World Holdings Inc, Cl A		19,859		539
Carter’s Inc *		12,782		1,032
Chegg Inc *		10,999		740
Clarus Corp *		63,912		740
Cooper-Standard Holdings Inc *		32,563		431
Crocs Inc *		11,921		439
Darden Restaurants Inc *		4,732		359
Deckers Outdoor Corp *		8,865		1,741
DraftKings Inc, Cl A *(A)		18,261		607
El Pollo Loco Holdings Inc *(A)		30,329		448
Eldorado Resorts Inc *(A)		6,481		260
Etsy Inc *		5,122		544
Everi Holdings Inc *(A)		113,502		586
Fox Factory Holding Corp *		18,684		1,543
Grand Canyon Education Inc *		6,940		628
Group 1 Automotive Inc *		6,860		453
Haverty Furniture Cos Inc		4,136		66
Hibbett Sports Inc *		5,401		113
Installed Building Products Inc *		10,206		702
Jack in the Box Inc *		18,831		1,395
Johnson Outdoors Inc, Cl A		1,871		170
Lithia Motors Inc, Cl A		5,629		852
Malibu Boats Inc, Cl A *		10,840		563
Meritage Homes Corp *		7,110		541

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Murphy USA Inc *		2,861	$	322
Office Depot Inc		42,105		99
Ollie’s Bargain Outlet Holdings Inc *		4,380		428
Papa John’s International Inc, Cl A		10,470		831
Peloton Interactive Inc, Cl A *		11,458		662
Penn National Gaming Inc *		12,328		377
Perdoceo Education Corp *		46,998		749
PetMed Express Inc		11,380		406
Planet Fitness Inc, Cl A *		1,706		103
PlayAGS Inc *		137,605		465
Purple Innovation Inc, Cl A *		24,530		442
Rent-A-Center Inc/TX		11,539		321
RH *(A)		897		223
Sally Beauty Holdings Inc *		192,889		2,417
Shutterstock Inc		21,327		746
Skechers USA Inc, Cl A *		70,094		2,200
Sleep Number Corp *		2,141		89
Smith & Wesson Brands Inc *		25,602		551
Sonic Automotive Inc, Cl A		2,455		78
Sportsman’s Warehouse Holdings Inc *		97,159		1,385
Stamps.com Inc *		2,628		483
Taylor Morrison Home Corp, Cl A *		30,086		580
Thor Industries Inc		4,087		435
TopBuild Corp *		4,472		509
TRI Pointe Group *		38,275		562
Universal Electronics Inc *		2,332		109
Williams-Sonoma Inc		5,004		410
Wingstop Inc, Cl A		7,890		1,096
Workhorse Group Inc *(A)		78,050		1,357
YETI Holdings Inc *		14,776		631
Zumiez Inc *		7,263		199
				37,753
Consumer Staples — 2.2%
B&G Foods Inc, Cl A (A)		20,505		500
BJ’s Wholesale Club Holdings Inc *		27,070		1,009
Boston Beer Co Inc/The, Cl A *		1,091		585
Celsius Holdings Inc *(A)		51,203		603
elf Beauty Inc *		6,097		116
Freshpet Inc *		9,636		806
Hain Celestial Group Inc/The *		12,649		399
Medifast Inc (A)		1,128		157
National Beverage Corp, Cl A *(A)		10,684		652
Performance Food Group Co *		13,723		400
PriceSmart Inc		6,671		402
SpartanNash Co		29,914		636
Sprouts Farmers Market Inc *		16,229		415
				6,680
Energy — 0.9%
Antero Resources Corp *		96,761		246
DHT Holdings Inc		21,719		111
Diamond S Shipping Inc *		41,779		334

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Dorian LPG Ltd *		12,410	$	96
Earthstone Energy Inc, Cl A *		30,769		87
Evolution Petroleum Corp		141,792		397
Helix Energy Solutions Group Inc *		37,192		129
Magnolia Oil & Gas Corp *		66,205		401
NCS Multistage Holdings Inc *		104,586		61
Renewable Energy Group Inc *		19,596		486
RigNet Inc, Cl A *		139,894		301
Solaris Oilfield Infrastructure Inc, Cl A		14,204		105
W&T Offshore Inc *		21,642		49
				2,803
Financials — 6.6%
American Equity Investment Life Holding Co		29,239		723
Artisan Partners Asset Management Inc, Cl A		5,470		178
Bridgewater Bancshares Inc *		6,171		63
Brightsphere Investment Group Inc		52,615		656
Business First Bancshares Inc		4,038		62
Cannae Holdings Inc *		2,939		121
Capstar Financial Holdings Inc		4,146		50
CBTX Inc		4,016		84
Central Pacific Financial Corp		4,569		73
Century Bancorp Inc/MA, Cl A		750		58
Cohen & Steers Inc		4,217		287
Curo Group Holdings Corp		5,049		41
Customers Bancorp Inc *		3,221		39
eHealth Inc *		2,748		270
Elevate Credit Inc *		16,365		24
Encore Capital Group Inc *		17,333		592
Enova International Inc *		8,499		126
Federated Hermes Inc, Cl B		26,681		632
Fidelity National Financial Inc		622		19
First Business Financial Services Inc		6,845		113
First Northwest Bancorp		3,953		49
Flagstar Bancorp Inc		15,631		460
Focus Financial Partners Inc, Cl A *		19,893		657
Forum Merger II Corp, Cl A *		21,542		354
Goosehead Insurance Inc, Cl A *		9,454		711
Green Dot Corp, Cl A *		4,572		224
Hallmark Financial Services Inc *		2,782		10
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡		25,125		715
Heartland Financial USA Inc		9,680		324
Hilltop Holdings Inc		15,692		290
Home BancShares Inc/AR		48,363		744
HomeStreet Inc		6,375		157
Independent Bank Corp/MI		3,787		56
Investors Bancorp Inc		33,314		283
Kinsale Capital Group Inc		2,591		402
Macatawa Bank Corp		13,699		107
Mercantile Bank Corp		2,697		61
Metropolitan Bank Holding Corp *		1,564		50

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MGIC Investment Corp		26,877	$	220
Mr Cooper Group Inc *		52,433		652
National General Holdings Corp		22,147		479
NMI Holdings Inc, Cl A *		21,956		353
Pacific Premier Bancorp Inc		21,568		468
Palomar Holdings Inc, Cl A *		5,649		484
PennantPark Investment Corp		146,718		515
PennyMac Financial Services Inc		29,231		1,222
PRA Group Inc *		13,300		514
Preferred Bank/Los Angeles CA		14,060		603
Premier Financial Corp		15,468		273
Primerica Inc		584		68
Prosperity Bancshares Inc		2,920		173
Radian Group Inc		34,245		531
ServisFirst Bancshares Inc		11,208		401
Tiptree Inc		9,476		61
TriState Capital Holdings Inc *		5,946		93
Valley National Bancorp		62,720		491
Value Creation *(B)(C)		145,600		56
Virtus Investment Partners Inc		1,389		162
Waddell & Reed Financial Inc, Cl A		7,306		113
Walker & Dunlop Inc		8,181		416
West BanCorp Inc		5,737		100
Westamerica BanCorp		6,959		400
Wintrust Financial Corp		17,718		773
WisdomTree Investments Inc		229,991		798
				20,284
Health Care — 29.1%
ACADIA Pharmaceuticals Inc *		20,404		989
Accelerate Diagnostics Inc *(A)		25,262		383
Acceleron Pharma Inc *		5,864		559
Adaptive Biotechnologies Corp *(A)		15,550		752
Addus HomeCare Corp *		5,081		470
Adverum Biotechnologies Inc *		17,971		375
Akebia Therapeutics Inc *		34,954		475
Albireo Pharma Inc *		28,921		766
Alector Inc *		3,994		98
Allogene Therapeutics Inc *		10,166		435
Amedisys Inc *		1,143		227
AMN Healthcare Services Inc *		26,876		1,216
Amphastar Pharmaceuticals Inc *		15,452		347
Arcus Biosciences Inc *		9,594		237
Arena Pharmaceuticals Inc *		9,879		622
Argenx SE ADR *		4,489		1,011
Arrowhead Pharmaceuticals Inc *		3,950		171
Arvinas Inc *		18,138		608
Athenex Inc *(A)		40,954		564
AtriCure Inc *		7,959		358
Avid Bioservices Inc *		9,816		64
Avidity Biosciences Inc *		22,706		642
Axogen Inc *		47,792		442

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Axsome Therapeutics Inc *		3,827	$	315
BioCryst Pharmaceuticals Inc *		78,093		372
Biohaven Pharmaceutical Holding Co Ltd *		9,040		661
BioSpecifics Technologies Corp *		10,419		638
BioTelemetry Inc *		42,676		1,929
Cardiovascular Systems Inc *		64,682		2,041
CareDx Inc *		32,648		1,157
Castle Biosciences Inc *		25,191		949
Catalyst Pharmaceuticals Inc *		13,730		63
Cerus Corp *		152,219		1,005
Charles River Laboratories International Inc *		7,029		1,225
ChemoCentryx Inc *		8,757		504
Clovis Oncology Inc *(A)		69,467		469
Coherus Biosciences Inc *		18,181		325
Collegium Pharmaceutical Inc *		15,249		267
Corcept Therapeutics Inc *		7,001		118
CryoLife Inc *		15,947		306
CryoPort Inc *		28,009		847
Cytokinetics Inc *		21,937		517
CytomX Therapeutics Inc *		59,259		494
DBV Technologies SA ADR *		86,725		381
Deciphera Pharmaceuticals Inc *		12,927		772
Dicerna Pharmaceuticals Inc *		34,294		871
Emergent BioSolutions *		4,453		352
Endologix Inc *		70,048		56
Ensign Group Inc/The		10,030		420
Epizyme Inc *		29,986		482
Esperion Therapeutics Inc *(A)		13,600		698
Exelixis Inc *		27,547		654
Fate Therapeutics Inc *		16,130		553
G1 Therapeutics Inc *		32,946		799
GenMark Diagnostics Inc *		35,418		521
Global Blood Therapeutics Inc *(A)		8,817		557
Halozyme Therapeutics Inc *		70,160		1,881
Health Catalyst Inc *(A)		15,009		438
HealthEquity Inc *		22,744		1,334
Heron Therapeutics Inc *		47,686		701
Heska Corp *		4,479		417
Horizon Therapeutics Plc *		5,083		282
iCAD Inc *		26,571		265
ImmunoGen Inc *		21,740		100
Immunomedics Inc *		47,853		1,696
Innoviva Inc *		24,263		339
Insmed Inc *		3,685		101
Inspire Medical Systems Inc *		3,860		336
Invitae Corp *(A)		19,579		593
Iovance Biotherapeutics Inc *		18,016		495
iRhythm Technologies Inc *		4,676		542
Ironwood Pharmaceuticals Inc, Cl A *		68,680		709
Kadmon Holdings Inc *		19,121		98
Kala Pharmaceuticals Inc *(A)		27,127		285

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Karuna Therapeutics Inc *		3,896	$	434
Karyopharm Therapeutics Inc *		9,096		172
Kiniksa Pharmaceuticals Ltd, Cl A *		24,160		616
Kodiak Sciences Inc *		12,736		689
Lantheus Holdings Inc *		33,466		479
Lexicon Pharmaceuticals Inc *(A)		24,169		48
LHC Group Inc *		11,733		2,045
Ligand Pharmaceuticals Inc *(A)		15,281		1,709
Liquidia Technologies Inc *		89,690		755
Livongo Health Inc *(A)		6,651		500
Luminex Corp		27,833		905
MannKind Corp *(A)		59,977		105
MEDNAX Inc *		72,871		1,246
Medpace Holdings Inc *		8,602		800
Merit Medical Systems Inc *		38,998		1,780
Molecular Templates Inc *		4,323		60
Momenta Pharmaceuticals Inc *		20,074		668
MyoKardia Inc *		1,703		165
Natera Inc *		15,543		775
NeoGenomics Inc *		70,068		2,171
Nevro Corp *		4,339		518
NextCure Inc *		12,600		270
Novavax Inc *(A)		9,733		811
NuVasive Inc *		8,160		454
Orchard Therapeutics plc ADR *		27,741		166
ORIC Pharmaceuticals Inc *(A)		21,904		739
OrthoPediatrics Corp *		10,290		450
Owens & Minor Inc		13,569		103
Pacira BioSciences Inc *		21,668		1,137
Pfenex Inc *		59,497		497
Pieris Pharmaceuticals Inc *		18,819		58
Precision BioSciences Inc *		42,880		357
Prestige Consumer Healthcare Inc, Cl A *		6,133		230
Progyny Inc *		18,901		488
Puma Biotechnology Inc *		9,862		103
Quidel Corp *		12,947		2,897
R1 RCM Inc *		106,148		1,184
REGENXBIO Inc *		12,912		476
Repligen Corp *		11,892		1,470
Retrophin Inc *		40,473		826
Revance Therapeutics Inc *		23,212		567
Rigel Pharmaceuticals Inc *		86,724		159
SeaSpine Holdings Corp *		70,071		734
Select Medical Holdings Corp *		26,283		387
Silk Road Medical Inc *		7,856		329
SpringWorks Therapeutics Inc *		16,826		707
STAAR Surgical Co *		9,922		611
Syneos Health Inc, Cl A *		31,379		1,828
Tandem Diabetes Care Inc *		3,384		335
TCR2 Therapeutics Inc *		49,631		762
Teladoc Health Inc *		3,616		690
Tenet Healthcare Corp *		23,282		422

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TG Therapeutics Inc *		25,865	$	504
Theravance Biopharma Inc *		9,364		197
Translate Bio Inc *		15,596		279
Vanda Pharmaceuticals Inc *		28,916		331
Vapotherm Inc *		14,909		611
Veracyte Inc *(A)		91,476		2,369
Vericel Corp *(A)		65,056		899
Viela Bio Inc *(A)		10,498		455
Viking Therapeutics Inc *(A)		113,071		815
Vocera Communications Inc *		35,010		742
Xencor Inc *		10,806		350
Xeris Pharmaceuticals Inc *(A)		57,539		153
Zynex Inc *(A)		27,689		689
				89,022
Industrials — 18.4%
AAON Inc		6,584		357
ABM Industries Inc		46,269		1,679
Aerojet Rocketdyne Holdings Inc *		2,568		102
AeroVironment Inc *		6,362		507
Air Transport Services Group Inc *		23,684		527
Applied Industrial Technologies Inc, Cl A		7,792		486
ArcBest Corp		21,723		576
Arcosa Inc		5,952		251
ASGN Inc *		25,104		1,674
Atkore International Group Inc *		9,284		254
Atlas Air Worldwide Holdings Inc *		24,691		1,062
Axon Enterprise Inc *(A)		5,688		558
Beacon Roofing Supply Inc *		17,786		469
BMC Stock Holdings Inc *		71,899		1,807
Brady Corp, Cl A		8,409		394
BrightView Holdings Inc *		59,993		672
Brink’s Co/The		25,162		1,145
Builders FirstSource Inc *		27,573		571
CBIZ Inc *		12,802		307
Chart Industries Inc *		12,878		625
Cimpress PLC *(A)		11,507		878
CIRCOR International Inc *		17,295		441
Clean Harbors Inc *		28,470		1,708
Costamare Inc		23,094		128
CSW Industrials Inc		972		67
Dycom Industries Inc *		12,254		501
EMCOR Group Inc		3,587		237
Federal Signal Corp		3,386		101
Forrester Research Inc *		28,465		912
Fortress Transportation and Infrastructure Investors LLC (D)		108,814		1,413
Forward Air Corp		13,687		682
Foundation Building Materials Inc *		33,538		524
FTI Consulting Inc *		1,750		201
Generac Holdings Inc *		5,584		681
GMS Inc *		8,691		214

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Graham Corp, Cl A		33,881	$	432
Great Lakes Dredge & Dock Corp *		11,382		105
Heartland Express Inc		22,941		478
Heritage-Crystal Clean Inc *		108,854		1,901
Herman Miller Inc *		7,212		170
Hudson Technologies Inc *		306,315		309
ICF International Inc, Cl A		24,756		1,605
InnerWorkings Inc *		575,238		759
John Bean Technologies Corp, Cl A		17,237		1,483
Kennametal Inc		18,639		535
Kforce Inc		3,328		97
Kimball International Inc, Cl B		3,900		45
Kirby Corp *		25,278		1,354
Kratos Defense & Security Solutions Inc *		6,869		107
Lawson Products Inc/DE *		1,248		40
MasTec Inc *		31,893		1,431
Matson Inc		22,910		667
Mercury Systems Inc *		7,529		592
Middleby Corp/The *		12,565		992
Patrick Industries Inc		10,416		638
Plug Power Inc *		73,863		606
Proto Labs Inc *		4,001		450
Ritchie Bros Auctioneers Inc		43,499		1,777
Saia Inc *		10,661		1,185
Shyft Group Inc/The		41,501		699
Simpson Manufacturing Co Inc		5,386		454
SiteOne Landscape Supply Inc *		4,634		528
SP Plus Corp *		34,492		714
SPX Corp *		16,588		683
Steelcase Inc, Cl A		54,473		657
Tennant Co		24,659		1,603
Trex Co Inc *		6,278		817
TriNet Group Inc *		56,857		3,465
TrueBlue Inc *		79,041		1,207
Tutor Perini Corp *		42,555		518
Upwork Inc *		74,434		1,075
Veritiv Corp *		6,548		111
Vicor Corp *		7,015		505
Watts Water Technologies Inc, Cl A		7,047		571
Werner Enterprises Inc		11,452		499
WillScot Corp, Cl A *		107,427		1,320
Woodward Inc		5,281		410
				56,305
Information Technology — 19.8%
2U Inc *		64,897		2,464
8x8 Inc *		23,698		379
Acacia Communications Inc *		1,465		98
ACM Research Inc, Cl A *		6,232		389
Actua Corp *(C)		105,055		5
Agilysys Inc *		6,248		112
Alarm.com Holdings Inc *		8,409		545

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
American Software Inc/GA, Cl A		18,586	$	293
Amkor Technology Inc *		42,731		526
Appfolio Inc, Cl A *		735		120
Asure Software Inc *(A)		64,719		416
Benefitfocus Inc *		138,566		1,491
Bill.com Holdings Inc *		5,116		462
Blackline Inc *		6,790		563
Box Inc, Cl A *		94,988		1,972
CACI International Inc, Cl A *		2,774		602
Calix Inc *		69,405		1,034
Cardtronics PLC *		3,598		86
Cerence Inc *		24,276		991
ChannelAdvisor Corp *		57,048		904
Ciena Corp *		9,310		504
Cirrus Logic Inc *		12,221		755
Cloudera Inc *		86,532		1,101
Cloudflare Inc, Cl A *		13,164		473
Cornerstone OnDemand Inc *		19,131		738
CTS Corp		19,128		383
Digital Turbine Inc *		115,043		1,446
Diodes Inc *		5,672		288
Dynatrace Inc *		14,543		590
Echo Global Logistics Inc *		56,342		1,218
Enphase Energy Inc *(A)		13,096		623
Entegris Inc		5,961		352
Everbridge Inc *		5,869		812
EVERTEC Inc		7,766		218
Fastly Inc, Cl A *		6,901		587
FireEye Inc *		97,965		1,193
Five9 Inc *		16,848		1,865
FormFactor Inc *		31,410		921
Ichor Holdings Ltd *		2,794		74
II-VI Inc *		42,469		2,005
Inphi Corp *		4,600		540
Inseego Corp *(A)		76,029		882
InterDigital Inc		7,261		411
Itron Inc *		3,368		223
Lattice Semiconductor Corp *		29,654		842
Limelight Networks Inc *		412,210		3,034
LogMeIn Inc *		21,297		1,805
Lumentum Holdings Inc *		5,387		439
Manhattan Associates Inc *		5,011		472
MAXIMUS Inc		14,800		1,043
Mimecast Ltd *		12,961		540
Model N Inc *		39,766		1,382
Monolithic Power Systems Inc		2,075		492
Napco Security Technologies Inc *		2,689		63
NeoPhotonics Corp *		55,614		494
Nuance Communications Inc *		23,689		599
OneSpan Inc *		24,173		675
OSI Systems Inc *		5,722		427
PC Connection Inc		2,220		103

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Pegasystems Inc		3,525	$	357
Perficient Inc *		47,321		1,693
Ping Identity Holding Corp *(A)		14,698		472
Pluralsight Inc, Cl A *(A)		72,160		1,302
Power Integrations Inc		4,571		540
Proofpoint Inc *		7,757		862
QAD Inc, Cl A		14,665		605
Qualys Inc *		4,269		444
Rosetta Stone Inc *		5,410		91
Science Applications International Corp		4,935		383
SPS Commerce Inc *		11,936		897
Super Micro Computer Inc *		12,572		357
SVMK Inc *		38,364		903
Switch Inc, Cl A		120,916		2,155
Tech Data Corp *		3,028		439
Tenable Holdings Inc *		15,332		457
TTEC Holdings Inc		10,493		489
Ultra Clean Holdings Inc *		25,078		568
Upland Software Inc *		13,531		470
Viavi Solutions Inc *		75,675		964
Workiva Inc, Cl A *		17,014		910
Zscaler Inc *		4,784		524
Zuora Inc, Cl A *(A)		55,183		704
				60,650
Materials — 2.0%
Alamos Gold Inc, Cl A		83,848		786
Boise Cascade Co		5,464		206
Clearwater Paper Corp *		17,569		635
Commercial Metals Co, Cl A		52,017		1,061
Forterra Inc *		46,891		523
Koppers Holdings Inc *		7,729		146
Kraton Corp *		34,987		605
Minerals Technologies Inc		9,534		447
Ranpak Holdings Corp, Cl A *		168,604		1,255
Scotts Miracle-Gro Co/The, Cl A		3,446		463
				6,127
Real Estate — 3.0%
Community Healthcare Trust Inc ‡		11,212		458
Easterly Government Properties Inc ‡		4,231		98
EastGroup Properties Inc ‡		4,626		549
First Industrial Realty Trust Inc ‡		5,115		197
Franklin Street Properties Corp ‡		43,816		223
GEO Group ‡		17,188		203
Gladstone Commercial Corp ‡		26,464		496
Global Medical REIT Inc ‡		47,008		533
Healthcare Realty Trust Inc ‡		13,619		399
Innovative Industrial Properties Inc, Cl A ‡		5,891		518
Jernigan Capital Inc ‡		31,508		431
Lexington Realty Trust, Cl B ‡		29,440		311
Medical Properties Trust Inc ‡		69,010		1,297
National Storage Affiliates Trust ‡		15,688		450

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
New Senior Investment Group Inc ‡		14,998	$	54
Newmark Group Inc, Cl A ‡		14,750		72
Piedmont Office Realty Trust Inc, Cl A ‡		24,251		403
QTS Realty Trust Inc, Cl A ‡		5,985		384
Redfin Corp *‡		30,862		1,294
Rexford Industrial Realty Inc ‡		8,679		359
Ryman Hospitality Properties Inc *‡		10,298		356
Safehold Inc ‡		1,669		96
STAG Industrial Inc ‡		2,190		64
				9,245
Utilities — 1.0%
American States Water Co		5,708		449
Atlantic Power Corp *		50,252		101
Chesapeake Utilities Corp		5,815		489
Clearway Energy Inc, Cl C (A)		32,318		745
PNM Resources Inc		9,810		377
Southwest Gas Holdings Inc		5,755		397
TerraForm Power Inc, Cl A		22,508		415
				2,973
Total Common Stock (Cost $266,951) ($ Thousands)				300,639
	Number of Warrants
WARRANT — 0.0%
Ranpak Holdings Corp, Expires 06/06/2024
Strike Price $12 *		52,636		76
Total Warrant (Cost $68) ($ Thousands)				76
	Shares
AFFILIATED PARTNERSHIP — 7.8%
SEI Liquidity Fund, L.P.
0.190% **†(E)		23,939,838		23,950
Total Affiliated Partnership (Cost $23,944) ($ Thousands)				23,950
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		6,510,896		6,511
Total Cash Equivalent (Cost $6,511) ($ Thousands)				6,511
Total Investments in Securities — 108.1% (Cost $297,474) ($ Thousands)			$	331,176

Percentages are based on Net Assets of $306,258 ($ Thousands).

* Non-income producing security.

^**  Rate shown is the 7-day effective yield as of June 30, 2020.

^† Investment in Affiliated Security.

^‡ Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $23,979 ($ Thousands).

(B) Securities considered restricted. The total market value of such securities as of June 30, 2020 was $56 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(C) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of on June 30, 2020 was $61 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(D) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $1,413 ($ Thousands), or 0.5% of the net assets of the Fund.

(E) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $23,950 ($ Thousands).

Cl — Class

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of June 30, 2020 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		300,578		–		61		300,639
Warrant		–		76		–		76
Affiliated Partnership		–		23,950		–		23,950
Cash Equivalent		6,511		–		–		6,511
Total Investments in Securities		307,089		24,026		61		331,176

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

For the period ended June 30, 2020, there have been no transfers in or out of Level 3.

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Small Cap Growth Fund (Continued)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$23,698	$81,071	$(80,826)	$—	$7	$23,950	23,939,838	$196	$—
SEI Daily Income Trust, Government Fund, Cl F	11,046	48,930	(53,465)	—	—	6,511	6,510,896	50	—
Totals	$34,744	$130,001	$(134,291)	$—	$7	$30,461		$246	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 97.6%
Communication Services — 2.4%
Boingo Wireless Inc *		45,000	$	599
Cable One Inc		1,150		2,041
Cogent Communications Holdings Inc		18,050		1,396
Consolidated Communications Holdings Inc *		168,543		1,141
Electronic Arts Inc *		6,830		902
Glu Mobile Inc *		58,200		540
IAC/InterActiveCorp *		3,610		1,168
Interpublic Group of Cos Inc/The		24,754		425
Nexstar Media Group Inc, Cl A		68,960		5,771
Ooma Inc *		73,000		1,203
Take-Two Interactive Software Inc, Cl A *		5,083		710
TechTarget Inc *		534		16
World Wrestling Entertainment Inc, Cl A (A)		45,211		1,964
				17,876
Consumer Discretionary — 11.2%
1-800-Flowers.com Inc, Cl A *		42,193		845
Adtalem Global Education Inc *		11,367		354
Advance Auto Parts Inc		10,274		1,463
American Eagle Outfitters Inc (A)		345,343		3,764
American Public Education Inc *		22,732		673
America’s Car-Mart Inc/TX *		5,643		496
Asbury Automotive Group Inc *		8,288		641
Aspen Group Inc/CO *		125,671		1,137
AutoNation Inc *		1,730		65
Big Lots Inc		14,355		603
Bloomin’ Brands Inc *		420,282		4,480
Bright Horizons Family Solutions Inc *		16,432		1,926
Brinker International Inc *		66,618		1,599
Carriage Services Inc		26,433		479
Cavco Industries Inc *		3,193		616
Cheesecake Factory Inc/The *(A)		104,157		2,387
Chegg Inc *		10,625		715
Core-Mark Holding Co Inc, Cl A		14,464		361
Dave & Buster’s Entertainment Inc *(A)		353,062		4,706
Deckers Outdoor Corp *		3,400		668
Del Taco Restaurants Inc *		93,600		555
Denny’s Corp, Cl A *		52,544		531
Dick’s Sporting Goods Inc		64,878		2,677
Domino’s Pizza Inc		2,231		824
Etsy Inc *		29,254		3,108
Five Below Inc *		4,486		480
Grand Canyon Education Inc *		8,383		759
Group 1 Automotive Inc *		4,472		295
Haverty Furniture Cos Inc		25,532		408
Helen of Troy Ltd *		6,787		1,280
Hibbett Sports Inc *		17,681		370
K12 Inc *		13,423		366
KB Home		35,000		1,074
LCI Industries		24,809		2,853

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Lithia Motors Inc, Cl A		49,835	$	7,542
LKQ Corp *		42,488		1,113
Modine Manufacturing Co *		505,828		2,792
Murphy USA Inc *		5,255		592
Ollie’s Bargain Outlet Holdings Inc *(A)		3,893		380
Pool Corp		23,829		6,478
PulteGroup Inc		48,572		1,653
Rent-A-Center Inc/TX		16,566		461
Skechers USA Inc, Cl A *		37,863		1,188
Stamps.com Inc *		3,214		590
Strategic Education Inc		14,806		2,275
Sturm Ruger & Co Inc		9,193		699
Taylor Morrison Home Corp, Cl A *		60,000		1,157
TRI Pointe Group Inc *		60,647		891
Ulta Beauty Inc *		2,059		419
Universal Technical Institute Inc *		148,306		1,031
Urban Outfitters Inc *		128,478		1,955
US Auto Parts Network Inc *		179,902		1,558
Vail Resorts Inc *		9,517		1,733
Wendy’s Co/The		76,680		1,670
Whirlpool Corp		4,700		609
Williams-Sonoma Inc		7,799		639
Wingstop Inc, Cl A		7,400		1,028
WW International Inc *		6,988		177
				82,188
Consumer Staples — 4.2%
BJ’s Wholesale Club Holdings Inc *		23,000		857
Boston Beer Co Inc/The, Cl A *		3,461		1,857
Bunge Ltd		10,000		411
Cal-Maine Foods Inc *		15,000		667
Casey’s General Stores Inc		1,237		185
Central Garden & Pet Co, Cl A *		15,496		524
Coca-Cola Consolidated Inc		2,500		573
Darling Ingredients Inc *		40,500		997
Flowers Foods Inc		43,486		972
Fresh Del Monte Produce Inc		13,500		332
Freshpet Inc *		8,866		742
Grocery Outlet Holding Corp *		8,214		335
Hostess Brands Inc, Cl A *		468,657		5,727
Ingles Markets Inc, Cl A		6,621		285
Ingredion Inc		9,898		822
J & J Snack Foods Corp		7,030		894
John B Sanfilippo & Son Inc		5,357		457
Kroger Co/The		15,939		540
Lamb Weston Holdings Inc		21,677		1,386
Lancaster Colony Corp		5,300		821
Landec Corp *		14,939		119
Medifast Inc (A)		27,963		3,881
Pilgrim’s Pride Corp *		75,983		1,283
Post Holdings Inc *		7,519		659
PriceSmart Inc		12,015		725

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Seaboard Corp		27	$	79
Seneca Foods Corp, Cl A *		315		11
Sprouts Farmers Market Inc *		28,000		717
Tootsie Roll Industries Inc		26,772		917
Universal Corp/VA		9,000		383
US Foods Holding Corp *		31,761		626
USANA Health Sciences Inc *		4,731		347
Veru Inc *		162,588		543
Village Super Market Inc, Cl A		500		14
WD-40 Co		2,556		507
Weis Markets Inc		13,063		655
				30,850
Energy — 1.3%
Cabot Oil & Gas Corp		80,892		1,390
Cimarex Energy Co		78,470		2,157
Delek US Holdings Inc		38,051		662
International Seaways Inc		36,952		604
Marathon Petroleum Corp		23,446		876
Parsley Energy Inc, Cl A		117,278		1,252
Pioneer Natural Resources Co		2,474		242
Rattler Midstream LP (B)		195,007		1,892
World Fuel Services Corp		29,584		762
				9,837
Financials — 14.4%
1st Source Corp		8,235		293
Alleghany Corp *		1,001		490
Allstate Corp/The		7,797		756
Amalgamated Bank, Cl A		28,195		356
American Equity Investment Life Holding Co		221,110		5,464
American Financial Group Inc/OH		13,674		868
American National Insurance Co		8,115		585
Ameriprise Financial Inc		4,701		705
AMERISAFE Inc		11,659		713
Arch Capital Group Ltd *		10,008		287
Argo Group International Holdings Ltd		6,242		217
Arrow Financial Corp		404		12
Artisan Partners Asset Management Inc, Cl A		53,084		1,725
Assurant Inc		5,558		574
Axos Financial Inc *		19,613		433
Bank of Marin Bancorp		10,864		362
Bank OZK		77,170		1,811
BankUnited Inc		141,851		2,872
Benefytt Technologies Inc, Cl A *(A)		34,729		711
BGC Partners Inc, Cl A		820,021		2,247
Brookline Bancorp Inc, Cl A		37,458		378
Camden National Corp		8,550		295
Canadian Imperial Bank of Commerce (A)		3,321		222
Cannae Holdings Inc *		30,200		1,241
Capital City Bank Group Inc		6,787		142
Carter Bank & Trust *		64,033		517
Central Pacific Financial Corp		15,480		248

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
CNB Financial Corp/PA		19,991	$	358
CNO Financial Group Inc		314,437		4,896
Columbia Banking System Inc		148,262		4,203
Diamond Hill Investment Group Inc *		2,001		227
Dynex Capital Inc ‡		55,778		798
E*TRADE Financial Corp		11,727		583
Eagle Bancorp Inc		29,167		955
Employers Holdings Inc		17,888		539
Everest Re Group Ltd		6,060		1,250
FactSet Research Systems Inc		1,250		411
Farmers National Banc Corp		24,544		291
FB Financial Corp		16,614		412
Federal Agricultural Mortgage Corp, Cl C		4,303		275
Financial Institutions Inc		51,330		955
First American Financial Corp		23,494		1,128
First Citizens BancShares Inc/NC, Cl A		1,150		466
First Commonwealth Financial Corp		239,449		1,983
First Community Bankshares Inc		13,721		308
First Financial Corp/IN		18,452		680
First Horizon National Corp		295,000		2,938
First Merchants Corp		40,557		1,118
FNB Corp/PA		354,105		2,656
Great Western Bancorp Inc		125,470		1,727
Hanover Insurance Group Inc/The, Cl A		25,705		2,605
Heritage Commerce Corp		117,477		882
Hilltop Holdings Inc		30,507		563
Home Bancorp Inc		15,452		413
HomeTrust Bancshares Inc		8,333		133
Horace Mann Educators Corp, Cl A		21,962		807
Houlihan Lokey Inc, Cl A		15,000		835
Independent Bank Corp/MI		13,095		195
Investors Bancorp Inc		67,636		575
KKR Real Estate Finance Trust Inc ‡		39,982		663
Lincoln National Corp		45,000		1,656
MarketAxess Holdings Inc		1,546		774
Mercantile Bank Corp		7,000		158
Merchants Bancorp/IN		40,825		755
MidWestOne Financial Group Inc		9,705		194
Morningstar Inc, Cl A		1,600		226
National General Holdings Corp		256,353		5,540
Northwest Bancshares Inc		39,613		405
OceanFirst Financial Corp		36,025		635
OFG Bancorp		133,441		1,784
Pacific Premier Bancorp Inc		38,280		830
PacWest Bancorp		214,582		4,229
Park National Corp		14,724		1,036
PennyMac Financial Services Inc		34,420		1,438
Peoples Bancorp Inc/OH		11,194		238
People’s United Financial Inc		60,000		694
People’s Utah Bancorp		4,730		106
PJT Partners Inc		14,364		737
Popular Inc		47,861		1,779

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PRA Group Inc *		22,539	$	871
Premier Financial Corp		20,198		357
Provident Financial Services Inc		26,750		387
Reinsurance Group of America Inc, Cl A		11,647		914
RenaissanceRe Holdings Ltd		8,320		1,423
Safety Insurance Group Inc		8,465		646
Selective Insurance Group Inc		19,688		1,038
Sierra Bancorp		15,335		290
Southern National Bancorp of Virginia Inc		128,496		1,245
Spirit of Texas Bancshares Inc *		18,185		224
Starwood Property Trust Inc ‡		252,077		3,771
Stewart Information Services Corp		17,692		575
Stifel Financial Corp		16,750		794
SVB Financial Group, Cl B *		3,773		813
TCF Financial Corp		22,000		647
TPG RE Finance Trust Inc ‡		58,414		502
TriCo Bancshares		11,381		347
TrustCo Bank Corp NY		41,246		261
UMH Properties ‡		42,338		547
Umpqua Holdings Corp		219,127		2,332
United Fire Group Inc		356		10
Univest Financial Corp		47,981		774
Walker & Dunlop Inc		12,464		633
Washington Trust Bancorp Inc		15,221		499
Waterstone Financial Inc		88,704		1,316
				105,782
Health Care — 16.4%
ABIOMED Inc *		967		234
ACADIA Pharmaceuticals Inc *		44,500		2,157
Aduro Biotech Inc *		200,000		462
Aerie Pharmaceuticals Inc *(A)		52,709		778
Aimmune Therapeutics Inc *(A)		54,397		909
Akebia Therapeutics Inc *		54,591		741
Amedisys Inc *		1,346		267
AmerisourceBergen Corp, Cl A		4,713		475
AMN Healthcare Services Inc *		22,939		1,038
AngioDynamics Inc *		1,155		12
ANI Pharmaceuticals Inc *		9,480		307
Arcus Biosciences Inc *		9,723		240
AtriCure Inc *		14,000		629
Atrion Corp		436		278
Beyondspring Inc *		17,032		257
BioCryst Pharmaceuticals Inc *		168,405		802
BioDelivery Sciences International Inc *		115,637		504
BioMarin Pharmaceutical Inc *		13,504		1,666
Bio-Rad Laboratories Inc, Cl A *		2,351		1,061
BioSpecifics Technologies Corp *		5,565		341
Bio-Techne Corp		3,600		951
Calithera Biosciences Inc *		166,307		878
Catalent Inc *		16,500		1,209
Cellular Biomedicine Group Inc *(A)		28,255		423

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Change Healthcare Inc *		251,797	$	2,820
Charles River Laboratories International Inc *		7,525		1,312
Chemed Corp		6,900		3,112
ChemoCentryx Inc *		15,000		863
Collegium Pharmaceutical Inc *		55,451		970
Computer Programs and Systems Inc		21,134		482
CONMED Corp		5,936		427
CryoLife Inc *		680		13
Cymabay Therapeutics Inc *		228,165		796
CytomX Therapeutics Inc *		123,374		1,028
DexCom Inc *		576		233
Dicerna Pharmaceuticals Inc *		48,292		1,227
Durect Corp *		425,014		986
Eagle Pharmaceuticals Inc/DE *		4,421		212
Emergent BioSolutions Inc *		49,468		3,912
Encompass Health Corp		19,928		1,234
Ensign Group Inc/The		22,232		930
Five Prime Therapeutics Inc *		143,000		872
Fulgent Genetics Inc *		16,418		263
GenMark Diagnostics Inc *		69,190		1,018
Global Blood Therapeutics Inc *(A)		5,851		369
Globus Medical Inc, Cl A *		14,804		706
GW Pharmaceuticals PLC ADR *(A)		3,127		384
Haemonetics Corp *		17,103		1,532
HealthStream Inc *		38,152		844
Heska Corp *		167		16
Hill-Rom Holdings Inc		12,200		1,339
Homology Medicines Inc *		18,638		283
ICON PLC *		7,886		1,328
ICU Medical Inc *		5,669		1,045
IDEXX Laboratories Inc *		3,716		1,227
Immunomedics Inc *		48,245		1,710
Incyte Corp *		3,300		343
Inovalon Holdings Inc, Cl A *		71,259		1,372
Insmed Inc *		31,452		866
Integer Holdings Corp *		15,849		1,158
Integra LifeSciences Holdings Corp *		25,000		1,175
Iovance Biotherapeutics Inc *		38,705		1,062
IVERIC bio Inc *		160,000		816
Jazz Pharmaceuticals PLC *		9,695		1,070
Karyopharm Therapeutics Inc *		73,647		1,395
LeMaitre Vascular Inc		467		12
LHC Group Inc *		6,905		1,204
Ligand Pharmaceuticals Inc *(A)		81,631		9,130
Luminex Corp		34,615		1,126
Magellan Health Inc *		17,892		1,306
Masimo Corp *		11,491		2,620
Meridian Bioscience Inc *		50,440		1,175
Mettler-Toledo International Inc *		411		331
Momenta Pharmaceuticals Inc *		20,667		688
National HealthCare Corp		12,958		822

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
National Research Corp, Cl A		5,713	$	333
Natus Medical Inc *		31,209		681
Nektar Therapeutics, Cl A *		30,613		709
NeoGenomics Inc *		18,676		579
Neurocrine Biosciences Inc *		13,038		1,591
Nevro Corp *		2,387		285
NextGen Healthcare Inc *		3,857		42
Novocure Ltd *		11,889		705
NuVasive Inc *		8,040		447
Omnicell Inc *		7,795		550
Orthofix Medical Inc *		9,714		311
Pacira BioSciences Inc *		44,489		2,334
Penumbra Inc *		4,496		804
PerkinElmer Inc		12,707		1,246
Perrigo Co PLC		19,629		1,085
Phibro Animal Health Corp, Cl A		27,529		723
Premier Inc, Cl A *		73,631		2,524
Prestige Consumer Healthcare Inc, Cl A *		54,814		2,059
Providence Service Corp/The *		4,264		336
Puma Biotechnology Inc *		23,497		245
Quidel Corp *		8,660		1,938
R1 RCM Inc *		74,014		825
Reata Pharmaceuticals Inc, Cl A *		5,982		933
Repligen Corp *		6,804		841
Retrophin Inc *		68,329		1,395
Revance Therapeutics Inc *		82,213		2,008
Rhythm Pharmaceuticals Inc *		13,092		292
Sarepta Therapeutics Inc *		1,971		316
Seattle Genetics Inc *		3,700		629
Select Medical Holdings Corp *		46,000		678
SIGA Technologies Inc *		2,198		13
STERIS PLC		2,309		354
Supernus Pharmaceuticals Inc *		28,407		675
Syneos Health Inc, Cl A *		96,849		5,642
Teleflex Inc		8,291		3,018
Tenet Healthcare Corp *		6,108		111
Theravance Biopharma Inc *		21,197		445
Translate Bio Inc *		9,872		177
United Therapeutics Corp *		7,055		854
UNITY Biotechnology Inc *(A)		30,141		262
WaVe Life Sciences Ltd *		31,495		328
West Pharmaceutical Services Inc		11,500		2,612
Zogenix Inc *		15,027		406
				120,124
Industrials — 13.1%
A O Smith Corp		4,400		207
AAON Inc		8,319		452
Advanced Disposal Services Inc *		17,348		523
Advanced Drainage Systems Inc		16,174		799
AECOM *		44,000		1,654
Armstrong World Industries Inc		14,156		1,104

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Atlas Air Worldwide Holdings Inc *		60,908	$	2,621
Axon Enterprise Inc *		5,120		502
AZZ Inc		18,414		632
BMC Stock Holdings Inc *		625		16
Brady Corp, Cl A		15,000		702
Builders FirstSource Inc *		21,379		443
BWX Technologies Inc, Cl W		68,972		3,907
Casella Waste Systems Inc, Cl A *		5,000		261
CBIZ Inc *		18,026		432
Cintas Corp		3,186		849
Clean Harbors Inc *		7,022		421
Colfax Corp *		176,368		4,921
CoStar Group Inc *		5,435		3,862
CRA International Inc		11,678		461
CSW Industrials Inc		1,824		126
Curtiss-Wright Corp		15,306		1,366
EMCOR Group Inc		24,206		1,601
ESCO Technologies Inc		4,000		338
Evoqua Water Technologies Corp *		9,047		168
Exponent Inc		30,000		2,428
Forrester Research Inc *		13,175		422
Franklin Covey Co *		648		14
FTI Consulting Inc *		14,309		1,639
Generac Holdings Inc *		8,936		1,090
Gibraltar Industries Inc *		19,000		912
Huntington Ingalls Industries Inc, Cl A		6,945		1,212
Huron Consulting Group Inc *		18,125		802
IAA Inc *		150,479		5,804
ICF International Inc, Cl A		4,655		302
IDEX Corp		4,000		632
Insteel Industries Inc		70,157		1,338
JetBlue Airways Corp *		281,137		3,064
Kadant Inc		21,160		2,109
Kaman Corp, Cl A		54,466		2,266
KAR Auction Services Inc *		323,164		4,447
Kelly Services Inc, Cl A *		4,601		73
Kforce Inc		10,057		294
L3Harris Technologies Inc		6,670		1,132
Lindsay Corp		9,200		848
Macquarie Infrastructure Corp *		47,866		1,469
Masonite International Corp *		28,376		2,207
Mastech Digital Inc *		61,106		1,584
Mercury Systems Inc *		7,000		551
Meritor Inc *		43,353		858
MSA Safety Inc		10,698		1,224
MSC Industrial Direct Co Inc, Cl A		3,679		268
MYR Group Inc *		22,025		703
Old Dominion Freight Line Inc, Cl A		9,957		1,689
Powell Industries Inc		9,428		258
RBC Bearings Inc *		4,000		536
Resources Connection Inc		21,841		261
Rush Enterprises Inc, Cl A		25,948		1,076

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Shyft Group Inc/The		28,592	$	481
Simpson Manufacturing Co Inc		7,500		633
SP Plus Corp *		13,063		271
Standex International Corp		5,842		336
Teledyne Technologies Inc *		19,991		6,216
Tetra Tech Inc		27,739		2,195
Toro Co/The		2,800		186
TransDigm Group Inc *		500		221
TriMas Corp *		20,861		500
Trinity Industries Inc (A)		149,463		3,182
TrueBlue Inc *		15,095		230
UFP Industries Inc		9,396		465
United Rentals Inc *		5,615		837
US Ecology Inc *		8,368		283
Werner Enterprises Inc		20,000		871
WESCO International Inc *		94,612		3,322
Westinghouse Air Brake Technologies Corp		3,600		207
XPO Logistics Inc *		50,356		3,890
				96,206
Information Technology — 18.4%
A10 Networks Inc *		85,305		581
ACI Worldwide Inc *		454,753		12,274
Agilysys Inc *		13,470		242
Amdocs Ltd		10,000		609
American Software Inc/GA, Cl A		30,440		480
Amkor Technology Inc *		75,502		929
ANSYS Inc *		2,600		758
Arista Networks Inc *		2,488		523
Aspen Technology Inc *		25,803		2,673
Box Inc, Cl A *		21,577		448
Broadridge Financial Solutions Inc		1,700		215
Cadence Design Systems Inc *		15,600		1,497
Calix Inc *		48,212		718
ChannelAdvisor Corp *		51,607		817
Cirrus Logic Inc *		8,000		494
Coherent Inc *		1,420		186
Cornerstone OnDemand Inc *		28,250		1,089
CSG Systems International Inc		23,891		989
CyberOptics Corp *		22,008		709
Diodes Inc *		15,000		761
Dolby Laboratories Inc, Cl A		12,000		790
EchoStar Corp, Cl A *		9,805		274
Enphase Energy Inc *		14,679		698
Entegris Inc		26,270		1,551
EPAM Systems Inc *		5,383		1,357
ePlus Inc *		8,062		570
Euronet Worldwide Inc *		7,419		711
EVERTEC Inc		82,658		2,323
ExlService Holdings Inc *		24,383		1,546
Fair Isaac Corp *		2,500		1,045
Five9 Inc *		8,000		885

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
FormFactor Inc *		600	$	18
Gartner Inc *		1,518		184
Genpact Ltd		30,604		1,118
Global Payments Inc		5,841		991
Hackett Group Inc/The		19,093		259
I3 Verticals Inc, Cl A *		7,873		238
Ichor Holdings Ltd *		23,345		621
II-VI Inc *		35,206		1,662
Inphi Corp *		18,603		2,186
Insight Enterprises Inc *		21,641		1,065
Intellicheck Inc *(A)		97,741		738
Intelligent Systems Corp *		358		12
International Money Express Inc *		1,250		16
Itron Inc *		33,423		2,214
J2 Global Inc *		130,332		8,238
Lattice Semiconductor Corp *		37,782		1,073
Leidos Holdings Inc		24,667		2,311
Limelight Networks Inc *		136,500		1,005
Lumentum Holdings Inc *		4,818		392
MACOM Technology Solutions Holdings Inc *		12,485		429
Manhattan Associates Inc *		10,280		968
ManTech International Corp/VA, Cl A		16,545		1,133
MAXIMUS Inc		43,612		3,073
MicroStrategy Inc, Cl A *		3,537		418
Model N Inc *		21,638		752
Monolithic Power Systems Inc		6,335		1,501
National Instruments Corp		370		14
NCR Corp *		145,198		2,515
NeoPhotonics Corp *		98,983		879
NIC Inc		72,349		1,661
Nuance Communications Inc *		67,500		1,708
ON Semiconductor Corp *		108,955		2,159
OSI Systems Inc *		184		14
Palo Alto Networks Inc *		4,182		960
PCTEL Inc		161,751		1,080
Perficient Inc *		12,505		447
PFSweb Inc *		135,038		902
Photronics Inc *		54,581		607
Power Integrations Inc		10,000		1,181
QAD Inc, Cl A		5,106		211
Qorvo Inc *		10,870		1,201
Qualys Inc *		8,700		905
Radware Ltd *		15,000		354
Rambus Inc *		69,493		1,056
RingCentral Inc, Cl A *		773		220
Science Applications International Corp		10,962		852
Semtech Corp *		69,289		3,618
Shutterstock Inc		14,686		514
Silicon Motion Technology Corp ADR		136,913		6,677
SolarWinds Corp *		785		14
SPS Commerce Inc *		16,563		1,244
Super Micro Computer Inc *		255,023		7,240

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
SVMK Inc *		28,358	$	668
Sykes Enterprises Inc *		31,637		875
Synopsys Inc *		8,199		1,599
Teradyne Inc		18,928		1,600
Trade Desk Inc/The, Cl A *		8,993		3,656
TTEC Holdings Inc		31,473		1,465
Tyler Technologies Inc *		4,765		1,653
Veeco Instruments Inc *		45,050		608
Verint Systems Inc *		76,453		3,454
Wix.com Ltd *		22,430		5,747
WNS Holdings Ltd ADR *		22,096		1,215
Xperi Holding Corp		94,572		1,396
Zebra Technologies Corp, Cl A *		3,874		992
				134,518
Materials — 6.7%
Albemarle Corp		4,500		347
Ashland Global Holdings Inc		55,852		3,859
Avery Dennison Corp		2,472		282
Axalta Coating Systems Ltd *		104,959		2,367
B2Gold Corp		501,613		2,854
Balchem Corp		14,444		1,370
Boise Cascade Co		23,092		868
Century Aluminum Co *		234,619		1,673
Commercial Metals Co, Cl A		282,508		5,763
Crown Holdings Inc *		4,800		313
Domtar Corp *		28,556		603
FMC Corp		105,124		10,473
Gold Resource Corp		144,694		595
Hawkins Inc		6,068		258
Hecla Mining Co		341,651		1,117
Ingevity Corp *		36,000		1,893
Materion Corp		12,245		753
Myers Industries Inc		29,683		432
NewMarket Corp		2,000		801
Novagold Resources Inc *		129,786		1,191
Packaging Corp of America		2,600		259
Royal Gold Inc, Cl A		8,757		1,089
Silgan Holdings Inc		272,109		8,814
Stepan Co		9,000		874
Tredegar Corp		10,409		160
				49,008
Real Estate — 6.2%
Agree Realty Corp ‡		15,500		1,018
Alexander’s Inc ‡		1,594		384
American Assets Trust Inc ‡		15,411		429
Camden Property Trust ‡		13,101		1,195
CatchMark Timber Trust Inc, Cl A ‡		147,108		1,302
City Office REIT Inc ‡		41,455		417
Community Healthcare Trust Inc ‡		384		16
Douglas Emmett Inc ‡		31,000		950
EastGroup Properties Inc ‡		14,800		1,755

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Equity LifeStyle Properties ‡		20,564	$	1,285
First Industrial Realty Trust Inc ‡		18,000		692
Gaming and Leisure Properties Inc ‡		166,661		5,767
Getty Realty Corp ‡		46,457		1,379
Gladstone Commercial Corp ‡		62,536		1,173
Highwoods Properties Inc ‡		10,000		373
Howard Hughes Corp/The *‡		25,977		1,350
Independence Realty Trust Inc ‡		113,415		1,303
Investors Real Estate Trust ‡		15,417		1,087
Invitation Homes Inc ‡		88,917		2,448
Kite Realty Group Trust ‡		34,895		403
Life Storage Inc ‡		3,100		294
LTC Properties Inc ‡		13,712		517
Medical Properties Trust Inc ‡		410,854		7,724
Mid-America Apartment Communities Inc ‡		5,599		642
Monmouth Real Estate Investment Corp, Cl A ‡		88,945		1,289
National Health Investors Inc ‡		265		16
National Storage Affiliates Trust ‡		14,152		406
New Senior Investment Group Inc ‡		47,637		172
Newmark Group Inc, Cl A ‡		294,953		1,433
Office Properties Income Trust ‡		39,148		1,017
One Liberty Properties Inc ‡		51,103		900
Piedmont Office Realty Trust Inc, Cl A ‡		42,188		701
PS Business Parks Inc ‡		12,200		1,615
Rexford Industrial Realty Inc ‡		27,000		1,119
Sabra Health Care REIT Inc ‡		42,013		606
Saul Centers Inc ‡		24,583		793
Spirit Realty Capital Inc ‡		387		13
Sun Communities Inc ‡		1,653		224
Terreno Realty Corp ‡		15,348		808
Universal Health Realty Income Trust ‡		1,794		143
Whitestone REIT, Cl B ‡		61,287		446
				45,604
Utilities — 3.3%
ALLETE Inc		14,400		786
American States Water Co		21,500		1,691
Atmos Energy Corp		20,484		2,040
Avista Corp		13,200		480
Black Hills Corp, Cl A		18,201		1,031
California Water Service Group, Cl A		10,000		477
Chesapeake Utilities Corp		6,037		507
Clearway Energy Inc, Cl A		43,089		904
CMS Energy Corp		10,600		619
Evergy Inc		21,057		1,249
Hawaiian Electric Industries Inc		1,086		39
IDACORP Inc, Cl A		10,909		953
MDU Resources Group Inc		29,772		660
Middlesex Water Co		22,660		1,522
NorthWestern Corp		11,485		626
NRG Energy Inc		15,000		489

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
ONE Gas Inc		10,005	$	771
Ormat Technologies Inc		13,800		876
Pinnacle West Capital Corp		11,616		851
PNM Resources Inc		25,500		980
Portland General Electric Co		43,378		1,814
SJW Group		14,000		870
Southwest Gas Holdings Inc		10,221		706
Spire Inc		26,200		1,722
UGI Corp		6,450		205
Unitil Corp		16,293		730
Vistra Energy Corp		710		13
York Water Co/The		9,081		436
				24,047
Total Common Stock (Cost $520,455) ($ Thousands)				716,040
AFFILIATED PARTNERSHIP — 4.4%
SEI Liquidity Fund, L.P.
0.190% **†(C)		31,922,781		31,943
Total Affiliated Partnership (Cost $31,929) ($ Thousands)				31,943
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		17,668,641		17,669
Total Cash Equivalent (Cost $17,669) ($ Thousands)				17,669
Total Investments in Securities — 104.4% (Cost $570,053) ($ Thousands)			$	765,652

Percentages are based on Net Assets of $733,362 ($ Thousands).

^*  Non-income producing security.

^**  The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡ Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $30,872 ($ Thousands).

(B) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $1,892 ($ Thousands), or 0.3% of the net assets.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $31,943 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of June 30, 2020 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		716,040		–		–		716,040
Affiliated Partnership		–		31,943		–		31,943
Cash Equivalent		17,669		–		–		17,669
Total Investments in Securities		733,709		31,943		–		765,652

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 78,149	$ 104,237	$ (150,458)	$ —	$ 15	$ 31,943	31,922,781	$ 175	$ —
SEI Daily Income Trust, Government Fund, Cl F	18,992	115,133	(116,456)	—	—	17,669	17,668,641	120	—
Totals	$ 97,141	$ 219,370	$ (266,914)	$ —	$ 15	$ 49,612		$ 295	$ —

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Mid-Cap Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 98.9%
Communication Services — 4.2%
CenturyLink Inc		53,800	$	540
Discovery Inc, Cl A *		7,200		152
Discovery Inc, Cl C *		14,300		275
Spotify Technology SA *		3,100		800
Take-Two Interactive Software Inc, Cl A *		1,400		195
United States Cellular Corp *		1,700		53
ViacomCBS Inc, Cl B		15,906		371
Zynga Inc, Cl A *		48,400		462
				2,848
Consumer Discretionary — 9.5%
Adient PLC *		1,700		28
AutoNation Inc *		4,800		180
AutoZone Inc *		80		90
Best Buy Co Inc		7,600		663
BorgWarner Inc		13,400		473
Brunswick Corp/DE		6,600		422
Chipotle Mexican Grill Inc, Cl A *		360		379
Dollar General Corp		2,600		495
Dollar Tree Inc *		6,100		565
Domino’s Pizza Inc		780		288
DR Horton Inc		9,900		549
Extended Stay America Inc		18,400		206
frontdoor Inc *		2,500		111
H&R Block Inc		1,600		23
Lennar Corp, Cl A		6,700		413
Lennar Corp, Cl B		3,900		180
LKQ Corp *		19,700		516
Lululemon Athletica Inc *		500		156
PulteGroup Inc		2,800		95
Qurate Retail Inc *		35,000		333
Stamps.com Inc *		800		147
Tractor Supply Co		300		40
Wyndham Hotels & Resorts Inc		1,700		72
Yum China Holdings Inc		1,300		63
				6,487
Consumer Staples — 5.8%
Archer-Daniels-Midland Co		17,600		703
Bunge Ltd		8,400		345
Campbell Soup Co		1,100		55
Coty Inc, Cl A		18,100		81
Hershey Co/The		600		78
Ingredion Inc		4,500		373
J M Smucker		2,700		286
Kellogg Co		2,400		159
Keurig Dr Pepper Inc		11,100		315
Kroger Co/The		21,100		714
Molson Coors Beverage Co, Cl B		3,000		103
Pilgrim’s Pride Corp *		18,500		312

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Tyson Foods Inc, Cl A		7,000	$	418
				3,942
Energy — 2.2%
Cheniere Energy Inc *		7,400		358
Kinder Morgan		18,900		287
ONEOK Inc		10,700		355
Pioneer Natural Resources Co		5,000		488
				1,488
Financials — 9.8%
Ally Financial Inc		1,300		26
American Financial Group Inc/OH		5,800		368
Ameriprise Financial Inc		4,400		660
Annaly Capital Management Inc ‡		46,100		302
Associated Banc-Corp		2,000		27
Bancorp Inc/The *		9,100		89
BankUnited Inc		9,700		196
Capital One Financial Corp		1,000		63
CNA Financial Corp		9,300		299
Customers Bancorp Inc *		1,900		23
Discover Financial Services		12,300		616
Evercore Inc, Cl A		1,000		59
Fifth Third Bancorp		7,500		145
Invesco Ltd		15,700		169
KeyCorp		3,400		41
Lincoln National Corp		6,100		224
LPL Financial Holdings Inc		6,600		518
MarketAxess Holdings Inc		490		246
Midland States Bancorp Inc		2,300		34
Old Republic International Corp		12,200		199
PacWest Bancorp		10,600		209
Popular Inc		7,700		286
Principal Financial Group Inc, Cl A		7,600		316
Raymond James Financial Inc		3,600		248
State Street Corp		4,200		267
Synchrony Financial		15,200		337
T Rowe Price Group Inc		4,600		568
Unum Group		8,600		143
				6,678
Health Care — 13.2%
Agilent Technologies Inc		800		71
Alexion Pharmaceuticals Inc *		3,600		404
AmerisourceBergen Corp, Cl A		6,300		635
Bio-Techne Corp		1,500		396
Cardinal Health Inc		7,700		402
Charles River Laboratories International Inc *		1,800		314
DaVita Inc *		3,000		237
Exelixis Inc *		12,700		301
Hologic Inc *		1,600		91
Incyte Corp *		3,300		343

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Mid-Cap Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Ionis Pharmaceuticals Inc *		3,100	$	183
IQVIA Holdings Inc *		5,000		709
Jazz Pharmaceuticals PLC *		1,500		165
Laboratory Corp of America Holdings *		200		33
McKesson Corp		3,700		568
Molina Healthcare Inc *		500		89
Mylan NV *		21,700		349
Neurocrine Biosciences Inc *		4,600		561
Perrigo Co PLC		3,400		188
Quidel Corp *		700		157
ResMed Inc		3,400		653
STERIS PLC		3,500		537
Universal Health Services Inc, Cl B		4,400		409
Varian Medical Systems Inc *		300		37
Veeva Systems Inc, Cl A *		2,800		656
West Pharmaceutical Services Inc		2,300		523
				9,011
Industrials — 13.8%
Acuity Brands Inc		4,200		402
Allison Transmission Holdings Inc		10,500		386
Altra Industrial Motion Corp		1,600		51
American Woodmark Corp *		500		38
Atkore International Group Inc *		17,700		484
BMC Stock Holdings Inc *		9,400		236
Carrier Global Corp		23,600		524
Crane Co, Cl A		1,800		107
Cummins Inc		4,300		745
Dover Corp		4,700		454
EMCOR Group Inc		2,300		152
Expeditors International of Washington Inc		6,100		464
Fastenal Co, Cl A		3,400		146
Fortune Brands Home & Security Inc		3,800		243
Gates Industrial Corp PLC *		30,800		317
GMS Inc *		9,600		236
Howmet Aerospace Inc		16,900		268
Huntington Ingalls Industries Inc, Cl A		2,700		471
JB Hunt Transport Services Inc		1,200		144
Johnson Controls International plc		12,000		410
Kansas City Southern		3,400		508
Kforce Inc		6,000		176
L3Harris Technologies Inc		300		51
Masco Corp		9,900		497
Oshkosh Corp		1,400		100
PACCAR Inc		8,100		606
Pentair PLC		2,000		76
Rockwell Automation Inc		1,100		234
Schneider National Inc, Cl B		12,000		296
Timken Co/The		700		32
TransUnion		5,300		461

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Univar Solutions Inc *		4,700	$	79
				9,394
Information Technology — 20.0%
Amdocs Ltd		6,800		414
Arrow Electronics Inc, Cl A *		900		62
Booz Allen Hamilton Holding Corp, Cl A		7,400		576
CACI International Inc, Cl A *		1,100		239
Cadence Design Systems Inc *		7,900		758
Calix Inc *		2,000		30
CDK Global Inc		9,100		377
CDW Corp/DE		5,000		581
ChannelAdvisor Corp *		1,800		28
Ciena Corp *		7,800		422
Citrix Systems Inc		1,700		251
Cognizant Technology Solutions Corp, Cl A		3,900		222
EPAM Systems Inc *		2,400		605
F5 Networks Inc, Cl A *		2,700		377
FormFactor Inc *		3,000		88
Fortinet Inc *		4,600		631
Hewlett Packard Enterprise Co		20,200		196
HP Inc		4,700		82
J2 Global Inc *		300		19
Jabil Inc		4,700		151
Leidos Holdings Inc		5,800		543
Manhattan Associates Inc *		1,300		122
MicroStrategy Inc, Cl A *		400		47
Motorola Solutions Inc		300		42
NCR Corp *		800		14
NortonLifeLock Inc		22,700		450
Nuance Communications Inc *		5,400		137
OneSpan Inc *		1,300		36
Palo Alto Networks Inc *		2,400		551
Paychex Inc		4,200		318
Paycom Software Inc *		2,000		619
PTC Inc *		5,400		420
Qorvo Inc *		3,200		354
Semtech Corp *		1,000		52
Skyworks Solutions Inc		5,500		703
SS&C Technologies Holdings Inc		10,600		599
Synopsys Inc *		4,000		780
Teradyne Inc		6,700		566
Ultra Clean Holdings Inc *		4,100		93
Universal Display Corp		3,300		494
VeriSign Inc *		400		83
Western Digital Corp		7,200		318
Xerox Holdings Corp		12,400		190
				13,640
Materials — 5.9%
Arconic *		6,900		96
Corteva Inc		22,900		614
Eastman Chemical Co		8,600		599

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Mid-Cap Fund (Concluded)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Element Solutions Inc *		12,400	$	135
LyondellBasell Industries NV, Cl A		7,600		499
Martin Marietta Materials Inc, Cl A		1,600		330
Newmont Corp		4,700		290
Nucor Corp		5,000		207
PPG Industries Inc		3,300		350
Royal Gold Inc, Cl A		2,900		361
Steel Dynamics Inc		15,900		415
Westrock Co		5,000		141
				4,037
Real Estate — 7.2%
Apple Hospitality REIT Inc ‡		35,700		345
Boston Properties Inc ‡		2,000		181
Brandywine Realty Trust ‡		3,400		37
Brixmor Property Group Inc ‡		22,300		286
Camden Property Trust ‡		5,100		465
CBRE Group Inc, Cl A *‡		13,800		624
Columbia Property Trust Inc ‡		16,700		219
CorePoint Lodging Inc ‡		2,600		11
Diversified Healthcare Trust ‡		3,600		16
Equity Residential ‡		1,600		94
Franklin Street Properties Corp ‡		7,700		39
Gaming and Leisure Properties Inc ‡		14,786		512
GEO Group Inc/The ‡		30,450		360
Jones Lang LaSalle Inc		1,300		135
Mid-America Apartment Communities Inc ‡		400		46
Newmark Group Inc, Cl A ‡		17,251		84
Paramount Group Inc ‡		19,100		147
Service Properties Trust ‡		3,100		22
SITE Centers Corp ‡		8,700		71
Spirit Realty Capital Inc ‡		8,100		282
Ventas Inc ‡		11,700		428
WP Carey Inc ‡		6,900		467
				4,871
Utilities — 7.3%
AES Corp/The		30,900		448
Avangrid Inc		6,500		273
Edison International		1,600		87
FirstEnergy Corp		9,200		357

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
MDU Resources Group Inc		17,400	$	386
NRG Energy Inc		16,000		521
PG&E Corp *		11,500		102
PPL Corp		19,900		514
Public Service Enterprise Group Inc		13,600		669
Sempra Energy		4,300		504
UGI Corp		14,800		470
Vistra Energy Corp		28,100		523
WEC Energy Group Inc		1,400		123
				4,977
Total Common Stock (Cost $64,678) ($ Thousands)				67,373
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		721,868		722
Total Cash Equivalent (Cost $722) ($ Thousands)				722
Total Investments in Securities — 100.0% (Cost $65,400) ($ Thousands)			$	68,095

Percentages are based on Net Assets of $68,117 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

Cl — Class

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

As of June 30, 2020, all of the Fund’s investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value at 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$3,143	$21,734	$(24,155)	$—	$—	$722	721,868	$18	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK — 97.4%
Communication Services — 9.7%
Activision Blizzard Inc		98,581	$	7,482
Anterix Inc *		4,179		190
AT&T Inc		704,200		21,288
Bandwidth Inc, Cl A *		3,621		460
BCE Inc		82,400		3,426
Cable One Inc		1,585		2,813
Cargurus Inc, Cl A *		13,130		333
China Mobile ADR		75,300		2,533
Cogent Communications Holdings Inc		4,714		365
Comcast Corp, Cl A		469,600		18,305
Discovery Inc, Cl C *		93,955		1,810
Electronic Arts Inc *		50,666		6,690
EverQuote Inc, Cl A *		4,712		274
Glu Mobile Inc *		36,688		340
Hemisphere Media Group Inc, Cl A *		1,396		14
John Wiley & Sons Inc, Cl A		59,957		2,338
Madison Square Garden Sports Corp *		13,455		1,976
New York Times Co/The, Cl A		139,118		5,847
NTT DOCOMO Inc ADR		184,500		4,911
Omnicom Group Inc		121,800		6,650
Ooma Inc *		12,702		209
Shenandoah Telecommunications Co		5,970		294
SK Telecom Co Ltd ADR		191,000		3,690
Spok Holdings Inc		9,497		89
Spotify Technology SA *		31,400		8,107
Take-Two Interactive Software Inc, Cl A *		47,443		6,622
TechTarget Inc *		11,732		352
TELUS		403,400		6,744
TrueCar Inc *		27,833		72
United States Cellular Corp *		2,963		92
Verizon Communications		724,451		39,939
				154,255
Consumer Discretionary — 9.3%
1-800-Flowers.com Inc, Cl A *		5,638		113
Amazon.com Inc, Cl A *		1,353		3,733
AutoZone Inc *		19,300		21,773
Canadian Tire Corp Ltd, Cl A		45,600		3,939
Chipotle Mexican Grill Inc, Cl A *		1,488		1,566
Core-Mark Holding Co Inc, Cl A		14,213		355
Dollar General Corp		38,852		7,402
Dollar Tree Inc *		7,259		673
Domino’s Pizza Inc		18,376		6,789
Dorman Products Inc *		5,796		389
DR Horton Inc		79,300		4,397
eBay Inc		192,850		10,115
Ford Motor Co *		430,600		2,618
frontdoor Inc *		93,314		4,137
Garmin Ltd		73,396		7,156
Gentex Corp		176,312		4,543
Grand Canyon Education Inc *		70,900		6,419

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Johnson Outdoors Inc, Cl A		1,497	$	136
K12 Inc *		8,791		239
Lululemon Athletica Inc *		14,916		4,654
Murphy USA Inc *		3,380		380
NIKE Inc, Cl B		58,098		5,696
Ollie’s Bargain Outlet Holdings Inc *		48,221		4,709
Papa John’s International Inc, Cl A		2,667		212
Perdoceo Education Corp *		6,973		111
Pool Corp		967		263
Shutterstock Inc		9,937		347
Stamps.com Inc *		1,318		242
Sturm Ruger & Co Inc		5,905		449
Target Corp, Cl A		274,500		32,921
Tesla Inc *		3,440		3,714
Toyota Motor Corp ADR		57,700		7,249
Wingstop Inc, Cl A		2,356		327
				147,766
Consumer Staples — 18.5%
Altria Group Inc		369,425		14,500
B&G Foods Inc, Cl A (A)		15,053		367
Beyond Meat Inc *		34,128		4,572
BJ’s Wholesale Club Holdings Inc *		12,442		464
Boston Beer Co Inc/The, Cl A *		732		393
Calavo Growers Inc		7,254		456
Cal-Maine Foods Inc *		9,164		408
Campbell Soup Co		146,646		7,278
Casey’s General Stores Inc		22,715		3,396
Celsius Holdings Inc *		20,176		237
Central Garden & Pet Co, Cl A *		1,769		64
Church & Dwight Co Inc		75,039		5,801
Clorox Co/The		36,951		8,106
Coca-Cola Co/The		69,362		3,099
Colgate-Palmolive Co		103,942		7,615
Conagra Brands Inc		48,359		1,701
Costco Wholesale Corp		12,999		3,941
Estee Lauder Cos Inc/The, Cl A *		30,688		5,790
Flowers Foods Inc		272,086		6,084
General Mills Inc		283,211		17,460
Hain Celestial Group Inc/The *		35,174		1,108
Hershey Co/The		59,098		7,660
Hormel Foods Corp		146,308		7,062
Hostess Brands Inc, Cl A *		48,909		598
Ingredion Inc		55,800		4,631
J & J Snack Foods Corp		2,699		343
J M Smucker Co/The		191,385		20,251
John B Sanfilippo & Son		5,687		485
Kellogg Co		186,866		12,344
Keurig Dr Pepper Inc		240,378		6,827
Kimberly-Clark Corp		78,587		11,108
Kraft Heinz Co/The		219,400		6,997
Kroger Co/The		729,356		24,689

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Lancaster Colony Corp		2,235	$	346
McCormick & Co Inc/MD		41,739		7,488
Medifast Inc		3,228		448
MGP Ingredients Inc		7,651		281
Mondelez International Inc, Cl A		150,911		7,716
Monster Beverage Corp *		97,213		6,739
National Beverage Corp, Cl A *(A)		5,868		358
Natural Grocers by Vitamin Cottage Inc		11,223		167
PepsiCo Inc		70,715		9,353
PriceSmart Inc		7,535		455
Procter & Gamble Co/The		63,331		7,572
Simply Good Foods Co/The *		21,295		396
Sprouts Farmers Market Inc *		122,271		3,129
Sysco Corp, Cl A		113,800		6,220
Tootsie Roll Industries Inc		12,477		428
Tyson Foods Inc, Cl A		257,700		15,387
Universal Corp/VA		9,251		393
USANA Health Sciences Inc *		5,402		397
Walgreens Boots Alliance Inc		205,400		8,707
Walmart Inc		191,663		22,957
WD-40 Co		2,178		432
Weis Markets Inc		13,380		671
				295,875
Energy — 0.9%
Antero Midstream Corp		21,439		109
Cabot Oil & Gas Corp		25,655		441
Falcon Minerals Corp		21,990		70
Phillips 66		122,600		8,815
Valero Energy Corp		96,200		5,659
				15,094
Financials — 10.7%
Aflac Inc		317,600		11,443
Allstate Corp/The		232,400		22,541
American Financial Group Inc/OH		89,400		5,673
American National Insurance Co		8,132		586
Annaly Capital Management Inc ‡		1,331,300		8,733
Assured Guaranty Ltd		131,800		3,217
Bank of NT Butterfield & Son Ltd/The		3,724		91
Berkshire Hathaway Inc, Cl B *		143,000		25,527
Capitol Federal Financial Inc		2,048		23
Cboe Global Markets Inc		58,214		5,430
Chimera Investment Corp ‡		349,000		3,354
CNA Financial Corp		79,700		2,562
Columbia Financial Inc *		14,317		200
Commerce Bancshares Inc/MO		37,197		2,212
Community Bank System Inc		4,170		238
Community Bankers Trust Corp		9,432		52
Crawford & Co, Cl A		3,960		31
Employers Holdings Inc		6,206		187
Erie Indemnity Co, Cl A		6,225		1,195
Everest Re Group Ltd		37,200		7,671

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
First American Financial Corp		42,900	$	2,060
First Financial Bankshares Inc, Cl A		9,135		264
Genworth MI Canada Inc		71,000		1,731
Globe Life Inc		23,777		1,765
Goosehead Insurance Inc, Cl A *		4,945		372
Hanover Insurance Group Inc/The, Cl A		14,220		1,441
HarborOne Bancorp Inc *		47,801		408
Hartford Financial Services Group Inc/The		69,100		2,664
Horace Mann Educators Corp, Cl A		10,128		372
Houlihan Lokey Inc, Cl A		7,635		425
JPMorgan Chase & Co		48,400		4,552
Kearny Financial Corp/MD		13,895		114
Kinsale Capital Group Inc		3,007		467
KKR Real Estate Finance Trust Inc ‡		23,629		392
Loblaw Cos Ltd		110,700		5,373
MarketAxess Holdings Inc		10,281		5,150
Mercury General Corp		9,366		382
Morningstar Inc, Cl A		6,998		986
National Bank Holdings Corp, Cl A		8,307		224
National Bank of Canada		145,500		6,572
National General Holdings Corp		2,813		61
Nicolet Bankshares Inc *		1,472		81
Northeast Bank		7,248		127
Orrstown Financial Services Inc		6,033		89
Palomar Holdings Inc, Cl A *		4,821		413
PCSB Financial Corp		27,285		346
PNC Financial Services Group Inc/The		34,500		3,630
Progressive Corp/The		73,607		5,897
Protective Insurance Corp		1,773		27
Reinsurance Group of America Inc, Cl A		23,900		1,875
Safeguard Scientifics Inc *		3,584		25
Safety Insurance Group Inc		4,608		351
Starwood Property Trust Inc ‡		218,800		3,273
Stewart Information Services Corp		11,020		358
TFS Financial Corp		27,471		393
Timberland Bancorp Inc/WA		8,122		148
Trupanion Inc *(A)		10,413		444
US Bancorp		172,500		6,351
Virtu Financial Inc, Cl A		164,779		3,889
Wells Fargo & Co		175,300		4,488
White Mountains Insurance Group Ltd		1,867		1,658
				170,604
Health Care — 15.6%
AbbVie Inc		100,800		9,897
Alexion Pharmaceuticals Inc *		19,916		2,235
Amgen Inc, Cl A		42,500		10,024
Amphastar Pharmaceuticals Inc *		22,266		500
Arvinas Inc *		910		31
Baxter International Inc		48,188		4,149
BioDelivery Sciences International Inc *		11,803		51
Bio-Rad Laboratories Inc, Cl A *		15,192		6,859

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Bristol-Myers Squibb Co		235,300	$	13,836
Cerner Corp		40,478		2,775
Chemed Corp		8,650		3,902
Corcept Therapeutics Inc *		20,278		341
CryoPort Inc *		4,247		128
CVS Health Corp		153,830		9,994
Eli Lilly and Co		51,504		8,456
Enzo Biochem Inc *		14,906		33
GenMark Diagnostics Inc *		21,903		322
Gilead Sciences Inc		104,900		8,071
Globus Medical Inc, Cl A *		8,927		426
Haemonetics Corp *		4,037		362
HCA Healthcare Inc *		94,000		9,124
HealthStream Inc *		7,683		170
HMS Holdings Corp *		11,376		368
IDEXX Laboratories Inc *		16,339		5,395
Incyte Corp *		39,368		4,093
iRadimed Corp *		1,670		39
Johnson & Johnson		269,787		37,940
Joint Corp/The *		11,204		171
Kiniksa Pharmaceuticals Ltd, Cl A *		2,515		64
LeMaitre Vascular Inc		6,151		162
Luminex Corp		6,132		199
Masimo Corp *		27,228		6,208
Merck & Co Inc		498,127		38,520
Mettler-Toledo International Inc *		4,509		3,632
National HealthCare Corp		2,695		171
Neogen Corp, Cl B *		4,477		347
NGM Biopharmaceuticals Inc *		6,826		135
Omnicell Inc *		3,686		260
Orthofix Medical Inc *		4,150		133
Pfizer Inc		767,096		25,084
Phibro Animal Health Corp, Cl A		13,739		361
Premier Inc, Cl A *		151,517		5,194
Prestige Consumer Healthcare Inc, Cl A *		7,289		274
Providence Service Corp/The *		2,343		185
Regeneron Pharmaceuticals Inc *		10,800		6,735
Sanofi ADR		61,600		3,145
SeaSpine Holdings Corp *		8,831		92
SIGA Technologies Inc *		27,728		164
Simulations Plus Inc		5,945		356
Teladoc Health Inc *		1,973		377
Translate Bio Inc *		2,271		41
Universal Health Services Inc, Cl B *		50,500		4,691
Vapotherm Inc *		23,005		943
Waters Corp *		742		134
West Pharmaceutical Services Inc		47,459		10,781
XBiotech Inc *(A)		9,287		127

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Zynex Inc *(A)		15,260	$	380
				248,587
Industrials — 8.1%
AAON Inc		7,382		401
Acacia Research Corp *		19,089		78
Allegion plc		2,854		292
Allison Transmission Holdings Inc		215,300		7,919
BWX Technologies Inc, Cl W		20,288		1,149
Carlisle Cos Inc		33,916		4,059
Carrier Global Corp		66,500		1,478
CH Robinson Worldwide Inc		76,503		6,048
CoStar Group Inc *		9,102		6,468
CSW Industrials Inc		4,803		332
Cummins Inc		31,600		5,475
Curtiss-Wright Corp		6,350		567
Expeditors International of Washington Inc		81,048		6,163
Exponent Inc		5,460		442
Fastenal Co, Cl A		121,517		5,206
Federal Signal Corp		11,883		353
Forward Air Corp		1,988		99
FTI Consulting Inc *		1,744		200
General Dynamics Corp		43,800		6,546
Graco Inc		26,977		1,295
Healthcare Services Group Inc		10,125		248
Heartland Express Inc		14,256		297
Heidrick & Struggles International Inc		1,347		29
Huntington Ingalls Industries Inc, Cl A		37,800		6,596
IHS Markit Ltd		66,432		5,015
Lindsay Corp		2,153		198
Lockheed Martin Corp		6,860		2,503
Marten Transport Ltd		10,796		272
Miller Industries Inc/TN		2,075		62
Northrop Grumman Corp		6,670		2,051
Old Dominion Freight Line Inc, Cl A		25,669		4,353
Omega Flex Inc		492		52
Otis Worldwide Corp		33,250		1,890
Proto Labs Inc *		3,057		344
Raytheon Technologies Corp		193,951		11,951
Republic Services Inc		126,010		10,339
Resources Connection Inc		8,857		106
Robert Half International Inc		44,297		2,340
Rollins Inc		20,425		866
Snap-on Inc		44,000		6,094
Toro Co/The		76,872		5,100
Upwork Inc *		22,247		321
Waste Management Inc		96,600		10,231
Watsco Inc		18,902		3,359
Werner Enterprises Inc		9,053		394
				129,581
Information Technology — 14.4%
Agilysys Inc *		4,131		74

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Amdocs Ltd		445,298	$	27,109
Apple Inc		40,600		14,811
Arista Networks Inc *		19,088		4,009
Atlassian Corp PLC, Cl A *		30,556		5,508
Avnet Inc		87,000		2,426
Blackline Inc *		5,190		430
Box Inc, Cl A *		20,012		415
Brightcove Inc *		5,156		41
CACI International Inc, Cl A *		27,200		5,899
Canon Inc ADR (A)		130,800		2,612
CDK Global Inc		151,593		6,279
CEVA Inc, Cl A *		4,323		162
Cisco Systems Inc		537,800		25,083
CommVault Systems Inc *		7,364		285
CSG Systems International Inc		8,252		341
Digital Turbine Inc *		18,666		235
DocuSign Inc, Cl A *		36,596		6,302
F5 Networks Inc, Cl A *		61,721		8,609
Five9 Inc *		3,846		426
GSI Technology Inc *		3,212		23
Hackett Group Inc/The		6,766		92
Intel Corp		482,600		28,874
Intelligent Systems Corp *(A)		4,441		151
InterDigital Inc		5,416		307
International Business Machines Corp		133,800		16,159
J2 Global Inc *		4,645		294
Jack Henry & Associates Inc		38,425		7,071
Juniper Networks Inc		52,400		1,198
MAXIMUS Inc		5,235		369
MicroStrategy Inc, Cl A *		2,212		262
Mitek Systems Inc *		33,320		320
MobileIron Inc *		8,786		43
Motorola Solutions Inc		28,300		3,966
Napco Security Technologies Inc *		11,756		275
National Instruments Corp		83,949		3,250
NeoPhotonics Corp *		31,417		279
NETGEAR Inc *		13,063		338
NIC Inc		15,464		355
Oracle Corp, Cl B		542,250		29,970
PC Connection Inc		7,417		344
Progress Software Corp		9,624		373
Qualys Inc *		3,601		375
ShotSpotter Inc *		2,858		72
SPS Commerce Inc *		6,032		453
Telenav Inc *		12,796		70
Teradata Corp *		7,646		159
Tyler Technologies Inc *		7,993		2,773
ViaSat Inc *		3,171		122
Western Union Co/The		715,900		15,478

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Zscaler Inc *		40,142	$	4,395
				229,266
Materials — 2.9%
AptarGroup Inc		60,566		6,782
Balchem Corp		5,476		520
Ball Corp		65,339		4,541
Linde PLC		38,775		8,224
Materion Corp		6,816		419
NewMarket Corp		5,941		2,379
Novagold Resources Inc *		51,935		477
Royal Gold Inc, Cl A		41,412		5,148
Sealed Air Corp		165,200		5,427
Sensient Technologies Corp		12,672		661
Silgan Holdings Inc		165,800		5,370
Sonoco Products Co		106,230		5,555
Valvoline Inc		71,513		1,382
				46,885
Real Estate — 2.2%
Brandywine Realty Trust ‡		343,400		3,740
Brixmor Property Group Inc *‡		155,800		1,997
Easterly Government Properties Inc ‡		9,770		226
Equity Commonwealth *‡		18,923		609
eXp World Holdings Inc *‡		7,469		127
Gaming and Leisure Properties Inc ‡		134,988		4,671
Iron Mountain Inc ‡		146,700		3,829
National Health Investors Inc ‡		40,200		2,441
Omega Healthcare Investors Inc ‡		94,200		2,801
Piedmont Office Realty Trust, Cl A ‡		273,000		4,535
PS Business Parks Inc ‡		2,501		331
Retail Properties of America Inc, Cl A *‡		413,000		3,023
Rexford Industrial Realty Inc ‡		8,528		353
Safehold Inc ‡		2,827		163
St Joe Co/The *‡		13,187		256
Tejon Ranch Co *‡		4,258		61
Terreno Realty Corp ‡		6,647		350
VEREIT Inc ‡		907,500		5,835
				35,348
Utilities — 5.1%
American Electric Power Co Inc		45,100		3,592
American States Water Co		4,323		340
Artesian Resources Corp, Cl A		797		29
Atlantic Power Corp *		112,626		225
Avista Corp		8,499		309
Cadiz Inc *		15,182		154
Chesapeake Utilities Corp		4,099		344
Consolidated Water Co Ltd		1,589		23
DTE Energy Co		89,500		9,621
Duke Energy Corp		55,200		4,410
Edison International		89,800		4,877
Entergy Corp		176,000		16,510

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value    ($ Thousands)
COMMON STOCK (continued)
Evergy Inc		25,200	$	1,494
Exelon Corp		520,300		18,882
FirstEnergy Corp		171,800		6,662
Genie Energy Ltd, Cl B		13,918		103
Hawaiian Electric Industries Inc		132,783		4,788
MDU Resources Group Inc		18,639		414
MGE Energy Inc		4,830		312
ONE Gas Inc		570		44
Ormat Technologies Inc		6,239		396
Portland General Electric Co		6,119		256
Public Service Enterprise Group Inc		139,100		6,838
Pure Cycle Corp *		6,133		56
Southwest Gas Holdings Inc		4,052		280
Spire		4,612		303
Unitil Corp		7,154		321
				81,583
Total Common Stock (Cost $1,409,408) ($ Thousands)				1,554,844
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.190% **†(B)		1,843,999		1,844
Total Affiliated Partnership (Cost $1,844) ($ Thousands)				1,844
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		34,523,739		34,524
Total Cash Equivalent (Cost $34,524) ($ Thousands)				34,524
Total Investments in Securities — 99.6% (Cost $1,445,776) ($ Thousands)			$	1,591,212

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		113		Sep-2020	$	16,999	$	17,460	$	461

Percentages are based on Net Assets of $1,596,819 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $1,829 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $1,844 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

Ltd. — Limited

PLC — Public Limited Company

S&P — Standard & Poor’s

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

U.S. Managed Volatility Fund (Continued)

The following is a list of the level of inputs used as of June 30, 2020 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		1,554,844		–		–		1,554,844
Affiliated Partnership		–		1,844		–		1,844
Cash Equivalent		34,524		–		–		34,524
Total Investments in Securities		1,589,368		1,844		–		1,591,212
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		461		–		–		461
Total Other Financial Instruments		461		–		–		461

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$  —	$ 19,178	$ (17,335)	$ 1	$—	$  1,844	1,843,999	$ 9	$ —
SEI Daily Income Trust, Government Fund, Cl F	44,041	417,429	(426,946)	—	—	34,524	34,523,739	317	—
Totals	$  44,041	$  436,607	$  (444,281)	$ 1	$ —	$  36,368		$ 326	$ —

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.3%
Australia — 2.0%
Coles Group Ltd		413,924	$	4,934
Computershare Ltd		6,548		60
Dacian Gold Ltd *		34,383		11
Evolution Mining Ltd		761,769		3,010
Newcrest Mining Ltd		468,357		10,327
Northern Star Resources Ltd		120,821		1,133
Regis Resources Ltd		372,623		1,351
				20,826
Austria — 0.1%
Agrana Beteiligungs AG		9,646		199
EVN AG		12,019		203
Oberbank AG		287		27
Telekom Austria AG, Cl A *		44,848		310
Verbund AG ‡		3,625		162
				901
Belgium — 0.2%
Colruyt SA		40,360		2,224
Bermuda — 0.2%
Everest Re Group Ltd		11,284		2,327
RenaissanceRe Holdings Ltd		1,276		218
				2,545
Canada — 3.5%
Atco Ltd/Canada, Cl I		24,435		723
B2Gold Corp		569,877		3,230
Barrick Gold Corp		118,600		3,181
BCE Inc		161,380		6,741
Canadian Utilities Ltd, Cl A		26,873		667
Centerra Gold Inc		370,402		4,120
Constellation Software Inc/Canada		1,600		1,801
Dundee Precious Metals Inc		87,500		574
George Weston Ltd		35,921		2,623
Hydro One Ltd		59,100		1,108
Kinross Gold Corp *		433,700		3,121
Kirkland Lake Gold Ltd		32,000		1,313
Loblaw Cos Ltd		1,200		58
Metro Inc/CN, Cl A		35,600		1,464
National Bank of Canada		31,300		1,414
North West Co Inc/The		10,600		231
OceanaGold Corp *		73,997		172
Osisko Gold Royalties Ltd		93,140		927
SSR Mining Inc *		104,537		2,220
Torex Gold Resources Inc *		28,674		450
Yamana Gold Inc		219,865		1,191
				37,329
Denmark — 1.2%
Carlsberg A/S, Cl B		57,052		7,571
Coloplast A/S, Cl B		33,601		5,221
				12,792

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Finland — 0.3%
Kesko Oyj, Cl B		10,644	$	183
Orion Oyj, Cl B		72,373		3,494
				3,677
France — 1.4%
BioMerieux		12,404		1,710
Danone SA		53,715		3,726
Eutelsat Communications SA		109,262		1,011
Orange SA		150,719		1,806
Sartorius Stedim Biotech		2,252		572
SEB SA		1,887		313
Veolia Environnement SA		304,352		6,886
				16,024
Germany — 1.5%
Beiersdorf AG		14,671		1,670
Deutsche Telekom AG		560,206		9,474
Knorr-Bremse AG		16,189		1,644
McKesson Europe AG		874		26
Siemens Healthineers AG		50,596		2,435
				15,249
Guernsey — 0.6%
Amdocs Ltd		108,249		6,590
Hong Kong — 1.9%
CK Infrastructure Holdings Ltd		178,000		918
CLP Holdings Ltd, Cl B		853,156		8,354
HK Electric Investments & HK Electric Investments Ltd		1,518,500		1,577
HKT Trust & HKT Ltd		4,350,000		6,390
Langham Hospitality Investments and Langham Hospitality Investments Ltd ‡		425,500		66
Miramar Hotel & Investment		49,000		88
PCCW Ltd		408,000		232
Power Assets Holdings Ltd		83,500		454
Regal Hotels International Holdings Ltd		310,000		122
VTech Holdings Ltd		16,400		99
WH Group Ltd		1,440,000		1,243
				19,543
Ireland — 0.2%
Jazz Pharmaceuticals PLC *		3,612		398
NortonLifeLock Inc		106,696		2,116
				2,514
Israel — 1.6%
Bank Hapoalim BM		539,629		3,224
Bank Leumi Le-Israel BM		1,339,641		6,727
Check Point Software Technologies Ltd *		20,050		2,154
Elbit Systems Ltd		5,957		818
FIBI Holdings Ltd		1,678		41
Isracard Ltd		5		–
Israel Discount Bank Ltd, Cl A		1,058,914		3,226

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		3,215	$	179
Shufersal Ltd		18,081		118
				16,487
Italy — 0.8%
A2A SpA		879,574		1,249
DiaSorin SpA		3,458		664
Enel SpA		293,765		2,544
Hera SpA		700,276		2,642
Iren SpA		469,415		1,167
Orsero SpA *		4,971		37
				8,303
Japan — 10.2%
ABC-Mart Inc, Cl H		5,200		305
Advantest Corp		14,800		847
Aeon Co Ltd, Cl H		1,400		33
Aeon Hokkaido Corp		41,700		323
Ahjikan Co Ltd		2,176		15
Araya Industrial Co Ltd		2,600		28
Arcs Co Ltd		6,700		135
Atsugi Co Ltd		11,750		67
Belc Co Ltd		1,700		116
Can Do Co Ltd		4,000		77
Cawachi Ltd		5,400		139
C’BON COSMETICS Co Ltd		1,100		21
Chugai Pharmaceutical Co Ltd		19,500		1,045
Chugoku Electric Power Co Inc/The		49,092		656
Cosmos Pharmaceutical Corp		8,300		1,274
Create Medic Co Ltd		6,200		57
Create SD Holdings Co Ltd		7,000		218
DCM Holdings Co Ltd		44,000		504
DyDo Group Holdings Inc		26,390		1,197
Earth Chemical		3,000		229
FALCO HOLDINGS Co Ltd		2,200		32
Fujitsu Ltd		9,600		1,126
Fujiya Co Ltd		19,300		399
G-7 Holdings Inc, Cl 7		3,034		66
Hitachi Ltd		569		18
Hokkaido Gas Co Ltd		5,200		77
Hokuto Corp		3,600		68
Itochu-Shokuhin Co Ltd		2,003		95
Japan Oil Transportation Co Ltd		2,100		62
Japan Post Bank Co Ltd		49,500		368
Japan Post Holdings Co Ltd		790,200		5,635
Japan Tobacco Inc (A)		160,200		2,975
Kaken Pharmaceutical Co Ltd		800		41
Kakiyasu Honten Co Ltd		6,931		167
Kameda Seika Co Ltd		600		29
Kato Sangyo Co Ltd		29,100		950
KDDI Corp		330,800		9,927
King Jim Co Ltd		13,600		110

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kohnan Shoji Co Ltd		22,146	$	697
Kyokuyo Co Ltd		5,100		129
KYORIN Holdings Inc		104,700		2,146
Kyushu Electric Power Co Inc		36,500		306
Lasertec Corp		3,700		353
Life Corp		8,700		280
Lion Corp		42,900		1,031
Marubeni Corp		36,900		167
McDonald’s Holdings Co Japan Ltd		3,300		178
Medipal Holdings Corp		99,700		1,922
Mitsubishi Shokuhin Co Ltd		3,900		99
Miyoshi Oil & Fat Co Ltd		16,300		174
Mizuho Financial Group Inc		5,638,400		6,915
Mochida Pharmaceutical Co Ltd		6,100		227
Mori Trust Sogo Reit Inc ‡		92		114
Morozoff Ltd		1,100		59
MS&AD Insurance Group Holdings Inc		42,200		1,158
Musashi Co Ltd		2,400		44
Natori Co Ltd		500		8
Nihon Chouzai Co Ltd		3,500		52
Nintendo Co Ltd		3,400		1,521
Nippon BS Broadcasting Corp		1,700		17
Nippon Flour Mills Co Ltd		76,534		1,149
Nippon Kanzai Co Ltd		10,306		189
Nippon Telegraph & Telephone Corp		397,200		9,264
Nisshin Oillio Group Ltd/The		21,352		668
Nissui Pharmaceutical Co Ltd		1,600		17
NJS Co Ltd		2,600		42
NTT DOCOMO Inc		337,100		8,979
Okinawa Cellular Telephone Co		800		31
Okinawa Electric Power Co Inc/The		69,417		1,155
Oracle Corp Japan		37,600		4,467
OUG Holdings Inc		3,000		75
San Holdings Inc		3,800		43
San-A Co Ltd, Cl A		4,400		168
Secom Co Ltd		8,100		709
Seven & i Holdings Co Ltd		15,000		490
SG Holdings Co Ltd		14,600		477
Shofu Inc		4,700		66
Showa Sangyo Co Ltd		7,800		239
SKY Perfect JSAT Holdings Inc		20,400		76
Softbank Corp		1,252,900		15,977
Starts Proceed Investment Corp, Cl A ‡		201		384
Step Co Ltd		4,400		62
Sugi Holdings Co Ltd		22,400		1,517
Sundrug Co Ltd		63,100		2,092
Toho Holdings Co Ltd		53,700		1,005
Tohoku Electric Power Co Inc		76,700		730
Tokyo Electric Power Co Holdings Inc *		545,400		1,677
Tokyo Theatres Co Inc ‡		2,100		24
Toyo Suisan Kaisha Ltd		8,800		493
Tsukada Global Holdings Inc		7,400		20

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tsuruha Holdings Inc		27,500	$	3,790
Unicafe Inc		6,400		58
United Super Markets Holdings Inc		16,700		176
Valor Holdings Co Ltd		1,400		27
Vital KSK Holdings Inc		59,400		570
Welcia Holdings Co Ltd		35,000		2,820
Wowow Inc		724		16
Yamatane Corp		2,200		24
Yamazaki Baking Co Ltd		7,300		126
Yaoko Co Ltd		400		29
Yashima Denki Co Ltd		713		6
				106,955
Netherlands — 1.3%
Adyen NV *		1,029		1,504
Koninklijke Ahold Delhaize NV		426,324		11,665
				13,169
New Zealand — 1.0%
a2 Milk Co Ltd *		51,996		678
Argosy Property Ltd ‡		136,494		103
Arvida Group Ltd		42,943		40
Contact Energy Ltd		746,893		3,038
EBOS Group Ltd		8,368		117
Fisher & Paykel Healthcare Corp Ltd		103,208		2,358
Goodman Property Trust ‡		168,769		220
Kiwi Property Group Ltd ‡		300,656		204
Mercury NZ Ltd		155,793		473
Property for Industry Ltd ‡		69,415		105
Sanford Ltd/NZ		10,470		42
Spark New Zealand Ltd		754,486		2,227
Stride Property Group ‡		46,042		53
Trustpower Ltd		30,153		136
Vector Ltd		94,500		220
Warehouse Group Ltd/The		38,887		52
				10,066
Norway — 1.3%
Olav Thon Eiendomsselskap ASA ‡		1,713		25
Orkla ASA		1,274,083		11,169
Telenor ASA		202,726		2,950
				14,144
Portugal — 0.1%
Jeronimo Martins SGPS SA		14,567		255
REN - Redes Energeticas Nacionais SGPS SA		426,813		1,167
				1,422
Singapore — 0.2%
Fraser and Neave Ltd		20,400		20
Sheng Siong Group Ltd		719,274		855
Singapore Exchange Ltd		193,600		1,163
SPH REIT ‡		107,903		68
				2,106

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Spain — 0.2%
Iberdrola SA		177,583	$	2,064
Sweden — 1.8%
Axfood AB		295,834		6,472
ICA Gruppen AB *		259,474		12,331
				18,803
Switzerland — 4.8%
AEVIS VICTORIA SA		1,870		24
Allreal Holding AG, Cl A ‡		17,384		3,460
Barry Callebaut AG		977		1,870
BKW AG		11,715		1,056
Chocoladefabriken Lindt & Spruengli AG		435		3,591
EMS-Chemie Holding AG		2,028		1,576
Intershop Holding AG ‡		178		107
Nestle SA		68,221		7,565
Novartis AG		102,623		8,983
Orior AG		1,804		149
Plazza AG ‡		133		39
PSP Swiss Property AG ‡		18,276		2,070
Roche Holding AG		29,133		10,146
Sonova Holding AG *		321		64
Swiss Prime Site AG ‡		519		48
Swisscom AG		18,237		9,579
TX Group AG		491		36
Varia US Properties AG ‡		560		23
Vifor Pharma AG		1,577		239
Zug Estates Holding AG, Cl B ‡		3		6
				50,631
United Kingdom — 2.5%
Britvic PLC		393,768		3,761
Diageo PLC		187,565		6,223
Empiric Student Property PLC ‡		35,647		26
J Sainsbury PLC		1,453,356		3,743
National Grid PLC		47,891		587
Reckitt Benckiser Group PLC		704		65
Severn Trent PLC		2,065		63
Tate & Lyle PLC		167,707		1,386
Tesco PLC		732,165		2,066
Unilever PLC		62,874		3,383
Wm Morrison Supermarkets PLC		2,062,858		4,879
				26,182
United States — 58.2%
Communication Services — 6.0%
Activision Blizzard Inc		42,770		3,246
Alphabet Inc, Cl A *		1,082		1,534
Alphabet Inc, Cl C *		1,155		1,633
AT&T Inc		338,705		10,239
ATN International Inc		5,459		331
Comcast Corp, Cl A		210,633		8,210
Discovery Inc, Cl C *		72,398		1,394

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Electronic Arts Inc *		16,680	$	2,203
Facebook Inc, Cl A*		10,795		2,451
Fox Corp		41,902		1,125
Interpublic Group of Cos Inc/The		55,585		954
John Wiley & Sons Inc, Cl A		21,827		851
Liberty Media Corp-Liberty Braves *		12,900		255
Liberty Media Corp-Liberty SiriusXM *		6,544		225
Marcus Corp/The		24,058		319
News Corp, Cl A		258,259		3,063
Omnicom Group Inc		48,405		2,643
Reading International Inc, Cl A *		9,570		41
Scholastic Corp, Cl B		53,176		1,592
Take-Two Interactive Software Inc, Cl A *		19,440		2,713
Telephone and Data Systems Inc		73,980		1,471
T-Mobile US Inc *		32,852		3,422
Verizon Communications Inc		230,322		12,698
				62,613
Consumer Discretionary — 3.6%
Acushnet Holdings Corp		40,345		1,404
American Public Education Inc *		2,618		77
America’s Car-Mart Inc/TX *		625		55
Columbia Sportswear Co		39,493		3,182
Dollar General Corp		38,302		7,297
Dollar Tree Inc *		38,932		3,608
Domino’s Pizza Inc		8,848		3,269
eBay Inc		64,730		3,395
Genuine Parts Co		38,308		3,331
Graham Holdings Co, Cl B		3,224		1,105
Haverty Furniture Cos Inc		13,079		209
Johnson Outdoors Inc, Cl A		2,547		232
Lowe’s Cos Inc		7,476		1,010
Lululemon Athletica Inc *		6,890		2,150
Perdoceo Education Corp *		19,272		307
Service Corp International/US		39,441		1,534
Target Corp, Cl A		47,304		5,673
				37,838
Consumer Staples — 11.9%
Archer-Daniels-Midland Co		29,351		1,171
Campbell Soup Co		68,416		3,395
Casey’s General Stores Inc		21,736		3,250
Central Garden & Pet Co, Cl A *		5,681		192
Church & Dwight Co Inc		50,354		3,892
Clorox Co/The		53,703		11,781
Coca-Cola Co/The		189,052		8,447
Colgate-Palmolive Co		150,909		11,056
Costco Wholesale Corp		34,807		10,554
General Mills Inc		31,212		1,924
Hershey Co/The		13,773		1,785
Hormel Foods Corp		57,138		2,758
Ingles Markets Inc, Cl A		750		32
Inter Parfums Inc		2,427		117

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
J & J Snack Foods Corp		15,300	$	1,945
J M Smucker Co/The		15,802		1,672
John B Sanfilippo & Son Inc		10,031		856
Kimberly-Clark Corp		55,762		7,882
Kroger Co/The		313,050		10,597
Lancaster Colony Corp		21,609		3,349
Oil-Dri Corp of America		877		30
PepsiCo Inc		54,023		7,145
Procter & Gamble Co/The		71,636		8,565
Sprouts Farmers Market Inc *		41,051		1,050
USANA Health Sciences Inc *		34,304		2,519
Walgreens Boots Alliance Inc		171,549		7,272
Walmart Inc		78,923		9,453
WD-40 Co		9,756		1,935
Weis Markets Inc		2,381		119
				124,743
Financials — 4.6%
1st Source Corp		2,629		94
American Business Bank *		1,245		31
American Financial Group Inc/OH		19,079		1,211
Associated Banc-Corp		43,921		601
BancFirst Corp		2,033		82
Bank of America Corp		125,141		2,972
Bank of Hawaii Corp		7,255		446
BankFinancial Corp		10,739		90
Bankwell Financial Group Inc		905		14
Banner Corp		12,595		479
Berkshire Hathaway Inc, Cl B *		5,346		954
BlackRock TCP Capital Corp		146,081		1,335
Boston Private Financial Holdings Inc		6,408		44
Bridge Bancorp Inc		4,420		101
Brookline Bancorp Inc, Cl A		23,826		240
Bryn Mawr Bank Corp		1,455		40
Camden National Corp		4,215		146
Capital City Bank Group Inc		1,376		29
Capitol Federal Financial Inc		20,637		227
Carter Bank & Trust		2,566		21
Cathay General Bancorp		11,229		295
Cboe Global Markets Inc		32,598		3,041
CBTX Inc		7,884		166
Central Pacific Financial Corp		47,503		761
Columbia Financial Inc *		32,634		455
Commerce Bancshares Inc/MO		22,837		1,358
ConnectOne Bancorp Inc		4,534		73
CVB Financial Corp		2,852		53
Dime Community Bancshares Inc		18,860		259
Employers Holdings Inc		7,004		211
Erie Indemnity Co, Cl A		4,188		804
ESSA Bancorp Inc		1,559		22
Farmers National Banc Corp		6,864		81
Fidus Investment Corp		10,855		98

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Financial Institutions Inc		2,504	$	47
First Bancorp/Southern Pines NC		8,666		217
First Busey Corp		4,148		77
First Choice Bancorp		1,104		18
First Commonwealth Financial Corp		34,794		288
First Hawaiian Inc		15,552		268
First Interstate BancSystem Inc, Cl A		5,748		178
First Northwest Bancorp		5,208		65
Flagstar Bancorp Inc		28,707		845
Fulton Financial Corp		15,896		167
Globe Life Inc		83,204		6,176
Great Southern Bancorp Inc		2,430		98
HarborOne Bancorp Inc *		51,049		436
HBT Financial Inc		1,681		22
Heartland Financial USA Inc		2,528		85
Hilltop Holdings Inc		23,836		440
HomeStreet Inc		2,093		51
HomeTrust Bancshares Inc		9,115		146
Horizon Bancorp Inc/IN		2,948		31
Independent Bank Corp/MI		23,654		351
Investors Bancorp Inc		9,252		79
JPMorgan Chase & Co		31,154		2,930
Kearny Financial Corp/MD		96,044		786
Lakeland Bancorp Inc		16,786		192
Lakeland Financial Corp		7,663		357
Lincoln National Corp		23,068		849
Macatawa Bank Corp		8,235		64
Mercantile Bank Corp		1,203		27
Meridian Bancorp Inc		32,046		372
National Bank Holdings Corp, Cl A		7,131		193
National Western Life Group Inc, Cl A		1,518		308
NBT Bancorp Inc		3,677		113
Northfield Bancorp Inc		5,733		66
Northwest Bancshares Inc		162,594		1,662
OceanFirst Financial Corp		1,574		28
PCB Bancorp		4,263		44
PCSB Financial Corp		1,533		19
PennantPark Floating Rate Capital Ltd		583		5
Peoples Bancorp Inc/OH		5,132		109
Preferred Bank/Los Angeles CA		5,434		233
Premier Financial Corp		7,482		132
Progressive Corp/The		7,236		580
Provident Financial Services Inc		47,192		682
Radian Group Inc		30,470		473
Reinsurance Group of America Inc, Cl A		25,854		2,028
Sierra Bancorp		2,169		41
Sixth Street Specialty Lending Inc		14,951		247
Solar Capital Ltd		10,261		164
Solar Senior Capital Ltd		2,527		32
Southside Bancshares Inc		1,230		34
Stock Yards Bancorp Inc		7,803		314
Territorial Bancorp Inc		3,073		73

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Towne Bank/Portsmouth VA		2,993	$	56
Tradeweb Markets Inc, Cl A		5,639		328
TriCo Bancshares		8,446		257
TriState Capital Holdings Inc *		2,726		43
TrustCo Bank Corp NY		33,125		210
Trustmark Corp		36,740		901
UMB Financial Corp		7,096		366
United Community Banks Inc/GA		18,320		369
Univest Financial Corp		7,915		128
US Bancorp		135,984		5,007
Voya Financial Inc		21,662		1,011
Washington Federal Inc		69,584		1,868
Washington Trust Bancorp Inc		1,200		39
Waterstone Financial Inc		33,141		491
Westamerica BanCorp		3,138		180
Zions Bancorp NA		27,253		927
				52,257
Health Care — 15.9%
AbbVie Inc		30,797		3,024
Alkermes PLC *		4,362		85
Amgen Inc, Cl A		27,578		6,505
Anika Therapeutics Inc *		1,403		53
Anthem Inc		17,139		4,507
Becton Dickinson and Co		7,000		1,675
Biogen Inc *		27,489		7,355
BioMarin Pharmaceutical Inc *		2,950		364
Bio-Rad Laboratories Inc, Cl A *		9,644		4,354
Bristol-Myers Squibb Co		21,465		1,262
Bruker Corp		1,526		62
Cerner Corp		84,792		5,812
Chemed Corp		22,030		9,937
Computer Programs and Systems Inc		16,097		367
CONMED Corp		7,333		528
CVS Health Corp		34,721		2,256
Danaher Corp, Cl A		32,446		5,737
DaVita Inc *		15,931		1,261
Eagle Pharmaceuticals Inc/DE *		3,323		159
Enanta Pharmaceuticals Inc *		2,424		122
Encompass Health Corp		111,789		6,923
Gilead Sciences Inc		103,724		7,981
Hanger Inc *		12,743		211
HCA Healthcare Inc		27,464		2,666
Henry Schein Inc *		26,771		1,563
Hill-Rom Holdings Inc		11,182		1,228
Hologic Inc *		31,393		1,789
Humana Inc		17,034		6,605
IDEXX Laboratories Inc *		3,992		1,318
Johnson & Johnson		79,844		11,228
Luminex Corp		19,677		640
Masimo Corp *		20,995		4,787
Medtronic PLC		77,201		7,079

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Merck & Co Inc		70,841	$	5,478
Mettler-Toledo International Inc *		2,748		2,214
National HealthCare Corp		13,824		877
NextGen Healthcare Inc *		4,798		53
NuVasive Inc *		2,134		119
Orthofix Medical Inc *		23,077		738
PerkinElmer Inc		1,951		191
Pfizer Inc		264,167		8,638
Phibro Animal Health Corp, Cl A		15,377		404
Prestige Consumer Healthcare Inc, Cl A *		53,543		2,011
Quest Diagnostics Inc		41,572		4,738
Regeneron Pharmaceuticals Inc *		8,632		5,383
Select Medical Holdings Corp *		23,567		347
STERIS PLC		21,775		3,341
United Therapeutics Corp *		41,696		5,045
Universal Health Services Inc, Cl B		64,722		6,012
Varian Medical Systems Inc *		18,756		2,298
Vertex Pharmaceuticals Inc *		15,228		4,421
Waters Corp *		3,663		661
West Pharmaceutical Services Inc		19,543		4,440
				166,852
Industrials — 3.1%
Brady Corp, Cl A		40,324		1,888
CH Robinson Worldwide Inc		35,883		2,837
Cintas Corp		1,673		446
Comfort Systems USA Inc		1,183		48
EMCOR Group Inc		8,242		545
Ennis Inc		25,079		455
Expeditors International of Washington Inc		38,294		2,912
Herman Miller Inc		31,866		752
HNI Corp		3,390		104
Lockheed Martin Corp		8,086		2,951
McGrath RentCorp		7,164		387
MSA Safety Inc		2,298		263
Northrop Grumman Corp		9,110		2,801
Republic Services Inc		55,276		4,535
Robert Half International Inc		32,983		1,742
Rollins Inc		38,661		1,639
Steelcase Inc, Cl A		29,982		362
TrueBlue Inc *		21,354		326
United Parcel Service Inc, Cl B		29,805		3,314
Waste Connections Inc		10,620		996
Waste Management Inc		32,883		3,483
				32,786
Information Technology — 8.6%
ADTRAN Inc		28,376		310
Advanced Micro Devices Inc *		13,271		698
Agilysys Inc *		5,251		94
Akamai Technologies Inc *		2,509		269
Apple Inc		8,409		3,068
Benchmark Electronics Inc		4,526		98

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Booz Allen Hamilton Holding Corp, Cl A		14,006	$	1,090
CACI International Inc, Cl A *		13,693		2,970
Calix Inc *		37,559		560
Ciena Corp *		48,240		2,613
Cisco Systems Inc		205,947		9,605
Citrix Systems Inc		74,392		11,003
CommVault Systems Inc *		24,322		941
Cornerstone OnDemand Inc *		2,235		86
CSG Systems International Inc		20,554		851
Daktronics Inc		10,459		45
DocuSign Inc, Cl A *		14,121		2,432
Dropbox Inc, Cl A *		7,560		165
EchoStar Corp, Cl A *		21,326		596
F5 Networks Inc, Cl A *		36,839		5,138
Genpact Ltd		35,754		1,306
Insight Enterprises Inc *		2,844		140
Intuit Inc		10,439		3,092
J2 Global Inc *		13,002		822
Juniper Networks Inc		229,848		5,254
ManTech International Corp/VA, Cl A		3,749		257
MAXIMUS Inc		19,738		1,391
Microsoft Corp		53,888		10,967
MicroStrategy Inc, Cl A *		5,075		600
Model N Inc *		3,626		126
Motorola Solutions Inc		17,815		2,496
NetScout Systems Inc *		28,140		719
Nuance Communications Inc *		22,000		557
Oracle Corp, Cl B		114,982		6,355
Palo Alto Networks Inc *		9,475		2,176
Paychex Inc		3,770		286
Progress Software Corp		36,427		1,412
QAD Inc, Cl A		4,823		199
Ribbon Communications Inc *		6,144		24
ScanSource Inc *		3,266		79
SPS Commerce Inc *		5,695		428
SS&C Technologies Holdings Inc		7,846		443
Sykes Enterprises Inc *		28,022		775
Synopsys Inc *		4,871		950
Teradyne Inc		39,202		3,313
Viavi Solutions Inc *		69,574		886
Zoom Video Communications Inc, Cl A *		11,146		2,826
				90,511
Materials — 2.1%
Coeur Mining Inc *		36,237		184
Kaiser Aluminum Corp		14,801		1,090
Materion Corp		41,209		2,534
Newmont Corp		125,139		7,726
Reliance Steel & Aluminum Co		57,596		5,468
Royal Gold Inc, Cl A		37,863		4,707
Silgan Holdings Inc		8,654		280
				21,989

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 0.0%
CTO Realty Growth Inc ‡		905	$	36
Utilities — 2.2%
Alliant Energy Corp		68,107		3,258
American Electric Power Co Inc		32,389		2,579
Avista Corp		34,613		1,260
Consolidated Edison Inc		37,878		2,725
Hawaiian Electric Industries Inc		143,007		5,157
IDACORP Inc, Cl A		1,204		105
MDU Resources Group Inc		91,634		2,032
NextEra Energy Inc		13,790		3,312
NorthWestern Corp		17,028		928
Otter Tail Corp		1,428		55
Southern Co/The		7,900		410
Unitil Corp		4,545		204
Xcel Energy Inc		15,056		941
				22,966
				612,591
Total Common Stock (Cost $965,086) ($ Thousands)				1,023,137
PREFERRED STOCK — 0.1%
Germany — 0.1%
Henkel AG & Co KGaA (B)		9,678		902
Total Preferred Stock (Cost $813) ($ Thousands)				902
	Number of Rights
RIGHTS — 0.0%
United States — 0.0%
T-Mobile US Inc, Expires 07/30/2020 *		32,852		6
Total Rights (Cost $—) ($ Thousands)				6
	Shares
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
0.190% **†(C)		3,437,063		3,439
Total Affiliated Partnership (Cost $3,439) ($ Thousands)				3,439

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		17,907,330	$	17,907
Total Cash Equivalent (Cost $17,907) ($ Thousands)				17,907
Total Investments in Securities — 99.4% (Cost $987,245) ($ Thousands)			$	1,045,391

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value     (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Euro STOXX 50		48		Sep-2020	$	1,727	$	1,738	$	7
FTSE 100 Index		11		Sep-2020		836		836		2
Hang Seng Index		1		Aug-2020		157		156		–
S&P 500 Index E-MINI		56		Sep-2020		8,601		8,653		51
SPI 200 Index		4		Sep-2020		395		406		9
TOPIX Index		10		Sep-2020		1,456		1,445		(4	)
					$	13,172	$	13,234	$	65

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		07/24/20	USD		33	SGD		45	$	—
Brown Brothers Harriman		07/24/20	USD		88	DKK		582		—
Brown Brothers Harriman		07/24/20	USD		130	DKK		856		—
Brown Brothers Harriman		07/24/20	USD		155	NZD		241		1
Brown Brothers Harriman		07/24/20	USD		69	NZD		106		(1	)
Brown Brothers Harriman		07/24/20	USD		134	NOK		1,301		1
Brown Brothers Harriman		07/24/20	USD		100	NOK		944		(2	)
Brown Brothers Harriman		07/24/20	USD		271	HKD		2,104		—
Brown Brothers Harriman		07/24/20	USD		201	AUD		293		1
Brown Brothers Harriman		07/24/20	USD		97	AUD		139		(1	)
Brown Brothers Harriman		07/24/20	USD		334	CAD		457		1
Brown Brothers Harriman		07/24/20	USD		49	CAD		66		—
Brown Brothers Harriman		07/24/20	USD		188	SEK		1,758		1
Brown Brothers Harriman		07/24/20	USD		246	SEK		2,282		(1	)
Brown Brothers Harriman		07/24/20	USD		67	GBP		55		1
Brown Brothers Harriman		07/24/20	USD		388	GBP		312		(3	)
Brown Brothers Harriman		07/24/20	USD		784	CHF		743		1
Brown Brothers Harriman		07/24/20	USD		103	CHF		97		—
Brown Brothers Harriman		07/24/20	USD		579	EUR		516		1
Brown Brothers Harriman		07/24/20	USD		836	EUR		741		(4	)
Brown Brothers Harriman		07/24/20	SGD		1,573	USD		1,129		1
Brown Brothers Harriman		07/24/20	NZD		8,913	USD		5,775		38
Brown Brothers Harriman		07/24/20	NZD		285	USD		183		—
Brown Brothers Harriman		07/24/20	AUD		12,366	USD		8,524		11
Brown Brothers Harriman		07/24/20	AUD		196	USD		134		(1	)
Brown Brothers Harriman		07/24/20	GBP		12,726	USD		15,840		116
Brown Brothers Harriman		07/24/20	GBP		144	USD		178		(1	)
Brown Brothers Harriman		07/24/20	CAD		19,311	USD		14,246		65
Brown Brothers Harriman		07/24/20	CAD		364	USD		266		(1	)
Brown Brothers Harriman		07/24/20	CHF		26,116	USD		27,553		(35	)
Brown Brothers Harriman		07/24/20	EUR		34,064	USD		38,336		61
Brown Brothers Harriman		07/24/20	EUR		674	USD		756		(1	)
Brown Brothers Harriman		07/24/20	DKK		38,406	USD		5,797		6
Brown Brothers Harriman		07/24/20	DKK		749	USD		113		—
Brown Brothers Harriman		07/24/20	NOK		70,923	USD		7,367		13
Brown Brothers Harriman		07/24/20	NOK		1,526	USD		157		(1	)

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		07/24/20	HKD		75,652	USD		9,759	$	(2	)
Brown Brothers Harriman		07/24/20	SEK		347	USD		37		—
Brown Brothers Harriman		07/24/20	SEK		91,203	USD		9,714		(81	)
Brown Brothers Harriman		07/27/20	USD		1,426	JPY		152,577		(11	)
Brown Brothers Harriman		07/27/20	JPY		5,950,705	USD		55,685		502
Brown Brothers Harriman		07/27/20	JPY		57,407	USD		532		—
									$	675

Percentages are based on Net Assets of $1,052,138 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $2,973 ($ Thousands).

(B) There is currently no rate available.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $3,439 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times and Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

REIT — Real Estate investment Trust

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX - Tokyo Price Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of June 30, 2020, 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		1,021,778			1,359			–		1,023,137
Preferred Stock		902			–			–		902
Rights		6			–			–		6
Affiliated Partnership		–			3,439			–		3,439
Cash Equivalent		17,907			–			–		17,907
Total Investments in Securities		1,040,593			4,798			–		1,045,391
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		69			–			–		69
Unrealized Depreciation		(4	)		–			–		(4	)
Forwards Contracts*
Unrealized Appreciation		–			820			–		820
Unrealized Depreciation		–			(145	)		–		(145	)
Total Other Financial Instruments		65			675			–		740

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Global Managed Volatility Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)		Value 6/30/20		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$  —	$52,199	$(48,763)	$3		$—		$3,439		3,437,063		$ 51		$—
SEI Daily Income Trust, Government Fund, Cl F	15,286	151,060	(148,439)	—		—		17,907		17,907,330		109		—
Totals	$ 15,286	$203,259	$(197,202)	$3		$—		$21,346				$ 160		$—
Amounts designated as “—” are $0 or have been rounded to $0.

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Managed Volatility Fund

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 6.5%
Activision Blizzard Inc		40,408	$	3,067
Alphabet Inc, Cl A *		520		737
AT&T Inc		358,370		10,834
Comcast Corp, Cl A		79,000		3,079
Fox Corp		97,929		2,627
John Wiley & Sons Inc, Cl A		65,382		2,550
Madison Square Garden Entertainment Corp *		15,036		1,128
Madison Square Garden Sports Corp *		6,337		931
New York Times Co/The, Cl A		71,841		3,019
NTT DOCOMO Inc ADR		130,100		3,463
SK Telecom Co Ltd ADR		129,800		2,508
Take-Two Interactive Software Inc, Cl A *		14,286		1,994
TELUS Corp		231,200		3,865
Verizon Communications Inc		353,731		19,501
				59,303
Consumer Discretionary — 5.5%
Amazon.com Inc, Cl A *		418		1,153
AutoZone Inc *		10,000		11,281
Darden Restaurants Inc		14,608		1,107
Dick’s Sporting Goods Inc		34,895		1,440
Dollar General Corp		8,848		1,685
Dollar Tree Inc *		18,438		1,709
Dunkin’ Brands Group Inc		9,462		617
eBay Inc		108,850		5,709
frontdoor Inc *		52,423		2,324
Graham Holdings Co, Cl B		4,037		1,383
Honda Motor Co Ltd ADR		13,841		354
McDonald’s Corp		26,822		4,948
Ollie’s Bargain Outlet Holdings Inc *		28,784		2,811
Target Corp, Cl A		68,000		8,156
Toyota Motor Corp ADR		38,500		4,837
Ulta Beauty Inc *		6,158		1,252
				50,766
Consumer Staples — 14.4%
Altria Group Inc		145,146		5,697
Bunge Ltd		7,966		328
Church & Dwight Co Inc		67,706		5,234
Clorox Co/The		23,930		5,250
Coca-Cola Co/The		74,272		3,319
Coca-Cola European Partners PLC		49,400		1,865
Colgate-Palmolive Co		48,828		3,577
Costco Wholesale Corp		21,849		6,625
General Mills Inc		106,790		6,584
Hershey Co/The		40,522		5,252
J M Smucker Co/The		67,874		7,182
Kellogg Co		29,730		1,964
Kimberly-Clark Corp		20,683		2,924
Kraft Heinz Co/The		129,800		4,139
Kroger Co/The		192,506		6,516

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lamb Weston Holdings Inc		28,333	$	1,811
McCormick & Co Inc/MD		40,825		7,324
Metro Inc/CN, Cl A		58,400		2,401
PepsiCo Inc		63,903		8,452
Philip Morris International Inc		35,086		2,458
Procter & Gamble Co/The		14,191		1,697
Sanderson Farms Inc		28,200		3,268
Sysco Corp, Cl A		4,563		249
Tyson Foods Inc, Cl A		183,000		10,927
Walmart Inc		225,208		26,975
				132,018
Energy — 0.2%
Williams Cos Inc/The		120,055		2,283
Financials — 11.6%
Aflac Inc		112,800		4,064
Allstate Corp/The		65,446		6,348
American Financial Group Inc/OH		41,500		2,634
Assurant Inc		10,566		1,091
Assured Guaranty Ltd		34,028		831
Axis Capital Holdings Ltd		50,100		2,032
Bank of America Corp		71,525		1,699
Bank of Hawaii Corp		21,066		1,294
Berkshire Hathaway Inc, Cl B *		64,800		11,567
Cboe Global Markets Inc		55,379		5,166
Chubb Ltd		12,399		1,570
CME Group Inc		28,838		4,687
Cullen/Frost Bankers Inc		2,238		167
Everest Re Group Ltd		39,096		8,062
Hanover Insurance Group Inc/The, Cl A		31,901		3,232
JPMorgan Chase & Co		30,601		2,878
LPL Financial Holdings Inc		11,409		894
MarketAxess Holdings Inc		5,642		2,826
MGIC Investment Corp		164,766		1,349
Morningstar Inc, Cl A		21,864		3,082
National Bank of Canada		54,700		2,471
Progressive Corp/The		115,800		9,277
Reinsurance Group of America Inc, Cl A		9,329		732
RenaissanceRe Holdings Ltd		69,181		11,832
TFS Financial Corp		158,392		2,267
Travelers Cos Inc/The		83,472		9,520
US Bancorp		29,411		1,083
Virtu Financial Inc, Cl A		56,564		1,335
White Mountains Insurance Group Ltd		2,965		2,633
				106,623
Health Care — 18.7%
AbbVie Inc		53,300		5,233
ABIOMED Inc *		10,381		2,508
Alexion Pharmaceuticals Inc *		22,558		2,532
AmerisourceBergen Corp, Cl A		14,727		1,484
Amgen Inc, Cl A		16,800		3,963

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Anthem Inc		44,047	$	11,584
AstraZeneca PLC ADR		93,200		4,929
Baxter International Inc		42,324		3,644
Biogen Inc *		3,955		1,058
Bio-Rad Laboratories Inc, Cl A *		3,640		1,643
Bristol-Myers Squibb Co		91,300		5,368
Chemed Corp		1,680		758
Covetrus Inc *		178,157		3,187
CVS Health Corp		31,417		2,041
Eli Lilly and Co		95,629		15,700
Gilead Sciences Inc		23,866		1,836
Hill-Rom Holdings Inc		7,580		832
Humana Inc		30,752		11,924
Johnson & Johnson		169,533		23,841
McKesson Corp		8,957		1,374
Merck & Co Inc		247,609		19,148
Mettler-Toledo International Inc *		3,186		2,567
Pfizer Inc		602,928		19,716
Premier Inc, Cl A *		76,979		2,639
Quest Diagnostics Inc		50,752		5,784
Regeneron Pharmaceuticals Inc *		4,100		2,557
UnitedHealth Group Inc		35,650		10,515
Zoetis Inc, Cl A		18,364		2,517
				170,882
Industrials — 9.5%
Allison Transmission Holdings Inc		56,275		2,070
Carrier Global Corp		50,700		1,126
CH Robinson Worldwide Inc		33,696		2,664
Cummins Inc		23,200		4,019
EMCOR Group Inc		13,365		884
General Dynamics Corp		30,100		4,499
Huntington Ingalls Industries Inc, Cl A		17,300		3,019
L3Harris Technologies Inc		26,704		4,531
Landstar System Inc		11,414		1,282
Lockheed Martin Corp		23,421		8,547
Northrop Grumman Corp		40,237		12,370
Quanta Services Inc		37,697		1,479
Raytheon Technologies Corp		196,281		12,095
Republic Services Inc		146,100		11,988
Schneider National Inc, Cl B		140,087		3,456
Waste Management Inc		124,467		13,182
				87,211
Information Technology — 17.8%
Amdocs Ltd		227,100		13,826
Apple Inc		75,762		27,638
Atlassian Corp PLC, Cl A *		15,315		2,761
Automatic Data Processing Inc		14,065		2,094
Ciena Corp *		66,604		3,607
Cisco Systems Inc		306,400		14,290
Citrix Systems Inc		58,471		8,648
CSG Systems International Inc		37,600		1,556

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DocuSign Inc, Cl A *		18,481	$	3,183
F5 Networks Inc, Cl A *		26,687		3,722
Intel Corp		307,300		18,386
Jack Henry & Associates Inc		10,939		2,013
Marvell Technology Group Ltd		26,348		924
Microsoft Corp		85,745		17,450
Motorola Solutions Inc		88,236		12,365
NetApp Inc		55,421		2,459
NortonLifeLock Inc		173,514		3,441
Oracle Corp, Cl B		176,000		9,728
Qorvo Inc *		31,332		3,463
Synopsys Inc *		41,600		8,112
Tech Data Corp *		22,200		3,219
				162,885
Materials — 3.0%
AptarGroup Inc		6,262		701
Avery Dennison Corp		31,600		3,605
Axalta Coating Systems Ltd *		79,039		1,782
Corteva Inc		101,921		2,731
Newmont Corp		45,279		2,796
Royal Gold Inc, Cl A		17,767		2,209
Sealed Air Corp		136,300		4,477
Silgan Holdings Inc		110,800		3,589
Sonoco Products Co		98,300		5,140
				27,030
Real Estate — 0.8%
Equity LifeStyle Properties Inc ‡		29,390		1,836
Medical Properties Trust Inc ‡		197,100		3,706
SBA Communications Corp, Cl A ‡		5,039		1,501
				7,043
Utilities — 10.7%
Ameren Corp		74,283		5,226
American Electric Power Co Inc		81,032		6,453
Consolidated Edison Inc		132,995		9,566
Dominion Energy Inc		9,180		745
DTE Energy Co		38,099		4,096
Duke Energy Corp		41,536		3,318
Entergy Corp		119,200		11,182
Eversource Energy		85,584		7,127
Exelon Corp		227,300		8,249
FirstEnergy Corp		87,500		3,393
National Fuel Gas Co		49,959		2,095
NextEra Energy Inc		34,977		8,401
Pinnacle West Capital Corp		48,930		3,586
Portland General Electric Co		73,374		3,068
Public Service Enterprise Group Inc		183,544		9,023
Southern Co/The		95,191		4,936

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WEC Energy Group Inc		80,403	$	7,047
				97,511
Total Common Stock (Cost $572,620) ($ Thousands)				903,555
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.190% **†(A)		268		–
Total Affiliated Partnership (Cost $—) ($ Thousands)				–

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		11,538,515	$	11,539
Total Cash Equivalent (Cost $11,539) ($ Thousands)				11,539
Total Investments in Securities — 100.0% (Cost $584,159) ($ Thousands)			$	915,094

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:    

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
S&P 500 Index E-MINI		20		Sep-2020	$	3,033	$	3,090	$	57

Percentages are based on Net Assets of $915,192 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $338 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of June 30, 2020, 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		903,555		–		–		903,555
Affiliated Partnership		–		–		–		–
Cash Equivalent		11,539		–		–		11,539
Total Investments in Securities		915,094		–		–		915,094

Other Financial Instruments	Level 1   ($)		Level 2   ($)		Level 3   ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		57		–		–		57
Total Other Financial Instruments		57		–		–		57

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed Managed Volatility Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$ 3,411	$ (3,411)	$—	$—	$ —	268	$—	$—
SEI Daily Income Trust, Government Fund, Cl F	18,322	146,431	(153,214)	—	—	11,539	11,538,515	161	—
Totals	$18,322	$149,842	$(156,625)	$—	$—	$11,539		$161	$—

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.0%
Australia — 7.4%
Abacus Property Group ‡		87,074	$	162
AGL Energy Ltd		369,780		4,369
ASX Ltd		16,433		969
Aurizon Holdings Ltd		394,138		1,342
AusNet Services		1,012,200		1,170
Bendigo and Adelaide Bank (A)		155,198		755
Brickworks Ltd		10,961		120
Chorus Ltd		31,346		150
Coca-Cola Amatil Ltd		173,235		1,042
Cochlear Ltd		761		100
Coles Group Ltd		62,857		749
CSL Ltd		5,661		1,128
Fortescue Metals Group Ltd		71,223		686
Harvey Norman Holdings Ltd		677,183		1,665
Inghams Group Ltd		447,288		988
IVE Group Ltd		410,803		231
Medibank Pvt Ltd		387,735		800
Mirvac Group ‡		502,221		752
Newcrest Mining Ltd		43,068		950
Orica Ltd		19,608		227
Qantas Airways Ltd		88,171		233
REA Group Ltd		8,670		648
Rio Tinto Ltd		6,665		452
Sonic Healthcare Ltd		29,251		617
Telstra Corp Ltd, Cl B		1,307,872		2,834
Treasury Wine Estates Ltd		11,727		85
Wesfarmers Ltd		59,728		1,858
Woolworths Group Ltd		50,766		1,307
				26,389
Austria — 0.9%
CA Immobilien Anlagen AG		4,737		158
Erste Group Bank AG *		15,504		367
EVN AG		6,728		113
Oesterreichische Post AG (A)		28,158		936
Raiffeisen Bank International AG *		6,989		125
S IMMO AG *‡		9,548		172
Telekom Austria AG, Cl A *		81,520		563
UNIQA Insurance Group AG		35,314		239
Verbund AG ‡		9,946		445
Vienna Insurance Group AG Wiener Versicherung Gruppe *		4,367		98
				3,216
Belgium — 1.7%
Ageas *		14,061		500
Colruyt SA		55,734		3,071
Proximus SADP		65,319		1,333
UCB SA, Cl A		11,676		1,357
				6,261
Canada — 1.9%
Bank of Nova Scotia/The, Cl C		8,211		339

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Canadian Imperial Bank of Commerce		12,764	$	850
Canadian Tire Corp Ltd, Cl A		16,478		1,423
Loblaw Cos Ltd		25,927		1,259
TELUS Corp		166,057		2,776
				6,647
Denmark — 2.4%
Carlsberg A/S, Cl B		10,243		1,359
Coloplast A/S, Cl B		10,603		1,648
Danske Bank A/S		66,654		892
Genmab A/S *		2,120		712
Jyske Bank A/S		16,645		490
Novo Nordisk A/S, Cl B		11,344		739
Orsted A/S		4,450		517
Royal Unibrew A/S		2,426		203
RTX A/S		3,573		115
Scandinavian Tobacco Group A/S		73,722		1,092
Solar, Cl B		3,143		122
Sydbank A/S		22,507		420
United International Enterprises		564		111
				8,420
Finland — 1.6%
Aktia Bank Oyj *		28,060		279
Aspo		16,113		106
Elisa Oyj		20,953		1,274
Kemira Oyj		39,789		515
Kesko Oyj, Cl B		61,076		1,046
Orion Oyj, Cl B		35,070		1,693
TietoEVRY Oyj		30,985		850
				5,763
France — 8.0%
ABC arbitrage		14,654		113
BioMerieux		7,945		1,095
BNP Paribas SA		12,025		481
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		11,404		295
Caisse Regionale de Credit Agricole Mutuel de Paris et d’Ile-de-France		2,071		173
Caisse Regionale de Credit Agricole Mutuel Nord de France *		3,597		84
Caisse Regionale De Credit Agricole Mutuel Toulouse 31 *		779		95
Carrefour SA		61,667		955
Cie Generale des Etablissements Michelin SCA		18,650		1,929
Credit Agricole SA		56,115		538
Credit Regionale de Credit Agricole Mutuel Sud Rhone Alpes *		946		174
Danone SA		12,369		858
Engie SA		190,354		2,362
Eutelsat Communications SA		58,862		545
Hermes International		936		786

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kaufman & Broad SA		8,245	$	285
Lagardere SCA		13,370		191
Laurent-Perrier		3,022		262
LNA Sante SA		2,819		151
Metropole Television SA		73,336		829
Orange SA		181,029		2,169
Pernod Ricard SA		6,112		964
Peugeot SA		5,473		90
Prodware		6,476		40
PSB Industries SA		4,417		88
Sanofi		67,684		6,936
Sartorius Stedim Biotech		3,166		805
SCOR SE		4,791		132
SEB SA		6,923		1,147
Societe BIC SA		28,794		1,464
Societe Fonciere Lyonnaise SA ‡		1,991		159
Suez		28,497		335
TOTAL SA (A)		14,947		578
Veolia Environnement SA		51,938		1,175
Virbac *		506		111
Vivendi SA		12,049		310
Voyageurs du Monde *		1,147		94
				28,798
Germany — 6.5%
Aareal Bank AG		16,347		321
adidas AG		3,317		876
Allianz SE		1,701		349
Aroundtown SA ‡		21,011		121
Beiersdorf AG		1,062		121
Carl Zeiss Meditec AG		3,454		339
Deutsche Post AG		30,735		1,133
Deutsche Telekom AG		155,398		2,628
Hannover Rueck SE		14,549		2,520
Henkel AG & Co KGaA		5,568		465
HOCHTIEF AG		3,258		291
Hornbach Holding AG & Co KGaA		11,769		979
Knorr-Bremse AG		9,277		942
Merck KGaA		27,890		3,266
METRO AG		86,698		827
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		13,994		3,648
SAP SE		1,022		144
Siemens Healthineers AG		21,637		1,041
Sirius Real Estate Ltd ‡		87,389		82
Talanx AG		19,783		739
Uniper SE		57,930		1,873
Vonovia SE ‡		5,398		332
Wuestenrot & Wuerttembergische AG		7,073		121
				23,158
Hong Kong — 2.8%
Chevalier International Holdings Ltd		60,000		80

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
China Motor Bus Co Ltd ‡		9,200	$	111
Chong Hing Bank Ltd		106,000		130
CK Hutchison Holdings Ltd		112,000		720
CK Infrastructure Holdings Ltd		14,500		75
CLP Holdings Ltd, Cl B		155,500		1,523
Convenience Retail Asia		224,000		106
Dah Sing Banking Group Ltd		440,800		404
HK Electric Investments & HK Electric Investments Ltd		1,654,000		1,717
HKT Trust & HKT Ltd		768,000		1,128
Hutchison Telecommunications Hong Kong Holdings Ltd		1,398,000		222
Kerry Properties Ltd ‡		408,500		1,059
Lee & Man Paper Manufacturing Ltd		697,000		378
New World Development ‡		23,500		112
Pacific Textiles Holdings Ltd		252,000		122
Paliburg Holdings Ltd		268,000		69
PCCW Ltd		990,000		564
Power Assets Holdings Ltd		126,000		685
Regal Hotels International Holdings Ltd		74,000		29
SmarTone Telecommunications Holdings		481,500		259
VTech Holdings Ltd		92,200		554
WH Group Ltd		138,500		119
				10,166
Ireland — 0.4%
Irish Residential Properties PLC ‡		241,297		383
Kerry Group PLC, Cl A		9,695		1,206
				1,589
Israel — 1.3%
Albaad Massuot Yitzhak *		8,411		127
Bank Hapoalim BM		174,057		1,040
Bank Leumi Le-Israel BM		77,384		389
Check Point Software Technologies Ltd *		8,336		895
FIBI Holdings Ltd		3,995		98
First International Bank Of Israel Ltd		4,476		95
Isras Investment Co Ltd ‡		1,037		140
Kerur Holdings Ltd		4,093		111
Mizrahi Tefahot Bank Ltd		48,726		913
Nice Ltd *		3,697		691
Radware Ltd *		4,262		101
Shufersal Ltd		26,493		173
				4,773
Italy — 2.3%
A2A SpA		813,394		1,155
ACEA SpA		64,255		1,240
Assicurazioni Generali SpA *		62,231		945
Enel SpA		234,371		2,029
Hera SpA		310,521		1,171
Terna Rete Elettrica Nazionale SpA		41,453		286

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UnipolSai Assicurazioni		536,540	$	1,286
				8,112
Japan — 24.8%
Aeon Co Ltd, Cl H		11,200		261
AEON Investment Corp ‡		776		828
Ain Pharmaciez		1,800		118
Ainavo Holdings Co Ltd		12,200		94
Aiphone		7,000		102
Aozora Bank Ltd		30,700		535
Arcs Co Ltd		55,700		1,120
Astellas Pharma Inc		172,200		2,876
Bandai Namco Holdings Inc		8,500		447
Biofermin Pharmaceutical Co Ltd		1,600		35
Bridgestone Corp		24,200		779
Canon Inc (A)		52,200		1,036
Choushimaru Co Ltd		10,500		107
Chugoku Electric Power Co Inc/The		77,500		1,036
Chuo Gyorui Co Ltd		4,200		102
COMSYS Holdings Corp		6,300		186
Cosmos Pharmaceutical Corp		900		138
Daiichi Sankyo Co Ltd		2,500		204
Daiki Aluminium Industry Co Ltd		26,000		137
Daiohs Corp		3,400		32
Dairei Co Ltd		6,300		118
Daito Trust Construction Co Ltd		8,700		800
DCM Holdings Co Ltd		163,300		1,872
EDION Corp		101,700		1,032
EMS-Chemie Holding AG		1,134		881
FJ Next Co Ltd		16,100		128
FUJIFILM Holdings Corp		47,300		2,024
Fujitsu Ltd		5,200		610
Furyu Corp		11,500		111
Hard Off		12,300		81
Hokkaido Electric Power Co Inc		24,100		93
Hokkaido Gas Co Ltd		9,800		144
Honda Motor Co Ltd		45,300		1,158
Hoya Corp		1,500		143
Inaba Denki Sangyo Co Ltd		50,800		1,134
ITOCHU Corp		124,300		2,679
Itochu Enex Co Ltd		68,900		558
Japan Post Bank Co Ltd		124,600		926
Japan Post Holdings Co Ltd		255,400		1,821
Japan Rental Housing Investments Inc ‡		799		748
Japan Tobacco Inc (A)		114,900		2,133
JXTG Holdings Inc		174,100		621
Kadoya Sesame Mills Inc		2,600		91
Kakaku.com Inc		16,800		426
Kaken Pharmaceutical Co Ltd		26,800		1,370
Kamigumi Co Ltd		54,300		1,067
Kaneka Corp		19,900		517
Kato Sangyo Co Ltd		8,700		284

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
KDDI Corp		154,900	$	4,649
Keihanshin Building Co Ltd ‡		19,000		245
Keiyo Co Ltd		98,800		677
Kinden Corp		11,400		188
Kohnan Shoji Co Ltd		9,700		305
Komeri Co Ltd		17,500		449
K’s Holdings Corp		7,500		102
Kurimoto Ltd		7,200		116
Kyokuyo Co Ltd		3,800		96
KYORIN Holdings Inc		17,100		350
Kyowa Exeo Corp		8,300		198
Life Corp		3,400		109
Lintec		32,100		764
Lion Corp		31,000		745
LIXIL VIVA Corp		10,200		246
Matsumotokiyoshi Holdings Co Ltd		2,900		105
McDonald’s Holdings Co Japan Ltd		22,600		1,220
Medipal Holdings Corp		44,900		866
Mitsubishi Shokuhin Co Ltd		41,100		1,047
Mitsubishi UFJ Financial Group Inc		79,600		312
Mitsui & Co Ltd		62,100		919
Miyoshi Oil & Fat Co Ltd		10,200		109
Mizuho Financial Group Inc		2,489,200		3,053
Mizuno		6,300		121
Mochida Pharmaceutical Co Ltd		5,300		198
MS&AD Insurance Group Holdings Inc		26,500		727
Nichi-iko Pharmaceutical Co Ltd		16,000		194
Niitaka		3,600		188
Nintendo Co Ltd		200		89
Nippo Corp		57,200		1,446
Nippon Flour Mills Co Ltd		50,500		758
Nippon Telegraph & Telephone Corp		229,800		5,360
Nippon Television Holdings Inc		79,300		858
Nisshin Oillio Group Ltd/The		29,900		936
Nitto Fuji Flour Milling Co Ltd		4,000		239
NTT DOCOMO Inc		97,200		2,589
Ohsho Food Service Corp		1,700		95
Okinawa Cellular Telephone Co		3,100		119
Okinawa Electric Power Co Inc/The		11,851		197
Ootoya Holdings Co Ltd (A)		5,700		116
Oracle Corp Japan		8,100		962
ORIX		83,000		1,024
Osaka Gas Co Ltd		5,100		101
Otsuka Corp		14,600		770
OUG Holdings Inc		4,800		120
Paris Miki Holdings Inc		37,100		105
Proto Corp		12,200		114
Resona Holdings Inc		122,600		419
Sankyo Co Ltd		4,100		99
Sankyu		18,300		688
Sawai Pharmaceutical Co Ltd		6,600		339
Sekisui House Ltd		68,000		1,295

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seven & i Holdings Co Ltd		56,200	$	1,836
Shibusawa Warehouse Co Ltd/The		7,200		139
Shin-Keisei Electric Railway Co Ltd		4,800		101
Shionogi & Co Ltd		7,200		451
Showa Sangyo Co Ltd		7,300		224
Softbank Corp		125,500		1,600
SPK Corp		9,000		120
SRS Holdings Co Ltd		25,000		211
Sugi Holdings Co Ltd		6,300		427
Sumitomo Mitsui Financial Group Inc		25,100		707
Sumitomo Mitsui Trust Holdings Inc		15,700		441
Sumitomo Osaka Cement Co Ltd		30,900		1,090
Sundrug Co Ltd		18,600		617
Suzuken Co Ltd/Aichi Japan		27,000		1,009
Takihyo Co Ltd		3,000		52
Teijin Ltd		120,000		1,909
Toho Holdings Co Ltd		66,700		1,248
Tokyo Electric Power Co Holdings Inc *		74,400		229
Towa Pharmaceutical		4,300		79
Toyota Motor Corp		32,500		2,039
Trend Micro Inc/Japan		1,900		107
Tsuruha Holdings Inc		5,000		689
Unicharm Corp		2,800		115
Valor Holdings Co Ltd		31,500		615
Welcia Holdings Co Ltd		7,700		620
West Japan Railway Co		9,900		555
Yamazaki Baking Co Ltd		15,100		260
Yaoko Co Ltd		1,500		107
Yasuda Logistics Corp		19,800		172
Yellow Hat Ltd		11,200		154
Yuasa Funashoku Co Ltd		4,560		118
Zaoh Co Ltd		8,700		116
				89,036
Netherlands — 2.8%
ABN AMRO Bank NV		46,805		407
Amsterdam Commodities NV		9,992		219
Koninklijke Ahold Delhaize NV		187,944		5,142
Koninklijke KPN NV		303,997		808
Koninklijke Vopak NV		15,674		831
NN Group NV		60,246		2,027
Signify NV		16,444		428
Sligro Food Group NV		6,463		100
				9,962
New Zealand — 2.1%
a2 Milk Co Ltd *		53,696		700
Chorus Ltd		57,800		279
Contact Energy Ltd		142,380		579
Fisher & Paykel Healthcare Corp Ltd		102,485		2,342
Goodman Property Trust ‡		149,541		195
Mercury NZ Ltd		456,204		1,385
Meridian Energy Ltd		178,125		555

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ryman Healthcare Ltd		8,809	$	74
Sanford Ltd/NZ		24,931		101
Spark New Zealand Ltd		415,157		1,226
Z Energy Ltd		63,940		111
				7,547
Norway — 0.9%
Austevoll Seafood ASA		41,885		346
DNB ASA, Cl A *		50,120		664
Orkla ASA		117,934		1,034
SpareBank 1 SR-Bank *		17,208		125
Telenet Group Holding NV		13,557		560
Telenor ASA		30,613		446
				3,175
Portugal — 0.2%
Jeronimo Martins SGPS SA		27,155		475
REN - Redes Energeticas Nacionais SGPS SA		86,292		236
Sonae SGPS SA		136,474		99
				810
Singapore — 2.8%
Ascott Residence Trust ‡		483,574		349
CapitaLand Commercial Trust ‡		66,300		81
Dairy Farm International Holdings Ltd		26,500		124
DBS Group Holdings Ltd		138,200		2,070
Great Eastern Holdings Ltd		7,800		110
Mapletree Industrial Trust ‡		103,900		215
Mapletree Logistics Trust ‡		224,370		314
Olam International Ltd		80,500		81
Oversea-Chinese Banking Corp Ltd		47,900		311
Sheng Siong Group Ltd		246,900		293
Singapore Exchange Ltd		144,400		868
Singapore Technologies Engineering Ltd		95,900		229
Singapore Telecommunications Ltd		829,500		1,471
SPH ‡		287,300		181
United Overseas Bank Ltd		64,100		932
UOL Group Ltd ‡		26,200		128
Venture Corp Ltd		69,300		808
Wilmar International Ltd		375,900		1,105
Yangzijiang Shipbuilding Holdings Ltd		805,600		540
				10,210
Spain — 2.9%
Cia de Distribucion Integral Logista Holdings SA		53,355		1,000
Ebro Foods SA		63,391		1,313
Endesa SA (A)		163,169		4,029
Grifols SA		10,243		312
Iberdrola SA		308,623		3,586
Red Electrica Corp SA		10,044		188
				10,428
Sweden — 2.2%
Axfood AB		54,195		1,186

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Epiroc AB, Cl B		21,001	$	258
Essity AB, Cl B		29,555		957
ICA Gruppen AB *		52,745		2,507
KNOW IT AB		10,862		181
Nyfosa AB *‡		18,745		129
Resurs Holding AB		101,046		418
Samhallsbyggnadsbolaget i Norden ‡		93,792		242
Svenska Cellulosa AB SCA, Cl B		11,438		136
Swedish Match AB		26,331		1,858
				7,872
Switzerland — 8.8%
Alcon Inc		3,374		195
Allreal Holding AG, Cl A ‡		1,806		360
ALSO Holding AG		606		150
Baloise Holding AG		6,710		1,010
Banque Cantonale Vaudoise		1,350		132
Barry Callebaut AG		129		247
Basellandschaftliche Kantonalbank		200		184
Berner Kantonalbank AG		473		115
BKW AG		22,015		1,984
Chocoladefabriken Lindt & Spruengli AG		100		826
Emmi AG		110		96
Forbo Holding AG		82		119
Helvetia Holding AG		13,567		1,272
Idorsia Ltd *		3,040		98
Intershop Holding AG ‡		203		122
Mobimo Holding AG ‡		340		99
Nestle SA		10,269		1,139
Novartis AG		30,497		2,669
Orior AG		2,561		211
PSP Swiss Property AG ‡		4,712		534
Roche Holding AG		25,339		8,825
Romande Energie Holding SA		76		82
Schindler Holding AG		2,723		648
Sika AG		2,966		574
Sonova Holding AG		3,848		770
Swiss Life Holding AG		5,857		2,181
Swiss Prime Site AG ‡		5,236		487
Swisscom AG		4,047		2,126
Thurgauer Kantonalbank		927		104
Valiant Holding AG		7,689		721
Valora Holding AG		773		149
Vaudoise Assurances Holding SA		217		102
Zurich Insurance Group AG		8,799		3,116
				31,447
United Kingdom — 10.8%
3i Group PLC		62,495		646
AstraZeneca PLC		7,110		744
Atalaya Mining *		70,542		129
Auto Trader Group PLC		111,589		729
BAE Systems PLC		351,127		2,105

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Berkeley Group Holdings PLC		2,015	$	104
BP PLC		219,995		842
British American Tobacco PLC		51,087		1,966
Britvic PLC		39,840		381
BT Group PLC, Cl A		1,291,916		1,834
C&C Group PLC		42,876		122
CareTech Holdings PLC		22,562		121
Cello Health PLC		77,483		107
Coca-Cola HBC AG		7,744		195
Computacenter PLC		3,837		78
Craneware PLC		4,479		94
Cranswick PLC		2,824		127
Diageo PLC		27,018		896
Duke Royalty		366,704		119
Genus		2,448		107
GlaxoSmithKline PLC		266,230		5,402
Hikma Pharmaceuticals PLC		6,241		172
Imperial Brands PLC		82,736		1,578
Inchcape PLC		109,610		664
Intertek Group PLC		11,704		790
J Sainsbury PLC		769,774		1,983
Kingfisher PLC		191,526		522
National Express Group PLC		91,351		212
National Grid PLC		44,069		540
Next PLC, Cl A		4,741		287
QinetiQ Group PLC		414,692		1,526
Sage Group PLC/The		96,484		803
ScS Group PLC		48,694		86
Severn Trent PLC		6,504		199
Smith & Nephew PLC		25,773		482
SSE PLC		42,500		716
Tate & Lyle PLC		311,518		2,574
Telecom Plus PLC		26,605		470
Tesco PLC		825,706		2,330
Tracsis		13,619		106
Unilever PLC		21,167		1,139
United Utilities Group PLC, Cl B		12,792		144
Vodafone Group PLC		484,928		772
Warehouse PLC ‡		84,224		115
Wm Morrison Supermarkets PLC		1,467,501		3,471
YouGov		14,322		136
				38,665
United States — 0.5%
Atlantica Yield plc		40,477		1,178
Coca-Cola European Partners PLC		13,503		510
Taro Pharmaceutical Industries Ltd *		4,074		271
				1,959

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock (Cost $313,191) ($ Thousands)			$	344,403
PREFERRED STOCK — 0.5%
Germany — 0.5%
FUCHS PETROLUB SE (B)		19,169		773
Henkel AG & Co KGaA (B)		11,057		1,031
Total Preferred Stock (Cost $1,744) ($ Thousands)				1,804
	Number of Rights
RIGHT — 0.0%
United Kingdom — 0.0%
Warehouse PLC ‡, Expires 07/09/2020 *		28,075		–
Total Right (Cost $—) ($ Thousands)				–

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 3.0%
SEI Liquidity Fund, L.P.
0.190% **†(C)		10,563,991	$	10,568
Total Affiliated Partnership (Cost $10,569) ($ Thousands)				10,568
CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		6,636,616		6,637
Total Cash Equivalent (Cost $6,637) ($ Thousands)				6,637
Total Investments in Securities — 101.3% (Cost $332,141) ($ Thousands)			$	363,412

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Euro STOXX 50		54		Sep-2020	$	1,927	$	1,955	$	31
FTSE 100 Index		14		Sep-2020		1,069		1,063		6
Hang Seng Index		2		Aug-2020		313		313		–
SPI 200 Index		6		Sep-2020		603		608		3
TOPIX Index		9		Sep-2020		1,334		1,300		(24	)
					$	5,246	$	5,239	$	16

Percentages are based on Net Assets of $358,816 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $9,764 ($ Thousands).

(B) There is currently no rate available.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $10,568 ($ Thousands).

Cl — Class

FTSE— Financial Times and Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

SPI — Share Price Index

TOPIX - Tokyo Price Index

The following is a list of the level of inputs used as of June 30, 2020, 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		343,063			1,340		–		344,403
Preferred Stock		1,804			–		–		1,804
Right		–			–		–		–
Affiliated Partnership		–			10,568		–		10,568
Cash Equivalent		6,637			–		–		6,637
Total Investments in Securities		351,504			11,908		–		363,412
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		40			–		–		40
Unrealized Depreciation		(24	)		–		–		(24	)
Total Other Financial Instruments		16			–		–		16

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Managed International Managed Volatility Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/(Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/20	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$16,022	$(5,453)	$—	$(1)	$10,568	10,563,991	$5	$—
SEI Daily Income Trust, Government Fund, Cl F	9,481	62,215	(65,059)	—	—	6,637	6,636,616	56	—
Totals	$9,481	$78,237	$(70,512)	$—	$(1)	$17,205		$61	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Real Estate Fund

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.5%
Real Estate — 97.5%
American Campus Communities Inc ‡		14,235	$	498
American Homes 4 Rent, Cl A ‡		33,860		911
American Tower Corp, Cl A ‡		15,910		4,113
Americold Realty Trust ‡		23,110		839
Apartment Investment and Management Co, Cl A ‡		30,980		1,166
Apple Hospitality REIT Inc ‡		69,330		670
AvalonBay Communities Inc ‡		19,240		2,975
Boston Properties Inc ‡		23,990		2,168
Brixmor Property Group Inc ‡		83,450		1,070
Columbia Property Trust Inc ‡		45,931		603
Cousins Properties Inc ‡		44,360		1,323
CubeSmart ‡		75,170		2,029
CyrusOne Inc ‡		9,510		692
DiamondRock Hospitality Co ‡		67,256		372
Digital Realty Trust Inc, Cl A ‡		28,210		4,009
Diversified Healthcare Trust ‡		51,420		228
Douglas Emmett Inc ‡		31,654		970
Duke Realty Corp ‡		34,840		1,233
Empire State Realty Trust Inc, Cl A ‡		92,240		646
Equinix Inc ‡		12,160		8,540
Equity Residential ‡		62,090		3,652
Extra Space Storage Inc ‡		13,050		1,205
First Industrial Realty Trust Inc ‡		9,620		370
Healthcare Trust of America Inc, Cl A ‡		25,024		664
Healthpeak Properties Inc ‡		127,420		3,512
Host Hotels & Resorts Inc ‡		132,710		1,432
Invitation Homes Inc ‡		166,510		4,584
Iron Mountain Inc ‡		16,560		432
JBG SMITH Properties ‡		63,250		1,870
Kilroy Realty Corp ‡		17,580		1,032
Life Storage Inc ‡		13,538		1,285
Mid-America Apartment Communities Inc ‡		21,930		2,515
Prologis Inc ‡		77,280		7,213
Public Storage ‡		8,070		1,549
Regency Centers Corp ‡		15,840		727
Retail Opportunity Investments Corp ‡		87,690		993
Retail Properties of America Inc, Cl A ‡		202,760		1,484
Rexford Industrial Realty Inc ‡		20,499		849

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ryman Hospitality Properties Inc ‡		14,110	$	488
Sabra Health Care REIT Inc ‡		74,300		1,072
SBA Communications Corp, Cl A ‡		9,340		2,783
Simon Property Group Inc ‡		20,060		1,372
SL Green Realty Corp ‡		11,660		575
STAG Industrial Inc ‡		55,870		1,638
Sun Communities Inc ‡		18,150		2,463
UDR Inc ‡		58,070		2,171
Urban Edge Properties ‡		76,680		910
Ventas Inc ‡		73,240		2,682
Welltower Inc ‡		36,990		1,914
WP Carey Inc ‡		27,143		1,836
Xenia Hotels & Resorts Inc ‡		41,244		385
Total Common Stock (Cost $81,599) ($ Thousands)				90,712
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		2,388,274		2,388
Total Cash Equivalent (Cost $2,388) ($ Thousands)				2,388
Total Investments in Securities — 100.1% (Cost $83,987) ($ Thousands)			$	93,100

Percentages are based on Net Assets of $92,994 ($ Thousands).

^‡  Real Estate Investment Trust.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

Cl — Class

REIT — Real Estate investment Trust

As of June 30, 2020, all of the Fund’s investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value at 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$1,838	$40,027	$(39,477)	$—	$—	$2,388	2,388,274	$21	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES — 37.4%
Agency Mortgage-Backed Obligations — 29.0%
FHLMC
10.000%, 03/17/2026	$	1	$	1
7.500%, 05/01/2031 to 02/01/2038		345		395
7.000%, 05/01/2024 to 03/01/2039		122		141
6.500%, 10/01/2031 to 09/01/2039		223		253
6.000%, 07/01/2021 to 09/01/2038		377		426
5.500%, 01/01/2024 to 08/01/2037		241		271
5.000%, 08/01/2020 to 03/01/2050		20,838		23,018
4.500%, 06/01/2027 to 03/01/2050		30,075		32,864
4.000%, 02/01/2034 to 03/01/2050		62,585		68,284
3.500%, 12/01/2033 to 04/01/2050		110,651		119,308
3.000%, 03/01/2031 to 03/01/2050		49,713		52,791
2.500%, 11/01/2027 to 03/01/2050		15,396		16,175
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		152		163
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		50		61
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		311		358
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		852		1,018
FHLMC CMO, Ser 2007-3281, Cl AI, IO
6.245%, VAR ICE LIBOR USD 1 Month+6.430%, 02/15/2037		62		15
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		123		144
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037 (A)		2		2
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.325%, VAR ICE LIBOR USD 1 Month+6.030%, 05/15/2038		22		4
FHLMC CMO, Ser 2010-3621, Cl SB, IO
6.045%, VAR ICE LIBOR USD 1 Month+6.230%, 01/15/2040		44		10
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.765%, VAR ICE LIBOR USD 1 Month+5.950%, 10/15/2041		565		98
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		2,408		2,605
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		526		573
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		389		29
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.865%, VAR ICE LIBOR USD 1 Month+6.050%, 08/15/2039		594		123
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		613		38
FHLMC CMO, Ser 2013-4174, Cl SA, IO
6.015%, VAR ICE LIBOR USD 1 Month+6.200%, 05/15/2039		142		9

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043	$	126	$	13
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.065%, VAR ICE LIBOR USD 1 Month+6.250%, 09/15/2042		397		66
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		624		643
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		242		250
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		283		19
FHLMC CMO, Ser 2014-328, Cl S4, IO
3.365%, 02/15/2038 (B)		22		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
5.815%, VAR ICE LIBOR USD 1 Month+6.000%, 05/15/2044		91		18
FHLMC CMO, Ser 2014-4415, Cl IO, IO
3.371%, 04/15/2041 (B)		284		17
FHLMC CMO, Ser 2015-343, Cl F4
0.720%, VAR ICE LIBOR USD 1 Month+0.350%, 10/15/2037		902		898
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		1,027		1,060
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		1,001		1,044
FHLMC CMO, Ser 2016-353, Cl S1, IO
5.815%, VAR ICE LIBOR USD 1 Month+6.000%, 12/15/2046		543		114
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053		1,689		1,930
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		2,566		2,714
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		924		960
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		3,838		4,076
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		327		353
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		862		933
FHLMC CMO, Ser 2018-4786, Cl DP
4.500%, 07/15/2042		445		451
FHLMC CMO, Ser 2018-4802, Cl A
3.000%, 06/15/2048		–		–
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		942		975
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		1,818		1,884
FHLMC CMO, Ser 2018-4846, Cl PF
0.535%, VAR ICE LIBOR USD 1 Month+0.350%, 12/15/2048		280		280

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047	$	469	$	489
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		1,329		1,426
FHLMC CMO, Ser 2020-4988, Cl AF
0.540%, VAR ICE LIBOR USD 1 Month+0.350%, 10/15/2037		3,249		3,242
FHLMC Multiclass Certificates, Ser RR06, Cl BX, IO
1.836%, 05/27/2033 (B)		1,455		247
FHLMC Multiclass Certificates, Ser RR06, Cl AX, IO
1.878%, 10/27/2028 (B)		1,855		240
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1513, Cl A3
2.797%, 08/25/2034		100		114
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1514, Cl A2
2.859%, 10/25/2034		435		502
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.635%, 10/25/2021 (B)		243		4
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.207%, 05/25/2023 (B)		32,385		101
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025 (B)		280		313
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.742%, 03/25/2027 (B)		4,922		174
FHLMC Multifamily Structured Pass-Through Certificates, Ser K091, Cl A2
3.505%, 03/25/2029		480		568
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
1.016%, 06/25/2029 (B)		1,999		135
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029 (B)		4,850		457
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.372%, 06/25/2029 (B)		700		69
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl X1, IO
1.082%, 06/25/2029 (B)		1,098		79
FHLMC Multifamily Structured Pass-Through Certificates, Ser K099, Cl X1, IO
1.006%, 09/25/2029 (B)		1,089		75
FHLMC Multifamily Structured Pass-Through Certificates, Ser K158, Cl A3
3.900%, 10/25/2033 (B)		2,000		2,525

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
1.073%, 08/25/2023 (B)	$	7,446	$	174
FHLMC Multifamily Structured Pass-Through Certificates, Ser K735, Cl X1, IO
1.102%, 05/25/2026 (B)		1,599		78
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.437%, 07/25/2026 (B)		2,000		132
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC03, Cl A2
3.499%, 01/25/2026		795		871
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.204%, 06/25/2027 (B)		3,497		208
FHLMC Multifamily Structured Pass-Through Certificates, Ser KL4F, Cl A2AS
3.683%, 10/25/2025 (B)		3,040		3,473
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		663
FHLMC Multifamily Structured Pass-Through Certificates, Ser KS07, Cl A2
2.735%, 09/25/2025		620		669
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q006, Cl APT2
2.552%, 09/25/2026 (B)		3,748		3,870
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		362
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		621
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M2
2.385%, VAR ICE LIBOR USD 1 Month+2.200%, 02/25/2024		139		140
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M2
1.835%, VAR ICE LIBOR USD 1 Month+1.650%, 04/25/2024		15		15
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M2
3.435%, VAR ICE LIBOR USD 1 Month+3.250%, 07/25/2029		1,065		1,074
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M1
1.385%, VAR ICE LIBOR USD 1 Month+1.200%, 07/25/2029		49		49
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
2.244%, 10/25/2037 (B)		105		117

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA
7.500%, 10/01/2037 to 04/01/2039	$	142	$	177
7.000%, 09/01/2026 to 02/01/2039		521		598
6.500%, 05/01/2027 to 05/01/2040		194		219
6.000%, 02/01/2023 to 10/01/2040		1,762		2,036
5.500%, 02/01/2021 to 09/01/2056		6,415		7,384
5.000%, 07/01/2033 to 12/01/2049		51,751		58,292
4.500%, 04/01/2025 to 01/01/2059		72,390		79,765
4.200%, 01/01/2029		775		907
4.000%, 07/01/2033 to 01/01/2059		99,788		108,611
3.820%, 07/01/2027		115		130
3.790%, 12/01/2025		1,465		1,658
3.500%, 07/01/2029 to 03/01/2057		50,896		54,368
3.490%, 02/01/2033		1,315		1,566
3.450%, 05/01/2034		2,365		2,833
3.290%, 09/01/2032		637		744
3.260%, 05/01/2029 to 10/01/2030		788		901
3.160%, 05/01/2029		187		214
3.120%, 06/01/2035		850		993
3.080%, 04/01/2030		481		546
3.070%, 01/01/2029		190		216
3.050%, 05/01/2024		478		509
3.020%, 06/01/2024 to 05/01/2026		1,540		1,625
3.000%, 12/01/2031 to 06/01/2050		76,043		80,747
2.900%, 11/01/2029		500		550
2.870%, 07/01/2031 to 08/01/2031		200		227
2.850%, 08/01/2031		310		350
2.820%, 07/01/2027		582		642
2.790%, 08/01/2029		1,200		1,346
2.770%, 08/01/2031		400		449
2.765%, 08/01/2031		500		560
2.500%, 02/01/2023 to 05/01/2050		12,390		12,955
2.455%, 04/01/2040		1,920		1,946
2.320%, 02/01/2032		200		219
2.300%, 02/01/2030		100		109
2.260%, 02/01/2030 to 04/01/2030		898		973
2.240%, 10/01/2031		200		217
2.140%, 04/01/2030		100		108
2.060%, 03/01/2030		399		430
1.950%, 04/01/2032		100		106
1.850%, 04/01/2032		100		106
1.554%, 11/25/2028		2,325		243
1.497%, 11/25/2028		2,450		241
0.776%, 11/25/2028		2,810		119
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.515%, 09/25/2022 (B)		9,124		102
FNMA ACES, Ser 2014-M2, Cl A2
3.513%, 12/25/2023 (B)		1,416		1,521
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027 (B)		440		487
FNMA ACES, Ser 2020-M6 A, Cl A
2.500%, 10/25/2037		98		104

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA ARM
3.666%, VAR 12 Month Treas Avg+1.959%, 11/01/2035	$	111	$	114
3.572%, VAR 12 Month Treas Avg+1.873%, 11/01/2035		412		423
3.553%, VAR 12 Month Treas Avg+1.865%, 10/01/2035		419		431
3.496%, VAR 12 Month Treas Avg+1.795%, 10/01/2035		77		79
2.754%, VAR ICE LIBOR USD 12 Month+1.579%, 06/01/2045		771		800
2.661%, VAR ICE LIBOR USD 12 Month+1.585%, 01/01/2046		2,746		2,851
FNMA CMO STRIPS, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		309		46
FNMA CMO STRIPS, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		350		20
FNMA CMO STRIPS, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		304		36
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		166		177
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		332		352
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		192		228
FNMA CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		980		174
FNMA CMO, Ser 2006-112, Cl ST, IO
6.516%, VAR ICE LIBOR USD 1 Month+6.700%, 11/25/2036		800		80
FNMA CMO, Ser 2008-22, Cl SI, IO
5.483%, VAR ICE LIBOR USD 1 Month+6.430%, 03/25/2037		542		18
FNMA CMO, Ser 2009-103, Cl MB
3.659%, 12/25/2039 (B)		40		41
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037 (A)		941		896
FNMA CMO, Ser 2010-150, Cl SK, IO
6.346%, VAR ICE LIBOR USD 1 Month+6.530%, 01/25/2041		259		64
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,575		1,855
FNMA CMO, Ser 2011-87, Cl SG, IO
6.366%, VAR ICE LIBOR USD 1 Month+6.550%, 04/25/2040		197		22
FNMA CMO, Ser 2011-90, Cl QI, IO
5.000%, 05/25/2034		21		–
FNMA CMO, Ser 2011-96, Cl SA, IO
6.366%, VAR ICE LIBOR USD 1 Month+6.550%, 10/25/2041		870		182
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		272		13

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027	$	58	$	4
FNMA CMO, Ser 2012-118, Cl CI, IO
3.500%, 12/25/2039		266		9
FNMA CMO, Ser 2012-133, Cl CS, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 12/25/2042		275		53
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		802		827
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		23		25
FNMA CMO, Ser 2012-35, Cl SC, IO
6.316%, VAR ICE LIBOR USD 1 Month+6.500%, 04/25/2042		154		32
FNMA CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		1,574		1,665
FNMA CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		2,244		2,392
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		208		245
FNMA CMO, Ser 2012-70, Cl YS, IO
6.466%, VAR ICE LIBOR USD 1 Month+6.650%, 02/25/2041		42		3
FNMA CMO, Ser 2012-74, Cl SA, IO
6.466%, VAR ICE LIBOR USD 1 Month+6.650%, 03/25/2042		263		51
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042 (A)		20		19
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042 (A)		41		39
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,959		2,000
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		375		384
FNMA CMO, Ser 2013-124, Cl SB, IO
5.766%, VAR ICE LIBOR USD 1 Month+5.950%, 12/25/2043		444		95
FNMA CMO, Ser 2013-126, Cl CS, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 09/25/2041		342		50
FNMA CMO, Ser 2013-30, Cl CA
1.500%, 04/25/2043		318		325
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		7,391
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		893		927
FNMA CMO, Ser 2013-54, Cl BS, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 06/25/2043		174		43
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		85		6
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		426		32

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042	$	1,832	$	2,117
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		239		291
FNMA CMO, Ser 2013-9, Cl SA, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 03/25/2042		324		58
FNMA CMO, Ser 2014-47, Cl AI, IO
3.141%, 08/25/2044 (B)		174		12
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		504		537
FNMA CMO, Ser 2015-55, Cl IO, IO
2.834%, 08/25/2055 (B)		460		23
FNMA CMO, Ser 2015-56, Cl AS, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 08/25/2045		54		14
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		2,535		2,619
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		389		406
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		3,339		3,457
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		4,746		4,900
FNMA CMO, Ser 2016-60, Cl QS, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 09/25/2046		297		62
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		1,025		1,097
FNMA CMO, Ser 2017-42, Cl H
3.000%, 11/25/2043		648		670
FNMA CMO, Ser 2017-76, Cl SB, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 10/25/2057		1,595		300
FNMA CMO, Ser 2017-85, Cl SC, IO
6.016%, VAR ICE LIBOR USD 1 Month+6.200%, 11/25/2047		491		93
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,714		1,847
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		401		432
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		2,973		3,099
FNMA CMO, Ser 2018-45, Cl GA
3.000%, 06/25/2048		115		120
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		1,618		1,687
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		645		675
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,531		1,645

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2019-35, Cl MB
3.000%, 07/25/2049	$	1,132	$	1,216
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		814		857
FNMA CMO, Ser 2019-79, Cl FA
0.685%, VAR ICE LIBOR USD 1 Month+0.500%, 01/25/2050		3,222		3,234
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		400		398
FNMA TBA
5.000%, 07/15/2038		3,870		4,229
4.500%, 07/01/2037		6,346		6,818
4.000%, 07/13/2039		2,059		2,181
3.500%, 07/25/2026 to 07/01/2041		14,884		15,653
3.000%, 08/25/2028 to 07/14/2169		15,986		16,836
2.500%, 08/19/2034 to 07/18/2168		139,478		145,393
2.000%, 08/25/2028		21,190		21,887
FNMA, Ser 2014-M8, Cl X2, IO
0.398%, 06/25/2024 (B)		6,036		120
FNMA, Ser M10, Cl X1, IO
1.923%, 12/25/2030 (B)		2,049		302
FNMA, Ser M10, Cl A2
3.497%, 07/25/2028 (B)		6,100		7,019
FNMA, Ser M10, Cl X3, IO
1.438%, 11/25/2028 (B)		1,963		180
FNMA, Ser M10, Cl X2, IO
1.826%, 12/25/2030 (B)		5,821		818
FNMA, Ser M10, Cl X9, IO
0.988%, 12/25/2027 (B)		2,429		114
FNMA, Ser M10, Cl X4, IO
0.999%, 07/25/2032 (B)		2,183		182
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		118
FNMA, Ser M27, Cl A2
2.700%, 11/25/2040		300		359
FNMA, Ser M4, Cl A2
3.610%, 02/25/2031		490		584
FNMA, Ser M5, Cl A2
3.273%, 02/25/2029		930		1,071
FNMA, Ser M6, Cl A2
3.450%, 01/01/2029		1,030		1,188
FNMA, Ser M8, Cl A2
3.061%, 05/25/2027 (B)		200		224
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045 (C)		11,350		34
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
2.333%, VAR ICE LIBOR USD 1 Month+2.150%, 01/25/2026 (C)		1,746		1,650
FRESB Mortgage Trust, Ser 2017-SB42, Cl A10F
2.960%, 10/25/2027 (B)		208		218

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA
8.000%, 11/15/2029 to 09/15/2030	$	42	$	46
7.500%, 03/15/2029 to 10/15/2037		65		77
7.000%, 09/15/2031		25		30
6.500%, 07/15/2028 to 12/15/2035		1,274		1,478
6.000%, 12/15/2028 to 10/20/2040		2,284		2,646
5.000%, 12/20/2039 to 03/20/2049		18,062		19,829
4.966%, 07/20/2060 (B)		23		23
4.700%, 09/20/2061 (B)		836		866
4.500%, 04/20/2041 to 09/20/2049		21,618		23,448
4.252%, 01/20/2069 (B)		69		72
4.000%, 02/20/2034 to 11/20/2049		30,474		32,741
3.967%, 04/20/2063 (B)		291		297
3.500%, 03/20/2046 to 02/20/2050		27,131		28,860
3.000%, 09/15/2042 to 10/20/2049		17,940		18,913
GNMA CMO, Ser 2007-17, Cl IB, IO
6.060%, VAR ICE LIBOR USD 1 Month+6.250%, 04/20/2037		444		83
GNMA CMO, Ser 2007-51, Cl SG, IO
6.390%, VAR ICE LIBOR USD 1 Month+6.580%, 08/20/2037		59		10
GNMA CMO, Ser 2007-78, Cl SA, IO
6.335%, VAR ICE LIBOR USD 1 Month+6.530%, 12/16/2037		531		93
GNMA CMO, Ser 2009-66, Cl XS, IO
6.605%, VAR ICE LIBOR USD 1 Month+6.800%, 07/16/2039		492		84
GNMA CMO, Ser 2010-31, Cl GS, IO
6.310%, VAR ICE LIBOR USD 1 Month+6.500%, 03/20/2039		12		–
GNMA CMO, Ser 2010-4, Cl NS, IO
6.195%, VAR ICE LIBOR USD 1 Month+6.390%, 01/16/2040		4,129		871
GNMA CMO, Ser 2010-85, Cl HS, IO
6.460%, VAR ICE LIBOR USD 1 Month+6.650%, 01/20/2040		37		3
GNMA CMO, Ser 2010-H11, Cl FA
1.174%, VAR ICE LIBOR USD 1 Month+1.000%, 06/20/2060		392		397
GNMA CMO, Ser 2010-H27, Cl FA
0.683%, VAR ICE LIBOR USD 1 Month+0.380%, 12/20/2060		1,179		1,174
GNMA CMO, Ser 2010-H28, Cl FE
0.703%, VAR ICE LIBOR USD 1 Month+0.400%, 12/20/2060		460		458
GNMA CMO, Ser 2011-H08, Cl FG
0.783%, VAR ICE LIBOR USD 1 Month+0.480%, 03/20/2061		516		516
GNMA CMO, Ser 2011-H08, Cl FD
0.803%, VAR ICE LIBOR USD 1 Month+0.500%, 02/20/2061		227		227

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2011-H09, Cl AF
0.803%, VAR ICE LIBOR USD 1 Month+0.500%, 03/20/2061	$	378	$	378
GNMA CMO, Ser 2012-141, Cl WA
4.534%, 11/16/2041 (B)		294		326
GNMA CMO, Ser 2012-34, Cl SA, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 03/20/2042		443		106
GNMA CMO, Ser 2012-43, Cl SN, IO
6.405%, VAR ICE LIBOR USD 1 Month+6.600%, 04/16/2042		82		21
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		267		9
GNMA CMO, Ser 2012-98, Cl SA, IO
5.905%, VAR ICE LIBOR USD 1 Month+6.100%, 08/16/2042		218		46
GNMA CMO, Ser 2012-H25, Cl FA
1.003%, VAR ICE LIBOR USD 1 Month+0.700%, 12/20/2061		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.725%, VAR ICE LIBOR USD 1 Month0.000%, 10/20/2062		1,193		61
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		213		22
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		392		52
GNMA CMO, Ser 2014-117, Cl SJ, IO
5.410%, VAR ICE LIBOR USD 1 Month+5.600%, 08/20/2044		130		25
GNMA CMO, Ser 2014-5, Cl SP, IO
5.955%, VAR ICE LIBOR USD 1 Month+6.150%, 06/16/2043		279		36
GNMA CMO, Ser 2014-H10, Cl TA
0.903%, VAR ICE LIBOR USD 1 Month+0.600%, 04/20/2064		537		538
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		144		23
GNMA CMO, Ser 2015-H10, Cl FC
0.783%, VAR ICE LIBOR USD 1 Month+0.480%, 04/20/2065		357		356
GNMA CMO, Ser 2015-H18, Cl FA
0.753%, VAR ICE LIBOR USD 1 Month+0.450%, 06/20/2065		227		227
GNMA CMO, Ser 2015-H20, Cl FA
0.773%, VAR ICE LIBOR USD 1 Month+0.470%, 08/20/2065		257		256
GNMA CMO, Ser 2016-135, Cl SB, IO
5.905%, VAR ICE LIBOR USD 1 Month+6.100%, 10/16/2046		298		97
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		1,304		1,351

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.347%, VAR ICE LIBOR USD 12 Month0.000%, 07/20/2067	$	835	$	101
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.755%, VAR ICE LIBOR USD 12 Month0.000%, 09/20/2067		5,336		437
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.222%, VAR ICE LIBOR USD 12 Month0.000%, 10/20/2067		375		38
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.413%, VAR ICE LIBOR USD 12 Month0.000%, 11/20/2067		164		15
GNMA CMO, Ser 2018-H06, Cl PF
0.603%, VAR ICE LIBOR USD 1 Month+0.300%, 02/20/2068		530		527
GNMA CMO, Ser 2018-H07, Cl FD
0.603%, VAR ICE LIBOR USD 1 Month+0.300%, 05/20/2068		932		926
GNMA CMO, Ser 2019-123, Cl A
3.000%, 10/20/2049		444		478
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		1,547		1,609
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		935		987
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		857		898
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		299		52
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		795		134
GNMA CMO, Ser 2020-H09, Cl NF
1.440%, VAR ICE LIBOR USD 1 Month+1.250%, 04/20/2070		393		403
GNMA CMO, Ser 2020-H09, Cl FL
1.340%, VAR ICE LIBOR USD 1 Month+1.150%, 05/20/2070		901		939
GNMA TBA
3.000%, 07/15/2042 to 09/01/2042		8,250		8,738
2.500%, 09/21/2169		4,300		4,508
2.000%, 08/20/2169		1,700		1,760
GNMA, Ser 107, Cl AD
2.694%, 11/16/2047 (B)		563		594
GNMA, Ser 2012-112, Cl IO, IO
0.232%, 02/16/2053 (B)		796		8
GNMA, Ser 2012-152, Cl IO, IO
0.814%, 01/16/2054 (B)		6,762		321
GNMA, Ser 2012-27, Cl IO, IO
0.927%, 04/16/2053 (B)		1,269		31
GNMA, Ser 2013-145, Cl IO, IO
1.035%, 09/16/2044 (B)		805		30
GNMA, Ser 2013-96, Cl IO, IO
0.524%, 10/16/2054 (B)		1,618		34

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-47, Cl IA, IO
0.128%, 02/16/2048 (B)	$	155	$	2
GNMA, Ser 2014-50, Cl IO, IO
0.753%, 09/16/2055 (B)		587		26
GNMA, Ser 2014-92, Cl IX, IO
0.543%, 05/16/2054 (B)		4,457		73
GNMA, Ser 2015-5, Cl IK, IO
0.637%, 11/16/2054 (B)		5,643		180
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		2,530		2,664
GNMA, Ser 28, Cl AB
3.150%, 06/16/2060		644		675
GNMA, Ser 41, Cl IO, IO
0.760%, 07/16/2058 (B)		1,734		97
NCUA Guaranteed Notes Trust CMO, Ser 2010-R3, Cl 3A
2.400%, 12/08/2020		18		18
				1,239,345
Non-Agency Mortgage-Backed Obligations — 8.4%
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
3.020%, 02/25/2035 (B)		440		426
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
0.325%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		1,243		1,119
Alternative Loan Trust, Ser 2006-18CB, Cl A6
27.862%, VAR ICE LIBOR USD 1 Month+28.600%, 07/25/2036		206		354
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.515%, VAR ICE LIBOR USD 6 Month+2.000%, 02/25/2045		163		162
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.577%, VAR ICE LIBOR USD 6 Month+2.000%, 06/25/2045		1,432		1,426
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
2.265%, VAR ICE LIBOR USD 6 Month+1.750%, 11/25/2045		1,052		707
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
0.585%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2046		3,544		3,133
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (B)(C)		399		409
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (B)(C)		1,547		1,575
AOA Mortgage Trust, Ser 2015-1177, Cl A
2.957%, 12/13/2029 (C)		930		936

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038 (B)(C)	$	1,790	$	2,073
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
6.016%, 08/10/2045 (B)(C)		1,625		699
Banc of America Funding Trust, Ser 2004-C, Cl 1A1
4.408%, 12/20/2034 (B)		8		8
Banc of America Funding Trust, Ser 2006-G, Cl 2A4
0.770%, VAR ICE LIBOR USD 1 Month+0.580%, 07/20/2036		353		351
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035 (C)		490		513
BBCMS Trust, Ser CBM, Cl A
1.185%, VAR ICE LIBOR USD 1 Month+1.000%, 07/15/2037 (C)		375		338
BB-UBS Trust, Ser 2012-SHOW, Cl A
3.430%, 11/05/2036 (C)		600		577
BCAP LLC Trust, Ser 2009-RR5, Cl 8A1
5.500%, 11/26/2034 (B)(C)		17		17
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
0.769%, 03/28/2037 (B)(C)		758		784
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
2.750%, 05/25/2034 (B)		73		64
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.760%, 05/25/2034 (B)		8		8
Bear Stearns ALT-A Trust, Ser 2004-6, Cl 1A
0.825%, VAR ICE LIBOR USD 1 Month+0.640%, 07/25/2034		13		13
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
4.218%, 10/25/2033 (B)		397		377
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.466%, VAR ICE LIBOR USD 1 Month+7.650%, 11/25/2035		3,007		1,005
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035 (B)		931		940
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.744%, 06/11/2041 (B)(C)		1		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
0.325%, VAR ICE LIBOR USD 1 Month+0.140%, 03/25/2037		4,350		3,922
Benchmark Mortgage Trust, Ser 2018-B1, Cl ASB
3.602%, 01/15/2051 (B)		348		382

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BFLD, Ser 2019-DPLO, Cl A
1.275%, VAR ICE LIBOR USD 1 Month+1.090%, 10/15/2034 (C)	$	845	$	811
Bunker Hill Loan Depositary Trust, Ser 2019-1, Cl A1
3.613%, 10/26/2048 (C)		513		526
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049 (C)		896		914
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059 (C)		1,056		1,075
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.105%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (C)		865		858
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
2.185%, VAR ICE LIBOR USD 1 Month+2.000%, 10/15/2036 (C)		2,589		2,492
BX Commercial Mortgage Trust, Ser IND, Cl H
3.185%, VAR ICE LIBOR USD 1 Month+3.000%, 11/15/2035 (C)		4,102		3,980
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041 (C)		610		635
Cali Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2029		1,280		1,461
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.255%, VAR ICE LIBOR USD 1 Month+1.070%, 12/15/2037 (C)		825		814
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl A1
1.443%, 08/10/2049		112		112
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		345
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB
3.317%, 05/10/2050		474		510
CD Commercial Mortgage Trust, Ser 2017-CD5, Cl XA, IO
1.034%, 08/15/2050 (B)		8,586		374
CD Commercial Mortgage Trust, Ser 2017-CD6, Cl ASB
3.332%, 11/13/2050		1,156		1,248
CD Mortgage Trust, Ser 2017-CD4, Cl A4
3.514%, 05/10/2050 (B)		522		581
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039 (C)		1,160		1,263
CFCRE Commercial Mortgage Trust, Ser 2016-C3, Cl A1
1.793%, 01/10/2048		101		101

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	$	494	$	530
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A1
1.965%, 06/15/2050		73		73
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		410
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
3.512%, 02/25/2037 (B)		13		12
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
3.772%, 02/25/2037 (B)		7		7
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
3.509%, 06/25/2035 (B)		20		19
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
1.115%, VAR ICE LIBOR USD 1 Month+0.930%, 11/15/2036 (C)		490		469
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035 (C)		240		250
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,936
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
4.240%, 09/25/2033 (B)		12		12
Citigroup Mortgage Loan Trust, Ser 2017-RP2, Cl A1
3.250%, 07/25/2067 (B)(C)		2,642		2,680
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046 (B)(C)		125		–
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2007-CD4, Cl XC, IO
1.514%, 12/11/2049 (B)(C)		7		–
COLT Funding LLC, Ser 2019-4, Cl A1
2.579%, 11/25/2049 (B)(C)		770		777
COLT Mortgage Loan Trust, Ser 2019-1, Cl A1
3.705%, 03/25/2049 (B)(C)		327		331
COLT Mortgage Loan Trust, Ser 2019-2, Cl A1
3.337%, 05/25/2049 (B)(C)		614		621
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065 (B)(C)		854		855
COMM Mortgage Trust, Ser 2010-C1, Cl XWB, IO
0.750%, 07/10/2046 (B)(C)		13,060		19
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		74		75

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.240%, 10/10/2046 (B)	$	70	$	66
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (B)		120		125
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		137
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046 (C)		299		301
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		256
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.331%, 03/10/2047 (B)		1,830		61
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		301
COMM Mortgage Trust, Ser 2015-CR26, Cl A4
3.630%, 10/10/2048		350		386
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.267%, 02/10/2048 (B)		5,815		243
COMM Mortgage Trust, Ser 2016-787S, Cl A
3.545%, 02/10/2036 (C)		960		1,040
COMM Mortgage Trust, Ser 2016-COR1, Cl ASB
2.972%, 10/10/2049		480		506
COMM Mortgage Trust, Ser 2016-GCT, Cl A
2.681%, 08/10/2029 (C)		370		372
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029 (C)		410		422
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037 (C)		1,230		1,206
COMM Mortgage Trust, Ser LC21, Cl A4
3.708%, 07/10/2048		311		342
COMM Mortgage Trust, Ser LC23, Cl A4
3.774%, 10/10/2048		622		688
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		795		842
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046		465		478
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		600
Commercial Mortgage Pass-Through Certificates, Ser CR14, Cl B
4.769%, 02/10/2047 (B)		850		891
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.485%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (C)		1,980		1,950
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.285%, VAR ICE LIBOR USD 1 Month+2.100%, 10/25/2039 (C)		2,710		2,627

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Core Industrial Trust, Ser 2019-CORE, Cl A
1.065%, VAR ICE LIBOR USD 1 Month+0.880%, 12/15/2031 (C)	$	4,255	$	4,203
Credit Suisse Commercial Mortgage Trust, Ser 2006-C3, Cl AJ
6.634%, 06/15/2038 (B)		34		17
Credit Suisse Commercial Mortgage Trust, Ser 2006-C5, Cl AJ
5.373%, 12/15/2039		244		109
Credit Suisse First Boston Mortgage Securities, Ser 2003-27, Cl 5A3
5.250%, 11/25/2033		19		19
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		35		36
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
3.917%, 10/25/2033 (B)		745		750
Credit Suisse Mortgage Trust, Ser 2019, Cl B
4.764%, 12/15/2021		3,790		3,456
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		508		549
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		555		596
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A2
3.033%, 08/15/2048		264		264
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		709		781
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB
3.533%, 11/15/2048		202		214
CSMC Trust, Ser 2017-CHOP, Cl G
5.535%, VAR ICE LIBOR USD 1 Month+5.350%, 07/15/2032 (C)		1,000		616
CSMC Trust, Ser 2017-PFHP, Cl A
1.135%, VAR ICE LIBOR USD 1 Month+0.950%, 12/15/2030 (C)		1,190		1,125
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048 (B)(C)		6,362		6,591
CSMC, Ser 2014-11R, Cl 9A2
0.308%, VAR ICE LIBOR USD 1 Month+0.140%, 10/27/2036 (C)		2,620		2,038
CSMC, Ser 2014-7R, Cl 8A1
3.553%, 07/27/2037 (B)(C)		212		209
CSMC, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (C)		290		218
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037 (C)		2,135		2,084

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2015-5R, Cl 1A1
2.611%, 09/27/2046 (B)(C)	$	322	$	307
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034 (C)		1,175		1,202
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
5.099%, 01/10/2034 (B)(C)		315		320
DBJPM Mortgage Trust, Ser 2017-C6, Cl ASB
3.121%, 06/10/2050		281		299
DBUBS Mortgage Trust, Ser 2011-LC2A, Cl A4
4.537%, 07/10/2044 (C)		100		101
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045 (C)		1,240		1,335
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.994%, VAR ICE LIBOR USD 1 Month+0.800%, 11/19/2044		538		480
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048 (B)(C)		614		631
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
4.835%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		273		284
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048 (B)(C)		1,429		1,469
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
3.185%, VAR ICE LIBOR USD 1 Month+3.000%, 07/25/2024		3,293		2,883
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1M2
2.535%, VAR ICE LIBOR USD 1 Month+2.350%, 01/25/2031		2,548		2,491
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049 (B)(C)		1,135		1,161
GCAT, Ser 2019-NQM1, Cl A1
2.985%, 02/25/2059 (C)		324		327
GNMA
5.000%, 05/20/2048 to 07/20/2048		2,530		2,758
4.500%, 05/20/2048 to 02/20/2050		2,573		2,775
4.000%, 09/15/2047 to 04/20/2050		5,204		5,581
3.500%, 05/15/2050		399		430
3.000%, 04/20/2045 to 03/20/2050		6,690		7,114
GNMA TBA
2.500%, 07/01/2045		12,100		12,737
GS Mortgage Securities II, Ser 2010-C1, Cl A2
4.592%, 08/10/2043 (C)		370		370
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032 (C)		1,310		1,214
GS Mortgage Securities II, Ser GC30, Cl B
4.169%, 05/10/2050 (B)		480		488

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2006-GG8, Cl AJ
5.622%, 11/10/2039	$	183	$	124
GS Mortgage Securities Trust, Ser 2006-GG8, Cl X, IO
1.270%, 11/10/2039 (B)(C)		233		1
GS Mortgage Securities Trust, Ser 2012-GC6, Cl A3
3.482%, 01/10/2045		1,022		1,043
GS Mortgage Securities Trust, Ser 2012-GCJ7, Cl AAB
2.935%, 05/10/2045		18		18
GS Mortgage Securities Trust, Ser 2013- GC16, Cl B
5.161%, 11/10/2046 (B)		270		288
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A3
3.801%, 01/10/2047		386		411
GS Mortgage Securities Trust, Ser 2014- GC26, Cl B
4.215%, 11/10/2047 (B)		680		655
GS Mortgage Securities Trust, Ser 2015- GC34, Cl A4
3.506%, 10/10/2048		571		624
GS Mortgage Securities Trust, Ser 2018-SRP5
3.281%, 06/09/2021		2,900		2,774
GS Mortgage Securities Trust, Ser GC28, Cl A5
3.396%, 02/10/2048		611		657
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (C)		4,463		4,700
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (B)(C)		14		14
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
4.229%, 10/25/2033 (B)		176		174
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		17		17
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		6		7
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
4.092%, 05/19/2034 (B)		717		717
Hudson Yards Mortgage Trust, Ser 2019- 30HY, Cl A
3.228%, 07/10/2039 (C)		1,225		1,369
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
3.041%, 12/10/2041 (B)(C)		1,240		1,363

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac Secured Assets Trust, Ser 2006-2, Cl 2A1
0.535%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036	$	8	$	8
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (C)		1,094		1,172
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.053%, 01/15/2047 (B)		130		136
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.706%, 09/15/2047 (B)		120		99
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		541		583
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,805		1,891
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C33, Cl A4
3.770%, 12/15/2048		272		301
JPMBB Commercial Mortgage Securities Trust, Ser C26, Cl A4
3.494%, 01/15/2048		604		653
JPMBB Commercial Mortgage Securities Trust, Ser C29, Cl A4
3.611%, 05/15/2048		467		509
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl ASB
3.492%, 03/15/2050		187		201
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl A3
3.597%, 03/15/2050		250		268
JPMDB Commercial Mortgage Securities Trust, Ser 2018-C8, Cl ASB
4.145%, 06/15/2051		575		647
JPMDB Commercial Mortgage Securities Trust, Ser COR7, Cl A5
2.180%, 05/13/2053		513		529
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.395%, 06/12/2043 (B)		532		1
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB19, Cl AJ
6.074%, 02/12/2049 (B)		85		33
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.710%, 02/15/2051 (B)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C5, Cl B
5.605%, 08/15/2046 (B)(C)		296		301

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.752%, 07/15/2047 (B)	$	380	$	346
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2017-JP6, Cl ASB
3.283%, 07/15/2050		529		569
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.881%, 01/05/2031 (B)(C)		1,305		1,324
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-PHH, Cl A
1.095%, VAR ICE LIBOR USD 1 Month+0.910%, 06/15/2035 (C)		1,129		1,052
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039 (C)		1,500		1,672
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
3.604%, 08/25/2034 (B)		47		47
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
4.098%, 11/25/2033 (B)		25		25
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.755%, 05/25/2045 (B)(C)		98		100
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048 (B)(C)		617		631
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048 (B)(C)		1,762		1,797
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.390%, 02/15/2041 (B)(C)		319		–
Lehman XS Trust, Ser 2007-16N, Cl 2A2
1.035%, VAR ICE LIBOR USD 1 Month+0.850%, 09/25/2047		4,115		3,793
Lone Star Portfolio Trust, Ser 2015-LSP, Cl E
6.035%, VAR ICE LIBOR USD 1 Month+5.850%, 09/15/2028 (C)		367		356
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035 (A)(C)		4		3
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034 (C)		1,321		1,026
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
3.734%, 07/25/2033 (B)		11		11
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
4.000%, 02/25/2034 (B)		40		38
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
0.747%, 12/12/2049 (B)(C)		40		–

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

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)(C)	$	19	$	11
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048 (B)		143		83
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.155%, 09/12/2049 (B)		184		68
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030 (C)		760		775
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		395
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A4
4.218%, 07/15/2046 (B)		92		99
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		82
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		138		146
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		274
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl ASB
3.383%, 10/15/2048		295		310
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C27, Cl A4
3.753%, 12/15/2047		155		171
Morgan Stanley Capital I Trust, Ser 2006-IQ12, Cl AJ
5.399%, 12/15/2043		71		47
Morgan Stanley Capital I Trust, Ser 2007-HQ11, Cl X, IO
0.365%, 02/12/2044 (B)(C)		40		–
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
6.461%, 12/12/2049 (B)		106		63
Morgan Stanley Capital I Trust, Ser 2007-T27, Cl AJ
6.215%, 06/11/2042 (B)		1,413		1,416
Morgan Stanley Capital I Trust, Ser 2011-C1, Cl C
5.684%, 09/15/2047 (B)(C)		905		914
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.191%, 11/15/2049 (B)		3,365		153

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2016-UB11, Cl A1
1.445%, 08/15/2049	$	212	$	212
Morgan Stanley Capital I Trust, Ser 2016-UB11, Cl ASB
2.606%, 08/15/2049		468		486
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
1.035%, VAR ICE LIBOR USD 1 Month+0.850%, 11/15/2034 (C)		38		35
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
1.585%, VAR ICE LIBOR USD 1 Month+1.400%, 05/15/2036 (C)		1,720		1,524
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035 (B)(C)		250		246
MSCG Trust, Ser 2016-SNR, Cl C
5.205%, 11/15/2034 (C)		255		249
Natixis Commercial Mortgage Securities Trust, Ser 2PAC, Cl A
2.966%, 12/15/2038 (C)		1,260		1,312
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057 (B)(C)		1,076		1,153
New Residential Mortgage Loan Trust, Ser 2019-NQM2, Cl A1
3.600%, 04/25/2049 (B)(C)		427		435
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (B)(C)		712		717
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A3
5.957%, 03/25/2047		87		88
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4
6.138%, 03/25/2047		72		73
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059 (B)(C)		573		596
OBX Trust, Ser 2019-INV1, Cl A8
4.000%, 11/25/2048 (B)(C)		657		661
OBX Trust, Ser 2020-EXP1, Cl 2A1A
0.935%, VAR ICE LIBOR USD 1 Month+0.750%, 02/25/2060 (C)		1,406		1,417
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054 (C)		1,570		1,661
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		15		15
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034 (A)		4		4
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035 (C)		978		797

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Radnor RE, Ser 2018-1, Cl M2
2.885%, VAR ICE LIBOR USD 1 Month+2.700%, 03/25/2028 (C)	$	7,270	$	6,840
RBSCF Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032 (B)(C)		920		935
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
3.888%, 12/25/2034 (B)		304		288
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059		2,238		2,257
Rosslyn Portfolio Trust, Ser 2017-R17, Cl A
1.939%, VAR ICE LIBOR USD 1 Month+0.950%, 06/15/2033 (C)		330		323
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055 (B)(C)		2,960		2,644
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058 (B)(C)		2,840		2,736
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043 (B)(C)		390		417
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043 (B)(C)		175		158
SG Residential Mortgage Trust, Ser 2019-3, Cl A1
2.703%, 09/25/2059 (B)(C)		731		737
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
1.499%, VAR ICE LIBOR USD 3 Month+0.390%, 01/21/2070 (C)		179		178
Starwood Mortgage Residential Trust, Ser 2019-INV1, Cl A1
2.610%, 09/27/2049 (B)(C)		787		789
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (B)(C)		1,390		1,402
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
0.375%, VAR ICE LIBOR USD 1 Month+0.190%, 09/25/2047		4,681		4,249
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
3.769%, 07/25/2033 (B)		50		49
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
3.819%, 12/25/2033 (B)		17		16
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.621%, 12/10/2045 (B)(C)		670		369

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
UMBS TBA
3.000%, 09/13/2042	$	19,200	$	20,161
2.500%, 09/15/2043		33,200		34,484
2.000%, 07/14/2169 to 09/17/2169		64,620		66,381
Verus Securitization Trust, Ser 2019-1, Cl A1
3.836%, 02/25/2059 (B)(C)		329		336
Verus Securitization Trust, Ser 2019-2, Cl A1
3.211%, 05/25/2059 (B)(C)		1,151		1,174
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059 (C)		1,494		1,523
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (C)		2,151		2,186
Verus Securitization Trust, Ser 2019-INV1, Cl A1
3.402%, 12/25/2059 (B)(C)		611		625
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059 (B)(C)		789		802
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (B)(C)		956		967
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060 (B)(C)		1,803		1,817
Visio Trust, Ser 2019-1, Cl A1
3.572%, 06/25/2054 (B)(C)		404		409
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.448%, 11/15/2030 (B)(C)		987		1,003
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (C)		110		113
WaMu Mortgage Pass-Through Certificates,
Ser 2003-AR10, Cl A7
4.189%, 10/25/2033 (B)		38		37
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
4.124%, 08/25/2033 (B)		18		17
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
4.275%, 09/25/2033 (B)		37		35
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
16.955%, VAR ICE LIBOR USD 1 Month+17.463%, 06/25/2033		7		9
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		80		83
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
3.665%, 06/25/2034 (B)		23		22
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		72		77

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
0.965%, VAR ICE LIBOR USD 1 Month+0.780%, 10/25/2045	$	334	$	326
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.445%, VAR ICE LIBOR USD 1 Month+0.260%, 11/25/2045		5,908		5,568
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
2.204%, VAR 12 Month Treas Avg+0.700%, 02/25/2047		1,642		1,457
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
2.204%, VAR 12 Month Treas Avg+0.700%, 01/25/2047		934		767
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022 (B)(C)		346		340
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045 (B)		780		784
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.411%, 07/15/2046 (B)		20		18
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		595
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.438%, 11/15/2059 (B)		5,456		316
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
4.167%, 05/25/2035 (B)		2,127		1,708
Wells Fargo Mortgage-Backed Securities Trust, Ser 2015-5R, Cl 2A1
3.742%, 03/26/2035 (B)(C)		93		93
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.480%, 06/15/2045 (B)(C)		607		11
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.329%, 05/15/2045 (B)(C)		840		23
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047 (B)		110		113
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047 (B)		300		302
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		488		507

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WinWater Mortgage Loan Trust, Ser 2015-5, Cl A5
3.500%, 08/20/2045 (B)(C)	$	884	$	890
				357,200
Total Mortgage-Backed Securities (Cost $1,576,344) ($ Thousands)				1,596,545
CORPORATE OBLIGATIONS — 36.0%
Communication Services — 3.1%
Altice France
7.375%, 05/01/2026 (C)		230		240
AT&T
6.500%, 09/01/2037		1,335		1,849
6.000%, 08/15/2040		1,770		2,401
5.375%, 10/15/2041		554		695
5.350%, 12/15/2043		198		250
5.250%, 03/01/2037		2,762		3,415
5.150%, 03/15/2042		25		31
5.150%, 02/15/2050		302		387
4.900%, 08/15/2037		300		360
4.850%, 03/01/2039		1,067		1,287
4.800%, 06/15/2044		2,870		3,399
4.750%, 05/15/2046		1,100		1,319
4.500%, 05/15/2035		75		89
4.500%, 03/09/2048		769		909
4.350%, 03/01/2029		240		280
4.350%, 06/15/2045		350		394
4.300%, 02/15/2030		1,703		1,996
3.950%, 01/15/2025		300		336
3.900%, 03/11/2024		359		396
3.850%, 06/01/2060		348		371
3.800%, 02/15/2027		318		358
3.650%, 06/01/2051		331		346
3.600%, 02/17/2023		602		646
3.550%, 06/01/2024		785		859
3.500%, 06/01/2041		348		365
3.400%, 05/15/2025		4,422		4,860
3.000%, 02/15/2022		500		521
3.000%, 06/30/2022		983		1,026
2.750%, 06/01/2031		1,047		1,090
2.300%, 06/01/2027		2,547		2,637
CCO Holdings
4.500%, 08/15/2030 (C)		50		51
4.500%, 05/01/2032 (C)		1,010		1,023
Charter Communications Operating
6.834%, 10/23/2055		70		94
6.484%, 10/23/2045		110		145
6.384%, 10/23/2035		10		13
5.750%, 04/01/2048		777		967
5.375%, 04/01/2038		843		1,015

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.375%, 05/01/2047	$	141	$	167
4.908%, 07/23/2025		3,760		4,309
4.800%, 03/01/2050		1,467		1,624
4.464%, 07/23/2022		310		331
4.200%, 03/15/2028		763		856
3.750%, 02/15/2028		85		93
Comcast
7.050%, 03/15/2033		90		137
6.500%, 11/15/2035		480		730
4.700%, 10/15/2048		90		121
4.600%, 10/15/2038		799		1,016
4.400%, 08/15/2035		1,770		2,192
4.250%, 10/15/2030		560		686
4.200%, 08/15/2034		220		268
4.150%, 10/15/2028		3,038		3,642
4.000%, 03/01/2048		70		85
3.999%, 11/01/2049		199		240
3.969%, 11/01/2047		78		92
3.950%, 10/15/2025		659		755
3.750%, 04/01/2040		846		991
3.700%, 04/15/2024		1,501		1,661
3.600%, 03/01/2024		155		172
3.450%, 02/01/2050		380		436
3.400%, 04/01/2030		1,915		2,187
3.400%, 07/15/2046		60		67
3.300%, 04/01/2027		190		213
3.250%, 11/01/2039		60		66
3.150%, 03/01/2026		390		436
3.100%, 04/01/2025		696		767
2.800%, 01/15/2051		534		548
2.650%, 02/01/2030		471		512
1.950%, 01/15/2031		1,221		1,235
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		219
Comcast Cable Holdings
10.125%, 04/15/2022		45		51
Corning
5.450%, 11/15/2079		775		927
Discovery Communications
5.000%, 09/20/2037		775		917
3.625%, 05/15/2030		266		291
DISH DBS
7.750%, 07/01/2026		130		138
5.875%, 11/15/2024		580		577
Fox
5.476%, 01/25/2039		520		695
4.709%, 01/25/2029		80		96
3.500%, 04/08/2030		535		597
NBCUniversal Media
5.950%, 04/01/2041		305		453
Sky
3.750%, 09/16/2024 (C)		1,090		1,214

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint
7.875%, 09/15/2023	$	110	$	124
Sprint Capital
8.750%, 03/15/2032		490		701
Sprint Spectrum
5.152%, 03/20/2028 (C)		2,567		2,952
4.738%, 03/20/2025 (C)		4,110		4,460
3.360%, 09/20/2021 (C)		2,648		2,681
Telefonica Emisiones
5.462%, 02/16/2021		23		24
5.213%, 03/08/2047		150		187
T-Mobile USA
6.000%, 03/01/2023		10		10
6.000%, 04/15/2024		10		10
4.375%, 04/15/2040 (C)		1,730		2,001
3.875%, 04/15/2030 (C)		2,903		3,231
3.750%, 04/15/2027 (C)		1,164		1,290
3.500%, 04/15/2025 (C)		3,953		4,302
2.550%, 02/15/2031 (C)		2,134		2,142
2.050%, 02/15/2028 (C)		444		444
1.500%, 02/15/2026 (C)		868		868
Verizon Communications
5.500%, 03/16/2047		60		89
5.250%, 03/16/2037		805		1,078
4.862%, 08/21/2046		470		638
4.522%, 09/15/2048		859		1,136
4.500%, 08/10/2033		620		772
4.400%, 11/01/2034		2,959		3,684
4.329%, 09/21/2028		1,106		1,331
4.272%, 01/15/2036		217		269
4.125%, 08/15/2046		320		400
4.016%, 12/03/2029		1,107		1,320
4.000%, 03/22/2050		170		218
3.875%, 02/08/2029 (D)		210		248
3.850%, 11/01/2042		610		744
3.500%, 11/01/2024		880		974
3.376%, 02/15/2025		508		565
3.150%, 03/22/2030		1,005		1,128
3.000%, 03/22/2027		468		519
2.625%, 08/15/2026		1,000		1,088
ViacomCBS
6.875%, 04/30/2036		620		840
5.850%, 09/01/2043		228		268
4.950%, 01/15/2031		328		387
4.950%, 05/19/2050		345		384
4.750%, 05/15/2025		1,574		1,800
4.600%, 01/15/2045		61		65
4.375%, 03/15/2043		95		99
4.200%, 05/19/2032		1,656		1,862
3.875%, 04/01/2024		130		140
3.700%, 08/15/2024		810		880

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vodafone Group
5.250%, 05/30/2048	$	1,810	$	2,364
4.875%, 06/19/2049		1,544		1,946
4.375%, 05/30/2028		890		1,058
4.250%, 09/17/2050		1,189		1,416
Walt Disney
6.650%, 11/15/2037		235		352
6.200%, 12/15/2034		65		94
4.700%, 03/23/2050		570		735
4.625%, 03/23/2040		460		575
3.800%, 05/13/2060		247		285
3.600%, 01/13/2051		2,327		2,592
3.500%, 05/13/2040		397		434
2.650%, 01/13/2031		1,240		1,314
2.000%, 09/01/2029		275		280
				131,028
Consumer Discretionary — 2.5%
Advance Auto Parts
3.900%, 04/15/2030 (C)		1,053		1,127
Amazon.com
4.950%, 12/05/2044		500		713
4.250%, 08/22/2057		110		147
4.050%, 08/22/2047		380		494
3.875%, 08/22/2037		300		371
3.150%, 08/22/2027		680		778
2.800%, 08/22/2024		245		266
2.700%, 06/03/2060		346		352
2.500%, 06/03/2050		931		956
1.500%, 06/03/2030		2,039		2,064
1.200%, 06/03/2027		2,192		2,224
0.800%, 06/03/2025		560		565
AutoNation
4.750%, 06/01/2030		521		565
BMW US Capital
4.150%, 04/09/2030 (C)		845		972
3.800%, 04/06/2023 (C)		2,140		2,299
3.100%, 04/12/2021 (C)		215		218
1.850%, 09/15/2021 (C)		100		101
BorgWarner
2.650%, 07/01/2027		724		743
Burlington Northern Santa Fe
3.050%, 02/15/2051		232		253
Cox Communications
4.800%, 02/01/2035 (C)		890		1,119
3.250%, 12/15/2022 (C)		540		569
Daimler Finance North America
3.350%, 05/04/2021 (C)		1,025		1,044
2.700%, 06/14/2024 (C)		595		615
2.200%, 10/30/2021 (C)		2,580		2,615
2.125%, 03/10/2025 (C)		976		987

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dollar General
4.125%, 04/03/2050	$	75	$	90
3.500%, 04/03/2030		394		443
3.250%, 04/15/2023		50		53
Duke University
2.832%, 10/01/2055		1,000		1,052
2.682%, 10/01/2044		230		241
Element Fleet Management
3.850%, 06/15/2025 (C)		667		685
Emery University
2.969%, 09/01/2050		1,240		1,331
Ford Motor
9.000%, 04/22/2025		120		130
5.291%, 12/08/2046		99		81
Ford Motor Credit
5.875%, 08/02/2021		250		252
5.125%, 06/16/2025		200		200
5.085%, 01/07/2021		1,000		999
4.271%, 01/09/2027		1,040		969
4.250%, 09/20/2022		1,000		980
3.815%, 11/02/2027		261		238
3.813%, 10/12/2021		190		188
3.810%, 01/09/2024		300		288
3.339%, 03/28/2022		1,730		1,673
3.336%, 03/18/2021		200		198
2.343%, 11/02/2020		2,770		2,749
2.191%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		1,040		987
2.183%, VAR ICE LIBOR USD 3 Month+0.810%, 04/05/2021		1,625		1,560
1.576%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		1,100		1,029
General Motors
6.600%, 04/01/2036		670		724
6.250%, 10/02/2043		260		276
6.125%, 10/01/2025		320		360
5.950%, 04/01/2049		80		84
5.400%, 10/02/2023		190		205
5.400%, 04/01/2048		485		476
5.150%, 04/01/2038		240		230
4.875%, 10/02/2023		1,995		2,128
1.274%, VAR ICE LIBOR USD 3 Month+0.800%, 08/07/2020		1,000		1,000
General Motors Financial
5.200%, 03/20/2023		1,081		1,155
4.375%, 09/25/2021		735		755
4.350%, 04/09/2025		189		199
4.350%, 01/17/2027		110		114
4.250%, 05/15/2023		110		115
4.200%, 11/06/2021		1,435		1,472
4.150%, 06/19/2023		83		87
3.950%, 04/13/2024		83		86

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.450%, 04/10/2022	$	415	$	423
3.200%, 07/13/2020		118		118
3.200%, 07/06/2021		1,835		1,855
3.150%, 06/30/2022		870		885
2.900%, 02/26/2025		827		824
2.750%, 06/20/2025		1,837		1,814
2.450%, 11/06/2020		210		210
Hanesbrands
5.375%, 05/15/2025 (C)		310		313
4.875%, 05/15/2026 (C)		210		212
4.625%, 05/15/2024 (C)		30		30
Harley-Davidson Financial Services
3.350%, 06/08/2025 (C)		666		681
Hilton Domestic Operating
5.750%, 05/01/2028 (C)		150		152
5.375%, 05/01/2025 (C)		460		460
Home Depot
4.250%, 04/01/2046		48		61
3.900%, 12/06/2028		40		48
3.900%, 06/15/2047		60		73
3.750%, 02/15/2024		66		73
3.350%, 04/15/2050		1,489		1,701
3.300%, 04/15/2040		350		393
3.125%, 12/15/2049		927		1,018
2.950%, 06/15/2029		185		208
2.700%, 04/15/2030		2,594		2,848
2.500%, 04/15/2027		683		748
Kohl’s
5.550%, 07/17/2045		910		813
Las Vegas Sands
3.200%, 08/08/2024		890		887
2.900%, 06/25/2025		70		68
Leland Stanford Junior University
1.289%, 06/01/2027		133		135
Lennar
5.000%, 06/15/2027		20		22
4.750%, 11/29/2027		460		499
4.500%, 04/30/2024		170		177
Levi Strauss
5.000%, 05/01/2025 (C)		290		291
Lowe’s
5.125%, 04/15/2050		773		1,055
5.000%, 04/15/2040		567		739
4.500%, 04/15/2030		1,450		1,779
4.000%, 04/15/2025		498		568
3.650%, 04/05/2029		228		261
Magna International
2.450%, 06/15/2030		265		271
Marriott International
5.750%, 05/01/2025		266		289
4.625%, 06/15/2030		792		822

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
McDonald’s MTN
4.875%, 12/09/2045	$	260	$	333
4.450%, 03/01/2047		240		292
4.450%, 09/01/2048		72		89
4.200%, 04/01/2050		530		643
3.800%, 04/01/2028		665		777
3.700%, 01/30/2026		320		363
3.625%, 09/01/2049		760		834
3.600%, 07/01/2030		290		334
3.500%, 03/01/2027		510		577
3.500%, 07/01/2027		100		114
3.300%, 07/01/2025		320		356
2.625%, 09/01/2029		193		207
2.125%, 03/01/2030		92		94
1.450%, 09/01/2025		732		750
Newell Brands
4.700%, 04/01/2026		110		115
4.350%, 04/01/2023		278		286
NIKE
3.375%, 03/27/2050		1,343		1,552
3.250%, 03/27/2040		280		313
2.850%, 03/27/2030		746		830
2.750%, 03/27/2027		731		805
2.400%, 03/27/2025		741		797
NVR
3.950%, 09/15/2022		700		745
O’Reilly Automotive
4.200%, 04/01/2030		671		786
QVC
4.850%, 04/01/2024		370		372
Ralph Lauren
2.950%, 06/15/2030		694		713
1.700%, 06/15/2022		564		573
Sands China
5.400%, 08/08/2028		320		353
5.125%, 08/08/2025		650		704
4.600%, 08/08/2023 (D)		610		642
3.800%, 01/08/2026 (C)		420		431
Starbucks
4.450%, 08/15/2049		360		435
3.500%, 11/15/2050		1,474		1,553
3.350%, 03/12/2050		282		287
2.550%, 11/15/2030		354		371
2.250%, 03/12/2030		1,300		1,327
1.300%, 05/07/2022		414		420
Target
2.250%, 04/15/2025		1,345		1,439
Time Warner Cable
7.300%, 07/01/2038		530		730
6.750%, 06/15/2039		10		13
6.550%, 05/01/2037		362		476
5.875%, 11/15/2040		130		160

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 09/01/2041	$	1,599	$	1,929
Time Warner Entertainment
8.375%, 07/15/2033		270		407
TJX
3.750%, 04/15/2027		2,345		2,678
3.500%, 04/15/2025		300		334
Toll Brothers Finance
4.375%, 04/15/2023		120		125
Toyota Motor Credit MTN
2.900%, 03/30/2023		2,185		2,313
2.150%, 02/13/2030		102		107
1.350%, 08/25/2023		1,000		1,019
University of Chicago
2.761%, 04/01/2045		1,320		1,372
VOC Escrow
5.000%, 02/15/2028 (C)		380		282
Volkswagen Group of America Finance
2.900%, 05/13/2022 (C)		1,455		1,502
2.700%, 09/26/2022 (C)(D)		805		832
Yale University
1.482%, 04/15/2030		499		504
0.873%, 04/15/2025		582		586
				108,844
Consumer Staples — 2.6%
Alimentation Couche-Tard
3.800%, 01/25/2050 (C)		585		606
3.550%, 07/26/2027 (C)		650		698
Altria Group
6.200%, 02/14/2059		190		253
5.950%, 02/14/2049 (D)		490		643
5.800%, 02/14/2039		630		779
4.800%, 02/14/2029		1,020		1,191
4.750%, 05/05/2021		200		207
4.450%, 05/06/2050		436		477
4.400%, 02/14/2026		2,435		2,804
3.875%, 09/16/2046		418		417
3.800%, 02/14/2024		290		317
3.490%, 02/14/2022		260		271
3.400%, 05/06/2030		958		1,031
2.850%, 08/09/2022		190		198
2.350%, 05/06/2025		662		696
Anheuser-Busch
4.900%, 02/01/2046		4,184		5,120
4.700%, 02/01/2036		936		1,103
3.650%, 02/01/2026		1,135		1,274
Anheuser-Busch InBev Finance
3.300%, 02/01/2023		740		784
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		705		940
5.450%, 01/23/2039		1,035		1,308
4.750%, 01/23/2029		200		242

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.600%, 04/15/2048	$	1,261	$	1,476
4.500%, 06/01/2050		2,560		3,035
4.350%, 06/01/2040		560		638
4.150%, 01/23/2025		1,981		2,248
4.000%, 04/13/2028		180		208
3.750%, 07/15/2042		230		246
3.500%, 06/01/2030		250		281
2.500%, 07/15/2022		158		164
Bacardi
5.300%, 05/15/2048 (C)		247		305
4.700%, 05/15/2028 (C)		1,015		1,148
BAT Capital
5.282%, 04/02/2050		1,260		1,525
4.700%, 04/02/2027		697		797
4.540%, 08/15/2047		3,053		3,315
4.390%, 08/15/2037		120		131
3.557%, 08/15/2027		2,351		2,534
3.222%, 08/15/2024		167		179
3.215%, 09/06/2026		1,300		1,394
2.764%, 08/15/2022		164		170
Cargill
1.375%, 07/23/2023 (C)		440		448
Coca-Cola
4.200%, 03/25/2050		1,575		2,057
4.125%, 03/25/2040		80		102
3.375%, 03/25/2027		380		436
2.950%, 03/25/2025		280		308
2.600%, 06/01/2050		350		353
2.500%, 06/01/2040		20		21
1.450%, 06/01/2027		1,315		1,353
Constellation Brands
4.400%, 11/15/2025		463		535
3.750%, 05/01/2050		524		572
3.700%, 12/06/2026		267		300
3.200%, 02/15/2023		159		169
2.500%, 05/01/2060		276		265
Costco Wholesale
3.000%, 05/18/2027 (D)		284		319
2.750%, 05/18/2024		183		197
1.750%, 04/20/2032		507		514
1.600%, 04/20/2030		3,747		3,784
1.375%, 06/20/2027		780		797
Danone
2.947%, 11/02/2026 (C)		470		515
2.589%, 11/02/2023 (C)		1,370		1,441
2.077%, 11/02/2021 (C)		230		234
Diageo Capital
4.828%, 07/15/2020		1,450		1,452
Diageo Investment
2.875%, 05/11/2022		370		386
General Mills
2.875%, 04/15/2030		1,065		1,160

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hershey
0.900%, 06/01/2025	$	130	$	131
Hormel Foods
1.800%, 06/11/2030		729		742
Ingredion
3.900%, 06/01/2050		314		359
2.900%, 06/01/2030		843		898
Keurig Dr Pepper
4.417%, 05/25/2025 (D)		280		323
3.800%, 05/01/2050		340		384
Kraft Heinz Foods
7.125%, 08/01/2039 (C)		199		250
6.875%, 01/26/2039		40		49
6.750%, 03/15/2032		10		13
5.500%, 06/01/2050 (C)		280		298
5.200%, 07/15/2045		1,835		1,990
5.000%, 06/04/2042		2,910		3,066
4.875%, 10/01/2049 (C)		2,905		2,958
4.625%, 10/01/2039 (C)		10		10
4.375%, 06/01/2046		3,575		3,515
4.250%, 03/01/2031 (C)		110		117
3.950%, 07/15/2025		157		167
3.000%, 06/01/2026		410		413
Kroger
5.400%, 01/15/2049		735		1,028
3.950%, 01/15/2050		120		137
Lamb Weston Holdings
4.875%, 05/15/2028 (C)		90		95
4.625%, 11/01/2024 (C)		70		73
Land O’ Lakes
6.000%, 11/15/2022 (C)		1,020		1,051
Mars
3.200%, 04/01/2030 (C)		210		239
2.700%, 04/01/2025 (C)		370		396
Molson Coors Brewing
3.500%, 05/01/2022		100		104
Mondelez International
2.125%, 04/13/2023		160		166
1.500%, 05/04/2025		846		863
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (C)		290		299
2.000%, 10/28/2021 (C)		2,420		2,463
Nestle Holdings
3.500%, 09/24/2025 (C)		450		511
3.350%, 09/24/2023 (C)		440		478
PepsiCo
4.250%, 10/22/2044		100		128
4.000%, 03/05/2042		160		200
3.875%, 03/19/2060		120		152
3.625%, 03/19/2050		80		96
3.100%, 07/17/2022		59		62

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.000%, 08/25/2021	$	31	$	32
2.875%, 10/15/2049		160		173
2.625%, 03/19/2027		334		365
2.250%, 03/19/2025		502		536
1.625%, 05/01/2030		440		448
0.750%, 05/01/2023		530		535
Pernod Ricard
4.450%, 01/15/2022 (C)		550		581
Philip Morris International
4.500%, 03/20/2042		130		157
2.900%, 11/15/2021		370		383
2.875%, 05/01/2024		1,780		1,912
2.500%, 08/22/2022		590		614
2.500%, 11/02/2022		680		709
2.100%, 05/01/2030		290		299
1.125%, 05/01/2023		865		880
Procter & Gamble
3.600%, 03/25/2050		590		741
3.550%, 03/25/2040		420		505
3.000%, 03/25/2030		2,405		2,753
2.800%, 03/25/2027		245		272
2.450%, 03/25/2025		210		228
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (C)		1,860		1,978
Reynolds American
8.125%, 05/01/2040		570		732
5.850%, 08/15/2045		3,496		4,297
Sysco
6.600%, 04/01/2050		171		237
3.300%, 07/15/2026		119		127
2.400%, 02/15/2030		338		334
Walgreens Boots Alliance
4.800%, 11/18/2044		1,100		1,191
3.450%, 06/01/2026		1,590		1,722
3.300%, 11/18/2021		912		941
Walmart
4.050%, 06/29/2048		8		11
3.950%, 06/28/2038		783		995
3.700%, 06/26/2028		2,234		2,645
3.550%, 06/26/2025		816		925
3.400%, 06/26/2023		393		428
3.300%, 04/22/2024		60		66
3.050%, 07/08/2026		621		701
				112,548
Energy — 3.8%
Apache
5.250%, 02/01/2042		50		41
5.100%, 09/01/2040		285		234
4.750%, 04/15/2043		420		338
4.375%, 10/15/2028		310		274
4.250%, 01/15/2030		80		69

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 01/15/2044	$	890	$	677
3.250%, 04/15/2022		86		83
BG Energy Capital
4.000%, 10/15/2021 (C)		1,485		1,540
Blue Racer Midstream
6.125%, 11/15/2022 (C)		190		189
BP Capital Markets
3.561%, 11/01/2021		50		52
3.535%, 11/04/2024		100		110
3.506%, 03/17/2025 (D)		520		575
BP Capital Markets America
3.790%, 02/06/2024		100		109
3.633%, 04/06/2030		2,205		2,502
3.543%, 04/06/2027		817		905
3.410%, 02/11/2026		1,110		1,228
3.245%, 05/06/2022		250		262
3.216%, 11/28/2023		2,075		2,228
3.194%, 04/06/2025		1,645		1,792
3.119%, 05/04/2026		230		251
3.000%, 02/24/2050		1,190		1,169
2.937%, 04/06/2023		635		672
Cameron LNG
3.302%, 01/15/2035 (C)		900		992
2.902%, 07/15/2031 (C)		180		193
Canadian Natural Resources
6.450%, 06/30/2033		50		60
Chevron
3.191%, 06/24/2023		22		24
3.078%, 05/11/2050		786		835
2.895%, 03/03/2024		560		602
2.355%, 12/05/2022		15		16
2.236%, 05/11/2030		2,729		2,858
1.995%, 05/11/2027		1,127		1,180
1.554%, 05/11/2025		2,251		2,315
1.141%, 05/11/2023		1,243		1,264
Cimarex Energy
4.375%, 06/01/2024		210		222
4.375%, 03/15/2029		480		493
3.900%, 05/15/2027		970		981
CNOOC Finance
4.375%, 05/02/2028		360		419
CNOOC Nexen Finance
4.250%, 04/30/2024		200		220
3.500%, 05/05/2025 (D)		780		850
Concho Resources
4.375%, 01/15/2025		170		175
4.300%, 08/15/2028		850		933
3.750%, 10/01/2027		620		660
Conoco Funding
7.250%, 10/15/2031		180		260
ConocoPhillips
5.900%, 10/15/2032		10		13

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.900%, 05/15/2038	$	420	$	572
4.150%, 11/15/2034		280		311
Continental Resources
4.500%, 04/15/2023		490		469
4.375%, 01/15/2028 (D)		760		669
3.800%, 06/01/2024		400		374
DCP Midstream Operating
6.450%, 11/03/2036 (C)		110		99
Devon Energy
7.875%, 09/30/2031		660		775
5.600%, 07/15/2041		752		734
5.000%, 06/15/2045		1,095		974
4.750%, 05/15/2042		37		32
Diamondback Energy
5.375%, 05/31/2025		240		247
3.500%, 12/01/2029		270		262
3.250%, 12/01/2026		878		883
Ecopetrol
6.875%, 04/29/2030		546		626
5.875%, 05/28/2045		1,583		1,664
4.125%, 01/16/2025		203		203
Enbridge
3.125%, 11/15/2029		706		740
2.500%, 01/15/2025		1,543		1,603
Energy Transfer Operating
8.250%, 11/15/2029		1,490		1,897
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.134%(E)		360		302
6.500%, 02/01/2042		45		49
6.250%, 04/15/2049		130		138
6.125%, 12/15/2045		128		132
5.500%, 06/01/2027		118		132
5.300%, 04/15/2047		245		237
5.250%, 04/15/2029		1,165		1,277
5.150%, 03/15/2045		414		395
5.000%, 05/15/2050		2,550		2,422
4.950%, 06/15/2028		180		193
3.750%, 05/15/2030		1,250		1,242
Energy Transfer Partners
6.050%, 06/01/2041		152		157
4.500%, 11/01/2023		690		741
Eni
4.000%, 09/12/2023 (C)		1,940		2,099
Enterprise Products Operating
7.550%, 04/15/2038		40		55
5.700%, 02/15/2042		40		49
4.850%, 03/15/2044		30		35
4.800%, 02/01/2049		60		72
4.200%, 01/31/2050		1,653		1,844
4.150%, 10/16/2028		1,605		1,829
3.950%, 01/31/2060		557		574
3.700%, 01/31/2051		575		602

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.125%, 07/31/2029	$	170	$	182
2.800%, 01/31/2030		540		562
EOG Resources
4.950%, 04/15/2050		150		191
4.375%, 04/15/2030		721		860
4.150%, 01/15/2026		340		391
3.900%, 04/01/2035		390		455
Equinor
3.250%, 11/18/2049		240		255
3.000%, 04/06/2027		1,355		1,489
2.875%, 04/06/2025		2,480		2,676
2.375%, 05/22/2030		333		346
1.750%, 01/22/2026		499		511
Equities
3.900%, 10/01/2027		355		288
Exxon Mobil
4.327%, 03/19/2050		2,250		2,806
4.227%, 03/19/2040		270		324
4.114%, 03/01/2046		533		641
3.482%, 03/19/2030		1,370		1,559
3.452%, 04/15/2051		1,055		1,168
3.043%, 03/01/2026		660		725
2.992%, 03/19/2025		5,320		5,777
2.397%, 03/06/2022		100		103
1.571%, 04/15/2023		2,521		2,588
Halliburton
5.000%, 11/15/2045		80		82
4.850%, 11/15/2035		60		63
3.800%, 11/15/2025		45		49
3.500%, 08/01/2023		3		3
Hess
6.000%, 01/15/2040 (D)		2,330		2,498
KazMunayGas National JSC
5.750%, 04/19/2047 (C)		340		396
Kinder Morgan
5.550%, 06/01/2045		300		366
5.300%, 12/01/2034		500		582
5.200%, 03/01/2048		690		831
5.050%, 02/15/2046		170		196
4.300%, 06/01/2025		510		572
4.300%, 03/01/2028		200		227
3.150%, 01/15/2023		193		202
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		491
5.400%, 09/01/2044		20		24
3.500%, 03/01/2021		190		192
Magellan Midstream Partners
3.250%, 06/01/2030		667		706
Marathon Oil
4.400%, 07/15/2027		640		630
Marathon Petroleum
4.750%, 12/15/2023		260		285

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.700%, 05/01/2025	$	609	$	682
4.500%, 04/01/2048		83		85
3.625%, 09/15/2024		859		916
MPLX
5.500%, 02/15/2049		390		432
4.875%, 12/01/2024		320		355
4.800%, 02/15/2029		330		367
4.700%, 04/15/2048		430		433
4.500%, 04/15/2038		520		520
National Oilwell Varco
2.600%, 12/01/2022		352		354
Noble Energy
5.250%, 11/15/2043		260		242
5.050%, 11/15/2044		29		26
4.950%, 08/15/2047		569		508
4.200%, 10/15/2049		458		378
3.900%, 11/15/2024		381		383
3.850%, 01/15/2028		365		353
3.250%, 10/15/2029		50		45
Northwest Pipeline
4.000%, 04/01/2027		219		240
Occidental Petroleum
7.875%, 09/15/2031		610		578
7.500%, 05/01/2031		870		809
6.950%, 07/01/2024		288		282
6.600%, 03/15/2046		360		313
6.450%, 09/15/2036		280		237
5.550%, 03/15/2026		110		100
4.850%, 03/15/2021		226		224
4.625%, 06/15/2045		280		196
4.500%, 07/15/2044		525		362
4.400%, 04/15/2046		140		98
4.200%, 03/15/2048		170		115
4.100%, 02/15/2047		580		391
3.500%, 06/15/2025		45		38
3.400%, 04/15/2026		270		219
3.125%, 02/15/2022		330		316
3.000%, 02/15/2027		300		233
2.900%, 08/15/2024		810		692
2.700%, 08/15/2022		510		475
2.700%, 02/15/2023		129		118
2.600%, 08/13/2021		770		752
1.398%, VAR ICE LIBOR USD 3 Month+0.950%, 02/08/2021		740		729
ONEOK
3.400%, 09/01/2029		67		65
Pertamina Persero
6.000%, 05/03/2042 (C)		300		355
Petrobras Global Finance BV
7.375%, 01/17/2027		310		345
6.900%, 03/19/2049		1,550		1,631
6.850%, 06/05/2115		820		814

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 03/17/2024	$	1,394	$	1,492
6.125%, 01/17/2022		45		47
5.750%, 02/01/2029		300		308
5.299%, 01/27/2025		1,278		1,328
Petroleos Mexicanos
7.690%, 01/23/2050 (C)		70		58
6.950%, 01/28/2060 (C)		780		600
6.625%, 06/15/2035		1,797		1,462
6.500%, 03/13/2027		135		122
6.375%, 01/23/2045		990		738
5.950%, 01/28/2031 (C)		620		512
5.625%, 01/23/2046		480		341
5.500%, 06/27/2044		120		85
4.875%, 01/18/2024		32		31
2.460%, 12/15/2025		1,015		1,052
2.378%, 04/15/2025		508		525
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		113
6.750%, 09/21/2047		2,970		2,283
Plains All American Pipeline
4.900%, 02/15/2045		141		131
4.650%, 10/15/2025		1,485		1,586
3.550%, 12/15/2029		659		642
2.850%, 01/31/2023		250		253
QEP Resources
6.875%, 03/01/2021		130		124
Range Resources
5.875%, 07/01/2022		4		4
5.000%, 03/15/2023		430		370
4.875%, 05/15/2025		120		91
Rockies Express Pipeline
6.875%, 04/15/2040 (C)		830		786
4.950%, 07/15/2029 (C)		2,235		2,079
Ruby Pipeline
7.000%, 04/01/2022 (C)		1,193		1,110
Sabine Pass Liquefaction
5.750%, 05/15/2024		2,280		2,568
5.625%, 03/01/2025		1,200		1,372
5.000%, 03/15/2027		570		638
Schlumberger Finance Canada
2.650%, 11/20/2022 (C)		657		677
Schlumberger Holdings
3.900%, 05/17/2028 (C)		475		513
Schlumberger Investment
3.650%, 12/01/2023		61		65
Shell International Finance BV
4.550%, 08/12/2043		280		349
4.375%, 05/11/2045		470		578
4.125%, 05/11/2035		1,566		1,892
3.250%, 04/06/2050		840		893
2.875%, 05/10/2026		900		987
2.750%, 04/06/2030		440		477

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sinopec Group Overseas Development
4.375%, 04/10/2024 (C)	$	1,240	$	1,367
Southern Natural Gas
8.000%, 03/01/2032		170		247
Spectra Energy Partners
5.950%, 09/25/2043		30		38
3.500%, 03/15/2025		815		893
Suncor Energy
3.100%, 05/15/2025		691		738
2.800%, 05/15/2023		860		898
Sunoco Logistics Partners Operations
5.400%, 10/01/2047		643		643
5.350%, 05/15/2045		507		497
5.300%, 04/01/2044		258		247
4.000%, 10/01/2027		600		615
3.900%, 07/15/2026		750		788
Targa Resources Partners
5.500%, 03/01/2030 (C)		130		126
TC PipeLines
3.900%, 05/25/2027		2,400		2,524
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,516
2.900%, 03/01/2030 (C)		2,331		2,389
Total Capital International
3.127%, 05/29/2050		510		523
2.986%, 06/29/2041		270		276
TransCanada PipeLines
4.875%, 01/15/2026		102		120
4.625%, 03/01/2034		1,088		1,251
3.750%, 10/16/2023		827		893
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		78
3.950%, 05/15/2050 (C)		551		587
3.250%, 05/15/2030 (C)		344		367
Western Midstream Operating
5.500%, 08/15/2048		54		44
5.375%, 06/01/2021		25		25
5.300%, 03/01/2048		162		131
5.250%, 02/01/2050		210		182
4.650%, 07/01/2026		40		38
4.500%, 03/01/2028		60		56
4.050%, 02/01/2030		1,440		1,386
4.000%, 07/01/2022		35		35
3.100%, 02/01/2025		390		370
2.161%, VAR ICE LIBOR USD 3 Month+0.850%, 01/13/2023		130		119
Williams
7.875%, 09/01/2021		735		790
7.750%, 06/15/2031 (D)		841		1,087
7.500%, 01/15/2031		100		128
5.750%, 06/24/2044		51		59
5.400%, 03/04/2044		410		456

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 11/15/2023	$	45	$	49
3.900%, 01/15/2025		980		1,073
3.750%, 06/15/2027		1,044		1,118
WPX Energy
8.250%, 08/01/2023		50		55
6.000%, 01/15/2022		10		10
5.250%, 10/15/2027		70		65
4.500%, 01/15/2030		60		53
				161,905
Financials — 10.5%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		360		397
Affiliated Managers Group
3.300%, 06/15/2030		1,041		1,062
Ambac LSNI
6.000%, VAR ICE LIBOR USD 3 Month+5.000%, 02/12/2023 (C)		32		31
American Express
3.700%, 08/03/2023		381		414
3.400%, 02/27/2023		414		443
2.500%, 08/01/2022		1,825		1,890
American Express Credit MTN
1.037%, VAR ICE LIBOR USD 3 Month+0.700%, 03/03/2022		1,430		1,436
American Financial Group
5.250%, 04/02/2030		840		998
American International Group
6.250%, 05/01/2036		100		135
6.250%, VAR ICE LIBOR USD 3 Month+2.056%, 03/15/2037		1,220		1,183
4.750%, 04/01/2048		806		972
4.500%, 07/16/2044		435		507
4.200%, 04/01/2028		616		698
4.125%, 02/15/2024		107		119
3.900%, 04/01/2026		850		960
3.875%, 01/15/2035		30		34
3.400%, 06/30/2030		735		795
2.500%, 06/30/2025		2,235		2,366
Ameriprise Financial
3.000%, 04/02/2025		547		594
Aon
6.250%, 09/30/2040		19		27
3.500%, 06/14/2024		65		71
Apollo Management Holdings
5.000%, 03/15/2048 (C)		845		1,000
4.400%, 05/27/2026 (C)		530		595
Arch Capital Group
3.635%, 06/30/2050		431		452
Asian Development Bank MTN
0.625%, 04/07/2022		2,911		2,930

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Athene Global Funding
3.000%, 07/01/2022 (C)	$	791	$	810
2.950%, 11/12/2026 (C)		1,980		1,987
Athene Holding
4.125%, 01/12/2028		820		846
Athene Holdings Ltd
6.150%, 04/03/2030		1,022		1,176
Avolon Holdings Funding
5.125%, 10/01/2023 (C)		120		111
3.950%, 07/01/2024 (C)		715		621
2.875%, 02/15/2025 (C)		975		818
AXA Equitable Holdings
3.900%, 04/20/2023		770		824
Banco Santander
4.379%, 04/12/2028		600		670
3.848%, 04/12/2023		600		639
3.490%, 05/28/2030		200		215
2.746%, 05/28/2025		2,000		2,073
2.431%, VAR ICE LIBOR USD 3 Month+1.120%, 04/12/2023		400		394
Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand
5.375%, 04/17/2025 (C)		438		479
Bank of America
6.100%, VAR ICE LIBOR USD 3 Month+3.898%(E)		30		32
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		3,238		3,607
3.004%, VAR ICE LIBOR USD 3 Month+0.790%, 12/20/2023		7,389		7,761
2.592%, VAR United States Secured Overnight Financing Rate+2.150%, 04/29/2031		867		917
Bank of America MTN
5.000%, 01/21/2044		830		1,144
4.450%, 03/03/2026		847		975
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/2050		805		1,040
4.271%, VAR ICE LIBOR USD 3 Month+1.310%, 07/23/2029		1,641		1,936
4.250%, 10/22/2026		80		92
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/2038		179		218
4.200%, 08/26/2024		1,530		1,699
4.183%, 11/25/2027		923		1,056
4.125%, 01/22/2024		399		443
4.100%, 07/24/2023		340		373
4.083%, 03/20/2051 (B)		4,505		5,645
4.000%, 04/01/2024		1,309		1,453
4.000%, 01/22/2025		2,033		2,245
3.974%, VAR ICE LIBOR USD 3 Month+1.210%, 02/07/2030		1,900		2,212

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.864%, VAR ICE LIBOR USD 3 Month+0.940%, 07/23/2024	$	600	$	650
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		524		595
3.593%, VAR ICE LIBOR USD 3 Month+1.370%, 07/21/2028		1,364		1,529
3.550%, VAR ICE LIBOR USD 3 Month+0.780%, 03/05/2024		860		919
3.500%, 04/19/2026		780		878
3.300%, 01/11/2023		1,995		2,129
3.194%, VAR ICE LIBOR USD 3 Month+1.180%, 07/23/2030		240		265
3.124%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		1,352		1,400
3.093%, VAR ICE LIBOR USD 3 Month+1.090%, 10/01/2025		3,382		3,659
2.884%, VAR ICE LIBOR USD 3 Month+1.190%, 10/22/2030		265		287
2.496%, VAR ICE LIBOR USD 3 Month+0.990%, 02/13/2031		470		493
2.456%, VAR ICE LIBOR USD 3 Month+0.870%, 10/22/2025 (D)		2,739		2,877
1.319%, VAR United States Secured Overnight Financing Rate+1.150%, 06/19/2026		1,000		1,003
Bank of Montreal MTN
1.850%, 05/01/2025		880		911
Bank of New York Mellon
3.550%, 09/23/2021		34		35
3.400%, 05/15/2024		530		583
Bank of New York Mellon MTN
3.442%, VAR ICE LIBOR USD 3 Month+1.069%, 02/07/2028		840		953
3.250%, 09/11/2024		100		110
1.600%, 04/24/2025		260		269
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.551%(E)		650		649
2.000%, 11/15/2022		970		1,001
1.300%, 06/11/2025		480		483
Barclays
5.088%, VAR ICE LIBOR USD 3 Month+3.054%, 06/20/2030		3,045		3,457
2.645%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.900%, 06/24/2031		465		463
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month+1.902%, 05/16/2029		520		609
4.338%, VAR ICE LIBOR USD 3 Month+1.356%, 05/16/2024		700		754

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Barclays Bank
1.700%, 05/12/2022	$	1,435	$	1,461
BBVA USA
3.875%, 04/10/2025		430		454
Berkshire Hathaway
3.750%, 08/15/2021 (D)		450		467
Berkshire Hathaway Finance
4.250%, 01/15/2049		1,395		1,788
4.200%, 08/15/2048		500		639
BGC Partners
3.750%, 10/01/2024		1,015		1,001
BNP Paribas
5.198%, VAR ICE LIBOR USD 3 Month+2.567%, 01/10/2030 (C)(D)		900		1,102
4.705%, VAR ICE LIBOR USD 3 Month+2.235%, 01/10/2025 (C)		1,770		1,959
4.625%, 03/13/2027 (C)		200		224
4.400%, 08/14/2028 (C)		1,447		1,668
3.375%, 01/09/2025 (C)		290		313
2.819%, VAR ICE LIBOR USD 3 Month+1.111%, 11/19/2025 (C)		1,895		1,985
2.219%, VAR United States Secured Overnight Financing Rate+2.074%, 06/09/2026 (C)		1,637		1,676
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr+1.483%, 03/01/2033 (C)(D)		400		446
3.500%, 03/01/2023 (C)		464		491
3.052%, VAR United States Secured Overnight Financing Rate+1.507%, 01/13/2031 (C)		376		396
BPCE
5.150%, 07/21/2024 (C)		410		458
Brighthouse Financial
4.700%, 06/22/2047		364		331
Brookfield Finance
4.350%, 04/15/2030		854		968
Canadian Imperial Bank of Commerce
3.500%, 09/13/2023		1,330		1,451
0.950%, 06/23/2023		480		482
Cantor Fitzgerald
4.875%, 05/01/2024 (C)		565		609
Capital One Financial
3.650%, 05/11/2027		661		725
2.600%, 05/11/2023		2,327		2,436
Charles Schwab
4.625%, 03/22/2030		331		413
3.250%, 05/22/2029		499		562
Chubb INA Holdings
3.350%, 05/03/2026		200		228
3.150%, 03/15/2025		74		82
2.875%, 11/03/2022		39		41
2.300%, 11/03/2020		210		211

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citadel
4.875%, 01/15/2027 (C)	$	660	$	681
Citibank
0.977%, VAR ICE LIBOR USD 3 Month+0.600%, 05/20/2022		2,405		2,409
Citigroup
8.125%, 07/15/2039		1,569		2,717
6.675%, 09/13/2043		70		108
6.625%, 06/15/2032		100		137
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(E)		300		301
5.950%, VAR ICE LIBOR USD 3 Month+3.905%(E)		1,090		1,082
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(E)		360		359
5.500%, 09/13/2025		950		1,127
5.316%, VAR United States Secured Overnight Financing Rate+4.548%, 03/26/2041		685		930
5.300%, 05/06/2044		225		299
4.750%, 05/18/2046		100		127
4.650%, 07/30/2045		903		1,162
4.650%, 07/23/2048		805		1,054
4.500%, 01/14/2022		380		403
4.450%, 09/29/2027		1,625		1,855
4.412%, VAR United States Secured Overnight Financing Rate+3.914%, 03/31/2031		4,837		5,739
4.400%, 06/10/2025		1,080		1,209
4.300%, 11/20/2026		240		273
4.125%, 07/25/2028		210		238
4.075%, VAR ICE LIBOR USD 3 Month+1.192%, 04/23/2029		81		92
4.050%, 07/30/2022		70		74
3.980%, VAR ICE LIBOR USD 3 Month+1.338%, 03/20/2030		1,860		2,138
3.878%, VAR ICE LIBOR USD 3 Month+1.168%, 01/24/2039		59		68
3.700%, 01/12/2026		485		542
3.500%, 05/15/2023		630		671
3.400%, 05/01/2026		260		288
3.352%, VAR ICE LIBOR USD 3 Month+0.897%, 04/24/2025		990		1,070
3.300%, 04/27/2025		120		132
3.200%, 10/21/2026		648		710
3.142%, VAR ICE LIBOR USD 3 Month+0.722%, 01/24/2023		1,935		2,001
3.106%, VAR United States Secured Overnight Financing Rate+2.750%, 04/08/2026		4,094		4,403
2.976%, VAR United States Secured Overnight Financing Rate+1.422%, 11/05/2030		930		990

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.572%, VAR United States Secured Overnight Financing Rate+2.107%, 06/03/2031	$	3,867	$	4,000
1.678%, VAR United States Secured Overnight Financing Rate+1.667%, 05/15/2024		500		510
CME Group
3.000%, 03/15/2025		51		56
Cooperatieve Rabobank UA
5.250%, 08/04/2045		310		424
4.625%, 12/01/2023		1,630		1,797
4.375%, 08/04/2025		2,150		2,420
Cooperatieve Rabobank UA MTN
3.875%, 02/08/2022		30		32
Credit Agricole MTN
4.000%, VAR USD Swap Semi 30/360 5 Yr Curr+1.644%, 01/10/2033 (C)		250		275
1.907%, VAR SOFRINDX+1.676%, 06/16/2026 (C)		400		406
Credit Suisse Group
4.207%, VAR ICE LIBOR USD 3 Month+1.240%, 06/12/2024 (C)		1,085		1,166
4.194%, VAR United States Secured Overnight Financing Rate+3.730%, 04/01/2031 (C)		480		547
3.574%, 01/09/2023 (C)		1,706		1,770
2.997%, VAR ICE LIBOR USD 3 Month+1.200%, 12/14/2023 (C)		607		632
2.593%, VAR United States Secured Overnight Financing Rate+1.560%, 09/11/2025 (C)		760		786
2.193%, VAR United States Secured Overnight Financing Rate+2.044%, 06/05/2026 (C)		2,336		2,366
Credit Suisse Group Funding Guernsey
3.800%, 06/09/2023		547		589
Credit Suisse NY
2.950%, 04/09/2025		520		565
Danske Bank
5.375%, 01/12/2024 (C)		650		723
5.000%, 01/12/2022 (C)		1,839		1,932
3.875%, 09/12/2023 (C)		200		212
3.244%, VAR ICE LIBOR USD 3 Month+1.591%, 12/20/2025 (C)		1,768		1,838
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (C)		1,994		2,025
1.226%, 06/22/2024 (C)		1,886		1,891
Danske Bank MTN
4.375%, 06/12/2028 (C)		200		223
Farmers Exchange Capital
7.200%, 07/15/2048 (C)		1,021		1,250
7.050%, 07/15/2028 (C)		1,000		1,227

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month+3.744%, 11/01/2053 (C)	$	1,650	$	2,039
Federal Realty Investment Trust
3.950%, 01/15/2024		518		551
Fidelity National Financial
3.400%, 06/15/2030		539		561
Fifth Third Bank
3.950%, 07/28/2025		339		388
2.875%, 10/01/2021		730		750
Ford Motor Credit LLC
5.750%, 02/01/2021		140		141
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month+0.768%(E)		10		8
Goldman Sachs Group
6.750%, 10/01/2037		583		849
6.250%, 02/01/2041		1,050		1,574
5.750%, 01/24/2022		110		119
5.250%, 07/27/2021		740		777
5.150%, 05/22/2045		960		1,264
4.750%, 10/21/2045		920		1,202
4.411%, VAR ICE LIBOR USD 3 Month+1.430%, 04/23/2039		270		325
4.250%, 10/21/2025 (D)		1,120		1,261
4.223%, VAR ICE LIBOR USD 3 Month+1.301%, 05/01/2029		1,300		1,512
3.850%, 01/26/2027		540		609
3.814%, VAR ICE LIBOR USD 3 Month+1.158%, 04/23/2029		1,330		1,503
3.800%, 03/15/2030		3,245		3,684
3.750%, 02/25/2026		560		625
3.691%, VAR ICE LIBOR USD 3 Month+1.510%, 06/05/2028		980		1,098
3.500%, 04/01/2025		4,629		5,076
3.500%, 11/16/2026		2,223		2,445
3.272%, VAR ICE LIBOR USD 3 Month+1.201%, 09/29/2025		4,330		4,666
3.200%, 02/23/2023		470		499
2.750%, 09/15/2020		35		35
2.600%, 02/07/2030		770		807
Goldman Sachs Group MTN
4.800%, 07/08/2044		120		157
4.000%, 03/03/2024		1,230		1,360
3.850%, 07/08/2024		330		364
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		880		914
Guardian Life Global Funding
1.100%, 06/23/2025 (C)		670		672
HSBC Bank
7.650%, 05/01/2025		500		589
4.750%, 01/19/2021 (C)		1,760		1,803
4.125%, 08/12/2020 (C)		100		100

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Bank USA
7.000%, 01/15/2039	$	275	$	408
HSBC Holdings
4.950%, 03/31/2030		335		403
4.875%, 01/14/2022		100		106
4.583%, VAR ICE LIBOR USD 3 Month+1.535%, 06/19/2029		3,345		3,865
4.375%, 11/23/2026		345		384
4.300%, 03/08/2026		1,710		1,930
4.250%, 03/14/2024		510		550
4.250%, 08/18/2025		760		829
4.000%, 03/30/2022		206		217
3.973%, VAR ICE LIBOR USD 3 Month+1.610%, 05/22/2030		1,150		1,277
3.950%, VAR ICE LIBOR USD 3 Month+0.987%, 05/18/2024		610		656
3.600%, 05/25/2023		330		354
2.650%, 01/05/2022		200		206
2.099%, VAR United States Secured Overnight Financing Rate+1.929%, 06/04/2026		200		202
ILFC E-Capital Trust II
3.270%, 12/21/2065 (C)		400		210
Inter-American Development Bank MTN
0.875%, 04/03/2025		1,287		1,312
Intercontinental Exchange
4.000%, 10/15/2023		65		72
Intesa Sanpaolo
3.375%, 01/12/2023 (C)		440		453
3.125%, 07/14/2022 (C)(D)		600		611
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		2,320		2,377
JPMorgan Chase
8.750%, 09/01/2030		970		1,408
4.950%, 06/01/2045		180		242
4.500%, 01/24/2022		840		892
4.493%, VAR United States Secured Overnight Financing Rate+3.790%,
03/24/2031		3,466		4,225
4.452%, VAR ICE LIBOR USD 3 Month+1.330%, 12/05/2029		300		359
4.400%, 07/22/2020		210		210
4.350%, 08/15/2021		160		167
4.260%, VAR ICE LIBOR USD 3 Month+1.580%, 02/22/2048		84		106
4.250%, 10/15/2020		330		334
4.250%, 10/01/2027		720		838
4.203%, VAR ICE LIBOR USD 3 Month+1.260%, 07/23/2029		800		938
4.032%, VAR ICE LIBOR USD 3 Month+1.460%, 07/24/2048		645		783
4.023%, VAR ICE LIBOR USD 3 Month+1.000%, 12/05/2024		4,550		5,014

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.900%, 07/15/2025	$	680	$	769
3.897%, VAR ICE LIBOR USD 3 Month+1.220%, 01/23/2049		115		139
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/2038		325		382
3.875%, 09/10/2024		1,540		1,707
3.625%, 05/13/2024		230		254
3.625%, 12/01/2027		230		254
3.207%, VAR ICE LIBOR USD 3 Month+0.695%, 04/01/2023		1,063		1,107
3.200%, 01/25/2023		100		106
3.200%, 06/15/2026		1,210		1,343
3.109%, 04/22/2051 (B)		900		969
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		2,004		2,125
2.950%, 10/01/2026		474		521
2.776%, VAR ICE LIBOR USD 3 Month+0.935%, 04/25/2023		1,885		1,952
2.739%, VAR United States Secured Overnight Financing Rate+1.510%, 10/15/2030		1,230		1,320
2.700%, 05/18/2023		1,180		1,244
2.522%, VAR United States Secured Overnight Financing Rate+2.040%, 04/22/2031		1,700		1,795
2.301%, VAR United States Secured Overnight Financing Rate+1.160%, 10/15/2025		1,190		1,246
2.182%, VAR United States Secured Overnight Financing Rate+1.890%, 06/01/2028		999		1,034
2.083%, VAR United States Secured Overnight Financing Rate+1.850%, 04/22/2026		830		862
1.514%, VAR United States Secured Overnight Financing Rate+1.455%, 06/01/2024		4,671		4,749
1.240%, VAR ICE LIBOR USD 3 Month+0.550%, 02/01/2027		1,590		1,391
KKR Group Finance II
5.500%, 02/01/2043 (C)		80		98
KKR Group Finance III
5.125%, 06/01/2044 (C)		535		643
Landwirtschaftliche Rentenbank
0.500%, 05/27/2025		1,998		2,001
Lincoln National
3.050%, 01/15/2030		1,063		1,119
Lloyds Banking Group
4.375%, 03/22/2028		925		1,073
4.344%, 01/09/2048		200		234
4.050%, 08/16/2023		200		217
3.900%, 03/12/2024		800		876

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.870%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+3.500%, 07/09/2025	$	1,755	$	1,906
3.100%, 07/06/2021		490		502
2.907%, VAR ICE LIBOR USD 3 Month+0.810%, 11/07/2023		2,915		3,033
2.858%, VAR ICE LIBOR USD 3 Month+1.249%, 03/17/2023		1,875		1,931
1.326%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.100%, 06/15/2023		675		679
Macquarie Bank
3.624%, 06/03/2030 (C)		425		446
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (C)		88		90
MassMutual Global Funding II
2.250%, 07/01/2022 (C)		1,268		1,306
MDGH - GMTN BV MTN
2.875%, 11/07/2029 (C)		570		597
Mercury General
4.400%, 03/15/2027		935		1,020
MetLife
6.400%, 12/15/2036		420		496
5.700%, 06/15/2035		15		22
MetLife Capital Trust IV
7.875%, 12/15/2037 (C)		800		1,014
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (C)		1,955		2,213
2.950%, 04/09/2030 (C)		1,255		1,375
2.400%, 01/08/2021 (C)		245		248
Mitsubishi UFJ Financial Group
2.998%, 02/22/2022		230		238
Morgan Stanley MTN
5.597%, 03/24/2051 (B)		150		228
4.431%, VAR ICE LIBOR USD 3 Month+1.628%, 01/23/2030		340		405
4.100%, 05/22/2023		940		1,016
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/2038		119		141
3.875%, 04/29/2024		1,685		1,863
3.772%, VAR ICE LIBOR USD 3 Month+1.140%, 01/24/2029		1,080		1,230
3.750%, 02/25/2023		725		782
3.622%, VAR United States Secured Overnight Financing Rate+3.120%, 04/01/2031		2,920		3,336
3.125%, 01/23/2023		1,120		1,187
3.125%, 07/27/2026		190		209
2.750%, 05/19/2022		1,216		1,264
2.720%, VAR United States Secured Overnight Financing Rate+1.152%, 07/22/2025		980		1,040

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.699%, VAR United States Secured Overnight Financing Rate+1.143%, 01/22/2031	$	910	$	964
2.625%, 11/17/2021		1,066		1,096
2.500%, 04/21/2021		280		285
2.188%, VAR United States Secured Overnight Financing Rate+1.990%, 04/28/2026		1,300		1,353
0.761%, VAR United States Secured Overnight Financing Rate+0.700%, 01/20/2023		2,455		2,447
MUFG Bank
4.100%, 09/09/2023 (C)		200		220
National Securities Clearing
1.500%, 04/23/2025 (C)		3,035		3,104
1.200%, 04/23/2023 (C)		410		416
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3 Month+1.392%, 08/01/2024 (C)		1,428		1,545
Nationwide Building Society MTN
3.622%, VAR ICE LIBOR USD 3 Month+1.181%, 04/26/2023 (C)		830		862
Nationwide Financial Services
3.900%, 11/30/2049 (C)		784		781
Nationwide Mutual Insurance
4.350%, 04/30/2050 (C)		437		466
2.603%, VAR ICE LIBOR USD 3 Month+2.290%, 12/15/2024 (C)		3,735		3,719
New York Life Global Funding
2.875%, 04/10/2024 (C)		1,045		1,126
0.950%, 06/24/2025 (C)		340		341
New York Life Insurance
6.750%, 11/15/2039 (C)		345		524
Nomura Holdings
3.103%, 01/16/2030		1,727		1,799
2.648%, 01/16/2025		1,183		1,234
Nordea Bank Abp
4.875%, 05/13/2021 (C)		250		258
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (C)		1,212		1,341
Ohio National Financial Services
5.550%, 01/24/2030 (C)		625		596
Park Aerospace Holdings
5.500%, 02/15/2024 (C)		500		457
5.250%, 08/15/2022 (C)		2,335		2,192
4.500%, 03/15/2023 (C)		2,070		1,888
Pipeline Funding
7.500%, 01/15/2030 (C)		415		557
Principal Life Global Funding II
1.250%, 06/23/2025 (C)		160		161
Prudential Financial MTN
5.625%, 05/12/2041		10		13
4.350%, 02/25/2050		336		403

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Raymond James Financial
4.950%, 07/15/2046	$	650	$	786
4.650%, 04/01/2030		595		709
Royal Bank of Canada MTN
3.200%, 04/30/2021		480		492
2.150%, 10/26/2020		420		422
1.600%, 04/17/2023		760		780
1.150%, 06/10/2025		460		461
Royal Bank of Scotland Group
6.125%, 12/15/2022		390		426
6.100%, 06/10/2023		550		609
6.000%, 12/19/2023		860		963
5.125%, 05/28/2024		490		536
4.892%, VAR ICE LIBOR USD 3 Month+1.754%, 05/18/2029		200		236
4.519%, VAR ICE LIBOR USD 3 Month+1.550%, 06/25/2024		830		901
4.445%, VAR ICE LIBOR USD 3 Month+1.871%, 05/08/2030		520		603
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/2025		220		239
3.875%, 09/12/2023		720		776
3.754%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.100%, 11/01/2029		509		527
3.073%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.550%, 05/22/2028		520		547
2.359%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.150%, 05/22/2024		287		295
Santander Holdings USA
4.500%, 07/17/2025		80		87
4.450%, 12/03/2021		1,325		1,381
3.450%, 06/02/2025		1,642		1,710
Santander UK Group Holdings
4.796%, VAR ICE LIBOR USD 3 Month+1.570%, 11/15/2024		750		830
3.373%, VAR ICE LIBOR USD 3 Month+1.080%, 01/05/2024		760		797
Scentre Group Trust 1
4.375%, 05/28/2030 (C)		635		698
3.625%, 01/28/2026 (C)		1,151		1,205
Societe Generale
2.625%, 10/16/2024 (C)		383		391
Societe Generale MTN
2.625%, 01/22/2025 (C)		2,078		2,121
State Street
3.300%, 12/16/2024		70		78
3.152%, VAR United States Secured Overnight Financing Rate+2.650%, 03/30/2031 (C)		710		796

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.825%, VAR United States Secured Overnight Financing Rate+2.690%, 03/30/2023 (C)	$	836	$	867
Sumitomo Mitsui Financial Group
2.130%, 07/08/2030		523		524
2.058%, 07/14/2021		340		346
1.474%, 07/08/2025		1,820		1,822
SVB Financial Group
3.125%, 06/05/2030		266		285
Svensk Exportkredit MTN
0.750%, 04/06/2023		1,711		1,724
Svenska Handelsbanken MTN
3.350%, 05/24/2021		500		513
Swedbank
1.300%, 06/02/2023 (C)		580		587
Synchrony Financial
2.850%, 07/25/2022		435		442
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (C)		124		186
4.900%, 09/15/2044 (C)		240		308
3.300%, 05/15/2050 (C)		2,000		2,061
Toronto-Dominion Bank MTN
3.250%, 06/11/2021		590		606
1.900%, 12/01/2022		355		367
1.150%, 06/12/2025 (D)		460		466
0.750%, 06/12/2023		910		915
Truist Bank
4.050%, 11/03/2025 (D)		535		616
2.250%, 03/11/2030		426		429
Truist Financial MTN
2.200%, 03/16/2023		2,530		2,627
UBS
1.750%, 04/21/2022 (C)		850		866
UBS MTN
4.500%, 06/26/2048 (C)		200		279
UBS Group
7.000%, VAR USD Swap Semi 30/360 5
Yr Curr+4.344%(C)(E)		1,640		1,704
4.253%, 03/23/2028 (C)		930		1,055
4.125%, 09/24/2025 (C)		200		227
3.491%, 05/23/2023 (C)		1,650		1,726
2.859%, VAR ICE LIBOR USD 3 Month+0.954%, 08/15/2023 (C)		1,808		1,873
2.650%, 02/01/2022 (C)		385		397
UniCredit MTN
6.572%, 01/14/2022 (C)		1,350		1,426
US Bancorp
2.400%, 07/30/2024		1,770		1,885
1.450%, 05/12/2025		1,020		1,051
US Bancorp MTN
2.950%, 07/15/2022		25		26

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Bank
3.150%, 04/26/2021	$	550	$	561
USAA Capital
1.500%, 05/01/2023 (C)		150		154
Validus Holdings
8.875%, 01/26/2040		905		1,401
Wachovia Capital Trust III
5.570%, VAR ICE LIBOR USD 3 Month+0.930%(E)		2,790		2,770
WEA Finance
4.750%, 09/17/2044 (C)		230		225
3.750%, 09/17/2024 (C)		990		1,021
Wells Fargo
7.950%, 11/15/2029		495		653
5.375%, 11/02/2043		400		542
3.068%, VAR United States Secured Overnight Financing Rate+2.530%, 04/30/2041		2,795		2,915
3.000%, 10/23/2026		1,030		1,122
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		2,760		2,854
Wells Fargo MTN
5.013%, 04/04/2051 (B)		13,281		18,434
4.900%, 11/17/2045		909		1,165
4.750%, 12/07/2046		700		897
4.650%, 11/04/2044		261		323
4.600%, 04/01/2021		160		165
4.478%, VAR ICE LIBOR USD 3 Month+3.770%, 04/04/2031		2,630		3,179
4.400%, 06/14/2046		1,370		1,634
4.300%, 07/22/2027		2,310		2,652
4.150%, 01/24/2029 (D)		1,010		1,189
4.125%, 08/15/2023		900		977
3.750%, 01/24/2024		250		273
3.500%, 03/08/2022		430		450
3.450%, 02/13/2023		660		701
3.196%, VAR ICE LIBOR USD 3 Month+1.170%, 06/17/2027		1,550		1,681
2.879%, VAR ICE LIBOR USD 3 Month+1.170%, 10/30/2030		2,285		2,444
2.625%, 07/22/2022		735		766
2.406%, VAR ICE LIBOR USD 3 Month+0.825%, 10/30/2025		1,005		1,046
2.393%, VAR United States Secured Overnight Financing Rate+2.100%, 06/02/2028		1,505		1,555
Westpac Banking
2.600%, 11/23/2020		500		504
Willis North America
2.950%, 09/15/2029		1,200		1,270
				449,590

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 4.5%
Abbott Laboratories
4.900%, 11/30/2046	$	470	$	675
4.750%, 11/30/2036		260		352
3.750%, 11/30/2026 (D)		873		1,016
1.150%, 01/30/2028		475		476
AbbVie
5.000%, 12/15/2021 (C)		35		37
4.875%, 11/14/2048		300		394
4.625%, 10/01/2042 (C)		38		46
4.500%, 05/14/2035		715		861
4.450%, 05/14/2046		802		979
4.400%, 11/06/2042		1,500		1,795
4.250%, 11/14/2028		580		679
4.250%, 11/21/2049 (C)		5,196		6,298
4.050%, 11/21/2039 (C)		953		1,114
3.850%, 06/15/2024 (C)		500		548
3.800%, 03/15/2025 (C)		3,211		3,563
3.750%, 11/14/2023		186		202
3.600%, 05/14/2025		770		851
3.450%, 03/15/2022 (C)		370		385
3.250%, 10/01/2022 (C)		513		538
3.200%, 11/06/2022		44		46
3.200%, 11/21/2029 (C)		2,204		2,425
2.950%, 11/21/2026 (C)		705		767
2.900%, 11/06/2022		1,056		1,108
2.600%, 11/21/2024 (C)		2,629		2,791
2.300%, 11/21/2022 (C)		3,832		3,964
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,655
Aetna
3.875%, 08/15/2047		348		393
2.800%, 06/15/2023		2,650		2,794
Amgen
5.150%, 11/15/2041		660		877
4.663%, 06/15/2051		576		768
4.400%, 05/01/2045		2,842		3,536
3.625%, 05/22/2024		130		143
3.375%, 02/21/2050		323		360
3.150%, 02/21/2040		356		382
2.300%, 02/25/2031		522		546
2.200%, 02/21/2027		675		712
Anthem
4.625%, 05/15/2042		41		51
3.650%, 12/01/2027		667		760
3.500%, 08/15/2024		590		646
3.350%, 12/01/2024		1,425		1,565
3.125%, 05/15/2022		468		490
3.125%, 05/15/2050		347		359
2.950%, 12/01/2022		661		697
2.250%, 05/15/2030		864		886

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AstraZeneca
3.500%, 08/17/2023	$	805	$	870
Bausch Health
7.250%, 05/30/2029 (C)		260		273
6.250%, 02/15/2029 (C)		410		412
5.500%, 11/01/2025 (C)		20		21
Baxalta
3.600%, 06/23/2022		546		575
Baxter International
3.950%, 04/01/2030 (C)		425		503
Baycare International
3.831%, 11/15/2050		1,595		1,953
Bayer US Finance
3.375%, 10/08/2024 (C)		2,300		2,509
Bayer US Finance II
4.875%, 06/25/2048 (C)		2,155		2,755
4.700%, 07/15/2064 (C)		210		254
4.625%, 06/25/2038 (C)		420		514
4.375%, 12/15/2028 (C)		4,240		4,955
4.250%, 12/15/2025 (C)		845		970
3.875%, 12/15/2023 (C)		115		126
3.500%, 06/25/2021 (C)		630		646
Becton Dickinson
4.685%, 12/15/2044		301		371
3.734%, 12/15/2024		1,047		1,155
3.700%, 06/06/2027		121		135
3.363%, 06/06/2024		1,670		1,802
3.250%, 11/12/2020		168		169
1.181%, VAR ICE LIBOR USD 3 Month+0.875%, 12/29/2020		726		726
Biogen
5.200%, 09/15/2045		120		157
3.625%, 09/15/2022		430		457
3.150%, 05/01/2050		318		306
Bon Secours Mercy Health
3.464%, 06/01/2030		855		945
Bristol-Myers Squibb
5.250%, 08/15/2043 (C)		40		59
5.000%, 08/15/2045 (C)		230		321
4.550%, 02/20/2048 (C)		166		225
4.350%, 11/15/2047 (C)		207		273
4.250%, 10/26/2049 (C)		265		350
3.900%, 02/20/2028 (C)		502		591
3.875%, 08/15/2025 (C)		820		933
3.550%, 08/15/2022 (C)		360		382
3.450%, 11/15/2027 (C)		469		540
3.400%, 07/26/2029 (C)		826		962
3.200%, 06/15/2026 (C)		1,428		1,602
2.900%, 07/26/2024 (C)		1,800		1,947
2.875%, 02/19/2021 (C)		80		81
2.750%, 02/15/2023 (C)		300		316
2.600%, 05/16/2022 (C)		550		572

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.250%, 08/15/2021 (C)	$	420	$	428
Centene
4.625%, 12/15/2029		230		243
3.375%, 02/15/2030		230		232
Cigna
4.900%, 12/15/2048		2,135		2,814
4.375%, 10/15/2028		893		1,057
4.125%, 11/15/2025		290		333
3.875%, 10/15/2047 (C)		691		790
3.750%, 07/15/2023		872		947
3.400%, 09/17/2021		1,097		1,133
3.400%, 03/01/2027 (C)		1,472		1,622
3.400%, 03/15/2050		280		301
3.200%, 09/17/2020		320		322
2.400%, 03/15/2030		1,755		1,821
CommonSpirit Health
4.350%, 11/01/2042		480		499
4.187%, 10/01/2049		635		647
CVS Health
5.125%, 07/20/2045		1,611		2,076
5.050%, 03/25/2048		4,945		6,477
4.780%, 03/25/2038		815		1,013
4.300%, 03/25/2028		3,690		4,316
4.250%, 04/01/2050		30		36
4.125%, 04/01/2040		160		189
4.100%, 03/25/2025		550		622
4.000%, 12/05/2023		474		520
3.875%, 07/20/2025		515		579
3.750%, 04/01/2030		400		461
3.700%, 03/09/2023		2,249		2,415
3.625%, 04/01/2027		890		1,000
3.350%, 03/09/2021		112		114
3.000%, 08/15/2026		351		384
2.750%, 12/01/2022		510		532
2.625%, 08/15/2024		995		1,062
CVS Pass-Through Trust
5.926%, 01/10/2034 (C)		74		82
Danaher
3.350%, 09/15/2025 (D)		326		364
DENTSPLY SIRONA
3.250%, 06/01/2030		355		373
DH Europe Finance II Sarl
3.400%, 11/15/2049		271		305
2.600%, 11/15/2029		1,121		1,193
2.200%, 11/15/2024		892		938
2.050%, 11/15/2022		521		538
Eli Lilly
2.250%, 05/15/2050		493		473
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (C)		170		180
Gilead Sciences
5.650%, 12/01/2041		35		51

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 03/01/2046	$	546	$	738
4.500%, 02/01/2045		10		13
3.700%, 04/01/2024		410		454
3.650%, 03/01/2026 (D)		460		527
3.250%, 09/01/2022		670		708
2.550%, 09/01/2020		130		131
GlaxoSmithKline Capital
3.000%, 06/01/2024		310		335
2.850%, 05/08/2022		30		31
HCA
5.875%, 02/01/2029		410		464
5.625%, 09/01/2028		60		67
5.500%, 06/15/2047		60		73
5.375%, 02/01/2025		160		171
5.250%, 04/15/2025		820		940
5.250%, 06/15/2026		30		35
5.250%, 06/15/2049		2,323		2,783
5.125%, 06/15/2039		760		886
5.000%, 03/15/2024		1,390		1,545
4.500%, 02/15/2027		20		22
3.500%, 09/01/2030		520		501
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (C)		855		856
1.500%, 06/01/2025 (C)		770		783
Humana
4.950%, 10/01/2044		60		79
4.800%, 03/15/2047 (D)		30		39
4.625%, 12/01/2042		170		206
4.500%, 04/01/2025		80		91
3.950%, 03/15/2027		70		79
3.850%, 10/01/2024		1,470		1,610
3.150%, 12/01/2022		560		587
2.900%, 12/15/2022		750		783
2.500%, 12/15/2020		1,015		1,024
Johnson & Johnson
3.700%, 03/01/2046		170		213
3.625%, 03/03/2037		260		310
3.500%, 01/15/2048		92		115
3.400%, 01/15/2038		173		205
2.625%, 01/15/2025		86		93
Medtronic
4.625%, 03/15/2045		9		12
3.500%, 03/15/2025		343		387
Merck
3.700%, 02/10/2045		226		270
2.450%, 06/24/2050		237		238
2.400%, 09/15/2022		29		30
2.350%, 06/24/2040		237		241
1.450%, 06/24/2030		2,738		2,735
0.750%, 02/24/2026		530		529
Mylan
3.950%, 06/15/2026		620		693

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 31

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
New York and Presbyterian Hospital
3.563%, 08/01/2036	$	730	$	792
Novartis Capital
2.200%, 08/14/2030		564		596
2.000%, 02/14/2027		572		606
Partners Healthcare System
3.342%, 07/01/2060		1,170		1,281
3.192%, 07/01/2049		115		122
Perrigo Finance Unlimited
3.150%, 06/15/2030		861		870
Pfizer
4.000%, 12/15/2036		815		999
2.800%, 03/11/2022		313		326
2.700%, 05/28/2050		528		547
2.625%, 04/01/2030		1,230		1,355
2.550%, 05/28/2040		495		512
1.700%, 05/28/2030		420		427
0.800%, 05/28/2025		670		670
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		1,166
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		2,418		2,563
Stryker
2.900%, 06/15/2050		489		490
1.950%, 06/15/2030		635		639
1.150%, 06/15/2025		697		701
Takeda Pharmaceutical
4.400%, 11/26/2023		2,174		2,416
3.375%, 07/09/2060		253		253
3.175%, 07/09/2050		550		548
2.050%, 03/31/2030		3,659		3,657
Teva Pharmaceutical Finance BV
3.650%, 11/10/2021		680		675
2.950%, 12/18/2022		190		183
Teva Pharmaceutical Finance IV BV
3.650%, 11/10/2021		130		130
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025 (C)		600		639
6.000%, 04/15/2024		200		206
3.150%, 10/01/2026		340		304
2.800%, 07/21/2023		630		595
2.200%, 07/21/2021		750		735
Thermo Fisher Scientific
4.497%, 03/25/2030		1,431		1,774
UnitedHealth Group
5.800%, 03/15/2036		280		396
4.750%, 07/15/2045		1,150		1,549
4.625%, 07/15/2035		523		684
4.450%, 12/15/2048		90		118
4.250%, 04/15/2047		450		578
4.250%, 06/15/2048		110		141

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 10/15/2020	$	710	$	712
3.875%, 12/15/2028		170		204
3.875%, 08/15/2059		1,088		1,333
3.750%, 07/15/2025		270		308
3.750%, 10/15/2047		281		335
3.700%, 12/15/2025		351		402
3.700%, 08/15/2049		150		177
3.500%, 06/15/2023		150		163
3.500%, 08/15/2039		111		129
3.375%, 11/15/2021		75		78
3.350%, 07/15/2022		28		30
3.125%, 05/15/2060		313		335
2.900%, 05/15/2050		527		557
2.875%, 12/15/2021		290		301
2.875%, 03/15/2023		50		53
2.750%, 05/15/2040		899		962
2.700%, 07/15/2020		440		440
2.375%, 10/15/2022		70		73
2.000%, 05/15/2030		1,251		1,310
1.250%, 01/15/2026		170		173
Upjohn
4.000%, 06/22/2050 (C)		973		1,035
2.700%, 06/22/2030 (C)		405		416
2.300%, 06/22/2027 (C)		195		201
1.125%, 06/22/2022 (C)		3,500		3,521
Wyeth
5.950%, 04/01/2037		470		686
Zimmer Biomet Holdings
1.066%, VAR ICE LIBOR USD 3 Month+0.750%, 03/19/2021		1,500		1,500
				190,034
Industrials — 2.8%
3M
3.700%, 04/15/2050		660		786
3.250%, 08/26/2049		220		245
3.050%, 04/15/2030		90		102
2.375%, 08/26/2029		390		422
AerCap Ireland Capital DAC
6.500%, 07/15/2025		672		705
5.000%, 10/01/2021		1,250		1,264
4.875%, 01/16/2024		1,829		1,818
4.625%, 07/01/2022		378		382
4.500%, 05/15/2021		2,140		2,153
4.450%, 04/03/2026		200		189
3.950%, 02/01/2022		1,047		1,047
3.875%, 01/23/2028		345		312
3.650%, 07/21/2027		650		576
3.500%, 05/26/2022		313		310
3.500%, 01/15/2025		232		218
Air Lease
3.625%, 04/01/2027		221		217

32 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 12/01/2027	$	216	$	211
3.500%, 01/15/2022		1,110		1,122
3.375%, 07/01/2025		310		311
3.250%, 03/01/2025		1,645		1,649
Air Lease MTN
2.300%, 02/01/2025		355		340
Avolon Holdings Funding
5.250%, 05/15/2024 (C)		120		110
BAE Systems
4.750%, 10/11/2021 (C)		2,100		2,193
Boeing
5.930%, 05/01/2060		450		534
5.805%, 05/01/2050		2,377		2,807
5.705%, 05/01/2040		600		683
5.150%, 05/01/2030		740		825
4.875%, 05/01/2025		1,500		1,635
4.508%, 05/01/2023		1,420		1,500
3.750%, 02/01/2050		350		314
3.625%, 03/01/2048		23		20
3.550%, 03/01/2038		196		179
3.250%, 02/01/2035		1,210		1,103
3.200%, 03/01/2029		490		485
3.100%, 05/01/2026		160		163
2.950%, 02/01/2030 (D)		531		523
2.800%, 03/01/2027		190		183
2.700%, 02/01/2027		1,039		1,015
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		137
5.400%, 06/01/2041		50		68
4.150%, 12/15/2048		150		188
4.050%, 06/15/2048		124		154
3.450%, 09/15/2021		91		94
Canadian Pacific Railway
6.125%, 09/15/2115		44		68
Carrier Global
3.577%, 04/05/2050 (C)		250		246
3.377%, 04/05/2040 (C)		230		225
2.722%, 02/15/2030 (C)		670		673
2.700%, 02/15/2031 (C)		210		209
2.493%, 02/15/2027 (C)		70		71
2.242%, 02/15/2025 (C)		1,000		1,022
1.923%, 02/15/2023 (C)		160		163
Caterpillar
3.400%, 05/15/2024		205		225
Caterpillar Financial Services MTN
2.850%, 05/17/2024		170		184
Cintas No. 2
3.700%, 04/01/2027		400		454
2.900%, 04/01/2022		400		415
Continental Airlines Pass-Through Trust, Ser 2000-1
8.048%, 11/01/2020		–		–

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022	$	1,530	$	1,435
CoStar Group
2.800%, 07/15/2030 (C)		830		849
Crowley Conro
4.181%, 08/15/2043		475		597
CSX
4.750%, 11/15/2048		226		300
4.300%, 03/01/2048		42		52
DAE Funding
5.750%, 11/15/2023 (C)		70		67
Deere
3.750%, 04/15/2050		829		1,020
3.100%, 04/15/2030		100		113
2.750%, 04/15/2025		680		743
Delta Air Lines
7.375%, 01/15/2026		790		764
7.000%, 05/01/2025 (C)		2,370		2,446
4.375%, 04/19/2028		153		126
3.800%, 04/19/2023		381		340
3.625%, 03/15/2022		330		313
3.400%, 04/19/2021		510		496
Delta Air Lines Pass Through Trust, Ser 2020- 1, Cl AA
2.000%, 06/10/2028		4,000		3,813
Delta Air Lines Pass-Through Trust, Ser 2007- 1, Cl A
6.821%, 08/10/2022		381		373
DP World MTN
5.625%, 09/25/2048 (C)		990		1,079
Eaton
7.625%, 04/01/2024		75		88
4.150%, 11/02/2042		140		166
2.750%, 11/02/2022		900		947
Equifax
3.950%, 06/15/2023		1,612		1,742
2.600%, 12/15/2025		255		272
GE Capital Funding
4.400%, 05/15/2030 (C)		1,530		1,592
3.450%, 05/15/2025 (C)		1,394		1,460
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035		4,371		4,444
General Dynamics
4.250%, 04/01/2040		166		207
4.250%, 04/01/2050		230		298
3.625%, 04/01/2030		1,550		1,813
3.500%, 05/15/2025		60		67
3.250%, 04/01/2025		160		177
General Electric
4.350%, 05/01/2050		260		257

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 33

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 05/01/2040	$	2,105	$	2,095
3.625%, 05/01/2030		3,267		3,271
3.450%, 05/01/2027		1,070		1,095
General Electric MTN
6.875%, 01/10/2039		1,216		1,494
6.750%, 03/15/2032		1,335		1,624
6.150%, 08/07/2037		394		459
5.875%, 01/14/2038		2,991		3,376
3.100%, 01/09/2023		114		119
0.872%, VAR ICE LIBOR USD 3 Month+0.480%, 08/15/2036		2,400		1,552
GFL Environmental
4.250%, 06/01/2025 (C)		250		252
Honeywell International
1.950%, 06/01/2030		940		982
1.350%, 06/01/2025		310		318
Hutama Karya Persero MTN
3.750%, 05/11/2030 (C)		386		403
IHS Markit
5.000%, 11/01/2022 (C)		750		804
4.750%, 02/15/2025 (C)		355		398
4.750%, 08/01/2028		1,215		1,426
International Lease Finance
8.625%, 01/15/2022		180		193
5.875%, 08/15/2022		249		262
John Deere Capital MTN
1.750%, 03/09/2027		460		478
1.200%, 04/06/2023		768		782
0.550%, 07/05/2022		997		1,000
L3Harris Technologies
5.054%, 04/27/2045		270		355
4.854%, 04/27/2035		80		102
Lockheed Martin
4.500%, 05/15/2036		90		117
4.070%, 12/15/2042		91		115
3.550%, 01/15/2026		1,190		1,368
3.100%, 01/15/2023		50		53
Mileage Plus Holdings
6.500%, 06/20/2027 (C)		510		511
Northrop Grumman
5.250%, 05/01/2050		1,640		2,353
5.150%, 05/01/2040		507		675
4.030%, 10/15/2047		960		1,164
3.250%, 08/01/2023		1,666		1,799
3.250%, 01/15/2028		1,661		1,858
2.930%, 01/15/2025		856		926
2.550%, 10/15/2022		1,331		1,391
Otis Worldwide
2.565%, 02/15/2030 (C)		690		725
2.293%, 04/05/2027 (C)		230		240
2.056%, 04/05/2025 (C)		1,535		1,610

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Parker-Hannifin
2.700%, 06/14/2024	$	400	$	426
Prime Security Services Borrower
5.750%, 04/15/2026 (C)		320		332
Raytheon
3.125%, 10/15/2020		430		433
Raytheon Technologies
4.125%, 11/16/2028		280		330
3.150%, 12/15/2024 (C)		200		216
2.250%, 07/01/2030		420		437
Republic Services
3.950%, 05/15/2028		335		391
2.500%, 08/15/2024		635		675
Southwest Airlines
5.125%, 06/15/2027		1,046		1,082
4.750%, 05/04/2023		696		715
TransDigm
8.000%, 12/15/2025 (C)		120		126
6.250%, 03/15/2026 (C)		280		279
Union Pacific
4.300%, 03/01/2049		85		109
3.950%, 09/10/2028		2,780		3,301
3.839%, 03/20/2060		1,030		1,190
3.750%, 07/15/2025		340		385
3.750%, 02/05/2070		333		371
3.250%, 02/05/2050		2,025		2,219
3.150%, 03/01/2024		276		299
2.950%, 03/01/2022		578		601
2.400%, 02/05/2030		638		680
2.150%, 02/05/2027		516		547
United Parcel Service
5.300%, 04/01/2050		480		691
5.200%, 04/01/2040		240		331
United Rentals North America
6.500%, 12/15/2026		80		84
5.500%, 07/15/2025		150		154
4.875%, 01/15/2028		150		154
3.875%, 11/15/2027		100		100
United Technologies
4.625%, 11/16/2048		51		66
4.500%, 06/01/2042		170		212
4.450%, 11/16/2038		499		610
4.150%, 05/15/2045		59		71
3.950%, 08/16/2025		1,944		2,212
3.650%, 08/16/2023		67		73
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		558		473
Waste Management
4.600%, 03/01/2021		90		92
4.150%, 07/15/2049		210		263
4.000%, 07/15/2039		50		51

34 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 05/15/2024	$	370	$	403
3.450%, 06/15/2029 (D)		280		288
3.200%, 06/15/2026		645		661
				121,581
Information Technology — 2.3%
Adobe
2.300%, 02/01/2030		1,158		1,251
Apple
4.650%, 02/23/2046		270		372
4.375%, 05/13/2045		360		475
4.250%, 02/09/2047		446		588
3.850%, 05/04/2043		530		656
3.450%, 02/09/2045		31		36
3.200%, 05/13/2025		304		339
3.200%, 05/11/2027		232		263
2.850%, 05/06/2021		113		115
2.750%, 01/13/2025		315		342
2.650%, 05/11/2050		462		484
2.450%, 08/04/2026		1,410		1,532
2.150%, 02/09/2022		82		84
2.050%, 09/11/2026		1,046		1,118
2.000%, 11/13/2020		500		503
1.550%, 08/04/2021		20		20
1.125%, 05/11/2025		1,110		1,133
0.750%, 05/11/2023		1,315		1,329
Avnet
3.750%, 12/01/2021		1,000		1,026
Broadcom
5.000%, 04/15/2030 (C)		437		502
4.700%, 04/15/2025 (C)		1,910		2,152
4.250%, 04/15/2026 (C)		558		621
4.150%, 11/15/2030 (C)		1,944		2,113
3.875%, 01/15/2027		789		853
3.625%, 01/15/2024		1,940		2,085
3.150%, 11/15/2025 (C)		4,326		4,604
3.125%, 10/15/2022 (C)		500		521
2.250%, 11/15/2023 (C)		690		713
Dell International
6.020%, 06/15/2026 (C)		39		45
4.420%, 06/15/2021 (C)		2,775		2,853
Fiserv
4.200%, 10/01/2028		56		66
3.500%, 07/01/2029		597		671
3.200%, 07/01/2026		558		618
Hewlett Packard Enterprise
4.650%, 10/01/2024		2,245		2,521
HP
2.200%, 06/17/2025		1,047		1,081
Intel
4.950%, 03/25/2060		480		705
4.750%, 03/25/2050		4,750		6,696

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.600%, 03/25/2040	$	552	$	729
4.100%, 05/19/2046		1,000		1,248
3.700%, 07/29/2025 (D)		223		253
3.300%, 10/01/2021		35		36
3.250%, 11/15/2049		735		830
3.100%, 07/29/2022		35		37
2.450%, 11/15/2029		384		415
International Business Machines
4.150%, 05/15/2039		259		314
3.300%, 05/15/2026		196		220
3.000%, 05/15/2024		1,510		1,635
KLA
3.300%, 03/01/2050		444		459
Lam Research
2.875%, 06/15/2050		586		604
1.900%, 06/15/2030		595		608
Leidos
4.375%, 05/15/2030 (C)		985		1,110
Marvell Technology Group
4.200%, 06/22/2023		810		870
Mastercard
3.850%, 03/26/2050		900		1,120
3.375%, 04/01/2024		250		277
3.350%, 03/26/2030		635		734
3.300%, 03/26/2027		332		376
Micron Technology
2.497%, 04/24/2023		1,460		1,517
Microsoft
4.100%, 02/06/2037		759		979
3.950%, 08/08/2056		199		256
3.700%, 08/08/2046		170		212
3.625%, 12/15/2023 (D)		89		98
3.500%, 02/12/2035		508		620
3.450%, 08/08/2036 (D)		250		302
3.300%, 02/06/2027		1,550		1,774
2.875%, 02/06/2024		1,208		1,301
2.700%, 02/12/2025		250		273
2.675%, 06/01/2060		647		673
2.525%, 06/01/2050		740		772
2.400%, 02/06/2022		600		619
2.400%, 08/08/2026		1,700		1,855
2.375%, 02/12/2022		20		21
2.375%, 05/01/2023		20		21
1.550%, 08/08/2021		400		405
NetApp
1.875%, 06/22/2025		735		745
NVIDIA
3.700%, 04/01/2060		310		368
3.500%, 04/01/2040		766		893
3.500%, 04/01/2050		2,040		2,331
2.850%, 04/01/2030		1,560		1,735

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 35

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NXP BV
4.300%, 06/18/2029 (C)	$	436	$	495
3.875%, 06/18/2026 (C)		1,154		1,291
3.400%, 05/01/2030 (C)		712		766
3.150%, 05/01/2027 (C)		561		595
2.700%, 05/01/2025 (C)		610		639
Oracle
4.000%, 11/15/2047		501		584
3.900%, 05/15/2035		1,720		2,075
3.850%, 04/01/2060		549		643
3.800%, 11/15/2037		235		271
3.600%, 04/01/2040		1,040		1,180
2.950%, 11/15/2024		545		591
2.950%, 04/01/2030		1,040		1,158
2.800%, 04/01/2027		996		1,088
2.625%, 02/15/2023		431		453
PayPal Holdings
2.300%, 06/01/2030		2,545		2,658
1.650%, 06/01/2025		1,660		1,716
1.350%, 06/01/2023		1,290		1,315
Prosus
4.850%, 07/06/2027 (C)		550		615
QUALCOMM
2.600%, 01/30/2023		910		955
salesforce.com
3.700%, 04/11/2028		670		782
3.250%, 04/11/2023		480		516
Tencent Holdings MTN
3.595%, 01/19/2028 (C)		570		621
Texas Instruments
4.150%, 05/15/2048		300		387
1.750%, 05/04/2030		290		294
1.375%, 03/12/2025		412		423
Visa
4.300%, 12/14/2045		690		911
3.650%, 09/15/2047		235		286
3.150%, 12/14/2025		1,410		1,571
2.800%, 12/14/2022		40		42
2.200%, 12/14/2020		80		81
1.900%, 04/15/2027		755		789
VMware
4.500%, 05/15/2025		390		427
				96,949
Materials — 0.9%
Air Liquide Finance
2.250%, 09/27/2023 (C)		590		616
Air Products and Chemicals
2.700%, 05/15/2040		166		175
Amcor Finance USA
4.500%, 05/15/2028 (D)		360		414
3.625%, 04/28/2026		2,425		2,659

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anglo American Capital
4.750%, 04/10/2027 (C)	$	720	$	801
4.000%, 09/11/2027 (C)		200		214
3.750%, 04/10/2022 (C)		280		288
3.625%, 09/11/2024 (C)		710		745
ArcelorMittal
7.250%, 10/15/2039		120		143
6.125%, 06/01/2025		670		727
4.550%, 03/11/2026		330		334
3.600%, 07/16/2024		600		595
Barrick
5.250%, 04/01/2042		80		105
Barrick North America Finance
5.750%, 05/01/2043		441		623
5.700%, 05/30/2041		906		1,218
BHP Billiton Finance USA
6.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.093%, 10/19/2075 (C)		830		958
5.000%, 09/30/2043		410		567
4.125%, 02/24/2042		40		49
2.875%, 02/24/2022		50		52
CCL Industries
3.050%, 06/01/2030 (C)		850		868
Dow Chemical
5.250%, 11/15/2041		25		30
4.800%, 05/15/2049		360		427
DuPont de Nemours
4.493%, 11/15/2025		2,388		2,747
4.205%, 11/15/2023		861		944
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (C)		480		506
Freeport-McMoRan
5.450%, 03/15/2043		605		593
5.400%, 11/14/2034		50		49
4.550%, 11/14/2024		40		41
3.875%, 03/15/2023		20		20
3.550%, 03/01/2022 (D)		347		347
Georgia-Pacific
2.300%, 04/30/2030 (C)		871		907
2.100%, 04/30/2027 (C)		530		550
1.750%, 09/30/2025 (C)		1,098		1,133
Glencore Funding
4.125%, 05/30/2023 (C)(D)		200		214
4.125%, 03/12/2024 (C)		1,390		1,490
4.000%, 03/27/2027 (C)		1,220		1,308
3.875%, 10/27/2027 (C)		300		319
3.000%, 10/27/2022 (C)		30		31
Industrias Penoles
4.150%, 09/12/2029 (C)		1,005		1,043
International Flavors & Fragrances
5.000%, 09/26/2048		1,720		2,007

36 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Paper
4.400%, 08/15/2047	$	328	$	386
LyondellBasell Industries
5.750%, 04/15/2024		200		230
Nacional del Cobre de Chile
4.250%, 07/17/2042 (C)		970		1,063
Newcrest Finance Pty
3.250%, 05/13/2030 (C)		630		677
Newmont
2.250%, 10/01/2030		520		527
Nucor
2.700%, 06/01/2030		348		365
2.000%, 06/01/2025		348		360
Nutrien
5.000%, 04/01/2049		503		644
2.950%, 05/13/2030		446		473
OCP
4.500%, 10/22/2025 (C)		400		416
Southern Copper
5.250%, 11/08/2042		2,030		2,404
Steel Dynamics
3.250%, 01/15/2031		252		257
2.400%, 06/15/2025		252		259
Syngenta Finance
3.933%, 04/23/2021 (C)		650		656
Teck Resources
6.250%, 07/15/2041		5		5
6.000%, 08/15/2040		30		32
3.900%, 07/15/2030 (C)		104		103
Vale Overseas
6.875%, 11/21/2036		874		1,142
6.250%, 08/10/2026		32		38
Vulcan Materials
3.500%, 06/01/2030		925		1,008
WestRock RKT
4.000%, 03/01/2023		70		75
WRKCo
3.000%, 09/15/2024		750		797
				38,774
Real Estate — 0.8%
Alexandria Real Estate Equities
4.900%, 12/15/2030		232		289
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,386
3.625%, 11/15/2027		745		765
3.300%, 07/15/2026		1,495		1,533
AvalonBay Communities MTN
4.350%, 04/15/2048		110		142
2.450%, 01/15/2031		1,155		1,228

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Boston Properties
3.800%, 02/01/2024	$	1,250	$	1,356
3.400%, 06/21/2029		720		794
Brandywine Operating Partnership
3.950%, 11/15/2027		17		17
Camden Property Trust
2.800%, 05/15/2030		435		471
Crown Castle International
4.000%, 03/01/2027		163		185
3.300%, 07/01/2030		936		1,030
CyrusOne
2.900%, 11/15/2024		1,250		1,312
Digital Realty Trust
3.625%, 10/01/2022		1,260		1,330
Equinix
2.900%, 11/18/2026		918		990
2.625%, 11/18/2024		440		468
ERP Operating
4.625%, 12/15/2021		64		67
GLP Capital
5.375%, 04/15/2026		2,615		2,857
5.300%, 01/15/2029		1,524		1,649
5.250%, 06/01/2025		565		614
4.000%, 01/15/2030		419		415
3.350%, 09/01/2024		125		125
Healthcare Realty Trust
3.875%, 05/01/2025		200		212
3.750%, 04/15/2023		1,400		1,458
Healthpeak Properties
4.250%, 11/15/2023		48		52
4.200%, 03/01/2024		765		834
3.150%, 08/01/2022		1,000		1,049
2.875%, 01/15/2031		326		335
Life Storage
3.875%, 12/15/2027		915		998
Mid-America Apartments
4.300%, 10/15/2023		334		366
4.000%, 11/15/2025		399		443
3.950%, 03/15/2029		327		377
3.750%, 06/15/2024		764		822
3.600%, 06/01/2027		49		54
Prologis
3.000%, 04/15/2050		115		122
Realty Income
3.250%, 01/15/2031		745		806
Regency Centers
2.950%, 09/15/2029		709		720
Sabra Health Care
3.900%, 10/15/2029		715		650
Simon Property Group
2.450%, 09/13/2029		1,020		1,008
2.000%, 09/13/2024		355		364

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 37

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit Realty
4.450%, 09/15/2026	$	40	$	42
4.000%, 07/15/2029		188		185
3.400%, 01/15/2030		393		372
STORE Capital
4.625%, 03/15/2029		416		425
4.500%, 03/15/2028		1,229		1,252
Ventas Realty
4.750%, 11/15/2030		400		449
3.850%, 04/01/2027		500		523
VEREIT Operating Partnership
3.400%, 01/15/2028		347		350
Welltower
4.500%, 01/15/2024		102		112
3.750%, 03/15/2023		500		529
				33,932
Utilities — 2.2%
AEP Texas
6.650%, 02/15/2033		500		679
2.100%, 07/01/2030		166		166
Alabama Power
3.700%, 12/01/2047		1,600		1,825
3.450%, 10/01/2049		652		712
Ameren
3.500%, 01/15/2031		155		174
Arizona Public Service
3.150%, 05/15/2025		825		906
Berkshire Hathaway Energy
3.750%, 11/15/2023		156		171
Black Hills
3.875%, 10/15/2049		293		313
3.050%, 10/15/2029		1,056		1,117
Boston Gas
4.487%, 02/15/2042 (C)		35		43
Carolina Power & Light
2.800%, 05/15/2022		25		26
CenterPoint Energy
3.600%, 11/01/2021		595		618
2.950%, 03/01/2030		309		328
2.900%, 07/01/2050		225		234
2.500%, 09/01/2022		66		68
2.500%, 09/01/2024		711		751
CenterPoint Energy Resources
4.100%, 09/01/2047		319		363
Cleco Power
6.000%, 12/01/2040		700		882
Comision Federal de Electricidad
4.750%, 02/23/2027 (C)		240		252
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,926
4.450%, 03/15/2044		1,120		1,360

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.950%, 04/01/2050	$	130	$	156
3.350%, 04/01/2030		180		204
Dominion Energy
3.300%, 03/15/2025		1,610		1,756
3.071%, 08/15/2024		980		1,054
2.000%, 08/15/2021		458		465
Dominion Resources
2.850%, 08/15/2026		422		453
DTE Electric
2.950%, 03/01/2050		722		749
DTE Energy
3.800%, 03/15/2027		657		724
2.950%, 03/01/2030		437		455
2.529%, 10/01/2024		1,413		1,479
Duke Energy
3.550%, 09/15/2021		76		78
3.150%, 08/15/2027		280		310
2.650%, 09/01/2026		425		461
2.450%, 06/01/2030		536		565
2.400%, 08/15/2022		340		353
1.800%, 09/01/2021		866		878
Duke Energy Carolinas
4.250%, 12/15/2041		628		774
4.000%, 09/30/2042		1,000		1,204
Duke Energy Florida
3.850%, 11/15/2042		380		443
3.200%, 01/15/2027		1,080		1,206
Duke Energy Indiana
4.200%, 03/15/2042		30		35
3.750%, 07/15/2020		52		52
2.750%, 04/01/2050		280		282
Duke Energy Ohio
2.125%, 06/01/2030		498		518
Duke Energy Progress
4.100%, 05/15/2042		425		512
Enel Finance International
4.625%, 09/14/2025 (C)		1,310		1,492
Evergy
2.900%, 09/15/2029		432		461
2.450%, 09/15/2024		609		643
Evergy Kansas Central
3.450%, 04/15/2050		884		980
Evergy Metro
5.300%, 10/01/2041		100		133
2.250%, 06/01/2030		666		696
Eversource Energy
2.900%, 10/01/2024		1,610		1,727
Exelon
5.625%, 06/15/2035		760		999
4.700%, 04/15/2050		740		942
3.950%, 06/15/2025		375		421

38 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
FirstEnergy
4.250%, 03/15/2023	$	1,168	$	1,263
3.900%, 07/15/2027		1,550		1,753
2.850%, 07/15/2022		143		148
1.600%, 01/15/2026		451		455
FirstEnergy, Ser C
7.375%, 11/15/2031		3,685		5,382
FirstEnergy Transmission
5.450%, 07/15/2044 (C)		35		45
Indiana Michigan Power
4.550%, 03/15/2046		325		412
Interstate Power & Light
3.500%, 09/30/2049		250		271
ITC Holdings
4.050%, 07/01/2023		1,152		1,233
3.650%, 06/15/2024		633		689
2.700%, 11/15/2022		656		684
Jersey Central Power & Light
4.700%, 04/01/2024 (C)		700		785
KCP&L Greater Missouri Operations
8.270%, 11/15/2021		2,700		2,945
KeySpan Gas East
2.742%, 08/15/2026 (C)		1,025		1,096
Metropolitan Edison
4.300%, 01/15/2029 (C)		515		602
3.500%, 03/15/2023 (C)		2,775		2,929
MidAmerican Energy
4.800%, 09/15/2043		830		1,101
3.650%, 08/01/2048		346		410
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (C)		162		185
Mississippi Power
4.250%, 03/15/2042		481		565
3.950%, 03/30/2028		802		911
NextEra Energy Capital Holdings
2.750%, 05/01/2025		1,071		1,159
2.250%, 06/01/2030		1,041		1,072
NiSource
5.800%, 02/01/2042		149		199
2.650%, 11/17/2022		600		627
Oncor Electric Delivery
4.550%, 12/01/2041		690		878
3.700%, 11/15/2028		499		585
2.750%, 05/15/2030 (C)		1,065		1,162
Pacific Gas and Electric
3.500%, 08/01/2050		394		381
3.300%, 08/01/2040		310		302
2.500%, 02/01/2031		3,253		3,183
2.100%, 08/01/2027		2,469		2,443
1.750%, 06/16/2022		2,555		2,559
PECO Energy
4.150%, 10/01/2044		1,140		1,404

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 06/15/2050	$	286	$	295
Pennsylvania Electric
3.250%, 03/15/2028 (C)		276		300
Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (C)		500		621
PPL Capital Funding
5.000%, 03/15/2044		436		515
4.125%, 04/15/2030		848		965
3.400%, 06/01/2023		94		100
3.100%, 05/15/2026 (D)		792		857
Progress Energy
3.150%, 04/01/2022		280		290
Public Service Electric & Gas MTN
3.700%, 05/01/2028		1,545		1,785
Public Service Electric and Gas MTN
2.700%, 05/01/2050		725		751
Public Service of New Hampshire
3.500%, 11/01/2023		515		559
Sempra Energy
2.900%, 02/01/2023 (D)		480		501
Southern California Edison
4.650%, 10/01/2043		156		191
4.125%, 03/01/2048		958		1,114
4.050%, 03/15/2042		5		6
3.700%, 08/01/2025		99		109
2.850%, 08/01/2029 (D)		332		351
Southern California Gas
2.600%, 06/15/2026		187		202
2.550%, 02/01/2030		1,411		1,519
Southern Gas Capital
4.400%, 05/30/2047		500		594
Southwestern Public Service
3.750%, 06/15/2049		955		1,092
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (C)		229		257
Virginia Electric & Power
4.650%, 08/15/2043		585		745
2.950%, 01/15/2022		330		339
Vistra Operations
4.300%, 07/15/2029 (C)		1,590		1,672
3.550%, 07/15/2024 (C)		1,045		1,079
				93,201
Total Corporate Obligations (Cost $1,421,687) ($ Thousands)				1,538,386
U.S. TREASURY OBLIGATIONS — 18.2%
U.S. Treasury Bills (A)
1.536%, 07/16/2020		7,700		7,700
1.522%, 07/09/2020		6,275		6,275
0.225%, 09/10/2020		2,673		2,672

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 39

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.180%, 12/10/2020	$	7,965	$	7,959
0.166%, 10/08/2020		2,010		2,009
0.161%, 11/27/2020		4,225		4,222
0.161%, 01/28/2021		9,795		9,785
0.155%, 10/22/2020		6,330		6,327
0.151%, 10/15/2020		69,800		69,768
0.141%, 10/27/2020		3,245		3,244
0.140%, 10/20/2020		78,215		78,179
0.140%, 11/12/2020		50,000		49,971
0.135%, 08/18/2020		7,630		7,629
U.S. Treasury Bonds
3.750%, 11/15/2043		955		1,421
3.125%, 08/15/2044		43		59
2.875%, 05/15/2043		12,893		16,843
2.750%, 11/15/2042		29,813		38,184
2.500%, 02/15/2045		6,880		8,486
2.000%, 02/15/2050		47,360		54,238
1.250%, 05/15/2050		63,017		60,548
1.125%, 05/15/2040		13,513		13,387
U.S. Treasury Inflation Protected Securities
1.375%, 02/15/2044		3,377		4,604
1.000%, 02/15/2046		2,413		3,121
1.000%, 02/15/2048		4,263		5,630
1.000%, 02/15/2049		13,983		18,289
0.750%, 02/15/2042		2,462		2,946
0.250%, 07/15/2029		14,827		16,220
0.250%, 02/15/2050		23,598		26,470
0.125%, 04/15/2025		11,261		11,797
U.S. Treasury Notes
3.125%, 05/15/2021		4,551		4,667
2.625%, 03/31/2025		1,481		1,645
2.500%, 02/28/2026		3,324		3,721
2.375%, 03/15/2022		3,724		3,863
2.250%, 04/30/2021		4,878		4,962
2.125%, 05/15/2022		618		641
1.375%, 01/31/2021		16,359		16,472
1.375%, 05/31/2021		18,578		18,781
0.625%, 05/15/2030		24,382		24,314
0.500%, 05/31/2027		18,479		18,498
0.500%, 06/30/2027		35,762		35,791
0.375%, 04/30/2025		13,205		13,265
0.250%, 06/15/2023		10,607		10,629
0.250%, 05/31/2025		30,585		30,548
0.250%, 06/30/2025		37,303		37,230
0.125%, 05/31/2022		3,212		3,210
0.125%, 06/30/2022		7,243		7,239
U.S. Treasury STRIPS
2.313%, 05/15/2049 (A)		5,380		3,516
Total U.S. Treasury Obligations
(Cost $762,978) ($ Thousands)				776,975

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES — 7.2%
Automotive — 1.3%
Ally Auto Receivables Trust, Ser 2018-1, Cl A3
2.350%, 06/15/2022	$	191	$	192
Ally Auto Receivables Trust, Ser 2019-3, Cl A4
1.960%, 12/16/2024		670		691
Americredit Automobile Receivables Trust, Ser 2018-1, Cl A3
3.070%, 12/19/2022		1,723		1,740
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl A2A
1.100%, 03/20/2023		620		622
Avis Budget Rental Car Funding AESOP, Ser 2017-1A, Cl A
3.070%, 09/20/2023 (C)		333		334
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (C)		665		656
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (C)		1,120		1,083
Bank of The West Auto Trust, Ser 2019-1, Cl A2
2.400%, 10/17/2022 (C)		381		384
CarMax Auto Owner Trust, Ser 2020-2, Cl A1
1.252%, 05/17/2021		1,015		1,017
Chesapeake Funding II, Ser 2017-3A, Cl B
2.570%, 08/15/2029 (C)		205		206
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (C)		905		919
Drive Auto Receivables Trust, Ser 2019-3, Cl A3
2.490%, 06/15/2023		995		1,003
Drive Auto Receivables Trust, Ser 2020-1, Cl A2
1.990%, 12/15/2022		615		618
Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.850%, 07/17/2023		500		500
Enterprise Fleet Financing, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (C)		492		500
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl A
2.180%, 01/17/2023 (C)		501		503
Exeter Automobile Receivables Trust, Ser 2020-2A, Cl A
1.130%, 08/15/2023 (C)		2,140		2,143
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (C)		1,999		2,057
Ford Credit Auto Owner Trust, Ser 2017-B, Cl A4
1.870%, 09/15/2022		225		227

40 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2017-C, Cl A3
2.010%, 03/15/2022	$	532	$	535
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (C)		3,264		3,495
Ford Credit Auto Owner Trust, Ser 2018-2, Cl A
3.470%, 01/15/2030 (C)		1,725		1,825
Ford Credit Auto Owner Trust, Ser 2018-A, Cl A3
3.030%, 11/15/2022		196		199
Ford Credit Auto Owner Trust, Ser 2019-1, Cl A
3.520%, 07/15/2030 (C)		2,077		2,222
Ford Credit Auto Owner Trust, Ser 2019-C, Cl A2A
1.880%, 07/15/2022		185		186
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A
2.040%, 08/15/2031 (C)		3,448		3,504
Ford Credit Auto Owner Trust, Ser 2020-A, Cl A2
1.030%, 10/15/2022		340		342
Ford Credit Auto Owner Trust, Ser 2020-A, Cl A3
1.040%, 08/15/2024		1,394		1,408
Ford Credit Auto Owner Trust, Ser 2020-A, Cl A4
1.350%, 07/15/2025		391		399
Ford Credit Auto Owner Trust, Ser 2020-B, Cl A4
0.790%, 11/15/2025		1,053		1,054
Foursight Capital Automobile Receivables Trust, Ser 2018-1, Cl A3
3.240%, 09/15/2022 (C)		266		267
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl A2A
0.710%, 10/20/2022		110		110
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl A3
0.800%, 07/20/2023		681		682
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl A4
1.010%, 07/22/2024		197		198
GM Financial Consumer Automobile Receivables Trust, Ser 2020-1, Cl A2
1.830%, 01/17/2023		369		372
GM Financial Consumer Automobile Receivables Trust, Ser 2020-2, Cl A3
1.490%, 12/16/2024		613		627

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Consumer Automobile Receivables Trust, Ser 2020-2, Cl A4
1.740%, 08/18/2025	$	307	$	317
Hertz Fleet Lease Funding, Ser 2017-1, Cl A2
2.130%, 04/10/2031 (C)		122		121
Hertz Fleet Lease Funding, Ser 2019-1, Cl D
3.440%, 01/10/2033 (C)		1,580		1,406
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (C)		1,442		1,429
Honda Auto Receivables Owner Trust, Ser 2019-3, Cl A4
1.850%, 08/15/2025		545		562
Honda Auto Receivables Owner Trust, Ser 2019-4, Cl A3
1.830%, 01/18/2024		800		821
Honda Auto Receivables Owner Trust, Ser 2020-2, Cl A2
0.740%, 11/15/2022		310		311
Honda Auto Receivables Owner Trust, Ser 2020-2, Cl A3
0.820%, 07/15/2024		1,410		1,419
Honda Auto Receivables Owner Trust, Ser 2020-2, Cl A4
1.090%, 10/15/2026		482		488
Hyundai Auto Receivables Trust, Ser 2019-B, Cl A3
1.940%, 02/15/2024		170		174
Hyundai Auto Receivables Trust, Ser 2020-A, Cl A1
1.198%, 05/17/2021		732		733
Mercedes-Benz Auto Receivables Trust, Ser 2020-1, Cl A3
0.550%, 02/18/2025		1,308		1,308
Mercedes-Benz Auto Receivables Trust, Ser 2020-1, Cl A4
0.770%, 10/15/2026		344		345
Nissan Auto Receivables Owner Trust, Ser 2017-A, Cl A4
2.110%, 05/15/2023		315		318
Prestige Auto Receivables Trust, Ser 2017-1A, Cl B
2.390%, 05/16/2022 (C)		456		457
Santander Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.030%, 02/15/2024		393		400
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (C)		2,103		2,199
Tidewater Auto Receivables Trust, Ser 2020- AA, Cl A2
1.390%, 08/15/2024 (C)		580		583

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 41

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (C)	$	120	$	128
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (C)		5,519		5,602
Toyota Auto Receivables Owner Trust, Ser 2016-D, Cl A4
1.420%, 01/15/2022		94		94
Toyota Auto Receivables Owner Trust, Ser 2019-C, Cl A3
1.910%, 09/15/2023		695		710
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A2
1.920%, 07/15/2022		215		216
Toyota Auto Receivables Owner Trust, Ser 2020-A, Cl A2
1.670%, 11/15/2022		175		177
Toyota Auto Receivables Owner Trust, Ser 2020-B, Cl A3
1.360%, 08/15/2024		940		958
Volkswagen Auto Loan Enhanced Trust, Ser 2018-1, Cl A3
3.020%, 11/21/2022		205		209
Volkswagen Auto Loan Enhanced Trust, Ser 2020-1, Cl A3
0.980%, 11/20/2024		1,019		1,029
Volkswagen Auto Loan Enhanced Trust, Ser 2020-1, Cl A4
1.260%, 08/20/2026		382		389
				55,723
Credit Cards — 0.2%
Capital One Multi-Asset Execution Trust, Ser 2016-A2, Cl A2
0.815%, VAR ICE LIBOR USD 1 Month+0.630%, 02/15/2024		1,463		1,469
Capital One Multi-Asset Execution Trust, Ser 2016-A7, Cl A7
0.695%, VAR ICE LIBOR USD 1 Month+0.510%, 09/16/2024		255		256
Capital One Multi-Asset Execution Trust, Ser 2017-A4, Cl A4
1.990%, 07/17/2023		330		331
Capital One Multi-Asset Execution Trust, Ser 2017-A5, Cl A5
0.765%, VAR ICE LIBOR USD 1 Month+0.580%, 07/15/2027		190		191
Capital One Multi-Asset Execution Trust, Ser 2019-A1, Cl A1
2.840%, 12/15/2024		2,135		2,218

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Citibank Credit Card Issuance Trust, Ser 2017-A5, Cl A5
0.810%, VAR ICE LIBOR USD 1 Month+0.620%, 04/22/2026	$	760	$	765
Citibank Credit Card Issuance Trust, Ser 2018-A6, Cl A6
3.210%, 12/07/2024		515		549
Discover Card Execution Note Trust, Ser 2017-A5, Cl A5
0.785%, VAR ICE LIBOR USD 1 Month+0.600%, 12/15/2026		850		855
Discover Card Execution Note Trust, Ser 2019-A1, Cl A1
3.040%, 07/15/2024		515		536
				7,170
Mortgage Related Securities — 0.4%
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.235%, VAR ICE LIBOR USD 1 Month+1.050%, 01/25/2034		505		477
Aegis Asset-Backed Securities Trust, Ser 2005-5, Cl 2A
0.435%, VAR ICE LIBOR USD 1 Month+0.250%, 12/25/2035		450		449
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
1.040%, VAR ICE LIBOR USD 1 Month+0.855%, 08/25/2034		2,599		2,458
Bear Stearns Asset-Backed Securities Trust, Ser 2004-HE10, Cl M1
1.160%, VAR ICE LIBOR USD 1 Month+0.975%, 12/25/2034		367		352
Centex Home Equity, Ser 2006-A, Cl AV4
0.435%, VAR ICE LIBOR USD 1 Month+0.250%, 06/25/2036		591		590
Citifinancial Mortgage Securities, Ser 2004- 1, Cl AF4
5.070%, 04/25/2034		239		248
Citigroup Mortgage Loan Trust, Ser 2006- HE2, Cl A2D
0.425%, VAR ICE LIBOR USD 1 Month+0.240%, 08/25/2036		1,856		1,852
Citigroup Mortgage Loan Trust, Ser 2006- HE2, Cl M1
0.475%, VAR ICE LIBOR USD 1 Month+0.290%, 08/25/2036		4,960		4,827
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.465%, VAR ICE LIBOR USD 1 Month+0.280%, 05/25/2037		5,500		4,295

42 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
0.860%, VAR ICE LIBOR USD 1 Month+0.675%, 12/25/2034	$	440	$	417
New Century Home Equity Loan Trust, Ser 2003-A, Cl A
0.905%, VAR ICE LIBOR USD 1 Month+0.720%, 10/25/2033 (C)		107		102
Option One Mortgage Loan Trust, Ser 2005- 4, Cl M1
0.845%, VAR ICE LIBOR USD 1 Month+0.660%, 11/25/2035		318		317
Option One Mortgage Loan Trust, Ser 2006- 1, Cl 1A1
0.405%, VAR ICE LIBOR USD 1 Month+0.220%, 01/25/2036		1,151		1,137
Structured Asset Securities Mortgage Pass- Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		15		14
				17,535
Mortgage-Backed Securities — 0.2%
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		692
CAMB Commercial Mortgage Trust, Ser LIFE, Cl C
1.635%, VAR ICE LIBOR USD 1 Month+1.450%, 12/15/2037 (C)		425		416
CFK Trust, Ser MF2, Cl E
3.573%, 03/15/2039 (B)(C)		2,840		2,537
CFK Trust, Ser MF2, Cl F
3.573%, 03/15/2039 (B)(C)		2,960		2,570
CSAIL Commercial Mortgage Trust, Ser C19, Cl AS
2.971%, 03/15/2053		580		606
CSAIL Commercial Mortgage Trust, Ser C19, Cl C
3.735%, 03/15/2053 (B)		500		421
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040 (C)		1,750		1,877
				9,119
Other Asset-Backed Securities — 5.1%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.285%, VAR ICE LIBOR USD 1 Month+1.100%, 12/27/2044 (C)		1,530		1,491
American Tower Trust, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (C)		340		348

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ameriquest Mortgage Security Asset-Backed Pass-Through Certificates, Ser 2005-R10, Cl M1
0.595%, VAR ICE LIBOR USD 1 Month+0.410%, 01/25/2036	$	100	$	99
Apidos CLO XXI, Ser 2018-21A, Cl A1R
2.065%, VAR ICE LIBOR USD 3 Month+0.930%, 07/18/2027 (C)		620		612
Applebee’s Funding, Ser 2019-1A, Cl A2I
4.194%, 06/07/2049 (C)		1,870		1,657
Babson CLO, Ser 2017-IA, Cl AR
1.935%, VAR ICE LIBOR USD 3 Month+0.800%, 01/20/2028 (C)		1,111		1,094
Barings BDC Static CLO, Ser 2019-1A, Cl A1
2.239%, VAR ICE LIBOR USD 3 Month+1.020%, 04/15/2027 (C)		525		520
BMW Floorplan Master Owner Trust, Ser 2018-1, Cl A1
3.150%, 05/15/2023 (C)		250		255
Brazos Higher Education Authority, Ser 2010- 1, Cl A2
1.560%, VAR ICE LIBOR USD 3 Month+1.200%, 02/25/2035		3,050		2,989
Brazos Higher Education Authority, Ser 2011- 2, Cl A3
1.991%, VAR ICE LIBOR USD 3 Month+1.000%, 10/27/2036		2,150		2,096
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
5.002%, 11/25/2034		44		46
CIT Education Loan Trust, Ser 2007-1, Cl A
0.387%, VAR ICE LIBOR USD 3 Month+0.090%, 03/25/2042 (C)		1,170		1,085
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.218%, 03/25/2037		1,970		2,025
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.218%, 03/25/2037		1,430		1,512
CNH Equipment Trust, Ser 2020-A, Cl A3
1.160%, 06/16/2025		1,109		1,119
CNH Equipment Trust, Ser 2020-A, Cl A4
1.510%, 04/15/2027		227		231
College Avenue Student Loans, Ser 2017-A, Cl A1
1.835%, VAR ICE LIBOR USD 1 Month+1.650%, 11/26/2046 (C)		668		662
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (C)		390		424
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (C)		1,633		1,707

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 43

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Commonbond Student Loan Trust, Ser 2018- BGS, Cl A1
3.560%, 09/25/2045 (C)	$	3,150	$	3,255
Commonbond Student Loan Trust, Ser 2018- CGS, Cl A1
3.870%, 02/25/2046 (C)		1,391		1,446
Community Funding CLO, Ser 2015-1A, Cl A
5.750%, 11/01/2027 (C)		1,487		1,583
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.685%, VAR ICE LIBOR USD 1 Month+0.500%, 10/25/2034		442		425
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.725%, VAR ICE LIBOR USD 1 Month+0.540%, 12/25/2034		303		284
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
0.985%, VAR ICE LIBOR USD 1 Month+0.800%, 10/25/2047		1,795		1,670
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.325%, VAR ICE LIBOR USD 1 Month+0.140%, 07/15/2036		387		347
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,323		1,217
CSMC Trust, Ser 2017-RPL1, Cl M2
3.069%, 07/25/2057 (B)(C)		1,760		1,395
CWABS Revolving Home Equity Loan Trust, Ser 2004-K, Cl 2A
0.485%, VAR ICE LIBOR USD 1 Month+0.300%, 02/15/2034		47		47
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (C)		1,841		1,856
DRB Prime Student Loan Trust, Ser 2015-D, Cl A2
3.200%, 01/25/2040 (C)		108		109
Dryden XXVI Senior Loan Fund, Ser 2018- 26A, Cl AR
2.119%, VAR ICE LIBOR USD 3 Month+0.900%, 04/15/2029 (C)		1,150		1,129
Earnest Student Loan Program, Ser 2016-D, Cl A2
2.720%, 01/25/2041 (C)		225		228
Educational Funding of the South, Ser 2011- 1, Cl A2
1.641%, VAR ICE LIBOR USD 3 Month+0.650%, 04/25/2035		760		746
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.185%, VAR ICE LIBOR USD 1 Month+1.000%, 08/25/2034		399		403

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2005-FF8, Cl M1
0.920%, VAR ICE LIBOR USD 1 Month+0.735%, 09/25/2035	$	364	$	365
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		220
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,996
Galaxy XXIX CLO, Ser 2018-29A, Cl A
1.182%, VAR ICE LIBOR USD 3 Month+0.790%, 11/15/2026 (C)		2,006		1,972
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (C)		690		686
GoldenTree Loan Opportunities IX, Ser 2018- 9A, Cl AR2
1.951%, VAR ICE LIBOR USD 3 Month+1.110%, 10/29/2029 (C)		3,000		2,955
GSAMP Trust, Ser 2003-SEA, Cl A1
0.585%, VAR ICE LIBOR USD 1 Month+0.400%, 02/25/2033		643		626
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.435%, VAR ICE LIBOR USD 1 Month+0.250%, 05/25/2046		3,300		2,951
GSAMP Trust, Ser 2006-NC1, Cl A3
0.475%, VAR ICE LIBOR USD 1 Month+0.290%, 02/25/2036		1,390		1,369
Higher Education Funding, Ser 2014-1, Cl A
1.410%, VAR ICE LIBOR USD 3 Month+1.050%, 05/25/2034 (C)		1,702		1,686
Hilton Grand Vacations Trust, Ser 2014-AA, Cl A
1.770%, 11/25/2026 (C)		185		184
Hilton Grand Vacations Trust, Ser 2017-AA, Cl A
2.660%, 12/26/2028 (C)		612		604
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (C)		915		924
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (C)		1,768		1,825
HPEFS Equipment Trust, Ser 2020-2A, Cl A2
0.650%, 07/22/2030 (C)		2,650		2,650
HSI Asset Securitization Trust, Ser 2006- OPT3, Cl 3A3
0.365%, VAR ICE LIBOR USD 1 Month+0.180%, 02/25/2036		149		148
HSI Asset Securitization Trust, Ser 2006- OPT4, Cl 1A1
0.355%, VAR ICE LIBOR USD 1 Month+0.170%, 03/25/2036		513		512

44 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
JFIN CLO, Ser 2017-2A, Cl A1AR
2.305%, VAR ICE LIBOR USD 3 Month+1.170%, 07/20/2026 (C)	$	142	$	141
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (C)		890		987
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (C)		1,220		1,315
LCM XIII, Ser 2019-13A, Cl ARR
2.275%, VAR ICE LIBOR USD 3 Month+1.140%, 07/19/2027 (C)		1,400		1,378
LCM XXI, Ser 2018-21A, Cl AR
2.015%, VAR ICE LIBOR USD 3
Month+0.880%, 04/20/2028 (C)		1,290		1,268
Magnetite VII, Ser 2018-7A, Cl A1R2
2.019%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (C)		1,000		980
Mercedes-Benz Master Owner Trust, Ser 2019-AA, Cl A
0.535%, VAR ICE LIBOR USD 1
Month+0.350%, 05/15/2023 (C)		250		249
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,923		2,053
Mill City Mortgage Trust, Ser 2015-2, Cl A2
3.000%, 09/25/2057 (B)(C)		1,249		1,262
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
8.187%, 02/26/2029 (B)(C)		930		927
MVW, Ser 2019-2A, Cl A
2.220%, 10/20/2038 (C)		1,843		1,842
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 12/15/2045 (C)		473		479
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (C)		422		432
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (C)		467		478
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (C)		526		543
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (C)		1,816		1,912
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (C)		2,108		2,159
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (C)		1,149		1,185

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (C)	$	1,761	$	1,820
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (C)		4,709		4,838
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (C)		1,783		1,818
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2A
2.460%, 11/15/2068 (C)		965		987
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2B
1.085%, VAR ICE LIBOR USD 1 Month+0.900%, 11/15/2068 (C)		836		818
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A1
1.800%, 01/15/2069 (C)		752		754
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (C)		748		760
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A2A
2.150%, 11/15/2068 (C)		738		747
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (C)		1,396		1,401
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.695%, VAR ICE LIBOR USD 1 Month+0.510%, 06/25/2031		3,852		3,703
Navient Student Loan Trust, Ser 2014-2, Cl A
0.825%, VAR ICE LIBOR USD 1 Month+0.640%, 03/25/2083		2,366		2,265
Navient Student Loan Trust, Ser 2014-3, Cl A
0.805%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		2,509		2,395
Navient Student Loan Trust, Ser 2014-4, Cl A
0.805%, VAR ICE LIBOR USD 1 Month+0.620%, 03/25/2083		1,715		1,627
Navient Student Loan Trust, Ser 2015-1, Cl A2
0.785%, VAR ICE LIBOR USD 1 Month+0.600%, 04/25/2040		266		255
Navient Student Loan Trust, Ser 2016-1A, Cl A
0.885%, VAR ICE LIBOR USD 1 Month+0.700%, 02/25/2070 (C)		966		915
Navient Student Loan Trust, Ser 2016-2A, Cl A3
1.685%, VAR ICE LIBOR USD 1 Month+1.500%, 06/25/2065 (C)		1,270		1,264

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 45

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2016-3A, Cl A2
1.035%, VAR ICE LIBOR USD 1 Month+0.850%, 06/25/2065 (C)	$	111	$	111
Navient Student Loan Trust, Ser 2017-1A, Cl A3
1.335%, VAR ICE LIBOR USD 1 Month+1.150%, 07/26/2066 (C)		1,000		974
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.235%, VAR ICE LIBOR USD 1 Month+1.050%, 07/26/2066 (C)		2,900		2,800
Navient Student Loan Trust, Ser 2018-EA, Cl A2
4.000%, 12/15/2059 (C)		1,170		1,219
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (C)		1,416		1,465
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
1.171%, VAR ICE LIBOR USD 3 Month+0.180%, 10/27/2036		663		649
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
1.151%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2037		1,160		1,116
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
1.101%, VAR ICE LIBOR USD 3 Month+0.110%, 10/25/2033		3,987		3,774
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.406%, VAR ICE LIBOR USD 3 Month+0.100%, 03/23/2037		3,269		3,095
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
0.426%, VAR ICE LIBOR USD 3 Month+0.120%, 12/24/2035		3,203		3,064
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
0.486%, VAR ICE LIBOR USD 3 Month+0.180%, 03/22/2032		497		462
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
0.647%, VAR ICE LIBOR USD 3 Month+0.350%, 03/25/2026 (C)		51		50
Nelnet Student Loan Trust, Ser 2012-2A, Cl A
0.985%, VAR ICE LIBOR USD 1 Month+0.800%, 12/26/2033 (C)		423		418
Nelnet Student Loan Trust, Ser 2013-1A, Cl A
0.785%, VAR ICE LIBOR USD 1 Month+0.600%, 06/25/2041 (C)		–		–
Nelnet Student Loan Trust, Ser 2014-1A, Cl A
0.755%, VAR ICE LIBOR USD 1 Month+0.570%, 09/25/2041 (C)		397		381
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
1.035%, VAR ICE LIBOR USD 1 Month+0.850%, 07/27/2037 (C)		950		881

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.135%, VAR ICE LIBOR USD 1 Month+0.950%, 11/25/2048 (C)	$	2,155	$	1,958
Ocean Trails CLO IV, Ser 2017-4A, Cl AR
1.334%, VAR ICE LIBOR USD 3 Month+0.900%, 08/13/2025 (C)		110		110
Octagon Investment Partners 25, Ser 2018- 1A, Cl AR
1.935%, VAR ICE LIBOR USD 3 Month+0.800%, 10/20/2026 (C)		910		901
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (C)		971		982
Origen Manufactured Housing, Ser 2006-A, Cl A2
2.118%, 10/15/2037 (B)		1,157		1,092
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.585%, 08/25/2035 (B)(C)		1,271		1,273
RAMP Trust, Ser 2006-RZ3, Cl M1
0.535%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		6,530		6,179
Rockford Tower CLO, Ser 2019-2A, Cl A
1.707%, VAR ICE LIBOR USD 3 Month+1.330%, 08/20/2032 (C)		3,150		3,070
SBA Small Business Investment, Ser 2018- 10B, Cl 1
3.548%, 09/10/2028		1,336		1,436
SBA Small Business Investment, Ser 2019- 10A, Cl 1
3.113%, 03/10/2029		758		811
Sierra Timeshare Receivables Funding, Ser 2019-3A, Cl A
2.340%, 08/20/2036 (C)		647		645
SLC Student Loan Trust, Ser 2005-3, Cl A4
0.463%, VAR ICE LIBOR USD 3 Month+0.150%, 12/15/2039		1,240		1,125
SLC Student Loan Trust, Ser 2008-1, Cl A4A
1.913%, VAR ICE LIBOR USD 3 Month+1.600%, 12/15/2032		565		559
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
0.643%, VAR ICE LIBOR USD 3 Month+0.330%, 03/15/2024		617		608
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
0.623%, VAR ICE LIBOR USD 3 Month+0.310%, 12/15/2038		1,560		1,472
SLM Student Loan Trust, Ser 2003-1, Cl A5C
1.063%, VAR ICE LIBOR USD 3 Month+0.750%, 12/15/2032 (C)		729		673

46 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
1.513%, VAR ICE LIBOR USD 3 Month+1.200%, 12/15/2033 (C)	$	2,382	$	2,299
SLM Student Loan Trust, Ser 2005-4, Cl A4
1.161%, VAR ICE LIBOR USD 3 Month+0.170%, 07/25/2040		3,000		2,760
SLM Student Loan Trust, Ser 2006-10, Cl A6
1.141%, VAR ICE LIBOR USD 3 Month+0.150%, 03/25/2044		1,220		1,138
SLM Student Loan Trust, Ser 2006-2, Cl A6
1.161%, VAR ICE LIBOR USD 3 Month+0.170%, 01/25/2041		449		414
SLM Student Loan Trust, Ser 2006-8, Cl A6
1.151%, VAR ICE LIBOR USD 3 Month+0.160%, 01/25/2041		2,440		2,267
SLM Student Loan Trust, Ser 2007-2, Cl A4
1.051%, VAR ICE LIBOR USD 3 Month+0.060%, 07/25/2022		1,732		1,613
SLM Student Loan Trust, Ser 2007-7, Cl B
1.741%, VAR ICE LIBOR USD 3 Month+0.750%, 10/27/2070		1,050		825
SLM Student Loan Trust, Ser 2008-2, Cl A3
1.741%, VAR ICE LIBOR USD 3 Month+0.750%, 04/25/2023		864		806
SLM Student Loan Trust, Ser 2008-2, Cl B
2.191%, VAR ICE LIBOR USD 3 Month+1.200%, 01/25/2083		685		538
SLM Student Loan Trust, Ser 2008-3, Cl B
2.191%, VAR ICE LIBOR USD 3 Month+1.200%, 04/26/2083		685		554
SLM Student Loan Trust, Ser 2008-4, Cl A4
2.641%, VAR ICE LIBOR USD 3 Month+1.650%, 07/25/2022		684		669
SLM Student Loan Trust, Ser 2008-4, Cl B
2.841%, VAR ICE LIBOR USD 3 Month+1.850%, 04/25/2073		685		587
SLM Student Loan Trust, Ser 2008-5, Cl A4
2.691%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023		120		118
SLM Student Loan Trust, Ser 2008-5, Cl B
2.841%, VAR ICE LIBOR USD 3 Month+1.850%, 07/25/2073		685		620
SLM Student Loan Trust, Ser 2008-6, Cl A4
2.091%, VAR ICE LIBOR USD 3 Month+1.100%, 07/25/2023		3,406		3,240
SLM Student Loan Trust, Ser 2008-6, Cl B
2.841%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		569
SLM Student Loan Trust, Ser 2008-7, Cl B
2.841%, VAR ICE LIBOR USD 3 Month+1.850%, 07/26/2083		685		599

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-8, Cl B
3.241%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2075	$	685	$	661
SLM Student Loan Trust, Ser 2008-9, Cl A
2.491%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023		1,489		1,457
SLM Student Loan Trust, Ser 2008-9, Cl B
3.241%, VAR ICE LIBOR USD 3 Month+2.250%, 10/25/2083		685		651
SLM Student Loan Trust, Ser 2009-3, Cl A
0.935%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2045 (C)		600		565
SLM Student Loan Trust, Ser 2010-1, Cl A
0.585%, VAR ICE LIBOR USD 1 Month+0.400%, 03/25/2025		389		360
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.135%, VAR ICE LIBOR USD 1 Month+0.950%, 09/25/2028		1,937		1,836
SLM Student Loan Trust, Ser 2012-2, Cl A
0.885%, VAR ICE LIBOR USD 1 Month+0.700%, 01/25/2029		1,656		1,539
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.935%, VAR ICE LIBOR USD 1 Month+0.750%, 05/26/2026		364		336
SLM Student Loan Trust, Ser 2013-M1, Cl M1
3.500%, 10/28/2029 (C)		109		109
SMB Private Education Loan Trust, Ser 2015- A, Cl A2B
1.185%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2027 (C)		481		478
SMB Private Education Loan Trust, Ser 2015- C, Cl A2B
1.585%, VAR ICE LIBOR USD 1 Month+1.400%, 07/15/2027 (C)		236		237
SMB Private Education Loan Trust, Ser 2016- A, Cl A2A
2.700%, 05/15/2031 (C)		1,134		1,159
SMB Private Education Loan Trust, Ser 2016- A, Cl A2B
1.685%, VAR ICE LIBOR USD 1 Month+1.500%, 05/15/2031 (C)		–		–
SMB Private Education Loan Trust, Ser 2016- B, Cl A2A
2.430%, 02/17/2032 (C)		560		572
SMB Private Education Loan Trust, Ser 2016- B, Cl A2B
1.635%, VAR ICE LIBOR USD 1 Month+1.450%, 02/17/2032 (C)		1,797		1,802
SMB Private Education Loan Trust, Ser 2016- C, Cl A2B
1.285%, VAR ICE LIBOR USD 1 Month+1.100%, 09/15/2034 (C)		583		578

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 47

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2017- A, Cl A2B
1.085%, VAR ICE LIBOR USD 1 Month+0.900%, 09/15/2034 (C)	$	1,096	$	1,083
SMB Private Education Loan Trust, Ser 2018- C, Cl A2A
3.630%, 11/15/2035 (C)		675		707
SMB Private Education Loan Trust, Ser 2019- A, Cl A2A
3.440%, 07/15/2036 (C)		2,809		2,936
SMB Private Education Loan Trust, Ser 2020- PTA, Cl A2A
1.600%, 09/15/2054 (C)		4,289		4,230
SoFi Consumer Loan Program Trust, Ser 2017-4, Cl A
2.500%, 05/26/2026 (C)		835		843
SoFi Consumer Loan Program Trust, Ser 2018-2, Cl A2
3.350%, 04/26/2027 (C)		226		227
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (C)		1,161		1,174
SoFi Consumer Loan Program, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (C)		635		639
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (C)		2,383		2,418
SoFi Professional Loan Program, Ser 2016-D, Cl A1
1.135%, VAR ICE LIBOR USD 1 Month+0.950%, 01/25/2039 (C)		69		69
SoFi Professional Loan Program, Ser 2016-E, Cl A1
1.035%, VAR ICE LIBOR USD 1 Month+0.850%, 07/25/2039 (C)		125		124
SoFi Professional Loan Program, Ser 2017-A, Cl A1
0.885%, VAR ICE LIBOR USD 1 Month+0.700%, 03/26/2040 (C)		140		139
SoFi Professional Loan Program, Ser 2017-E, Cl A1
0.685%, VAR ICE LIBOR USD 1 Month+0.500%, 11/26/2040 (C)		89		88
SoFi Professional Loan Program, Ser 2018-A, Cl A2B
2.950%, 02/25/2042 (C)		526		539
SoFi Professional Loan Program, Ser 2020-A, Cl A2FX
2.540%, 05/15/2046 (C)		1,791		1,856

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
South Carolina Student Loan, Ser 2015-A, Cl A
1.685%, VAR ICE LIBOR USD 1 Month+1.500%, 01/25/2036	$	1,115	$	1,111
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
0.735%, VAR ICE LIBOR USD 1 Month+0.550%, 09/25/2034		483		444
Structured Asset Investment Loan Trust, Ser 2005-HE1, Cl M1
0.655%, VAR ICE LIBOR USD 1 Month+0.470%, 07/25/2035		337		338
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
0.395%, VAR ICE LIBOR USD 1 Month+0.210%, 02/25/2037		4,620		4,313
TCI-Flatiron CLO, Ser 2019-1A, Cl AR
2.355%, VAR ICE LIBOR USD 3 Month+1.220%, 07/17/2028 (C)		1,500		1,482
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (B)(C)		211		212
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(C)		1,605		1,653
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.785%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (C)		1,104		1,094
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (B)(C)		1,494		1,571
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (B)(C)		710		723
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		410		436
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		394		422
Verizon Owner Trust, Ser 2019-C, Cl A1A
1.940%, 04/22/2024		2,145		2,200
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		1,749		1,795
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
0.475%, VAR ICE LIBOR USD 1 Month+0.290%, 07/25/2036		6,442		5,917
				219,834
Total Asset-Backed Securities (Cost $309,322) ($ Thousands)				309,381

48 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT — 2.7%
Abu Dhabi Government International Bond
3.875%, 04/16/2050 (C)	$	1,860	$	2,196
3.125%, 09/30/2049 (C)		1,660		1,728
2.500%, 10/11/2022 (C)		1,010		1,043
2.500%, 04/16/2025 (C)		1,859		1,953
Argentine Bonos del Tesoro
18.200%, 10/03/2021	ARS	19,870		144
Argentine Republic Government International Bond
7.625%, 04/22/2046 (D)(G)	$	180		70
7.500%, 04/22/2026 (G)		470		189
7.125%, 07/06/2036 (G)		220		86
6.875%, 04/22/2021 (G)		190		79
6.875%, 01/11/2048 (G)		2,010		778
5.625%, 01/26/2022 (G)		820		338
3.750%, 5.250%, 03/31/2029,
12/31/2038 (F)(G)		1,460		569
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2021	BRL	23,399		4,423
10.000%, 01/01/2023		3,994		826
10.000%, 01/01/2027		571		123
Brazilian Government International Bond
5.625%, 01/07/2041	$	1,120		1,162
5.000%, 01/27/2045		3,400		3,264
4.625%, 01/13/2028		2,460		2,572
2.625%, 01/05/2023		200		204
China Government Bond
3.390%, 05/21/2025	CNY	2,000		293
3.310%, 11/30/2025		11,500		1,685
Colombia Government International Bond
5.625%, 02/26/2044	$	460		552
5.000%, 06/15/2045		830		940
3.125%, 04/15/2031		821		815
Egypt Government International Bond
5.577%, 02/21/2023 (C)		410		419
Export-Import Bank of India
3.375%, 08/05/2026 (C)		350		360
Indonesia Government International Bond
5.875%, 01/15/2024 (C)		840		952
5.250%, 01/08/2047 (C)		400		500
5.125%, 01/15/2045 (C)		400		490
4.450%, 04/15/2070		574		660
4.350%, 01/11/2048		460		518
3.850%, 07/18/2027 (C)		800		866
3.750%, 04/25/2022 (C)		740		768
3.700%, 10/30/2049 (D)		1,220		1,268
3.500%, 01/11/2028		400		425
Israel Government International Bond
4.500%, 04/03/2120		340		439
3.875%, 07/03/2050		260		308
2.750%, 07/03/2030		2,150		2,366

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Italy Buoni Poliennali Del Tesoro
2.300%, 10/15/2021	EUR	12,390	$	14,343
Japan Bank for International Cooperation
1.750%, 10/17/2024	$	950		993
Japan Finance Organization for Municipalities
4.000%, 01/13/2021 (D)		1,800		1,833
Kenya Government International Bond
7.250%, 02/28/2028 (C)		200		197
6.875%, 06/24/2024		200		203
Kuwait International Government Bond
3.500%, 03/20/2027 (C)		930		1,037
Mexico Government International Bond
6.050%, 01/11/2040		1,210		1,475
5.000%, 04/27/2051		449		484
4.750%, 03/08/2044		9,634		10,212
4.600%, 02/10/2048		337		350
4.500%, 04/22/2029		1,821		1,979
3.900%, 04/27/2025		836		895
3.750%, 01/11/2028		390		406
3.600%, 01/30/2025		3,300		3,499
3.250%, 04/16/2030		1,257		1,246
Nigeria Government International Bond
7.143%, 02/23/2030 (C)		240		223
6.500%, 11/28/2027 (C)		220		209
Panama Government International Bond
4.500%, 04/01/2056		540		661
Paraguay Government International Bond
5.400%, 03/30/2050 (C)		916		1,060
4.950%, 04/28/2031 (C)		575		641
Peruvian Government International Bond
5.625%, 11/18/2050		600		946
2.783%, 01/23/2031		919		980
2.392%, 01/23/2026		394		410
Province of Quebec Canada
2.625%, 02/13/2023		620		654
Provincia de Buenos Aires
9.125%, 03/16/2024 (C)(G)		230		95
7.875%, 06/15/2027 (C)(G)		250		102
6.500%, 02/15/2023 (C)(G)		300		124
Qatar Government International Bond
4.817%, 03/14/2049 (C)		1,440		1,892
4.400%, 04/16/2050 (C)		1,500		1,857
4.000%, 03/14/2029 (C)		880		1,012
3.875%, 04/23/2023		430		461
3.750%, 04/16/2030 (C)		934		1,064
3.400%, 04/16/2025 (C)		1,298		1,412
3.250%, 06/02/2026		200		217
Republic of Poland Government International Bond
5.000%, 03/23/2022		100		107
4.000%, 01/22/2024		1,227		1,360

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 49

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	315,940	$	5,110
7.700%, 03/16/2039		162,070		2,663
7.650%, 04/10/2030		63,630		1,013
7.250%, 05/10/2034		24,200		377
7.000%, 01/25/2023		34,160		507
7.000%, 08/16/2023		231,430		3,460
6.900%, 05/23/2029		374,900		5,691
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030	$	530		610
5.625%, 04/04/2042		1,800		2,441
4.875%, 09/16/2023		200		222
Saudi Government International Bond MTN
2.875%, 03/04/2023 (C)		360		375
State of Israel
3.375%, 01/15/2050		1,200		1,315
Total Sovereign Debt (Cost $114,610) ($ Thousands)				114,794
LOAN PARTICIPATIONS — 1.2%
1011778 B.C. Unlimited Liability Company (New Red Finance, Inc.) (aka Burger King/ Tim Hortons), Term B-4 Loan, 1st Lien
1.928%, VAR LIBOR+1.750%, 11/19/2026		1,469		1,390
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial Term Loan, 1st Lien
4.428%, VAR LIBOR+4.250%, 07/10/2026		982		952
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.928%, VAR LIBOR+2.750%, 07/31/2024 (H)		573		538
American Airlines, Inc., Term Loan B, 1st Lien
2.185%, 12/15/2023 (B)(H)		485		386
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.678%, VAR LIBOR+2.500%, 10/01/2026		559		537
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
1.928%, VAR LIBOR+1.750%, 03/11/2025		274		258
Aramark Services B4 Cov-LiteLien1
1.928%, 01/15/2027		135		127
Asurion, LLC (fka Asurion Corporation), Amendment No. 14 Replacement B-4 Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 08/04/2022		728		707

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Asurion, LLC (fka Asurion Corporation), New B-7 Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 11/03/2024	$	574	$	553
athenahealth, Inc., Term B Loan, 2nd Lien
5.311%, VAR LIBOR+4.500%, 02/11/2026		4		4
4.818%, VAR LIBOR+4.500%, 02/11/2026		1,723		1,666
Atlantic Aviation FBO, Term Loan B, 1st Lien
3.930%, 12/06/2025		158		148
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.190%, VAR LIBOR+3.000%, 06/02/2025		364		354
Berry Global, Inc. (fka Berry Plastics Corporation), Term W Loan, 1st Lien
2.177%, VAR LIBOR+2.000%, 10/01/2022		490		477
Boyd Gaming Corporation, Refinancing Term B Loan, 1st Lien
2.359%, VAR LIBOR+2.250%, 09/15/2023		—		—
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
2.750%, 08/15/2025		86		84
2.688%, 08/15/2025		71		68
Brookfield WEC Holdings Inc., Initial Term Loan (2020), 1st Lien
3.750%, VAR LIBOR+3.000%, 08/01/2025		9		9
Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC), Term B Loan, 1st Lien
2.928%, VAR LIBOR+2.750%, 12/23/2024		662		587
Caesars Resort, Term Loan, 1st Lien
4.687%, VAR LIBOR+4.500%, 06/19/2025 (H)		620		582
CEOC, LLC, Term B Loan, 1st Lien
2.178%, VAR LIBOR+2.000%, 10/07/2024		550		547
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 03/01/2024		1,502		1,440
Charter Communications Operating Llc Lien1
1.930%, 04/30/2025		1,199		1,154
Citadel Securities LP, 2020 Repriced Term Loan, 1st Lien
2.928%, 02/27/2026		495		481

50 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
CityCenter Holdings, LLC , Term B Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/18/2024	$	146	$	132
CSC Holdings, LLC, September 2019 Initial Term Loan, 1st Lien
2.685%, VAR LIBOR+2.500%, 04/15/2027		219		208
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.178%, VAR LIBOR+4.000%, 10/16/2026		1,170		1,128
Deerfield Dakota Holding, LLC , Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		980		951
Dell International L.L.C. (EMC Corporation), Refinancing Term B-1 Loan, 1st Lien
2.750%, 09/19/2025 (H)		837		814
Delta Air Lines, Inc., Term Loan, 1st Lien
5.510%, VAR LIBOR+4.750%, 04/29/2023		880		862
Diamond Sports Group, LLC, Term Loan, 1st Lien
3.430%, 08/24/2026		39		32
Edelman Financial Center, LLC, The (fka Flight Debt Merger Sub Inc.), Initial Term Loan, 1st Lien
3.180%, VAR LIBOR+3.250%, 07/21/2025		415		395
Elanco Animal Health Inc., Term Loan, 1st Lien
1.906%, VAR LIBOR+1.750%, 02/04/2027 (H)		1,050		999
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.684%, VAR LIBOR+2.500%, 11/18/2024		28		26
EyeCare Partners, LLC, Term Loan, 1st Lien
4.822%, VAR LIBOR+3.750%, 02/18/2027		251		226
EyeCare Partners, Term Loan, 1st Lien
0.000%, 02/18/2027 (H)		59		53
First Eagle Holdings, Term Loan
2.808%, 02/01/2027		306		295
Flutter Entertainment plc, USD Term Loan, 1st Lien
3.808%, VAR LIBOR+3.500%, 07/10/2025		26		25
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.178%, VAR LIBOR+2.000%, 07/03/2024		606		578

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.178%, 11/30/2023 (H)	$	414	$	391
Froneri International Limited, Facility B2, 1st Lien
2.428%, VAR LIBOR+2.250%, 01/29/2027		440		413
Garda World Security Corporation, Initial Term Loan, 1st Lien
4.930%, VAR LIBOR+4.750%, 10/30/2026		268		262
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.308%, VAR LIBOR+2.000%, 12/30/2026		1,010		970
GFL Environmental Inc., Effective Date Incremental Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 05/30/2025		119		116
Global Medical Response, Inc., 2018 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/28/2022		465		446
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 10/04/2023 (H)		684		540
Golden Nugget, Inc., Term Loan B, 1st Lien
4.549%, 10/04/2023 (B)		2		2
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.109%, VAR LIBOR+2.000%, 11/15/2027		1,137		1,093
HCA Inc., Tranche B-12 Term Loan, 1st Lien
1.928%, 03/13/2025		242		237
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.935%, VAR LIBOR+1.750%, 06/22/2026		1,348		1,271
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 05/01/2026		443		407
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I), 2018 Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 08/18/2022		739		729
Jane Street Group, LLC, New Dollar Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 01/31/2025		534		519

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 51

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.983%, VAR LIBOR+1.750%, 03/01/2027	$	842	$	795
McAfee, LLC, USD Term Loan B
3.934%, VAR LIBOR+3.750%, 09/30/2024		1,320		1,282
Michaels Stores, Inc., 2018 New Replacement Term B Loan, 1st Lien
3.568%, VAR LIBOR+2.500%, 01/30/2023		114		104
3.558%, VAR LIBOR+2.500%, 01/30/2023		294		268
3.500%, VAR LIBOR+2.500%, 01/30/2023		20		18
Micro Focus, MA FinanceCo
2.678%, 06/21/2024 (B)		12		11
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 06/07/2023		1,111		1,055
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.923%, VAR LIBOR+2.750%, 09/18/2026		1,485		1,409
Numericable U.S. LLC, Term Loan B, 1st Lien
4.438%, 01/31/2026 (B)		216		206
Option Care Health, Inc., Term B Loan, 1st Lien
4.678%, VAR LIBOR+4.500%, 08/06/2026		539		522
Panther BF Aggregator 2 L P, Initial Dollar Term Loan, 1st Lien
3.678%, VAR LIBOR+3.500%, 04/30/2026		677		643
Party City Holdings Inc., 2018 Replacement Term Loan, 1st Lien
4.100%, VAR LIBOR+2.500%, 08/19/2022		224		106
3.250%, VAR LIBOR+2.500%, 08/19/2022		9		4
PCI Gaming Authority, Term B Facility Loan
2.678%, 05/29/2026		465		442
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.435%, VAR LIBOR+3.250%, 03/05/2026		1,318		1,265
Prime Security Services
4.250%, 06/04/2021		338		325
4.250%, 03/04/2021		169		162
4.250%, 12/04/2020		169		162

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) , 2019 Refinancing Term B-1 Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 09/23/2026	$	370	$	355
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 11/16/2025		1,304		1,219
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.928%, VAR LIBOR+1.750%, 02/04/2027		1,211		1,165
Reynolds Group Holdings Inc., Incremental U.S. Term Loan, 1st Lien
3.739%, VAR LIBOR+2.750%, 02/05/2023		129		123
2.928%, VAR LIBOR+2.750%, 02/05/2023 (H)		156		149
RPI 2019 Intermediate Finance Trust, Term Loan B, 1st Lien
1.928%, 02/11/2027		1,117		1,086
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
3.612%, VAR LIBOR+2.750%, 08/14/2024		841		742
3.058%, VAR LIBOR+2.750%, 08/14/2024		5		5
2.928%, VAR LIBOR+2.750%, 08/14/2024		206		181
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
2.678%, VAR LIBOR+2.750%, 06/21/2024		79		73
Sotera Health Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/11/2026		1,410		1,374
Terrier Media Buyer, Inc., Term B Loan, 1st Lien
4.428%, VAR LIBOR+4.250%, 12/17/2026		688		655
TKC Holdings
4.750%, 02/01/2023		3		3
4.750%, 02/01/2023		3		3
TKC Holdings, Inc. Term Loan B
4.750%, VAR LIBOR+3.750%, 02/01/2023		1,211		1,131
T-Mobile USA, Inc., Assignment, 1st Lien
3.174%, VAR LIBOR+3.000%, 04/01/2027 (H)		840		838

52 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Trans Union LLC, 2019 Replacement Term B-5 Loan, 1st Lien
1.928%, 11/16/2026	$	416	$	398
UFC Holdings, LLC, Term B-1 Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/29/2026		862		822
Univision Communications
4.750%, 03/13/2026		80		74
Univision Communications Inc., 2017 Replacement Repriced First-Lien Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 03/15/2024		940		867
US Foods, Inc.
3.072%, 09/13/2026		330		307
US Foods, Inc. (aka U.S. Foodservice, Inc.), Initial Term Loan, 1st Lien
1.928%, 06/27/2023 (B)		330		309
VFH Parent LLC, Initial Term Loan, 1st Lien
3.188%, VAR LIBOR+3.000%, 03/01/2026		295		287
VICI Properties 1 LLC, Term B Loan, 1st Lien
1.940%, VAR LIBOR+1.750%, 12/20/2024		455		423
Virgin Media Bristol LLC, N Facility, 1st Lien
2.685%, VAR LIBOR+2.500%, 01/31/2028		1,207		1,150
Western Digital Corporation, Term Loan B-4
1.924%, VAR LIBOR+1.750%, 04/29/2023		114		111
Wynn Resorts, Term Loan, 1st Lien
1.930%, 09/20/2024		1,404		1,306
Total Loan Participations (Cost $53,740) ($ Thousands)				51,104
MUNICIPAL BONDS — 0.5%
California — 0.2%
California State, GO
7.600%, 11/01/2040		145		266
Los Angeles, Community College District, GO
6.750%, 08/01/2049		1,048		1,851
University of California, RB
3.256%, 05/15/2060		3,750		3,898
				6,015
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,075		1,548

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Massachusetts — 0.1%
Massachusetts, Ser C, GO
Callable 03/01/2030 @ 100
3.000%, 03/01/2049	$	2,025	$	2,144
Missouri — 0.0%
Missouri State, Health & Educational Facilities Authority, RB Callable 02/15/2057 @ $100
3.652%, 08/15/2057		555		686
Missouri State, Health & Educational Facilities Authority, RB Callable 11/15/2049 @ 100
3.229%, 05/15/2050		430		490
				1,176
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,136
New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		725		846
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		670
New York City, GO Callable 12/01/2020 @ 100
6.646%, 12/01/2031		900		922
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		275		385
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		1,075
New York State, Dormitory Authority, Ser A, RB Callable 07/01/2030 @ 100
4.000%, 07/01/2050		1,215		1,359
				5,257
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		659
Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		1,115

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 53

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
University of Texas System, Ser B, RB Callable 02/15/2049 @ 100
2.439%, 08/15/2049	$	295	$	291
				1,406
Total Municipal Bonds (Cost $16,490) ($ Thousands)				19,341
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2%
FNMA
0.500%, 06/17/2025		4,215		4,216
Resolution Funding Interest
1.314%, 01/15/2030 (A)		905		800
Resolution Funding Principal
1.423%, 04/15/2030 (A)		695		613
1.349%, 01/15/2030 (A)		440		389
Tennessee Valley Authority
3.875%, 02/15/2021		1,510		1,544
0.750%, 05/15/2025		1,055		1,069
Total U.S. Government Agency Obligations (Cost $8,554) ($ Thousands)				8,631
	Shares
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
0.190% **†(I)		14,896,545		14,925
Total Affiliated Partnership (Cost $14,883) ($ Thousands)				14,925
CASH EQUIVALENT — 4.8%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		204,210,609		204,211
Total Cash Equivalent (Cost $204,211) ($ Thousands)				204,211
Total Investments in Securities — 108.5% (Cost $4,482,819) ($ Thousands)			$	4,634,293
	Contracts
PURCHASED SWAPTIONS* — 0.0%
Total Purchased Swaptions(J) (Cost $251) ($ Thousands)		10,640,000	$	1

Description	Contracts			Market Value   ($ Thousands)
WRITTEN SWAPTIONS* — 0.0%
Total Written Swaptions(J) (Premiums Received $249) ($ Thousands)		(55,040,000	)	$	–
WRITTEN OPTIONS* — 0.0%
Total Written Options(K) (Premiums Received $441) ($ Thousands)		(278	)	$	(211	)

54 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

A list of the exchange traded option contracts held by the Fund at June 30, 2020, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value       (Thousands)
WRITTEN OPTIONS — 0.0%
Put Options
August 2020, U.S. Bond Future Option*		(139	)	$	(226	)		$175.00		07/18/20	$	(63	)
Call Options
August 2020, U.S. Bond Future Option*		(139	)	$	(216	)		180.00		07/18/20	$	(148	)
Total Written Options				$	(442	)					$	(211	)

A list of open OTC swaptions held by the Fund at June 30, 2020, is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 0.0%
Put Swaptions
Swaption 30 Year*	Bank of America Merill Lynch		4,090,000			$1.91		08/22/2020	$	1
Swaption 5 Year*	Bank of America Merill Lynch		910,000			1.88		07/18/2020		-
Swaption 5 Year*	Bank of America Merill Lynch		2,730,000			1.88		07/18/2020		-
Swaption 5 Year*	Bank of America Merill Lynch		2,910,000			1.92		07/18/2020		-
Total Purchased Swaptions									$	1
		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value         (Thousands)
WRITTEN SWAPTIONS — 0.0%
Put Swaptions
Swaption 30 Year*	Bank of America Merill Lynch		(20,460,000	)		$1.60		08/22/2020	$	-
Swaption 5 Year*	Bank of America Merill Lynch		(5,010,000	)		1.55		07/18/2020		-
Swaption 5 Year*	Bank of America Merill Lynch		(15,030,000	)		1.55		07/18/2020		-
Swaption 5 Year*	Bank of America Merill Lynch		(14,540,000	)		1.60		08/22/2020		-
Total Written Swaptions									$	-

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 55

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
90-Day Euro$		433			Dec-2020	$	106,633		$	107,936		$	1,303
90-Day Euro$		(722	)		Dec-2021		(178,966	)		(180,139	)		(1,173	)
90-Day Euro$		(824	)		Mar-2021		(205,355	)		(205,588	)		(233	)
Euro-BTP		297			Sep-2020		46,636			47,995			1,059
Euro-Bund		(466	)		Sep-2020		(90,511	)		(92,389	)		(657	)
Euro-Buxl		(5	)		Sep-2020		(1,204	)		(1,235	)		(24	)
Euro-OAT		70			Sep-2020		12,913			13,181			144
Long Gilt 10-Year Bond		(79	)		Oct-2020		(13,313	)		(13,435	)		(17	)
U.S. 2-Year Treasury Note		46			Oct-2020		10,150			10,158			8
U.S. 5-Year Treasury Note		1,429			Oct-2020		179,136			179,686			550
U.S. 10-Year Treasury Note		879			Sep-2020		122,005			122,332			327
U.S. Long Treasury Bond		(238	)		Sep-2020		(42,140	)		(42,498	)		(358	)
U.S. Long Treasury Bond		416			Sep-2020		74,331			74,282			(49	)
U.S. Ultra Long Treasury Bond		511			Sep-2020		110,043			111,478			1,435
U.S. Ultra Long Treasury Bond		20			Sep-2020		4,378			4,363			(15	)
Ultra 10-Year U.S. Treasury Note		(421	)		Sep-2020		(66,074	)		(66,301	)		(227	)
						$	68,662		$	69,826		$	2,073

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation       (Depreciation) (Thousands)
BNP Paribas		07/16/20 -07/17/20	CNH		1,211	USD		171	$	—
BNP Paribas		07/16/20	CNH		13,759	USD		1,937		(8	)
BNP Paribas		07/16/20	CAD		26,110	USD		19,073		(99	)
BNP Paribas		07/16/20	CNY		26,290	USD		3,700		(16	)
BNP Paribas		07/16/20	USD		25,506	EUR		22,720		20
BNP Paribas		07/16/20	USD		3,411	EUR		3,000		(40	)
BNP Paribas		07/16/20 -10/16/20	EUR		39,255	USD		43,615		(540	)
BNP Paribas		10/16/20	USD		19,076	CAD		26,110		102
Citigroup		07/16/20	USD		135	GBP		110		1
Citigroup		07/16/20	USD		2,040	GBP		1,643		(10	)
Citigroup		07/16/20	USD		2,220	AUD		3,563		233
Citigroup		07/16/20	USD		3,286	BRL		17,259		(145	)
Citigroup		07/16/20	USD		5,911	PHP		300,620		123
Citigroup		07/16/20	USD		9,739	CNY		68,783		(16	)
Citigroup		07/16/20	USD		13,099	IDR		216,529,634		1,902
Citigroup		07/16/20	EUR		600	USD		676		1
Citigroup		07/16/20	EUR		37,026	USD		40,353		(1,246	)
Citigroup		07/16/20	CNY		42,493	USD		6,001		(5	)
Goldman Sachs		07/16/20	USD		1,019	BRL		5,400		(36	)
Goldman Sachs		07/16/20	RUB		279,888	USD		3,489		(433	)
Goldman Sachs		07/16/20	PHP		300,620	USD		5,829		(205	)
Morgan Stanley		07/16/20	USD		29,719	CAD		41,896		1,045
Morgan Stanley		07/16/20	COP		5,189,635	USD		1,263		(123	)
									$	505

56 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, 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)
USD LIBOR BBA		.60%		Semi-Annual		03/23/2022		USD		45,730	$	293		$	6		$	287
0.38%		USD-LIBOR-BBA		Semi-Annual		08/31/2024		USD		34,443		154			13			141
USD LIBOR BBA		.70%		Semi-Annual		03/25/2025		USD		26,640		496			(21	)		517
1.55%		3-MONTH USD - LIBOR		Quarterly		06/30/2026		USD		79,966		(5,540	)		253			(5,793	)
1.52%		3-MONTH USD - LIBOR		Quarterly		07/31/2026		USD		35,553		(2,405	)		139			(2,544	)
1.65%		SD - LIBOR - BBA		Quarterly		11/15/2026		USD		6,001		(468	)		(21	)		(447	)
1.6%		3-MONTH USD - LIBOR		Quarterly		11/15/2026		USD		15,694		(1,175	)		5			(1,180	)
.75%		3M LIBOR		Quarterly		02/15/2027		USD		30,092		(623	)		5			(628	)
.77%		LIBOR-BBA		Semi-Annual		03/24/2027		USD		35,810		783			255			528
USD FEDL01		0.26%		Annual		05/15/2027		USD		37,002		(92	)		(124	)		32
1.85%		3-MONTH USD -LIBOR		Quarterly		11/15/2044		USD		30,216		(6,479	)		60			(6,539	)
0.9%		USD LIBOR BBA		Quarterly		03/17/2050		USD		3,996		21			4			17
.7918%		LIBOR-BBA		Quarterly		03/18/2050		USD		2,014		70			–			70
0.8101%		USD LIBOR BBA		Quarterly		03/19/2050		USD		2,029		56			–			56
											$	(14,909	)	$	574		$	(15,483	)

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment  Frequency		Termination Date		Notional Amount (Thousands)			Value   (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.IG.34		Sell		1.00%		Quarterly		06/20/2025		(122,520	)	$	1,401		$	(223	)	$	1,624
CDX.NA.IG.34		Sell		5.00%		Quarterly		06/20/2025		(17,357	)		(120	)		(966	)		846
												$	1,281		$	(1,189	)	$	2,470

Percentages are based on Net Assets of $4,273,016 ($ Thousands).

^*  Non-income producing security.

^**  The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

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

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $597,357 ($ Thousands), representing 14.0% of the Net Assets of the Fund.

(D) Certain securities or partial positions of certain securities are on loan at June 30, 2020. The total market value of securities on loan at June 30, 2020 was $14,873 ($ Thousands).

(E) Perpetual security.

(F) Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

(G) Security is in default on interest payment.

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

(I) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $14,925 ($ Thousands).

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

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

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

ARS — Argentine Peso

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Offshore Yuan

CNY — Chinese Yuan

COP — Colombian Peso

DAC — Designated Activity Company

DN— Discount Note

EUR — Euro

EURIBOR — Euro London Interbank Offered Rate

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF — Freddie Mac Multi-Family

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 57

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

IO — Interest Only

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Administration

PHP — Philippine Peso

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TA — Tax Allocation

TBA — To Be Announced

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of June 30, 2020, 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		–			1,596,545			–		1,596,545
Corporate Obligations		–			1,538,386			–		1,538,386
U.S. Treasury Obligations		–			776,975			–		776,975
Asset-Backed Securities		–			309,381			–		309,381
Sovereign Debt		–			114,794			–		114,794
Loan Participations		–			51,104			–		51,104
Municipal Bonds		–			19,341			–		19,341
U.S. Government Agency Obligations		–			8,631			–		8,631
Affiliated Partnership		–			14,925			–		14,925
Cash Equivalent		204,211			–			–		204,211
Total Investments in Securities		204,211			4,430,082			–		4,634,293
Other Financial Instruments	Level 1			Level 2			Level 3		Total
Written Options	$	(211	)	$	—		$	—	$	(211	)
Purchased Swaptions		—			1			—		1
Written Swaptions		—			—			—		—
Futures Contracts *
Unrealized Appreciation		4,826			—			—		4,826
Unrealized Depreciation		(2,753	)		—			—		(2,753	)
Forwards Contracts *
Unrealized Appreciation		—			3,427			—		3,427
Unrealized Depreciation		—			(2,922	)		—		(2,922	)
OTC Swaps
Interest Rate Swaps *
Unrealized Appreciation		—			1,648			—		1,648
Unrealized Depreciation		—			(17,131	)		—		(17,131	)
Centrally Cleared Swaps
Credit Default Swaps *
Unrealized Appreciation		—			2,470			—		2,470
Total Other Financial Instruments	$	1,862		$	(12,507	)	$	—	$	(10,645	)

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value   9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$91,034	$963,830	$(1,040,022)	$48	$35	$14,925	14,896,545	$205	$—
SEI Daily Income Trust, Government Fund, Cl F	109,509	2,285,518	(2,190,816)	—	—	204,211	204,210,609	920	—
Totals	$200,543	$3,249,348	$(3,230,838)	$48	$35	$219,136		$1,125	$—

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

58 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Core Fixed Income Fund (Continued)

As of June 30, 2020, the Core Fixed Income Fund is the seller (“providing protection”) on a total notional amount of $139.9 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives		$-		$-		$-		$1,281,260		$1,281,260
Maximum potential amount of future payments		-		-		-		139,876,500		139,876,500
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		-		-		$122,520,000		$-		$-		$122,520,000
> than 400		-		-		17,356,500		-		-		17,356,500
Total		-		-		$139,876,500		$-		$-		$139,876,500

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 59

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 79.2%
Communication Services — 10.8%
Altice France
8.125%, 02/01/2027 (A)	$	1,096	$	1,199
7.375%, 05/01/2026 (A)		3,221		3,359
Altice France Holding
10.500%, 05/15/2027 (A)		690		760
6.000%, 02/15/2028 (A)		1,448		1,367
AMC Entertainment Holdings, Inc.
10.500%, 04/15/2025 (A)		1,895		1,536
6.125%, 05/15/2027		420		130
5.750%, 06/15/2025		375		118
AMC Networks
4.750%, 08/01/2025		2,309		2,275
C&W Senior Financing Designated Activity
6.875%, 09/15/2027 (A)		500		496
CB Escrow
8.000%, 10/15/2025 (A)		1,331		1,389
CCO Holdings
5.875%, 04/01/2024 (A)		2,365		2,439
5.750%, 02/15/2026 (A)		3,120		3,227
5.500%, 05/01/2026 (A)		3,867		4,004
5.375%, 05/01/2025 (A)		155		159
5.375%, 06/01/2029 (A)		980		1,034
5.125%, 05/01/2027 (A)		823		851
5.000%, 02/01/2028 (A)		2,170		2,241
4.750%, 03/01/2030 (A)		300		307
4.500%, 08/15/2030 (A)		459		468
CenturyLink
7.500%, 04/01/2024		1,275		1,401
6.875%, 01/15/2028		395		420
5.625%, 04/01/2025		205		212
5.125%, 12/15/2026 (A)		2,625		2,619
4.000%, 02/15/2027 (A)		545		529
Cincinnati Bell
7.000%, 07/15/2024 (A)		305		311
Cinemark USA
8.750%, 05/01/2025 (A)		115		120
Clear Channel Worldwide Holdings
9.250%, 02/15/2024		5,432		5,039
5.125%, 08/15/2027 (A)		1,820		1,747
Consolidated Communications
6.500%, 10/01/2022		1,651		1,519
Digicel Group
6.750%, 03/01/2023 (A)		1,115		574
Digicel International Finance
13.000% cash/0% PIK, 12/31/2025 (A)		321		270
8.750%, 05/25/2024 (A)		826		805
DISH DBS
7.750%, 07/01/2026		1,590		1,685
7.375%, 07/01/2028 (A)		1,135		1,128
5.875%, 11/15/2024		4,071		4,051
5.000%, 03/15/2023		1,767		1,763

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DISH Network
3.375%, 08/15/2026	$	465	$	427
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,845		1,854
Embarq
7.995%, 06/01/2036		174		195
Entercom Media
6.500%, 05/01/2027 (A)		237		213
EW Scripps
5.125%, 05/15/2025 (A)		863		820
Front Range BidCo
6.125%, 03/01/2028 (A)		571		555
4.000%, 03/01/2027 (A)		1,141		1,086
Frontier Communications
11.000%, 09/15/2025 (B)		905		312
10.500%, 09/15/2022 (B)		1,035		357
8.500%, 04/15/2020 (B)		143		45
8.500%, 04/01/2026 (A)		1,765		1,668
8.000%, 04/01/2027 (A)		1,508		1,530
7.125%, 01/15/2023 (B)		770		228
6.875%, 01/15/2025 (B)		2,895		862
Gogo Intermediate Holdings
9.875%, 05/01/2024 (A)		1,531		1,301
Gray Television
7.000%, 05/15/2027 (A)		1,370		1,404
iHeartCommunications
8.375%, 05/01/2027		4,263		3,907
6.375%, 05/01/2026		94		93
5.250%, 08/15/2027 (A)		2,763		2,645
4.750%, 01/15/2028 (A)		842		777
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		3,052		1,875
8.500%, 10/15/2024 (A)(B)		1,695		1,019
8.000%, 02/15/2024 (A)(B)		160		162
5.500%, 08/01/2023 (B)		2,363		1,347
Intelsat Luxembourg
8.125%, 06/01/2023 (B)		635		35
Level 3 Financing
5.375%, 01/15/2024		1,720		1,733
5.375%, 05/01/2025		760		776
4.625%, 09/15/2027 (A)		1,419		1,430
Live Nation Entertainment
6.500%, 05/15/2027 (A)		1,096		1,129
5.625%, 03/15/2026 (A)		264		240
4.875%, 11/01/2024 (A)		3,332		2,999
4.750%, 10/15/2027 (A)		1,494		1,285
Match Group
4.125%, 08/01/2030 (A)		800		783
McClatchy
9.000%, 07/15/2026 (B)		3,470		3,401
Meredith
6.875%, 02/01/2026		2,505		2,083

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Netflix
5.875%, 11/15/2028	$	470	$	535
5.375%, 11/15/2029 (A)		205		225
4.875%, 04/15/2028		1,273		1,361
4.875%, 06/15/2030 (A)		956		1,025
Nexstar (Escrow Security)
5.625%, 07/15/2027 (A)		5,019		4,982
Nexstar Broadcasting
5.625%, 08/01/2024 (A)		50		50
Outfront Media Capital
5.000%, 08/15/2027 (A)		465		419
Radiate Holdco
6.625%, 02/15/2025 (A)		2,657		2,644
Sable International Finance
5.750%, 09/07/2027 (A)		2,076		2,113
Salem Media Group
6.750%, 06/01/2024 (A)		3,640		2,967
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		1,242		1,177
Sinclair Television Group
5.625%, 08/01/2024 (A)		100		96
5.500%, 03/01/2030 (A)		1,830		1,693
5.125%, 02/15/2027 (A)		2,871		2,613
Sirius XM Radio
5.500%, 07/01/2029 (A)		549		578
5.375%, 04/15/2025 (A)		1,060		1,089
5.375%, 07/15/2026 (A)		1,962		2,026
5.000%, 08/01/2027 (A)		746		762
4.625%, 07/15/2024 (A)		340		348
4.125%, 07/01/2030 (A)		1,210		1,197
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr+4.226%(C)		605		551
5.125%, 09/19/2027		527		523
Sprint
7.875%, 09/15/2023		2,026		2,282
7.625%, 02/15/2025		6,681		7,708
7.625%, 03/01/2026		1,490		1,759
7.125%, 06/15/2024		913		1,031
Sprint Capital
8.750%, 03/15/2032		2,473		3,540
TEGNA
4.625%, 03/15/2028 (A)		1,609		1,480
Telecom Italia
5.303%, 05/30/2024 (A)		200		209
Telecom Italia Capital
6.375%, 11/15/2033		300		338
6.000%, 09/30/2034		850		924
Telesat Canada
6.500%, 10/15/2027 (A)		4,941		4,844
4.875%, 06/01/2027 (A)		1,120		1,097

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
6.500%, 01/15/2026	$	1,370	$	1,432
6.375%, 03/01/2025		2,445		2,512
4.750%, 02/01/2028		2,919		3,084
4.375%, 04/15/2040 (A)		53		61
3.875%, 04/15/2030 (A)		318		354
3.500%, 04/15/2025 (A)		96		104
Townsquare Media
6.500%, 04/01/2023 (A)		2,223		1,912
Trilogy International Partners
8.875%, 05/01/2022 (A)		150		133
United States Cellular
6.700%, 12/15/2033		1,289		1,498
Videotron
5.375%, 06/15/2024 (A)		660		703
5.125%, 04/15/2027 (A)		240		249
Windstream Services
9.000%, 06/30/2025 (A)(B)		2,026		101
8.625%, 10/31/2025 (A)(B)		100		60
				158,517
Consumer Discretionary — 17.0%
1011778 BC ULC
4.375%, 01/15/2028 (A)		1,570		1,539
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		915		901
Adelphia Communications (Escrow Security)
10.250%, 06/15/2011 (B)(D)		150		1
9.500%, 02/15/2004 (B)(D)		25		–
7.875%, 01/15/2009 (B)(D)		225		–
Adient Global Holdings
4.875%, 08/15/2026 (A)		830		680
Adient US
9.000%, 04/15/2025 (A)		486		524
7.000%, 05/15/2026 (A)		355		367
Allied Universal Holdco
6.625%, 07/15/2026 (A)		856		899
Altice Financing
7.500%, 05/15/2026 (A)		3,347		3,506
5.000%, 01/15/2028 (A)		2,803		2,784
American Axle & Manufacturing
6.875%, 07/01/2028		1,008		998
6.500%, 04/01/2027		924		897
6.250%, 04/01/2025		535		526
6.250%, 03/15/2026		600		577
American Greetings
8.750%, 04/15/2025 (A)		2,600		2,210
Aramark Services
5.000%, 02/01/2028 (A)		630		598
Arrow Bidco
9.500%, 03/15/2024 (A)		847		661

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Asbury Automotive Group
4.500%, 03/01/2028 (A)	$	556	$	539
Ashtead Capital
4.250%, 11/01/2029 (A)		708		708
4.125%, 08/15/2025 (A)		375		383
4.000%, 05/01/2028 (A)		385		383
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,046		2,993
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(D)(E)		2,750		–
Boyd Gaming
8.625%, 06/01/2025 (A)		1,075		1,123
6.375%, 04/01/2026		1,078		1,024
6.000%, 08/15/2026		300		280
4.750%, 12/01/2027 (A)		360		310
Boyne USA
7.250%, 05/01/2025 (A)		230		241
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		595
Burlington Coat Factory Warehouse
6.250%, 04/15/2025 (A)		540		564
Cablevision Systems
5.875%, 09/15/2022		92		96
Caesars Resort Collection
5.250%, 10/15/2025 (A)		1,640		1,427
Capitol Investment Merger Sub 2
10.000%, 08/01/2024 (A)		3,325		3,318
Carnival
11.500%, 04/01/2023 (A)		4,418		4,794
CBS Radio
7.250%, 11/01/2024 (A)		3,015		2,623
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		567		590
Cedar Fair
5.500%, 05/01/2025 (A)		180		181
5.375%, 06/01/2024		1,638		1,551
5.250%, 07/15/2029 (A)		65		59
Cengage Learning
9.500%, 06/15/2024 (A)		3,270		2,289
Century Communities
6.750%, 06/01/2027		444		446
5.875%, 07/15/2025		1,061		1,056
Cinemark USA
5.125%, 12/15/2022		542		478
Cirsa Finance International Sarl
7.875%, 12/20/2023 (A)		1,291		1,184
Claire’s Stores
9.000%, 03/15/2019 (B)		815		–
Clarios Global
6.750%, 05/15/2025 (A)		1,378		1,433
Colt Merger Sub
8.125%, 07/01/2027 (A)		2,024		1,956

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 07/01/2025 (A)	$	2,119	$	2,106
5.750%, 07/01/2025 (A)		142		143
Constellation
8.500%, 09/15/2025 (A)		485		388
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		320		339
5.625%, 11/15/2026 (A)		885		566
CSC Holdings
10.875%, 10/15/2025 (A)		1,647		1,771
7.500%, 04/01/2028 (A)		1,300		1,419
6.750%, 11/15/2021		1,615		1,695
6.625%, 10/15/2025 (A)		420		436
6.500%, 02/01/2029 (A)		2,500		2,734
5.750%, 01/15/2030 (A)		2,655		2,765
5.500%, 05/15/2026 (A)		1,660		1,704
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		3,224		2,978
Dana
5.625%, 06/15/2028		324		322
5.375%, 11/15/2027		2,060		2,056
Dana Financing Luxembourg Sarl
6.500%, 06/01/2026 (A)		730		756
Delphi Technologies
5.000%, 10/01/2025 (A)		2,638		2,833
Diamond Resorts International
10.750%, 09/01/2024 (A)		1,965		1,769
Diamond Sports Group
6.625%, 08/15/2027 (A)		3,055		1,627
5.375%, 08/15/2026 (A)		5,017		3,631
Dolya Holdco 18 DAC
5.000%, 07/15/2028 (A)		470		464
eG Global Finance
8.500%, 10/30/2025 (A)		890		912
6.750%, 02/07/2025 (A)		3,520		3,436
Enterprise Development Authority
12.000%, 07/15/2024 (A)		1,448		1,455
ESH Hospitality
5.250%, 05/01/2025 (A)		310		298
4.625%, 10/01/2027 (A)		2,400		2,247
Expedia Group
7.000%, 05/01/2025 (A)		461		479
6.250%, 05/01/2025 (A)		674		718
Ferrellgas
10.000%, 04/15/2025 (A)		338		364
Fontainebleau Las Vegas Holdings
0.000%, 06/15/2015 (A)(B)		3,108		–
Ford Motor
9.625%, 04/22/2030		384		455
9.000%, 04/22/2025		3,552		3,844
8.500%, 04/21/2023		3,275		3,463
Ford Motor Credit
5.596%, 01/07/2022		516		520

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.584%, 03/18/2024	$	65	$	66
5.125%, 06/16/2025		130		130
4.687%, 06/09/2025		655		640
4.542%, 08/01/2026		230		218
4.271%, 01/09/2027		310		289
4.140%, 02/15/2023		240		235
4.063%, 11/01/2024		234		223
3.813%, 10/12/2021		1,125		1,114
3.810%, 01/09/2024		123		118
3.470%, 04/05/2021		915		903
3.350%, 11/01/2022		160		153
3.096%, 05/04/2023		271		257
3.087%, 01/09/2023		34		32
2.979%, 08/03/2022		670		642
2.191%, VAR ICE LIBOR USD 3 Month+0.880%, 10/12/2021		575		546
Ford Motor Credit MTN
4.389%, 01/08/2026		740		705
Gap
8.875%, 05/15/2027 (A)		283		303
8.625%, 05/15/2025 (A)		1,733		1,835
8.375%, 05/15/2023 (A)		1,037		1,129
GCI
6.875%, 04/15/2025		195		201
6.625%, 06/15/2024 (A)		165		173
GEMS MENASA Cayman
7.125%, 07/31/2026 (A)		1,438		1,366
General Motors
6.800%, 10/01/2027		1,283		1,495
6.125%, 10/01/2025		449		505
Getty Images
9.750%, 03/01/2027 (A)		1,885		1,776
Golden Nugget
8.750%, 10/01/2025 (A)		2,591		1,464
6.750%, 10/15/2024 (A)		984		707
GrubHub Holdings
5.500%, 07/01/2027 (A)		1,020		1,044
Guitar Center
13.000% cash/0% PIK, 04/15/2022 (A)		7,050		2,819
10.000%, 05/15/2022 (A)(D)(F)		109		109
Guitar Center Escrow Issuer
9.500%, 10/15/2021 (A)		1,230		907
Hanesbrands
4.625%, 05/15/2024 (A)		1,431		1,424
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		111		112
5.375%, 05/01/2025 (A)		74		74
5.125%, 05/01/2026		767		764
Hilton Worldwide Finance
4.625%, 04/01/2025		190		186
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		2,640		2,548

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hyatt Hotels
5.750%, 04/23/2030	$	85	$	93
5.375%, 04/23/2025		653		692
iHeartCommunications
8.375%, 05/01/2027		140		128
6.375%, 05/01/2026		75		74
IHO Verwaltungs GmbH
6.375% cash/0% PIK, 05/15/2029 (A)		930		945
6.000% cash/0% PIK, 05/15/2027 (A)		830		843
Inn of the Mountain Gods Resort & Casino
9.250% cash/0% PIK, 11/30/2020 (D)		2,294		1,927
International Game Technology
6.250%, 02/15/2022 (A)		811		819
6.250%, 01/15/2027 (A)		3,400		3,485
5.250%, 01/15/2029 (A)		250		244
IRB Holding
7.000%, 06/15/2025 (A)		2,189		2,256
6.750%, 02/15/2026 (A)		4,945		4,723
JC Penney
6.375%, 10/15/2036 (B)		3,585		18
Kohl’s
9.500%, 05/15/2025		848		968
L Brands
9.375%, 07/01/2025 (A)		78		78
7.500%, 06/15/2029		1,339		1,168
6.875%, 07/01/2025 (A)		252		260
6.875%, 11/01/2035		37		31
6.750%, 07/01/2036		1,225		1,005
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		3,319		3,385
Liberty Interactive
8.250%, 02/01/2030		4,922		4,789
Lions Gate Capital Holdings
6.375%, 02/01/2024 (A)		2,045		1,994
Lithia Motors
4.625%, 12/15/2027 (A)		2,080		2,059
Macy’s
8.375%, 06/15/2025 (A)		1,941		1,932
Macy’s Retail Holdings
3.875%, 01/15/2022		838		740
Marriott International
5.750%, 05/01/2025		105		114
4.625%, 06/15/2030		128		133
Marriott Ownership Resorts
6.500%, 09/15/2026		555		559
6.125%, 09/15/2025 (A)		234		239
Mattamy Group
4.625%, 03/01/2030 (A)		1,888		1,812
Mattel
6.750%, 12/31/2025 (A)		1,217		1,263
5.875%, 12/15/2027 (A)		190		196

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
McGraw-Hill Global Education Holdings
7.875%, 05/15/2024 (A)	$	1,770	$	1,177
Melco Resorts Finance
5.250%, 04/26/2026		826		832
Men’s Wearhouse
7.000%, 07/01/2022		819		123
MGM Resorts International
6.750%, 05/01/2025		1,380		1,366
6.000%, 03/15/2023		1,535		1,550
5.750%, 06/15/2025		857		847
5.500%, 04/15/2027		401		386
Midcontinent Communications
5.375%, 08/15/2027 (A)		582		591
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)(D)		175		–
Monitronics International Inc
9.125%, 04/01/2020 (B)(D)		5,936		–
National CineMedia
5.875%, 04/15/2028 (A)		150		123
NCL
12.250%, 05/15/2024 (A)		725		758
Neiman Marcus Group
14.000%, 04/25/2024 (A)(B)		720		201
8.750%cash/0% PIK, 10/15/2021 (A)(B)		762		433
8.750%, 10/25/2024 (A)(B)		1,116		45
8.000%, 10/15/2021 (A)(B)		820		466
8.000%, 10/25/2024 (A)(B)		1,632		65
Newell Brands
5.875%, 04/01/2036		90		96
4.875%, 06/01/2025		463		485
4.700%, 04/01/2026		2,195		2,303
Nordstrom
8.750%, 05/15/2025 (A)		125		135
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		3,079		3,094
6.250%, 05/15/2026 (A)		1,444		1,489
Penn National Gaming
5.625%, 01/15/2027 (A)		736		687
PetSmart
8.875%, 06/01/2025 (A)		545		546
7.125%, 03/15/2023 (A)		1,795		1,770
5.875%, 06/01/2025 (A)		1,104		1,106
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		1,141		1,077
QVC
4.750%, 02/15/2027		570		551
4.450%, 02/15/2025		889		871
Radiate Holdco
6.875%, 02/15/2023 (A)		812		822
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		458		478
10.875%, 06/01/2023 (A)		1,789		1,838

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
9.125%, 06/15/2023 (A)	$	56	$	56
5.250%, 11/15/2022		1,512		1,176
Scientific Games International
8.625%, 07/01/2025 (A)		1,270		1,187
8.250%, 03/15/2026 (A)		1,375		1,233
7.000%, 05/15/2028 (A)		846		677
5.000%, 10/15/2025 (A)		1,647		1,521
Service International
7.500%, 04/01/2027		640		726
4.625%, 12/15/2027		415		433
Shea Homes
4.750%, 02/15/2028 (A)		711		675
Silversea Cruise Finance
7.250%, 02/01/2025 (A)		1,493		1,407
Six Flags Entertainment
5.500%, 04/15/2027 (A)		339		303
4.875%, 07/31/2024 (A)		2,753		2,464
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		668		691
Sotheby’s
7.375%, 10/15/2027 (A)		1,416		1,338
Speedway Motorsports
4.875%, 11/01/2027 (A)		846		770
SRS Distribution
8.250%, 07/01/2026 (A)		1,350		1,370
Staples
10.750%, 04/15/2027 (A)		1,355		796
7.500%, 04/15/2026 (A)		1,675		1,316
Stars Group Holdings BV
7.000%, 07/15/2026 (A)		175		184
Station Casinos
5.000%, 10/01/2025 (A)		736		648
4.500%, 02/15/2028 (A)		3,554		3,008
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		3,955		3,856
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		800		834
Tempur Sealy International
5.500%, 06/15/2026		455		460
Tenneco
5.375%, 12/15/2024		170		115
5.000%, 07/15/2026		1,305		861
Terrier Media Buyer
8.875%, 12/15/2027 (A)		5,168		4,955
Toll Brothers Finance
3.800%, 11/01/2029		710		714
Twin River Worldwide Holdings
6.750%, 06/01/2027 (A)		1,240		1,178
Univision Communications
9.500%, 05/01/2025 (A)		1,580		1,675
Urban One
7.375%, 04/15/2022 (A)		5,652		5,030

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virgin Media Finance
5.000%, 07/15/2030 (A)	$	493	$	482
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,245
4.500%, 08/15/2030 (A)		480		481
Vista Outdoor
5.875%, 10/01/2023		995		973
William Carter
5.625%, 03/15/2027 (A)		225		232
Winnebago Industries
6.250%, 07/15/2028 (A)		858		877
Wolverine World Wide
6.375%, 05/15/2025 (A)		552		578
5.000%, 09/01/2026 (A)		2,143		2,063
WW International
8.625%, 12/01/2025 (A)		3,122		3,216
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,380		1,263
5.250%, 05/15/2027 (A)		665		575
4.250%, 05/30/2023 (A)		150		141
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		550		554
5.125%, 10/01/2029 (A)		250		223
Yum! Brands
7.750%, 04/01/2025 (A)		110		119
6.875%, 11/15/2037		1,065		1,145
5.350%, 11/01/2043		130		125
Ziggo BV
5.500%, 01/15/2027 (A)		1,485		1,504
				250,933
Consumer Staples — 3.8%
Albertsons
7.500%, 03/15/2026 (A)		1,105		1,193
5.875%, 02/15/2028 (A)		408		421
5.750%, 03/15/2025		1,207		1,234
4.875%, 02/15/2030 (A)		185		189
4.625%, 01/15/2027 (A)		1,977		1,977
3.500%, 02/15/2023 (A)		130		132
B&G Foods
5.250%, 04/01/2025		643		648
Central Garden & Pet
6.125%, 11/15/2023		495		505
5.125%, 02/01/2028		265		274
Chobani
7.500%, 04/15/2025 (A)		2,532		2,443
Clearwater Seafoods
6.875%, 05/01/2025 (A)		1,746		1,728
Cott Holdings
5.500%, 04/01/2025 (A)		1,702		1,711
Coty
6.500%, 04/15/2026 (A)		245		208

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dole Food
7.250%, 06/15/2025 (A)	$	1,607	$	1,539
Edgewell Personal Care
5.500%, 06/01/2028 (A)		776		797
Energizer Holdings
7.750%, 01/15/2027 (A)		1,196		1,275
5.500%, 06/15/2025 (A)		480		495
4.750%, 06/15/2028 (A)		419		411
Herbalife Nutrition
7.875%, 09/01/2025 (A)		1,780		1,838
High Ridge Brands
8.875%, 03/15/2025 (A)(B)		445		9
JBS Investments II GmbH
7.000%, 01/15/2026 (A)		1,325		1,391
JBS USA
5.875%, 07/15/2024 (A)		344		349
5.750%, 06/15/2025 (A)		70		71
JBS USA LUX
5.500%, 01/15/2030 (A)		1,215		1,245
Kraft Heinz Foods
5.000%, 07/15/2035		3,632		3,996
4.250%, 03/01/2031 (A)		690		732
3.875%, 05/15/2027 (A)		2,165		2,262
3.000%, 06/01/2026		2,080		2,096
Kronos Acquisition Holdings
9.000%, 08/15/2023 (A)		610		581
Lamb Weston Holdings
4.875%, 11/01/2026 (A)		517		535
4.875%, 05/15/2028 (A)		135		143
4.625%, 11/01/2024 (A)		1,215		1,261
New Albertsons
8.700%, 05/01/2030		955		1,113
Performance Food Group
6.875%, 05/01/2025 (A)		50		52
5.500%, 10/15/2027 (A)		355		343
Pilgrim’s Pride
5.875%, 09/30/2027 (A)		1,108		1,108
Post Holdings
5.750%, 03/01/2027 (A)		995		1,027
5.625%, 01/15/2028 (A)		955		988
5.500%, 12/15/2029 (A)		621		642
5.000%, 08/15/2026 (A)		905		908
4.625%, 04/15/2030 (A)		153		150
Rite Aid
7.700%, 02/15/2027		670		567
7.500%, 07/01/2025 (A)		315		315
6.125%, 04/01/2023 (A)		2,450		2,383
Sigma Holdco BV
7.875%, 05/15/2026 (A)		3,200		3,184
Simmons Foods
5.750%, 11/01/2024 (A)		2,389		2,270

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spectrum Brands
5.750%, 07/15/2025	$	890	$	913
5.500%, 07/15/2030 (A)		834		835
5.000%, 10/01/2029 (A)		100		99
US Foods
6.250%, 04/15/2025 (A)		567		577
5.875%, 06/15/2024 (A)		991		941
Vector Group
10.500%, 11/01/2026 (A)		3,220		3,233
6.125%, 02/01/2025 (A)		605		581
				55,918
Energy — 8.7%
Antero Midstream Partners
5.750%, 03/01/2027 (A)		767		606
5.750%, 01/15/2028 (A)		155		122
5.375%, 09/15/2024		280		239
Antero Resources
5.625%, 06/01/2023		420		269
5.125%, 12/01/2022		380		275
Apache
4.375%, 10/15/2028		278		245
3.250%, 04/15/2022		342		331
Archrock Partners
6.250%, 04/01/2028 (A)		2,274		2,069
Ascent Resources Utica Holdings
7.000%, 11/01/2026 (A)		40		26
Baytex Energy
8.750%, 04/01/2027 (A)		390		207
Blue Racer Midstream
6.625%, 07/15/2026 (A)		205		182
6.125%, 11/15/2022 (A)		1,833		1,824
Buckeye Partners
4.500%, 03/01/2028 (A)		230		215
4.125%, 03/01/2025 (A)		230		221
4.125%, 12/01/2027		305		291
Calfrac Holdings
10.875%, 03/15/2026 (A)		659		490
8.500%, 06/15/2026 (A)		305		20
Carrizo Oil & Gas
8.250%, 07/15/2025		185		65
6.250%, 04/15/2023		245		93
Cheniere Corpus Christi Holdings
5.875%, 03/31/2025		360		403
Cheniere Energy Partners
5.625%, 10/01/2026		2,563		2,550
4.500%, 10/01/2029 (A)		5,866		5,683
Chesapeake Energy
11.500%, 01/01/2025 (A)(B)		874		100
7.500%, 10/01/2026 (B)		2,515		44
7.000%, 10/01/2024 (B)		1,135		27

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citgo Holding
9.250%, 08/01/2024 (A)	$	1,408	$	1,401
CITGO Petroleum
6.250%, 08/15/2022 (A)		1,779		1,768
CNX Midstream Partners
6.500%, 03/15/2026 (A)		2,715		2,498
CNX Resources
7.250%, 03/14/2027 (A)		2,240		2,061
Comstock Resources
9.750%, 08/15/2026		1,885		1,758
7.500%, 05/15/2025 (A)		554		502
Crestwood Midstream Partners
6.250%, 04/01/2023		565		503
5.750%, 04/01/2025		1,790		1,546
5.625%, 05/01/2027 (A)		265		221
CVR Energy
5.750%, 02/15/2028 (A)		2,505		2,192
5.250%, 02/15/2025 (A)		825		759
DCP Midstream Operating
8.125%, 08/16/2030		1,390		1,460
5.625%, 07/15/2027		638		642
5.125%, 05/15/2029		538		516
Delek Logistics Partners
6.750%, 05/15/2025		811		750
Denbury Resources
9.250%, 03/31/2022 (A)		439		176
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		148		149
Energy Transfer
5.500%, 06/01/2027		1,564		1,622
EnLink Midstream
5.375%, 06/01/2029		4,001		3,001
EnLink Midstream Partners
4.850%, 07/15/2026		190		141
4.400%, 04/01/2024		365		303
Enviva Partners
6.500%, 01/15/2026 (A)		1,860		1,934
EP Energy
9.375%, 05/01/2020 (B)		972		–
9.375%, 05/01/2024 (A)(B)		1,017		–
8.000%, 11/29/2024 (A)(B)		260		5
8.000%, 02/15/2025 (A)(B)		653		–
7.750%, 05/15/2026 (A)(B)		1,385		277
6.375%, 06/15/2023 (B)		669		–
EQM Midstream Partners
6.500%, 07/01/2027 (A)		1,215		1,244
6.000%, 07/01/2025 (A)		873		884
EQT
6.125%, 02/01/2025		2,825		2,815
Equities
7.000%, 02/01/2030		935		963

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Exterran Energy Solutions
8.125%, 05/01/2025	$	3,060	$	2,532
Extraction Oil & Gas
7.375%, 05/15/2024 (A)(B)		2,869		552
5.625%, 02/01/2026 (A)(B)		2,610		502
FTS International
6.250%, 05/01/2022		1,524		488
Genesis Energy
7.750%, 02/01/2028		238		212
6.500%, 10/01/2025		825		705
Great Western Petroleum
9.000%, 09/30/2021 (A)		1,872		1,123
Gulfport Energy
6.375%, 05/15/2025		183		91
6.375%, 01/15/2026		585		282
6.000%, 10/15/2024		215		110
Hess Midstream Operations
5.625%, 02/15/2026 (A)		1,318		1,304
Hilcorp Energy I
6.250%, 11/01/2028 (A)		580		465
5.750%, 10/01/2025 (A)		864		734
5.000%, 12/01/2024 (A)		1,870		1,608
Holly Energy Partners
5.000%, 02/01/2028 (A)		190		181
Laredo Petroleum
10.125%, 01/15/2028		1,434		989
9.500%, 01/15/2025		1,058		731
MEG Energy
7.125%, 02/01/2027 (A)		3,736		3,106
7.000%, 03/31/2024 (A)		71		61
6.500%, 01/15/2025 (A)		384		358
Nabors Industries
7.250%, 01/15/2026 (A)		155		95
5.750%, 02/01/2025		430		174
NGL Energy Partners
6.125%, 03/01/2025		2,361		1,783
Nine Energy Service
8.750%, 11/01/2023 (A)		509		248
Noble Holding International
8.950%, 04/01/2045 (B)		1,755		44
7.750%, 01/15/2024 (B)		1,865		37
Northern Oil and Gas
8.500% cash/0% PIK, 05/15/2023		1,863		1,592
Oasis Petroleum
6.875%, 01/15/2023		575		96
6.250%, 05/01/2026 (A)		375		62
Occidental Petroleum
8.875%, 07/15/2030		1,188		1,186
8.500%, 07/15/2027		293		293
8.000%, 07/15/2025		270		271
6.450%, 09/15/2036		875		739
5.550%, 03/15/2026		1,355		1,237

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 06/15/2045	$	1,165	$	815
4.500%, 07/15/2044		95		66
4.400%, 04/15/2046		95		66
4.100%, 02/01/2021		400		402
3.500%, 08/15/2029		219		160
3.400%, 04/15/2026		578		470
3.200%, 08/15/2026		2,827		2,297
3.125%, 02/15/2022		1,609		1,541
2.900%, 08/15/2024		271		232
2.700%, 08/15/2022		5,566		5,182
2.700%, 02/15/2023		1,245		1,134
Parkland Fuel
5.875%, 07/15/2027 (A)		1,255		1,302
Parsley Energy
5.375%, 01/15/2025 (A)		848		825
5.250%, 08/15/2025 (A)		395		379
4.125%, 02/15/2028 (A)		300		272
PBF Holding
9.250%, 05/15/2025 (A)		106		113
6.000%, 02/15/2028 (A)		205		170
PDC Energy
5.750%, 05/15/2026		1,940		1,765
Peabody Energy
6.375%, 03/31/2025 (A)		769		408
Precision Drilling
7.750%, 12/15/2023		280		192
7.125%, 01/15/2026 (A)		285		174
6.500%, 12/15/2021		16		14
QEP Resources
5.625%, 03/01/2026		714		453
Range Resources
5.000%, 08/15/2022		1,558		1,418
5.000%, 03/15/2023		953		820
4.875%, 05/15/2025		783		591
Seven Generations Energy
5.375%, 09/30/2025 (A)		906		797
Seventy Seven Energy (Escrow Security)
6.500%, 10/15/2020 (D)		305		–
Seventy Seven Operating (Escrow Security)
6.625%, 10/15/2020 (D)		1,869		–
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)		1,390		626
SM Energy
6.625%, 01/15/2027		258		126
6.125%, 11/15/2022		105		77
5.625%, 06/01/2025		295		156
5.000%, 01/15/2024		1,288		696
Southwestern Energy
7.750%, 10/01/2027		1,486		1,293
7.500%, 04/01/2026		1,305		1,142
6.200%, 01/23/2025		789		676

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Summit Midstream Holdings
5.750%, 04/15/2025	$	280	$	157
5.500%, 08/15/2022		1,765		1,165
Sunoco
5.875%, 03/15/2028		1,585		1,573
5.500%, 02/15/2026		1,515		1,470
Tallgrass Energy Partners
6.000%, 03/01/2027 (A)		1,795		1,593
Targa Resources Partners
6.875%, 01/15/2029		288		302
6.750%, 03/15/2024		605		604
6.500%, 07/15/2027		3,388		3,396
5.875%, 04/15/2026		375		371
5.000%, 01/15/2028		2,056		1,933
4.250%, 11/15/2023		65		62
Transocean
8.000%, 02/01/2027 (A)		2,075		1,145
7.500%, 01/15/2026 (A)		355		193
7.500%, 04/15/2031		2,011		563
7.250%, 11/01/2025 (A)		160		87
Transocean Guardian
5.875%, 01/15/2024 (A)		1,559		1,356
Transocean Pontus
6.125%, 08/01/2025 (A)		2,219		1,930
Transocean Poseidon
6.875%, 02/01/2027 (A)		1,308		1,112
USA Compression Partners
6.875%, 04/01/2026		1,805		1,744
6.875%, 09/01/2027		1,700		1,632
Valaris
5.850%, 01/15/2044		2,145		236
5.400%, 12/01/2042		280		31
4.875%, 06/01/2022		480		53
Vine Oil & Gas
9.750%, 04/15/2023 (A)		2,574		1,557
Western Gas Partners
3.950%, 06/01/2025		244		229
Western Midstream Operating
5.375%, 06/01/2021		799		797
4.050%, 02/01/2030		200		193
3.100%, 02/01/2025		1,390		1,317
2.161%, VAR ICE LIBOR USD 3 Month+0.850%, 01/13/2023		520		477
Whiting Petroleum
6.625%, 01/15/2026 (B)		515		91
6.250%, 04/01/2023 (B)		350		61
WPX Energy
8.250%, 08/01/2023		321		356
5.875%, 06/15/2028		127		122
5.750%, 06/01/2026		199		193

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 10/15/2027	$	860	$	803
				128,433
Financials — 5.9%
Acrisure
10.125%, 08/01/2026 (A)		699		751
8.125%, 02/15/2024 (A)		1,556		1,618
AHP Health Partners
9.750%, 07/15/2026 (A)		1,559		1,602
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		2,167		2,160
Ally Financial
5.800%, 05/01/2025		802		894
5.750%, 11/20/2025		520		556
AmWINS Group
7.750%, 07/01/2026 (A)		559		587
Ardonagh Midco 3
8.625%, 07/15/2023 (A)		310		324
Ares Capital
4.250%, 03/01/2025		1,138		1,163
AssuredPartners
7.000%, 08/15/2025 (A)		3,399		3,399
Athene Holdings Ltd
6.150%, 04/03/2030		1,067		1,228
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		2,077		1,921
Bank of America
5.875%, VAR ICE LIBOR USD 3 Month+2.931%(C)		855		873
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%(C)		1,880		1,911
BGC Partners
3.750%, 10/01/2024		1,415		1,395
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+3.905%(C)		50		50
5.000%, VAR United States Secured Overnight Financing Rate+3.813%(C)		1,647		1,550
Donnelley Financial Solutions
8.250%, 10/15/2024		603		594
E*TRADE Financial
5.875%, VAR ICE LIBOR USD 3 Month+4.435%(C)		855		887
5.300%, VAR ICE LIBOR USD 3 Month+3.160%(C)		535		487
Freedom Mortgage
8.250%, 04/15/2025 (A)		4,805		4,757
8.125%, 11/15/2024 (A)		1,780		1,726
FS Energy & Power Fund
7.500%, 08/15/2023 (A)		1,730		1,475

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HAT Holdings I
6.000%, 04/15/2025 (A)	$	1,809	$	1,895
HUB International
7.000%, 05/01/2026 (A)		2,502		2,497
Hunt
6.250%, 02/15/2026 (A)		937		853
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,320		1,391
Issuer
6.250%, 03/01/2028 (A)		3,457		3,215
Jefferies Finance
6.250%, 06/03/2026 (A)		834		778
JPMorgan Chase
5.000%, VAR United States Secured Overnight Financing Rate+3.380%(C)		856		819
4.000%, VAR United States Secured Overnight Financing Rate+2.745%(C)		845		747
Ladder Capital Finance Holdings LLLP
5.875%, 08/01/2021 (A)		560		555
5.250%, 03/15/2022 (A)		3,100		2,945
5.250%, 10/01/2025 (A)		210		181
4.250%, 02/01/2027 (A)		1,904		1,523
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.760%(C)		1,965		2,038
LPL Holdings
4.625%, 11/15/2027 (A)		3,317		3,276
Merger Sub II
10.750%, 08/01/2027 (A)		1,775		1,740
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027		204		209
5.625%, 05/01/2024		1,130		1,170
4.625%, 06/15/2025 (A)		261		255
4.500%, 09/01/2026		1,618		1,602
4.500%, 01/15/2028		153		145
MSCI
5.375%, 05/15/2027 (A)		300		318
Nationstar Mortgage Holdings
9.125%, 07/15/2026 (A)		3,356		3,547
8.125%, 07/15/2023 (A)		385		395
6.000%, 01/15/2027 (A)		759		721
Navient
5.000%, 03/15/2027		706		593
NFP
8.000%, 07/15/2025 (A)		2,076		2,029
7.000%, 05/15/2025 (A)		276		290
NMI Holdings
7.375%, 06/01/2025 (A)		600		628

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Quicken Loans
5.250%, 01/15/2028 (A)	$	1,380	$	1,424
Saracen Development
11.000% cash/0% PIK, 10/15/2025 (A)(D)(F)		2,230		2,330
Service Properties Trust
4.950%, 02/15/2027		1,415		1,242
Springleaf Finance
8.875%, 06/01/2025		390		417
7.125%, 03/15/2026		3,005		3,110
6.875%, 03/15/2025		1,225		1,257
6.625%, 01/15/2028		494		489
6.125%, 03/15/2024		135		137
5.375%, 11/15/2029		749		700
Starwood Property Trust
4.750%, 03/15/2025		1,366		1,243
Tempo Acquisition
6.750%, 06/01/2025 (A)		1,045		1,058
Verscend Escrow
9.750%, 08/15/2026 (A)		1,130		1,214
Voya Financial
4.700%, VAR ICE LIBOR USD 3 Month+2.084%, 01/23/2048		778		731
WeWork
7.875%, 05/01/2025 (A)		3,190		1,547
YPSO Finance
6.000%, 02/15/2028 (A)		1,756		1,607
				86,769
Health Care — 7.0%
Acadia Healthcare
5.625%, 02/15/2023		2,223		2,224
5.500%, 07/01/2028 (A)		763		765
Air Medical Group Holdings
6.375%, 05/15/2023 (A)		2,895		2,663
Air Methods
8.000%, 05/15/2025 (A)		3,053		2,152
AMN Healthcare
4.625%, 10/01/2027 (A)		1,413		1,376
Avantor
9.000%, 10/01/2025 (A)		286		307
6.000%, 10/01/2024 (A)		575		601
Bausch Health
9.000%, 12/15/2025 (A)		1,695		1,826
7.000%, 03/15/2024 (A)		805		835
7.000%, 01/15/2028 (A)		290		299
6.250%, 02/15/2029 (A)		3,458		3,475
6.125%, 04/15/2025 (A)		2,535		2,571
5.875%, 05/15/2023 (A)		44		44
5.250%, 01/30/2030 (A)		2,895		2,747
5.000%, 01/30/2028 (A)		890		838

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bausch Health Americas
9.250%, 04/01/2026 (A)	$	1,771	$	1,921
8.500%, 01/31/2027 (A)		842		894
Catalent Pharma Solutions
5.000%, 07/15/2027 (A)		453		470
Centene
5.375%, 06/01/2026 (A)		980		1,016
5.250%, 04/01/2025 (A)		1,365		1,406
4.750%, 01/15/2025		1,829		1,872
4.625%, 12/15/2029		2,717		2,866
4.250%, 12/15/2027		652		673
3.375%, 02/15/2030		320		323
Change Healthcare Holdings
5.750%, 03/01/2025 (A)		1,177		1,162
Charles River Laboratories International
4.250%, 05/01/2028 (A)		846		846
CHS
8.625%, 01/15/2024 (A)		315		308
DaVita
5.000%, 05/01/2025		935		956
4.625%, 06/01/2030 (A)		1,265		1,259
Encompass Health
5.750%, 09/15/2025		915		933
4.750%, 02/01/2030		1,384		1,322
4.500%, 02/01/2028		2,615		2,508
Endo Dac
9.500%, 07/31/2027 (A)		1,066		1,128
6.000%, 02/01/2025 (A)		698		539
6.000%, 06/30/2028 (A)		1,207		779
Endo Finance
5.750%, 01/15/2022 (A)		981		893
Envision Healthcare
8.750%, 10/15/2026 (A)		945		449
HCA
5.875%, 02/15/2026		4,595		5,037
5.875%, 02/01/2029		2,019		2,285
5.625%, 09/01/2028		821		916
5.375%, 02/01/2025		4,756		5,095
Hill-Rom Holdings
5.000%, 02/15/2025 (A)		625		644
4.375%, 09/15/2027 (A)		1,000		1,024
Hologic
4.375%, 10/15/2025 (A)		440		444
Horizon Pharma USA
5.500%, 08/01/2027 (A)		797		829
Immucor
11.125%, 02/15/2022 (A)		1,019		909
IQVIA
5.000%, 10/15/2026 (A)		1,339		1,377
Jaguar Holding II
5.000%, 06/15/2028 (A)		1,781		1,823
4.625%, 06/15/2025 (A)		96		98

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LifePoint Health
6.750%, 04/15/2025 (A)	$	374	$	386
4.375%, 02/15/2027 (A)		3,453		3,263
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)		315		61
5.500%, 04/15/2025 (A)		630		104
MEDNAX
6.250%, 01/15/2027 (A)		992		992
Molina Healthcare
4.875%, 06/15/2025 (A)		1,500		1,508
4.375%, 06/15/2028 (A)		2,225		2,222
MPH Acquisition Holdings
7.125%, 06/01/2024 (A)		873		812
Ortho-Clinical Diagnostics
7.375%, 06/01/2025 (A)		790		804
7.250%, 02/01/2028 (A)		2,466		2,507
Par Pharmaceutical
7.500%, 04/01/2027 (A)		2,282		2,342
Polaris Intermediate
8.500% cash/0% PIK, 12/01/2022 (A)		1,702		1,498
Prestige Brands
5.125%, 01/15/2028 (A)		115		113
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		740		697
Radiology Partners
9.250%, 02/01/2028 (A)		2,104		1,983
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (A)		316		326
Select Medical
6.250%, 08/15/2026 (A)		841		850
Surgery Center Holdings
6.750%, 07/01/2025 (A)		828		747
Tenet Healthcare
7.500%, 04/01/2025 (A)		164		175
7.000%, 08/01/2025		840		819
6.875%, 11/15/2031		210		186
6.750%, 06/15/2023		1,321		1,311
6.250%, 02/01/2027 (A)		1,683		1,670
5.125%, 05/01/2025		1,729		1,669
5.125%, 11/01/2027 (A)		480		474
4.875%, 01/01/2026 (A)		1,460		1,422
4.625%, 07/15/2024		2,427		2,378
4.625%, 06/15/2028 (A)		2,046		1,993
US Renal Care
10.625%, 07/15/2027 (A)		355		366
West Street Merger Sub
6.375%, 09/01/2025 (A)		1,141		1,104
				102,509
Industrials — 9.7%
ACCO Brands
5.250%, 12/15/2024 (A)		420		425

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ADT Security
4.875%, 07/15/2032 (A)	$	938	$	854
Advanced Drainage Systems
5.000%, 09/30/2027 (A)		383		386
AerCap Ireland Capital DAC
6.500%, 07/15/2025		302		317
Alcoa
5.125%, 10/01/2024		30		31
Allied Universal Holdco
9.750%, 07/15/2027 (A)		1,613		1,700
Allison Transmission
5.875%, 06/01/2029 (A)		210		218
5.000%, 10/01/2024 (A)		360		359
4.750%, 10/01/2027 (A)		1,606		1,594
American Airlines
11.750%, 07/15/2025 (A)		851		806
American Airlines Group
5.000%, 06/01/2022 (A)		1,656		960
3.750%, 03/01/2025 (A)		545		253
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		758		737
American Woodmark
4.875%, 03/15/2026 (A)		585		572
Arconic
6.125%, 02/15/2028 (A)		656		656
5.900%, 02/01/2027		535		567
ASGN
4.625%, 05/15/2028 (A)		1,122		1,096
Avis Budget Car Rental
10.500%, 05/15/2025 (A)		485		538
6.375%, 04/01/2024 (A)		1,270		1,043
5.250%, 03/15/2025 (A)		195		156
Avolon Holdings Funding
5.250%, 05/15/2024 (A)		682		623
Beacon Roofing Supply
4.875%, 11/01/2025 (A)		850		759
Boeing
5.040%, 05/01/2027		2,743		3,025
Bombardier
8.750%, 12/01/2021 (A)		709		576
7.875%, 04/15/2027 (A)		820		537
7.500%, 12/01/2024 (A)		2,271		1,488
7.500%, 03/15/2025 (A)		675		441
6.000%, 10/15/2022 (A)		2,756		1,929
5.750%, 03/15/2022 (A)		445		328
Brink’s
5.500%, 07/15/2025 (A)		519		529
Builders FirstSource
5.000%, 03/01/2030 (A)		853		802
BWX Technologies
5.375%, 07/15/2026 (A)		1,467		1,512
4.125%, 06/30/2028 (A)		397		396

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cargo Aircraft Management
4.750%, 02/01/2028 (A)	$	2,003	$	1,985
CDW
5.000%, 09/01/2025		550		566
4.250%, 04/01/2028		370		377
Clark Equipment
5.875%, 06/01/2025 (A)		1,276		1,305
Clean Harbors
4.875%, 07/15/2027 (A)		1,729		1,777
Cloud Crane
10.125%, 08/01/2024 (A)		1,180		1,160
Core & Main
6.125%, 08/15/2025 (A)		1,824		1,818
Core & Main Holdings
8.625% cash/0% PIK, 09/15/2024 (A)		1,635		1,638
DAE Funding
5.750%, 11/15/2023 (A)		1,815		1,729
4.500%, 08/01/2022 (A)		660		629
Delta Air Lines
7.375%, 01/15/2026		1,123		1,086
7.000%, 05/01/2025 (A)		1,985		2,049
3.625%, 03/15/2022		535		507
2.900%, 10/28/2024		1,029		835
EnerSys
4.375%, 12/15/2027 (A)		559		553
EnPro Industries
5.750%, 10/15/2026		328		328
Fortress Transportation & Infrastructure Investors
6.750%, 03/15/2022 (A)		1,310		1,258
6.500%, 10/01/2025 (A)		495		446
GFL Environmental
8.500%, 05/01/2027 (A)		232		252
7.000%, 06/01/2026 (A)		1,946		2,014
5.125%, 12/15/2026 (A)		205		212
Global A&T Electronics
8.500%, 01/12/2023		6,194		5,883
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		1,685		1,639
Griffon
5.750%, 03/01/2028		1,150		1,136
H&E Equipment Services
5.625%, 09/01/2025		2,684		2,710
Harsco
5.750%, 07/31/2027 (A)		465		466
Herc Holdings
5.500%, 07/15/2027 (A)		2,160		2,165
Hertz
7.625%, 06/01/2022 (A)		172		129
7.125%, 08/01/2026 (A)		465		145
6.000%, 01/15/2028 (A)		540		169
5.500%, 10/15/2024 (A)		669		208

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hillman Group
6.375%, 07/15/2022 (A)	$	3,109	$	2,870
Howmet Aerospace
6.875%, 05/01/2025		125		136
IAA
5.500%, 06/15/2027 (A)		625		645
Icahn Enterprises
4.750%, 09/15/2024		3,555		3,342
James Hardie International Finance DAC
5.000%, 01/15/2028 (A)		1,224		1,248
4.750%, 01/15/2025 (A)		200		203
JELD-WEN
6.250%, 05/15/2025 (A)		130		135
4.875%, 12/15/2027 (A)		215		206
4.625%, 12/15/2025 (A)		355		341
Korn Ferry
4.625%, 12/15/2027 (A)		3,022		2,931
LTF Merger
8.500%, 06/15/2023 (A)		255		211
Masonite International
5.375%, 02/01/2028 (A)		2,000		2,045
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		2,917		2,924
Moog
4.250%, 12/15/2027 (A)		1,414		1,372
New Enterprise Stone & Lime
10.125%, 04/01/2022 (A)		2,190		2,179
6.250%, 03/15/2026 (A)		2,935		2,950
Nielsen Finance
5.000%, 04/15/2022 (A)		705		703
Nielsen Luxembourg Sarl
5.000%, 02/01/2025 (A)		826		812
PGT Escrow Issuer
6.750%, 08/01/2026 (A)		300		303
PowerTeam Services
9.033%, 12/04/2025 (A)		700		714
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,044		1,083
RBS Global
4.875%, 12/15/2025 (A)		2,022		2,032
Remington Arms
0.000%, 12/31/2049 (D)		1,245		–
Sensata Technologies
5.000%, 10/01/2025 (A)		1,594		1,697
4.375%, 02/15/2030 (A)		2,687		2,660
Sensata Technologies UK Financing
6.250%, 02/15/2026 (A)		1,345		1,395
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		4,521		4,086
Southwest Airlines
5.250%, 05/04/2025		282		298
4.750%, 05/04/2023		566		581

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit AeroSystems
7.500%, 04/15/2025 (A)	$	268	$	264
SPX FLOW
5.875%, 08/15/2026 (A)		230		235
5.625%, 08/15/2024 (A)		170		174
Standard Industries
5.000%, 02/15/2027 (A)		30		30
4.750%, 01/15/2028 (A)		725		735
Stevens Holding
6.125%, 10/01/2026 (A)		245		256
Summit Materials
5.125%, 06/01/2025 (A)		2,709		2,675
Team Health Holdings
6.375%, 02/01/2025 (A)		1,217		706
Teck Resources
6.125%, 10/01/2035		269		305
Teekay Offshore Partners
8.500%, 07/15/2023 (A)		1,714		1,508
Terex
5.625%, 02/01/2025 (A)		710		646
TransDigm
8.000%, 12/15/2025 (A)		642		675
6.375%, 06/15/2026		1,745		1,589
6.250%, 03/15/2026 (A)		4,818		4,806
5.500%, 11/15/2027		1,982		1,730
TriMas
4.875%, 10/15/2025 (A)		205		205
Triumph Group
7.750%, 08/15/2025		1,780		1,337
6.250%, 09/15/2024 (A)		250		213
5.250%, 06/01/2022		110		94
Tutor Perini
6.875%, 05/01/2025 (A)		4,215		4,015
Uber Technologies
7.500%, 11/01/2023 (A)		3,183		3,215
7.500%, 05/15/2025 (A)		1,544		1,556
United Airlines Holdings
4.875%, 01/15/2025		1,025		819
United Continental Holdings
4.250%, 10/01/2022		708		602
United Rentals North America
6.500%, 12/15/2026		580		609
5.875%, 09/15/2026		380		398
5.500%, 05/15/2027		240		247
4.875%, 01/15/2028		1,171		1,200
4.625%, 10/15/2025		660		663
Univar Solutions USA
5.125%, 12/01/2027 (A)		281		284
Wabash National
5.500%, 10/01/2025 (A)		475		436
Watco
6.500%, 06/15/2027 (A)		640		656

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Weekley Homes
6.625%, 08/15/2025	$	2,795	$	2,816
Welbilt
9.500%, 02/15/2024		240		229
WESCO Distribution
7.250%, 06/15/2028 (A)		356		376
7.125%, 06/15/2025 (A)		356		375
Wolverine Escrow
13.125%, 11/15/2027 (A)		240		168
9.000%, 11/15/2026 (A)		620		446
XPO Logistics
6.750%, 08/15/2024 (A)		1,781		1,866
6.500%, 06/15/2022 (A)		240		240
6.250%, 05/01/2025 (A)		215		225
6.125%, 09/01/2023 (A)		230		233
				143,346
Information Technology — 3.5%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		410
Alliance Data Systems
4.750%, 12/15/2024 (A)		840		756
ams
7.000%, 07/31/2025 (A)		1,417		1,403
Ascend Learning
6.875%, 08/01/2025 (A)		530		534
Avaya (Escrow Security)
7.000%, 04/01/2019 (B)		1,760		–
CA
4.700%, 03/15/2027		1,771		1,949
CDK Global
5.875%, 06/15/2026		33		34
5.250%, 05/15/2029 (A)		190		197
CommScope
8.250%, 03/01/2027 (A)		1,973		2,028
7.125%, 07/01/2028 (A)		325		324
5.500%, 06/15/2024 (A)		1,036		1,055
CommScope Finance
6.000%, 03/01/2026 (A)		709		727
CommScope Technologies
6.000%, 06/15/2025 (A)		4,325		4,177
Dell International
6.200%, 07/15/2030 (A)		85		100
6.100%, 07/15/2027 (A)		85		98
6.020%, 06/15/2026 (A)		1,921		2,202
5.850%, 07/15/2025 (A)		443		509
5.300%, 10/01/2029 (A)		571		630
DXC Technology
4.750%, 04/15/2027		852		934
4.125%, 04/15/2025		135		144
Entegris
4.625%, 02/10/2026 (A)		635		645

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 04/15/2028 (A)	$	725	$	738
Gartner
5.125%, 04/01/2025 (A)		245		251
4.500%, 07/01/2028 (A)		476		482
Genesys Telecommunications Laboratories
10.000%, 11/30/2024 (A)		2,294		2,386
Go Daddy Operating
5.250%, 12/01/2027 (A)		2,044		2,080
MagnaChip Semiconductor
6.625%, 07/15/2021		345		342
Microchip Technology
4.250%, 09/01/2025 (A)		1,341		1,350
MTS Systems
5.750%, 08/15/2027 (A)		140		128
NCR
8.125%, 04/15/2025 (A)		122		129
6.125%, 09/01/2029 (A)		450		449
5.750%, 09/01/2027 (A)		1,755		1,755
Nuance Communications
5.625%, 12/15/2026		1,757		1,827
Open Text Holdings
4.125%, 02/15/2030 (A)		1,001		983
Presidio Holdings
8.250%, 02/01/2028 (A)		567		567
4.875%, 02/01/2027 (A)		1,570		1,535
PTC
4.000%, 02/15/2028 (A)		934		925
3.625%, 02/15/2025 (A)		976		969
Qorvo
4.375%, 10/15/2029 (A)		1,407		1,441
Rackspace Hosting
8.625%, 11/15/2024 (A)		1,415		1,422
Sabre
5.375%, 04/15/2023 (A)		895		835
5.250%, 11/15/2023 (A)		1,375		1,265
Sabre GLBL
9.250%, 04/15/2025 (A)		419		441
Science Applications International
4.875%, 04/01/2028 (A)		2,232		2,219
Seagate HDD Cayman
5.750%, 12/01/2034		856		944
Solera
10.500%, 03/01/2024 (A)		454		462
SS&C Technologies
5.500%, 09/30/2027 (A)		1,321		1,340
Tempo Acquisition
5.750%, 06/01/2025 (A)		655		671
ViaSat
6.500%, 07/15/2028 (A)		2,070		2,070
5.625%, 09/15/2025 (A)		1,548		1,482

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VMware
3.900%, 08/21/2027	$	684	$	726
				51,070
Materials — 9.0%
Alcoa Nederland Holding BV
7.000%, 09/30/2026 (A)		285		292
6.750%, 09/30/2024 (A)		495		505
6.125%, 05/15/2028 (A)		1,098		1,125
Allegheny Technologies Inc
7.875%, 08/15/2023		1,764		1,806
5.875%, 12/01/2027		1,074		993
Alpha 2 BV
8.750% cash/0% PIK, 06/01/2023 (A)		1,695		1,691
ArcelorMittal
4.250%, 07/16/2029		1,384		1,393
Arconic
6.000%, 05/15/2025 (A)		660		682
ARD Finance
6.500% cash/0% PIK, 06/30/2027 (A)		342		338
Ardagh Packaging Finance
6.000%, 02/15/2025 (A)		356		365
5.250%, 04/30/2025 (A)		650		666
5.250%, 08/15/2027 (A)		3,265		3,207
Ashland
6.875%, 05/15/2043		851		979
Axalta Coating Systems
4.875%, 08/15/2024 (A)		290		294
4.750%, 06/15/2027 (A)		150		151
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,940		4,841
Berry Global
4.500%, 02/15/2026 (A)		2,593		2,555
Berry Global (Escrow Security)
4.875%, 07/15/2026 (A)		1,774		1,801
Boart Longyear Management Pty
10.000%cash/0% PIK, 12/31/2022		1,849		1,572
BWAY Holding
7.250%, 04/15/2025 (A)		3,959		3,590
Cascades
5.375%, 01/15/2028 (A)		282		286
5.125%, 01/15/2026 (A)		282		286
CENVO Corp (Escrow Security)
0.000%, 09/15/2022 (D)(F)		5,650		5
CF Industries
5.150%, 03/15/2034		677		724
4.950%, 06/01/2043		1,135		1,223
Chemours
7.000%, 05/15/2025		320		306
6.625%, 05/15/2023		600		576
5.375%, 05/15/2027		511		462

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clearwater Paper
5.375%, 02/01/2025 (A)	$	910	$	917
Cleveland-Cliffs
6.750%, 03/15/2026 (A)		2,024		1,953
4.875%, 01/15/2024 (A)		998		938
Compass Minerals International
6.750%, 12/01/2027 (A)		1,120		1,176
Constellium
6.625%, 03/01/2025 (A)		389		393
5.875%, 02/15/2026 (A)		971		974
5.750%, 05/15/2024 (A)		847		847
5.625%, 06/15/2028 (A)		1,524		1,494
Cornerstone Chemical
6.750%, 08/15/2024 (A)		5,395		4,855
Crown Americas
4.750%, 02/01/2026		835		851
4.250%, 09/30/2026		2,295		2,347
CVR Partners
9.250%, 06/15/2023 (A)		2,725		2,670
Eldorado
9.500%, 06/01/2024 (A)		1,430		1,523
First Quantum Minerals
7.500%, 04/01/2025 (A)		3,505		3,356
7.250%, 05/15/2022 (A)		1,737		1,701
7.250%, 04/01/2023 (A)		608		581
6.875%, 03/01/2026 (A)		1,095		1,037
6.500%, 03/01/2024 (A)		1,881		1,775
Flex Acquisition
7.875%, 07/15/2026 (A)		822		797
6.875%, 01/15/2025 (A)		1,620		1,563
FMG Resources August 2006 Pty
4.500%, 09/15/2027 (A)		1,139		1,139
Freeport-McMoRan
5.450%, 03/15/2043		3,230		3,166
5.400%, 11/14/2034		2,928		2,894
5.250%, 09/01/2029		1,085		1,112
4.125%, 03/01/2028		1,189		1,153
3.875%, 03/15/2023		1,775		1,775
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		574
Greif
6.500%, 03/01/2027 (A)		345		351
Hecla Mining
7.250%, 02/15/2028		1,320		1,340
Hexion
7.875%, 07/15/2027 (A)		3,220		2,930
INEOS Group Holdings
5.625%, 08/01/2024 (A)		1,340		1,296
Innophos Holdings
9.375%, 02/15/2028 (A)		1,955		1,916
Kaiser Aluminum
13.000%, 01/31/2024 (D)(F)		370		333

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 03/01/2028 (A)	$	1,735	$	1,659
Kraton Polymers
7.000%, 04/15/2025 (A)		2,175		2,186
LABL Escrow Issuer
10.500%, 07/15/2027 (A)		290		308
6.750%, 07/15/2026 (A)		390		406
LSB Industries
9.625%, 05/01/2023 (A)		3,570		3,437
Mineral Resources
8.125%, 05/01/2027 (A)		2,790		2,964
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		2,715		1,507
New
7.500%, 07/15/2027 (A)		1,260		1,300
New Gold
6.375%, 05/15/2025 (A)		1,055		1,066
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)		2,115		22
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		518
5.000%, 05/01/2025 (A)		1,800		1,651
4.875%, 06/01/2024 (A)		300		280
Novelis
5.875%, 09/30/2026 (A)		1,884		1,882
4.750%, 01/30/2030 (A)		850		812
OCI
6.625%, 04/15/2023 (A)		775		779
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		1,195		1,243
6.375%, 08/15/2025 (A)		600		634
5.875%, 08/15/2023 (A)		679		699
Rain CII Carbon
7.250%, 04/01/2025 (A)		5,715		5,487
Reichhold Industries
9.000%, 05/08/2017 (A)(B)(D)		859		–
Reynolds Group Issuer
4.719%, VAR ICE LIBOR USD 3 Month+3.500%, 07/15/2021 (A)		600		595
Scotts Miracle-Gro
5.250%, 12/15/2026		1,010		1,049
4.500%, 10/15/2029		927		954
Sealed Air
4.000%, 12/01/2027 (A)		1,128		1,128
Silgan Holdings
4.125%, 02/01/2028 (A)		1,135		1,125
Starfruit Finco BV
8.000%, 10/01/2026 (A)		2,225		2,278
Taseko Mines
8.750%, 06/15/2022 (A)		978		817
Trident Merger Sub
6.625%, 11/01/2025 (A)		1,596		1,516

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trident TPI Holdings
9.250%, 08/01/2024 (A)	$	1,912	$	1,960
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		630		597
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		453		484
5.500%, 08/15/2026 (A)		599		604
Tronox
6.500%, 05/01/2025 (A)		792		800
6.500%, 04/15/2026 (A)		325		304
Tronox Finance
5.750%, 10/01/2025 (A)		1,284		1,188
United States Steel
12.000%, 06/01/2025 (A)		214		219
Valvoline
4.250%, 02/15/2030 (A)		185		182
Venator Finance Sarl
9.500%, 07/01/2025 (A)		840		853
5.750%, 07/15/2025 (A)		761		541
Warrior Met Coal
8.000%, 11/01/2024 (A)		1,650		1,609
				132,084
Real Estate — 1.9%
Brookfield Property REIT
5.750%, 05/15/2026 (A)		2,453		2,073
CoreCivic
5.000%, 10/15/2022		245		240
4.625%, 05/01/2023		475		456
Diversified Healthcare Trust
9.750%, 06/15/2025		2,451		2,632
Equinix
5.875%, 01/15/2026		605		637
GEO Group
5.875%, 01/15/2022		280		262
5.125%, 04/01/2023		1,805		1,561
Iron Mountain
5.250%, 03/15/2028 (A)		1,357		1,350
5.250%, 07/15/2030 (A)		765		753
5.000%, 07/15/2028 (A)		255		250
4.875%, 09/15/2027 (A)		1,667		1,624
4.875%, 09/15/2029 (A)		1,680		1,634
iStar
4.750%, 10/01/2024		566		528
4.250%, 08/01/2025		1,119		1,013
Lamar Media
4.875%, 01/15/2029 (A)		115		116
4.000%, 02/15/2030 (A)		565		541
3.750%, 02/15/2028 (A)		847		799
MPT Operating Partnership
5.000%, 10/15/2027		998		1,025
4.625%, 08/01/2029		1,055		1,060

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Outfront Media Capital
6.250%, 06/15/2025 (A)	$	554	$	558
Realogy Group
4.875%, 06/01/2023 (A)		986		922
RHP Hotel Properties
5.000%, 04/15/2023		415		387
Ryman Hospitality Properties
4.750%, 10/15/2027 (A)		1,895		1,686
Uniti Group
8.250%, 10/15/2023		636		601
7.875%, 02/15/2025 (A)		813		824
7.125%, 12/15/2024 (A)		705		645
6.000%, 04/15/2023 (A)		2,140		2,086
VICI Properties
4.625%, 12/01/2029 (A)		448		437
4.250%, 12/01/2026 (A)		429		411
4.125%, 08/15/2030 (A)		816		778
3.750%, 02/15/2027 (A)		200		188
				28,077
Telecommunication Services — 0.0%
Digicel Group 0.5
10.000%, 04/01/2024		221		152
Utilities — 1.9%
AES
6.000%, 05/15/2026		140		145
5.500%, 04/15/2025		415		426
AmeriGas Partners
5.875%, 08/20/2026		485		512
5.500%, 05/20/2025		200		206
Calpine
5.250%, 06/01/2026 (A)		1,154		1,165
4.500%, 02/15/2028 (A)		4,129		4,026
NextEra Energy Operating Partners
4.250%, 07/15/2024 (A)		2,176		2,201
NRG Energy
7.250%, 05/15/2026		1,640		1,730
6.625%, 01/15/2027		1,359		1,418
PG&E
5.250%, 07/01/2030		347		349
5.000%, 07/01/2028		568		568
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		1,795		1,645
Talen Energy Supply
6.625%, 01/15/2028 (A)		1,635		1,600
TerraForm Power Operating
4.750%, 01/15/2030 (A)		375		381
4.250%, 01/31/2023 (A)		1,474		1,492
Vistra Operations
5.625%, 02/15/2027 (A)		2,666		2,737

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 09/01/2026 (A)	$	620	$	633
5.000%, 07/31/2027 (A)		2,597		2,626
4.300%, 07/15/2029 (A)		1,636		1,720
3.700%, 01/30/2027 (A)		2,119		2,182
3.550%, 07/15/2024 (A)		565		583
				28,345
Total Corporate Obligations (Cost $1,231,532) ($ Thousands)				1,166,153
LOAN PARTICIPATIONS — 7.9%
Academy, LTD., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 07/01/2022		6,470		5,168
Adient US LLC, Initial Term Loan, 1st Lien
4.474%, VAR LIBOR+4.000%, 05/06/2024 (G)		555		532
AI Aqua Merger Sub, Inc., Tranche B-1 Term Loan, 1st Lien
4.322%, VAR LIBOR+3.250%, 12/13/2023		1,420		1,361
Alvogen Pharmaceuticals, Inc., 2020 Term B-1 Loan
6.320%, 12/31/2023		1,266		1,171
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
4.080%, VAR LIBOR+3.000%, 04/22/2026		75		54
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (D)		865		848
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (G)		2,145		1,396
Ascend Learning, LLC, Initial Term Loan, 2nd Lien
4.000%, VAR LIBOR+3.250%, 07/12/2024		141		134
Asurion, LLC (fka Asurion Corporation), Second Lien Replacement B-2 Term Loan, 1st Lien
6.678%, VAR LIBOR+6.500%, 08/04/2025		2,313		2,295
Banijay, Term Loan, 1st Lien
0.000%, 03/04/2025 (G)		45		43
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.190%, VAR LIBOR+3.000%, 06/02/2025		473		459
Boardriders, Inc., Initial Loan, 1st Lien
7.500%, 04/23/2024		2,098		1,264

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
0.000%, 04/23/2024	$	–	$	–
Buckeye Partners, L.P., Initial Term Loan, 1st Lien
2.923%, VAR LIBOR+2.750%, 11/01/2026		230		220
BWay Holding Company , Initial Term Loan, 1st Lien
4.561%, VAR LIBOR+3.250%, 04/03/2024		1,733		1,552
Caesars Resort, Term Loan, 1st Lien
4.772%, VAR LIBOR+4.500%, 06/19/2025 (G)		928		870
Carestream Health, Inc., Extended Term Loan, 1st Lien
7.322%, 02/28/2021		1,457		1,379
0.000%, 08/08/2023 (D)		1,676		1,324
Cengage Learning, Inc., 2016 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/07/2023		3,515		2,819
CenturyLink, Inc., Term B Loan, 1st Lien
2.428%, VAR LIBOR+2.250%, 03/15/2027		155		145
Cenveo Corporation, Exit Term Loan, 1st Lien
11.750%, 06/07/2023 (D)		9		8
10.500%, 06/07/2023 (D)		1,555		1,384
Claire’s Stores, Inc., Initial Term Loan, 1st Lien
6.808%, VAR LIBOR+6.500%, 12/18/2026		1,139		894
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.178%, VAR LIBOR+5.000%, 01/04/2026		4,022		3,367
Cornerstone OnDemand, Inc., Term Loan, 1st Lien
5.348%, VAR LIBOR+4.250%, 04/22/2027		200		197
Coty Inc., Term B USD Loan, 1st Lien
2.425%, VAR LIBOR+2.250%, 04/07/2025		1,656		1,482
Diebold Nixdorf, Incorporated (f/k/a Diebold, Incorporated), Term A-1 Loan, 1st Lien
9.438%, VAR LIBOR+9.250%, 08/31/2022		1,664		1,652
East Valley Tourist Development Authority , Term Loan, 1st Lien
9.072%, VAR LIBOR+8.000%, 03/07/2022 (D)		2,130		1,854

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Endo Luxembourg Finance Company I S.ar.l., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/27/2024	$	519	$	489
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 10/10/2025		4,003		2,612
Epic Crude Services, LP, Term Loan, 1st Lien
5.370%, VAR LIBOR+5.000%, 03/02/2026		1,720		1,313
EPIC Y-Grade Services, LP, Term Loan, 1st Lien
6.370%, 06/13/2024		2,078		1,524
Explorer Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, 02/04/2027		1,282		1,253
Foresight Energy LLC, Delayed Draw Term Loan (DIP), 1st Lien
12.000%, VAR LIBOR+11.000%, 09/04/2020		70		59
Foresight Energy LLC, Initial Term Loan (DIP), 1st Lien
12.000%, VAR LIBOR+11.000%, 09/04/2020		100		85
Foresight Energy LLC, Roll-Up Loan (DIP), 1st Lien
12.000%, VAR LIBOR+11.000%, 09/04/2020		137		117
Foresight Energy LLC, Term Loan, 1st Lien
7.363%, VAR LIBOR+5.750%, 03/28/2022 (B)		1,083		65
Frontier Communications Corporation, Term B-1 Loan, 1st Lien
5.350%, VAR LIBOR+3.750%, 06/15/2024		924		899
Gates Global LLC, Initial B-2 Dollar Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 04/01/2024		506		486
GFL Environmental Inc., Effective Date Incremental Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 05/30/2025		336		326
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 03/14/2025		1,016		969
Global Medical Response, Inc., 2018 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/28/2022		1,675		1,608

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Green Energy Partners/Stonewall LLC, Term B-1 Conversion Advances, 1st Lien
6.500%, VAR LIBOR+5.500%, 11/13/2021 (D)	$	401	$	345
Harland Clarke Holdings, Cov-Lite, Term Loan, 1st Lien
5.750%, 11/03/2023		270		196
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan
4.500%, VAR LIBOR+3.500%, 12/16/2024		310		263
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 12/16/2024		30		25
Hub International Limited, 2019 Incremental Term Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 04/25/2025		2		2
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 05/01/2026		479		440
II-VI Incorporated, Term B Loan, 1st Lien
3.607%, VAR LIBOR+3.500%, 09/24/2026		1,104		1,071
Indivior Finance S.a r.l., 2017 Replacement USD Term Loan, 1st Lien
5.500%, 12/19/2022 (D)		651		560
Informatica LLC , Dollar 2020 Term Loan, 2nd Lien
3.428%, VAR LIBOR+3.250%, 02/25/2027 (G)		98		94
Inteliquent, Term Loan, 1st Lien
5.500%, 02/10/2024		–		–
J.C. Penney Corporation, Inc. , Loan (2016), 1st Lien
5.250%, VAR LIBOR+4.250%, 06/23/2023 (G)		2,644		949
J.C. Penney Corporation, Inc. , Loan (DIP), 1st Lien
13.000%, VAR LIBOR+11.750%, 11/15/2020 (D)(G)		1,292		1,305
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I), 2018 Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 08/18/2022		641		633
Knight Energy Services, Exit Facility Loan
8.500%, 02/09/2024 (D)		58		–

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Kronos Acquisition Intermediate Inc., Initial Loan, 1st Lien
6.256%, VAR LIBOR+4.000%, 05/15/2023	$	214	$	203
5.000%, VAR LIBOR+4.000%, 05/15/2023		111		106
Kronos Incorporated, Initial Term Loan, 1st Lien
9.250%, VAR LIBOR+8.250%, 11/01/2024		667		666
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 08/29/2022		4,004		3,565
Lifescan Global Corporation, Initial Term Loan, 1st Lien
8.085%, 10/01/2024		43		39
7.175%, 10/01/2024		6,587		5,934
Ligado Networks LLC (fka New LightSquared, LLC), Junior Loan, 1st Lien
13.500%, VAR LIBOR+12.500%, 12/07/2020 (D)		155		67
Ligado Networks LLC, Loan, 1st Lien
12.750%, VAR LIBOR+0.000%, 12/07/2020		35		31
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
9.375%, VAR LIBOR+8.125%, 12/31/2020 (D)		6,921		6,782
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.000%, 05/08/2025 (D)		2,400		2,376
McGraw-Hill Global Education Holdings, LLC, Term B Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 05/04/2022		3,714		3,124
Medallion Midland Acquisition LLC, Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 10/30/2024		1,239		1,105
Meredith Corporation, Tranche B-3 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 01/31/2025		320		305
Merrill Communications, Term Loan, 1st Lien
6.195%, 10/05/2026 (D)		1,516		1,478
Metroflag, 2nd Lien
14.000%, 01/06/2009 (B)(D)		300		–
Mileage Plus Holdings, Term Loan, 1st Lien
6.250%, 06/25/2027 (G)		937		929

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
MLN US HoldCo LLC, Term B Loan, 2nd Lien
4.678%, VAR LIBOR+4.500%, 11/30/2025	$	810	$	658
Mohegan Tribal Gaming Authority, Term B Loan, 1st Lien
5.375%, VAR LIBOR+4.375%, 10/13/2023		–		–
Monitronics International Inc
7.750%, 03/29/2024 (D)		2,268		1,718
Murray Energy Corporation, Initial Term Loan (Superpriority), 1st Lien
13.000%, VAR LIBOR+11.000%, 07/31/2020		249		133
Neiman Marcus Group LTD LLC, Cash Pay/PIK Extended Term Loan, 1st Lien
8.000%, 10/25/2023 (B)		1,214		246
0.000%, 10/25/2023		5		1
New rue21, LLC, Term Loan, 1st Lien
14.500%, VAR FIXED+12.500%, 09/22/2022		126		76
Nine West Holdings Inc., Term Loan, 1st Lien
8.306%, 03/19/2024		711		592
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
3.188%, VAR LIBOR+3.000%, 10/01/2025		545		510
Panther BF Aggregator 2 L P, Initial Dollar Term Loan, 1st Lien
3.678%, VAR LIBOR+3.500%, 04/30/2026		697		662
Peak 10 Holding Corporation, Initial Term Loan, 2nd Lien
3.808%, VAR LIBOR+3.500%, 08/01/2024		4,722		3,760
Petco Animal Supplies, Inc., Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 01/26/2023		672		545
PetSmart, Inc., Amended Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 03/11/2022		417		411
Plantronics, Inc., Initial Term B Loan
3.570%, 07/02/2025		79		72
2.678%, 07/02/2025		528		479
Polymer Additives, Inc., Closing Date Term Loan
6.862%, 07/31/2025 (D)		599		436
Radio One, Inc., Initial Term Loan
5.000%, VAR LIBOR+4.000%, 04/18/2023		603		495

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Red Lobster Management LLC, Initial Term Loan, 1st Lien
6.250%, 07/28/2021 (G)(H)	$	2,297	$	1,917
Refinitiv US Holdings Inc., Initial Dollar Term Loan, 1st Lien
3.428%, VAR LIBOR+3.250%, 10/01/2025 (G)		227		221
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 09/07/2023 (G)		4,978		1,278
Schenectady International Group, Inc., Initial Term Loan
4.928%, 10/15/2025		33		31
4.925%, 10/15/2025		1,327		1,248
Sequa Mezzanine Holdings L.L.C., Initial Term Loan, 1st Lien
6.000%, VAR LIBOR+5.000%, 11/28/2021		–		–
Shutterfly, Insitutional Term Loan, 1st Lien
7.000%, 09/25/2026		226		207
Sotera Health Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/11/2026		181		176
SP PF Buyer LLC, Closing Date Term Loan
4.678%, 12/22/2025		1,525		1,225
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
5.687%, VAR LIBOR+5.000%, 04/16/2026 (G)		1,681		1,442
Steinway Musical Instruments, Inc., Closing Date Loan
4.750%, 02/14/2025		756		718
Sunshine Luxembourg VII SARL, Facility B1, 1st Lien
5.322%, VAR LIBOR+4.250%, 10/01/2026		713		681
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.873%, VAR LIBOR+5.000%, 03/09/2023		6,505		4,604
Team Health Holdings, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/06/2024		5,964		4,544
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.361%, VAR LIBOR+3.000%, 03/28/2025		1,074		980

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
T-Mobile USA, Inc., Assignment, 1st Lien
3.174%, VAR LIBOR+3.000%, 04/01/2027 (G)	$	1,230	$	1,227
Traverse Midstream Partners LLC, Advance, 1st Lien
5.000%, VAR LIBOR+4.000%, 09/27/2024		4,097		3,396
Twin River Worldwide Holdings, Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 05/11/2026		761		780
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.178%, VAR LIBOR+5.000%, 06/26/2026 (G)		488		468
Ultra Resources, Inc., Loan
6.250%, 04/12/2024 (H)		–		–
Vertic Group Corporation, Term Loan, 1st Lien
3.183%, 03/02/2027		150		141
Windstream Services, LLC (fka Windstream Corporation), Tranche B-6 Term Loan (2016), 1st Lien
8.250%, VAR Prime Rate by Country+5.000%, 03/29/2021 (G)		934		562
Woodford Express, LLC, Initial Term Loan
6.000%, 01/27/2025		1,233		818
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 03/09/2027		345		327
Total Loan Participations (Cost $132,969) ($ Thousands)				116,055
ASSET-BACKED SECURITIES — 7.2%
Other Asset-Backed Securities — 7.2%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
0.735%, VAR ICE LIBOR USD 1 Month+0.550%, 03/15/2019 (A)(B)(D)		587		22
Ares XXXIV CLO, Ser 2015-2A, Cl SUB
0.000%, 04/17/2033 (A)(D)(L)		7,966		3,983
Ares XXXIV CLO, Ser 2020-2A, Cl FR
9.376%, VAR ICE LIBOR USD 3 Month+8.600%, 04/17/2033 (A)(D)		1,446		940
B&M CLO, Ser 2014-1A, Cl E
6.926%, VAR ICE LIBOR USD 3 Month+5.750%, 04/16/2026 (A)(D)		2,480		1,240
Battalion CLO IV, Ser 2013-4A, Cl SUB
0.000%, 10/22/2025 (A)(D)(L)		5,640		1

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Battalion CLO V, Ser 2014-5A, Cl SUB
0.000%, 04/17/2026 (A)(D)(L)	$	3,274	$	59
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(D)(L)		4,490		898
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(D)(L)		3,390		1,254
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/24/2029 (A)(D)(L)		4,450		2,314
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 10/24/2029 (A)(D)(L)		5,857		3,690
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(D)(L)		4,663		3,091
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (D)(L)		3,427		2,198
Battalion Clo XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(D)(L)		3,589		2,189
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(D)(L)		2,531		582
Benefit Street Partners CLO IV
0.000%, 07/20/2026 *(A)(D)(L)		5		729
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(D)(L)		2,293		997
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(D)(L)		6,387		–
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (D)(L)		10,259		3,745
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(D)(L)		7,502		1,650
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (D)(L)		6,715		1,598
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(D)(L)		6,720		3,226
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/15/2029 (A)(D)(L)		6,228		1,432
Benefit Street Partners Clo XII, Ser 2017- 12A, Cl C
4.269%, VAR ICE LIBOR USD 3 Month+3.050%, 10/15/2030 (A)(D)		1,238		1,089
Benefit Street Partners CLO XIV, Warehouse Note, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(D)(L)		3,809		1,461
Benefit Street Partners CLO XVIII, Ser 2019- 18A, Cl SUB
0.000%, 10/15/2032 (A)(D)(L)		3,486		1,854
Benefit Street Partners CLO, Warehouse Note
0.000%, (D)(J)		493		488
Cathedral Lake CLO, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(D)(L)		1,869		673

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(D)(L)	$	3,139	$	1,318
CVP Cascade CLO, Ser 2014-2A, Cl D
5.935%, VAR ICE LIBOR USD 3 Month+4.800%, 07/18/2026 (A)(D)		2,277		1,116
CVP Cascade CLO, Ser 2014-2A, Cl E
6.935%, VAR ICE LIBOR USD 3 Month+5.800%, 07/18/2026 (A)(B)(D)		2,516		1,006
Dryden 75 CLO, Ser 2019-75A, Cl SUB
0.000%, 07/15/2030 (A)(D)(L)		2,915		1,836
Fifth Street Senior Loan Fund, Ser 2015-1A, Cl E
8.335%, VAR ICE LIBOR USD 3 Month+7.200%, 01/20/2027 (A)(D)		3,890		3,009
Figueroa CLO, Ser 2013-2A, Cl SUB
0.000%, 06/20/2027 (A)(D)(L)		2,907		12
Great Lakes CLO, Ser 2014-1A, Cl SUB
0.000%, 10/15/2029 (A)(D)(L)		4,860		1,604
Great Lakes CLO, Ser 2015-1A, Cl ER
8.536%, VAR ICE LIBOR USD 3 Month+7.360%, 01/16/2030 (A)(D)		3,253		2,453
Great Lakes CLO, Ser 2015-1A, Cl FR
11.176%, VAR ICE LIBOR USD 3 Month+10.000%, 01/16/2030 (A)(B)(D)		1,198		775
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(D)(L)		4,519		1,356
Great Lakes CLO, Ser 2017-1A, Cl ER
8.719%, VAR ICE LIBOR USD 3 Month+7.500%, 10/15/2029 (A)(D)		3,321		2,554
Great Lakes CLO, Ser 2017-1A, Cl FR
11.219%, VAR ICE LIBOR USD 3 Month+10.000%, 10/15/2029 (A)(D)		1,940		1,272
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2029 (A)(D)(L)		2,484		435
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl D
8.695%, VAR ICE LIBOR USD 3 Month+7.560%, 07/20/2029 (A)(D)		3,223		2,498
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029 (A)(D)(L)		651		500
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
8.205%, VAR ICE LIBOR USD 3 Month+7.070%, 04/18/2030 (A)(D)		1,559		1,061
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(D)(L)		1,169		665

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(D)(L)	$	3,797	$	1,329
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
6.841%, VAR ICE LIBOR USD 3 Month+5.850%, 01/25/2030 (A)(B)(D)		2,547		1,579
Neuberger Berman CLO XVI-S, Ser 2018- 16SA, Cl SUB
0.000%, 01/15/2028 (A)(D)(L)		1,459		717
Neuberger Berman CLO XXII, Ser 2016-22A, Cl F
0.100%, 10/17/2030 (A)(D)		112		26
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2027 (A)(D)(L)		3,640		1,674
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(D)(L)		1,095		821
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.000%, 04/20/2033 (A)(D)(L)		14		13
NewStar Clarendon Fund CLO, Ser 2015-1A, Cl E
7.041%, VAR ICE LIBOR USD 3 Month+6.050%, 01/25/2027 (A)(D)		3,439		2,555
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(D)(L)		7,983		3,821
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(D)(L)		1,655		712
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 07/20/2031 (A)(L)		1,224		1,102
Shackleton 2019-XIV Clo, Ser 2019-14A, Cl SUB
0.000%, 07/20/2030 (A)(D)(L)		1,999		980
Shackleton CLO, Ser 2014-6A, Cl SUB
0.000%, 07/17/2026 (A)(D)(L)		7,935		1
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (D)(L)		6,388		383
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (D)(L)		9,085		7,022
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 07/29/2029 (A)(D)(L)		4,194		2,516
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(D)(L)		2,978		1,700
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(D)(L)		3,528		2,399
TCW CLO, Ser 2020-1
0.000%, (D)(J)		5,111		3,884
Telos CLO 2014-5, Ser 2018-5A, Cl BR
2.615%, VAR ICE LIBOR USD 3 Month+1.480%, 04/17/2028 (A)(D)		1,001		939

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Venture 35 CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(D)(L)	$	11,892	$	4,697
Venture CDO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(D)(L)		2,030		832
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(D)(L)		1,609		467
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(D)(L)		3,228		1,582
				106,624
Total Asset-Backed Securities (Cost $121,493) ($ Thousands)				106,624
	Shares
COMMON STOCK — 0.9%
Amplify Energy *		81,558		100
Aspect Software, Cl CR1 *(D)		27,500		–
Aspect Software, Cl CR2 *(D)		11,134		–
ATD New Holdings *(D)		1,854		19
Battalion Oil *		3,699		35
Berry Corp *		330,510		1,597
Cenveo Corp *(D)		38,426		490
CHC Group LLC *		1,075		–
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		210
CUI Acquisition *(D)		3		–
Cumulus Media Inc, Cl A *		59,587		235
Global Aviation Holdings Inc, Cl A *(D)		97,655		–
Gymboree *(D)		40,312		20
Hexion Holdings Corp *		105,856		715
iHeartMedia Inc *		89,378		747
Jupiter Resources *(D)		317,569		238
Knight Energy Services *(D)		1,764		–
Medical Card Systems *(D)		284,758		–
Mmodal *(D)		85,745		900
Monitronics International Inc *(D)		212,900		2,082
Nine West FKA Premier Brands		92,548		764
Parker Drilling *		79,089		455
Quad/Graphics Inc *		166		1
Reichhold Industries *(D)(F)		1,427		1,240
Remington Outdoor Company Inc *(D)(F)		12,794		15
Rue 21 *		1,835		26
SandRidge Energy *		3,760,982		10
TE Holdcorp *(D)		50,160		–
Titan Energy LLC *		22,243		1
UCI International Holdings *(D)(F)		27,268		586
VICI Properties Inc ‡		81,122		1,638
Vistra Energy Corp		28,053		522
Total Common Stock (Cost $28,789) ($ Thousands)				12,646

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CONVERTIBLE BONDS — 0.7%
Air Canada
4.000%, 07/01/2025 (A)	$	260	$	275
Burlington Stores
2.250%, 04/15/2025 (A)		405		460
CHC Group CV to 125.0000
13.239%, 10/01/2020 (D)(I)		55		8
Cheniere Energy
4.250%, 03/15/2045		615		389
Chesapeake Energy CV to 116.7134
0.000%, 09/15/2026		100		4
CNX Resources
2.250%, 05/01/2026 (A)		520		477
Equities
1.750%, 05/01/2026 (A)		283		293
Liberty Latin America
2.000%, 07/15/2024 (A)		1,740		1,378
Liberty Media CV to 16.7764
3.750%, 02/15/2030		3,102		2,110
Liberty Media CV to 22.94686
4.000%, 11/15/2029		491		336
MagnaChip Semiconductor CV to 121.1387
5.000%, 03/01/2021		300		401
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (A)		1,942		2,330
NextEra Energy Partners
1.500%, 09/15/2020 (A)		237		243
Oasis Petroleum
2.625%, 09/15/2023		105		16
Royal Caribbean Cruises
4.250%, 06/15/2023 (A)		230		214
Snap
0.250%, 05/01/2025 (A)		283		361
Southwest Airlines
1.250%, 05/01/2025		565		678
Tutor Perini
2.875%, 06/15/2021		1,058		997
Total Convertible Bonds (Cost $10,936) ($ Thousands)				10,970
	Shares
PREFERRED STOCK — 0.5%
2020 Mandatory Exchangeable Trust, 6.500% *		552		610
Benefit Street Partners CLO XX, Ser 2020- 20A, Cl SUB (H)		2,261,000		2,195
Claire’s Stores, 0.000% *(D)		771		783
Crestwood Equity Partners, 9.250% (K)		335,392		1,835
Danaher, 5.000% *		554		595
FHLMC, 0.000% *		16,903		190
FNMA, 0.000% *(H)		24,650		287

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
PREFERRED STOCK (continued)
Ladenburg Thalmann Financial Services, 6.500%		66,606	$	1,133
MYT Holding, 10.000%		384,147		276
TE Holdcorp, 0.000% *(D) (L),(L)		87,794		–
Total Preferred Stock (Cost $10,134) ($ Thousands)				7,904
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.3%
Connecticut — 0.1%
Mohegan Tribal, Finance Authority, RB
Callable 02/01/2023 @ 100 7.000%, 02/01/2045 (A)		1,790		1,707
Puerto Rico — 0.2%
Commonwealth of Puerto Rico, Ser A, GO
5.250%, 07/01/2023 (B)(D)		350		228
5.125%, 07/01/2037 (B)		340		218
5.000%, 07/01/2041 (B)		765		480
Puerto Rico, Electric Power Authority, Ser A, RB
5.000%, 07/01/2042 (B)(D)		135		90
Puerto Rico, Electric Power Authority, Ser AAA, RB
5.250%, 07/01/2025 (B)(D)		190		127
5.250%, 07/01/2027 (B)(D)		245		164
Puerto Rico, Electric Power Authority, Ser CCC, RB
5.250%, 07/01/2026 (B)		390		261
5.250%, 07/01/2027 (B)(D)		320		214
Puerto Rico, Electric Power Authority, Ser NN, RB
5.500%, 07/01/2020 (B)(D)		390		262
Puerto Rico, Electric Power Authority, Ser TT, RB
5.000%, 07/01/2032 (B)(D)		250		167
Puerto Rico, Electric Power Authority, Ser WW, RB
5.500%, 07/01/2020 (B)(D)		165		111
Puerto Rico, Electric Power Authority, Ser WW, RB
5.500%, 07/01/2021 (B)(D)		170		114
5.500%, 07/01/2038 (B)(D)		75		50
5.250%, 07/01/2033 (B)(D)		105		70

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Puerto Rico, Electric Power Authority, Ser XX, RB
5.250%, 07/01/2035 (B)	$	60	$	40
				2,596
Total Municipal Bonds (Cost $4,297) ($ Thousands)				4,303
	Number of Warrants
WARRANTS — 0.0%
Carestream, Expires Strike Price *		36		–
Guitar Center, Expires 12/30/2027 Strike Price $– *(D)		14,007		–
iHeartCommunications, Expires 05/01/2039 Strike Price *(D)(F)		14,644		117
Jack Cooper Holdings, Expires 04/26/2027 Strike Price $– *(D)		2,496		–
Lion Holding, Expires 12/30/2027 Strike Price $– *		1,575		–
Remington Arms, Expires Strike Price $– *(D)(F)		12,902		2
SandRidge Energy, Expires 10/07/2022 Strike Price $41 *		7,382		–
SandRidge Energy, Expires 10/07/2022 Strike Price $42 *		3,108		–
Total Warrants (Cost $299) ($ Thousands)				119
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.190% **(M)		1,141		1
Total Affiliated Partnership (Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**		42,205,507		42,206
Total Cash Equivalent (Cost $42,206) ($ Thousands)				42,206
Total Investments in Securities — 99.6% (Cost $1,582,656) ($ Thousands)			$	1,466,981

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

A list of the outstanding centrally cleared swap agreements held by the Fund at June 30, 2020, is as follows:

Credit Default Swap
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
CDX.NA.HY.34		Sell		5.00%		Quarterly		06/20/2025		(1,000)	$	(7)	$	1	$	(8)
											$	(7)	$	1	$	(8)

Percentages are based on Net Assets of $1,472,859 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^‡  Real Estate Investment Trust.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $909,203 ($ Thousands), representing 61.7% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Perpetual security.

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

(E) Securities considered restricted. The total market value of such securities as of June 30, 2020 was $0 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(F) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of June 30, 2020 was $17,566 ($ Thousands) and represented 1.2% of the Net Assets of the Fund.

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

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

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

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

(K) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $1,835 ($ Thousands), or 0.1% of the net assets (See Note 2).

(L) There is currently no rate available.

(M) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2020 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

CVR — Contingent Value Rights

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

PIK — Payment-in-Kind

Pty — Proprietary

RB — Revenue Bond

REIT — Real Estate investment Trust

Ser — Series

SPX — Standard & Poor’s 500 Index

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Continued)

A list of restricted securities held by the Fund as of June 30, 2020 is as follows:

	Face Amount ($ Thousands)	Acquisition Date	Right to Acquire Date	Cost ($ Thousands)	Market Value ($ Thousands)	% of Net Assets
Aventine (escrow security)	$2,750	11/30/10	11/30/10	$–	$–	0.00%

The following is a list of the level of inputs used as of June 30, 2020, 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		–		1,161,448		4,705		1,166,153
Loan Participations		–		95,571		20,484		116,055
Asset-Backed Securities		–		1,102		105,522		106,624
Common Stock		6,265		791		5,590		12,646
Convertible Bonds		–		10,962		8		10,970
Preferred Stock		2,122		4,999		783		7,904
Municipal Bonds		–		2,706		1,597		4,303
Warrants		–		–		119		119
Affiliated Partnership		–		1		–		1
Cash Equivalent		42,206		–		–		42,206
Total Investments in Securities		50,593		1,277,580		138,808		1,466,981

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–		(8)		–		(8)
Total Other Financial Instruments		–		(8)		–		(8)

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

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments  in Asset-Backed Securities			Investments in Common Stock			Investments in Warrants			Investments in Convertible Bonds			Investments in Preferred Stock			Investments in Municipal Bonds
Balance as of October 1, 2019	$	2,877		$	18,149		$	145,954		$	7,090		$	190		$	14		$	1,270		$	—
Accrued discounts/premiums		87			82			149			—			—			4			—			—
Realized gain/(loss)		167			456			927			(25	)		—			—			69			—
Change in unrealized appreciation/ (depreciation)		(354	)		(1,179	)		(41,571	)		(1,865	)		(71	)		(10	)		(356	)		—
Purchases		2,583			1,785			29,622			—			—			—			—			—
Sales		(796	)		(1,735	)		(29,559	)		(100	)		—			—			(200	)		—
Net transfer into Level 3		141			3,890			—			490			—			—			—			1,597
Net transfer out of Level 3		—			(964	)		—			—			—			—			—			—
Ending Balance as of June 30, 2020(1)	$	4,705		$	20,484		$	105,522		$	5,590		$	119		$	8		$	783		$	1,597
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(402	)	$	(1,308	)	$	(37,588	)	$	(3,914	)	$	119		$	(843	)	$	4		$	83

(1) Of the $138,840 ($ Thousands) in Level 3 securities as of June 30, 2020, $7,635 ($ Thousands) or 5.5% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

For the period ended June 30, 2020, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

High Yield Bond Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$1	$—	$—	$—	$—	$1	1,141	$—	$—
SEI Daily Income Trust, Government Fund, Cl F	90,038	567,216	(615,048)	—	—	42,206	42,205,507	492	—
Totals	$90,039	$567,216	$(615,048)	$—	$—	$42,207		$492	$—

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

As of June 30, 2020, High Yield Bond Fund is the seller (“providing protection”) on a total notional amount of $1.0 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives		-		-		-		$(6,920)		$(6,920)
Maximum potential amount of future payments		-		-		-		1,000,000		1,000,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		$-		$-		$-		$-		$-		$-
101-200		-		-		-		-		-		-
201-300		-		-		-		-		-		-
301-400		-		-		-		-		-		-
> than 400		-		-		1,000,000		-		-		1,000,000
Total		$-		$-		$1,000,000		$-		$-		$1,000,000

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Conservative Income Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER — 48.0%
Banks — 5.2%
Barclays Bank
1.755%, 08/03/2020 (A)	$	1,000	$	1,000
BNG Bank
1.571%, 07/31/2020 (A)		3,000		3,000
BNP Paribas
1.825%, 10/02/2020 (A)		2,000		1,999
MacQuarie Bank
0.425%, 07/07/2020		1,500		1,500
NRW Bank
0.100%, 07/06/2020 (A)		5,000		5,000
Royal Bank of Canada
1.005%, 09/14/2020 (A)		2,000		1,999
UBS AG
1.813%, 01/25/2021 (A)		1,000		997
				15,495
Financials — 41.5%
ABN AMRO Funding
1.823%, 10/02/2020 (A)		3,000		2,997
Atlantic Asset Securitization
1.356%, 08/04/2020 (A)		7,000		6,999
Barton Capital
1.153%, 07/20/2020 (A)		4,000		4,000
Bedford Row Funding
0.110%, 07/02/2020 (A)		7,000		7,000
BPCE
1.962%, 07/31/2020 (A)		1,500		1,500
0.502%, 12/08/2020 (A)		2,000		1,998
0.491%, 12/01/2020 (A)		2,500		2,497
CAFCO
1.254%, 07/08/2020 (A)		2,000		2,000
Caisse d’Amortissement de la Dette Sociale
1.201%, 09/03/2020 (A)		3,000		2,999
CDP Financial
0.944%, 09/03/2020 (A)		5,000		4,999
Chariot Funding
0.601%, 07/22/2020 (A)		7,000		6,999
0.300%, 09/08/2020 (A)		3,000		2,999
Crown Point Capital
0.564%, 08/28/2020		1,500		1,501
0.411%, 08/20/2020 (A)		3,000		2,999
0.320%, 10/02/2020 (A)		2,500		2,498
DBS Bank
0.257%, 09/17/2020 (A)		2,000		1,999
Fairway Finance Co
0.310%, 12/02/2020 (A)		4,000		3,995
Jupiter Securitization Co
0.331%, 11/23/2020 (A)		3,500		3,496
Landesbank Baden-Wuerttemberg
0.110%, 07/07/2020 (A)		7,000		7,000
LMA-Americas
0.601%, 07/07/2020 (A)		3,000		3,000

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER (continued)
Mitsubishi UFJ Financial Group
1.254%, 07/08/2020 (A)	$	7,000	$	7,000
Mont Blanc Capital
1.148%, 07/09/2020 (A)		5,000		5,000
Nieuw Amsterdam Receivables
1.700%, 07/02/2020 (A)		2,000		2,000
Old Line Funding
1.888%, 07/02/2020 (A)		3,000		3,000
0.904%, 09/03/2020 (A)		2,000		1,999
0.431%, 10/20/2020 (A)		3,000		2,998
0.310%, 01/04/2021 (A)		2,000		1,997
Ontario Teacher Finance Trust
1.820%, 08/04/2020 (A)		2,500		2,500
PSP Capital
0.985%, 09/02/2020 (A)		3,000		2,999
Sheffield Receivables Co
0.320%, 09/14/2020 (A)		3,000		2,998
0.250%, 08/31/2020 (A)		4,000		3,998
Starbird Funding
1.304%, 07/06/2020 (A)		5,000		5,000
0.722%, 09/22/2020 (A)		2,000		1,999
Suncorp Metway
0.401%, 11/04/2020 (A)		5,000		4,992
0.341%, 12/09/2020 (A)		3,000		2,994
				124,949
Government — 1.0%
Government of Canada
0.310%, 11/03/2020 (A)		3,000		2,997
Industrials — 0.3%
Coca-Cola
1.624%, 01/14/2021 (A)		1,000		999
Total Commercial Paper (Cost $144,343) ($ Thousands)				144,440
U.S. TREASURY OBLIGATIONS — 9.3%
U.S. Treasury Bills
0.182%, 03/25/2021 (A)		5,000		4,994
0.131%, 07/30/2020 (A)		5,000		4,999
0.122%, 07/07/2020 (A)		12,000		12,000
0.100%, 07/14/2020 (A)		3,000		3,000
0.059%, 07/02/2020 (A)		2,000		2,000
U.S. Treasury Notes
0.370%, VAR US Treasury 3 Month Bill Money Market Yield+0.220%, 07/31/2021		1,000		1,002
Total U.S. Treasury Obligations (Cost $27,992) ($ Thousands)				27,995

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 8.0%
Banks — 1.2%
Skandinaviska Enskilda Banken NY
0.444%, VAR ICE LIBOR USD 1 Month+0.250%, 08/19/2020	$	2,000	$	2,001
Toronto-Dominion Bank
0.474%, VAR ICE LIBOR USD 3 Month+0.190%, 09/28/2020		1,500		1,501
				3,502
Consumer Discretionary — 1.3%
Jets Stadium Development
0.330%, 04/01/2047 (B)(C)		4,000		4,000
Financials — 5.5%
Bank of Nova Scotia
0.548%, VAR ICE LIBOR USD 3 Month+0.100%, 02/08/2021		1,500		1,500
0.530%, VAR US Federal Funds Effective Rate+0.450%, 10/23/2020		1,000		1,001
0.424%, VAR ICE LIBOR USD 1 Month+0.230%, 08/17/2020		2,000		2,000
Canadian Imperial Bank of Commerce NY
0.437%, VAR ICE LIBOR USD 3 Month+0.140%, 07/23/2021		1,500		1,500
DNB Bank
0.741%, VAR ICE LIBOR USD 3 Month+0.200%, 05/05/2021		1,500		1,501
Mizuho Bank NY
0.396%, VAR ICE LIBOR USD 3 Month+0.100%, 10/01/2020		2,000		2,001
Svenska Handelsbanken NY
0.452%, VAR ICE LIBOR USD 3 Month+0.150%, 10/02/2020		2,000		2,001
0.431%, VAR ICE LIBOR USD 3 Month+0.110%, 06/16/2021		1,000		1,000
0.429%, VAR ICE LIBOR USD 1 Month+0.250%, 01/04/2021		2,000		2,001
Wells Fargo Bank
0.468%, VAR ICE LIBOR USD 3 Month+0.110%, 02/22/2021		1,000		1,000
Westpac Banking
0.463%, VAR ICE LIBOR USD 3 Month+0.150%, 12/09/2020		1,000		1,001
				16,506
Total Corporate Obligations (Cost $24,000) ($ Thousands)				24,008

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CERTIFICATES OF DEPOSIT — 20.4%
Bank of Montreal
0.417%, 06/24/2021	$	1,000	$	1,000
Bank of Nova Scotia
0.420%, 08/20/2020		1,500		1,501
BNP Paribas
0.601%, 02/05/2021		2,000		2,000
Collateralized Commercial Paper FLEX Co
1.472%, 01/08/2021		2,500		2,500
Commonwealth Bank of Australia
1.427%, 07/07/2020		2,000		2,000
Credit Industriel et Commercial
0.496%, 06/18/2021		1,000		1,001
0.420%, 08/20/2020		1,500		1,500
Credit Suisse
0.500%, 04/01/2021		1,000		1,000
DNB Bank
0.397%, 06/25/2021		2,000		2,000
HSBC Bank
0.540%, 12/01/2020		1,000		1,000
ING U.S.
1.587%, 10/07/2020		2,000		2,001
0.475%, 09/23/2020		1,000		1,001
0.440%, 08/20/2020		2,000		2,000
National Australia Bank
0.433%, 12/09/2020		1,000		1,000
0.420%, 08/20/2020		2,000		2,001
Nordea Bank
0.418%, 06/09/2021		1,500		1,500
0.410%, 09/10/2020		3,000		3,001
OCBC Bank
0.250%, 10/09/2020		2,000		2,000
Royal Bank of Canada
0.650%, 05/03/2021		1,000		1,003
0.430%, 07/26/2021		1,500		1,504
Skandinaviska Enskilda Banken NY
1.930%, 10/16/2020		2,000		2,010
Societe Generale
0.416%, 03/19/2021		2,000		1,999
Sumitomo Mitsui Banking
0.416%, 12/22/2020		2,000		2,000
0.405%, 12/23/2020		2,000		2,000
0.300%, 09/10/2020		4,000		4,001
0.300%, 09/21/2020		4,000		4,000
Svenska Handelsbanken NY
1.369%, 10/15/2020		1,500		1,501
Toronto-Dominion Bank
0.430%, 07/28/2021		1,500		1,500
0.390%, 07/16/2020		2,000		2,000
UBS AG
0.840%, 01/28/2021		1,500		1,500
0.477%, 06/23/2021		1,000		1,000

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Wells Fargo Bank
0.502%, 02/16/2021	$	1,500	$	1,500
Westpac Securities NZ
1.168%, 01/22/2021		1,000		1,000
0.800%, 10/30/2020		3,000		3,001
Total Certificates of Deposit (Cost $61,500) ($ Thousands)				61,525
	Shares
CASH EQUIVALENT — 0.0%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		103		–
Total Cash Equivalent (Cost $0) ($ Thousands)				–
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 14.3%
Bank of America Securities
0.090%, dated 6/30/2020, to be repurchased on 7/01/2020, repurchase price $15,031,038 (collateralized by various FHLB obligations, par value $200,000 - $14,895,000, 3.500% – 4.000%, 10/23/2028 – 1/27/2033; with total market value $15,219,119) (D)		15,031		15,031
Goldman Sachs & Co
0.090%, dated 6/30/2020, to be repurchased on 7/01/2020, repurchase price $2,000,005 (collateralized by various GNMA/WLDB obligations, par value $196,204 - $1,957,000, 0.875% – 4.000%, 5/14/2030 – 12/15/2040; with total market value $2,037,577) (D)		2,000		2,000
TD Securities
0.090%, dated 6/30/2020, to be repurchased on 7/01/2020, repurchase price $26,000,065 (collateralized by various GNMA/FNMA obligations, par value $1,002,053 - $5,390,110, 3.000% – 4.500%, 6/1/2028 – 7/1/2050; with total market value $26,693,506) (D)		26,000		26,000
Total Repurchase Agreements (Cost $43,031) ($ Thousands)				43,031
Total Investments in Securities — 100.0% (Cost $300,866) ($ Thousands)			$	300,999

Percentages are based on Net Assets of $300,908 ($ Thousands).

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

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

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $4,000 ($ Thousands), representing 1.3% of the Net Assets of the Fund.

(D) Tri-Party Repurchase Agreement.

Cl — Class

FHLB — Federal Home Loan Bank

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

USD— United States Dollar

VAR — Variable Rate

WLDB — World Bank

The following is a list of the levels of inputs used as of June 30, 2020 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Commercial Paper	$	–	$	144,440	$	–	$	144,440
U.S. Treasury Obligations		–		27,995		–		27,995
Corporate Obligations		–		24,008		–		24,008
Certificates of Deposit		–		61,525		–		61,525
Cash Equivalent		–		–		–		–
Repurchase Agreements		–		43,031		–		43,031
Total Investments in Securities	$	–	$	300,999	$	–	$	300,999

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Conservative Income Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 46	$ 8,345	$ (8,391)	$ —	$ —	$ —	103	$ —	$ —

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

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Free Conservative Income Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS — 85.5%
Alaska — 0.5%
Alaska State Housing Finance, Ser B, RB
Callable 07/02/2020 @ 100
0.120%, 12/01/2030 (A)	$	960	$	960
Arizona — 1.0%
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
0.170%, 09/01/2035 (A)(B)		2,000		2,000
California — 3.4%
Southern California, Metropolitan Water District, Sub-Ser C, RB
Callable 03/23/2021 @ 100
0.380%, 07/01/2047 (A)		5,000		5,000
University of California, RB
0.240%, 08/03/2020		1,500		1,500
				6,500
Connecticut — 2.3%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser A-3, RB
0.130%, 11/15/2045 (A)		1,150		1,150
Connecticut State, Ser C, GO
Callable 06/30/2020 @ 100
0.190%, 05/15/2034 (A)		3,170		3,170
				4,320
District of Columbia — 4.7%
District of Columbia, Community Connections Real Estate Foundation Project, Ser A, RB
Callable 07/01/2020 @ 100
0.180%, 07/01/2032 (A)(B)		2,300		2,300
District of Columbia, Medlantic/Helix Project, Ser A, RB
Callable 07/01/2020 @ 100
0.140%, 08/15/2038 (A)(B)		2,375		2,375
RBC Municipal Products Trust, Ser 2018- G63, GO
0.160%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
Callable 10/01/2029 @ 100
0.180%, 10/01/2053 (A)(B)(C)		2,205		2,205
				8,880
Florida — 3.7%
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
0.170%, 04/01/2032 (A)(B)		2,895		2,895

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Palm Beach County, Raymond Kravis Center Project, RB
Callable 07/01/2020 @ 100
0.130%, 07/01/2032 (A)(B)	$	4,200	$	4,200
				7,095
Georgia — 1.0%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB
0.140%, 01/01/2048 (A)(B)		2,000		2,000
Illinois — 5.9%
Illinois Development Finance Authority, RB
0.150%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Finance Authority, Northwestern University, Sub-Ser, RB
0.100%, 12/01/2046 (A)		1,980		1,980
Illinois State, Finance Authority, Sub-Ser C-1, RB
0.170%, 11/01/2038 (A)		1,320		1,320
Illinois State, Finance Authority, YMCA Metropolitan Chicago Project, RB
0.170%, 06/01/2029 (A)(B)		1,800		1,800
Tender Option Bond Trust Receipts, Ser 2015- XF1043, GO
0.190%, 03/01/2033 (A)(B)(C)		4,250		4,250
				11,350
Iowa — 6.0%
Iowa State, Finance Authority, Midwestern Disaster Area Economic Development, CJ
Bio America Project, RB
0.310%, 04/01/2022 (A)(B)		6,300		6,300
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
Callable 07/01/2020 @ 100
0.150%, 09/01/2036 (A)		1,500		1,500
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB
0.150%, 05/01/2023 (A)		3,000		3,000
Iowa State, Finance Authority, RB, GNMA/ FNMA/FHLMC
0.120%, 07/01/2046 (A)		625		625
				11,425
Louisiana — 0.8%
Louisiana State, Offshore Terminal Authority, RB
Callable 07/01/2020 @ 100
0.170%, 09/01/2033 (A)(B)		1,450		1,450

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Maryland — 1.1%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
Callable 07/01/2020 @ 100
0.160%, 02/01/2041 (A)	$	1,070	$	1,070
Maryland State, Economic Development Authority, Academy of Sciences Project, RB
0.190%, 04/01/2033 (A)(B)		1,000		1,000
				2,070
Massachusetts — 2.7%
Boston, Water & Sewer Commission, RB
0.210%, 09/03/2020		1,160		1,160
Truro, GO
2.000%, 06/11/2021		2,900		2,944
Worcester, GO
2.000%, 02/16/2021		1,200		1,212
				5,316
Michigan — 5.9%
Michigan State University, RB
0.230%, 08/05/2020		4,400		4,400
Michigan State University, Ser A, RB
0.150%, 08/15/2030 (A)		1,910		1,910
0.150%, 02/15/2033 (A)		1,800		1,800
Michigan State, Finance Authority, Ser A-1, RB
4.000%, 08/20/2020		1,000		1,005
Michigan State, Housing Development Authority, Single Family Mortgage Project, Ser D, RB
Callable 07/01/2020 @ 100
0.220%, 06/01/2030 (A)		2,300		2,300
				11,415
Minnesota — 1.6%
University of Minnesota, RB
0.180%, 08/05/2020		3,000		3,000
Missouri — 1.8%
RBC Municipal Products Trust, Ser C-16, RB
0.200%, 09/01/2039 (A)(B)(C)		3,500		3,500
Nevada — 1.1%
Hospital Revenue Authority, Renown
Regional Medical Center Project, RB
0.120%, 06/01/2041 (A)(B)		1,360		1,360

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Tender Option Bond Trust Receipts, Ser 2020-XF2858, RB
Callable 07/01/2029 @ 100
0.200%, 07/01/2050 (A)(C)	$	700	$	700
				2,060
New Jersey — 3.2%
Jersey City, Ser C, GO
2.000%, 06/17/2021		5,000		5,076
Tinton Falls, GO
2.000%, 10/29/2020		1,000		1,006
				6,082
New York — 6.6%
Carmel, Central School District, GO
1.500%, 06/17/2021		2,000		2,018
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
0.120%, 02/01/2044 (A)		200		200
New York State, Dormitory Authority, Sub-Ser B, RB
5.000%, 03/31/2021		2,200		2,277
New York State, Power Authority, RB
0.300%, 08/06/2020		1,500		1,500
Oneida County, Industrial Development Agency, Mohawk Valley Community
College Dormitory Project, Ser A, RB
0.180%, 08/01/2036 (A)(B)		1,200		1,200
Oswego County, Industrial Development Agency, O.H. Properties Project, Ser A, RB
0.180%, 06/01/2024 (A)(B)		535		535
RBC Municipal Products Trust, Ser 2018-G5, GO
0.160%, 10/01/2025 (A)(B)(C)		1,900		1,900
South Jefferson, Central School District, GO
2.250%, 07/09/2020		1,000		1,000
Tender Option Bond Trust Receipts, Ser 2017- XF0550, RB
Callable 02/15/2027 @ 100
0.230%, 02/15/2042 (A)(C)		2,000		2,000
				12,630
North Carolina — 0.5%
North Carolina, Medical Care Commission, Ser A, RB
0.130%, 10/01/2035 (A)		800		800
Raleigh, Downtown Improvement Project, Ser A, RB
Callable 07/01/2020 @ 100
0.140%, 06/01/2034 (A)		200		200
				1,000

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
North Dakota — 1.4%
North Dakota, Housing Finance Agency, Ser H, RB
0.130%, 07/01/2039 (A)	$	2,600	$	2,600
Ohio — 4.3%
Akron Bath Copley Joint Township Hospital
District, Ser B-R, RB
0.120%, 11/15/2047 (A)(B)		995		995
Belmont County, GO
2.000%, 08/27/2020		1,000		1,001
Berea, GO
2.000%, 03/11/2021		3,285		3,322
Franklin County, Hospital Facilities Revenue, RB
Callable 06/30/2020 @ 100
0.120%, 11/15/2041 (A)		500		500
Hamilton County, HealthCare Facilities Authority, Children’s Home Project, RB
0.130%, 03/01/2033 (A)(B)		800		800
Parma, GO
2.500%, 07/23/2020		1,800		1,802
				8,420
Pennsylvania — 0.7%
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
Callable 07/01/2020 @ 100
0.220%, 11/15/2029 (A)		175		175
Philadelphia, Gas Works Authority, Ser D, RB
Callable 07/01/2020 @ 100
0.130%, 08/01/2031 (A)(B)		600		600
Southcentral, General Authority, RB
0.180%, 06/01/2037 (A)		500		500
				1,275
Tennessee — 3.6%
Clarksville, Public Building Authority, Pooled Financing, RB
Callable 07/01/2020 @ 100
0.180%, 06/01/2029 (A)(B)		2,800		2,800
Nashville & Davidson County, RB
0.240%, 09/03/2020		4,100		4,100
				6,900
Texas — 15.7%
Dallas, Independent School District, GO
0.250%, 10/04/2068 (A)		1,500		1,500
Dallas, Rapid Transit, RB
0.350%, 08/12/2020		1,000		1,000
Fort Bend, Independent School District, RB
0.230%, 08/31/2020		1,500		1,500

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Garland, Water & Sewer, RB
0.250%, 09/21/2020	$	1,500	$	1,500
Houston, Combined Utility System Revenue, RB
0.120%, 05/15/2034 (A)(B)		1,125		1,125
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
0.230%, 06/15/2027 (A)(C)		1,500		1,500
Port Arthur, Navigation District, Industrial Development, RB
Callable 09/01/2020 @ 100
0.260%, 03/01/2042 (A)		2,500		2,500
Port Arthur, Navigation District, Industrial Development, Total Petrochemicals Project, RB
Callable 09/01/2020 @ 100
0.260%, 03/01/2039 (A)		5,300		5,300
Port Arthur, Navigation District, Industrial Development, Total Petrochemicals Project, Ser A, RB
Callable 07/01/2020 @ 100
0.260%, 12/01/2040 (A)		1,000		1,000
Tarrant County, Cultural Education Facilities Finance, Ser R, RB
0.110%, 10/01/2041 (A)(B)		500		500
Texas State, GO
Callable 07/01/2020 @ 100
0.210%, 12/01/2040 (A)		800		800
Texas State, RB
4.000%, 08/27/2020		2,000		2,012
Texas State, Veterans Bonds, GO
Callable 07/01/2020 @ 100
0.170%, 12/01/2046 (A)		1,100		1,100
0.150%, 12/01/2047 (A)		2,330		2,330
Texas State, Veterans Bonds, Ser B, GO
0.210%, 12/01/2042 (A)		3,000		3,000
University of Texas, RB
0.430%, 02/19/2021		2,000		2,002
0.400%, 08/07/2020		1,000		1,000
				29,669
Utah — 3.3%
Utah County, Hospital Authority, IHC Health Services Project, RB
0.170%, 05/15/2051 (A)		2,800		2,800
Weber County, Hospital Revenue Authority, IHC Health Services Project, Ser A, RB
0.120%, 02/15/2031 (A)		3,500		3,500
				6,300

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Virginia — 0.8%
Fairfax County, Industrial Development Authority, RB
0.140%, 05/15/2042 (A)	$	635	$	635
Loudoun County, Economic Development Authority, Ser F, RB
Callable 07/01/2020 @ 100
0.170%, 02/15/2038 (A)		900		900
				1,535
West Virginia — 0.2%
West Virginia Hospital Finance Authority, RB
0.120%, 06/01/2034 (A)(B)		475		475
Wisconsin — 1.1%
Oshkosh, Industrial Development Authority, Oshkosh Coil Spring Project, Ser A, AMT, RB
0.210%, 12/01/2020 (A)(B)		280		280
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
0.170%, 05/01/2046 (A)		2,000		2,000
				2,280
Wyoming — 0.6%
Uinta County, Chevron USA Project, RB
Callable 07/01/2020 @ 100
0.110%, 08/15/2020 (A)		1,100		1,100
Total Municipal Bonds (Cost $163,575) ($ Thousands)				163,607
TAX-EXEMPT COMMERCIAL PAPER — 14.3%
Harris County, Toll Authority
1.050%, 07/09/2020		9,400		9,400
Louisville/Jefferson County
0.300%, 08/26/2020		1,000		1,001
0.280%, 08/28/2020		1,500		1,500
0.250%, 10/07/2020		2,000		2,000
0.200%, 08/18/2020		2,000		2,000
0.200%, 08/24/2020		3,000		3,000
Minneapolis, University Gateway Project
0.130%, 12/01/2040		500		500
Montgomery County
0.250%, 07/08/2020		2,000		2,000
0.230%, 07/22/2020		2,000		2,000
North East Independent School District
1.160%, 08/10/2020		500		500
Omaha, Power Distribution
1.080%, 07/01/2020		2,000		2,000

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
TAX-EXEMPT COMMERCIAL PAPER (continued)
San Antonio, Electric & Gas
1.150%, 07/01/2020	$	1,500	$	1,500
Total Tax-Exempt Commercial Paper (Cost $27,400) ($ Thousands)				27,401
Total Investments in Securities — 99.8% (Cost $190,975) ($ Thousands)			$	191,008

Percentages are based on Net Assets of $191,388 ($ Thousands).

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

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $18,055 ($ Thousands), representing 9.4% of the Net Assets of the Fund.

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Tax-Free Conservative Income Fund (Concluded)

AGC — Assured Guaranty Corporation

AMT — Alternative Minimum Tax

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of June 30, 2020, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Real Return Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.4%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	11,836	$	13,619
0.625%, 07/15/2021		14,752		15,008
0.625%, 04/15/2023		17,576		18,275
0.625%, 01/15/2024		19,869		20,925
0.500%, 04/15/2024		13,454		14,140
0.375%, 07/15/2023		20,594		21,446
0.250%, 01/15/2025		19,174		20,172
0.125%, 01/15/2022		19,371		19,632
0.125%, 04/15/2022		19,525		19,808
0.125%, 07/15/2022		18,923		19,369
0.125%, 01/15/2023		20,786		21,292
0.125%, 07/15/2024		19,554		20,423
0.125%, 10/15/2024		14,758		15,456
0.125%, 04/15/2025		15,030		15,746
Total U.S. Treasury Obligations (Cost $247,250) ($ Thousands)				255,311

Description	Shares		Market Value   ($ Thousands)
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		1,206,370	$	1,206
Total Cash Equivalent (Cost $1,206) ($ Thousands)				1,206
Total Investments in Securities — 99.9% (Cost $248,456) ($ Thousands)			$	256,517

Percentages are based on Net Assets of $256,820 ($ Thousands).

** The rate reported is the 7-day effective yield as of June 30, 2020.

^†  Investment in Affiliated Security.

Cl — Class

The following is a list of the level of inputs used as of June 30, 2020, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		255,311		–		255,311
Cash Equivalent		1,206		–		–		1,206
Total Investments in Securities		1,206		255,311		–		256,517

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value   9/30/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/20	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$892	$ 22,173	$(21,859)	$—	$—	$1,206	1,206,370	$11	$—

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 89.7%
Communication Services — 9.7%
Activision Blizzard Inc		19,900	$	1,510
Alphabet Inc, Cl A *		7,769		11,017
Alphabet Inc, Cl C *		7,556		10,681
AT&T Inc		184,503		5,577
CenturyLink Inc		25,357		254
Charter Communications Inc, Cl A *		3,900		1,989
Comcast Corp, Cl A		117,880		4,595
Discovery Inc, Cl A *		4,529		96
Discovery Inc, Cl C *		7,885		152
DISH Network Corp, Cl A *		6,473		223
Electronic Arts Inc *		7,428		981
Facebook Inc, Cl A *		62,271		14,140
Fox Corp		13,653		366
Interpublic Group of Cos Inc/The		9,997		172
Live Nation Entertainment Inc *		3,600		160
Netflix Inc *		11,420		5,197
News Corp, Cl A		9,630		114
News Corp, Cl B		2,600		31
Omnicom Group Inc		5,669		309
Take-Two Interactive Software Inc, Cl A *		3,000		419
T-Mobile US Inc *		14,200		1,479
Twitter Inc *		20,100		599
Verizon Communications Inc		107,098		5,904
ViacomCBS Inc, Cl B		13,920		325
Walt Disney Co/The		46,750		5,213
				71,503
Consumer Discretionary — 9.7%
Advance Auto Parts Inc		1,794		256
Amazon.com Inc, Cl A *		10,882		30,021
Aptiv PLC		6,641		518
AutoZone Inc *		625		705
Best Buy Co Inc		5,978		522
Booking Holdings Inc *		1,084		1,726
BorgWarner Inc		5,201		184
CarMax Inc *		4,256		381
Carnival Corp		11,780		193
Chipotle Mexican Grill Inc, Cl A *		623		656
Darden Restaurants Inc		3,234		245
Dollar General Corp		6,473		1,233
Dollar Tree Inc *		6,085		564
Domino’s Pizza Inc		1,000		369
DR Horton Inc		8,486		471
eBay Inc		17,347		910
Expedia Group Inc		3,615		297
Ford Motor Co		100,676		612
Gap Inc/The		6,298		80
Garmin Ltd		3,804		371
General Motors Co		32,777		829
Genuine Parts Co		3,804		331
H&R Block Inc		5,310		76

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Hanesbrands Inc		9,067	$	102
Hasbro Inc		3,298		247
Hilton Worldwide Holdings Inc		7,100		522
Home Depot Inc/The		27,882		6,985
Kohl’s Corp		4,327		90
L Brands Inc		6,208		93
Las Vegas Sands Corp		8,900		405
Leggett & Platt Inc		3,665		129
Lennar Corp, Cl A		7,274		448
LKQ Corp *		7,800		204
Lowe’s Cos Inc		19,645		2,654
Marriott International Inc/MD, Cl A		7,051		605
McDonald’s Corp		19,307		3,562
MGM Resorts International		13,200		222
Mohawk Industries Inc *		1,458		148
Newell Brands Inc, Cl B		10,313		164
NIKE Inc, Cl B		32,238		3,161
Norwegian Cruise Line Holdings Ltd *		6,100		100
NVR Inc *		90		293
O’Reilly Automotive Inc *		1,912		806
PulteGroup Inc		6,443		219
PVH Corp		2,020		97
Ralph Lauren Corp, Cl A		1,360		99
Ross Stores Inc		9,149		780
Royal Caribbean Cruises Ltd		4,410		222
Starbucks Corp		30,357		2,234
Tapestry Inc		7,734		103
Target Corp, Cl A		12,984		1,557
Tiffany & Co		2,898		353
TJX Cos Inc/The		31,076		1,571
Tractor Supply Co		3,046		401
Ulta Beauty Inc *		1,500		305
Under Armour Inc, Cl A *		5,846		57
Under Armour Inc, Cl C *		5,581		49
VF Corp		8,240		502
Whirlpool Corp		1,609		208
Wynn Resorts Ltd		2,517		188
Yum! Brands Inc		7,697		669
				72,104
Consumer Staples — 6.3%
Altria Group Inc		48,169		1,891
Archer-Daniels-Midland Co		14,341		572
Brown-Forman Corp, Cl B		4,785		305
Campbell Soup Co		4,372		217
Church & Dwight Co Inc		6,500		502
Clorox Co/The		3,222		707
Coca-Cola Co/The		100,082		4,472
Colgate-Palmolive Co		22,248		1,630
Conagra Brands Inc		12,792		450
Constellation Brands Inc, Cl A		4,370		764
Costco Wholesale Corp		11,476		3,479

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Coty Inc, Cl A		8,233	$	37
Estee Lauder Cos Inc/The, Cl A		5,844		1,103
General Mills Inc		15,841		976
Hershey Co/The		3,886		504
Hormel Foods Corp		7,316		353
J M Smucker Co/The		3,004		318
Kellogg Co		6,594		435
Kimberly-Clark Corp		8,777		1,241
Kraft Heinz Co/The		16,400		523
Kroger Co/The		20,148		682
Lamb Weston Holdings Inc		3,800		243
McCormick & Co Inc/MD		3,214		577
Molson Coors Beverage Co, Cl B		4,824		166
Mondelez International Inc, Cl A		37,053		1,894
Monster Beverage Corp *		9,565		663
PepsiCo Inc		36,040		4,767
Philip Morris International Inc		40,237		2,819
Procter & Gamble Co/The		64,109		7,665
Sysco Corp, Cl A		13,243		724
Tyson Foods Inc, Cl A		7,775		464
Walgreens Boots Alliance Inc		19,007		806
Walmart Inc		36,776		4,405
				46,354
Energy — 2.5%
Apache Corp		10,401		140
Baker Hughes Co, Cl A		16,815		259
Cabot Oil & Gas Corp		10,298		177
Chevron Corp		48,326		4,312
Concho Resources Inc		5,200		268
ConocoPhillips		27,786		1,168
Devon Energy Corp		9,626		109
Diamondback Energy Inc, Cl A		4,100		172
EOG Resources Inc		15,127		766
Exxon Mobil Corp		109,500		4,897
Halliburton Co		22,442		291
Hess Corp		6,774		351
HollyFrontier Corp		3,700		108
Kinder Morgan Inc		50,814		771
Marathon Oil Corp		19,892		122
Marathon Petroleum Corp		17,050		637
National Oilwell Varco Inc, Cl A		10,730		132
Noble Energy Inc		13,437		120
Occidental Petroleum Corp		23,328		427
ONEOK Inc		10,754		357
Phillips 66		11,299		812
Pioneer Natural Resources Co		4,292		419
Schlumberger Ltd, Cl A		35,937		661
TechnipFMC PLC		11,613		80
Valero Energy Corp		10,597		623

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Williams Cos Inc/The		31,846	$	606
				18,785
Financials — 9.0%
Aflac Inc		18,418		664
Allstate Corp/The		8,112		787
American Express Co		17,113		1,629
American International Group Inc		22,505		702
Ameriprise Financial Inc		3,117		468
Aon PLC, Cl A		6,009		1,157
Arthur J Gallagher & Co		4,900		478
Assurant Inc		1,482		153
Bank of America Corp		202,145		4,801
Bank of New York Mellon Corp/The		20,843		806
Berkshire Hathaway Inc, Cl B *		50,330		8,984
BlackRock Inc		4,015		2,185
Capital One Financial Corp		11,715		733
Cboe Global Markets Inc		2,900		270
Charles Schwab Corp/The		29,535		996
Chubb Ltd		11,666		1,477
Cincinnati Financial Corp		3,993		256
Citigroup Inc		54,045		2,762
Citizens Financial Group Inc		11,200		283
CME Group Inc		9,348		1,519
Comerica Inc		3,573		136
Discover Financial Services		8,146		408
E*TRADE Financial Corp		5,770		287
Everest Re Group Ltd		1,000		206
Fifth Third Bancorp		18,551		358
First Republic Bank/CA		4,400		466
Franklin Resources Inc		6,836		143
Globe Life Inc		2,535		188
Goldman Sachs Group Inc/The		8,021		1,585
Hartford Financial Services Group Inc/The		9,461		365
Huntington Bancshares Inc/OH		26,847		243
Intercontinental Exchange Inc		14,180		1,299
Invesco Ltd		10,312		111
JPMorgan Chase & Co		78,917		7,423
KeyCorp		25,752		314
Lincoln National Corp		5,009		184
Loews Corp		6,089		209
M&T Bank Corp		3,308		344
MarketAxess Holdings Inc		1,000		501
Marsh & McLennan Cos Inc		13,117		1,408
MetLife Inc		19,812		724
Moody’s Corp		4,204		1,155
Morgan Stanley		30,617		1,479
MSCI Inc, Cl A		2,200		734
Nasdaq Inc, Cl A		2,987		357
Northern Trust Corp		5,271		418
People’s United Financial Inc		11,889		138
PNC Financial Services Group Inc/The		10,997		1,157

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Principal Financial Group Inc, Cl A		6,633	$	276
Progressive Corp/The		15,221		1,219
Prudential Financial Inc		10,377		632
Raymond James Financial Inc		3,100		213
Regions Financial Corp		25,060		279
S&P Global Inc		6,278		2,068
SVB Financial Group, Cl B *		1,300		280
Synchrony Financial		14,401		319
T Rowe Price Group Inc		5,840		721
Travelers Cos Inc/The		6,652		759
Truist Financial Corp		34,782		1,306
Unum Group		5,663		94
US Bancorp		35,502		1,307
W R Berkley Corp		3,700		212
Wells Fargo & Co		96,833		2,479
Willis Towers Watson PLC		3,347		659
Zions Bancorp NA		4,337		147
				66,420
Health Care — 13.1%
Abbott Laboratories		45,824		4,190
AbbVie Inc		45,641		4,481
ABIOMED Inc *		1,200		290
Agilent Technologies Inc		7,885		697
Alexion Pharmaceuticals Inc *		5,808		652
Align Technology Inc *		1,900		521
AmerisourceBergen Corp, Cl A		3,954		398
Amgen Inc, Cl A		15,263		3,600
Anthem Inc		6,538		1,719
Baxter International Inc		13,292		1,144
Becton Dickinson and Co		7,619		1,823
Biogen Inc *		4,250		1,137
Bio-Rad Laboratories Inc, Cl A *		500		226
Boston Scientific Corp *		36,192		1,271
Bristol-Myers Squibb Co		58,732		3,453
Cardinal Health Inc		7,703		402
Centene Corp *		14,932		949
Cerner Corp		7,812		535
Cigna Corp		9,520		1,786
Cooper Cos Inc/The, Cl A		1,300		369
Covetrus Inc *		1		—
CVS Health Corp		33,760		2,193
Danaher Corp, Cl A		16,291		2,881
DaVita Inc *		2,157		171
DENTSPLY SIRONA Inc		5,771		254
DexCom Inc *		2,400		973
Edwards Lifesciences Corp, Cl A *		16,016		1,107
Eli Lilly and Co		21,866		3,590
Gilead Sciences Inc		32,513		2,502
HCA Healthcare Inc		6,843		664
Henry Schein Inc *		3,744		219
Hologic Inc *		6,600		376

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Humana Inc		3,390	$	1,314
IDEXX Laboratories Inc *		2,200		726
Illumina Inc *		3,800		1,407
Incyte Corp *		4,700		489
Intuitive Surgical Inc *		3,038		1,731
IQVIA Holdings Inc *		4,600		653
Johnson & Johnson		68,244		9,597
Laboratory Corp of America Holdings *		2,517		418
McKesson Corp		4,175		641
Medtronic PLC		34,641		3,177
Merck & Co Inc		65,566		5,070
Mettler-Toledo International Inc *		600		483
Mylan NV *		13,226		213
PerkinElmer Inc		2,869		281
Perrigo Co PLC		3,676		203
Pfizer Inc		143,757		4,701
Quest Diagnostics Inc		3,378		385
Regeneron Pharmaceuticals Inc *		2,615		1,631
ResMed Inc		3,800		730
STERIS PLC		2,200		338
Stryker Corp		8,376		1,509
Teleflex Inc		1,200		437
Thermo Fisher Scientific Inc		10,211		3,700
UnitedHealth Group Inc		24,511		7,229
Universal Health Services Inc, Cl B		2,042		190
Varian Medical Systems Inc *		2,365		290
Vertex Pharmaceuticals Inc *		6,658		1,933
Waters Corp *		1,620		292
West Pharmaceutical Services Inc		1,900		432
Zimmer Biomet Holdings Inc		5,453		651
Zoetis Inc, Cl A		12,273		1,682
				97,106
Industrials — 7.2%
3M Co		14,826		2,313
A O Smith Corp		3,400		160
Alaska Air Group Inc		3,000		109
Allegion plc		2,394		245
American Airlines Group Inc		9,825		128
AMETEK Inc		6,064		542
Boeing Co/The		13,909		2,550
Carrier Global Corp		21,507		478
Caterpillar Inc, Cl A		14,045		1,777
CH Robinson Worldwide Inc		3,487		276
Cintas Corp		2,152		573
Copart Inc *		5,400		450
CSX Corp		19,788		1,380
Cummins Inc		3,763		652
Deere & Co		8,113		1,275
Delta Air Lines Inc, Cl A		15,122		424
Dover Corp		3,846		371
Eaton Corp PLC		10,339		904

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Emerson Electric Co		15,426	$	957
Equifax Inc		3,176		546
Expeditors International of Washington Inc		4,408		335
Fastenal Co, Cl A		14,844		636
FedEx Corp		6,269		879
Flowserve Corp		3,654		104
Fortive Corp		7,754		525
Fortune Brands Home & Security Inc		3,500		224
General Dynamics Corp		5,965		892
General Electric Co		228,393		1,560
Honeywell International Inc		18,252		2,639
Howmet Aerospace Inc		9,492		150
Huntington Ingalls Industries Inc, Cl A		1,100		192
IDEX Corp		2,000		316
IHS Markit Ltd		10,400		785
Illinois Tool Works Inc		7,431		1,299
Ingersoll Rand Inc *		9,014		253
Jacobs Engineering Group Inc		3,321		282
JB Hunt Transport Services Inc		2,145		258
Johnson Controls International plc		19,138		653
Kansas City Southern		2,463		368
L3Harris Technologies Inc		5,571		945
Lockheed Martin Corp		6,393		2,333
Masco Corp		6,723		338
Nielsen Holdings PLC		9,580		142
Norfolk Southern Corp		6,602		1,159
Northrop Grumman Corp		3,961		1,218
Old Dominion Freight Line Inc, Cl A		2,450		416
Otis Worldwide Corp		10,753		611
PACCAR Inc		8,919		668
Parker-Hannifin Corp, Cl A		3,352		614
Pentair PLC		4,277		162
Quanta Services Inc		3,782		148
Raytheon Technologies Corp		38,248		2,357
Republic Services Inc		5,562		456
Robert Half International Inc		2,859		151
Rockwell Automation Inc		3,035		646
Rollins Inc		3,750		159
Roper Technologies Inc		2,714		1,054
Snap-on Inc		1,355		188
Southwest Airlines Co, Cl A		13,933		476
Stanley Black & Decker Inc		4,011		559
Teledyne Technologies Inc *		900		280
Textron Inc		5,837		192
Trane Technologies PLC		6,303		561
TransDigm Group Inc		1,300		575
Union Pacific Corp		17,619		2,979
United Airlines Holdings Inc *		6,700		232
United Parcel Service Inc, Cl B		18,311		2,036
United Rentals Inc *		1,899		283
Verisk Analytics Inc, Cl A		4,200		715
Waste Management Inc		10,082		1,068

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Westinghouse Air Brake Technologies Corp		4,690	$	270
WW Grainger Inc		1,147		360
Xylem Inc/NY		4,748		308
				53,119
Information Technology — 24.7%
Accenture PLC, Cl A		16,548		3,553
Adobe Inc *		12,464		5,426
Advanced Micro Devices Inc *		30,500		1,605
Akamai Technologies Inc *		4,274		458
Amphenol Corp, Cl A		7,620		730
Analog Devices Inc		9,492		1,164
ANSYS Inc *		2,200		642
Apple Inc		105,630		38,534
Applied Materials Inc		23,771		1,437
Arista Networks Inc *		1,400		294
Autodesk Inc, Cl A *		5,705		1,365
Automatic Data Processing Inc		11,142		1,659
Broadcom Inc		10,375		3,275
Broadridge Financial Solutions Inc		3,000		379
Cadence Design Systems Inc *		7,200		691
CDW Corp/DE		3,600		418
Cisco Systems Inc		110,172		5,139
Citrix Systems Inc		3,026		448
Cognizant Technology Solutions Corp, Cl A		13,877		788
Corning Inc, Cl B		19,371		502
DXC Technology Co		7,076		117
F5 Networks Inc, Cl A *		1,591		222
Fidelity National Information Services Inc, Cl B		16,053		2,152
Fiserv Inc, Cl A *		14,564		1,422
FleetCor Technologies Inc *		2,200		553
FLIR Systems Inc		3,592		146
Fortinet Inc *		3,400		467
Gartner Inc *		2,400		291
Global Payments Inc		7,789		1,321
Hewlett Packard Enterprise Co		34,010		331
HP Inc		36,810		642
Intel Corp		109,597		6,557
International Business Machines Corp		23,068		2,786
Intuit Inc		6,785		2,010
IPG Photonics Corp *		900		144
Jack Henry & Associates Inc		2,000		368
Juniper Networks Inc		8,533		195
Keysight Technologies Inc *		4,900		494
KLA Corp		4,049		787
Lam Research Corp		3,720		1,203
Leidos Holdings Inc		3,500		328
Mastercard Inc, Cl A		22,882		6,766
Maxim Integrated Products Inc		6,800		412
Microchip Technology Inc		6,337		667
Micron Technology Inc *		28,771		1,482

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Microsoft Corp		196,496	$	39,989
Motorola Solutions Inc		4,402		617
NetApp Inc		5,928		263
NortonLifeLock Inc		13,808		274
NVIDIA Corp		15,948		6,059
Oracle Corp, Cl B		54,033		2,986
Paychex Inc		8,400		636
Paycom Software Inc *		1,200		372
PayPal Holdings Inc *		30,485		5,311
Qorvo Inc *		3,005		332
QUALCOMM Inc		29,168		2,660
salesforce.com Inc *		23,372		4,378
Seagate Technology PLC		6,043		292
ServiceNow Inc *		4,900		1,985
Skyworks Solutions Inc		4,307		551
Synopsys Inc *		3,900		760
TE Connectivity Ltd		8,503		693
Texas Instruments Inc		23,811		3,023
Tyler Technologies Inc *		1,000		347
VeriSign Inc *		2,678		554
Visa Inc, Cl A		43,732		8,448
Western Digital Corp		7,738		342
Western Union Co/The		10,877		235
Xerox Holdings Corp		4,989		76
Xilinx Inc		6,187		609
Zebra Technologies Corp, Cl A *		1,400		358
				182,520
Materials — 2.3%
Air Products and Chemicals Inc		5,761		1,391
Albemarle Corp		2,900		224
Amcor PLC		40,109		409
Avery Dennison Corp		2,176		248
Ball Corp		8,412		584
Celanese Corp, Cl A		3,100		268
CF Industries Holdings Inc		5,537		156
Corteva Inc		19,191		514
Dow Inc		19,225		784
DuPont de Nemours Inc		18,891		1,004
Eastman Chemical Co		3,498		244
Ecolab Inc		6,246		1,243
FMC Corp		3,349		334
Freeport-McMoRan Inc, Cl B		37,862		438
International Flavors & Fragrances Inc		2,815		345
International Paper Co		10,273		362
Linde PLC		13,582		2,881
LyondellBasell Industries NV, Cl A		6,713		441
Martin Marietta Materials Inc, Cl A		1,665		344
Mosaic Co/The		9,710		121
Newmont Corp		20,804		1,284
Nucor Corp		7,948		329
Packaging Corp of America		2,400		239

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		6,070	$	644
Sealed Air Corp		4,058		133
Sherwin-Williams Co/The, Cl A		2,113		1,221
Vulcan Materials Co		3,330		386
Westrock Co		7,092		200
				16,771
Real Estate — 2.5%
Alexandria Real Estate Equities Inc ‡		3,200		519
American Tower Corp, Cl A ‡		11,516		2,977
Apartment Investment and Management Co, Cl A ‡		4,044		152
AvalonBay Communities Inc ‡		3,622		560
Boston Properties Inc ‡		3,808		344
CBRE Group Inc, Cl A *‡		8,825		399
Crown Castle International Corp ‡		10,828		1,812
Digital Realty Trust Inc, Cl A ‡		6,900		981
Duke Realty Corp ‡		9,600		340
Equinix Inc ‡		2,259		1,587
Equity Residential ‡		9,033		531
Essex Property Trust Inc ‡		1,660		381
Extra Space Storage Inc ‡		3,400		314
Federal Realty Investment Trust ‡		1,800		153
Healthpeak Properties Inc ‡		12,930		356
Host Hotels & Resorts Inc ‡		18,612		201
Iron Mountain Inc ‡		7,376		193
Kimco Realty Corp ‡		11,396		146
Mid-America Apartment Communities Inc ‡		3,000		344
Prologis Inc ‡		19,269		1,798
Public Storage ‡		3,900		748
Realty Income Corp ‡		8,918		531
Regency Centers Corp ‡		4,300		197
SBA Communications Corp, Cl A ‡		2,900		864
Simon Property Group Inc ‡		7,958		544
SL Green Realty Corp ‡		1,815		90
UDR Inc ‡		7,600		284
Ventas Inc ‡		9,710		356
Vornado Realty Trust ‡		4,331		166
Welltower Inc ‡		10,707		554
Weyerhaeuser Co ‡		19,560		439
				18,861
Utilities — 2.7%
AES Corp/The		17,212		249
Alliant Energy Corp		6,300		301
Ameren Corp		6,544		460
American Electric Power Co Inc		12,829		1,022
American Water Works Co Inc		4,600		592
Atmos Energy Corp		3,100		309
CenterPoint Energy Inc		12,917		241
CMS Energy Corp		7,513		439
Consolidated Edison Inc		8,678		624
Dominion Energy Inc		21,468		1,743

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		5,041	$	542
Duke Energy Corp		19,098		1,526
Edison International		9,490		515
Entergy Corp		5,277		495
Evergy Inc		6,000		356
Eversource Energy		8,444		703
Exelon Corp		25,490		925
FirstEnergy Corp		14,321		555
NextEra Energy Inc		12,698		3,050
NiSource Inc		9,713		221
NRG Energy Inc		6,464		211
Pinnacle West Capital Corp		2,894		212
PPL Corp		20,239		523
Public Service Enterprise Group Inc		13,157		647
Sempra Energy		7,368		864
Southern Co/The		27,482		1,425
WEC Energy Group Inc		8,237		722
Xcel Energy Inc		13,746		859
				20,331
Total Common Stock (Cost $423,703) ($ Thousands)				663,874

Description	Number of Rights		Market Value   ($ Thousands)
RIGHT — 0.0%
T-Mobile US Inc, Expires 07/30/2020 *		10,000	$	2
Total Right (Cost $—) ($ Thousands)				2
Total Investments in Securities — 89.7% (Cost $423,703) ($ Thousands)			$	663,876
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options(A) (Cost $1,641) ($ Thousands)		209,410,302	$	246
PURCHASED SWAPTION* — 0.5%
Total Purchased Swaption(B) (Cost $2,357) ($ Thousands)		864,868,000	$	3,902

A list of open options contracts held by the Fund at June 30, 2020 is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value     (Thousands)
PURCHASED OPTIONS — 0.0%
Call Options
August 20 Put EUR Call USD*		120,690,928	$	13,155		$1.09		8/22/2020	$	139
August 20 Put EUR Call USD*		88,719,374		9,582		1.08		8/22/2020		107
Total Purchased Options			$	22,737					$	246

A list of open OTC swaption contracts held by the Fund at June 30, 2020 is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value     (Thousands)
PURCHASED SWAPTION — 0.5%
Call Swaption
CMS One Look*		Bank of America Merill Lynch		864,868,000		$0.14		07/17/2021	$	3,902

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value         (Thousands)		Unrealized     Appreciation (Thousands)
S&P 500 Index E-MINI^		434		Sep-2020	$	66,163	$	67,057	$	894

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Dynamic Asset Allocation Fund (Concluded)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation       (Depreciation) (Thousands)
Bank of America		01/11/21	USD		5,313	SAR		19,987	$	8
Bank of America		01/11/21	USD		3,884	SAR		14,572		(4	)
Bank of America		01/11/21	SAR		154,174	USD		41,085		38
Bank of America		01/11/21	SAR		17,196	USD		4,566		(13	)
									$	29

A list of open OTC swap agreements held by the Fund at June 30, 2020 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

BNP Paribas^

Bloomberg Gold SubIndex Total Return

US T-BILL HIGH DISCOUNT RATE + 7 BPS

BLOOMBERG GOLD SUBINDEX TOTAL RETURN

Quarterly

03/17/2021

USD

(41,664)

$

7,119

$

–

$

7,119

BNP Paribas^

Bloomberg Gold SubIndex Total Return

US T-BILL HIGH DISCOUNT RATE + 7 BPS

BLOOMBERG GOLD SUBINDEX TOTAL RETURN

Quarterly

04/05/2021

USD

(31,168)

2,707

–

2,707

$

9,826

$

–

$

9,826

Percentages are based on Net Assets of $740,222 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

^ Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. As of June 30, 2020.

Cl — Class

EUR — Euro

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

S&P— Standard & Poor’s

SAR— Saudi Riyal

USD — U.S. Dollar

The following is a list of the levels of inputs used as of June 30, 2020 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		663,874		–			–		663,874
Right		2		–			–		2
Total Investments in Securities		663,876		–			–		663,876
Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		246		–			–		246
Purchased Swaption		–		3,902			–		3,902
Futures Contracts*
Unrealized Appreciation		894		–			–		894
Forwards Contracts*
Unrealized Appreciation		–		46			–		46
Unrealized Depreciation		–		(17	)		–		(17	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		9,826			–		9,826
Total Other Financial Instruments		1,140		13,757			–		14,897

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK — 32.4%
Communication Services — 4.1%
Activision Blizzard Inc		19,692	$	1,495
Central European Media Enterprises Ltd, Cl A *		154,840		548
Cincinnati Bell Inc *		51,345		762
Cineplex Inc		17,274		102
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		8
Cumulus Media Inc, Cl A *		5,075		20
Gray Television Inc *		3,520		49
iHeartMedia Inc *		5,524		46
Kakao		9,084		2,020
Meet Group Inc/The *		84,135		525
Pinterest, Cl A *		134,663		2,986
Sea ADR *		9,627		1,032
Snap Inc, Cl A *		154,090		3,620
Take-Two Interactive Software Inc, Cl A *		11,079		1,546
Tencent Holdings Ltd		33,900		2,181
T-Mobile US Inc *		12,666		1,319
Vonage Holdings Corp *		77,999		785
				19,044
Consumer Discretionary — 6.2%
Alibaba Group Holding ADR *		4,328		934
Amazon.com Inc, Cl A *		535		1,476
American Eagle Outfitters Inc		87,071		949
Aramark		50,008		1,129
Caesars Entertainment Corp *		157,027		1,905
Cenveo Corp *(A)		2,777		35
Delphi Technologies *		105,868		1,504
DR Horton Inc (B)		32,636		1,810
Expedia Group Inc		23,663		1,945
Fiat Chrysler Automobiles NV		67,875		695
Gamesys Group *		88,214		936
Jack in the Box Inc		16,071		1,191
JD.com ADR *		19,732		1,188
Monitronics International Inc *(A)		18,437		180
Norwegian Cruise Line Holdings Ltd *		44,555		732
Penn National Gaming Inc *		43,417		1,326
RH *		5,823		1,449
Rubicon Project Inc/The *		105,133		701
TAL Education Group ADR *		7,516		514
Tiffany & Co		28,165		3,434
Transat AT, Cl B *		45,385		191
Vail Resorts Inc		11,889		2,166
Vroom *		25,433		1,326
Wynn Resorts Ltd		15,798		1,177
				28,893
Consumer Staples — 0.1%
Walgreens Boots Alliance Inc		6,583		279
Energy — 0.9%
Apache Corp		111,028		1,499

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Jupiter Resources *(A)		24,396	$	18
Kinder Morgan Inc		131,870		2,000
Kosmos Energy Ltd		330,981		549
Parker Drilling *		4,414		26
				4,092
Financials — 5.2%
Ally Financial Inc		65,102		1,291
Aurora Capital *(A)		7,183		—
Axis Capital Holdings Ltd		10,662		432
B. Riley Principal Merger II, Cl A *		12,140		130
Charles Schwab Corp/The		31,490		1,063
Churchill Capital II, Cl A *		672		8
Churchill Capital III, Cl A *		1,024		11
Citizens Financial Group Inc		61,183		1,544
Evercore Inc, Cl A		29,010		1,709
Flying Eagle Acquisition, Cl A *		1,839		20
Genworth Financial Inc, Cl A *		79,086		183
Gores Holdings IV, Cl A *		165		2
Gores Metropoulos, Cl A *		1,310		14
IBERIABANK Corp		11,465		522
Insurance Acquisition, Cl A *		3,744		49
Landcadia Holdings II, Cl A *		1,761		29
Legg Mason Inc		32,051		1,595
Morgan Stanley		80,500		3,888
Netfin Acquisition, Cl A *		49,049		527
Social Capital Hedosophia Holdings II, Cl A *		1,839		22
Social Capital Hedosophia Holdings III, Cl A *		1,839		20
South Mountain Merger, Cl A *		487		5
Tortoise Acquisition, Cl A *		38,742		1,063
Willis Towers Watson PLC		52,193		10,279
Zions Bancorp NA		512		17
				24,423
Health Care — 1.2%
AMN Healthcare Services Inc *		27,113		1,227
Change Healthcare Inc *		107,841		1,208
Hologic Inc *		2,127		121
Mylan NV *		46,823		753
Pfizer Inc		7,010		229
QIAGEN NV *		10,208		440
Wright Medical Group NV *		59,865		1,779
				5,757
Industrials — 1.9%
Air Canada, Cl A *		37,532		467
Builders FirstSource Inc *(B)		80,983		1,676
BWX Technologies Inc, Cl W (B)		19,584		1,109
Clarivate Analytics PLC *		69,768		1,558
Nielsen Holdings PLC		142,557		2,119
Rush Enterprises Inc, Cl A (B)		38,980		1,616

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
TransDigm Group Inc		1,220	$	539
				9,084
Information Technology — 7.9%
Adobe Inc *		3,187		1,387
Adyen NV *		703		1,023
Afterpay *		16,767		704
Agora ADR		11,508		508
Crowdstrike Holdings, Cl A *		10,455		1,049
Dynatrace Inc *		62,181		2,525
Fidelity National Information Services Inc, Cl B		13,895		1,863
Fiserv Inc, Cl A *		19,514		1,905
Fitbit Inc, Cl A *		249,780		1,614
ForeScout Technologies Inc *		183,931		3,899
Lightspeed POS *		90,999		2,167
Mmodal *(A)		3,945		41
Network International Holdings PLC		328,045		1,787
Nexi *(C)		56,536		978
NXP Semiconductors NV		15,351		1,751
PayPal Holdings Inc *		9,129		1,590
Renesas Electronics Corp *		393,900		2,012
Repay Holdings Corp, Cl A *		8,281		204
RingCentral Inc, Cl A *		7,368		2,100
Shopify Inc, Cl A *		2,087		1,981
SS&C Technologies Holdings Inc		13,578		767
StoneCo Ltd, Cl A *		14,830		575
Talend SA ADR *		40,402		1,400
Vishay Intertechnology Inc (B)		103,599		1,582
WEX Inc *		8,729		1,441
				36,853
Materials — 1.5%
Allegheny Technologies Inc *(B)		98,997		1,009
Constellium SE, Cl A *(B)		121,933		936
Hexion Holdings Corp *		9,735		65
Ingevity Corp *		26,875		1,413
Norbord Inc		100,230		2,281
Vulcan Materials Co		10,952		1,269
				6,973
Real Estate — 1.2%
Hudson Pacific Properties Inc ‡		48,442		1,219
Kimco Realty Corp ‡		158,493		2,035
Outfront Media Inc ‡		74,096		1,050
Seritage Growth Properties *‡		62,370		711
Simon Property Group Inc ‡		6,749		461
Taubman Centers Inc ‡		49		2
				5,478
Utilities — 2.2%
Clearway Energy Inc, Cl C (B)		93,505		2,156
El Paso Electric Co, Cl A		5,239		351
Evergy Inc		16,145		957

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		42,093	$	1,528
FirstEnergy Corp		79,392		3,079
PG&E Corp *(B)		231,602		2,054
				10,125
Total Common Stock (Cost $142,480) ($ Thousands)				151,001
REGISTERED INVESTMENT COMPANY — 13.8%
Merger Fund/The , Cl L		3,745,836		64,054
Total Registered Investment Company (Cost $60,067) ($ Thousands)				64,054
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 10.1%
Communication Services — 0.4%
AMC Entertainment Holdings, Inc.
10.500%, 04/15/2025 (C)	$	340		276
6.125%, 05/15/2027		55		17
5.750%, 06/15/2025		30		9
CCO Holdings
5.375%, 06/01/2029 (C)		85		90
5.125%, 05/01/2027 (C)		15		16
Digicel Group
6.750%, 03/01/2023 (C)		160		82
Digicel International Finance
13.000%cash/13.000% PIK,
12/31/2025 (C)		28		24
DISH DBS
7.750%, 07/01/2026		125		133
Frontier Communications
10.500%, 09/15/2022 (D)		125		43
7.125%, 01/15/2023 (D)		135		40
6.875%, 01/15/2025 (D)		85		25
iHeartCommunications
8.375%, 05/01/2027		49		45
6.375%, 05/01/2026		27		26
5.250%, 08/15/2027 (C)		25		24
Intelsat Jackson Holdings
9.750%, 07/15/2025 (C)(D)		90		55
Intelsat Luxembourg
8.125%, 06/01/2023 (D)		45		2
McClatchy
9.000%, 07/15/2026 (D)		402		394
Netflix
5.875%, 02/15/2025		95		105
Salem Media Group
6.750%, 06/01/2024 (C)		395		322
T-Mobile USA
4.750%, 02/01/2028		95		100

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trilogy International Partners
8.875%, 05/01/2022 (C)	$	175	$	155
				1,983
Consumer Discretionary — 2.8%
American Greetings
8.750%, 04/15/2025 (C)		265		225
Ashton Woods USA
6.625%, 01/15/2028 (C)		230		226
Carnival
11.500%, 04/01/2023 (C)		180		195
CBS Radio
7.250%, 11/01/2024 (C)		180		157
Cengage Learning
9.500%, 06/15/2024 (C)		395		277
Colt Merger Sub
8.125%, 07/01/2027 (C)		180		174
6.250%, 07/01/2025 (C)		215		214
CSC Holdings
5.750%, 01/15/2030 (C)		205		214
Cumulus Media New Holdings
6.750%, 07/01/2026 (C)		175		162
Diamond Resorts International
10.750%, 09/01/2024 (C)		310		279
Diamond Sports Group
6.625%, 08/15/2027 (C)		140		75
5.375%, 08/15/2026 (C)		270		195
Ford Motor
8.500%, 04/21/2023		295		312
Ford Motor Credit
5.596%, 01/07/2022		20		20
5.584%, 03/18/2024		15		15
4.140%, 02/15/2023		60		59
4.063%, 11/01/2024		45		43
3.810%, 01/09/2024		20		19
3.350%, 11/01/2022		40		38
Getty Images
9.750%, 03/01/2027 (C)		235		221
Golden Entertainment
7.625%, 04/15/2026 (C)		130		120
GrubHub Holdings
5.500%, 07/01/2027 (C)		5,173		5,296
Guitar Center
13.000%cash/8.000% PIK,
04/15/2022 (C)		772		309
10.000%, 05/15/2022 (A)(C)		10		10
Guitar Center Escrow Issuer
9.500%, 10/15/2021 (C)		110		81
Hanesbrands
5.375%, 05/15/2025 (C)		160		162
Hilton Domestic Operating
4.250%, 09/01/2024		105		102

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (C)	$	395	$	381
Inn of the Mountain Gods Resort & Casino
9.250%cash/0% PIK, 11/30/2020 (A)		192		161
IRB Holding
7.000%, 06/15/2025 (C)		145		149
Jacobs Entertainment
7.875%, 02/01/2024 (C)		360		317
JC Penney
7.400%, 04/01/2037 (D)		80		1
6.375%, 10/15/2036 (D)		445		2
Liberty Interactive
8.250%, 02/01/2030		520		506
Macy’s Retail Holdings
3.450%, 01/15/2021		65		61
McGraw-Hill Global Education Holdings
7.875%, 05/15/2024 (C)		225		150
Monitronics International Inc
9.125%, 04/01/2020 (A)(D)		495		–
NCL
12.250%, 05/15/2024 (C)		115		120
Nordstrom
8.750%, 05/15/2025 (C)		50		54
Royal Caribbean Cruises
10.875%, 06/01/2023 (C)		120		123
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (C)		455		444
Terrier Media Buyer
8.875%, 12/15/2027 (C)		410		393
Urban One
7.375%, 04/15/2022 (C)		705		627
Wynn Las Vegas
5.500%, 03/01/2025 (C)		95		87
5.250%, 05/15/2027 (C)		60		52
4.250%, 05/30/2023 (C)		15		14
Wynn Resorts Finance
7.750%, 04/15/2025 (C)		265		267
Ziggo BV
5.500%, 01/15/2027 (C)		105		106
				13,215
Consumer Staples — 0.3%
Kraft Heinz Foods
3.875%, 05/15/2027 (C)		205		214
New Albertsons
8.700%, 05/01/2030		100		117
Rite Aid
7.700%, 02/15/2027		285		241
6.125%, 04/01/2023 (C)		220		214
Vector Group
10.500%, 11/01/2026 (C)		225		226

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.125%, 02/01/2025 (C)	$	270	$	259
				1,271
Energy — 1.8%
Cheniere Energy Partners
5.625%, 10/01/2026		115		114
4.500%, 10/01/2029 (C)		115		111
Chesapeake Energy
7.500%, 10/01/2026 (D)		170		3
7.000%, 10/01/2024 (D)		55		1
CNX Midstream Partners
6.500%, 03/15/2026 (C)		405		373
CNX Resources
7.250%, 03/14/2027 (C)		140		129
Crestwood Midstream Partners
5.750%, 04/01/2025		285		246
DCP Midstream Operating
8.125%, 08/16/2030		40		42
EnLink Midstream
5.375%, 06/01/2029		335		251
EQT
6.125%, 02/01/2025		140		140
Equities
7.000%, 02/01/2030		90		93
Extraction Oil & Gas
5.625%, 02/01/2026 (C)(D)		270		52
Laredo Petroleum
10.125%, 01/15/2028		90		62
9.500%, 01/15/2025		90		62
MEG Energy
7.125%, 02/01/2027 (C)		100		83
7.000%, 03/31/2024 (C)		80		69
Noble Holding International
8.950%, 04/01/2045 (D)		180		5
7.750%, 01/15/2024 (D)		215		4
Occidental Petroleum
5.550%, 03/15/2026		95		87
4.625%, 06/15/2045		120		84
4.500%, 07/15/2044		10		7
4.400%, 04/15/2046		10		7
2.700%, 08/15/2022		230		214
2.700%, 02/15/2023		60		55
Petrobras Global Finance BV
8.750%, 05/23/2026		894		1,055
6.900%, 03/19/2049		595		626
6.750%, 06/03/2050		37		38
Petroleos Mexicanos
6.950%, 01/28/2060 (C)		351		270
6.375%, 01/23/2045		650		485
6.350%, 02/12/2048		1,188		882
5.950%, 01/28/2031 (C)		305		252
4.500%, 01/23/2026		211		184

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 01/30/2023		$           604	$	574
Petroleos Mexicanos MTN
6.750%, 09/21/2047		1,390		1,069
Pride International
7.875%, 08/15/2040		50		4
Sabine Pass Liquefaction
5.750%, 05/15/2024		95		107
5.000%, 03/15/2027		25		28
Shelf Drilling Holdings
8.250%, 02/15/2025 (C)		85		38
Southwestern Energy
7.500%, 04/01/2026		225		197
Transocean
6.800%, 03/15/2038		290		83
USA Compression Partners
6.875%, 09/01/2027		125		120
Valaris
5.850%, 01/15/2044		185		20
				8,326
Financials — 1.6%
Ally Financial
5.800%, 05/01/2025		250		278
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+4.842%(E)		285		290
Freedom Mortgage
8.250%, 04/15/2025 (C)		610		604
8.125%, 11/15/2024 (C)		375		364
FS Energy & Power Fund
7.500%, 08/15/2023 (C)		165		141
GTCR AP Finance
8.000%, 05/15/2027 (C)		225		232
ICBC Standard Bank MTN
15.360%, 10/01/2021 (C)		UAH      18,605		758
Issuer
6.250%, 03/01/2028 (C)		$           480		446
Ladder Capital Finance Holdings LLLP
5.875%, 08/01/2021 (C)		40		40
5.250%, 03/15/2022 (C)		365		347
5.250%, 10/01/2025 (C)		35		30
MDC-GMTN BV MTN
4.500%, 11/07/2028		200		234
Nationstar Mortgage Holdings
9.125%, 07/15/2026 (C)		250		264
8.125%, 07/15/2023 (C)		75		77
NMI Holdings
7.375%, 06/01/2025 (C)		180		188
Refinitiv US Holdings
6.250%, 05/15/2026 (C)		1,472		1,560

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Saracen Development
11.000%cash/3.000% PIK, 10/15/2025 (A)(C)	$	260	$	272
Springleaf Finance
7.125%, 03/15/2026		150		155
6.875%, 03/15/2025		275		282
6.125%, 03/15/2024		95		97
VTB Bank Via VTB Capital
6.950%, 10/17/2022		653		693
WeWork
7.875%, 05/01/2025 (C)		410		199
				7,551
Health Care — 0.5%
Air Medical Group Holdings
6.375%, 05/15/2023 (C)		355		326
Bausch Health
6.250%, 02/15/2029 (C)		345		347
Centene
4.625%, 12/15/2029		165		174
DaVita
4.625%, 06/01/2030 (C)		190		189
Encompass Health
4.500%, 02/01/2028		115		110
Endo Dac
9.500%, 07/31/2027 (C)		94		99
6.000%, 06/30/2028 (C)		63		41
HCA
5.875%, 02/01/2029		95		107
Jaguar Holding II
5.000%, 06/15/2028 (C)		205		210
Molina Healthcare
4.375%, 06/15/2028 (C)		95		95
Par Pharmaceutical
7.500%, 04/01/2027 (C)		176		181
Prime Security Services Borrower
6.250%, 01/15/2028 (C)		145		137
Radiology Partners
9.250%, 02/01/2028 (C)		140		132
Tenet Healthcare
8.125%, 04/01/2022		15		16
6.250%, 02/01/2027 (C)		125		124
				2,288
Industrials — 0.6%
Bombardier
7.875%, 04/15/2027 (C)		115		75
7.500%, 12/01/2024 (C)		25		16
7.500%, 03/15/2025 (C)		70		46
Cornerstone Building Brands
8.000%, 04/15/2026 (C)		230		232

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delta Air Lines
7.000%, 05/01/2025 (C)	$	170	$	175
Fortress Transportation & Infrastructure Investors
6.500%, 10/01/2025 (C)		45		41
Global A&T Electronics
8.500%, 01/12/2023		894		849
Icahn Enterprises
6.250%, 02/01/2022		105		105
New Enterprise Stone & Lime
6.250%, 03/15/2026 (C)		180		181
Team Health Holdings
6.375%, 02/01/2025 (C)		110		64
TransDigm
6.250%, 03/15/2026 (C)		90		90
Triumph Group
7.750%, 08/15/2025		180		135
6.250%, 09/15/2024 (C)		20		17
5.250%, 06/01/2022		65		56
Tutor Perini
6.875%, 05/01/2025 (C)		340		324
Weekley Homes
6.625%, 08/15/2025		425		428
				2,834
Information Technology — 0.2%
Boxer Parent
7.125%, 10/02/2025 (C)		65		68
CommScope
8.250%, 03/01/2027 (C)		300		308
7.125%, 07/01/2028 (C)		55		55
5.500%, 06/15/2024 (C)		55		56
CommScope Finance
6.000%, 03/01/2026 (C)		150		154
CommScope Technologies
6.000%, 06/15/2025 (C)		40		39
Microchip Technology
4.250%, 09/01/2025 (C)		150		151
Rackspace Hosting
8.625%, 11/15/2024 (C)		155		156
				987
Materials — 1.3%
Allegheny Technologies Inc
7.875%, 08/15/2023		145		148
5.875%, 12/01/2027		140		130
Arconic
6.000%, 05/15/2025 (C)		205		212
Ardagh Packaging Finance
5.250%, 08/15/2027 (C)		185		182
Baffinland Iron Mines
8.750%, 07/15/2026 (C)		845		828

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CENVO Corp (Escrow Security)
0.000%, 09/15/2022 (A)	$	505	$	–
Cornerstone Chemical
6.750%, 08/15/2024 (C)		480		432
CSN Islands XI
6.750%, 01/28/2028 (C)		350		300
Eldorado
9.500%, 06/01/2024 (C)		165		176
First Quantum Minerals
7.500%, 04/01/2025 (C)		745		713
FMG Resources August 2006 Pty
4.500%, 09/15/2027 (C)		220		220
Freeport-McMoRan
5.450%, 03/15/2043		245		240
5.250%, 09/01/2029		175		179
5.000%, 09/01/2027		25		25
Hexion
7.875%, 07/15/2027 (C)		240		218
Kaiser Aluminum
13.000%, 01/31/2024 (A)		28		26
LSB Industries
9.625%, 05/01/2023 (C)		470		453
Mineral Resources
8.125%, 05/01/2027 (C)		465		494
Mountain Province Diamonds
8.000%, 12/15/2022 (C)		315		175
New Gold
6.375%, 05/15/2025 (C)		125		126
6.250%, 11/15/2022 (C)		115		116
Northwest Acquisitions ULC
7.125%, 11/01/2022 (C)(D)		460		5
PolyOne
5.750%, 05/15/2025 (C)		200		206
Rain CII Carbon
7.250%, 04/01/2025 (C)		595		571
				6,175
Real Estate — 0.2%
Diversified Healthcare Trust
9.750%, 06/15/2025		310		333
Uniti Group
8.250%, 10/15/2023		60		57
7.125%, 12/15/2024 (C)		50		46
6.000%, 04/15/2023 (C)		230		224
				660
Telecommunication Services — 0.0%
Digicel Group 0.5
10.000%, 04/01/2024		28		19

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 0.4%
Eskom Holdings SOC
5.750%, 01/26/2021	$	777	$	739
Eskom Holdings SOC MTN
8.450%, 08/10/2028		757		705
NRG Energy
7.250%, 05/15/2026		145		153
5.250%, 06/15/2029 (C)		20		21
Vistra Operations
5.500%, 09/01/2026 (C)		190		194
				1,812
Total Corporate Obligations (Cost $49,280) ($ Thousands)				47,121
SOVEREIGN DEBT — 4.5%
Argentine Republic Government International Bond
7.125%, 06/28/2117 (D)		336		130
6.875%, 01/26/2027 (D)		507		202
5.875%, 01/11/2028 (D)		1,679		667
Bahrain Government International Bond
7.000%, 01/26/2026		400		444
Colombia Government International Bond
5.200%, 05/15/2049		202		237
Egypt Government International Bond
8.875%, 05/29/2050 (C)		1,070		1,056
8.700%, 03/01/2049		579		567
8.150%, 11/20/2059 (C)		200		185
Jordan Government International Bond
5.850%, 07/07/2030		603		603
4.950%, 07/07/2025 (C)		433		433
Mexico Government International Bond
5.000%, 04/27/2051		419		451
4.750%, 04/27/2032		405		447
Nigeria Government International Bond
7.625%, 11/21/2025		1,017		1,036
Paraguay Government International Bond
4.625%, 01/25/2023		1,471		1,545
Russian Federal Bond - OFZ
7.400%, 07/17/2024	RUB	131,066		2,001
7.250%, 05/10/2034		98,816		1,539
7.150%, 11/12/2025		184,345		2,818
6.000%, 10/06/2027		116,353		1,682
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$	600		792
Saudi Government International Bond MTN
3.750%, 01/21/2055 (C)		300		306
2.750%, 02/03/2032 (C)		972		997

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
Ukraine Government International Bond
12.597%, 05/31/2040 (F)		$      1,340	$	1,233
7.750%, 09/01/2022		593		617
7.375%, 09/25/2032		756		758
4.375%, 01/27/2030		EUR         384		370
Total Sovereign Debt (Cost $20,763) ($ Thousands)				21,116
LOAN PARTICIPATIONS — 3.5%
Academy, LTD., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 07/01/2022		$         856		684
Advisor Group, Inc., 1st Lien
5.178%, 07/31/2026		193		178
Affinity Game, Term Loan 2, 1st Lien
4.250%, 07/01/2023 (F)		234		199
Affinity Game, Term Loan 2, 2nd Lien
9.010%, 01/31/2025		300		225
AgroFresh, Term Loan, 1st Lien
7.008%, 07/31/2021		—		—
5.750%, 07/31/2021		362		352
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
4.080%, VAR LIBOR+3.000%, 04/22/2026		10		7
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (A)		130		128
American Greetings, Term Loan, 1st Lien
5.500%, 04/06/2024 (F)		263		242
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, 09/02/2024 (G)		417		271
Aptos, 1st Lien
5.685%, 02/26/2027 (F)		245		214
BMC Software Finance, Inc., Term Loan, 1st Lien
4.428%, 10/02/2025 (G)		210		199
Boardriders, Inc., Initial Loan, 1st Lien
7.500%, 04/23/2024		249		150
Bright Bidco, Term Loan B, 1st Lien
4.572%, 06/30/2024 (F)		154		67
Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC), Term B Loan, 1st Lien
2.928%, VAR LIBOR+2.750%, 12/23/2024		200		177
Carestream Health, Inc., Extended Term Loan, 1st Lien
7.322%, 02/28/2021		518		491

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cengage Learning, Inc., 2016 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/07/2023	$	417	$	335
Cenveo Corporation, Exit Term Loan, 1st Lien
11.750%, 06/07/2023 (A)		2		1
10.500%, 06/07/2023 (A)		303		270
Chesapeake Energy Corporation, Class A Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 06/24/2024		143		82
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.178%, VAR LIBOR+5.000%, 01/04/2026		636		532
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
6.808%, 10/31/2026		95		83
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.072%, VAR LIBOR+8.000%, 03/07/2022 (A)		128		112
ELO Touch Solutions, Term Loan B, 1st Lien
6.680%, 12/14/2025		193		181
Endo Luxembourg Finance Company I S.ar.l., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/27/2024		120		113
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 10/10/2025		571		372
EPIC Y-Grade Services, LP, Term Loan, 1st Lien
6.370%, 06/13/2024		237		174
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.688%, VAR LIBOR+4.500%, 02/19/2026		287		254
Glass Mountain, Term Loan B, 1st Lien
5.500%, 12/23/2024		68		30
Global Medical Response, Inc., 2018 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/28/2022		258		248
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 10/04/2023 (G)		296		233
Horseshoe Baltimore, Cov-Lite, Term Loan B, 1st Lien
4.178%, 07/08/2024 (F)		206		184

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hurtigruten Group, 1st Lien
4.750%, 06/11/2023	$	138	$	143
ICH US Intermediate Holdings II, Inc., Initial Term Loan, 1st Lien
6.750%, 12/24/2026 (F)		6		6
Innovacare, Term Loan, 1st Lien
6.750%, 12/24/2026 (F)		278		263
Inteliquent, Term Loan, 1st Lien
5.500%, 02/10/2024		50		47
J.C. Penney Corporation, Inc. , Loan (2016), 1st Lien
5.250%, VAR LIBOR+4.250%, 06/23/2023 (G)		444		159
J.C. Penney Corporation, Inc. , Loan (DIP), 1st Lien
13.000%, VAR LIBOR+11.750%, 11/15/2020 (A)(G)		217		219
Lanai Holdings II, Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 08/29/2022		846		753
Libbey Glass, 1st Lien
12.000%, 12/03/2020		23		22
5.750%, 04/09/2021 (D)(F)		47		20
2.000%, 12/03/2020		23		23
Lifescan Global Corporation, Initial Term Loan, 1st Lien
8.085%, 10/01/2024		6		5
7.175%, 10/01/2024		1,063		958
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
9.375%, VAR LIBOR+8.125%, 12/31/2020 (A)		571		559
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR+6.000%, 05/08/2025 (A)		157		155
McGraw-Hill Global Education Holdings, LLC, Term B Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 05/04/2022		549		462
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/13/2024		189		165
Monitronics International Inc
7.750%, 03/29/2024 (A)		169		128
Nine West Holdings Inc., Term Loan, 1st Lien
8.306%, 03/19/2024		61		51
Owens & Minor Distribution, Term Loan B, 1st Lien
4.673%, 05/02/2025 (F)		107		94

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Peak 10 Holding Corporation, Initial Term Loan, 2nd Lien
3.808%, VAR LIBOR+3.500%, 08/01/2024	$	927	$	738
Ply Gem Midco, Inc., Initial Term Loan, 1st Lien
3.941%, VAR LIBOR+3.750%, 04/12/2025		117		111
Polymer Additives, Inc., Closing Date Term Loan
6.862%, 07/31/2025 (A)		103		75
Polymer Process Soluions, Term Loan, 1st Lien
6.190%, 05/01/2026 (F)		218		200
R.R. Donnelley & Sons Company, Term B Loan
5.178%, 01/04/2024		216		199
Rackspace Hosting, Inc., Term B Loan
4.000%, 11/03/2023 (F)		289		275
Radio One, Inc., Initial Term Loan
5.000%, VAR LIBOR+4.000%, 04/18/2023		110		91
Radiology Partners Inc., Term Loan, 1st Lien
5.295%, 07/09/2025		11		11
Radiology Partners, Inc., Term B Loan
5.985%, VAR LIBOR+4.750%, 07/09/2025		13		12
Red Lobster Management LLC, Initial Term Loan, 1st Lien
6.250%, 07/28/2021 (F)(G)		489		408
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 09/07/2023 (G)		903		232
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.180%, 06/19/2026 (F)		181		158
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.873%, VAR LIBOR+5.000%, 03/09/2023		1,176		832
Team Health Holdings, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/06/2024		847		645
Tech Data Corp, Cov-Lite, 1st Lien
3.678%, 06/26/2025		275		272
Traverse Midstream Partners LLC, Advance, 1st Lien
5.000%, VAR LIBOR+4.000%, 09/27/2024		484		401

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
LOAN PARTICIPATIONS (continued)
Twin River Worldwide Holdings, Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 05/11/2026	$	251	$	258
Vida Capital, Term Loan
6.703%, 10/01/2026 (F)		198		196
Windstream Services, LLC (fka Windstream Corporation), Tranche B-6 Term Loan (2016), 1st Lien
8.250%, VAR Prime Rate by Country+5.000%, 03/29/2021 (G)		435		262
Total Loan Participations (Cost $18,517) ($ Thousands)				16,396
	Shares
EXCHANGE TRADED FUND — 1.3%
BlackRock Global Long/Short Credit Fund		596,274		5,748
Total Exchange Traded Fund (Cost $5,927) ($ Thousands)				5,748
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.9%
Puerto Rico — 0.9%
Commonwealth of Puerto Rico, Ser A, GO
5.000%, 07/01/2020 (D)		5		3
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/31/2020 @ 100
8.000%, 07/01/2035 (D)		5,710		3,426
Commonwealth of Puerto Rico, Ser A, GO
Callable 07/01/2022 @ 100
5.500%, 07/01/2026 (A)(D)		5		3
5.500%, 07/01/2039 (D)		325		213
5.250%, 07/01/2023 (A)(D)		30		20
5.125%, 07/01/2037 (D)		20		13
5.000%, 07/01/2032 (D)		5		3
5.000%, 07/01/2041 (D)		705		443
Commonwealth of Puerto Rico, Ser B, GO
4.400%, 07/01/2020 (D)		10		6
4.250%, 07/01/2019 (D)		5		3
Commonwealth of Puerto Rico, Ser C, GO
Callable 07/31/2020 @ 100
6.000%, 07/01/2032 (D)		5		3
Commonwealth of Puerto Rico, Ser C, GO
Callable 07/01/2021 @ 100
6.500%, 07/01/2040 (D)		5		3
Commonwealth of Puerto Rico, Ser E, GO
Callable 07/01/2021 @ 100
5.375%, 07/01/2030 (D)		5		3

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MUNICIPAL BONDS (continued)
Puerto Rico, Electric Power Authority, Ser A, RB
Callable 07/01/2022 @ 100
5.000%, 07/01/2042 (A)(D)	$	15	$	10
Puerto Rico, Electric Power Authority, Ser AAA, RB
Callable 07/31/2020 @ 100
5.250%, 07/01/2021 (D)		10		7
5.250%, 07/01/2025 (A)(D)		15		10
5.250%, 07/01/2027 (A)(D)		20		13
Puerto Rico, Electric Power Authority, Ser CCC, RB
Callable 07/31/2020 @ 100
5.250%, 07/01/2026 (D)		35		24
5.250%, 07/01/2027 (A)(D)		30		20
5.250%, 07/01/2028 (D)		5		3
Puerto Rico, Electric Power Authority, Ser NN, RB
5.500%, 07/01/2020 (A)(D)		35		24
Puerto Rico, Electric Power Authority, Ser TT, RB
Callable 07/31/2020 @ 100
5.000%, 07/01/2023 (D)		10		7
5.000%, 07/01/2032 (A)(D)		25		17
Puerto Rico, Electric Power Authority, Ser WW, RB
5.500%, 07/01/2020 (A)(D)		15		10
Puerto Rico, Electric Power Authority, Ser WW, RB
Callable 07/31/2020 @ 100
5.500%, 07/01/2021 (A)(D)		15		10
5.500%, 07/01/2038 (A)(D)		5		3
5.250%, 07/01/2033 (A)(D)		20		13
Puerto Rico, Electric Power Authority, Ser XX, RB
Callable 07/31/2020 @ 100
5.250%, 07/01/2035 (D)		5		3
5.250%, 07/01/2040 (D)		30		20
Total Municipal Bonds (Cost $3,721) ($ Thousands)				4,336
	Shares
PREFERRED STOCK — 0.5%
Energy — 0.0%
Crestwood Equity Partners, 9.250% (H)		16,902		92
Financials — 0.4%
FHLMC, 8.375% *		119,334		948

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
PREFERRED STOCK (continued)
FNMA, 8.250% *		118,919	$	945
				1,893
Real Estate — 0.1%
Colony Capital, 7.500% ‡		12,189		198
Total Preferred Stock (Cost $2,158) ($ Thousands)				2,183
	Face Amount
	(Thousands)
ASSET-BACKED SECURITIES — 0.3%
Other Asset-Backed Securities — 0.3%
CIFC Funding, Ser 2018-4RA, Cl C
4.335%, VAR ICE LIBOR USD 3 Month+3.200%, 10/17/2030 (C)	$	250		232
Octagon Investment Partners 43, Ser 2019- 1A, Cl D
4.891%, VAR ICE LIBOR USD 3 Month+3.900%, 10/25/2032 (C)		250		248
OHA Credit Funding 4, Ser 2019-4A, Cl D
4.848%, VAR ICE LIBOR USD 3 Month+3.750%, 10/22/2032 (C)		250		247
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
3.819%, VAR ICE LIBOR USD 3 Month+2.600%, 10/15/2027 (C)		250		233
Tryon Park CLO, Ser 2018-1A, Cl CR
3.919%, VAR ICE LIBOR USD 3 Month+2.700%, 04/15/2029 (C)		250		233
Venture XVII CLO, Ser 2018-17A, Cl DRR
4.039%, VAR ICE LIBOR USD 3 Month+2.820%, 04/15/2027 (C)		200		181
				1,374
Total Asset-Backed Securities (Cost $1,446) ($ Thousands)				1,374
CONVERTIBLE BONDS — 0.3%
Air Canada
4.000%, 07/01/2025 (C)		60		63
CNX Resources
2.250%, 05/01/2026 (C)		150		138
Liberty Latin America
2.000%, 07/15/2024 (C)		265		210
Liberty Media CV to 16.7764
3.750%, 02/15/2030		408		277
Liberty Media CV to 22.94686
4.000%, 11/15/2029		367		251
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (C)		235		282

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CONVERTIBLE BONDS (continued)
Royal Caribbean Cruises
4.250%, 06/15/2023 (C)	$	75	$	70
Total Convertible Bonds (Cost $1,336) ($ Thousands)				1,291
U.S. TREASURY OBLIGATION — 0.1%
U.S. Cash Management Bill
0.149%, 09/08/2020 (I)		326		326
Total U.S. Treasury Obligation (Cost $326) ($ Thousands)				326
MORTGAGE-BACKED SECURITY — 0.0%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser CSMO, Cl F
3.926%, VAR ICE LIBOR USD 1 Month+3.741%, 11/15/2036 (A)(C)		175		157
Total Mortgage-Backed Security (Cost $175) ($ Thousands)				157
	Number of
	Warrants
WARRANT — 0.0%
Guitar Center, Expires 12/30/2027
Strike Price $– *(A)		1,552		–
Total Warrant (Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENTS — 25.5%
Morgan Stanley Institutional Liquidity Fund Government Portfolio
0.019%**		247,500		248
Morgan Stanley Institutional Liquidity Fund Prime Portfolio
0.025%**		247,198		247
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio
0.023%**		247,500		248
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Cl I
0.025%**		861,106		861
Morgan Stanley Institutional Liquidity Funds - ESG Money Market Portfolio
0.025%**		247,121		247

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value   ($ Thousands)
CASH EQUIVALENTS (continued)
SEI Daily Income Trust, Government Fund, Cl F
0.030%**†		116,994,286		$	116,994
Total Cash Equivalents (Cost $118,845) ($ Thousands)					118,845
Total Investments in Securities — 93.2% (Cost $425,041) ($ Thousands)				$	433,948
COMMON STOCK SOLD SHORT— (16.5)%
Communication Services — (2.0)%
Auto Trader Group PLC		(129,251	)		(841	)
Baidu ADR *		(4,469	)		(536	)
Cardlytics Inc *		(6,158	)		(431	)
CenturyLink Inc		(95,230	)		(955	)
Cogent Communications Holdings Inc		(8,153	)		(631	)
Electronic Arts Inc *		(3,217	)		(425	)
Interpublic Group of Cos Inc/The		(22,519	)		(386	)
Live Nation Entertainment Inc *		(8,563	)		(380	)
Omnicom Group Inc		(27,337	)		(1,493	)
Rightmove PLC		(58,133	)		(392	)
Twitter Inc *		(25,148	)		(749	)
Verizon Communications Inc		(27,305	)		(1,505	)
ViacomCBS Inc, Cl B		(20,856	)		(486	)
					(9,210	)
Consumer Discretionary — (2.1)%
Boot Barn Holdings Inc *		(17,104	)		(369	)
BorgWarner Inc		(49,146	)		(1,735	)
Cheesecake Factory Inc/The		(16,057	)		(368	)
eBay Inc		(15,936	)		(836	)
Eldorado Resorts Inc *		(20,318	)		(814	)
Garmin Ltd		(12,296	)		(1,199	)
Grand Canyon Education Inc *		(7,442	)		(674	)
GSX Techedu Inc ADR *		(10,327	)		(619	)
Harley-Davidson Inc, Cl A		(39,153	)		(930	)
MGM Resorts International		(57,200	)		(961	)
Penn National Gaming Inc *		(19,820	)		(605	)
Rakuten Inc		(96,700	)		(850	)
					(9,960	)
Consumer Staples — (1.0)%
Campbell Soup Co		(28,250	)		(1,402	)
Craft Brew Alliance *		(33,146	)		(510	)
General Mills Inc		(12,227	)		(754	)
J M Smucker Co/The		(6,726	)		(712	)
Kroger Co/The		(22,292	)		(754	)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
SpartanNash Co		(35,257	)	$	(749	)
					(4,881	)
Financials — (3.8)%
Aon, Cl A		(56,340	)		(10,851	)
Blackstone Group Inc/The, Cl A (H)		(13,299	)		(753	)
E*TRADE Financial Corp		(12,692	)		(631	)
FactSet Research Systems Inc		(3,530	)		(1,159	)
First Horizon National Corp		(34,537	)		(344	)
KKR & Co Inc		(24,250	)		(749	)
M&T Bank Corp		(7,369	)		(766	)
MSCI Inc, Cl A		(2,479	)		(828	)
Signature Bank/New York NY, Cl B		(3,563	)		(381	)
TD Ameritrade Holding Corp		(29,045	)		(1,057	)
					(17,519	)
Health Care — (0.7)%
Align Technology Inc *		(2,862	)		(786	)
Demant A/S *		(20,168	)		(532	)
iRhythm Technologies Inc *		(3,089	)		(358	)
Stryker Corp		(1,106	)		(199	)
Thermo Fisher Scientific Inc		(2,001	)		(725	)
Vocera Communications Inc *		(32,275	)		(684	)
					(3,284	)
Industrials — (1.5)%
51job Inc ADR *		(10,945	)		(786	)
Equifax Inc		(5,107	)		(878	)
Fastenal Co, Cl A		(22,195	)		(951	)
Generac Holdings Inc *		(3,304	)		(403	)
HEICO Corp		(9,527	)		(949	)
PACCAR Inc		(10,113	)		(757	)
Roper Technologies Inc		(2,104	)		(817	)
United Rentals Inc *		(7,432	)		(1,108	)
XPO Logistics Inc *		(2,415	)		(186	)
					(6,835	)
Information Technology — (5.2)%
Acacia Communications Inc *		(3,596	)		(242	)
Accenture PLC, Cl A		(5,217	)		(1,120	)
Anaplan Inc *		(14,447	)		(655	)
Arista Networks Inc *		(3,520	)		(739	)
Aspen Technology Inc *		(7,404	)		(767	)
Automatic Data Processing Inc		(6,210	)		(925	)
Belden Inc		(24,046	)		(783	)
Broadridge Financial Solutions Inc		(7,556	)		(953	)
CDW Corp/DE		(5,438	)		(632	)
Check Point Software Technologies Ltd *		(8,335	)		(895	)
Cisco Systems Inc		(2,608	)		(122	)
Cognizant Technology Solutions Corp, Cl A		(14,609	)		(830	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Coupa Software Inc *		(1,983	)	$	(549	)
Everbridge Inc *		(6,039	)		(836	)
FLIR Systems Inc		(13,914	)		(564	)
Infosys Ltd ADR		(71,273	)		(688	)
Inphi Corp *		(3,436	)		(404	)
International Business Machines Corp		(10,170	)		(1,228	)
Jack Henry & Associates Inc		(4,592	)		(845	)
Paylocity Holding Corp *		(6,211	)		(906	)
Pegasystems Inc		(5,545	)		(561	)
Power Integrations Inc		(502	)		(59	)
Qorvo Inc *		(7,488	)		(828	)
QUALCOMM Inc		(9,806	)		(894	)
Seagate Technology PLC		(10,492	)		(508	)
Seiko Epson Corp		(65,800	)		(752	)
Slack Technologies Inc, Cl A *		(35,144	)		(1,093	)
Taiyo Yuden Co Ltd		(26,400	)		(819	)
TeamViewer *		(15,674	)		(856	)
Temenos AG		(5,614	)		(872	)
Workday Inc, Cl A *		(4,789	)		(897	)
Zendesk Inc *		(4,503	)		(399	)
Zscaler Inc *		(7,655	)		(838	)
					(24,059	)
Materials — (0.1)%
DuPont de Nemours Inc		(5,706	)		(303	)
Graphic Packaging Holding Co		(26,825	)		(375	)
					(678	)
Real Estate — (0.1)%
Iron Mountain Inc		(23,754	)		(620	)
Total Common Stock Sold Short (Proceeds $72,341) ($ Thousands)					(77,046	)
EXCHANGE TRADED FUNDS SOLD SHORT— (2.2)%
Exchange Traded Fund — (2.2)%
iShares Expanded Tech-Software Sector ETF		(5,176	)		(1,471	)
iShares Russell 2000 ETF		(18,027	)		(2,581	)
SPDR S&P 500 ETF Trust		(16,519	)		(5,094	)
VanEck Vectors Semiconductor ETF		(7,784	)		(1,190	)
					(10,336	)
Total Exchange Traded Funds Sold Short (Proceeds $10,273) ($ Thousands)					(10,336	)

Description	Shares			Market Value   ($ Thousands)
REGISTERED INVESTMENT COMPANY — -0.4%
Technology Select Sector SPDR Fund		(18,755	)	$	(1,959	)
Total Registered Investment Company (Proceeds $1,927) ($ Thousands)					(1,959	)
Total Investments Sold Short — (19.1)% (Proceeds $84,541) ($ Thousands)				$	(89,341	)
	Contracts
PURCHASED OPTIONS* — 0.7%
Total Purchased Options(J) (Cost $3,038) ($ Thousands)		12,427		$	3,269
WRITTEN SWAPTIONS* — 0.0%
Total Written Swaptions(K) (Premiums Received $27) ($ Thousands)		(2,130,000	)	$	(30	)
WRITTEN OPTIONS* — (0.5)%
Total Written Options(J) (Premiums Received $2,476) ($ Thousands)		(11,643	)	$	(2,420	)

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

A list of the open option contracts held by the Fund at June 30, 2020 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)+			Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED OPTIONS — 0.7%
Put Options
58.Com Inc*		6		$	1		$	50.00		1/16/2021	$	1
Bitauto Holdings Ltd*		4			–			15.00		1/16/2021		–
Bitauto Holdings Ltd*		12			1			15.00		12/19/2020		–
Craft Brew Alliance Inc*		271			8			15.00		8/22/2020		10
Delphi Technologies PLC*		42			4			6.00		9/19/2020		–
S&P 500 Index*		108			564			3,050.00		7/18/2020		390
S&P 500 Index*		16			24			2,750.00		7/18/2020		–
S&P 500 Index*		7			29			3,000.00		7/18/2020		–
S&P 500 Index*		7			12			2,900.00		7/18/2020		–
S&P 500 Index*		7			3			2,950.00		7/18/2020		–
S&P 500 Index*		23			46			2,880.00		7/18/2020		–
S&P 500 Index*		37			63			2,850.00		7/18/2020		–
S&P 500 Index*		23			86			2,980.00		7/18/2020		–
S&P 500 Index*		7			9			2,900.00		7/18/2020		1
S&P 500 Index*		7			21			3,000.00		7/18/2020		3
S&P 500 Index*		31			39			2,970.00		7/18/2020		9
S&P 500 Index*		23			35			2,880.00		7/18/2020		19
S&P 500 Index*		23			62			2,980.00		7/18/2020		38
S&P 500 Index*		31			89			3,070.00		7/18/2020		54
S&P 500 Index*		108			176			2,850.00		7/18/2020		73
S&P 500 Index*		17			95			3,150.00		7/18/2020		86
S&P 500 Index*		37			284			3,050.00		7/18/2020		188
S&P 500 Index*		16			68			2,950.00		7/18/2020		–
Tiffany & Co*		7			3			110.00		7/18/2020		1
Wright Medical Group*		2			–			25.00		1/16/2021		–
					1,722							873
Call Options
Fiat Chrysler Automobiles*		145			19			8.54		1/16/2021		34
Fiat Chrysler Automobiles*		174			16			10.00		7/18/2020		10
Fiat Chrysler Automobiles*		16			1			10.00		9/19/2020		2
ForeScout Technologies Inc*		36			2			25.00		7/18/2020		1
ForeScout Technologies Inc*		40			6			24.00		7/18/2020		–
S&P 500*		11,104			1,263			3,100.00		12/19/2020		2,340
Simon Property Group Inc*		40			9			85.00		8/22/2020		9
					1,316							2,396
Total Purchased Options				$	3,038						$	3,269
WRITTEN OPTIONS — (0.5)%
Put Options
S&P 500 Index*		(32	)	$	(80	)		2,850.00		07/18/20	$	–
S&P 500 Index*		(46	)		(126	)		2,930.00		07/18/20		–
S&P 500 Index*		(62	)		(119	)		3,020.00		07/18/20		(43	)
S&P 500 Index*		(42	)		(211	)		3,050.00		07/18/20		(52	)
S&P 500 Index*		(46	)		(93	)		2,930.00		07/18/20		(60	)
S&P 500 Index*		(74	)		(290	)		2,950.00		07/18/20		(208	)
S&P 500 Index*		(230	)		(665	)		2,950.00		07/18/20		(360	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value         (Thousands)
WRITTEN OPTIONS (continued)
Tiffany & Co*		(7	)	$	(1	)		$90.00		07/18/20	$	–
					(1,585	)						(723	)
Call Options
S&P 500 Index*		(11,104	)		(891	)		3,200.00		12/19/20		(1,697	)
Total Written Options				$	(2,476	)					$	(2,420	)

+Represents Cost

A list of the open swaption contracts held by the Fund at June 30, 2020 is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN SWAPTIONS — 0.0%
Put Swaptions
JP Morgan*		Bank of America Merill Lynch		(1,420,000	)		$91.00		09/19/2020	$	(20)
JP Morgan*		Bank of America Merill Lynch		(710,000	)		$91.00		09/19/2020		(10)
Total Written Swaptions										$	(30)

A list of the open future contracts held by the Fund at June 30, 2020 is as follows:

Type of Contract	Number of Contracts Short			Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Depreciation (Thousands)
S&P 500 Index E-MINI		(10	)		Sep-2020	$	(1,512	)	$	(1,545	)	$	(33)

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
Barclays PLC		09/11/20 - 09/16/20	EUR		367	USD		414	$	2
Barclays PLC		09/16/20	USD		503	EUR		448		1
Citigroup		07/15/20	USD		380	AUD		593		28
Citigroup		07/15/20	CAD		688	USD		493		(12	)
Citigroup		07/15/20	AUD		695	USD		424		(54	)
Citigroup		08/19/20	CNH		11,423	USD		1,609		(3	)
Deutsche Bank		09/16/20	USD		142	RUB		10,144		(1	)
Deutsche Bank		09/16/20	EUR		308	USD		339		(8	)
Deutsche Bank		09/16/20	RUB		96,805	USD		1,318		(28	)
Goldman Sachs		07/02/20	USD		1,878	BRL		9,751		(102	)
Goldman Sachs		07/02/20 - 10/02/20	BRL		14,557	USD		2,766		119
Goldman Sachs		07/02/20	BRL		2,931	USD		511		(23	)
Goldman Sachs		07/15/20	USD		227	ILS		801		5
Goldman Sachs		07/15/20	USD		986	NZD		1,621		57
Goldman Sachs		07/15/20	NZD		1,621	USD		974		(70	)
Goldman Sachs		08/19/20	USD		344	JPY		36,822		(2	)
Goldman Sachs		08/19/20	USD		819	CNH		5,829		3
Goldman Sachs		08/19/20	USD		2,656	KRW		3,160,758		(19	)
Goldman Sachs		08/19/20	CNH		8,842	USD		1,234		(13	)
Goldman Sachs		08/19/20	JPY		33,133	USD		309		1
Goldman Sachs		08/19/20	KRW		4,869,674	USD		3,967		(96	)

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
HSBC		07/15/20	CAD		757	USD		540	$	(15	)
HSBC		08/19/20	USD		151	JPY		16,220		(1	)
HSBC		08/19/20	USD		2,085	CNH		14,945		24
HSBC		08/19/20	USD		462	CNH		3,273		–
HSBC		08/19/20	CNH		21,369	USD		2,998		(18	)
HSBC		08/19/20	JPY		30,681	USD		288		3
HSBC		09/16/20	USD		70	EUR		62		–
HSBC		09/16/20	EUR		491	USD		557		4
JPMorgan Chase Bank		07/15/20	CAD		253	USD		181		(5	)
JPMorgan Chase Bank		08/19/20	USD		388	JPY		41,713		(1	)
JPMorgan Chase Bank		09/16/20	USD		227	GBP		181		(4	)
JPMorgan Chase Bank		09/16/20	USD		520	CHF		497		6
JPMorgan Chase Bank		09/16/20	USD		1,193	THB		38,036		38
JPMorgan Chase Bank		09/16/20	EUR		1,414	USD		1,587		(4	)
JPMorgan Chase Bank		09/16/20	THB		19,014	USD		596		(19	)
JPMorgan Chase Bank		09/16/20	RUB		201,380	USD		2,742		(60	)
Merrill Lynch		09/16/20	RUB		15,275	USD		208		(5	)
Merrill Lynch		09/16/20	THB		19,022	USD		596		(20	)
Merrill Lynch		09/16/20	IDR		22,911,158	USD		1,484		(74	)
Montgomery/Bank of America		07/15/20	AUD		956	USD		655		(3	)
Montgomery/Bank of America		08/19/20	USD		499	JPY		53,542		(2	)
Montgomery/Bank of America		09/16/20	USD		146	CHF		140		2
Morgan Stanley		07/31/20	USD		55	CAD		74		–
Morgan Stanley		07/31/20	CAD		1,149	USD		841		(3	)
Morgan Stanley		07/31/20	USD		1,188	EUR		1,057		–
Morgan Stanley		07/31/20	EUR		15	USD		16		–
Morgan Stanley		07/31/20	EUR		1,400	USD		1,572		(1	)
Morgan Stanley		09/16/20	IDR		32,184,981	USD		2,099		(89	)
State Street		07/15/20	USD		197	NZD		326		12
State Street		07/15/20	USD		209	CAD		285		–
State Street		07/15/20	NZD		326	USD		209		(1	)
State Street		07/15/20	AUD		595	USD		363		(47	)
State Street		07/15/20	USD		642	AUD		1,042		75
State Street		07/15/20	USD		875	ILS		3,162		38
State Street		07/15/20	ILS		957	USD		273		(3	)
State Street		07/15/20	CAD		2,708	USD		1,932		(56	)
State Street		08/19/20	USD		313	JPY		33,908		1
State Street		08/19/20	JPY		182,753	USD		1,701		6
State Street		09/16/20	USD		187	CHF		179		3
State Street		09/16/20	USD		211	EUR		188		–
State Street		09/16/20	EUR		878	USD		986		(2	)
State Street		09/16/20	GBP		1,394	USD		1,766		44
TD Bank		07/15/20	CAD		664	USD		472		(16	)
TD Bank		09/16/20	EUR		335	USD		375		(1	)
UBS		07/15/20	USD		319	CAD		450		11
UBS		07/15/20	CAD		1,224	USD		873		(25	)
UBS		08/19/20	USD		1,357	JPY		145,515		(7	)
UBS		08/19/20	JPY		31,892	USD		299		3

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation         (Depreciation) (Thousands)
UBS		09/16/20	USD		555	GBP		452	$	3
UBS		09/16/20	USD		1,199	EUR		1,068		2
UBS		09/16/20	USD		588	EUR		522		(2	)
Wells Fargo		09/16/20	RUB		240,409	USD		3,275		(70	)
Westpac Banking		07/15/20	AUD		345	USD		210		(27	)
Westpac Banking		09/16/20	USD		70	EUR		62		—
Westpac Banking		09/16/20	GBP		256	USD		322		6
									$	(515	)

A list of open OTC swap agreements held by the Fund at June 30, 2020, is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized   Appreciation   (Depreciation)   (Thousands)

Bank of America Merrill Lynch

Indonesia Government Bond

3 MONTH USD - LIBOR + 1%

INDINESIA GOVERNMENT 6.5% 06/15/2025

Semi-Annually

05/21/2021

USD

22,920,465

$

68

$

–

$

68

Bank of America Merrill Lynch

Ukraine Government Bond

3 MONTH USD - LIBOR + 35 BPS

UKRAINE GOVERNMENT 14.3% 7/08/2020

Semi-Annually

07/08/2020

USD

32,815

1,368

1,446

(78)

Deutsche Bank

Indonesia Treasury Bond

3 MONTH USD - LIBOR + 60 BPS

INDONESIA GOVERNMENT 8.25% 6/15/2032

Semi-Annually

06/15/2032

USD

10,656,147

(77

)

–

(77)

Deutsche Bank

Indonesia Treasury Bond

3 MONTH USD - LIBOR

INDONESIA GOVERNMENT 8.25% 6/15/2032

Semi-Annually

06/15/2032

USD

20,078,517

(8

)

–

(8)

Goldman Sachs

Koolearn Technology

KOOLEARN TECH HLDG

1MLIBOR - 30

Monthly

12/15/2025

HKD

401

(14

)

–

(14)

Goldman Sachs

Netmarble

NETMARBLE CORP

1MLIBOR - 50

Monthly

12/15/2025

KRW

664

(68

)

–

(68)

Goldman Sachs

Semiconductor

ONDUCTOR (S)

1MLIBOR - 30

Monthly

12/15/2025

HKD

426

(260

)

–

(260)

Goldman Sachs

Silergy Corp

1MLIBOR - 50

SILERGY CORP

Annually

12/15/2025

USD

(583)

122

–

122

Goldman Sachs

Windbond Electronics

WINBOND ELECTRONICS

1MLIBOR - 50

Monthly

12/15/2025

TWD

(477)

(12

)

–

(12)

Morgan Stanley

Comtech Telecom

COMTECH TELCOM (S)

FEDEF-1D

Monthly

09/07/2021

USD

86

8

–

8

Morgan Stanley

Faurecia

FAURECIA (L)

EURIB-1M

Annually

11/01/2021

EUR

(572)

33

–

33

Morgan Stanley

Fiat Chrysler

FIAT

EURIB-1M

Annually

11/01/2021

EUR

(2,207)

219

–

219

Morgan Stanley

First Horizon

FIRST HORIZON(S)

FEDEF-1D

Monthly

03/12/2022

USD

370

39

–

39

Morgan Stanley

Gilat Satellite

GILAT SATELLITE (L)

FEDEF-1D

Annually

06/07/2021

USD

(865)

(174

)

–

(174)

Morgan Stanley

GrandVision

GRANDVISION NV(L)

EURIB-1M

Annually

11/01/2021

EUR

(3,726)

444

–

444

Morgan Stanley

Iberiabank Corp

IBERIABANK CORP (L)

FEDEF-1D

Annually

06/07/2021

USD

(187)

(22

)

–

(22)

Morgan Stanley

Ingenico Group

INGENICO GROUP

1 MONTH EUR - EURIBOR

Annually

03/05/2022

EUR

(2,481)

301

–

301

Morgan Stanley

Masmovil Ibercom

MASMOVIL IBERCOM(L)

1 MONTH EUR - EURIBOR

Annually

06/16/2022

EUR

(88)

–

–

–

Morgan Stanley

NIBC Holding NV

NIBC HOLDING AIW(L)

EURIB-1M

Annually

11/01/2021

EUR

(61)

(3

)

–

(3)

Morgan Stanley

Northview Apartment REIT

NORTHVIEW APARTMENT REAL ESTAT (L)

DISC -1D

Annually

08/23/2021

CAD

(2,230)

76

–

76

Morgan Stanley

Peugeot S.A

PEUGEOT S.A. (S)

EONIA-1D

Monthly

11/01/2021

EUR

3,006

(163

)

–

(163)

Morgan Stanley

Worldline S.A.

WORLDLINE SA(S)

EONIA-1D

Monthly

03/05/2022

EUR

2,056

(310

)

–

(310)

Morgan Stanley

Nasdaq 100

Nasdaq 100

1MLIBOR - 30

Monthly

12/15/2025

USD

3,667

(144

)

–

(144)

Morgan Stanley

S&P 500 EQUAL WEIGHTED INTC USD

S&P 500 EQUAL WEIGHTED INTC USD

1MLIBOR - 30

Monthly

12/15/2025

USD

3,596

12

–

12

$

1,435

$

1,446

$

(11)

Credit Default Swap

Counterparty

Reference Entity/ Obligation

Buy/Sell Protection

(Pays)/Receives Rate

Payment Frequency

Termination Date

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

JPMorgan Chase

Dillards Inc.

Buy

1.00%

Quarterly

12/20/2020

$55

$

—

$

—

$

—

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, 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)
28-Day MXN	5.41%	Monthly	09/15/2022		MXN		33,837	$	11	$	–	$	11
28-Day MXN	6.15%	Monthly	09/11/2025		MXN		31,148		33		–		33
28-Day MXN	4.73%	Monthly	09/05/2030		MXN		32,810		50		–		50
								$	94	$	–	$	94

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/ Receives Rate	Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		386		$	3		$	–		$	3
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		178			1			(2	)		3
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		495			3			(4	)		7
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		347			2			(1	)		3
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		347			3			(1	)		4
CDX.HY.34	Buy	5.00%		Quarterly		06/20/2025		347			3			(1	)		4
GAP Inc.	Buy	1.00%		Quarterly		06/20/2025		270			31			43			(12	)
Kazakhstan	Buy	1.00%		Quarterly		12/20/2024		1,522			(23	)		(40	)		17
Macys Inc.	Buy	1.00%		Quarterly		12/20/2020		55			2			2			–
Mexico	Buy	1.00%		Quarterly		06/20/2023		1,273			2			–			2
Mexico	Buy	1.00%		Quarterly		12/20/2023		2,938			19			(21	)		40
Mexico	Buy	1.00%		Quarterly		12/20/2023		458			3			3			–
Nordstrom	Buy	1.00%		Quarterly		06/20/2025		50			9			3			6
Republic of Korea	Buy	1.00%		Quarterly		06/20/2024		3,487			(110	)		(103	)		(7	)
Republic of Turkey	Sell	1.00%		Quarterly		12/20/2022		(654	)		(53	)		(14	)		(39	)
Republic of Turkey	Buy	1.00%		Quarterly		06/20/2024		1,709			227			131			96
Simon Property Group	Buy	1.00%		Quarterly		06/20/2025		275			9			19			(10	)
SOAF	Buy	1.00%		Quarterly		12/20/2024		5,654			456			–			456
										$	587		$	14		$	573

Percentages are based on Net Assets of $465,785 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of June 30, 2020.

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security.

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

(B) Security, or a portion thereof, has been pledged as collateral on securities sold short.

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $35,119 ($ Thousands), representing 7.5% of the Net Assets of the Fund.

(D) Security is in default on interest payment.

(E) Perpetual security.

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

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

(H) Security is a Master Limited Partnership. At June 30, 2020, such securities amounted to $(661) ($ Thousands), or -0.1% of the net assets.

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

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

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

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CNH — Chinese Yuan Offshore

CV — Convertible Security

ETF — Exchange-Traded Fund

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Continued)

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

NASDAQ – National Association of Securities Dealers and Automated Quotations

NZD — New Zealand Dollar

PIK — Payment-in-Kind

PLC — Public Limited Company

Pty — Proprietary

RB — Revenue Bond

REIT — Real Estate investment Trust

RUB — Russian Ruble

S&P— Standard & Poor’s

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

THB — Thai Bhat

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the levels of inputs used as of June 30, 2020 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		150,727			–		274		151,001
Registered Investment Company		64,054			–		–		64,054
Corporate Obligations		–			46,652		469		47,121
Sovereign Debt		–			21,116		–		21,116
Loan Participations		–			14,749		1,647		16,396
Exchange Traded Fund		5,748			–		–		5,748
Municipal Bonds		–			4,183		153		4,336
Preferred Stock		2,183			–		–		2,183
Asset-Backed Securities		–			1,374		–		1,374
Convertible Bonds		–			1,291		–		1,291
U.S. Treasury Obligation		–			326		–		326
Mortgage-Backed Security		–			–		157		157
Warrant		–			–		–		–
Cash Equivalents		117,488			1,357		–		118,845
Total Investments in Securities		340,200			91,048		2,700		433,948
Securities Sold Short
Common Stock		(77,046	)		–		–		(77,046	)
Exchange Traded Funds		(10,336	)		–		–		(10,336	)
Registered Investment Company		(1,959	)		–		–		(1,959	)
Total Securities Sold Short		(89,341	)		–		–		(89,341	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		3,269			–			–		3,269
Written Options		(2,420	)		–			–		(2,420	)
Written Swaptions		–			(30	)		–		(30	)
Futures Contracts*
Unrealized Depreciation		(33	)		–			–		(33	)
Forwards Contracts*
Unrealized Appreciation		–			497			–		497
Unrealized Depreciation		–			(1,012	)		–		(1,012	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			1,322			–		1,322
Unrealized Depreciation		–			(1,333	)		–		(1,333	)
Credit Default Swaps*
Unrealized Depreciation		–			–			–		–
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			94			–		94
Credit Default Swaps*
Unrealized Appreciation		–			641			–		641
Unrealized Depreciation		–			(68	)		–		(68	)
Total Other Financial Instruments		816			111			–		927

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

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

For the period ended June 30, 2020 there were no transfers in or out of Level 3.

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

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Strategy Alternative Fund (Concluded)

The following is a summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

Security Description	Value 12/31/2019	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 6/30/2020	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 153,543	$ 589,189	$ (625,738)	$ —	$ —	$ 116,994	116,994,286	$ 1,116	$ —

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

As of June 30, 2020, Multi-Strategy Alternative Fund is the seller (“providing protection”) on a total notional amount of $.6 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities	Corporate Debt		Total
Fair value of written credit derivatives		-		$(52,548)	-		-		$(52,548)
Maximum potential amount of future payments		-		654,000	-		-		654,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-	-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-	-		-		-

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		$-		$-		$-		$-		$-	$-
101-200		-		-		-		-		-	-
201-300		-		-		-		-		-	-
301-400		-		-		-		-		-	-
> than 400		-		-		654,000		-		-	654,000
Total		$-		$-		$654,000		$-		$-	$654,000

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 53.1%
U.S. Treasury Bills
1.547%, 07/30/2020 (A)(B)	$	124,446	$	124,433
1.542%, 07/16/2020 (B)		35,223		35,221
1.534%, 07/09/2020 (A)(B)		210,081		210,076
1.532%, 07/23/2020 (A)(B)		94,553		94,546
1.521%, 08/13/2020 (A)(B)		54,531		54,522
1.451%, 08/27/2020 (A)(B)		13,653		13,650
0.401%, 09/10/2020 (A)(B)		75,475		75,455
0.300%, 09/17/2020 (B)		24,163		24,155
0.175%, 12/24/2020 (A)(B)		8,172		8,165
0.160%, 10/08/2020 (A)(B)		336,776		336,633
0.160%, 11/27/2020 (A)(B)		3,721		3,719
0.155%, 11/12/2020 (A)(B)		4,789		4,786
0.150%, 10/29/2020 (A)(B)		49,898		49,872
0.150%, 11/19/2020 (A)(B)		331		331
0.145%, 10/22/2020 (A)(B)		35,149		35,131
0.130%, 11/05/2020 (A)(B)		1,921		1,920
0.080%, 09/24/2020 (A)(B)		15,104		15,099
0.060%, 07/02/2020 (A)(B)		5,228		5,228
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		1,560		2,204
3.625%, 04/15/2028		1,585		2,133
3.375%, 04/15/2032		1,444		2,149
2.500%, 01/15/2029		1,791		2,296
2.375%, 01/15/2025		1,088		1,252
2.375%, 01/15/2027		1,271		1,544
2.125%, 02/15/2040		1,186		1,748
2.125%, 02/15/2041		1,171		1,747
2.000%, 01/15/2026		1,292		1,501
1.750%, 01/15/2028		580		692
1.375%, 02/15/2044		1,100		1,500
1.250%, 07/15/2020		1,176		1,176
1.125%, 01/15/2021		1,172		1,183
1.000%, 02/15/2046		1,082		1,400
1.000%, 02/15/2049		3,566		4,664
0.875%, 01/15/2029		21,369		24,345
0.750%, 07/15/2028		20,745		23,388
0.750%, 02/15/2042		1,135		1,358
0.750%, 02/15/2045		817		998
0.625%, 07/15/2021		1,138		1,157
0.625%, 01/15/2024		1,099		1,157
0.625%, 01/15/2026		1,079		1,168
0.625%, 02/15/2043		1,115		1,311
0.500%, 01/15/2028		21,589		23,665
0.375%, 07/15/2023		1,102		1,147
0.375%, 07/15/2025		1,081		1,155
0.375%, 01/15/2027		23,032		24,817
0.375%, 07/15/2027		19,055		20,708
0.250%, 01/15/2025		541		569
0.250%, 07/15/2029		40,795		44,627
0.125%, 04/15/2021		541		543
0.125%, 01/15/2022		566		574

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 04/15/2022	$	6,853	$	6,952
0.125%, 07/15/2022		557		571
0.125%, 01/15/2023		555		569
0.125%, 07/15/2024		5,399		5,639
0.125%, 10/15/2024		17,688		18,525
0.125%, 04/15/2025		6,650		6,967
0.125%, 07/15/2026		20,686		21,964
0.125%, 01/15/2030		27,404		29,605
Total U.S. Treasury Obligations (Cost $1,370,144) ($ Thousands)				1,383,610
SOVEREIGN DEBT — 10.6%
Andina de Fomento
4.375%, 06/15/2022 (A)		125		132
Asian Development Bank MTN
2.625%, 01/12/2027 (A)		1,750		1,966
2.375%, 08/10/2027 (A)		500		558
2.000%, 04/24/2026 (A)		500		541
1.750%, 08/14/2026 (A)		500		533
1.625%, 08/26/2020 (A)		1,000		1,002
Canada Government International Bond
2.000%, 11/15/2022 (A)		375		390
Chile Government International Bond
3.875%, 08/05/2020 (A)		250		250
Council of Europe Development Bank
2.625%, 02/13/2023 (A)		500		530
2.500%, 02/27/2024 (A)		750		807
1.625%, 03/16/2021 (A)		500		505
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	34,814		45,746
0.100%, 04/15/2023		2,202		2,518
0.100%, 04/15/2026		6,402		7,684
0.100%, 04/15/2046		2,699		4,148
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023 (A)	$	750		798
2.000%, 02/01/2021 (A)		1,000		1,010
1.875%, 02/23/2022 (A)		375		385
1.125%, 08/24/2020 (A)		500		500
European Investment Bank
4.875%, 02/15/2036 (A)		250		381
3.250%, 01/29/2024 (A)		1,500		1,656
2.625%, 03/15/2024 (A)		1,000		1,083
2.500%, 10/15/2024 (A)		1,000		1,089
2.125%, 04/13/2026 (A)		500		546
1.875%, 02/10/2025 (A)		500		533
Export Development Canada
2.750%, 03/15/2023 (A)		750		798
2.625%, 02/21/2024 (A)		1,375		1,486

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
2.500%, 01/24/2023 (A)	$	750	$	791
1.750%, 07/21/2020 (A)		1,000		1,001
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	2,619		4,143
3.150%, 07/25/2032		2,630		4,468
2.250%, 07/25/2020		519		583
2.100%, 07/25/2023		1,400		1,712
1.850%, 07/25/2027		15,460		20,948
1.800%, 07/25/2040 (C)		1,218		2,108
1.100%, 07/25/2022		1,293		1,509
0.700%, 07/25/2030 (C)		13,538		17,805
0.250%, 07/25/2024		1,944		2,293
0.100%, 03/01/2021		1,064		1,190
0.100%, 07/25/2021		1,267		1,434
0.100%, 03/01/2025		2,094		2,452
0.100%, 03/01/2029		7,044		8,642
0.100%, 07/25/2036 (C)		722		934
0.100%, 07/25/2047 (C)		1,034		1,427
Inter-American Development Bank
7.000%, 06/15/2025 (A)	$	500		654
3.000%, 10/04/2023 (A)		250		271
3.000%, 02/21/2024 (A)		250		275
2.125%, 11/09/2020 (A)		250		252
2.000%, 06/02/2026 (A)		1,000		1,082
1.875%, 03/15/2021 (A)		500		505
1.750%, 09/14/2022 (A)		1,000		1,032
International Bank for Reconstruction & Development
4.750%, 02/15/2035 (A)		250		376
2.500%, 03/19/2024 (A)		750		809
2.500%, 11/25/2024 (A)		500		545
1.875%, 10/07/2022 (A)		875		907
1.750%, 04/19/2023 (A)		1,000		1,040
International Finance MTN
2.125%, 04/07/2026 (A)		1,000		1,089
1.625%, 07/16/2020 (A)		1,000		1,000
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026 (C)	EUR	1,133		1,470
2.600%, 09/15/2023 (C)		2,390		2,887
2.550%, 09/15/2041 (C)		1,017		1,430
2.350%, 09/15/2024 (C)		3,220		3,907
2.350%, 09/15/2035 (C)		1,907		2,558
2.100%, 09/15/2021 (C)		1,562		1,794
1.300%, 05/15/2028 (C)		1,048		1,224
1.250%, 09/15/2032 (C)		1,531		1,785
0.400%, 05/15/2030 (C)		508		549
Korea Development Bank/The
4.625%, 11/16/2021 (A)	$	250		263
Korea International Bond
2.750%, 01/19/2027 (A)		1,000		1,089
Nordic Investment Bank
1.500%, 09/29/2020 (A)		1,000		1,003

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
1.250%, 08/02/2021 (A)	$	500	$	505
North American Development Bank
2.400%, 10/26/2022 (A)		200		207
Province of Alberta Canada
3.350%, 11/01/2023 (A)		250		272
3.300%, 03/15/2028 (A)		500		580
2.950%, 01/23/2024 (A)		250		270
2.200%, 07/26/2022 (A)		1,000		1,036
Province of British Columbia Canada
6.500%, 01/15/2026 (A)		250		325
2.000%, 10/23/2022 (A)		750		779
Province of Manitoba Canada
3.050%, 05/14/2024 (A)		250		273
2.600%, 04/16/2024 (A)		500		536
2.125%, 05/04/2022 (A)		250		257
Province of Ontario Canada
3.200%, 05/16/2024 (A)		250		274
2.500%, 04/27/2026 (A)		1,000		1,093
2.450%, 06/29/2022 (A)		250		260
2.400%, 02/08/2022 (A)		750		774
2.250%, 05/18/2022 (A)		500		517
2.200%, 10/03/2022 (A)		500		519
2.000%, 10/02/2029 (A)		500		536
Province of Quebec Canada
7.500%, 09/15/2029 (A)		450		693
2.875%, 10/16/2024 (A)		500		548
2.625%, 02/13/2023 (A)		500		528
2.500%, 04/09/2024 (A)		1,000		1,074
2.500%, 04/20/2026 (A)		750		823
Svensk Exportkredit AB MTN
2.875%, 03/14/2023 (A)		1,000		1,066
1.750%, 03/10/2021 (A)		1,000		1,010
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,394
2.500%, 07/17/2024		340		1,513
2.000%, 01/26/2035		932		3,524
1.875%, 11/22/2022		711		975
1.250%, 11/22/2027		2,262		3,744
1.250%, 11/22/2032		3,099		6,175
1.250%, 11/22/2055		457		1,651
1.125%, 11/22/2037		579		1,318
0.750%, 03/22/2034		378		741
0.750%, 11/22/2047		563		1,533
0.625%, 03/22/2040		3,378		7,553
0.625%, 11/22/2042		1,928		4,601
0.500%, 03/22/2050		686		1,867
0.375%, 03/22/2062		496		1,701
0.250%, 03/22/2052		604		1,633
0.125%, 03/22/2024		483		660
0.125%, 03/22/2026		1,133		1,652
0.125%, 08/10/2028		4,186		6,591
0.125%, 03/22/2029		6,255		10,008

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT (continued)
0.125%, 03/22/2044	GBP	2,293	$	5,140
0.125%, 03/22/2058		1,029		3,066
0.125%, 11/22/2065		1,124		3,942
0.125%, 03/22/2068		2,226		8,324
Total Sovereign Debt (Cost $259,915) ($ Thousands)				275,872
CORPORATE OBLIGATIONS — 2.4%
Communication Services — 0.0%
Alphabet Inc
3.625%, 05/19/2021 (A)	$	150		154
Consumer Discretionary — 0.1%
Council of Europe Development Bank
1.750%, 09/26/2022 (A)		250		258
Toyota Motor
3.419%, 07/20/2023 (A)		500		540
Toyota Motor Credit MTN
3.200%, 01/11/2027 (A)		750		834
2.625%, 01/10/2023 (A)		375		393
University of Southern California
5.250%, 10/01/2111 (A)		100		158
				2,183
Consumer Staples — 0.1%
Coca-Cola
3.200%, 11/01/2023 (A)		500		544
Colgate-Palmolive MTN
2.300%, 05/03/2022 (A)		250		259
2.250%, 11/15/2022 (A)		1,250		1,307
Procter & Gamble Co/The
2.150%, 08/11/2022 (A)		250		260
1.850%, 02/02/2021 (A)		250		252
				2,622
Energy — 0.1%
Chevron Corp
2.954%, 05/16/2026 (A)		1,000		1,108
Equinor ASA
2.450%, 01/17/2023 (A)		1,250		1,307
Nexen Inc
5.875%, 03/10/2035 (A)		100		139
Shell International Finance BV
3.250%, 05/11/2025 (A)		250		277
XTO Energy Inc
6.750%, 08/01/2037 (A)		300		423
				3,254

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 1.5%
Asian Development Bank
2.625%, 01/30/2024 (A)	$	375	$	405
Asian Infrastructure Investment Bank
2.250%, 05/16/2024 (A)		375		401
Bank of Montreal MTN
2.550%, 11/06/2022 (A)		250		262
1.900%, 08/27/2021 (A)		750		763
Bank of New York Mellon
3.550%, 09/23/2021 (A)		200		207
Bank of Nova Scotia/The
4.375%, 01/13/2021 (A)		250		255
2.700%, 03/07/2022 (A)		500		518
Berkshire Hathaway Inc
3.400%, 01/31/2022 (A)		150		157
2.750%, 03/15/2023 (A)		1,000		1,059
BlackRock Inc
3.375%, 06/01/2022 (A)		500		529
Canadian Imperial Bank of Commerce
2.550%, 06/16/2022 (A)		500		521
CME Group
3.000%, 09/15/2022 (A)		100		106
3.000%, 03/15/2025 (A)		1,000		1,104
Commonwealth Bank of Australia/New York
2.550%, 03/15/2021 (A)		1,750		1,777
European Investment Bank
2.500%, 03/15/2023 (A)		375		398
2.375%, 05/24/2027 (A)		250		279
European Investment Bank MTN
3.125%, 12/14/2023 (A)		250		274
FMS Wertmanagement
2.000%, 08/01/2022 (A)		875		906
HSBC Holdings PLC
5.100%, 04/05/2021 (A)		250		259
Inter-American Development Bank
3.125%, 09/18/2028 (A)		375		443
2.625%, 01/16/2024 (A)		375		404
2.500%, 01/18/2023 (A)		750		792
2.000%, 07/23/2026 (A)		375		405
International Bank for Reconstruction & Development
7.625%, 01/19/2023 (A)		750		889
3.000%, 09/27/2023 (A)		750		815
2.500%, 07/29/2025 (A)		375		412
2.125%, 07/01/2022 (A)		375		389
1.500%, 08/28/2024 (A)		375		391
International Bank for Reconstruction & Development MTN
2.500%, 11/22/2027 (A)		750		847
1.875%, 10/27/2026 (A)		375		403
International Finance MTN
2.875%, 07/31/2023 (A)		375		404

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.000%, 10/24/2022 (A)	$	750	$	780
Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/2028 (A)		375		436
2.625%, 02/28/2024 (A)		1,000		1,083
2.500%, 11/20/2024 (A)		1,000		1,091
2.375%, 08/25/2021 (A)		1,000		1,024
2.125%, 03/07/2022 (A)		500		516
2.125%, 06/15/2022 (A)		500		518
2.125%, 01/17/2023 (A)		1,250		1,309
2.000%, 09/29/2022 (A)		750		779
1.875%, 11/30/2020 (A)		1,000		1,007
Landwirtschaftliche Rentenbank
2.500%, 11/15/2027 (A)		125		141
2.375%, 06/10/2025 (A)		625		682
2.250%, 10/01/2021 (A)		1,000		1,024
2.000%, 01/13/2025 (A)		250		267
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026 (A)		1,125		1,199
National Australia Bank Ltd/New York
3.000%, 01/20/2023 (A)		200		212
1.875%, 07/12/2021 (A)		750		761
Oesterreichische Kontrollbank
3.125%, 11/07/2023 (A)		250		273
2.625%, 01/31/2022 (A)		250		259
1.625%, 09/17/2022 (A)		250		257
Oesterreichische Kontrollbank AG
1.875%, 01/20/2021 (A)		750		756
Oesterreichische Kontrollbank AG MTN
2.875%, 03/13/2023 (A)		500		534
Svensk Exportkredit MTN
3.125%, 11/08/2021 (A)		375		389
2.875%, 05/22/2021 (A)		250		256
2.375%, 03/09/2022 (A)		125		129
2.000%, 08/30/2022 (A)		250		259
1.625%, 09/12/2021 (A)		250		254
1.625%, 11/14/2022 (A)		125		128
Svenska Handelsbanken AB MTN
2.450%, 03/30/2021 (A)		1,000		1,016
Toronto-Dominion Bank MTN
3.500%, 07/19/2023 (A)		250		273
3.250%, 06/11/2021 (A)		125		129
3.250%, 03/11/2024 (A)		125		136
2.125%, 04/07/2021 (A)		875		887
Wells Fargo Bank
3.625%, 10/22/2021 (A)		250		259
2.897%, VAR ICE LIBOR USD 3 Month+0.610%, 05/27/2022 (A)		500		510
2.600%, 01/15/2021 (A)		500		506
2.082%, VAR ICE LIBOR USD 3 Month+0.650%, 09/09/2022 (A)		500		508
Wells Fargo Bank NA
3.550%, 08/14/2023 (A)		750		814

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Westpac Banking
2.600%, 11/23/2020 (A)	$	1,000	$	1,008
Westpac Banking Corp
2.000%, 08/19/2021 (A)		750		764
				39,907
Government — 0.0%
FMS Wertmanagement
2.750%, 03/06/2023 (A)		375		399
2.750%, 01/30/2024 (A)		375		407
				806
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037 (A)		300		462
3.375%, 12/05/2023 (A)		500		553
2.450%, 03/01/2026 (A)		1,000		1,093
Novartis Capital
4.400%, 05/06/2044 (A)		250		333
Sanofi
4.000%, 03/29/2021 (A)		150		154
				2,595
Industrials — 0.1%
3M Co MTN
5.700%, 03/15/2037 (A)		150		213
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035 (A)		750		762
				975
Information Technology — 0.3%
Apple
3.000%, 02/09/2024 (A)		375		406
2.850%, 02/23/2023 (A)		1,000		1,062
2.850%, 05/11/2024 (A)		250		269
2.500%, 02/09/2022 (A)		500		517
2.450%, 08/04/2026 (A)		375		407
2.400%, 05/03/2023 (A)		250		264
Automatic Data Processing Inc
2.250%, 09/15/2020 (A)		500		501
Microsoft
3.700%, 08/08/2046 (A)		500		623
3.300%, 02/06/2027 (A)		1,000		1,144
2.125%, 11/15/2022 (A)		500		522
Visa
4.150%, 12/14/2035 (A)		125		160
3.150%, 12/14/2025 (A)		500		557
2.800%, 12/14/2022 (A)		125		132
2.150%, 09/15/2022 (A)		125		130
				6,694

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026 (A)	$	1,000	$	1,111
Florida Power & Light Co
3.125%, 12/01/2025 (A)		1,000		1,112
Southern California Gas
5.125%, 11/15/2040 (A)		150		195
3.750%, 09/15/2042 (A)		250		281
				2,699
Total Corporate Obligations (Cost $59,026) ($ Thousands)				61,889
	Shares
FOREIGN COMMON STOCK — 2.1%
Australia — 0.1%
AGL Energy Ltd		11,836		139
AMP Ltd		26,830		34
APA Group		22,955		176
ASX Ltd		1,383		81
Aurizon Holdings Ltd		21,309		72
AusNet Services		161,594		186
Brambles Ltd		4,589		34
CIMIC Group Ltd		2,946		49
Coca-Cola Amatil Ltd		13,155		78
Cochlear Ltd		834		108
Computershare Ltd		8,847		81
Crown Resorts Ltd		10,576		70
CSL Ltd		423		84
Lendlease Group ‡		3,959		34
Oil Search Ltd		25,573		56
Orica Ltd		4,582		53
Origin Energy Ltd		26,344		106
REA Group Ltd		1,967		146
Santos Ltd		15,794		58
SEEK Ltd		3,243		49
Sonic Healthcare Ltd		9,228		193
Sydney Airport		5,075		20
Tabcorp Holdings Ltd		30,312		70
Telstra Corp Ltd, Cl B		53,641		116
Treasury Wine Estates Ltd		13,519		98
Washington H Soul Pattinson & Co Ltd		12,903		173
Wesfarmers Ltd		1,419		44
Woodside Petroleum Ltd		3,234		48
Woolworths Group Ltd		9,004		231
				2,687
Austria — 0.0%
ANDRITZ AG		373		14
Erste Group Bank AG *		2,047		48
OMV AG		2,664		89

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Verbund AG ‡		2,112	$	95
				246
Belgium — 0.0%
Ageas *		2,714		96
Anheuser-Busch InBev SA/NV		2,858		141
Groupe Bruxelles Lambert SA		357		30
KBC Group NV		1,140		65
Proximus SADP		3,604		73
Solvay SA		290		23
				428
Canada — 0.3%
Agnico Eagle Mines Ltd		1,529		98
Air Canada, Cl A *		2,842		35
Alimentation Couche-Tard Inc, Cl B		1,594		50
AltaGas Ltd		8,358		96
Atco Ltd/Canada, Cl I		4,301		127
Bank of Nova Scotia/The, Cl C		1,590		66
Barrick Gold Corp		5,174		139
Bausch Health Cos Inc *		5,733		105
BCE Inc		6,461		269
BlackBerry Ltd *		20,852		101
Cameco Corp		16,374		167
Canadian Natural Resources Ltd		2,881		50
Canadian Pacific Railway Ltd		641		163
Canadian Tire Corp Ltd, Cl A		758		65
Canadian Utilities Ltd, Cl A		11,614		288
Canopy Growth Corp *		3,820		62
CCL Industries Inc, Cl B		2,224		72
Cenovus Energy Inc		7,860		37
CI Financial Corp		3,354		43
Constellation Software Inc/Canada		183		206
Dollarama Inc		1,227		41
Emera Inc		4,791		188
Empire Co Ltd, Cl A		11,429		273
Enbridge Inc		5,659		171
First Capital Real Estate Investment Trust ‡		4,150		42
First Quantum Minerals Ltd (Canada)		2,143		17
Fortis Inc/Canada		4,918		186
Franco-Nevada Corp		892		124
George Weston Ltd		737		54
Gildan Activewear Inc		6,603		102
Hydro One Ltd		10,410		195
Imperial Oil Ltd		4,941		79
Inter Pipeline Ltd		6,508		60
Loblaw Cos Ltd		7,305		355
Magna International Inc, Cl A		1,415		63
Metro Inc/CN, Cl A		13,559		557
Nutrien Ltd		1,762		56
Onex Corp		820		37
Open Text Corp		5,957		252

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Restaurant Brands International Inc		1,026	$	56
Rogers Communications Inc, Cl B		5,801		232
Royal Bank of Canada		1,066		72
Saputo Inc		4,704		112
Shaw Communications Inc, Cl B		6,821		111
Shopify Inc, Cl A *		123		117
Suncor Energy Inc		5,320		89
TC Energy Corp		3,722		158
TELUS Corp		14,042		235
Toronto-Dominion Bank/The		1,857		83
Turquoise Hill Resources Ltd *		15,825		12
Wheaton Precious Metals Corp		4,550		199
WSP Global Inc		2,856		175
				6,742
China — 0.0%
BeiGene Ltd ADR *		671		126
Sands China Ltd		18,800		74
				200
Denmark — 0.0%
Carlsberg A/S, Cl B		1,158		153
Chr Hansen Holding A/S		1,416		146
Coloplast A/S, Cl B		587		91
Danske Bank A/S		4,552		61
DSV A/S		468		57
Novozymes A/S, Cl B		2,193		127
Orsted A/S		2,130		246
Pandora A/S		2,646		144
Tryg A/S		3,506		101
				1,126
Finland — 0.0%
Elisa Oyj		3,526		214
Fortum Oyj		5,767		110
Kone Oyj, Cl B		265		18
Neste Oyj		5,032		197
Nokia Oyj		31,928		139
Orion Oyj, Cl B		2,179		105
Wartsila OYJ Abp		2,744		23
				806
France — 0.1%
Aeroports de Paris, Cl A		373		38
Air Liquide SA		1,246		180
Arkema SA		1,198		115
Atos SE		672		57
BioMerieux		1,418		195
Bouygues SA		892		30
Capgemini SE		433		50
Carrefour SA		6,251		97
Casino Guichard Perrachon SA		1,275		47

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Covivio ‡		434	$	31
Dassault Systemes SE		328		57
Electricite de France SA		13,867		128
Engie SA		8,602		106
Eurofins Scientific SE		99		62
Faurecia SE		552		22
Getlink SE		4,624		67
Iliad SA		513		100
Imerys SA		2,203		75
Ingenico Group SA		617		98
Ipsen SA		819		70
JCDecaux SA		1,173		22
Legrand SA		2,384		181
L’Oreal SA		607		195
LVMH Moet Hennessy Louis Vuitton SE		84		37
Natixis SA		5,679		15
Pernod Ricard SA		816		128
Remy Cointreau SA		1,229		167
Renault SA		1,250		32
Sanofi		904		92
Sartorius Stedim Biotech		240		61
SCOR SE		1,457		40
STMicroelectronics NV		1,562		42
Suez		7,348		86
Thales SA, Cl A		440		36
TOTAL SA		5,813		222
Ubisoft Entertainment SA *		803		66
Valeo SA		2,727		71
Veolia Environnement SA		6,091		137
Vinci SA		822		76
Vivendi SA		5,328		137
Wendel SA		681		65
				3,533
Germany — 0.1%
adidas AG		369		97
Allianz SE		347		71
Beiersdorf AG		1,116		127
Brenntag AG		527		28
Commerzbank AG		2,147		10
Continental AG		286		28
Covestro AG		1,507		57
Deutsche Bank AG		3,101		29
Deutsche Boerse AG		198		36
Deutsche Telekom AG		1,307		22
Deutsche Wohnen SE ‡		1,750		78
E.ON SE		13,577		153
Fraport AG Frankfurt Airport Services Worldwide		1,521		66
GEA Group AG *		1,568		50
Hannover Rueck SE		313		54
HeidelbergCement AG		879		47

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Henkel AG & Co KGaA		1,543	$	128
Infineon Technologies AG		1,964		46
Merck KGaA		1,220		142
METRO AG		10,100		95
Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen		274		71
Puma SE		320		25
QIAGEN NV *		1,454		63
RTL Group SA		1,228		39
RWE AG		3,275		114
Symrise AG, Cl A		1,058		123
Telefonica Deutschland Holding AG		58,793		174
thyssenkrupp AG		3,604		26
Uniper SE		3,925		127
United Internet AG		3,201		136
Volkswagen AG *		147		24
Zalando SE *		1,425		100
				2,386
Hong Kong — 0.1%
AIA Group Ltd		1,200		11
ASM Pacific Technology Ltd		10,328		108
CK Asset Holdings Ltd ‡		5,708		34
CK Hutchison Holdings Ltd		1,208		8
CLP Holdings Ltd, Cl B		16,338		160
Galaxy Entertainment Group Ltd		10,000		68
HKT Trust & HKT Ltd		261,010		382
Hong Kong & China Gas Co Ltd		137,715		213
Kerry Properties Ltd ‡		13,000		33
Melco Resorts & Entertainment Ltd ADR		3,036		47
NWS Holdings Ltd		56,569		49
PCCW Ltd		378,649		216
Power Assets Holdings Ltd		12,474		68
SJM Holdings Ltd		33,000		37
Swire Properties Ltd ‡		18,400		47
Techtronic Industries Co Ltd		14,001		137
WH Group Ltd		111,000		95
Wynn Macau Ltd		27,600		47
				1,760
Ireland — 0.0%
CRH PLC		355		12
Flutter Entertainment PLC		353		46
James Hardie Industries PLC		4,105		78
Kerry Group PLC, Cl A		249		31
				167
Israel — 0.0%
Azrieli Group Ltd ‡		1,204		54
Bank Leumi Le-Israel BM		11,928		60
Elbit Systems Ltd		527		72
International Flavors & Fragrances Inc		1		—

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Israel Chemicals Ltd		27,089	$	80
Nice Ltd *		238		44
Teva Pharmaceutical Industries Ltd ADR *		5,833		72
				382
Italy — 0.1%
Assicurazioni Generali SpA *		5,334		81
Atlantia SpA		3,095		50
Davide Campari-Milano SpA		3,158		27
Eni SpA		26,389		252
Ferrari NV		156		27
Fiat Chrysler Automobiles NV		4,810		48
Intesa Sanpaolo SpA		31,593		60
Moncler SpA		390		15
Poste Italiane SpA		10,226		89
Recordati SpA		4,984		249
Snam SpA		40,649		198
Telecom Italia SpA/Milano		262,580		103
Tenaris SA		20,864		135
				1,334
Japan — 0.8%
Aeon Co Ltd, Cl H		10,900		253
Air Water Inc		4,800		68
Aisin Seiki Co Ltd		1,500		44
Ajinomoto Co Inc		79,200		1,316
Alfresa Holdings Corp		3,200		67
ANA Holdings Inc		8,100		184
Aozora Bank Ltd		3,100		54
Asahi Intecc Co Ltd		4,400		125
Asahi Kasei Corp		9,000		73
Astellas Pharma Inc		4,700		78
Bandai Namco Holdings Inc		800		42
Bank of Kyoto Ltd/The		300		11
Calbee Inc		1,700		47
Canon Inc		1,900		38
Central Japan Railway Co		400		62
Chiba Bank Ltd/The, Cl B		2,600		12
Chubu Electric Power Co Inc		28,100		352
Chugai Pharmaceutical Co Ltd		2,700		144
Chugoku Electric Power Co Inc/The		101,100		1,350
Coca-Cola Bottlers Japan Inc		8,200		149
Concordia Financial Group Ltd		34,400		110
CyberAgent Inc		3,800		186
Daicel Corp		5,700		44
Daiichi Sankyo Co Ltd		1,100		90
Daito Trust Construction Co Ltd		500		46
Daiwa House Industry Co Ltd ‡		2,400		57
Dentsu Group Inc		4,200		100
Eisai Co Ltd		1,000		79
Electric Power Development Co Ltd		13,400		254
FamilyMart Co Ltd, Cl H		7,800		134

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
FUJIFILM Holdings Corp		3,100	$	132
Hakuhodo DY Holdings Inc		3,400		40
Hamamatsu Photonics		1,500		65
Hankyu Hanshin Holdings Inc		3,600		122
Hino Motors Ltd		8,200		55
Hirose Electric Co Ltd		882		97
Hisamitsu Pharmaceutical		1,600		86
Hitachi Metals Ltd		3,300		39
Hoya Corp		800		76
Idemitsu Kosan Co Ltd		9,598		203
Inpex Corp		14,400		89
Isetan Mitsukoshi Holdings		18,800		108
Itochu Techno-Solutions Corp		2,000		75
Japan Post Bank Co Ltd		7,900		59
Japan Prime Realty Investment Corp, Cl A ‡		31		91
Japan Real Estate Investment Corp ‡		37		190
Japan Retail Fund Investment Corp, Cl A ‡		32		40
JXTG Holdings Inc		33,200		118
Kakaku.com Inc		5,200		132
Kamigumi Co Ltd		4,000		78
Kansai Electric Power Co Inc/The		53,200		515
Kansai Paint Co Ltd		3,000		63
Kao Corp		1,800		142
Kawasaki Heavy Industries Ltd		3,200		46
KDDI Corp		5,100		153
Keikyu Corp		4,000		61
Keio Corp		1,600		91
Kikkoman Corp		900		43
Konami Holdings Corp		4,500		150
Kyocera Corp		1,500		82
Kyowa Hakko Kirin Co Ltd		5,200		136
Kyushu Electric Power Co Inc		41,500		348
Lawson Inc		5,900		296
LINE Corp *		1,700		85
LIXIL Group Corp		3,000		42
M3 Inc		3,400		144
Marubeni Corp		14,900		67
Maruichi Steel Tube Ltd		3,200		79
McDonald’s Holdings Co Japan Ltd		1,723		93
Mebuki Financial Group Inc		32,230		75
Medipal Holdings Corp		6,800		131
MEIJI Holdings Co Ltd		1,000		80
Mitsubishi Motors Corp		8,800		22
Mitsui Chemicals Inc		1,800		38
Mitsui Fudosan Co Ltd ‡		2,500		44
Murata Manufacturing Co Ltd		1,500		88
Nabtesco Corp		1,500		46
NEC Corp		3,300		158
Nexon Co Ltd		8,200		185
NGK Spark Plug Co Ltd		800		11
NH Foods Ltd		5,700		229
Nintendo Co Ltd		200		89

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nippon Building Fund Inc ‡		29	$	165
Nippon Prologis Inc ‡		59		179
Nippon Telegraph & Telephone Corp		7,900		184
Nisshin Seifun Group Inc		4,515		67
Nissin Foods Holdings Co Ltd		2,000		177
Nomura Research Institute Ltd		2,934		80
NTT Data Corp		10,000		111
NTT DOCOMO Inc		19,300		516
Obic Co Ltd		300		52
Odakyu Electric Railway Co Ltd		3,300		81
Oji Holdings Corp		16,000		74
Olympus		6,000		115
Ono Pharmaceutical Co Ltd		3,800		110
Oracle Corp Japan		1,200		142
Oriental Land		300		40
Osaka Gas Co Ltd		22,700		448
Otsuka Corp		1,300		68
Otsuka Holdings Co Ltd		2,600		113
Pan Pacific International Holdings Corp		14,700		323
Pola Orbis Holdings Inc		3,200		56
Rakuten Inc		8,100		71
Rohm Co Ltd		400		26
Ryohin Keikaku Co Ltd		4,000		56
Santen Pharmaceutical Co Ltd		6,200		114
Sega Sammy Holdings Inc		2,900		35
Seven & i Holdings Co Ltd		2,300		75
Shimadzu Corp		2,800		74
Shimamura Co Ltd		700		47
Shimizu Corp		8,200		67
Shiseido Co Ltd		2,300		146
Shizuoka Bank Ltd/The		12,000		77
Showa Denko		2,300		52
SoftBank Group Corp		2,000		101
Subaru Corp		4,000		83
Sumitomo Corp		6,500		74
Sumitomo Dainippon Pharma Co Ltd		7,800		108
Sumitomo Metal Mining		1,000		28
Sumitomo Rubber Industries Ltd		6,900		68
Suntory Beverage & Food Ltd		2,300		90
Suzuken Co Ltd/Aichi Japan		4,000		149
Sysmex Corp		1,100		84
T&D Holdings		11,400		97
Taisei Corp		2,300		84
Taisho Pharmaceutical Holdings Co Ltd		1,500		92
Taiyo Nippon Sanso Corp		3,300		55
Takeda Pharmaceutical Co Ltd		4,318		154
Teijin Ltd		4,800		76
Terumo Corp		5,300		200
Toho Co Ltd/Tokyo		4,100		148
Toho Gas Co Ltd		18,312		917
Tohoku Electric Power Co Inc		39,000		371
Tokyo Electric Power Co Holdings Inc *		56,400		173

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Tokyo Gas Co Ltd		41,200	$	985
Tokyu Corp		700		10
Toray Industries Inc		10,000		47
Tosoh Corp		5,500		75
TOTO Ltd		1,000		38
Toyo Suisan Kaisha Ltd		5,600		313
Toyota Industries Corp		1,900		101
Toyota Motor Corp		1,700		107
Trend Micro Inc/Japan		1,300		73
Unicharm Corp		1,900		78
United Urban Investment Corp ‡		66		71
Yakult Honsha Co Ltd		600		35
Yamazaki Baking Co Ltd		31,000		533
Z Holdings Corp		17,700		86
				20,941
Luxembourg — 0.0%
SES SA, Cl A		5,154		35
Netherlands — 0.1%
ABN AMRO Bank NV		1,275		11
Aegon NV		17,146		51
Akzo Nobel NV		447		40
Altice *		7,512		29
ArcelorMittal SA		6,096		64
Heineken Holding NV		333		27
Heineken NV		343		32
Koninklijke DSM NV		490		68
Koninklijke KPN NV		36,243		96
Koninklijke Philips NV		4,286		200
Koninklijke Vopak NV		3,206		170
Prosus NV *		898		83
Unilever NV		3,228		171
Wolters Kluwer NV		2,040		159
				1,201
New Zealand — 0.0%
a2 Milk Co Ltd *		7,240		94
Auckland International Airport Ltd		21,194		90
Fisher & Paykel Healthcare Corp Ltd		4,843		111
Mercury NZ Ltd		15,400		47
Ryman Healthcare Ltd		7,695		65
Spark New Zealand Ltd		51,678		152
				559
Norway — 0.0%
Equinor ASA		8,101		115
Gjensidige Forsikring ASA		663		12
Mowi ASA		1,309		25
Norsk Hydro ASA		42,193		116
Schibsted ASA, Cl B		1,364		32
Telenet Group Holding NV		4,325		178

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Telenor ASA		9,091	$	132
Yara International ASA		3,013		104
				714
Portugal — 0.0%
Banco Espirito Santo SA *(D)		50,830		—
EDP - Energias de Portugal SA		27,737		132
Galp Energia SGPS SA		16,599		192
				324
Singapore — 0.0%
CapitaLand Commercial Trust ‡		53,667		65
CapitaLand Ltd ‡		5,100		11
City Developments Ltd		7,600		46
Dairy Farm International Holdings Ltd		69,600		324
Genting Singapore Ltd		158,200		86
Jardine Cycle & Carriage Ltd		2,500		36
Jardine Matheson Holdings Ltd		2,464		103
Jardine Strategic Holdings Ltd		2,900		62
Oversea-Chinese Banking Corp Ltd		2,700		17
Singapore Airlines Ltd		4,200		11
Singapore Technologies Engineering Ltd		25,400		60
Singapore Telecommunications Ltd		26,400		47
Venture Corp Ltd		7,600		88
Wilmar International Ltd		44,800		131
				1,087
Spain — 0.0%
ACS Actividades de Construccion y Servicios SA		974		25
Aena SME SA		513		68
Amadeus IT Group SA, Cl A		3,640		190
Banco Bilbao Vizcaya Argentaria SA		10,923		38
Cellnex Telecom SA		1,977		120
Ferrovial SA		1,532		41
Grifols SA		5,142		156
Iberdrola SA		9,769		113
Industria de Diseno Textil SA		4,514		119
Naturgy Energy Group SA		3,616		67
Red Electrica Corp SA		10,145		189
Repsol SA, Cl A		4,954		43
Siemens Gamesa Renewable Energy SA *		1,571		28
				1,197
Sweden — 0.1%
Atlas Copco AB, Cl A		345		15
Boliden AB		3,000		68
Electrolux AB		3,309		55
Epiroc AB, Cl A		3,608		45
Epiroc AB, Cl B		1,891		23
Essity AB, Cl B		1,340		43
Hennes & Mauritz AB, Cl B		748		11

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
ICA Gruppen AB *		3,041	$	144
Industrivarden AB, Cl C		4,865		110
Kinnevik AB		1,565		41
Lundin Petroleum AB		5,244		126
Nordea Bank Abp *		6,982		48
Skandinaviska Enskilda Banken AB, Cl A		7,936		69
Svenska Cellulosa AB SCA, Cl B		4,559		54
Svenska Handelsbanken AB, Cl A		7,194		68
Swedbank AB, Cl A		4,910		63
Swedish Match AB		1,119		79
Tele2 AB, Cl B		8,542		113
Telefonaktiebolaget LM Ericsson, Cl B		16,519		153
Telia Co AB		21,669		81
				1,409
Switzerland — 0.1%
Adecco Group AG		1,187		56
Baloise Holding AG		496		74
Barry Callebaut AG		104		198
Cie Financiere Richemont SA		2,218		141
Clariant AG *		1,232		24
Geberit AG		215		108
Givaudan SA		60		223
LafargeHolcim Ltd		1,540		67
Lonza Group AG		76		40
Nestle SA		1,850		204
Partners Group Holding AG		140		127
Schindler Holding AG		179		42
SGS SA, Cl B		41		100
Swatch Group AG/The, Cl B		575		115
Swiss Life Holding AG		254		94
Swiss Prime Site AG ‡		128		12
Swisscom AG		788		412
Temenos AG		836		130
UBS Group AG *		5,937		68
Zurich Insurance Group AG		87		31
				2,266
United Kingdom — 0.2%
Anglo American PLC		1,722		40
Antofagasta PLC		4,517		52
Associated British Foods PLC		2,191		52
AstraZeneca PLC		1,588		165
Auto Trader Group PLC		9,697		63
Barratt Developments PLC		2,222		14
BP PLC		59,666		226
British American Tobacco PLC		1,681		64
BT Group PLC, Cl A		31,533		44
Bunzl PLC		3,000		80
Burberry Group PLC		3,826		76
Coca-Cola HBC AG		3,429		86
DCC PLC		1,122		93

Description	Shares		Market Value   ($ Thousands)
FOREIGN COMMON STOCK (continued)
Diageo PLC		2,888	$	96
Experian PLC		2,610		91
GlaxoSmithKline PLC		6,114		124
Halma PLC		5,482		156
Hikma Pharmaceuticals PLC		7,165		197
Imperial Brands PLC		3,182		60
Informa PLC		13,266		77
InterContinental Hotels Group PLC		1,158		51
ITV PLC		20,906		19
J Sainsbury PLC		33,428		86
Johnson Matthey PLC		1,866		48
National Grid PLC		15,406		188
NMC Health PLC *		12,179		1
Pearson PLC		64,913		462
Persimmon PLC		1,979		56
Reckitt Benckiser Group PLC		154		14
RELX PLC		3,034		70
Rio Tinto PLC		815		46
Rolls-Royce Holdings PLC		7,169		25
Royal Dutch Shell PLC, Cl A		4,518		72
Royal Dutch Shell PLC, Cl B		10,245		155
RSA Insurance Group PLC		16,014		81
Sage Group PLC/The		18,692		155
Severn Trent PLC		2,894		89
Smith & Nephew PLC		12,015		224
Smiths Group PLC		4,570		80
SSE PLC		11,068		187
Unilever PLC		292		16
United Utilities Group PLC, Cl B		14,303		161
Vodafone Group PLC		80,329		128
Whitbread PLC		1,095		30
Wm Morrison Supermarkets PLC		34,659		82
WPP PLC		8,141		64
				4,446
Total Foreign Common Stock (Cost $53,700) ($ Thousands)				55,976
COMMON STOCK — 1.9%
Communication Services — 0.2%
Activision Blizzard Inc		2,324		176
Alphabet Inc, Cl A *		115		163
Alphabet Inc, Cl C *		8		11
AT&T Inc		11,538		349
CenturyLink Inc		23,624		237
Charter Communications Inc, Cl A *		355		181
Comcast Corp, Cl A		4,650		181
Discovery Inc, Cl A *		5,410		114
DISH Network Corp, Cl A *		4,240		146
Electronic Arts Inc *		1,763		233
Facebook Inc, Cl A *		839		191

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Fox Corp		6,591	$	177
Infrastrutture Wireless Italiane		10,462		105
Interpublic Group of Cos Inc/The		10,256		176
Live Nation Entertainment Inc *		2,936		130
Netflix Inc *		350		159
News Corp, Cl B		14,692		176
Omnicom Group Inc		3,289		180
Quebecor Inc, Cl B		5,817		125
Softbank Corp		7,400		94
Take-Two Interactive Software Inc, Cl A *		1,549		216
T-Mobile US Inc *		2,245		234
TPG Telecom *		25,100		154
Tuas *		12,550		6
Twitter Inc *		4,682		139
Verizon Communications Inc		8,026		442
ViacomCBS Inc, Cl B		3,339		78
Walt Disney Co/The		1,361		152
				4,725
Consumer Discretionary — 0.1%
Advance Auto Parts Inc		554		79
Amazon.com Inc, Cl A *		29		80
Aptiv PLC		849		66
AutoZone Inc *		63		71
Berkeley Group Holdings PLC		229		12
Best Buy Co Inc		879		77
Booking Holdings Inc *		33		53
BorgWarner Inc		1,798		63
CarMax Inc *		1,109		99
Carnival Corp		1,461		24
Chipotle Mexican Grill Inc, Cl A *		60		63
Darden Restaurants Inc		642		49
Dollar General Corp		398		76
Dollar Tree Inc *		704		65
Domino’s Pizza Inc		205		76
DR Horton Inc		2,170		120
eBay Inc		1,485		78
Expedia Group Inc		1,393		114
Flutter Entertainment		1,376		180
Ford Motor Co		6,979		42
Gap Inc/The		5,023		63
General Motors Co		1,328		34
H&R Block Inc		4,891		70
Hanesbrands Inc		5,402		61
Harley-Davidson Inc, Cl A		3,543		84
Hasbro Inc		959		72
Hilton Worldwide Holdings Inc		1,532		113
Home Depot Inc/The		344		86
Iida Group Holdings		10,900		167
Just Eat Takeaway.com *		253		26
Kohl’s Corp		2,286		47
L Brands Inc		4,940		74

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Leggett & Platt Inc		1,806	$	63
Lennar Corp, Cl A		714		44
LKQ Corp *		2,394		63
Lowe’s Cos Inc		897		121
Marriott International Inc/MD, Cl A		281		24
Marui Group		6,700		121
McDonald’s Corp		63		12
Mercari *		1,200		37
MGM Resorts International		631		11
Mohawk Industries Inc *		1,015		103
Newell Brands Inc, Cl B		3,837		61
NIKE Inc, Cl B		338		33
Nikon		1,600		13
Nordstrom Inc		2,197		34
Norwegian Cruise Line Holdings Ltd *		706		12
Ocado Group PLC *		1,150		29
O’Reilly Automotive Inc *		186		78
PVH Corp		953		46
Ralph Lauren Corp, Cl A		665		48
Ross Stores Inc		854		73
Royal Caribbean Cruises Ltd		239		12
Shimano		300		58
Starbucks Corp		1,082		80
Tapestry Inc		3,765		50
Target Corp, Cl A		521		62
Tiffany & Co		501		61
TJX Cos Inc/The		1,474		75
Tractor Supply Co		712		94
Ulta Beauty Inc *		141		29
Under Armour Inc, Cl A *		2,909		28
VF Corp		958		58
Whirlpool Corp		398		52
Wynn Resorts Ltd		471		35
Yamada Denki Co Ltd		12,900		64
				4,168
Consumer Staples — 0.3%
Altria Group Inc		3,345		131
Archer-Daniels-Midland Co		2,936		117
Brown-Forman Corp, Cl B		1,763		112
Campbell Soup Co		4,350		216
Church & Dwight Co Inc		2,077		161
Clorox Co/The		782		172
Coca-Cola Co/The		3,032		135
Coca-Cola European Partners PLC		1,470		56
Coles Group Ltd		5,570		66
Colgate-Palmolive Co		3,689		270
Conagra Brands Inc		4,939		174
Constellation Brands Inc, Cl A		1,139		199
Cosmos Pharmaceutical Corp		700		107
Costco Wholesale Corp		392		119
Coty Inc, Cl A		21,146		95

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Estee Lauder Cos Inc/The, Cl A		852	$	161
General Mills Inc		4,631		286
Hershey Co/The		1,347		175
Hormel Foods Corp		4,893		236
Ito En		2,900		163
J M Smucker Co/The		2,149		227
Kellogg Co		3,562		235
Kimberly-Clark Corp		1,838		260
Kobayashi Pharmaceutical		2,200		193
Kobe Bussan		1,000		56
Kose		900		108
Kraft Heinz Co/The		4,956		158
Kroger Co/The		6,207		210
Lamb Weston Holdings Inc		2,378		152
Lion Corp		9,800		235
McCormick & Co Inc/MD		1,081		194
Molson Coors Beverage Co, Cl B		3,119		107
Mondelez International Inc, Cl A		2,437		125
Monster Beverage Corp *		3,145		218
PepsiCo Inc		1,095		145
Philip Morris International Inc		1,829		128
Pigeon		1,400		54
Procter & Gamble Co/The		2,934		351
Sundrug Co Ltd		1,500		50
Sysco Corp, Cl A		2,767		151
Tsuruha Holdings Inc		300		41
Tyson Foods Inc, Cl A		2,695		161
Walgreens Boots Alliance Inc		2,612		111
Walmart Inc		1,137		136
Welcia Holdings Co Ltd		900		73
				7,030
Energy — 0.1%
Ampol		9,474		191
Apache Corp		4,445		60
Baker Hughes Co, Cl A		7,180		111
Cabot Oil & Gas Corp		4,845		83
Chevron Corp		1,823		163
Concho Resources Inc		1,959		101
ConocoPhillips		2,541		107
Devon Energy Corp		6,537		74
Diamondback Energy Inc, Cl A		1,070		45
EOG Resources Inc		2,132		108
Exxon Mobil Corp		3,012		135
Halliburton Co		6,578		85
Hess Corp		2,843		147
HollyFrontier Corp		3,466		101
Keyera		2,786		42
Kinder Morgan Inc		8,358		127
Marathon Oil Corp		13,937		85
Marathon Petroleum Corp		1,848		69
National Oilwell Varco Inc, Cl A		9,602		118

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Noble Energy Inc		4,325	$	39
Occidental Petroleum Corp		3,845		70
ONEOK Inc		3,511		117
Parkland		2,087		52
Pembina Pipeline		2,747		68
Phillips 66		1,631		117
Pioneer Natural Resources Co		950		93
Schlumberger Ltd, Cl A		6,517		120
TechnipFMC PLC		8,827		60
Valero Energy Corp		1,990		117
Williams Cos Inc/The		7,478		142
				2,947
Financials — 0.1%
Allstate Corp/The		963		93
American International Group Inc		273		8
Ameriprise Financial Inc		614		92
Aon PLC, Cl A		234		45
Assurant Inc		976		101
Bank of America Corp		1,088		26
Bank of New York Mellon Corp/The		1,593		62
Bankinter SA		7,228		34
BlackRock Inc		75		41
Capital One Financial Corp		1,140		71
Cboe Global Markets Inc		436		41
Charles Schwab Corp/The		1,358		46
Chubb Ltd		198		25
Cincinnati Financial Corp		315		20
Citizens Financial Group Inc		2,888		73
Comerica Inc		1,435		55
Dai-ichi Life Holdings		8,300		99
Discover Financial Services		1,159		58
E*TRADE Financial Corp		1,012		50
Fifth Third Bancorp		3,964		76
Franklin Resources Inc		2,773		58
Globe Life Inc		870		65
Goldman Sachs Group Inc/The		156		31
Hartford Financial Services Group Inc/The		671		26
HSBC Holdings PLC		3,104		15
Huntington Bancshares Inc/OH		2,954		27
iA Financial Corp Inc		540		18
Intercontinental Exchange Inc		482		44
Invesco Ltd		6,593		71
Japan Post Holdings Co Ltd		13,200		94
JPMorgan Chase & Co		293		28
KeyCorp		2,956		36
Lincoln National Corp		1,000		37
Loews Corp		1,583		54
M&T Bank Corp		598		62
MarketAxess Holdings Inc		80		40
MetLife Inc		351		13
Morgan Stanley		1,873		90

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
MSCI Inc, Cl A		231	$	77
Nasdaq Inc, Cl A		368		44
Nomura Holdings		3,700		17
Northern Trust Corp		370		29
PNC Financial Services Group Inc/The		607		64
Principal Financial Group Inc, Cl A		1,498		62
Progressive Corp/The		445		36
Prudential Financial Inc		736		45
Raymond James Financial Inc		1,182		81
Regions Financial Corp		3,285		37
Sompo Holdings		4,400		151
Sony Financial Holdings Inc		1,000		24
State Street Corp		770		49
SVB Financial Group, Cl B *		177		38
Synchrony Financial		3,561		79
T Rowe Price Group Inc		327		40
Tokio Marine Holdings Inc		3,400		148
Travelers Cos Inc/The		101		12
Unum Group		254		4
US Bancorp		2,336		86
Wells Fargo & Co		1,955		50
Willis Towers Watson PLC		490		96
				3,194
Health Care — 0.2%
Abbott Laboratories		643		59
AbbVie Inc		968		95
ABIOMED Inc *		280		68
Agilent Technologies Inc		1,033		91
Alcon Inc		715		41
Alexion Pharmaceuticals Inc *		503		56
Align Technology Inc *		314		86
Ambu A/S, Cl B		968		30
AmerisourceBergen Corp, Cl A		593		60
Amgen Inc, Cl A		646		152
Anthem Inc		269		71
Baxter International Inc		1,597		138
Becton Dickinson and Co		325		78
Biogen Inc *		142		38
Boston Scientific Corp *		1,661		58
Bristol-Myers Squibb Co		998		59
Cardinal Health Inc		1,236		65
Carl Zeiss Meditec AG		652		64
Centene Corp *		959		61
Cerner Corp		1,104		76
Cooper Cos Inc/The, Cl A		227		64
Cronos Group Inc *		12,062		72
CVS Health Corp		1,342		87
Danaher Corp, Cl A		606		107
DaVita Inc *		645		51
DENTSPLY SIRONA Inc		1,707		75
DexCom Inc *		113		46

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		936	$	65
Galapagos *		299		59
Gilead Sciences Inc		1,887		145
HCA Healthcare Inc		692		67
Henry Schein Inc *		950		56
Hologic Inc *		2,167		124
Humana Inc		183		71
IDEXX Laboratories Inc *		259		86
Illumina Inc *		236		87
Incyte Corp *		698		73
Intuitive Surgical Inc *		130		74
Johnson & Johnson		1,380		194
Laboratory Corp of America Holdings *		823		137
McKesson Corp		947		145
Medtronic PLC		1,787		164
Mettler-Toledo International Inc *		80		64
Mylan NV *		3,267		53
Nippon Shinyaku		1,100		89
PeptiDream Inc *		1,665		76
PerkinElmer Inc		728		71
Perrigo Co PLC		1,086		60
Pfizer Inc		1,970		64
Quest Diagnostics Inc		658		75
Regeneron Pharmaceuticals Inc *		100		62
Stryker Corp		346		62
Thermo Fisher Scientific Inc		464		168
UnitedHealth Group Inc		200		59
Universal Health Services Inc, Cl B		1,151		107
Varian Medical Systems Inc *		434		53
Vertex Pharmaceuticals Inc *		242		70
Waters Corp *		259		47
West Pharmaceutical Services Inc		276		63
Zimmer Biomet Holdings Inc		639		76
Zoetis Inc, Cl A		653		90
				4,904
Industrials — 0.2%
3M Co		198		31
A O Smith Corp		798		38
AerCap Holdings NV *		341		10
Alaska Air Group Inc		511		18
Allegion plc		654		67
American Airlines Group Inc		2,578		34
AMETEK Inc		926		83
BAE Systems PLC		4,102		24
Boeing Co/The		89		16
Carrier Global Corp		2,253		50
CH Robinson Worldwide Inc		631		50
Cintas Corp		318		85
Copart Inc *		726		60
CSX Corp		987		69
Cummins Inc		289		50

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Delta Air Lines Inc, Cl A		1,741	$	49
Dover Corp		565		54
Eaton Corp PLC		402		35
Emerson Electric Co		986		61
Equifax Inc		349		60
Expeditors International of Washington Inc		870		66
Fastenal Co, Cl A		1,178		50
Flowserve Corp		3,192		91
Fluor Corp		850		10
Fortive Corp		1,754		119
Fortune Brands Home & Security Inc		799		51
General Dynamics Corp		849		127
General Electric Co		5,173		35
Honeywell International Inc		255		37
Howmet Aerospace Inc		3,393		54
Huntington Ingalls Industries Inc, Cl A		189		33
IHS Markit Ltd		978		74
Illinois Tool Works Inc		606		106
Ingersoll Rand Inc *		1,458		41
ITOCHU Corp		3,700		80
Jacobs Engineering Group Inc		539		46
JB Hunt Transport Services Inc		390		47
Johnson Controls International plc		3,007		103
Kansas City Southern		477		71
Knorr-Bremse AG		372		38
Komatsu Ltd		7,000		143
Kubota		900		13
L3Harris Technologies Inc		261		44
Lockheed Martin Corp		122		44
Masco Corp		1,288		65
Nagoya Railroad Co Ltd		500		14
Nielsen Holdings PLC		2,219		33
Norfolk Southern Corp		347		61
Northrop Grumman Corp		109		33
Otis Worldwide Corp		879		50
PACCAR Inc		370		28
Parker-Hannifin Corp, Cl A		549		101
Pentair PLC		1,382		52
Quanta Services Inc		1,182		46
Raytheon Technologies Corp		905		56
Robert Half International Inc		845		45
Rockwell Automation Inc		289		62
Rollins Inc		2,983		126
Seibu Holdings Inc		10,200		111
Snap-on Inc		986		137
Sohgo Security Services		900		42
Southwest Airlines Co, Cl A		2,241		77
Spirax-Sarco Engineering		249		31
Stanley Black & Decker Inc		854		119
Textron Inc		2,415		79
Thomson Reuters		2,615		177
Trane Technologies PLC		641		57

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
TransDigm Group Inc		128	$	57
United Airlines Holdings Inc *		267		9
United Parcel Service Inc, Cl B		756		84
United Rentals Inc *		374		56
Verisk Analytics Inc, Cl A		884		150
Waste Management Inc		830		88
Xylem Inc/NY		691		45
				4,558
Information Technology — 0.2%
Accenture PLC, Cl A		813		175
Adobe Inc *		91		40
Advanced Micro Devices Inc *		919		48
Afterpay *		1,131		48
Akamai Technologies Inc *		831		89
Alliance Data Systems Corp		514		23
Analog Devices Inc		376		46
Applied Materials Inc		1,274		77
Arista Networks Inc *		175		37
Autodesk Inc, Cl A *		232		55
Automatic Data Processing Inc		263		39
AVEVA Group		2,391		121
Broadcom Inc		192		61
Cadence Design Systems Inc *		1,227		118
CGI Inc, Cl A *		2,350		148
Check Point Software Technologies Ltd *		1,215		131
Cisco Systems Inc		819		38
Citrix Systems Inc		202		30
Cognizant Technology Solutions Corp, Cl A		2,178		124
Corning Inc, Cl B		4,549		118
Disco		600		145
DXC Technology Co		2,069		34
F5 Networks Inc, Cl A *		250		35
Fidelity National Information Services Inc, Cl B		799		107
Fiserv Inc, Cl A *		300		29
FleetCor Technologies Inc *		390		98
FLIR Systems Inc		2,599		105
Fortinet Inc *		468		64
Gartner Inc *		1,047		127
Global Payments Inc		249		42
Hewlett Packard Enterprise Co		8,829		86
HP Inc		2,363		41
Intel Corp		601		36
International Business Machines Corp		341		41
Intuit Inc		357		106
IPG Photonics Corp *		202		32
Jack Henry & Associates Inc		424		78
Juniper Networks Inc		1,507		34
Keysight Technologies Inc *		736		74
KLA Corp		528		103
Microchip Technology Inc		571		60

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Micron Technology Inc *		831	$	43
Microsoft Corp		768		156
Motorola Solutions Inc		235		33
NetApp Inc		725		32
Nexi *		8,870		153
NortonLifeLock Inc		2,142		42
NVIDIA Corp		176		67
Oracle Corp, Cl B		2,724		151
Paychex Inc		2,240		170
Qorvo Inc *		680		75
QUALCOMM Inc		976		89
Ricoh Co Ltd		5,000		36
salesforce.com Inc *		158		30
Seagate Technology PLC		779		38
ServiceNow Inc *		159		64
Skyworks Solutions Inc		696		89
Square Enix Holdings Co Ltd		2,600		131
Synopsys Inc *		211		41
TeamViewer *		1,526		83
Texas Instruments Inc		282		36
Tokyo Electron		200		49
VeriSign Inc *		681		141
Western Digital Corp		1,138		50
Western Union Co/The		1,980		43
WiseTech Global		5,254		70
Xerox Holdings Corp		1,443		22
Yokogawa Electric		2,300		36
Zebra Technologies Corp, Cl A *		113		29
				5,042
Materials — 0.1%
Air Products and Chemicals Inc		580		140
Albemarle Corp		1,355		105
Amcor PLC		14,988		153
Arconic *		848		12
Avery Dennison Corp		1,153		132
Ball Corp		1,307		91
Celanese Corp, Cl A		628		54
CF Industries Holdings Inc		4,697		132
Corteva Inc		6,222		167
Dow Inc		2,960		121
DuPont de Nemours Inc		2,966		158
Eastman Chemical Co		2,097		146
Ecolab Inc		731		145
Evolution Mining Ltd		9,316		36
Evraz PLC		6,873		24
FMC Corp		1,834		183
Freeport-McMoRan Inc, Cl B		11,609		134
International Flavors & Fragrances Inc		945		116
International Paper Co		1,705		60
JFE Holdings		14,700		105
JSR Corp		3,200		62

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Kirkland Lake Gold Ltd		1,483	$	61
Linde PLC		660		140
LyondellBasell Industries NV, Cl A		1,153		76
Martin Marietta Materials Inc, Cl A		696		144
Mitsubishi Materials Corp		2,200		46
Mosaic Co/The		8,054		101
Newmont Corp		3,316		205
Nippon Paint Holdings		800		58
Nissan Chemical		1,600		82
Nucor Corp		2,612		108
Packaging Corp of America		1,034		103
PPG Industries Inc		1,382		147
Sealed Air Corp		4,758		156
Sherwin-Williams Co/The, Cl A		276		159
Vulcan Materials Co		1,428		165
Westrock Co		3,440		97
				4,124
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ‡		628		102
American Tower Corp, Cl A ‡		353		91
Apartment Investment and Management Co, Cl A ‡		1,162		44
Aroundtown SA ‡		14,000		80
Boston Properties Inc ‡		114		10
Daiwa House Investment Corp ‡		34		80
Digital Realty Trust Inc, Cl A ‡		245		35
Duke Realty Corp ‡		2,124		75
Equinix Inc ‡		66		46
Equity Residential ‡		1,670		98
Essex Property Trust Inc ‡		150		34
Federal Realty Investment Trust ‡		1,020		87
GLP J-Reit ‡		44		64
Healthpeak Properties Inc ‡		1,687		46
Host Hotels & Resorts Inc ‡		2,919		32
Iron Mountain Inc ‡		1,336		35
Kimco Realty Corp ‡		3,196		41
Macerich Co/The ‡		2,063		19
Mid-America Apartment Communities Inc ‡		1,107		127
Orix JREIT Inc ‡		51		67
Prologis Inc ‡		549		51
Realty Income Corp ‡		2,310		137
Regency Centers Corp ‡		515		24
SBA Communications Corp, Cl A ‡		152		45
Simon Property Group Inc ‡		848		58
SL Green Realty Corp ‡		1,090		54
UDR Inc ‡		499		19
Ventas Inc ‡		1,661		61
Vonovia SE ‡		1,105		68
Vornado Realty Trust ‡		747		29
Welltower Inc ‡		1,515		78

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value   ($ Thousands)
COMMON STOCK (continued)
Weyerhaeuser Co ‡		1,020	$	23
				1,860
Utilities — 0.3%
AES Corp/The		18,661		270
Algonquin Power & Utilities Corp		10,488		135
Alliant Energy Corp		4,740		227
Ameren Corp		4,398		309
American Electric Power Co Inc		2,589		206
American Water Works Co Inc		1,287		166
Atmos Energy Corp		1,512		151
CenterPoint Energy Inc		10,623		198
CMS Energy Corp		5,340		312
Consolidated Edison Inc		4,155		299
Dominion Energy Inc		4,510		366
DTE Energy Co		3,946		424
Duke Energy Corp		2,840		227
Edison International		4,212		229
Entergy Corp		2,469		232
Evergy Inc		3,708		220
Eversource Energy		2,345		195
Exelon Corp		5,763		209
FirstEnergy Corp		5,862		227
NextEra Energy Inc		1,436		345
NiSource Inc		13,100		298
NRG Energy Inc		6,095		199
Pinnacle West Capital Corp		3,415		250
PPL Corp		9,644		249
Public Service Enterprise Group Inc		5,156		254
Sempra Energy		1,972		231
Southern Co/The		3,567		185
WEC Energy Group Inc		2,332		204
Xcel Energy Inc		3,518		220
				7,037
Total Common Stock (Cost $41,439) ($ Thousands)				49,589
EXCHANGE TRADED FUND — 0.7%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		17,529
Total Exchange Traded Fund (Cost $14,921) ($ Thousands)				17,529
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE* (E)		342		20

Description	Shares		Market Value   ($ Thousands)
PREFERRED STOCK (continued)
Volkswagen AG* (E)		220	$	33
				53
Materials — 0.0%
FUCHS PETROLUB SE (E)		1,520		61
Total Preferred Stock (Cost $139) ($ Thousands)				114
	Number of Rights
RIGHTS — 0.0%
Celgene Corp ‡‡		604		2
T-Mobile US Inc, Expires 07/30/2020		2,245		1
Total Rights (Cost $1) ($ Thousands)				3
Total Investments in Securities — 70.8% (Cost $1,799,285) ($ Thousands)			$	1,844,582

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Amsterdam Index		71		Jul-2020	$	8,905	$	8,924	$	35
Amsterdam Index		66		Jul-2020		8,306		8,296		(12	)
Australian 10-Year Bond		1,865		Sep-2020		191,148		191,052		2,143
Bloomberg Commodity Index		971		Sep-2020		6,290		6,282		(8	)
Bovespa Index		155		Aug-2020		2,787		2,691		70
Brent Crude^		500		Aug-2020		20,511		20,695		184
Brent Crude^		29		Nov-2020		1,194		1,211		17
Canadian 10-Year Bond		1,615		Sep-2020		178,104		182,393		401
Coffee C^		88		Sep-2020		3,295		3,333		38
Copper^		94		Oct-2020		6,164		6,412		248
Corn		260		Dec-2020		4,353		4,557		203
Cotton No. 2^		161		Dec-2020		4,726		4,901		174
DAX Index		38		Sep-2020		13,092		13,151		73
Euro STOXX 50		302		Sep-2020		10,880		10,932		58
Euro-Bob		866		Sep-2020		130,556		131,288		435
Euro-BTP		321		Sep-2020		50,622		51,873		1,135
Euro-Bund		1,505		Sep-2020		294,289		298,380		1,760
Euro-Buxl		129		Sep-2020		31,293		31,869		507
Feeder Cattle^		23		Sep-2020		1,543		1,534		(10	)
Feeder Cattle^		65		Aug-2020		4,296		4,318		22
FTSE 100 Index		209		Sep-2020		16,199		15,875		(108	)
FTSE MIB Index		101		Sep-2020		11,059		10,941		(118	)
FTSE/JSE Top 40 Index		22		Sep-2020		611		637		30
Gasoline^		36		Aug-2020		1,620		1,817		197
Gasoline		115		Sep-2020		5,445		5,735		290
Gasoline^		10		Dec-2020		452		452		–
Gold		233		Aug-2020		40,268		41,952		1,684
Gold		64		Jan-2021		11,536		11,651		115
Hang Seng China Enterprises Index		255		Aug-2020		16,137		15,872		(265	)
Hang Seng Index		266		Jul-2020		16,846		16,556		(289	)
Hang Seng Index		70		Jul-2020		4,411		4,357		(54	)
Hang Seng Index		153		Aug-2020		24,080		23,933		(147	)
Hang Seng Index		26		Jul-2020		4,124		4,067		(57	)
IBEX		86		Jul-2020		7,093		6,964		(116	)
Japanese 10-Year Bond		210		Sep-2020		298,235		295,773		(80	)
Japanese 10-Year Government Bond E-MINI		2,196		Sep-2020		310,110		309,152		(202	)
KOSPI 200 Index		173		Sep-2020		10,323		10,097		(194	)
KOSPI Index		176		Sep-2020		10,643		10,272		(351	)
Lean Hogs		73		Aug-2020		1,505		1,432		(74	)
Live Cattle		199		Sep-2020		7,588		7,663		76
Live Cattle^		68		Jan-2021		2,813		2,819		6
Live Cattle^		1		Nov-2020		40		40		–
Live Cattle^		12		Oct-2020		481		479		(2	)
Live Cattle^		51		Aug-2020		1,890		1,964		74
LME Copper^		200		Sep-2020		26,381		30,095		3,714
LME Lead		11		Sep-2020		480		488		8
LME Nickel^		2		Sep-2020		155		154		(1	)
LME Nickel		62		Sep-2020		4,661		4,762		101
LME Primary Aluminum^		197		Sep-2020		7,566		7,959		392
LME Zinc		180		Sep-2020		8,976		9,207		231
Long Gilt 10-Year Bond		1,363		Oct-2020		230,832		231,804		857
Low Sulphur Gasoil^		102		Aug-2020		3,711		3,624		(87	)
Low Sulphur Gasoil^		101		Sep-2020		3,594		3,626		32
MSCI Emerging Markets		2,042		Sep-2020		98,863		100,640		1,777
MSCI Taiwan Index		139		Aug-2020		6,022		6,015		(8	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts Long		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Natural Gas^		160		Oct-2020	$	2,914	$	3,019	$	106
Natural Gas		361		Aug-2020		7,134		6,458		(675	)
NY Harbor ULSD^		70		Aug-2020		3,114		3,488		374
NY Harbor ULSD^		75		Sep-2020		3,760		3,791		31
NYMEX Cocoa^		1		Sep-2020		24		22		(2	)
NYMEX Cocoa^		261		Sep-2020		6,246		5,705		(541	)
NYMEX Cocoa^		84		Dec-2020		1,915		1,835		(80	)
OMX Stockholm 30		395		Jul-2020		6,851		7,064		197
Russell 2000 Index E-MINI		1,777		Sep-2020		122,974		127,731		4,757
S&P - Goldman Sachs Commodity Index^		423		Jul-2020		34,026		34,337		311
S&P 500 Index E-MINI		1,908		Sep-2020		288,998		294,805		5,807
S&P Mid Cap 400 Index E-MINI		64		Sep-2020		11,251		11,386		135
S&P TSX 60 Index		119		Sep-2020		15,977		16,225		268
SGX Nifty 50		90		Jul-2020		1,863		1,850		(14	)
Silver^		219		Oct-2020		19,856		20,408		551
Soybean		80		Nov-2020		3,419		3,529		110
Soybean Meal^		121		Dec-2020		3,531		3,580		49
Soybean Oil^		267		Sep-2020		4,624		4,534		(91	)
Soybean Oil^		35		Dec-2020		605		605		–
Soybean Oil^		80		Dec-2020		1,369		1,383		14
Soybean Oil^		198		Dec-2020		3,431		3,423		(9	)
Soybean Oil^		61		Dec-2020		1,047		1,054		7
SPI 200 Index		152		Sep-2020		15,242		15,415		138
Sugar No. 11^		699		Oct-2020		9,066		9,363		297
Sugar No. 11^		1		Sep-2020		13		13		1
Sugar No. 11^		5		Sep-2020		62		67		5
Swiss Market		42		Sep-2020		4,413		4,436		5
Taiwan Index (TAIEX)		47		Jul-2020		3,573		3,654		64
Taiwan Index (TAIEX)		63		Jul-2020		4,776		4,898		98
Taiwan Index (TAIEX)		28		Jul-2020		2,121		2,177		45
TOPIX Index		214		Sep-2020		31,946		30,914		(1,080	)
U.S. 2-Year Treasury Note		502		Oct-2020		110,845		110,856		11
U.S. 5-Year Interest Rate Swap		1,056		Sep-2020		105,702		106,450		748
U.S. 5-Year Treasury Note		608		Oct-2020		76,317		76,451		135
U.S. 10-Year Interest Rate Swap		1,322		Sep-2020		131,645		133,460		1,815
U.S. 10-Year Treasury Note		8,494		Sep-2020		1,178,482		1,182,126		3,644
U.S. Long Treasury Bond		799		Sep-2020		142,197		142,671		474
Wheat^		194		Sep-2020		4,947		4,770		(177	)
WTI Crude Oil^		141		Aug-2020		5,318		5,547		228
					$	4,538,698	$	4,572,466	$	32,660

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		07/30/20	USD		21,599	EUR		19,200	$	(22	)
Barclays PLC		07/30/20	GBP		50,899	USD		63,337		449
BNP Paribas		07/30/20	HKD		14,000	USD		1,806		—
BNYMellon		07/30/20	CAD		10,300	USD		7,549		(16	)
Brown Brothers Harriman		07/30/20	USD		3	EUR		3		—
Brown Brothers Harriman		07/30/20	AUD		65	USD		44		—
Brown Brothers Harriman		07/30/20	EUR		67	USD		76		—
Citigroup		09/16/20	PLN		150	USD		38		—
Citigroup		09/16/20	PLN		1,000	USD		251		(1	)
Citigroup		09/16/20	USD		76	CZK		1,800		—

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		09/16/20	USD		1,219	CZK		28,800	$	(3	)
Citigroup		09/16/20	USD		1,439	HUF		444,650		(30	)
Citigroup		09/16/20	USD		3,372	CLP		2,723,550		(46	)
Citigroup		09/16/20	USD		4,739	RUB		331,750		(123	)
Citigroup		09/16/20	USD		2,978	PLN		11,800		7
Citigroup		09/16/20	USD		2,134	PLN		8,350		(21	)
Citigroup		09/16/20	USD		7,077	BRL		37,200		(321	)
Citigroup		09/16/20	USD		4,113	ZAR		72,375		20
Citigroup		09/16/20	USD		5,755	ZAR		99,375		(80	)
Citigroup		09/16/20	USD		9,938	CNH		71,300		108
Citigroup		09/16/20	USD		233	CNH		1,650		—
Citigroup		09/16/20	BRL		10,900	USD		2,086		106
Citigroup		09/16/20	BRL		50	USD		9		—
Citigroup		09/16/20	USD		8,024	INR		614,275		46
Citigroup		09/16/20	USD		5,956	INR		452,925		(6	)
Citigroup		09/16/20	CNH		14,000	USD		1,975		3
Citigroup		09/16/20	USD		17,371	KRW		21,354,100		451
Citigroup		09/16/20	USD		1,895	KRW		2,258,450		(10	)
Citigroup		09/16/20	USD		3,049	GBP		2,480		17
Citigroup		09/16/20	USD		20,112	GBP		16,105		(208	)
Citigroup		09/16/20	GBP		12,654	USD		15,907		268
Citigroup		09/16/20	GBP		10,945	USD		13,484		(43	)
Citigroup		09/16/20	ZAR		38,300	USD		2,208		20
Citigroup		09/16/20	USD		53,747	EUR		47,844		76
Citigroup		09/16/20	USD		15,333	EUR		13,573		(64	)
Citigroup		09/16/20	EUR		57,329	USD		64,809		316
Citigroup		09/16/20	EUR		73,210	USD		82,069		(289	)
Citigroup		09/16/20	CLP		207,850	USD		255		1
Citigroup		09/16/20	CLP		313,200	USD		382		—
Citigroup		09/16/20	KRW		4,354,100	USD		3,628		(5	)
Citigroup		09/17/20	USD		16,557	MXN		369,900		(711	)
Citigroup		09/17/20	MXN		112,500	USD		4,971		151
Citigroup		09/17/20	MXN		750	USD		32		—
JPMorgan Chase Bank		07/30/20 - 09/16/20	GBP		14,673	USD		18,389		256
JPMorgan Chase Bank		09/16/20	GBP		3,591	USD		4,414		(24	)
JPMorgan Chase Bank		07/30/20	JPY		2,677,700	USD		25,001		168
JPMorgan Chase Bank		09/16/20	PLN		150	USD		38		—
JPMorgan Chase Bank		09/16/20	PLN		1,000	USD		251		(2	)
JPMorgan Chase Bank		09/16/20	USD		76	CZK		1,800		—
JPMorgan Chase Bank		09/16/20	USD		1,219	CZK		28,800		(4	)
JPMorgan Chase Bank		09/16/20	USD		1,439	HUF		444,650		(30	)
JPMorgan Chase Bank		09/16/20	USD		3,049	GBP		2,480		16
JPMorgan Chase Bank		09/16/20	USD		3,372	CLP		2,723,550		(47	)
JPMorgan Chase Bank		09/16/20	USD		4,739	RUB		331,750		(123	)
JPMorgan Chase Bank		09/16/20	USD		2,978	PLN		11,800		7
JPMorgan Chase Bank		09/16/20	USD		2,134	PLN		8,350		(22	)
JPMorgan Chase Bank		09/16/20	USD		7,077	BRL		37,200		(322	)
JPMorgan Chase Bank		09/16/20	USD		9,357	GBP		7,441		(160	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		09/16/20	USD		4,113	ZAR		72,375	$	20
JPMorgan Chase Bank		09/16/20	USD		5,755	ZAR		99,375		(80	)
JPMorgan Chase Bank		09/16/20	USD		9,938	CNH		71,300		107
JPMorgan Chase Bank		09/16/20	USD		233	CNH		1,650		(1	)
JPMorgan Chase Bank		09/16/20	BRL		10,900	USD		2,086		106
JPMorgan Chase Bank		09/16/20	BRL		50	USD		9		—
JPMorgan Chase Bank		09/16/20	USD		8,024	INR		614,275		45
JPMorgan Chase Bank		09/16/20	USD		5,956	INR		452,925		(6	)
JPMorgan Chase Bank		09/16/20	CNH		14,000	USD		1,975		3
JPMorgan Chase Bank		09/16/20	USD		17,371	KRW		21,354,100		450
JPMorgan Chase Bank		09/16/20	USD		1,895	KRW		2,258,450		(10	)
JPMorgan Chase Bank		09/16/20	USD		8,362	EUR		7,473		45
JPMorgan Chase Bank		09/16/20	USD		15,333	EUR		13,573		(64	)
JPMorgan Chase Bank		09/16/20	EUR		36,664	USD		41,044		(202	)
JPMorgan Chase Bank		09/16/20	ZAR		38,300	USD		2,208		20
JPMorgan Chase Bank		09/16/20	EUR		41,364	USD		46,722		189
JPMorgan Chase Bank		09/16/20	CLP		207,850	USD		255		1
JPMorgan Chase Bank		09/16/20	CLP		313,200	USD		382		(1	)
JPMorgan Chase Bank		09/16/20	KRW		4,354,100	USD		3,628		(6	)
JPMorgan Chase Bank		09/17/20	USD		16,557	MXN		369,900		(712	)
JPMorgan Chase Bank		09/17/20	MXN		112,500	USD		4,971		151
JPMorgan Chase Bank		09/17/20	MXN		750	USD		32		—
State Street		07/30/20	CHF		2,200	USD		2,323		(2	)
State Street		07/30/20	AUD		4,800	USD		3,301		(3	)
State Street		07/30/20	GBP		5,350	USD		6,622		12
State Street		07/30/20	EUR		103,125	USD		116,168		279
State Street		07/30/20	EUR		11,000	USD		12,358		(4	)
									$	90

A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, 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)
USD-LIBOR-BBA 3M		0.50%		Semi-Annually		09/16/2022		USD		125,227		$      661		$        614		$      47
3 MONTH USD - LIBOR		1.50%		Semi-Annually		09/16/2022		USD		362,302		9,394		7,257		2,137
3 MONTH USD - LIBOR		0.25%		Semi-Annually		03/17/2023		USD		225,000		199		69		130
USD-LIBOR-BBA 3M		1.00%		Semi-Annually		12/16/2025		USD		139,822		4,440		4,100		340
3 MONTH USD - LIBOR		0.50%		Semi-Annually		03/17/2026		USD		120,000		723		428		295
												$  15,417		$  12,468		$  2,949

Percentages are based on Net Assets of $2,606,073 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

^‡‡  Expiration date not available.

(A) Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2020.

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

(C) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $39,878 ($ Thousands), representing 1.5% of the Net Assets of the Fund.

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

(E) There is currently no rate available.

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Accumulation Fund (Concluded)

ADR — American Depositary Receipt

AUD — Australian Dollar

BBA — British Bankers’ Association

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Index

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times and Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IBEX — Spanish Stock Exchange

ICE — Intercontinental Exchange

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KOSPI — Korea Composite Stock Price Index

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NASDAQ — National Association of Securities Dealers and Automated Quotations

NYMEX — New York Mercantile Exchange

OMX — Offset Market Exchange

PLC — Public Limited Company

PLN — Polish Zloty

REIT — Real Estate investment Trust

RUB — Russian Ruble

S&P— Standard & Poor’s

SPI — Share Price Index

TOPIX — Tokyo Price Index

TSX — Toronto Stock Exchange

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of June 30, 2020, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)			Total ($)
U.S. Treasury Obligations		–			1,383,610			–			1,383,610
Sovereign Debt		2,394			273,478			–			275,872
Corporate Obligations		–			61,889			–			61,889
Foreign Common Stock		55,285			691			–	(1)		55,976
Common Stock		49,589			–			–			49,589
Exchange Traded Fund		17,529			–			–			17,529
Preferred Stock		114			–			–			114
Rights		3			–			–			3
Total Investments in Securities		124,914			1,719,668			–			1,844,582
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)			Total ($)
Futures Contracts*
Unrealized Appreciation		37,512			–			–			37,512
Unrealized Depreciation		(4,852	)		–			–			(4,852	)
Forwards Contracts*
Unrealized Appreciation		–			3,914			–			3,914
Unrealized Depreciation		–			(3,824	)		–			(3,824	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			2,949			–			2,949
Total Other Financial Instruments		32,660			3,039			–			35,699

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

(1) One security with a market value of $0.

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS — 48.0%
Communication Services — 5.3%
Altice France
7.375%, 05/01/2026 (A)	$	1,270	$	1,324
Altice France Holding
10.500%, 05/15/2027 (A)		1,180		1,300
AMC Networks
5.000%, 04/01/2024		400		396
AT&T
4.350%, 03/01/2029		700		816
4.250%, 03/01/2027		900		1,025
4.125%, 02/17/2026		325		370
3.600%, 07/15/2025		1,225		1,361
3.500%, 06/01/2041		350		367
2.750%, 06/01/2031		475		495
2.300%, 06/01/2027		1,050		1,087
CCO Holdings
5.000%, 02/01/2028 (A)		1,640		1,693
4.500%, 05/01/2032 (A)		410		415
CenturyLink
7.650%, 03/15/2042		1,245		1,335
5.800%, 03/15/2022		1,200		1,233
5.125%, 12/15/2026 (A)		1,250		1,247
Charter Communications Operating
5.125%, 07/01/2049		300		347
4.908%, 07/23/2025		3,200		3,667
Clear Channel Worldwide Holdings
9.250%, 02/15/2024		806		748
Cogent Communications Group
5.375%, 03/01/2022 (A)		630		648
Comcast
4.700%, 10/15/2048		675		908
Comunicaciones Celulares Via Comcel Trust
6.875%, 02/06/2024		200		205
Digicel Group Two
8.250%, 09/30/2022 (A)		263		9
Digicel International Finance
8.750%, 05/25/2024 (A)		271		264
DISH DBS
7.750%, 07/01/2026		1,820		1,929
DISH Network
3.375%, 08/15/2026		490		450
Entercom Media
6.500%, 05/01/2027 (A)		1,050		942
iHeartCommunications
6.375%, 05/01/2026		400		396
5.250%, 08/15/2027 (A)		250		239
4.750%, 01/15/2028 (A)		420		387
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		650		399
5.500%, 08/01/2023 (B)		1,110		633
Level 3 Financing
5.625%, 02/01/2023		1,150		1,151

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Live Nation Entertainment
6.500%, 05/15/2027 (A)	$	550	$	567
Match Group
5.000%, 12/15/2027 (A)		630		656
4.625%, 06/01/2028 (A)		430		434
Mauritius Investments
6.500%, 10/13/2026		2,470		2,606
4.755%, 11/11/2024		400		398
Meredith
6.875%, 02/01/2026		745		619
Millicom International Cellular
6.625%, 10/15/2026 (A)		240		256
6.250%, 03/25/2029 (A)		530		566
5.125%, 01/15/2028 (A)		280		281
Netflix
6.375%, 05/15/2029		740		858
Nexstar Broadcasting
5.625%, 08/01/2024 (A)		1,150		1,159
Outfront Media Capital
5.000%, 08/15/2027 (A)		145		131
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		450		426
Sirius XM Radio
5.375%, 04/15/2025 (A)		400		411
4.625%, 07/15/2024 (A)		120		123
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr+4.226%(C)		200		182
Sprint
7.875%, 09/15/2023		950		1,070
Sprint Capital
8.750%, 03/15/2032		1,010		1,446
6.875%, 11/15/2028		1,620		1,972
TEGNA
4.625%, 03/15/2028 (A)		1,050		966
Telecom Argentina
6.500%, 06/15/2021 (A)		140		130
Telecom Italia
5.303%, 05/30/2024 (A)		1,950		2,035
Telecom Italia Capital
6.000%, 09/30/2034		500		544
T-Mobile USA
4.750%, 02/01/2028		420		444
4.500%, 04/15/2050 (A)		1,516		1,804
Twitter
3.875%, 12/15/2027 (A)		590		590
Verizon Communications
4.000%, 03/22/2050		675		863
				49,323

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 5.5%
Adient US
7.000%, 05/15/2026 (A)	$	700	$	725
Allen Media
10.500%, 02/15/2028 (A)		760		696
Allied Universal Holdco
6.625%, 07/15/2026 (A)		580		609
AutoNation
4.750%, 06/01/2030		200		217
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		635
Boyd Gaming
4.750%, 12/01/2027 (A)		1,200		1,032
Boyne USA
7.250%, 05/01/2025 (A)		390		409
Burlington Coat Factory Warehouse
6.250%, 04/15/2025 (A)		297		310
CalAtlantic Group
5.250%, 06/01/2026		330		279
Carriage Services
6.625%, 06/01/2026 (A)		250		263
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		400		416
Colt Merger Sub
6.250%, 07/01/2025 (A)		500		497
5.750%, 07/01/2025 (A)		240		241
CSC Holdings
6.500%, 02/01/2029 (A)		1,970		2,155
5.750%, 01/15/2030 (A)		1,525		1,588
4.625%, 12/01/2030 (A)		1,064		1,033
Dealer Tire
8.000%, 02/01/2028 (A)		657		609
Delphi Technologies
5.000%, 10/01/2025 (A)		560		601
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		266
5.375%, 08/15/2026 (A)		330		239
eG Global Finance
6.750%, 02/07/2025 (A)		488		476
Ford Motor
9.000%, 04/22/2025		860		931
8.500%, 04/21/2023		1,286		1,360
Ford Motor Credit
5.875%, 08/02/2021		350		353
5.125%, 06/16/2025		1,075		1,075
4.140%, 02/15/2023		750		734
3.219%, 01/09/2022		200		195
3.200%, 01/15/2021		280		276
3.087%, 01/09/2023		220		210
General Motors
6.125%, 10/01/2025		200		225
5.950%, 04/01/2049		50		53

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.400%, 10/02/2023	$	400	$	433
4.000%, 04/01/2025		250		259
General Motors Financial
5.650%, 01/17/2029		175		197
3.250%, 01/05/2023		950		971
Getty Images
9.750%, 03/01/2027 (A)		100		94
Golden Nugget
6.750%, 10/15/2024 (A)		470		338
Goodyear Tire & Rubber
5.125%, 11/15/2023		1,325		1,269
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		307
Hanesbrands
5.375%, 05/15/2025 (A)		460		465
4.875%, 05/15/2026 (A)		320		322
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		240		242
Home Depot
3.350%, 04/15/2050		512		585
Installed Building Products
5.750%, 02/01/2028 (A)		450		450
International Game Technology
5.250%, 01/15/2029 (A)		370		361
IRB Holding
7.000%, 06/15/2025 (A)		722		744
6.750%, 02/15/2026 (A)		435		415
L Brands
9.375%, 07/01/2025 (A)		240		240
6.875%, 07/01/2025 (A)		560		578
6.694%, 01/15/2027		260		220
5.250%, 02/01/2028		940		744
Lions Gate Capital Holdings
5.875%, 11/01/2024 (A)		1,080		1,031
Lowe’s
5.125%, 04/15/2050		341		465
Marriott International
4.625%, 06/15/2030		767		796
Mattamy Group
4.625%, 03/01/2030 (A)		789		757
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		918
Michaels Stores
8.000%, 07/15/2027 (A)		480		418
Mohegan Gaming & Entertainment
7.875%, 10/15/2024 (A)		1,210		1,004
NCL
12.250%, 05/15/2024 (A)		570		596
3.625%, 12/15/2024 (A)		610		373
Newell Brands
4.875%, 06/01/2025		280		293
4.700%, 04/01/2026		1,514		1,589

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PetSmart
8.875%, 06/01/2025 (A)	$	340	$	341
7.125%, 03/15/2023 (A)		880		868
Royal Caribbean Cruises
2.650%, 11/28/2020		310		301
Sands China
5.125%, 08/08/2025		700		758
3.800%, 01/08/2026 (A)		200		205
Shea Homes
4.750%, 02/15/2028 (A)		500		475
Silversea Cruise Finance
7.250%, 02/01/2025 (A)		750		707
Speedway Motorsports
4.875%, 11/01/2027 (A)		210		191
Station Casinos
4.500%, 02/15/2028 (A)		837		708
Terrier Media Buyer
8.875%, 12/15/2027 (A)		850		815
TRI Pointe Group
5.700%, 06/15/2028		191		194
Univision Communications
9.500%, 05/01/2025 (A)		600		636
5.125%, 05/15/2023 (A)		1,800		1,817
UPC Holding BV
5.500%, 01/15/2028 (A)		330		317
Viking Cruises
5.875%, 09/15/2027 (A)		580		345
Virgin Media Secured Finance
5.000%, 04/15/2027	GBP	800		1,027
Virgin Media Vendor Financing Notes III DAC
4.875%, 07/15/2028 (A)		725		900
VOC Escrow
5.000%, 02/15/2028 (A)	$	1,070		795
Wendy’s International
7.000%, 12/15/2025		790		816
William Carter
5.500%, 05/15/2025 (A)		140		144
WW International
8.625%, 12/01/2025 (A)		620		639
Wynn Macau
5.125%, 12/15/2029 (A)		470		456
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		740		745
Yum! Brands
7.750%, 04/01/2025 (A)		27		29
4.750%, 01/15/2030 (A)		454		461
				50,872
Consumer Staples — 1.7%
Altria Group
3.800%, 02/14/2024		775		847
2.350%, 05/06/2025		425		447

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029	$	2,675	$	3,232
Constellation Brands
4.400%, 11/15/2025		325		376
3.150%, 08/01/2029		600		643
Energizer Holdings
6.375%, 07/15/2026 (A)		123		127
General Mills
2.875%, 04/15/2030		444		483
Herbalife Nutrition
7.875%, 09/01/2025 (A)		603		623
H-Food Holdings
8.500%, 06/01/2026 (A)		500		466
HLF Financing Sarl
7.250%, 08/15/2026 (A)		1,452		1,459
Keurig Dr Pepper
4.597%, 05/25/2028		1,000		1,200
3.800%, 05/01/2050		100		113
Kraft Heinz Foods
5.500%, 06/01/2050 (A)		250		266
5.000%, 07/15/2035		1,546		1,701
4.875%, 10/01/2049 (A)		330		336
4.375%, 06/01/2046		1,671		1,643
4.250%, 03/01/2031 (A)		80		85
3.875%, 05/15/2027 (A)		20		21
Lindley
4.625%, 04/12/2023		190		196
Performance Food Group
6.875%, 05/01/2025 (A)		3		3
5.500%, 10/15/2027 (A)		450		434
Post Holdings
5.750%, 03/01/2027 (A)		600		620
4.625%, 04/15/2030 (A)		429		420
Prosperous Ray
4.625%, 11/12/2023		300		322
Spectrum Brands
5.000%, 10/01/2029 (A)		75		74
				16,137
Energy — 7.5%
Antero Midstream Partners
5.750%, 03/01/2027 (A)		950		750
5.375%, 09/15/2024		1,060		903
Antero Resources
5.125%, 12/01/2022		1,050		759
Berkshire Hathaway Energy
4.250%, 10/15/2050 (A)		350		441
Berry Petroleum
7.000%, 02/15/2026 (A)		1,000		810
Buckeye Partners
4.350%, 10/15/2024		245		232
4.125%, 12/01/2027		865		824

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.950%, 12/01/2026	$	860	$	810
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		284
5.125%, 06/30/2027		850		934
Cheniere Energy Partners
4.500%, 10/01/2029 (A)		460		446
Comstock Resources
9.750%, 08/15/2026		660		616
7.500%, 05/15/2025 (A)		100		91
Continental Resources
4.500%, 04/15/2023		650		622
4.375%, 01/15/2028		100		88
DCP Midstream Operating
6.750%, 09/15/2037 (A)		770		691
6.450%, 11/03/2036 (A)		115		103
5.375%, 07/15/2025		1,000		992
Devon Energy
5.850%, 12/15/2025		1,021		1,127
5.000%, 06/15/2045		200		178
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		210		212
5.750%, 01/30/2028 (A)		80		77
5.500%, 01/30/2026 (A)		700		670
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,426
Ensign Drilling
9.250%, 04/15/2024 (A)		900		400
Enterprise Products Operating
3.750%, 02/15/2025		500		553
3.128%, VAR ICE LIBOR USD 3 Month+2.778%, 06/01/2067		395		308
EQM Midstream Partners
6.500%, 07/01/2027 (A)		190		195
6.000%, 07/01/2025 (A)		210		213
4.750%, 07/15/2023		699		704
EQT
6.125%, 02/01/2025		330		329
Eterna Capital Pte
8.000%, 12/11/2022		43		13
Exterran Energy Solutions
8.125%, 05/01/2025		700		579
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		555
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		431
Genesis Energy
7.750%, 02/01/2028		1,860		1,655
GNL Quintero
4.634%, 07/31/2029		400		429
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		800		866

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KazTransGas JSC
4.375%, 09/26/2027 (A)	$	300	$	321
Laredo Petroleum
9.500%, 01/15/2025		769		532
Lukoil International Finance BV
4.563%, 04/24/2023		220		233
Marathon Petroleum
3.800%, 04/01/2028		325		346
3.625%, 09/15/2024		350		373
MEG Energy
7.125%, 02/01/2027 (A)		1,190		989
7.000%, 03/31/2024 (A)		410		352
Montage Resources
8.875%, 07/15/2023		1,500		1,185
MPLX
4.800%, 02/15/2029		250		278
4.000%, 03/15/2028		950		1,001
Nabors Industries
5.750%, 02/01/2025		1,180		478
Navios Maritime Acquisition
8.125%, 11/15/2021 (A)		10		6
Newfield Exploration
5.625%, 07/01/2024		650		621
NGL Energy Partners
7.500%, 11/01/2023		1,150		954
NGPL PipeCo
7.768%, 12/15/2037 (A)		1,300		1,587
Noble Holding International
6.050%, 03/01/2041		900		25
NuStar Logistics
6.000%, 06/01/2026		915		888
Oasis Petroleum
6.875%, 03/15/2022		1,110		183
6.875%, 01/15/2023		390		65
Occidental Petroleum
8.000%, 07/15/2025		1,015		1,019
7.150%, 05/15/2028		900		801
5.550%, 03/15/2026		725		662
2.900%, 08/15/2024		1,425		1,217
2.600%, 08/13/2021		180		176
1.842%, VAR ICE LIBOR USD 3 Month+1.450%, 08/15/2022		725		667
1.398%, VAR ICE LIBOR USD 3 Month+0.950%, 02/08/2021		210		207
ONEOK
6.350%, 01/15/2031		325		380
Petrobras Global Finance BV
6.750%, 06/03/2050		2,820		2,901
5.299%, 01/27/2025		1,160		1,205
Petroleos de Venezuela
6.000%, 10/28/2022 (B)		8,860		204
6.000%, 05/16/2024 (B)		3,790		91

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.000%, 11/15/2026 (B)	$	1,110	$	27
5.500%, 04/12/2037 (B)		130		3
5.375%, 04/12/2027 (B)		2,570		62
Petroleos Mexicanos
7.690%, 01/23/2050 (A)		406		339
6.950%, 01/28/2060 (A)		207		159
6.625%, 06/15/2035		30		24
6.500%, 03/13/2027		430		388
6.490%, 01/23/2027 (A)		160		146
6.350%, 02/12/2048		242		180
5.950%, 01/28/2031 (A)		90		74
5.350%, 02/12/2028		300		252
4.500%, 01/23/2026		40		35
Petroleos Mexicanos MTN
6.750%, 09/21/2047		20		15
5.125%, 03/15/2023	EUR	1,040		1,143
Petronas Capital MTN
4.800%, 04/21/2060 (A)	MYR	200		274
4.550%, 04/21/2050 (A)	$	310		392
3.500%, 04/21/2030 (A)		940		1,044
Phillips 66
3.900%, 03/15/2028		525		594
Plains All American Pipeline
3.650%, 06/01/2022		1,700		1,738
3.600%, 11/01/2024		175		179
QEP Resources
5.250%, 05/01/2023		1,560		1,030
Range Resources
9.250%, 02/01/2026 (A)		1,060		953
5.875%, 07/01/2022		196		180
5.750%, 06/01/2021		300		288
5.000%, 08/15/2022		220		200
5.000%, 03/15/2023		250		215
ReNew Power Synthetic
6.670%, 03/12/2024		200		202
Sabine Pass Liquefaction
6.250%, 03/15/2022		700		746
5.625%, 03/01/2025		800		914
SEPLAT Petroleum Development
9.250%, 04/01/2023		550		549
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)		460		207
Suncor Energy
3.100%, 05/15/2025		400		427
2.800%, 05/15/2023		200		209
Sunoco
5.500%, 02/15/2026		240		233
Targa Resources Partners
6.500%, 07/15/2027		400		401
5.375%, 02/01/2027		1,870		1,805
Total Capital International
2.829%, 01/10/2030		1,350		1,467

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transocean
8.000%, 02/01/2027 (A)	$	732	$	404
7.500%, 01/15/2026 (A)		500		272
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		1,250		1,075
USA Compression Partners
6.875%, 04/01/2026		1,175		1,135
Valero Energy
2.850%, 04/15/2025		350		369
2.700%, 04/15/2023		650		674
Viper Energy Partners
5.375%, 11/01/2027 (A)		220		216
Western Midstream Operating
5.450%, 04/01/2044		1,450		1,208
5.375%, 06/01/2021		120		120
5.300%, 03/01/2048		530		430
4.000%, 07/01/2022		290		289
Williams
8.750%, 03/15/2032		200		297
WPX Energy
8.250%, 08/01/2023		300		333
5.875%, 06/15/2028		280		269
5.250%, 10/15/2027		940		878
YPF
8.500%, 03/23/2021		1,180		997
				69,323
Financials — 9.2%
AIA Group
3.900%, 04/06/2028 (A)		475		529
AIA Group MTN
3.200%, 03/11/2025 (A)		425		450
AIB Group MTN
4.750%, 10/12/2023 (A)		550		593
Akbank T.A.S.
6.797%, VAR USD Swap Semi 30/360 5 Yr Curr+4.029%, 04/27/2028		200		180
American Express
3.598%, VAR ICE LIBOR USD 3 Month+3.285% (C)		370		315
American International Group
4.200%, 04/01/2028		275		311
3.900%, 04/01/2026		325		367
3.400%, 06/30/2030		575		622
Arch Capital Finance
4.011%, 12/15/2026		1,025		1,162
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		129
2.875%, 02/15/2025 (A)		1,250		1,049
Banco Bilbao Vizcaya Argentaria
5.875%, VAR EUR Swap Annual 5 Yr+5.660% (C)	EUR	800		872

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980	$	1,036
Banco de Sabadell
6.500%, VAR EUR Swap Annual 5 Yr+6.414%(C)	EUR	800		734
Banco do Brasil
9.000%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+6.362%(C)	$	200		206
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.398%(C)		1,920		1,678
Banco Mercantil del Norte
7.625%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.353%(A) (C)		200		191
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+5.470%(A) (C)		250		235
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.967%(A)(C)		420		397
Banco Santander
4.250%, 04/11/2027		400		444
3.306%, 06/27/2029		400		432
2.746%, 05/28/2025		600		622
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month+3.705%(C)		150		155
3.419%, VAR ICE LIBOR USD 3 Month+1.040%, 12/20/2028		2,115		2,356
Bank of America MTN
4.200%, 08/26/2024		1,050		1,166
4.083%, 03/20/2051 (D)		700		877
4.000%, 01/22/2025		800		883
3.824%, VAR ICE LIBOR USD 3 Month+1.575%, 01/20/2028		1,525		1,731
Barclays
8.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.672%(C)		1,170		1,212
7.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield+6.579%(C) GBP		700		853
4.610%, VAR ICE LIBOR USD 3 Month+1.400%, 02/15/2023	$	1,225		1,290
2.852%, VAR ICE LIBOR USD 3 Month+2.452%, 05/07/2026		725		758
BBVA Bancomer
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.650%, 01/18/2033 (A)		410		381
BNP Paribas
3.375%, 01/09/2025 (A)		1,000		1,081

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BPCE
4.625%, 09/12/2028 (A)	$	500	$	586
4.000%, 09/12/2023 (A)		950		1,026
China Evergrande Group
8.250%, 03/23/2022		200		185
CIT Group
6.125%, 03/09/2028		195		210
5.250%, 03/07/2025		185		192
Citigroup
6.300%, VAR ICE LIBOR USD 3 Month+3.423%(C)		1,250		1,252
5.950%, VAR ICE LIBOR USD 3 Month+4.095%(C)		700		668
5.900%, VAR ICE LIBOR USD 3 Month+4.230%(C)		675		671
4.412%, VAR United States Secured Overnight Financing Rate+3.914%, 03/31/2031		800		949
4.125%, 07/25/2028		1,450		1,643
3.400%, 05/01/2026		1,675		1,857
Cooperatieve Rabobank UA
4.625%, VAR EUR Swap Annual 5 Yr+4.098%(C)	EUR	1,400		1,586
Country Garden Holdings
7.250%, 04/04/2021	$	500		502
Credit Agricole
6.500%, VAR EUR Swap Annual 5 Yr+5.120%(C)	EUR	490		560
Credit Bank of Moscow Via CBOM Finance
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+5.416%, 10/05/2027	$	470		456
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+ 4.600%(A)(C)		410		426
7.250%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.332%(A) (C)		200		205
6.250%, VAR USD Swap Semi 30/360 5 Yr Curr+3.455%(A)(C)		200		208
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.293%(A) (C)		400		379
3.869%, VAR ICE LIBOR USD 3 Month+1.410%, 01/12/2029 (A)		600		662
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		802		922
Deutsche Bank
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.524%(C)		400		330
4.500%, 04/01/2025		950		932

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Deutsche Bank NY
4.875%, VAR USD ICE Swap 11:00 NY 5 Yr+2.553%, 12/01/2032	$	1,200	$	1,115
First Horizon National
4.000%, 05/26/2025		625		654
3.550%, 05/26/2023		650		669
Global Aircraft Leasing
6.500%cash/7.250% PIK, 09/15/2024 (A)		2,866		1,920
HSBC Holdings
5.250%, VAR EUR Swap Annual 5 Yr+4.383%(C)	EUR	700		780
4.950%, 03/31/2030	$	226		272
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025		700		756
Huarong Finance 2017
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+7.773%(C)		200		201
Huarong Finance 2017 MTN
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+6.983%(C)		310		311
Huarong Finance 2019 MTN
3.750%, 05/29/2024		250		257
Huarong Finance II MTN
5.000%, 11/19/2025		210		229
4.625%, 06/03/2026		610		654
HUB International
7.000%, 05/01/2026 (A)		435		434
Huntington Bancshares
2.625%, 08/06/2024		925		979
ICICI Bank
5.750%, 11/16/2020		420		425
Intercontinental Exchange
2.100%, 06/15/2030		800		817
International Lease Finance
8.250%, 12/15/2020		310		317
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,880		1,981
5.017%, 06/26/2024 (A)		300		307
Itau Unibanco Holding
4.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.222%(A) (C)		1,120		924
3.250%, 01/24/2025 (A)		210		207
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,957
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031		250		265
Kaisa Group Holdings
8.500%, 06/30/2022		200		198

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ladder Capital Finance Holdings LLLP
5.875%, 08/01/2021 (A)	$	570	$	564
5.250%, 03/15/2022 (A)		150		142
Lloyds Banking Group
4.947%, VAR EUAMDB05+5.290%(C)	EUR	290		316
Massachusetts Mutual Life Insurance
3.375%, 04/15/2050 (A)	$	100		103
MGM Growth Properties Operating Partnership
4.625%, 06/15/2025 (A)		606		593
Morgan Stanley
3.625%, 01/20/2027		900		1,016
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,238
3.700%, 10/23/2024		2,050		2,274
2.720%, VAR United States Secured Overnight Financing Rate+1.152%, 07/22/2025		475		504
Nasdaq
3.250%, 04/28/2050		75		78
Nationwide Building Society
3.960%, VAR ICE LIBOR USD 3 Month+1.855%, 07/18/2030 (A)		450		506
Navient
5.000%, 03/15/2027		1,100		924
New York Life Insurance
3.750%, 05/15/2050 (A)		250		282
NMI Holdings
7.375%, 06/01/2025 (A)		570		596
Oversea-Chinese Banking MTN
4.250%, 06/19/2024		800		865
Owl Rock Capital
4.000%, 03/30/2025		600		593
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		155
Prudential Financial
5.625%, VAR ICE LIBOR USD 3 Month+3.920%, 06/15/2043		1,850		1,968
Raymond James Financial
4.650%, 04/01/2030		400		477
Refinitiv US Holdings
8.250%, 11/15/2026 (A)		750		812
Royal Bank of Scotland Group
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.720%(C)		750		828
3.754%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+2.100%, 11/01/2029		225		233
3.498%, VAR ICE LIBOR USD 3 Month+1.480%, 05/15/2023		700		727
2.628%, VAR ICE LIBOR USD 3 Month+2.320%(C)		1,000		912

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Springleaf Finance
6.625%, 01/15/2028	$	900	$	891
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr+4.344%(A)(C)		710		738
7.000%, VAR USSW5YF+4.866%(C)		1,050		1,154
5.750%, VAR EUR Swap Annual 5 Yr+5.287%(C)	EUR	750		862
UniCredit
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr+5.180%(C)	$	1,050		1,050
UniCredit MTN
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr+4.914%, 04/02/2034 (A)		660		750
5.459%, VAR USD ICE Swap 11:00 NY 5 Yr+4.750%, 06/30/2035 (A)		640		645
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month+3.990%(C)		525		546
Willis North America
2.950%, 09/15/2029		150		159
Yapi ve Kredi Bankasi MTN
13.875%, VAR USD Swap Semi 30/360 5 Yr Curr+11.245%(C)		480		513
8.250%, 10/15/2024 (A)		500		519
6.100%, 03/16/2023		200		198
				85,064
Health Care — 3.3%
AbbVie
4.250%, 11/21/2049 (A)		1,109		1,345
3.600%, 05/14/2025		500		553
3.200%, 11/21/2029 (A)		1,975		2,173
Acadia Healthcare
5.625%, 02/15/2023		1,200		1,200
Air Methods
8.000%, 05/15/2025 (A)		640		451
Bausch Health
9.000%, 12/15/2025 (A)		10		11
5.875%, 05/15/2023 (A)		18		18
5.000%, 01/30/2028 (A)		325		306
Bausch Health Americas
9.250%, 04/01/2026 (A)		690		749
8.500%, 01/31/2027 (A)		1,020		1,082
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		351
4.250%, 12/15/2025 (A)		500		574
Becton Dickinson
4.669%, 06/06/2047		550		675
3.700%, 06/06/2027		690		771
3.363%, 06/06/2024		1,050		1,133
2.823%, 05/20/2030		625		661

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Centene
5.375%, 08/15/2026 (A)	$	330	$	343
Cigna
3.400%, 03/15/2050		625		673
CVS Health
5.050%, 03/25/2048		525		688
4.780%, 03/25/2038		230		286
4.100%, 03/25/2025		1,700		1,922
3.750%, 04/01/2030		590		680
DaVita HealthCare Partners
5.125%, 07/15/2024		1,000		1,017
DENTSPLY SIRONA
3.250%, 06/01/2030		325		342
DH Europe Finance II Sarl
2.600%, 11/15/2029		175		186
HCA
5.625%, 09/01/2028		1,000		1,116
Immucor
11.125%, 02/15/2022 (A)		650		580
Jaguar Holding II
5.000%, 06/15/2028 (A)		1,100		1,126
4.625%, 06/15/2025 (A)		950		967
LifePoint Health
4.375%, 02/15/2027 (A)		440		416
MPH Acquisition Holdings
7.125%, 06/01/2024 (A)		670		623
Polaris Intermediate
8.500%cash/9.250% PIK, 12/01/2022 (A)		750		660
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		311
5.250%, 04/15/2024 (A)		140		143
Radiology Partners
9.250%, 02/01/2028 (A)		660		622
Select Medical
6.250%, 08/15/2026 (A)		450		455
Stryker
1.950%, 06/15/2030		825		831
Tenet Healthcare
8.125%, 04/01/2022		1,200		1,260
7.500%, 04/01/2025 (A)		540		574
6.250%, 02/01/2027 (A)		200		199
5.125%, 11/01/2027 (A)		150		148
US Renal Care
10.625%, 07/15/2027 (A)		40		41
Zimmer Biomet Holdings
3.550%, 03/20/2030		800		865
Zoetis
2.000%, 05/15/2030		1,100		1,131
				30,258

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 6.9%
AECOM
5.125%, 03/15/2027	$	950	$	1,021
AerCap Ireland Capital DAC
6.500%, 07/15/2025		515		540
4.875%, 01/16/2024		400		398
4.625%, 07/01/2022		2,300		2,326
4.500%, 09/15/2023		340		340
3.950%, 02/01/2022		150		150
3.500%, 05/26/2022		150		148
3.300%, 01/23/2023		160		157
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		316
Air Canada
7.750%, 04/15/2021 (A)		220		220
Air Lease
3.250%, 03/01/2025		850		852
Air Lease MTN
3.750%, 06/01/2026		600		605
Allison Transmission
5.000%, 10/01/2024 (A)		100		100
American News
8.500%, 09/01/2026 (A)		1,871		2,058
Aviation Capital Group
2.875%, 01/20/2022 (A)		340		325
Avis Budget Car Rental
6.375%, 04/01/2024 (A)		10		8
Boeing
5.930%, 05/01/2060		1,000		1,186
5.805%, 05/01/2050		350		413
3.450%, 11/01/2028		375		366
3.250%, 03/01/2028		425		422
3.250%, 02/01/2035		110		100
Bombardier
7.500%, 03/15/2025 (A)		350		228
6.125%, 01/15/2023 (A)		1,490		1,025
Builders FirstSource
5.000%, 03/01/2030 (A)		319		300
Canadian Pacific Railway
2.050%, 03/05/2030		200		205
Carrier Global
2.493%, 02/15/2027 (A)		1,100		1,121
2.242%, 02/15/2025 (A)		2,375		2,428
1.923%, 02/15/2023 (A)		250		255
Caterpillar
3.250%, 04/09/2050		175		195
CDW
4.125%, 05/01/2025		300		300
Cleaver-Brooks
7.875%, 03/01/2023 (A)		380		322

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Core & Main Holdings
8.625%cash/9.375% PIK, 09/15/2024 (A)	$	650	$	651
CoStar Group
2.800%, 07/15/2030 (A)		625		640
DAE Funding
5.750%, 11/15/2023 (A)		1,530		1,457
Delta Air Lines
7.375%, 01/15/2026		570		551
7.000%, 05/01/2025 (A)		460		475
3.400%, 04/19/2021		760		739
2.900%, 10/28/2024		1,070		868
Delta Air Lines Pass-Through Trust, Ser 2007- 1, Cl A
6.821%, 08/10/2022		159		155
DP World MTN
5.625%, 09/25/2048 (A)		750		818
Dun & Bradstreet
6.875%, 08/15/2026 (A)		1,150		1,212
GE Capital Funding
4.400%, 05/15/2030 (A)		425		442
GE Capital International Funding Unlimited Co
3.373%, 11/15/2025		400		420
General Electric
2.700%, 10/09/2022		100		104
General Electric MTN
6.875%, 01/10/2039		1,270		1,560
3.100%, 01/09/2023		275		288
GFL Environmental
8.500%, 05/01/2027 (A)		849		923
5.125%, 12/15/2026 (A)		195		202
4.250%, 06/01/2025 (A)		550		555
Hillenbrand
5.750%, 06/15/2025		350		362
Husky III Holding
13.000%cash/13.750% PIK, 02/15/2025 (A)		600		578
IAA
5.500%, 06/15/2027 (A)		250		258
IHS Markit
4.750%, 08/01/2028		700		821
3.625%, 05/01/2024		425		456
IHS Netherlands Holdco BV
7.125%, 03/18/2025		1,000		1,010
International Lease Finance
4.625%, 04/15/2021		150		152
JB Poindexter
7.125%, 04/15/2026 (A)		310		313
KOC Holding
6.500%, 03/11/2025		2,170		2,217
5.250%, 03/15/2023		1,330		1,333

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mexico City Airport Trust
5.500%, 10/31/2046 (A)	$	400	$	352
5.500%, 07/31/2047		892		789
4.250%, 10/31/2026 (A)		210		198
3.875%, 04/30/2028 (A)		1,190		1,079
MHP Lux
6.950%, 04/03/2026		1,870		1,900
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		565		566
Mobile Mini
5.875%, 07/01/2024		50		51
MV24 Capital BV
6.748%, 06/01/2034		2,974		2,825
Northrop Grumman
3.250%, 01/15/2028		1,950		2,181
Otis Worldwide
2.565%, 02/15/2030 (A)		1,425		1,497
2.293%, 04/05/2027 (A)		225		235
Park-Ohio Industries
6.625%, 04/15/2027		1,020		836
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		310		321
Raytheon Technologies
4.125%, 11/16/2028		1,050		1,237
RR Donnelley & Sons
8.250%, 07/01/2027		584		578
Sensata Technologies
4.375%, 02/15/2030 (A)		230		228
Stanley Black & Decker
4.250%, 11/15/2028		650		776
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		217
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,386
TransDigm
8.000%, 12/15/2025 (A)		900		946
6.500%, 05/15/2025		390		365
6.250%, 03/15/2026 (A)		1,080		1,077
5.500%, 11/15/2027		960		838
Uber Technologies
7.500%, 09/15/2027 (A)		1,200		1,203
United Airlines Holdings
6.000%, 12/01/2020		50		50
United Airlines Pass-Through Trust, Ser 2015- 1, Cl A
3.700%, 12/01/2022		240		223
United Rentals North America
5.250%, 01/15/2030		330		341
4.875%, 01/15/2028		350		359
4.625%, 10/15/2025		410		412
3.875%, 11/15/2027		260		259

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Univar Solutions USA
5.125%, 12/01/2027 (A)	$	300	$	304
WESCO Distribution
7.250%, 06/15/2028 (A)		678		717
XPO CNW
6.700%, 05/01/2034		1,214		1,248
XPO Logistics
6.750%, 08/15/2024 (A)		120		126
				63,710
Information Technology — 3.2%
Amkor Technology
6.625%, 09/15/2027 (A)		400		428
ams
7.000%, 07/31/2025 (A)		777		769
Applied Materials
1.750%, 06/01/2030		275		281
Banff Merger Sub
9.750%, 09/01/2026 (A)		200		201
Broadcom
4.700%, 04/15/2025 (A)		1,100		1,240
4.250%, 04/15/2026 (A)		3,525		3,923
3.625%, 10/15/2024 (A)		800		869
3.500%, 01/15/2028		53		56
3.125%, 01/15/2025		50		53
Castle US Holding
9.500%, 02/15/2028 (A)		839		776
CDK Global
5.250%, 05/15/2029 (A)		480		498
CommScope
8.250%, 03/01/2027 (A)		300		308
7.125%, 07/01/2028 (A)		1,225		1,222
CommScope Technologies
5.000%, 03/15/2027 (A)		170		153
Dell International
6.020%, 06/15/2026 (A)		1,600		1,834
5.450%, 06/15/2023 (A)		525		574
EIG Investors
10.875%, 02/01/2024		100		97
EMC
3.375%, 06/01/2023		1,650		1,669
Entegris
4.375%, 04/15/2028 (A)		200		204
Fiserv
3.200%, 07/01/2026		775		858
Global Payments
3.200%, 08/15/2029		225		241
2.650%, 02/15/2025		400		424
Go Daddy Operating
5.250%, 12/01/2027 (A)		260		265
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		2,153

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.650%, 10/01/2024	$	500	$	561
4.450%, 10/02/2023		875		955
Intuit
1.650%, 07/15/2030		125		125
1.350%, 07/15/2027		175		176
j2 Cloud Services
6.000%, 07/15/2025 (A)		540		550
Lam Research
1.900%, 06/15/2030		300		307
Microchip Technology
2.670%, 09/01/2023 (A)		1,125		1,158
NXP BV
4.625%, 06/15/2022 (A)		1,000		1,065
3.400%, 05/01/2030 (A)		225		242
Open Text
3.875%, 02/15/2028 (A)		180		173
Open Text Holdings
4.125%, 02/15/2030 (A)		453		445
Oracle
3.600%, 04/01/2050		609		678
Prosus
4.850%, 07/06/2027 (A)		740		828
3.680%, 01/21/2030 (A)		250		262
Sabre GLBL
9.250%, 04/15/2025 (A)		1,043		1,099
Solera
10.500%, 03/01/2024 (A)		1,480		1,506
Sunny Express Enterprises
3.350%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr+4.762%(C)		200		199
Visa
2.700%, 04/15/2040		200		214
				29,639
Materials — 2.5%
Air Products and Chemicals
2.800%, 05/15/2050		125		131
2.050%, 05/15/2030		175		184
Anglo American Capital
5.625%, 04/01/2030 (A)		500		604
ArcelorMittal
3.600%, 07/16/2024		20		20
ARD Finance
6.500%cash/8.000% PIK,
06/30/2027 (A)		210		208
Axalta Coating Systems
4.750%, 06/15/2027 (A)		564		567
Berry Global
5.625%, 07/15/2027 (A)		550		564
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		970		908

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cemex
7.375%, 06/05/2027 (A)	$	1,010	$	1,026
Cleveland-Cliffs
5.750%, 03/01/2025		550		468
DuPont de Nemours
4.493%, 11/15/2025		450		518
4.205%, 11/15/2023		250		274
First Quantum Minerals
7.250%, 04/01/2023 (A)		1,740		1,662
Freeport-McMoRan
5.450%, 03/15/2043		1,210		1,186
3.550%, 03/01/2022		33		33
Glencore Funding
4.125%, 03/12/2024 (A)		400		429
Hudbay Minerals
7.625%, 01/15/2025 (A)		1,110		1,054
Huntsman International
4.500%, 05/01/2029		375		395
Illuminate Buyer
9.000%, 07/01/2028 (A)		147		153
Kraton Polymers
7.000%, 04/15/2025 (A)		1,000		1,005
LABL Escrow Issuer
6.750%, 07/15/2026 (A)		950		988
Metinvest BV
7.750%, 04/23/2023 (A)		375		370
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		161
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)		960		10
Novelis
4.750%, 01/30/2030 (A)		800		764
OCI
5.250%, 11/01/2024 (A)		325		312
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		267		278
Reynolds Group
7.000%, 07/15/2024 (A)		105		105
Samarco Mineracao
5.750%, 10/24/2023 (B)		200		103
4.125%, 11/01/2022 (B)		200		103
SASOL Financing USA
5.875%, 03/27/2024		1,080		961
Sealed Air
6.875%, 07/15/2033 (A)		411		486
Sherwin-Williams
3.450%, 08/01/2025		875		965
Sociedad Quimica y Minera de Chile
4.375%, 01/28/2025		220		235
Starfruit Finco BV
8.000%, 10/01/2026 (A)		650		665

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Steel Dynamics
2.400%, 06/15/2025	$	140	$	144
Suzano Austria GmbH
6.000%, 01/15/2029		530		572
5.750%, 07/14/2026		400		437
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		204
Teck Resources
6.000%, 08/15/2040	$	200		212
5.400%, 02/01/2043		480		472
3.900%, 07/15/2030 (A)		250		249
Vale Overseas
6.250%, 08/10/2026		880		1,035
WR Grace & -Conn
4.875%, 06/15/2027 (A)		1,879		1,903
				23,123
Real Estate — 1.5%
Alexandria Real Estate Equities
3.800%, 04/15/2026		350		393
3.375%, 08/15/2031		375		419
American Tower
3.950%, 03/15/2029		300		341
3.375%, 05/15/2024		25		27
CoreCivic
4.625%, 05/01/2023		1,000		960
Crown Castle International Corp
4.150%, 07/01/2050		100		117
CyrusOne
1.450%, 01/22/2027	EUR	380		409
Diversified Healthcare Trust
9.750%, 06/15/2025	$	470		505
Duke Realty
1.750%, 07/01/2030		300		298
Essex Portfolio
3.000%, 01/15/2030		400		436
Five Point Operating
7.875%, 11/15/2025 (A)		940		888
MPT Operating Partnership
5.000%, 10/15/2027		673		692
3.692%, 06/05/2028	GBP	544		673
Realogy Group
9.375%, 04/01/2027 (A)	$	1,410		1,315
7.625%, 06/15/2025 (A)		646		646
Service Properties Trust
7.500%, 09/15/2025		287		302
4.950%, 10/01/2029		609		517
4.750%, 10/01/2026		1,011		894
Spirit Realty
3.200%, 01/15/2027		600		573
VEREIT Operating Partnership
4.875%, 06/01/2026		1,000		1,109

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vertical Holding
7.750%, 07/31/2028	$	210	$	210
Vertical US
5.250%, 07/15/2027		630		630
VICI Properties
4.625%, 12/01/2029 (A)		860		839
WP Carey
4.250%, 10/01/2026		700		764
				13,957
Utilities — 1.4%
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		145
3.750%, 06/15/2023 (A)		325		349
American Electric Power
2.300%, 03/01/2030		300		301
AmeriGas Partners
5.875%, 08/20/2026		75		79
Avangrid
3.200%, 04/15/2025		250		273
Dominion Energy
3.071%, 08/15/2024		575		619
East Ohio Gas
3.000%, 06/15/2050 (A)		175		174
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		218
6.350%, 08/10/2028		500		500
FirstEnergy
2.650%, 03/01/2030		800		835
2.250%, 09/01/2030		325		327
Greenko Investment
4.875%, 08/16/2023 (A)		410		399
NiSource
3.600%, 05/01/2030		75		86
3.490%, 05/15/2027		1,325		1,498
NRG Energy
7.250%, 05/15/2026		1,070		1,129
5.750%, 01/15/2028		40		42
Sempra Energy
4.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.550%(C)		1,338		1,346
3.400%, 02/01/2028		1,075		1,176
Southern
3.250%, 07/01/2026		650		720
Southern California Edison
4.200%, 03/01/2029		450		525
Suburban Propane Partners
5.500%, 06/01/2024		250		248
Talen Energy Supply
10.500%, 01/15/2026 (A)		540		427

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vistra Operations
3.550%, 07/15/2024 (A)	$	1,200	$	1,238
				12,654
Total Corporate Obligations (Cost $446,653) ($ Thousands)				444,060
SOVEREIGN DEBT — 12.2%
Abu Dhabi Government International Bond
4.125%, 10/11/2047 (A)		380		463
3.875%, 04/16/2050 (A)		1,630		1,925
3.125%, 04/16/2030 (A)		230		253
2.125%, 09/30/2024 (A)		400		412
Angolan Government International Bond
9.375%, 05/08/2048 (A)		400		324
9.125%, 11/26/2049 (A)		1,170		945
8.250%, 05/09/2028 (A)		660		541
8.000%, 11/26/2029 (A)		650		533
Argentine Republic Government International Bond
7.125%, 07/06/2036 (B)		1,340		522
6.875%, 04/22/2021 (B)		900		373
6.875%, 01/26/2027 (B)		370		148
6.875%, 01/11/2048 (B)		230		89
5.875%, 01/11/2028 (B)		528		210
5.250%, 01/15/2028 (B)	EUR	760		312
4.625%, 01/11/2023 (B)	$	1,250		519
3.750%, 5.25%, 12/31/2038, 03/31/2029 (B)(E)		1,310		511
3.375%, 01/15/2023 (B)	EUR	790		336
Armenia Government International Bond
3.950%, 09/26/2029 (A)	$	290		280
Azerbaijan Government International Bond
3.500%, 09/01/2032		1,360		1,327
Bahrain Government International Bond
7.375%, 05/14/2030 (A)		1,610		1,830
Banque Centrale de Tunisie International Bond
6.750%, 10/31/2023 (A)	EUR	440		467
Belize Government International Bond
4.938%, 02/20/2034	$	165		67
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028		160		161
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2029	BRL	1,400		307
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2027		10,500		2,271
CBB International Sukuk Programme SPC
6.250%, 11/14/2024 (A)	$	300		318
Colombia Government International Bond
4.125%, 05/15/2051		630		633

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
3.125%, 04/15/2031	$	730	$	725
3.000%, 01/30/2030		200		198
Dominican Republic International Bond
7.450%, 04/30/2044		600		617
6.850%, 01/27/2045		660		631
6.500%, 02/15/2048 (A)		1,270		1,170
6.400%, 06/05/2049 (A)		660		602
6.000%, 07/19/2028 (A)		1,300		1,308
4.500%, 01/30/2030		550		497
Eastern & Southern African Trade & Development Bank MTN
5.375%, 03/14/2022		210		211
Ecuador Government International Bond
9.650%, 12/13/2026 (A)(B)		590		254
9.625%, 06/02/2027 (A)(B)		1,550		661
9.500%, 03/27/2030 (A)(B)		1,220		519
8.875%, 10/23/2027 (A)(B)		1,500		630
7.950%, 06/20/2024 (B)		210		103
Egypt Government International Bond
8.875%, 05/29/2050 (A)		710		700
8.700%, 03/01/2049 (A)		520		509
8.500%, 01/31/2047		650		634
7.903%, 02/21/2048 (A)		360		332
7.625%, 05/29/2032 (A)		480		468
7.600%, 03/01/2029 (A)		510		519
6.375%, 04/11/2031 (A)	EUR	330		342
5.625%, 04/16/2030		1,560		1,577
4.750%, 04/11/2025		100		108
4.750%, 04/16/2026		680		723
Ghana Government International Bond
10.750%, 10/14/2030	$	210		252
8.627%, 06/16/2049		1,070		965
8.125%, 01/18/2026		500		506
8.125%, 03/26/2032 (A)		1,180		1,107
7.875%, 03/26/2027 (A)		260		257
7.625%, 05/16/2029		600		565
Guatemala Government Bond
6.125%, 06/01/2050 (A)		530		613
5.750%, 06/06/2022		500		523
4.900%, 06/01/2030 (A)		280		299
4.875%, 02/13/2028		790		841
4.500%, 05/03/2026 (A)		770		801
4.375%, 06/05/2027 (A)		790		818
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023 (A)		860		852
Honduras Government International Bond
7.500%, 03/15/2024		660		713
Indonesia Government International Bond
5.250%, 01/17/2042		1,000		1,238
4.450%, 04/15/2070		660		759
3.850%, 10/15/2030		200		222
3.500%, 01/11/2028		880		935

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
2.850%, 02/14/2030	$	900	$	919
0.900%, 02/14/2027	EUR	180		192
Indonesia Treasury Bond
7.000%, 05/15/2027	IDR	96,424,000		6,750
Iraq Government International Bond
5.800%, 01/15/2028	$	280		252
Israel Government International Bond
4.500%, 04/03/2120		290		374
3.875%, 07/03/2050		690		819
2.750%, 07/03/2030		460		506
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		427
5.250%, 03/22/2030		390		407
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		904
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025		720		834
Kenya Government International Bond
8.250%, 02/28/2048 (A)		260		256
8.000%, 05/22/2032 (A)		910		896
7.000%, 05/22/2027 (A)		250		246
Kuwait International Government Bond
3.500%, 03/20/2027 (A)		1,160		1,294
Lebanon Government International Bond
8.250%, 05/17/2034 (B)		40		6
8.200%, 05/17/2033 (B)		50		8
7.150%, 11/20/2031 (B)		50		8
7.050%, 11/02/2035 (B)		110		19
7.000%, 03/20/2028 (B)		40		6
6.850%, 03/23/2027 (B)		100		17
6.850%, 05/25/2029 (B)		721		121
6.750%, 11/29/2027 (B)		410		70
6.650%, 04/22/2024 (B)		170		29
6.650%, 11/03/2028 (B)		130		22
6.650%, 02/26/2030 (B)		872		146
6.600%, 11/27/2026 (B)		40		7
6.200%, 02/26/2025 (B)		860		146
Mexican Bonos
8.500%, 05/31/2029	MXN	9,520		488
6.500%, 06/09/2022		5,740		257
Mexico Government International Bond
4.750%, 03/08/2044	$	440		466
4.500%, 01/31/2050		450		464
3.600%, 01/30/2025		1,000		1,060
Mongolia Government International Bond
5.625%, 05/01/2023		200		200
Morocco Government International Bond
1.500%, 11/27/2031 (A)	EUR	290		302
Mozambique International Bond
5.000%, 09/15/2031	$	220		187

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
Nigeria Government International Bond
8.747%, 01/21/2031	$	1,720	$	1,715
7.696%, 02/23/2038 (A)		690		628
Pakistan Government International Bond
8.250%, 09/30/2025		370		384
6.875%, 12/05/2027		200		197
Panama Government International Bond
4.500%, 04/01/2056		300		367
Papua New Guinea Government International Bond
8.375%, 10/04/2028 (A)		290		278
Paraguay Government International Bond
6.100%, 08/11/2044		700		861
5.600%, 03/13/2048 (A)		560		654
5.400%, 03/30/2050 (A)		320		370
5.000%, 04/15/2026 (A)		440		486
4.700%, 03/27/2027 (A)		570		623
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026 (A)		530		586
4.450%, 02/20/2029 (A)		330		369
Peruvian Government International Bond
2.783%, 01/23/2031		480		512
Provincia de Buenos Aires
10.875%, 01/26/2021 (B)		63		30
9.950%, 06/09/2021 (A)(B)		3,100		1,279
9.125%, 03/16/2024 (A)(B)		550		227
7.875%, 06/15/2027 (A)(B)		400		164
6.500%, 02/15/2023 (A)(B)		2,240		930
Provincia de Cordoba
7.450%, 09/01/2024 (A)		520		304
Qatar Government International Bond
5.103%, 04/23/2048 (A)		1,690		2,297
4.817%, 03/14/2049 (A)		1,130		1,485
4.625%, 06/02/2046		280		360
4.400%, 04/16/2050 (A)		450		557
3.750%, 04/16/2030 (A)		200		228
Republic of Belarus International Bond
6.875%, 02/28/2023		260		260
6.200%, 02/28/2030		200		191
Romanian Government International Bond
5.125%, 06/15/2048 (A)		200		236
4.625%, 04/03/2049 (A)	EUR	150		193
3.375%, 01/28/2050		760		827
2.875%, 05/26/2028		650		758
2.875%, 03/11/2029		1,490		1,728
2.124%, 07/16/2031 (A)		250		267
2.000%, 12/08/2026 (A)		590		663
2.000%, 01/28/2032 (A)		110		115
Russian Federal Bond - OFZ
7.050%, 01/19/2028	RUB	434,240		6,647
Russian Foreign Bond - Eurobond
5.250%, 06/23/2047	$	200		264

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
5.100%, 03/28/2035 (A)	$	200	$	247
4.750%, 05/27/2026		3,600		4,099
4.375%, 03/21/2029 (A)		800		909
Saudi Government International Bond MTN
4.500%, 04/22/2060 (A)		1,070		1,230
3.750%, 01/21/2055 (A)		220		224
3.250%, 10/22/2030 (A)		430		461
Senegal Government International Bond
4.750%, 03/13/2028 (A)	EUR	740		802
Serbia International Bond
1.500%, 06/26/2029 (A)		500		526
South Africa Government International Bond
5.650%, 09/27/2047	$	950		825
4.850%, 09/27/2027		890		870
4.665%, 01/17/2024		1,170		1,192
4.300%, 10/12/2028		200		185
Sri Lanka Government International Bond
7.550%, 03/28/2030 (A)		910		589
6.850%, 03/14/2024 (A)		920		639
6.850%, 11/03/2025		570		379
6.825%, 07/18/2026 (A)		250		164
6.750%, 04/18/2028 (A)		660		427
6.200%, 05/11/2027 (A)		380		246
Third Pakistan International Sukuk
5.625%, 12/05/2022		630		613
Turkey Government International Bond
7.625%, 04/26/2029		560		589
7.375%, 02/05/2025		30		32
6.875%, 03/17/2036		60		58
6.000%, 01/14/2041		1,980		1,706
5.200%, 02/16/2026	EUR	260		294
4.250%, 03/13/2025	$	410		382
4.250%, 04/14/2026		530		482
Ukraine Government International Bond
12.597%, 05/31/2040 (D)		1,212		1,115
9.750%, 11/01/2028 (A)		640		729
8.994%, 02/01/2024		670		719
7.750%, 09/01/2022		450		468
7.750%, 09/01/2023		910		953
7.750%, 09/01/2024		230		239
7.750%, 09/01/2027		250		259
7.375%, 09/25/2032 (A)		200		201
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024 (A)		340		358

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
Zambia Government International Bond
5.375%, 09/20/2022	$	760	$	398
Total Sovereign Debt (Cost $122,030) ($ Thousands)				113,135
	Shares
COMMON STOCK — 10.4%
Communication Services — 1.1%
Activision Blizzard Inc		2,835		215
Alphabet Inc, Cl A *		1,129		1,601
Alphabet Inc, Cl C *		1,100		1,555
AT&T Inc		26,856		812
CenturyLink Inc		4,030		40
Charter Communications Inc, Cl A *		562		287
Comcast Corp, Cl A		17,182		670
Discovery Inc, Cl A *		684		14
Discovery Inc, Cl C *		1,539		30
DISH Network Corp, Cl A *		1,018		35
Electronic Arts Inc *		1,108		146
Facebook Inc, Cl A *		9,041		2,053
Fox Corp		1,888		51
Interpublic Group of Cos Inc/The		1,552		27
Live Nation Entertainment Inc *		626		28
Netflix Inc *		1,658		755
News Corp, Cl A		1,532		18
News Corp, Cl B		450		5
Omnicom Group Inc		736		40
Take-Two Interactive Software Inc, Cl A *		386		54
T-Mobile US Inc *		2,038		212
Twitter Inc *		3,046		91
Verizon Communications Inc		15,593		860
ViacomCBS Inc, Cl B		2,033		47
Walt Disney Co/The *		6,810		759
				10,405
Consumer Discretionary — 1.1%
Advance Auto Parts Inc		262		37
Amazon.com Inc, Cl A *		1,574		4,342
Aptiv PLC *		1,048		82
AutoZone Inc *		83		94
Best Buy Co Inc		848		74
Booking Holdings Inc *		150		239
BorgWarner Inc		797		28
CarMax Inc *		550		49
Carnival Corp *		1,747		29
Cengage Learning Holdings II Inc *		5,114		14
Chipotle Mexican Grill Inc, Cl A *		99		104
Darden Restaurants Inc *		545		41
Dollar General Corp		962		183
Dollar Tree Inc *		821		76
Domino’s Pizza Inc		140		52

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
DR Horton Inc		1,142	$	63
eBay Inc		2,443		128
Expedia Group Inc *		512		42
Ford Motor Co *		15,189		92
Gap Inc/The		932		12
Garmin Ltd		486		47
General Motors Co *		4,853		123
Genuine Parts Co		487		42
H&R Block Inc		821		12
Hanesbrands Inc		1,495		17
Hasbro Inc		564		42
Hilton Worldwide Holdings Inc *		981		72
Home Depot Inc/The		4,051		1,015
Kohl’s Corp *		759		16
L Brands Inc *		995		15
Las Vegas Sands Corp *		1,162		53
Leggett & Platt Inc		534		19
Lennar Corp, Cl A		947		58
LKQ Corp *		1,349		35
Lowe’s Cos Inc		2,858		386
Marriott International Inc/MD, Cl A *		948		81
McDonald’s Corp		2,809		518
MGM Resorts International		1,879		32
Mohawk Industries Inc *		261		27
Newell Brands Inc, Cl B		1,757		28
NIKE Inc, Cl B		4,687		460
Norwegian Cruise Line Holdings Ltd *		900		15
NVR Inc *		15		49
O’Reilly Automotive Inc *		266		112
PulteGroup Inc		961		33
PVH Corp *		313		15
Ralph Lauren Corp, Cl A *		219		16
Ross Stores Inc *		1,278		109
Royal Caribbean Cruises Ltd *		735		37
Starbucks Corp		4,428		326
Tapestry Inc *		1,201		16
Target Corp, Cl A		1,904		228
Tiffany & Co		369		45
TJX Cos Inc/The *		4,559		231
Tractor Supply Co		434		57
Ulta Beauty Inc *		241		49
Under Armour Inc, Cl A *		727		7
Under Armour Inc, Cl C *		920		8
VF Corp		1,137		69
Whirlpool Corp		271		35
Wynn Resorts Ltd *		423		32
Yum! Brands Inc		1,058		92
				10,460
Consumer Staples — 0.7%
Altria Group Inc		7,057		277
Archer-Daniels-Midland Co		1,938		77
Brown-Forman Corp, Cl B		747		48

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Campbell Soup Co		549	$	27
Church & Dwight Co Inc		847		65
Clorox Co/The		484		106
Coca-Cola Co/The		14,582		652
Colgate-Palmolive Co		3,259		239
Conagra Brands Inc		1,671		59
Constellation Brands Inc, Cl A		649		114
Costco Wholesale Corp		1,668		506
Coty Inc, Cl A *		1,002		4
Estee Lauder Cos Inc/The, Cl A *		829		156
General Mills Inc		2,328		143
Hershey Co/The		517		67
Hormel Foods Corp		946		46
J M Smucker Co/The		388		41
Kellogg Co		1,027		68
Kimberly-Clark Corp		1,301		184
Kraft Heinz Co/The		2,151		69
Kroger Co/The		2,813		95
Lamb Weston Holdings Inc		600		38
McCormick & Co Inc/MD		428		77
Molson Coors Beverage Co, Cl B *		772		27
Mondelez International Inc, Cl A		5,421		277
Monster Beverage Corp *		1,335		93
PepsiCo Inc		5,233		692
Philip Morris International Inc		5,891		413
Procter & Gamble Co/The		9,321		1,114
Sysco Corp, Cl A		1,963		107
Tyson Foods Inc, Cl A		1,020		61
Walgreens Boots Alliance Inc		2,649		112
Walmart Inc		5,342		640
				6,694
Energy — 0.3%
Apache Corp		1,761		24
Baker Hughes Co, Cl A		2,482		38
Cabot Oil & Gas Corp		1,880		32
ChampionX Corp *		25		—
Chevron Corp		7,045		629
Concho Resources Inc		673		35
ConocoPhillips		3,895		164
Devon Energy Corp		1,630		18
Diamondback Energy Inc, Cl A		700		29
EOG Resources Inc		2,247		114
Exxon Mobil Corp		15,944		713
Halliburton Co		3,313		43
Hess Corp		982		51
HollyFrontier Corp		665		19
Kinder Morgan Inc		7,513		114
Marathon Oil Corp *		3,620		22
Marathon Petroleum Corp		2,527		94
National Oilwell Varco Inc, Cl A *		1,759		22
Noble Energy Inc		2,020		18
Occidental Petroleum Corp		3,051		56

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
ONEOK Inc		1,748	$	58
Phillips 66		1,565		113
Pioneer Natural Resources Co		564		55
Schlumberger Ltd, Cl A		5,382		99
TechnipFMC PLC		1,998		14
Titan Energy LLC *		12,743		—
Valero Energy Corp		1,432		84
Williams Cos Inc/The		4,720		90
				2,748
Financials — 1.1%
Aflac Inc		2,583		93
Allstate Corp/The		1,144		111
American Express Co		2,510		239
American International Group Inc		3,032		95
Ameriprise Financial Inc		457		69
Aon, Cl A		884		170
Arthur J Gallagher & Co		744		73
Aspect *(F)		57		—
Assurant Inc		273		28
Bank of America Corp		29,442		699
Bank of New York Mellon Corp/The		2,960		114
Berkshire Hathaway Inc, Cl B *		7,316		1,306
BlackRock Inc		585		318
Capital One Financial Corp		1,636		102
Cboe Global Markets Inc		463		43
Charles Schwab Corp/The		4,394		148
Chubb Ltd		1,719		218
Cincinnati Financial Corp		515		33
Citigroup Inc		7,876		403
Citizens Financial Group Inc		1,434		36
CME Group Inc		1,365		222
Comerica Inc		700		27
Discover Financial Services		1,146		57
E*TRADE Financial Corp		746		37
Everest Re Group Ltd		166		34
Fifth Third Bancorp		2,398		46
First Republic Bank/CA		673		71
Franklin Resources Inc		1,278		27
Globe Life Inc		429		32
Goldman Sachs Group Inc/The		1,138		225
Hartford Financial Services Group Inc/The		1,231		47
Huntington Bancshares Inc/OH		3,846		35
Intercontinental Exchange Inc		2,088		191
Invesco Ltd		1,887		20
JPMorgan Chase & Co		11,472		1,079
KeyCorp		3,314		40
Lincoln National Corp		899		33
Loews Corp		851		29
M&T Bank Corp		482		50
MarketAxess Holdings Inc		130		65
Marsh & McLennan Cos Inc		1,878		202
MetLife Inc		2,746		100

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Moody’s Corp		617	$	170
Morgan Stanley		4,406		213
MSCI Inc, Cl A		328		110
Nasdaq Inc, Cl A		388		46
Northern Trust Corp		733		58
People’s United Financial Inc		1,719		20
PNC Financial Services Group Inc/The		1,559		164
Principal Financial Group Inc, Cl A		1,022		42
Progressive Corp/The		2,237		179
Prudential Financial Inc		1,404		86
Raymond James Financial Inc		535		37
Regions Financial Corp		3,209		36
S&P Global Inc		896		295
State Street Corp		1,268		81
SVB Financial Group, Cl B *		224		48
Synchrony Financial		1,873		42
T Rowe Price Group Inc		819		101
Travelers Cos Inc/The		908		104
Truist Financial Corp		4,960		186
Unum Group		910		15
US Bancorp		5,069		187
W R Berkley Corp		600		34
Wells Fargo & Co		13,849		355
Willis Towers Watson PLC		451		89
Zions Bancorp NA		626		21
				9,686
Health Care — 1.5%
Abbott Laboratories		6,676		610
AbbVie Inc		6,649		653
ABIOMED Inc *		170		41
Agilent Technologies Inc		1,195		106
Alexion Pharmaceuticals Inc *		772		87
Align Technology Inc *		244		67
AmerisourceBergen Corp, Cl A		512		52
Amgen Inc, Cl A		2,222		524
Anthem Inc		959		252
Baxter International Inc		1,947		168
Becton Dickinson and Co		1,091		261
Biogen Inc *		602		161
Bio-Rad Laboratories Inc, Cl A *		81		37
Boston Scientific Corp *		5,260		185
Bristol-Myers Squibb Co		8,549		503
Cardinal Health Inc		1,001		52
Centene Corp *		2,224		141
Cerner Corp		1,095		75
Cigna Corp		1,402		263
Cooper Cos Inc/The, Cl A		204		58
Covetrus Inc *		1		—
CVS Health Corp		4,957		322
Danaher Corp, Cl A		2,336		413
DaVita Inc *		355		28
DENTSPLY SIRONA Inc		969		43

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
DexCom Inc *		354	$	143
Edwards Lifesciences Corp, Cl A *		2,373		164
Eli Lilly and Co		3,181		522
Gilead Sciences Inc		4,624		356
HCA Healthcare Inc *		932		90
Henry Schein Inc *		634		37
Hologic Inc *		970		55
Humana Inc		505		196
IDEXX Laboratories Inc *		299		99
Illumina Inc *		561		208
Incyte Corp *		707		73
Intuitive Surgical Inc *		429		244
IQVIA Holdings Inc *		631		90
Johnson & Johnson		9,914		1,394
Laboratory Corp of America Holdings *		331		55
McKesson Corp		629		96
Medtronic PLC		5,070		465
Merck & Co Inc		9,517		736
Mettler-Toledo International Inc *		84		68
Mylan NV *		2,195		35
PerkinElmer Inc		365		36
Perrigo Co PLC		599		33
Pfizer Inc		20,952		685
Quest Diagnostics Inc		455		52
Regeneron Pharmaceuticals Inc *		384		239
ResMed Inc		560		108
STERIS PLC		288		44
Stryker Corp		1,228		221
Teleflex Inc		159		58
Thermo Fisher Scientific Inc		1,492		541
UnitedHealth Group Inc		3,571		1,053
Universal Health Services Inc, Cl B *		355		33
Varian Medical Systems Inc *		372		46
Vertex Pharmaceuticals Inc *		953		277
Waters Corp *		267		48
West Pharmaceutical Services Inc		300		68
Zimmer Biomet Holdings Inc		804		96
Zoetis Inc, Cl A		1,806		247
				14,113
Industrials — 0.8%
3M Co		2,180		340
A O Smith Corp		649		31
Alaska Air Group Inc *		494		18
Allegion plc		351		36
American Airlines Group Inc *		1,751		23
AMETEK Inc		791		71
Boeing Co/The *		2,031		372
Carrier Global Corp		3,204		71
Caterpillar Inc, Cl A		1,980		250
CH Robinson Worldwide Inc		578		46
Cintas Corp		328		87
Copart Inc *		701		58

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
CSX Corp		2,920	$	204
Cummins Inc		536		93
Deere & Co		1,195		188
Delta Air Lines Inc, Cl A *		2,121		59
Dover Corp		541		52
Eaton Corp PLC		1,462		128
Emerson Electric Co		2,152		133
Equifax Inc		475		82
Expeditors International of Washington Inc		627		48
Fastenal Co, Cl A		2,226		95
FedEx Corp		926		130
Flowserve Corp		514		15
Fortive Corp		1,023		69
Fortune Brands Home & Security Inc		568		36
General Dynamics Corp		828		124
General Electric Co		33,312		228
Honeywell International Inc		2,657		384
Howmet Aerospace Inc *		1,864		30
Huntington Ingalls Industries Inc, Cl A		177		31
IDEX Corp		305		48
IHS Markit Ltd		1,541		116
Illinois Tool Works Inc		1,042		182
Ingersoll Rand Inc *		1,348		38
Jacobs Engineering Group Inc		455		39
JB Hunt Transport Services Inc		373		45
Johnson Controls International plc		2,696		92
Kansas City Southern		357		53
L3Harris Technologies Inc		785		133
Lockheed Martin Corp		935		341
Masco Corp		956		48
Nielsen Holdings PLC		1,634		24
Norfolk Southern Corp		927		163
Northrop Grumman Corp		593		182
Old Dominion Freight Line Inc, Cl A		326		55
Otis Worldwide Corp		1,585		90
PACCAR Inc		1,210		91
Parker-Hannifin Corp, Cl A		445		82
Pentair PLC		658		25
Quanta Services Inc		570		22
Raytheon Technologies Corp		5,573		343
Republic Services Inc		726		60
Robert Half International Inc		536		28
Rockwell Automation Inc		450		96
Rollins Inc		630		27
Roper Technologies Inc		400		155
Snap-on Inc		234		32
Southwest Airlines Co, Cl A *		2,000		68
Stanley Black & Decker Inc		602		84
Teledyne Technologies Inc *		138		43
Textron Inc		872		29
Trane Technologies PLC		835		74
TransDigm Group Inc *		196		87

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Union Pacific Corp		2,566	$	434
United Airlines Holdings Inc *		980		34
United Parcel Service Inc, Cl B		2,587		288
United Rentals Inc *		273		41
Verisk Analytics Inc, Cl A		574		98
Waste Management Inc		1,489		158
Westinghouse Air Brake Technologies Corp		773		44
WW Grainger Inc		147		46
Xylem Inc/NY		733		48
				7,718
Information Technology — 2.9%
Accenture PLC, Cl A		2,406		517
Adobe Inc *		1,816		790
Advanced Micro Devices Inc *		4,291		226
Akamai Technologies Inc *		668		72
Amphenol Corp, Cl A		1,144		110
Analog Devices Inc		1,409		173
ANSYS Inc *		334		97
Apple Inc		15,305		5,583
Applied Materials Inc		3,493		211
Arista Networks Inc *		232		49
Autodesk Inc, Cl A *		836		200
Automatic Data Processing Inc		1,635		243
Broadcom Inc		1,511		477
Broadridge Financial Solutions Inc		466		59
Cadence Design Systems Inc *		1,082		104
CDW Corp/DE		492		57
Cisco Systems Inc		15,991		746
Citrix Systems Inc		397		59
Cognizant Technology Solutions Corp, Cl A		1,928		110
Corning Inc, Cl B		2,646		68
DXC Technology Co *		1,199		20
F5 Networks Inc, Cl A *		278		39
Fidelity National Information Services Inc, Cl B		2,343		314
Fiserv Inc, Cl A *		2,144		209
FleetCor Technologies Inc *		301		76
FLIR Systems Inc		564		23
Fortinet Inc *		488		67
Gartner Inc *		297		36
Global Payments Inc		1,142		194
Hewlett Packard Enterprise Co		5,281		51
HP Inc		5,185		90
Intel Corp		15,950		954
International Business Machines Corp		3,360		406
Intuit Inc		958		284
IPG Photonics Corp *		143		23
Jack Henry & Associates Inc		262		48
Juniper Networks Inc		1,505		34
Keysight Technologies Inc *		648		65
KLA Corp		553		108
Lam Research Corp		555		179

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Leidos Holdings Inc		452	$	42
Mastercard Inc, Cl A		3,329		984
Maxim Integrated Products Inc		926		56
Microchip Technology Inc		910		96
Micron Technology Inc *		4,093		211
Microsoft Corp		28,486		5,797
Motorola Solutions Inc		601		84
NetApp Inc		913		40
NortonLifeLock Inc		2,051		41
NVIDIA Corp		2,318		881
Oracle Corp, Cl B		7,872		435
Paychex Inc		1,110		84
Paycom Software Inc *		200		62
PayPal Holdings Inc *		4,426		771
Qlik *(F)		3,600		—
Qlik, Cl A *(F)		56		57
Qlik, Cl B *(F)		13,812		—
Qorvo Inc *		388		43
QUALCOMM Inc		4,259		388
salesforce.com Inc *		3,399		637
Seagate Technology PLC		935		45
ServiceNow Inc *		701		284
Skyworks Solutions Inc		586		75
Synopsys Inc *		583		114
TE Connectivity Ltd		1,170		95
Texas Instruments Inc		3,471		441
Tyler Technologies Inc *		149		52
VeriSign Inc *		359		74
Visa Inc, Cl A		6,350		1,227
Western Digital Corp *		1,217		54
Western Union Co/The		1,834		40
Xerox Holdings Corp		827		13
Xilinx Inc		877		86
Zebra Technologies Corp, Cl A *		181		46
				26,526
Materials — 0.3%
Air Products and Chemicals Inc		842		203
Albemarle Corp		448		35
Amcor PLC		5,892		60
Avery Dennison Corp		356		41
Ball Corp		1,142		79
Celanese Corp, Cl A		481		41
CF Industries Holdings Inc		935		26
Corteva Inc		2,601		70
Dow Inc		2,860		117
DuPont de Nemours Inc		2,814		149
Eastman Chemical Co		442		31
Ecolab Inc		911		181
FMC Corp		544		54
Freeport-McMoRan Inc, Cl B *		5,441		63
International Flavors & Fragrances Inc		445		54
International Paper Co		1,333		47

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Linde PLC		1,987	$	421
LyondellBasell Industries NV, Cl A		878		58
Martin Marietta Materials Inc, Cl A		212		44
Mosaic Co/The		1,663		21
Newmont Corp		3,016		186
Nucor Corp		1,223		51
Packaging Corp of America		383		38
PPG Industries Inc		826		88
Sealed Air Corp		652		21
Sherwin-Williams Co/The, Cl A		309		179
Vulcan Materials Co		454		53
Westrock Co		1,156		33
				2,444
Real Estate — 0.3%
Alexandria Real Estate Equities Inc ‡		470		76
American Tower Corp, Cl A ‡		1,677		434
Apartment Investment and Management Co, Cl A ‡		659		25
AvalonBay Communities Inc ‡		488		75
Boston Properties Inc ‡		492		44
CBRE Group Inc, Cl A *‡		1,365		62
Crown Castle International Corp ‡		1,532		256
Digital Realty Trust Inc, Cl A ‡		991		141
Duke Realty Corp ‡		1,245		44
Equinix Inc ‡		326		229
Equity Residential ‡		1,220		72
Essex Property Trust Inc ‡		227		52
Extra Space Storage Inc ‡		440		41
Federal Realty Investment Trust ‡		325		28
Healthpeak Properties Inc ‡		2,018		56
Host Hotels & Resorts Inc *‡		2,848		31
Iron Mountain Inc ‡		1,253		33
Kimco Realty Corp *‡		1,773		23
Mid-America Apartment Communities Inc ‡		387		44
Prologis Inc ‡		2,807		262
Public Storage ‡		581		111
Realty Income Corp ‡		1,187		71
Regency Centers Corp ‡		713		33
SBA Communications Corp, Cl A ‡		398		119
Simon Property Group Inc ‡		1,066		73
SL Green Realty Corp ‡		353		17
UDR Inc ‡		1,209		45
Ventas Inc ‡		1,399		51
Vornado Realty Trust ‡		717		27
Welltower Inc ‡		1,551		80
Weyerhaeuser Co *‡		2,551		57
				2,712
Utilities — 0.3%
AES Corp/The		2,901		42
Alliant Energy Corp		1,029		49
Ameren Corp		853		60

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
American Electric Power Co Inc		1,900	$	151
American Water Works Co Inc		632		81
Atmos Energy Corp		500		50
CenterPoint Energy Inc		2,203		41
CMS Energy Corp		981		57
Consolidated Edison Inc		1,170		84
Dominion Energy Inc		3,084		250
DTE Energy Co		668		72
Duke Energy Corp		2,702		216
Edison International		1,405		76
Entergy Corp		693		65
Evergy Inc		778		46
Eversource Energy		1,246		104
Exelon Corp		3,747		136
FirstEnergy Corp		1,891		73
NextEra Energy Inc		1,851		445
NiSource Inc		1,591		36
NRG Energy Inc		813		27
Pinnacle West Capital Corp		451		33
PPL Corp		2,670		69
Public Service Enterprise Group Inc		1,776		87
Sempra Energy		1,081		127
Southern Co/The		3,885		202
WEC Energy Group Inc		1,112		98
Xcel Energy Inc		2,021		126
				2,903
Total Common Stock (Cost $61,397) ($ Thousands)				96,409
	Face Amount (Thousands)
LOAN PARTICIPATIONS — 9.3%
Academy, LTD., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 07/01/2022	$	660		527
ACProducts, Inc., Initial Term Loan, 1st Lien
7.500%, VAR LIBOR+6.500%, 08/18/2025		510		498
Acrisure, LLC, 2020 Term Loan, 1st Lien
3.678%, VAR LIBOR+3.500%, 02/15/2027		370		349
Advantage Sales & Marketing Inc., Initial Term Loan, 1st Lien
4.901%, VAR LIBOR+3.250%, 07/23/2021		2		2
3.558%, VAR LIBOR+3.250%, 07/23/2021		828		755
AI Aqua Merger Sub, Inc., Tranche B-1 Term Loan, 1st Lien
4.322%, VAR LIBOR+3.250%, 12/13/2023		593		568

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allen Media, Term Loan, 1st Lien
5.808%, VAR LIBOR+5.500%, 02/10/2027	$	530	$	502
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial Term Loan, 1st Lien
4.428%, VAR LIBOR+4.250%, 07/10/2026		1,294		1,255
Alterra Mountain Company, Initial Bluebird Term Loan, 1st Lien
2.928%, VAR LIBOR+2.750%, 07/31/2024 (G)		1,119		1,052
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
4.178%, VAR LIBOR+4.000%, 01/29/2027		550		539
American Axle & Manufacturing, Inc., Tranche B Term Loan, 1st Lien
3.000%, VAR LIBOR+2.250%, 04/06/2024		400		379
American Renal Holdings Inc., Term B Loan, 1st Lien
5.178%, VAR LIBOR+5.000%, 06/21/2024		922		864
AmeriLife Holdings LLC, Initial Term Loan, 2nd Lien
4.612%, VAR LIBOR+4.000%, 03/18/2027		142		135
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.678%, VAR LIBOR+2.500%, 10/01/2026		838		806
Applovin Corporation, Initial Term Loan, 2nd Lien
3.678%, VAR LIBOR+3.500%, 08/15/2025 (G)		675		653
Aristocrat Leisure Limited, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/19/2024		490		485
Asurion, LLC (fka Asurion Corporation), Amendment No. 14 Replacement B-4 Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 08/04/2022		584		568
Asurion, LLC (fka Asurion Corporation), New B-7 Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 11/03/2024		733		705
Asurion, LLC (fka Asurion Corporation), Second Lien Replacement B-2 Term Loan, 1st Lien
6.678%, VAR LIBOR+6.500%, 08/04/2025		380		377

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
LOAN PARTICIPATIONS (continued)
athenahealth, Inc., Term B Loan, 2nd Lien
5.311%, VAR LIBOR+4.500%, 02/11/2026	$	2	$	2
4.818%, VAR LIBOR+4.500%, 02/11/2026		929		898
Bass Pro Group, Term Loan B
6.072%, VAR LIBOR+5.000%, 09/25/2024		257		247
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.190%, VAR LIBOR+3.000%, 06/02/2025		159		154
Berry Global, Inc. (fka Berry Plastics Corporation), Term W Loan, 1st Lien
2.177%, VAR LIBOR+2.000%, 10/01/2022		806		784
Blackstone CQP Holdco LP, Initial Term Loan, 1st Lien
3.806%, VAR LIBOR+3.500%, 09/30/2024		993		948
Boyd Gaming Corporation, Refinancing Term B Loan, 1st Lien
2.359%, VAR LIBOR+2.250%, 09/15/2023		476		447
Brookfield WEC Holdings Inc., Initial Term Loan (2020), 1st Lien
3.750%, VAR LIBOR+3.000%, 08/01/2025		1,134		1,093
BWay Holding Company , Initial Term Loan, 1st Lien
4.561%, VAR LIBOR+3.250%, 04/03/2024		938		840
Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC), Term B Loan, 1st Lien
2.928%, VAR LIBOR+2.750%, 12/23/2024		1,261		1,118
Caesars Resort, Term Loan, 1st Lien
4.687%, VAR LIBOR+4.500%, 06/19/2025 (G)		790		741
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
4.058%, VAR LIBOR+3.750%, 01/29/2027		370		337
CEOC, LLC, Term B Loan, 1st Lien
2.178%, VAR LIBOR+2.000%, 10/07/2024		865		860
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 03/01/2024		832		797

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
1.930%, VAR LIBOR+1.750%, 02/01/2027	$	637	$	611
Charter NEX US, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.000%, 05/16/2024		927		885
Chesapeake Energy Corporation, Class A Term Loan, 1st Lien
9.000%, VARLIBOR+8.000%, 06/24/2024		1,260		723
Commscope, Inc., Initial Term Loan, 1st Lien
3.428%, VAR LIBOR+3.250%, 04/06/2026		955		903
Conservice Midco, LLC, Initial Term Loan, 1st Lien
4.558%, VAR LIBOR+4.250%, 05/07/2027		900		875
Consolidated Communications, Term Loan B
4.000%, VAR LIBOR+3.000%, 10/05/2023		938		888
CoreCivic, Inc., Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/18/2024		375		369
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
4.940%, VAR LIBOR+4.750%, 06/26/2026		1,017		934
CWGS Group, LLC, Term Loan, 1st Lien
4.826%, VAR LIBOR+2.750%, 11/08/2023		1		1
4.123%, VAR LIBOR+2.750%, 11/08/2023		406		365
3.766%, VAR LIBOR+2.750%, 11/08/2023		4		3
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.178%, VAR LIBOR+4.000%, 10/16/2026		2,000		1,927
Deerfield Dakota Holding, LLC , Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 04/09/2027		250		242
Deerfield, Term Loan, 1st Lien
9.000%, VAR LIBOR+8.000%, 04/07/2028		840		796
Delta Air Lines, Inc., Term Loan, 1st Lien
5.510%, VAR LIBOR+4.750%, 04/29/2023		700		686
Douglas Dynamics L.L.C., 2020 Term B Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 06/05/2026 (G)		120		118

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Elanco Animal Health Inc., Term Loan, 1st Lien
1.906%, VAR LIBOR+1.750%, 02/04/2027 (G)	$	410	$	390
Endo Luxembourg Finance Company I S.ar.l., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.250%, 04/27/2024		279		263
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.684%, VAR LIBOR+2.500%, 11/18/2024		393		366
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 10/10/2025		848		553
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien
4.072%, VAR LIBOR+3.000%, 03/08/2024		388		298
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.000%, 03/08/2024		250		246
EyeCare Partners, LLC, Term Loan, 1st Lien
4.822%, VAR LIBOR+3.750%, 02/18/2027		624		560
EyeCare Partners, Term Loan, 1st Lien Cov-Lite
8.558%, VAR LIBOR+8.250%, 02/18/2028		550		467
Flutter Entertainment plc, USD Term Loan, 1st Lien
3.808%, VAR LIBOR+3.500%, 07/10/2025		314		312
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.178%, VAR LIBOR+2.000%, 07/03/2024		884		844
Froneri International Limited, Facility B1, 1st Lien
2.625%, VAR Euribor+2.625%, 01/29/2027		330		357
Froneri International Limited, Facility B2, 1st Lien
2.428%, VAR LIBOR+2.250%, 01/29/2027		140		131
Gannett Holdings LLC, Term Loan, 1st Lien
11.500%, VAR FIXED+11.500%, 11/19/2024		836		794
Garda World Security Corporation, Initial Term Loan, 1st Lien
4.930%, VAR LIBOR+4.750%, 10/30/2026		1,189		1,164

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.308%, VAR LIBOR+2.000%, 12/30/2026	$	660	$	634
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.688%, VAR LIBOR+4.500%, 02/19/2026		562		497
GFL Environmental Inc., Effective Date Incremental Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 05/30/2025		619		601
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 03/14/2025		938		895
Global Medical Response, Inc., 2018 Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/28/2022		784		752
Global Tel*Link Corporation, Loan, 1st Lien
8.411%, VAR LIBOR+4.250%, 11/29/2026		110		83
Global Tel*Link Corporation, Term Loan, 1st Lien
4.428%, VAR LIBOR+0.040%, 11/29/2025		583		500
Globaltranz Enterprises, Inc., Initial Term Loan, 1st Lien
5.180%, VAR LIBOR+1.500%, 05/15/2026		529		414
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR+2.750%, 10/04/2023 (G)		145		115
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.109%, VAR LIBOR+2.000%, 11/15/2027		469		451
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.935%, VAR LIBOR+1.750%, 06/22/2026		410		386
Hornblower Sub, LLC (American Queen Sub, LLC), Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 04/28/2025		400		318
Hoya Midco, LLC, Initial Term Loan, 1st Lien
4.572%, VAR LIBOR+3.500%, 06/30/2024		934		780

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 05/01/2026	$	305	$	281
INEOS Enterprises Holdings Limited, Refinancing Tranche B Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 08/28/2026		695		665
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 02/05/2025		—		1
3.744%, VAR LIBOR+2.750%, 02/05/2025		120		110
Jaguar Holding Company I, LLC (fka Jaguar Holding Company I), 2018 Term Loan, 1st Lien
3.500%, VAR LIBOR+2.500%, 08/18/2022		930		918
Jane Street Group, LLC, New Dollar Term Loan, 1st Lien
3.178%, VAR LIBOR+3.000%, 01/31/2025		752		730
JetBlue Airways Corporation, Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/12/2024 (G)		920		899
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.983%, VAR LIBOR+1.750%, 03/01/2027		358		338
Lineage Logistics, LLC, Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 02/27/2025		392		379
Lions Gate Capital Holdings LLC, Term B Loan, 1st Lien
2.428%, VAR LIBOR+2.250%, 03/24/2025		154		146
McAfee, LLC, USD Term Loan B
3.934%, VAR LIBOR+3.750%, 09/30/2024		855		831
McGraw-Hill Global Education Holdings LLC, Term Loan, 1st Lien
11.000%, 04/20/2022 (F)		300		248
McGraw-Hill Global Education Holdings, LLC, Term B Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 05/04/2022		480		404

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Michaels Stores, Inc., 2018 New Replacement Term B Loan, 1st Lien
3.568%, VAR LIBOR+2.500%, 01/30/2023	$	361	$	330
3.558%, VAR LIBOR+2.500%, 01/30/2023		936		854
3.500%, VAR LIBOR+2.500%, 01/30/2023		60		54
Mileage Plus Holdings, Term Loan, 1st Lien
0.000%, 06/25/2027 (G)		1,420		1,409
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/13/2024		30		26
Mitchell International, Inc., Initial Term Loan, 1st Lien
3.428%, VAR LIBOR+3.250%, 11/29/2024		987		919
Mohegan Tribal Gaming Authority, Term B Loan, 1st Lien
5.375%, VAR LIBOR+4.375%, 10/13/2023		1,205		984
Momentive Performance Materials Inc., Initial Dollar Term Loan, 1st Lien
3.430%, VAR LIBOR+3.250%, 05/15/2024		655		612
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 06/07/2023		822		779
Navistar, Inc., Tranche B Term Loan, 1st Lien
3.700%, VAR LIBOR+3.500%, 11/06/2024		538		508
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.923%, VAR LIBOR+2.750%, 09/18/2026		896		850
Nielsen Finance LLC, Dollar Term B-5 Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 06/06/2025 (G)		220		218
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
3.188%, VAR LIBOR+3.000%, 10/01/2025		1,543		1,444
Option Care Health, Inc., Term B Loan, 1st Lien
4.678%, VAR LIBOR+4.500%, 08/06/2026		938		910
Panther BF Aggregator 2 L P, Initial Dollar Term Loan, 1st Lien
3.678%, VAR LIBOR+3.500%, 04/30/2026		866		822

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Particle Investment S.a.r.l. (WebPros), Term Loan, 1st Lien
5.750%, 05/11/2027 (G)	$	400	$	378
Party City Holdings Inc., 2018 Replacement Term Loan, 1st Lien
4.100%, VAR LIBOR+2.500%, 08/19/2022		505		239
3.250%, VAR LIBOR+2.500%, 08/19/2022		20		9
Petco Animal Supplies, Inc., Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 01/26/2023		735		596
PetSmart, Inc., Amended Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 03/11/2022		552		544
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.435%, VAR LIBOR+3.250%, 03/05/2026		715		686
Playtika Holding Corp., Term B Loan, 1st Lien
7.072%, VAR LIBOR+6.000%, 12/10/2024		1,185		1,182
Ply Gem Midco, Inc., Initial Term Loan, 1st Lien
3.941%, VAR LIBOR+3.750%, 04/12/2025		1,724		1,636
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) , 2019 Refinancing Term B-1 Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 09/23/2026		1,411		1,353
Project Alpha Intermediate Holding, Inc., 2019 Incremental Term Loan, 1st Lien
6.130%, VAR LIBOR+4.250%, 04/26/2024		239		230
Radiology Partners, Inc., Term B Loan
5.985%, VAR LIBOR+4.750%, 07/09/2025		150		139
Radnet Management, Inc., Term B-1 Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 06/30/2023		889		844
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 11/16/2025		1,190		1,113
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.928%, VAR LIBOR+1.750%, 02/04/2027		233		224

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Reynolds Group Holdings Inc., Incremental U.S. Term Loan, 1st Lien
3.739%, VAR LIBOR+2.750%, 02/05/2023	$	277	$	265
2.928%, VAR LIBOR+2.750%, 02/05/2023 (G)		380		362
Science Applications International Corporation, Term Loan, 1st Lien
2.428%, 03/12/2027		360		350
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
3.612%, VAR LIBOR+2.750%, 08/14/2024		584		515
2.928%, VAR LIBOR+2.750%, 08/14/2024		169		149
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
3.428%, VAR LIBOR+3.250%, 12/31/2025		1,216		1,145
Sotera Health Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/11/2026		520		507
SS&C Technologies Holdings, Inc., Term B-4 Loan, 1st Lien
1.928%, VAR LIBOR+1.750%, 04/16/2025		10		9
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
3.827%, VAR LIBOR+3.500%, 03/05/2027		470		450
Terrier Media Buyer, Inc., Term B Loan, 1st Lien
4.428%, VAR LIBOR+4.250%, 12/17/2026		938		892
ThyssenKrupp Elevator, Term Loan 0.000%, 06/30/2027 (G)		900		882
TKC Holdings, Inc. Term Loan B
4.750%, VAR LIBOR+3.750%, 02/01/2023		690		645
T-Mobile USA, Inc., Assignment, 1st Lien
3.174%, VAR LIBOR+3.000%, 04/01/2027 (G)		460		459
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 2nd Lien
6.072%, VAR LIBOR+5.000%, 05/29/2026		920		602
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.178%, VAR LIBOR+5.000%, 06/26/2026 (G)		1,527		1,466

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
UFC Holdings, LLC, Term B-1 Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 04/29/2026	$	794	$	757
UGI Energy Services, LLC, Initial Term Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 08/13/2026		347		336
Ultimate Software Group Inc., 2020 Incremental Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 05/04/2026 (G)		100		99
Ultimate Software Group Inc., Initial Term Loan, 2nd Lien
7.500%, VAR LIBOR+6.750%, 05/03/2027 (G)		25		25
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
3.928%, VAR LIBOR+3.750%, 05/04/2026		677		654
Univision Communications Inc., 2017 Replacement Repriced First-Lien Term Loan, 1st Lien
3.750%, VAR LIBOR+2.750%, 03/15/2024		999		922
USI, Inc., 2019 New Term Loan, 1st Lien
3.308%, VAR LIBOR+3.000%, 05/16/2024		938		888
Verscend Holding Corp., Term B Loan, 1st Lien
4.678%, VAR LIBOR+4.500%, 08/27/2025		218		211
Vertafore, Inc., Initial Term Loan, 2nd Lien
3.428%, VAR LIBOR+3.250%, 07/02/2025		938		882
VFH Parent LLC, Initial Term Loan, 1st Lien
3.188%, VAR LIBOR+3.000%, 03/01/2026		269		262
VICI Properties 1 LLC, Term B Loan, 1st Lien
1.940%, VAR LIBOR+1.750%, 12/20/2024		440		409
Virgin Media Bristol LLC, N Facility, 1st Lien
2.685%, VAR LIBOR+2.500%, 01/31/2028		935		891
Whatabrands LLC, 2020 Refinancing Term Loan, 1st Lien
2.925%, VAR LIBOR+2.750%, 07/31/2026		170		162
WP City, Term Loan, 1st Lien
4.806%, 08/13/2026		850		836
Total Loan Participations (Cost $90,621) ($ Thousands)				85,656

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 7.3%
Agency Mortgage-Backed Obligations — 2.0%
FHLMC CMO, Ser 2014-4320, Cl SD, IO
5.915%, VAR ICE LIBOR USD 1 Month+6.100%, 07/15/2039	$	480	$	98
FHLMC CMO, Ser 2019-4936, Cl PS, IO
5.815%, VAR ICE LIBOR USD 1 Month+6.000%, 12/25/2049		390		50
FHLMC CMO, Ser 2019-4936, Cl ES, IO
5.815%, VAR ICE LIBOR USD 1 Month+6.000%, 12/25/2049		388		50
FHLMC CMO, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050		8,070		1,036
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA3, Cl M3
5.185%, VAR ICE LIBOR USD 1 Month+5.000%, 12/25/2028		439		452
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M2
3.435%, VAR ICE LIBOR USD 1 Month+3.250%, 07/25/2029		1,570		1,584
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2020-DNA3, Cl B1
5.271%, VAR ICE LIBOR USD 1 Month+5.100%, 06/25/2050 (A)		790		790
FNMA
2.790%, 01/01/2035 (D)		349		392
2.680%, 01/01/2035		100		112
FNMA CMO, Ser 2012-115, Cl DS, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 10/25/2042		610		130
FNMA CMO, Ser 2015-30, Cl SJ, IO
5.416%, VAR ICE LIBOR USD 1 Month+5.600%, 05/25/2045		807		143
FNMA CMO, Ser 2015-34, Cl LS, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 06/25/2045		1,207		226
FNMA CMO, Ser 2016-69, Cl BS, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 10/25/2046		1,101		215
FNMA CMO, Ser 2017-104, Cl SB, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 01/25/2048		2,597		452
FNMA CMO, Ser 2017-69, Cl SG, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 09/25/2047		2,582		502
FNMA CMO, Ser 2017-86, Cl SB, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 11/25/2047		2,184		409
FNMA CMO, Ser 2019-81, Cl SD, IO
5.816%, VAR ICE LIBOR USD 1 Month+6.000%, 01/25/2050		555		79

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2017-C05, Cl 1M2
2.385%, VAR ICE LIBOR USD 1 Month+2.200%, 01/25/2030	$	1,145	$	1,122
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2C
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 10/25/2030		2,470		2,263
GNMA CMO, Ser 2010-9, Cl XD, IO
6.405%, VAR ICE LIBOR USD 1 Month+6.600%, 01/16/2040		2,524		538
GNMA CMO, Ser 2013-124, Cl CS, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 08/20/2043		264		52
GNMA CMO, Ser 2014-117, Cl SJ, IO
5.410%, VAR ICE LIBOR USD 1 Month+5.600%, 08/20/2044		748		145
GNMA CMO, Ser 2014-158, Cl SA, IO
5.405%, VAR ICE LIBOR USD 1 Month+5.600%, 10/16/2044		351		69
GNMA CMO, Ser 2015-110, Cl MS, IO
5.520%, VAR ICE LIBOR USD 1 Month+5.710%, 08/20/2045		406		65
GNMA CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		3,471		418
GNMA CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045		1,422		138
GNMA CMO, Ser 2015-57, Cl AS, IO
5.410%, VAR ICE LIBOR USD 1 Month+5.600%, 04/20/2045		2,868		454
GNMA CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		2,021		236
GNMA CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		1,040		98
GNMA CMO, Ser 2017-112, Cl SJ, IO
5.470%, VAR ICE LIBOR USD 1 Month+5.660%, 07/20/2047		1,930		266
GNMA CMO, Ser 2018-105, Cl SC, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 08/20/2048		519		74
GNMA CMO, Ser 2018-122, Cl SE, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 09/20/2048		1,279		179
GNMA CMO, Ser 2018-122, Cl HS, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 09/20/2048		790		140
GNMA CMO, Ser 2018-124, Cl SN, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 09/20/2048		3,286		602
GNMA CMO, Ser 2018-137, Cl SN, IO
5.960%, VAR ICE LIBOR USD 1 Month+6.150%, 10/20/2048		1,267		180

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2018-139, Cl SQ, IO
5.960%, VAR ICE LIBOR USD 1 Month+6.150%, 10/20/2048	$	928	$	129
GNMA CMO, Ser 2018-67, Cl PS, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 05/20/2048		4,166		673
GNMA CMO, Ser 2018-7, Cl DS, IO
5.510%, VAR ICE LIBOR USD 1 Month+5.700%, 01/20/2048		2,221		328
GNMA CMO, Ser 2018-72, Cl IB, IO
4.000%, 04/20/2046		902		106
GNMA CMO, Ser 2019-1, Cl SN, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 01/20/2049		710		98
GNMA CMO, Ser 2019-110, Cl SE, IO
5.910%, VAR ICE LIBOR USD 1 Month+6.100%, 09/20/2049		1,892		267
GNMA CMO, Ser 2019-110, Cl SD, IO
5.910%, VAR ICE LIBOR USD 1 Month+6.100%, 09/20/2049		1,770		289
GNMA CMO, Ser 2019-128, IO
4.000%, 10/20/2049		1,430		155
GNMA CMO, Ser 2019-129, Cl AI, IO
3.500%, 10/20/2049		3,722		446
GNMA CMO, Ser 2019-151, Cl IA, IO
3.500%, 12/20/2049		2,947		358
GNMA CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049		6,279		610
GNMA CMO, Ser 2019-4, Cl SJ, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 01/20/2049		1,295		187
GNMA CMO, Ser 2019-52, Cl SK, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 04/20/2049		1,870		246
GNMA CMO, Ser 2019-6, Cl SA, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 01/20/2049		537		71
GNMA CMO, Ser 2019-69, Cl S, IO
3.080%, VAR ICE LIBOR USD 1 Month+3.270%, 06/20/2049		590		49
GNMA CMO, Ser 2019-78, Cl SE, IO
5.910%, VAR ICE LIBOR USD 1 Month+6.100%, 06/20/2049		467		62
GNMA CMO, Ser 2019-98, Cl SC, IO
5.860%, VAR ICE LIBOR USD 1 Month+6.050%, 08/20/2049		1,447		199
				18,032
Non-Agency Mortgage-Backed Obligations — 5.3%
Alternative Loan Trust, Ser 2005-81, Cl A1
0.465%, VAR ICE LIBOR USD 1 Month+0.280%, 02/25/2037		716		616

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052	$	870	$	964
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.199%, 05/15/2052 (D)		10,932		755
BX Commercial Mortgage Trust, Ser 2018- BIOA, Cl E
2.136%, VAR ICE LIBOR USD 1 Month+1.951%, 03/15/2037 (A)		2,000		1,828
BX Commercial Mortgage Trust, Ser 2019- IMC, Cl E
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 04/15/2034 (A)		1,970		1,723
BX Trust, Ser 2018-GWMZ, Cl MC
5.673%, VAR ICE LIBOR USD 1 Month+5.488%, 05/15/2037 (A)		1,100		781
Capmark Military Housing Trust, Ser 2007- AET2, Cl A
6.063%, 10/10/2052 (A)		945		1,125
CGMS Commercial Mortgage Trust, Ser 2017- MDRA, Cl C
3.878%, 07/10/2030 (A)(D)		1,620		1,584
Credit Suisse Mortgage Trust, Ser 2019, Cl B
7.185%, 12/15/2021		1,440		1,296
CSMC, Ser 2014-USA, Cl E
4.373%, 09/15/2037 (A)		320		241
CSMC, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041 (A)		950		909
CSMC, Ser 2020-4R, Cl 1A1
3.174%, VAR ICE LIBOR USD 1 Month+3.000%, 06/25/2047 (A)		1,006		1,013
CSWF, Ser 2018-TOP, Cl D
1.985%, VAR ICE LIBOR USD 1 Month+1.800%, 08/15/2035 (A)		1,072		975
FHLMC Stacr Remic Trust, Ser 2020-DNA1, Cl B1
2.485%, VAR ICE LIBOR USD 1 Month+2.300%, 01/25/2050 (A)		370		319
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1M2
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 10/25/2030		810		796
GE Business Loan Trust, Ser 2007-1, Cl C
0.635%, VAR ICE LIBOR USD 1 Month+0.450%, 04/16/2035 (A)		336		278
GMACM Mortgage Loan Trust, Ser 2005-AF2, Cl A1
6.000%, 12/25/2035		1,326		1,238
GS Mortgage Securities Trust, Ser 2017-STAY, Cl E
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 07/15/2032 (A)		1,000		880

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description		Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2018- SRP5, Cl C
5.731%, 09/15/2031	$	1,970	$	1,875
GS Mortgage Securities Trust, Ser 2020- DUNE, Cl A
1.285%, VAR ICE LIBOR USD 1 Month+1.100%, 12/15/2036 (A)		1,830		1,705
HarborView Mortgage Loan Trust, Ser 2006- 10, Cl 2A1B
0.434%, VAR ICE LIBOR USD 1 Month+0.240%, 11/19/2036		2,486		2,096
Impac CMB Trust, Ser 2005-4, Cl 1M1
0.830%, VAR ICE LIBOR USD 1 Month+0.645%, 05/25/2035		1,375		1,298
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
3.074%, VAR ICE LIBOR USD 1 Month+2.900%, 07/05/2033 (A)		1,790		1,612
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl FFL
2.695%, VAR ICE LIBOR USD 1 Month+2.500%, 01/16/2037 (A)		1,864		1,647
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl C
3.985%, VAR ICE LIBOR USD 1 Month+3.800%, 07/15/2034 (A)		1,697		1,500
JPMCC Commercial Mortgage Securities Trust, Ser 2019-BOLT, Cl XCP, IO
2.052%, 07/15/2034 (A)(D)		2,368		50
JPMorgan Chase Commercial Mortgage Securities, Ser 2019-BKWD, Cl E
2.785%, VAR ICE LIBOR USD 1 Month+2.600%, 09/15/2029 (A)		1,730		1,505
Lone Star Portfolio Trust, Ser 2015-LSP, Cl E
6.035%, VAR ICE LIBOR USD 1 Month+5.850%, 09/15/2028 (A)		799		774
Lone Star Portfolio Trust, Ser 2015-LSP, Cl F
7.335%, VAR ICE LIBOR USD 1 Month+7.150%, 09/15/2028 (A)		853		793
Morgan Stanley Re-REMIC Trust, Ser 2010- R5, Cl 4B
2.948%, 06/26/2036 (A)		365		314
Motel 6 Trust, Ser 2017-MTL6, Cl F
4.435%, VAR ICE LIBOR USD 1 Month+4.250%, 08/15/2034 (A)		1,204		1,041
Natixis Commercial Mortgage Securities Trust, Ser 2019-TRUE, Cl A
2.204%, VAR ICE LIBOR USD 1 Month+2.011%, 04/18/2024 (A)		870		853
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.504%, 05/25/2033 (D)		807		698

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Nomura Resecuritization Trust, Ser 2015-4R,
Cl 5A1
2.281%, VAR ICE LIBOR USD 1 Month+0.430%, 03/26/2036 (A)	$	550	$	537
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
2.884%, VAR ICE LIBOR USD 1 Month+2.700%, 10/27/2022 (A)		997		942
Radnor, Ser 2020-1, Cl M1C
1.935%, VAR ICE LIBOR USD 1 Month+1.750%, 02/25/2030 (A)		1,830		1,584
RALI Series Trust, Ser 2006-QO2, Cl A2
0.455%, VAR ICE LIBOR USD 1 Month+0.270%, 02/25/2046		1,500		439
RALI Series Trust, Ser 2007-QO2, Cl A1
0.335%, VAR ICE LIBOR USD 1 Month+0.150%, 02/25/2047		1,061		512
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057 (D)		1,720		1,603
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057 (A)(D)		1,125		1,011
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059 (A)(D)		1,720		1,572
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059 (A)(D)		2,230		1,977
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.856%, 07/05/2036 (A)(D)		885		607
Tharaldson Hotel Portfolio Trust, Ser 2018- THL, Cl F
4.128%, VAR ICE LIBOR USD 1 Month+3.952%, 11/11/2034 (A)		583		425
Tharaldson Hotel Portfolio Trust, Ser 2018- THL, Cl E
3.355%, VAR ICE LIBOR USD 1 Month+3.180%, 11/11/2034 (A)		1,742		1,445
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
3.332%, 12/25/2036 (D)		940		849
WaMu Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 1A
2.204%, VAR 12 Month Treas Avg+0.700%, 03/25/2047		11		10

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
3.995%, 04/25/2036 (D)	$	812	$	718
				49,313
Total Mortgage-Backed Securities (Cost $70,103) ($ Thousands)				67,345
ASSET-BACKED SECURITIES — 3.6%
Automotive — 0.4%
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl C
3.150%, 03/20/2026 (A)		820		712
Hertz Vehicle Financing II, Ser 2016-2A, Cl C
4.990%, 03/25/2022 (A)		3,000		2,731
				3,443
Mortgage Related Securities — 0.3%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
1.115%, VAR ICE LIBOR USD 1 Month+0.930%, 11/25/2034		659		644
Aegis Asset Backed Securities Trust, Ser 2005-5, Cl M1
0.615%, VAR ICE LIBOR USD 1 Month+0.430%, 12/25/2035		990		904
Asset Backed Securities Home Equity Loan Trust, Ser 2007-HE1, Cl A4
0.325%, VAR ICE LIBOR USD 1 Month+0.140%, 12/25/2036		1,848		1,700
				3,248
Other Asset-Backed Securities — 2.9%
522 Funding CLO, Ser 2019-1A, Cl E
8.889%, VAR ICE LIBOR USD 3 Month+7.340%, 01/15/2033 (A)		250		220
Apidos CLO XXII, Ser 2020-22A, Cl DR
7.885%, VAR ICE LIBOR USD 3 Month+6.750%, 04/20/2031 (A)		680		620
Ares XXV CLO, Ser 2013-3A, Cl SUB NT
0.000%, 01/17/2024 (A)(D)(F)(H)		750		1
Avery Point VI CLO, Ser 2018-6A, Cl DR
3.491%, VAR ICE LIBOR USD 3 Month+2.950%, 08/05/2027 (A)		610		575
Benefit Street Partners CLO IV, Ser 2019-IVA, Cl CRR
4.935%, VAR ICE LIBOR USD 3 Month+3.800%, 01/20/2029 (A)		370		351
BlueMountain CLO, Ser 2018-1A, Cl CR
2.985%, VAR ICE LIBOR USD 3 Month+1.850%, 04/20/2027 (A)		700		652

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BlueMountain CLO, Ser 2018-2A, Cl AR2
1.427%, VAR ICE LIBOR USD 3 Month+1.050%, 11/20/2028 (A)	$	340	$	335
BlueMountain CLO, Ser 2018-2A, Cl ER
6.335%, VAR ICE LIBOR USD 3 Month+5.200%, 07/18/2027 (A)		1,000		657
Bristol Park CLO, Ser 2020-1A, Cl ER
8.219%, VAR ICE LIBOR USD 3 Month+7.000%, 04/15/2029 (A)		500		453
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
1.442%, VAR ICE LIBOR USD 3 Month+1.050%, 05/15/2031 (A)		1,045		1,012
Carlyle US CLO, Ser 2017-1A, Cl A1B
2.365%, VAR ICE LIBOR USD 3 Month+1.230%, 04/20/2031 (A)		650		626
Catskill Park CLO, Ser 2017-1A, Cl D
7.135%, VAR ICE LIBOR USD 3 Month+6.000%, 04/20/2029 (A)		900		752
Cent CLO 24, Ser 2018-24A, Cl CR
4.369%, VAR ICE LIBOR USD 3 Month+3.150%, 10/15/2026 (A)		520		488
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021 (A)(B)(H)		3,000		4
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
0.315%, VAR ICE LIBOR USD 1 Month+0.130%, 12/25/2036		1,416		1,270
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
3.660%, VAR ICE LIBOR USD 3 Month+2.900%, 08/09/2024 (A)		990		980
CSMC Trust, Ser 2017-RPL1, Cl M2
3.069%, 07/25/2057 (A)(D)		1,190		943
Cumberland Park CLO, Ser 2018-2A, Cl DR
3.835%, VAR ICE LIBOR USD 3 Month+2.700%, 07/20/2028 (A)		500		474
Cumberland Park CLO, Ser 2018-2A, Cl ER
6.785%, VAR ICE LIBOR USD 3 Month+5.650%, 07/20/2028 (A)		600		508
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (A)		582		586
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
0.345%, VAR ICE LIBOR USD 1 Month+0.160%, 11/25/2036		1,630		1,559
Flatiron CLO 17, Ser 2017-1A, Cl A
1.642%, VAR ICE LIBOR USD 3 Month+1.250%, 05/15/2030 (A)		500		494
Halsey Point CLO I, Ser 2019-1A, Cl F
10.107%, VAR ICE LIBOR USD 3 Month+8.200%, 01/20/2033 (A)		290		163

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Jackson Mill CLO, Ser 2018-1A, Cl DR
4.019%, VAR ICE LIBOR USD 3 Month+2.800%, 04/15/2027 (A)	$	1,250	$	1,151
Jamestown CLO X, Ser 2017-10A, Cl A1
2.385%, VAR ICE LIBOR USD 3 Month+1.250%, 07/17/2029 (A)		750		740
KKR CLO, Ser 2018-21, Cl A
2.219%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		500		480
LCM XXII, Ser 2018-22A, Cl DR
6.635%, VAR ICE LIBOR USD 3 Month+5.500%, 10/20/2028 (A)		350		274
Legacy Mortgage Asset Trust, Ser 2019-GS1, Cl A1
4.000%, 01/25/2059 (A)		625		635
Marathon CLO, Ser 2019-2A, Cl BA
5.203%, VAR ICE LIBOR USD 3 Month+3.300%, 01/20/2033 (A)		330		316
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019 *(A)(F)(H)		750		–
Oaktree CLO, Ser 2019-1A, Cl D
4.898%, VAR ICE LIBOR USD 3 Month+3.800%, 04/22/2030 (A)		250		223
OHA Loan Funding, Ser 2019-1A, Cl DR2
4.392%, VAR ICE LIBOR USD 3 Month+4.000%, 11/15/2032 (A)		250		248
OZLM VII, Ser 2018-7RA, Cl CR
4.135%, VAR ICE LIBOR USD 3 Month+3.000%, 07/17/2029 (A)		650		557
OZLM XI, Ser 2017-11A, Cl BR
3.060%, VAR ICE LIBOR USD 3 Month+2.300%, 10/30/2030 (A)		600		570
Parallel, Ser 2020-1A, Cl CR
3.135%, VAR ICE LIBOR USD 3 Month+2.000%, 07/20/2029 (A)		750		718
Popular ABS Mortgage Pass-Through Trust, Ser 2005-6, Cl A4
3.612%, 01/25/2036		583		585
PPM CLO 3, Ser 2019-3A, Cl A
2.535%, VAR ICE LIBOR USD 3 Month+1.400%, 07/17/2030 (A)		350		346
Sound Point CLO XXIII, Ser 2019-2A, Cl A1
2.619%, VAR ICE LIBOR USD 3 Month+1.400%, 04/15/2032 (A)		710		689
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
0.755%, VAR ICE LIBOR USD 1 Month+0.570%, 10/25/2036 (A)		2,490		2,391
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055 (A)		425		420
Symphony CLO XIX, Ser 2018-19A, Cl E
6.376%, VAR ICE LIBOR USD 3 Month+5.200%, 04/16/2031 (A)		250		197

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Venture 31 CLO, Ser 2018-31A, Cl A1
2.165%, VAR ICE LIBOR USD 3 Month+1.030%, 04/20/2031 (A)	$	680	$	657
Voya CLO, Ser 2018-2A, Cl ER
6.443%, VAR ICE LIBOR USD 3 Month+5.400%, 07/23/2027 (A)		750		566
Voya CLO, Ser 2018-3A, Cl A1A
2.369%, VAR ICE LIBOR USD 3 Month+1.150%, 10/15/2031 (A)		750		735
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
0.325%, VAR ICE LIBOR USD 1 Month+0.140%, 07/25/2037 (A)		375		327
Whitehorse XII, Ser 2018-12A, Cl D
4.869%, VAR ICE LIBOR USD 3 Month+3.650%, 10/15/2031 (A)		250		216
				26,764
Total Asset-Backed Securities (Cost $40,560) ($ Thousands)				33,455
CONVERTIBLE BONDS — 0.6%
Blackstone Mortgage Trust
4.375%, 05/05/2022		480		450
Cheniere Energy
4.250%, 03/15/2045		670		424
Innovate Capital Pte
6.000%, 12/11/2024		62		19
Jazz Investments I
2.000%, 06/15/2026 (A)		200		201
Live Nation Entertainment
2.000%, 02/15/2025 (A)		1,690		1,438
PDC Energy
1.125%, 09/15/2021		450		412
Teva Pharmaceutical Finance
0.250%, 02/01/2026		2,160		2,092
Vishay Intertechnology
2.250%, 06/15/2025		630		588
Vonage Holdings
1.750%, 06/01/2024		130		121
Total Convertible Bonds (Cost $5,938) ($ Thousands)				5,745
MUNICIPAL BONDS — 0.2%
Illinois — 0.2%
Illinois State, GO
7.350%, 07/01/2035		225		255

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
5.100%, 06/01/2033	$	1,895		$	1,923
Total Municipal Bonds (Cost $2,077) ($ Thousands)					2,178
	Shares
PREFERRED STOCK — 0.1%
Financials — 0.1%
B. Riley Financial, 6.500%		18,100			393
Industrials — 0.0%
Stanley Black & Decker, 10.000%		320			365
Total Preferred Stock (Cost $775) ($ Thousands)					758
	Number of Rights
RIGHTS — 0.0%
T-Mobile US Inc, Expires 07/30/2020 *		1,413			–
Total Rights (Cost $—) ($ Thousands)					–
Total Investments in Securities — 91.7% (Cost $840,154) ($ Thousands)				$	848,741
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options(I) (Cost $464) ($ Thousands)		8,520,112		$	212
WRITTEN OPTIONS* — (0.1)%
Total Written Options(I) (Premiums Received $3,974) ($ Thousands)		(4,880,542	)	$	(706	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 31

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

A list of the open exchange traded options contracts held by the Fund at June 30, 2020 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
August 2020, S&P 500 E-mini 3rd Week Option*		29		$	6,525		$2,800.00		8/22/2020	$	65
August 2020, S&P 500 E-mini 3rd Week Option*		16			2,528		2,700.00		8/22/2020		25
July 2020, S&P 500 E-mini 3rd Week Option*		18			1,377		2,850.00		7/18/2020		14
July 2020, S&P 500 E-mini 3rd Week Option*		20			6,300		2,700.00		7/18/2020		6
July 2020, S&P 500 E-mini 3rd Week Option*		16			3,200		2,600.00		7/18/2020		3
September 2020, S&P 500 E-mini Option*		13			2,009		2,800.00		9/19/2020		45
USD PUT/EUR CALL*		3,640,000			2,887		1.14		9/19/2020		29
USD PUT/EUR CALL*		4,880,000			2,487		1.16		9/19/2020		25
Total Purchased Options				$	27,313					$	212
WRITTEN OPTIONS — (0.1)%
Put Options
August 2020, S&P 500 E-mini 3rd Week Option*		(19	)	$	(15)		2,500.00		08/22/20	$	(15)
July 2020, S&P 500 E-mini 3rd Week Option*		(10	)		(1)		2,500.00		07/18/20		(1)
September 2020, S&P 500 E-mini Option*		(13	)		(2,009)		2,500.00		09/19/20		(19)
					(2,025)						(35)
Call Options
August 2020, U.S. 10 Year Future Option*		(24	)	$	(3,340)		140.00		07/18/20	$	(5)
S&P 500 Index Options*		(8	)		(44)		3,120.00		07/18/20		(44)
S&P 500 Index Options*		(10	)		(111)		3,025.00		07/18/20		(111)
S&P 500 Index Options*		(458	)		(488)		3,210.00		07/18/20		(488)
USD PUT/EUR CALL*		(4,880,000	)		(2,336)		1.10		09/19/20		(23)
					(6,319)						(671)
Total Written Options				$	(8,344)					$	(706)

A list of the open futures contracts held by the Fund at June 30, 2020 is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
90-Day Euro$		(206)		Mar-2021	$	(51,329)	$	(51,397)	$	(68)
Australian 10-Year Bond		21		Sep-2020		2,158		2,151		25
Euro-Bob		5		Sep-2020		753		758		4
Euro-Bund		(36)		Sep-2020		(6,991)		(7,137)		(50)
Long Gilt 10-Year Bond		(7)		Oct-2020		(1,180)		(1,190)		(2)
S&P 500 Index E-MINI		336		Sep-2020		51,278		51,915		638
U.S. 2-Year Treasury Note		508		Oct-2020		112,139		112,181		41
U.S. 5-Year Treasury Note		174		Oct-2020		21,830		21,879		50
U.S. 5-Year Treasury Note		(272)		Oct-2020		(34,102)		(34,202)		(100)
U.S. 10-Year Treasury Note		230		Sep-2020		31,745		32,010		265
U.S. 10-Year Treasury Note		(53)		Sep-2020		(7,360)		(7,376)		(16)
U.S. Long Treasury Bond		127		Sep-2020		22,184		22,677		493
U.S. Long Treasury Bond		(69)		Sep-2020		(12,301)		(12,321)		(20)
U.S. Ultra Long Treasury Bond		135		Sep-2020		29,356		29,451		95
U.S. Ultra Long Treasury Bond		(8)		Sep-2020		(1,749)		(1,745)		4
Ultra 10-Year U.S. Treasury Note		38		Sep-2020		5,944		5,984		40

32 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Ultra 10-Year U.S. Treasury Note		(12	)		Sep-2020	$	(1,883)	$	(1,890)	$	(7)
						$	160,492	$	161,748	$	1,392

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		08/12/20	EUR		1,968	USD		2,237	$	25
Barclays PLC		08/12/20	EUR		11,664	USD		12,667		(444)
BNP Paribas		07/16/20	CAD		5,430	USD		3,962		(26)
BNP Paribas		07/16/20	USD		7,131	EUR		6,378		34
BNP Paribas		07/16/20	USD		2,675	EUR		2,365		(17)
BNP Paribas		07/16/20 - 10/16/20	EUR		11,156	USD		12,355		(190)
BNP Paribas		07/16/20 - 10/16/20	USD		14,792	CAD		20,635		361
BNP Paribas		07/16/20	USD		1,697	CAD		2,300		(8)
Brown Brothers Harriman		08/12/20	USD		169	EUR		156		6
Citigroup		07/15/20 - 07/16/20	GBP		2,469	USD		3,071		21
Citigroup		07/16/20	GBP		50	USD		62		–
Citigroup		07/16/20	USD		126	BRL		661		(5)
Citigroup		07/16/20	USD		600	MXN		14,822		40
Citigroup		07/16/20	USD		1,472	NOK		14,860		68
Citigroup		07/16/20	USD		1,658	JPY		178,480		(3)
Citigroup		07/16/20	USD		247	GBP		200		1
Citigroup		07/16/20	USD		1,983	GBP		1,590		(18)
Citigroup		07/16/20	USD		2,477	RUB		172,320		(63)
Citigroup		07/16/20	USD		5,063	AUD		8,076		497
Citigroup		07/16/20	USD		5,917	EUR		5,388		136
Citigroup		07/16/20	NOK		7,640	USD		755		(37)
Citigroup		07/16/20 - 08/12/20	EUR		7,674	USD		8,382		(240)
Citigroup		07/16/20	BRL		8,480	USD		1,494		(50)
Citigroup		07/16/20	CAD		11,660	USD		8,317		(245)
Citigroup		07/16/20	AUD		5,126	USD		3,581		52
Citigroup		07/16/20	AUD		9,810	USD		6,354		(400)
Citigroup		07/16/20	MXN		73,345	USD		3,008		(160)
Citigroup		07/16/20	IDR		101,044,060	USD		6,113		(888)
Citigroup		09/24/20	SAR		9,650	USD		2,569		(2)
Goldman Sachs		07/16/20	USD		245	BRL		1,300		(9)
Goldman Sachs		07/16/20	USD		565	GBP		460		3
Goldman Sachs		07/16/20	GBP		620	USD		780		13
Goldman Sachs		07/16/20	USD		1,591	MXN		39,157		100
Goldman Sachs		07/16/20	USD		526	MXN		13,000		35
Goldman Sachs		07/16/20	USD		1,412	MXN		31,660		(44)
Goldman Sachs		07/16/20	USD		1,516	RUB		121,611		188
Goldman Sachs		07/16/20	USD		1,019	RUB		72,540		(2)
Goldman Sachs		07/16/20	USD		4,548	JPY		494,059		33
Goldman Sachs		07/16/20	MXN		5,000	USD		222		6
Goldman Sachs		07/16/20	BRL		7,630	USD		1,323		(66)
Goldman Sachs		07/16/20	JPY		27,409	USD		255		–
Goldman Sachs		07/16/20	JPY		294,700	USD		2,688		(44)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 33

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Goldman Sachs		07/16/20	RUB		107,150	USD		1,541	$	40
Goldman Sachs		07/16/20	RUB		369,549	USD		5,052		(125)
Goldman Sachs		09/15/20	EUR		1,590	USD		1,810		21
JPMorgan Chase Bank		07/16/20	USD		81	BRL		430		(3)
JPMorgan Chase Bank		07/16/20	CAD		760	USD		544		(14)
JPMorgan Chase Bank		07/16/20	BRL		2,740	USD		495		(3)
JPMorgan Chase Bank		07/16/20 - 09/29/20	EUR		10,246	USD		11,241		(274)
JPMorgan Chase Bank		07/16/20	AUD		31	USD		22		–
JPMorgan Chase Bank		07/16/20	AUD		10,472	USD		6,572		(638)
JPMorgan Chase Bank		07/16/20	USD		9,723	AUD		14,492		254
JPMorgan Chase Bank		07/16/20	USD		1,765	AUD		2,560		(3)
JPMorgan Chase Bank		07/16/20	JPY		114,780	USD		1,080		16
JPMorgan Chase Bank		07/16/20	IDR		12,109,000	USD		766		(73)
JPMorgan Chase Bank		09/24/20	SAR		4,740	USD		1,260		(3)
Morgan Stanley		07/16/20	GBP		670	USD		834		6
Morgan Stanley		07/16/20	USD		1,087	EUR		1,000		36
Morgan Stanley		07/16/20	USD		1,698	CAD		2,394		60
State Street		07/15/20	GBP		713	USD		893		12
									$	(2,033)

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2020 is as follows:

			Credit Default Swaps
												Net Unrealized
										Upfront Payments/		Appreciation
	Buy/Sell	(Pays)/	Payment		Notional Amount			Value		Receipts		(Depreciation)
Reference Entity/ Obligation	Protection	Receives Rate	Frequency	Termination Date	(Thousands)			(Thousands)		(Thousands)		(Thousands)
CDX.NA.HY.34-Version 1 Index	Sell	1.00%	Quarterly	06/20/2023		(12,000	)	$	128	$	177	$	(49)
CDS-DAIGR	Sell	1.00%	Quarterly	12/20/2024		(1,290	)		(10)		13		(23)
CDS-DAIGR	Buy	1.00%	Quarterly	12/20/2024		1,290			(2)		(25)		22
CDX.NA.HY.30	Sell	5.00%	Quarterly	06/20/2023		(16,262	)		33		738		(705)
CDX.NA.HY.34	Buy	5.00%	Quarterly	12/20/2024		3,293			23		179		(156)
CDX.NA.HY.34	Sell	5.00%	Quarterly	06/25/2025		(6,223	)		(45)		(239)		194
ICE CD Boeing Company	Sell	1.00%	Quarterly	06/20/2024		(525	)		(29)		10		(39)
ICE CD CDXIG	Sell	1.00%	Quarterly	12/20/2024		(3,550	)		41		83		(42)
ICE CD Chile	Sell	1.00%	Quarterly	06/20/2024		(410	)		5		10		(5)
ICE CD Columbia	Sell	1.00%	Quarterly	12/20/2023		(4,600	)		(33)		(35)		2
ICE CD Columbia	Sell	1.00%	Quarterly	06/20/2024		(2,410	)		(30)		10		(40)
ICE CD General Electric	Sell	1.00%	Quarterly	06/20/2024		(1,225	)		(28)		(11)		(17)
ICE CD Kingdom of Saudi Arabia	Sell	1.00%	Quarterly	06/20/2024		(5,490	)		24		44		(20)
ICE CD Mexico	Sell	1.00%	Quarterly	06/20/2024		(1,160	)		(13)		(12)		(1)
ICE CD Peru	Sell	1.00%	Quarterly	06/20/2024		(2,040	)		21		30		(9)
ICE CD Peru	Sell	1.00%	Quarterly	12/20/2024		(1,620	)		17		32		(15)
ICE CD Philippines	Sell	1.00%	Quarterly	12/20/2023		(740	)		14		2		12
ICE CD Qatar	Sell	1.00%	Quarterly	06/20/2024		(400	)		6		8		(1)
ICE CD Qatar	Sell	1.00%	Quarterly	12/20/2024		(860	)	$	12	$	18	$	(6)
								$	134	$	1,031	$	(898)

34 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

Interest Rate Swaps
												Upfront			Net Unrealized
							Notional					Payments/			Appreciation
		Payment					Amount		Value			Receipts			(Depreciation)
Fund Pays	Fund Receives	Frequency	Termination Date		Currency		(Thousands)		(Thousands)			(Thousands)			(Thousands)
BZDIOVRA	4.12%	Monthly		01/03/2022		BRL		9,925	$	32		$	5		$	27
2.875%	3-MONTH USD - LIBOR	Quarterly		05/15/2044		USD		4,200		(1,851	)		19			(1,870	)
0.50%	6-MONTH EUR - EURIBOR	Annually		09/16/2040		EUR		500		(48	)		(28	)		(20	)
.25%	6-MONTH EUR - EURIBOR	Annually		09/16/2030		EUR		730		(34	)		(32	)		(2	)
1.00%	6-MONTH GBP - LIBOR	Semi-Annually		09/16/2030		GBP		630		(49	)		(37	)		(12	)
0.00%	6-MONTH EUR - EURIBOR	Annually		09/16/2027		EUR		1,790		(40	)		(35	)		(6	)
USD-LIBOR-BBA	0.77%	Semi-Annually		03/24/2027		USD		10,390		225			84			141
0.00%	6-MONTH EUR - EURIBOR	Annually		09/16/2025		EUR		1,910		(38	)		(55	)		17
28-DAY MXN - TIIE	5.40%	Monthly		09/11/2025		MXN		71,460		75			9			66
3-MONTH CNY - CNREPOFIX	2.50%	Quarterly		06/17/2025		CNY		32,870		40			13			27
BZDIOVRA	6.26%	Monthly		01/02/2025		BRL		4,500		21			7			14
USD-LIBOR-BBA	0.38%	Semi-Annually		08/31/2024		USD		19,352		84			11			73
28-DAY MXN - TIIE	7.2%	Monthly		07/17/2024		MXN		365,383		1,503			–			1,503
BZDIOVRA	4.93%	Monthly		01/02/2024		BRL		900		–			–			–
-.25%	6-MONTH EUR - EURIBOR	Annually		09/16/2023		EUR		4,460		(21	)		(10	)		(11	)
6.2448%	BZDIOVRA	Monthly		01/02/2023		BRL		4,950		(50	)		–			(50	)
BZDIOVRA	7.2233%	Monthly		01/02/2023		BRL		4,500		(66	)		–			(66	)
BZDIOVRA	5.75%	Monthly		01/02/2023		BRL		4,965		39			2			37
BZDIOVRA	5.44%	Monthly		10/03/2022		BRL		7,780		55			4			51
28-DAY MXN - TIIE	4.50%	Monthly		09/15/2022		MXN		47,670		6			(1	)		7
1.85%	3-MONTH USD - LIBOR	Quarterly		11/15/2044		USD		4,724		(1,015	)		9			(1,024	)
0.50%	6-MONTH EUR - EURIBOR	Annually		09/16/2050		EUR		380		(60	)		(31	)		(29	)
									$	(1,192	)	$	(66	)	$	(1,126	)

A list of open OTC swap agreements held by the Fund at June 30, 2020 is as follows:

Interest Rate Swaps

Net Unrealized

Notional

Upfront

Appreciation

Termination

Amount

Value

Payments

(Depreciation)

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Date

Currency

(Thousands)

(Thousands)

(Thousands)

(Thousands)

Citibank

1-DAY BRL -CETIP

0.07024%

Annually

01/04/2027

BRL

3,600

$

18

$

–

$

18

Citibank

1-DAY BRL - CETIP

0.07024%

Annually

01/04/2027

BRL

4,300

21

2

19

Citibank

1-DAY BRL - CETIP

0.07024%

Annually

01/04/2027

BRL

4,628

22

3

19

Citibank

1-DAY BRL - CETIP

6.87%

Annually

01/04/2027

BRL

15,030

45

–

45

JPMorgan Chase

1-DAY BRL - CETIP

0.07044%

Annually

01/04/2027

BRL

3,000

15

–

15

$

121

$

5

$

116

Percentages are based on Net Assets of $926,040 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $285,299 ($ Thousands), representing 30.8% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Perpetual security.

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

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

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

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

(H) Interest rate is unavailable.

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 35

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

ABS — Asset-Backed Security

AUD — Australian Dollar

BBA — British Bankers’ Association

BRL — Brazilian Real

CAD — Canadian Dollar

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

EUR — Euro

EURIBOR — Euro InterBank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NOK — Norwegian Krone

OTC — Over-the-Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Pty — Proprietary

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor’s

SAR— Saudi Riyal

Ser — Series

TIIE — Interbank Equilibrium Interest Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of June 30, 2020, 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		–		444,060		–		444,060
Sovereign Debt		–		113,135		–		113,135
Common Stock		96,338		14		57		96,409
Loan Participations		–		85,408		248		85,656
Mortgage-Backed Securities		–		67,345		–		67,345
Asset-Backed Securities		–		33,454		1		33,455
Convertible Bonds		–		5,745		–		5,745
Municipal Bonds		–		2,178		–		2,178
Preferred Stock		–		758		–		758
Rights		–		–		–		–
Total Investments in Securities		96,338		752,097		306		848,741

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Purchased Options		212		–		–		212
Written Options		(706)		–		–		(706)
Futures Contracts*
Unrealized Appreciation		1,655		–		–		1,655
Unrealized Depreciation		(263)		–		–		(263)
Forwards Contracts*
Unrealized Appreciation		–		2,064		–		2,064
Unrealized Depreciation		–		(4,097)		–		(4,097)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–		230		–		230
Unrealized Depreciation		–		(1,128)		–		(1,128)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		1,965		–		1,965
Unrealized Depreciation		–		(3,091)		–		(3,091)
OTC Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		116		–		116
Total Other Financial Instruments		898		(2,033)		–		(3,043)

* 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 Asset-Backed Securities		Investments in Loan Participations			Investments in Common Stock
Balance as of October 1, 2019	$	1	$	1,189		$	57
Accrued discounts/premiums		–		1			–
Realized gain/(loss)		–		(1,321	)		–
Change in unrealized appreciation/ (depreciation)		–		1,021			–
Purchases		–		1,000			–
Sales		–		94			–
Net transfer into Level 3		–		(736	)		–
Net transfer out of Level 3		–		1,000			–
Ending Balance as of June 30, 2020	$	1	$	248		$	57
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	–	$	1,021		$	–

For the period ended June 30, 2020, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended June 30, 2020, there were transfers into/out of Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

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

36 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Income Fund (Continued)

As of June 30, 2020, Multi-Asset Income Fund is the seller (“providing protection”) on a total notional amount of $60.9 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

Written Credit Derivative Contracts	Single Name Credit Default Swap					Credit Default Swap Index
Reference Asset	Corporate Debt			Sovereign Debt		Asset Backed Securities		Corporate Debt		Total
Fair value of written credit derivatives	$	(56,566	)	$	23,899	$	–	$	146,849	$	114,182
Maximum potential amount of future payments		1,750,000			19,730,000		–		39,324,500		60,804,500
Recourse provisions with the third parties any amounts paid under the credit derivative (including any purchased credit protection)[1]		–			–		–		–		–
Collateral held by the Fund or other third parties which the Fund can obtain upon occurrence of triggering event		–			–		–		–		–

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

Maximum Potential Amount of Future Payments by Contract Term
	0-6 Months		6-12 Months		1-5 Years		5-10 Years		>10 Years		Total
Current credit spread* on underlying (in basis points)[1]
0-100	$	–	$	–	$	27,110,000	$	–	$	–	$	27,110,000
101-200		–		–		10,685,000		–		–		10,685,000
201-300		–		–		525,000		–		–		525,000
301-400		–		–		–		–		–		–
Greater than 400		–		–		22,484,500		–		–		22,484,500
Total	$	–	$	–	$	60,804,500	$	–	$	–	$	60,804,500

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 37

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 70.0%
U.S. Treasury Bills
1.481%, 12/03/2020 (A)(B)	$	5,500	$	5,496
0.681%, 11/05/2020 (A)(B)		46,500		46,474
0.139%, 02/25/2021 (A)(B)		2,500		2,498
0.120%, 12/31/2020 (A)(B)		4,500		4,496
U.S. Treasury Bonds
3.000%, 02/15/2049		5,300		7,317
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025		18,934		21,785
2.000%, 01/15/2026		14,914		17,331
0.625%, 07/15/2021		51,103		51,991
0.625%, 04/15/2023		41,907		43,574
0.625%, 01/15/2024		28,481		29,995
0.500%, 04/15/2024		6,227		6,544
0.375%, 07/15/2023		31,124		32,410
0.375%, 07/15/2025		103,983		111,046
0.250%, 01/15/2025		9,136		9,611
0.125%, 01/15/2022		10,824		10,970
0.125%, 04/15/2022		12,112		12,288
0.125%, 07/15/2022		29,847		30,550
0.125%, 01/15/2023		26,869		27,523
0.125%, 07/15/2024		19,652		20,526
0.125%, 10/15/2024		25,338		26,536
0.125%, 07/15/2026		22,594		23,990
U.S. Treasury Notes
0.450%, VAR US Treasury 3 Month Bill Money Market Yield+0.300%, 10/31/2021 (A)(C)		5,300		5,317
0.264%, VAR US Treasury 3 Month Bill Money Market Yield+0.114%, 04/30/2022 (A)(C)		1,500		1,501
Total U.S. Treasury Obligations (Cost $531,338) ($ Thousands)				549,769
	Shares
COMMON STOCK — 27.1%
Communication Services — 2.1%
Activision Blizzard Inc		5,673		431
Alphabet Inc, Cl A *		1,212		1,719
Alphabet Inc, Cl C *		1,197		1,692
AT&T Inc		88,931		2,688
CenturyLink Inc		14,215		143
Cinemark Holdings Inc		2,200		25
Electronic Arts Inc *		2,183		288
Facebook Inc, Cl A *		10,268		2,332
GCI Liberty Inc *		1,400		100
IAC/InterActiveCorp *		300		97
Iridium Communications Inc *		800		20
Liberty Media Corp-Liberty Formula One, Cl C *		1,800		57
Live Nation Entertainment Inc *		700		31

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Madison Square Garden Sports Corp *		200	$	29
Netflix Inc *		3,185		1,449
Roku Inc, Cl A *		751		88
Shenandoah Telecommunications Co		500		25
Spok Holdings Inc		3,900		36
Spotify Technology SA *		900		232
Take-Two Interactive Software Inc, Cl A *		800		112
Telephone and Data Systems Inc		1,422		28
T-Mobile US Inc *		4,250		443
Twitter Inc *		3,092		92
United States Cellular Corp *		600		19
Verizon Communications Inc		47,344		2,610
ViacomCBS Inc, Cl B		2,385		56
Vonage Holdings Corp *		4,800		48
Walt Disney Co/The		15,024		1,675
Zynga Inc, Cl A *		8,200		78
				16,643
Consumer Staples — 6.9%
Altria Group Inc		51,914		2,038
Andersons Inc/The		1,500		21
Archer-Daniels-Midland Co		16,379		654
B&G Foods Inc, Cl A		2,329		57
BellRing Brands, Cl A *		800		16
Beyond Meat Inc *		1,200		161
BJ’s Wholesale Club Holdings Inc *		3,400		127
Boston Beer Co Inc/The, Cl A *		250		134
Brown-Forman Corp, Cl A		1,128		65
Brown-Forman Corp, Cl B		4,669		297
Bunge Ltd		4,536		187
Calavo Growers Inc		954		60
Cal-Maine Foods Inc		1,150		51
Campbell Soup Co		4,796		238
Casey’s General Stores Inc		1,097		164
Central Garden & Pet Co, Cl A *		1,500		51
Church & Dwight Co Inc		7,268		562
Clorox Co/The		3,481		764
Coca-Cola Co/The		107,564		4,806
Coca-Cola Consolidated Inc		200		46
Colgate-Palmolive Co		24,348		1,784
Conagra Brands Inc		12,686		446
Constellation Brands Inc, Cl A		4,373		765
Costco Wholesale Corp		12,439		3,772
Coty Inc, Cl A		5,365		24
Darling Ingredients Inc *		4,136		102
Edgewell Personal Care Co *		1,834		57
Energizer Holdings Inc		1,713		81
Estee Lauder Cos Inc/The, Cl A		6,117		1,154
Flowers Foods Inc		5,807		130
Fresh Del Monte Produce Inc		1,189		29
Freshpet Inc *		800		67
General Mills Inc		16,514		1,018

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Grocery Outlet Holding Corp *		2,000	$	82
Hain Celestial Group Inc/The *		2,834		89
Herbalife Nutrition Ltd *		2,708		122
Hershey Co/The		3,994		518
Hormel Foods Corp		7,818		377
Hostess Brands Inc, Cl A *		3,370		41
Ingles Markets Inc, Cl A		553		24
Ingredion Inc		2,282		189
Inter Parfums Inc		900		43
J & J Snack Foods Corp		727		92
J M Smucker Co/The		3,214		340
John B Sanfilippo & Son Inc		500		43
Kellogg Co		7,103		469
Keurig Dr Pepper Inc		6,885		196
Kimberly-Clark Corp		9,778		1,382
Kraft Heinz Co/The		16,918		539
Kroger Co/The		21,931		742
Lamb Weston Holdings Inc		4,005		256
Lancaster Colony Corp		850		132
McCormick & Co Inc/MD		3,273		587
Medifast Inc		500		69
Molson Coors Beverage Co, Cl B		5,615		193
Mondelez International Inc, Cl A		39,025		1,995
Monster Beverage Corp *		10,431		723
National Beverage Corp, Cl A *		800		49
Nu Skin Enterprises Inc, Cl A		1,702		65
PepsiCo Inc		38,696		5,118
Performance Food Group Co *		3,395		99
Philip Morris International Inc		43,263		3,031
Pilgrim’s Pride Corp *		1,078		18
Post Holdings Inc *		1,872		164
PriceSmart Inc		2,950		178
Procter & Gamble Co/The		67,929		8,122
Reynolds Consumer Products Inc		1,300		45
Rite Aid *		190		3
Sanderson Farms Inc		601		70
Seaboard Corp		26		76
Simply Good Foods Co/The *		1,700		32
SpartanNash Co		400		8
Spectrum Brands Holdings Inc		1,866		86
Sprouts Farmers Market Inc *		3,128		80
Sysco Corp, Cl A		13,129		718
Tootsie Roll Industries Inc		1,721		59
TreeHouse Foods Inc *		2,057		90
Tyson Foods Inc, Cl A		8,321		497
Universal Corp/VA		922		39
US Foods Holding Corp *		6,656		131
USANA Health Sciences Inc *		500		37
Vector Group Ltd		5,329		54
Village Super Market Inc, Cl A		1,700		47
Walgreens Boots Alliance Inc		21,563		914
Walmart Inc		38,853		4,654

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WD-40 Co		627	$	124
Weis Markets Inc		1,400		70
				53,849
Energy — 6.7%
Antero Midstream Corp		18,500		94
Antero Resources Corp *		9,447		24
Apache Corp		27,167		367
Arch Resources		1,200		34
Archrock Inc		9,200		60
Baker Hughes Co, Cl A		47,140		726
Bonanza Creek Energy Inc *		1,300		19
Cabot Oil & Gas Corp		25,025		430
Cactus Inc, Cl A		2,200		45
ChampionX Corp *		7,500		73
Cheniere Energy Inc *		15,580		753
Chevron Corp		123,894		11,055
Cimarex Energy Co		8,388		231
CNX Resources Corp *		13,662		118
Concho Resources Inc		13,698		705
ConocoPhillips		72,776		3,058
Continental Resources Inc/OK, Cl A		8,204		144
CVR Energy Inc		2,400		48
Delek US Holdings Inc		5,558		97
Devon Energy Corp		28,333		321
DHT Holdings Inc		3,000		15
Diamondback Energy Inc, Cl A		10,778		451
DMC Global Inc		300		8
Dril-Quip Inc *		3,288		98
EOG Resources Inc		39,187		1,985
EQT Corp		16,498		196
Equitrans Midstream Corp		15,698		130
Exxon Mobil Corp		277,248		12,398
Frank’s International *		11,300		25
Golar LNG Ltd		5,177		38
Halliburton Co		62,827		816
Helmerich & Payne Inc		8,238		161
Hess Corp		18,353		951
HollyFrontier Corp		9,831		287
Kinder Morgan Inc		129,246		1,961
Kosmos Energy Ltd		25,500		42
Magnolia Oil & Gas Corp *		6,200		38
Marathon Oil Corp		57,974		355
Marathon Petroleum Corp		43,771		1,636
Matador Resources Co *		7,600		65
Murphy Oil Corp		12,358		171
National Oilwell Varco Inc, Cl A		27,323		335
NexTier Oilfield Solutions Inc *		9,300		23
Noble Energy Inc		35,240		316
Nordic American Tankers Ltd		4,900		20
Occidental Petroleum Corp		63,186		1,156
Oceaneering International Inc, Cl A *		9,700		62

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ONEOK Inc		29,920	$	994
Parsley Energy Inc, Cl A		19,349		207
Patterson-UTI Energy Inc		10,159		35
PBF Energy Inc, Cl A		9,129		93
PDC Energy Inc, Cl A *		7,414		92
Phillips 66		29,467		2,119
Pioneer Natural Resources Co		10,971		1,072
ProPetro Holding Corp *		9,900		51
Range Resources Corp		17,559		99
Renewable Energy Group Inc *		2,200		55
REX American Resources Corp *		900		62
Schlumberger Ltd, Cl A		99,416		1,828
Scorpio Tankers Inc		2,888		37
SEACOR Holdings Inc, Cl A *		1,100		31
SFL Corp Ltd		5,300		49
SM Energy Co		11,700		44
Southwestern Energy Co *		28,922		74
Targa Resources Corp		15,343		308
Transocean Ltd *		29,625		54
Valero Energy Corp		27,515		1,618
Williams Cos Inc/The		80,392		1,529
World Fuel Services Corp		5,374		138
WPX Energy Inc *		29,910		191
				52,921
Financials – 0.0%
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡		1,700		48
Health Care – 5.4%
Abbott Laboratories		15,829		1,447
AbbVie Inc		16,925		1,662
ABIOMED Inc *		524		127
Acadia Healthcare Co Inc, Cl A *		1,066		27
ACADIA Pharmaceuticals Inc *		1,000		48
Acceleron Pharma Inc *(D)		500		48
Adaptive Biotechnologies Corp *		200		10
Agilent Technologies Inc		2,936		259
Agios Pharmaceuticals Inc *		800		43
Alexion Pharmaceuticals Inc *		2,303		258
Align Technology Inc *		901		247
Alkermes PLC *		2,411		47
Alnylam Pharmaceuticals Inc *		1,201		178
Amedisys Inc *		200		40
AmerisourceBergen Corp, Cl A		1,433		144
Amgen Inc, Cl A		5,740		1,354
Amicus Therapeutics Inc *		2,893		44
Anthem Inc		2,478		652
Arena Pharmaceuticals Inc *		300		19
Arrowhead Pharmaceuticals Inc *		1,000		43
Atrion Corp		100		64
Avantor Inc *		2,200		37

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Baxter International Inc		4,557	$	392
Becton Dickinson and Co		2,581		618
Biogen Inc *		1,714		459
BioMarin Pharmaceutical Inc *		1,743		215
Bio-Rad Laboratories Inc, Cl A *		202		91
Bio-Techne Corp		550		145
BioTelemetry Inc *		900		41
Bluebird Bio Inc *		597		36
Blueprint Medicines Corp *		540		42
Boston Scientific Corp *		13,050		458
Bridgebio Pharma *		100		3
Bristol-Myers Squibb Co		22,108		1,300
Bruker Corp		900		37
Cardinal Health Inc		3,175		166
Cardiovascular Systems Inc *		1,500		47
Catalent Inc *		1,756		129
Centene Corp *		5,250		334
Cerner Corp		3,514		241
Change Healthcare Inc *		1,100		12
Charles River Laboratories International Inc *		553		96
Chemed Corp		150		68
Cigna Corp		3,557		667
CONMED Corp		400		29
Cooper Cos Inc/The, Cl A		472		134
CorVel Corp *		300		21
CVS Health Corp		12,737		828
Danaher Corp, Cl A		5,883		1,040
DaVita Inc *		858		68
DENTSPLY SIRONA Inc		2,904		128
DexCom Inc *		810		328
Edwards Lifesciences Corp, Cl A *		5,571		385
Elanco Animal Health Inc *		4,700		101
Eli Lilly and Co		7,503		1,232
Emergent BioSolutions Inc *		500		40
Enanta Pharmaceuticals Inc *		1,100		55
Encompass Health Corp		1,278		79
Ensign Group Inc/The		1,219		51
Envista Holdings Corp *		1,700		36
Exact Sciences Corp *		1,539		134
Exelixis Inc *		4,001		95
FibroGen *		1,286		52
Gilead Sciences Inc		12,801		985
Global Blood Therapeutics Inc *		800		50
Globus Medical Inc, Cl A *		800		38
Haemonetics Corp *		628		56
Halozyme Therapeutics Inc *		1,168		31
HCA Healthcare Inc		2,751		267
HealthEquity Inc *		600		35
HealthStream Inc *		500		11
Henry Schein Inc *		1,503		88
Hill-Rom Holdings Inc		951		104

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
HMS Holdings Corp *		1,600	$	52
Hologic Inc *		2,815		160
Horizon Therapeutics Plc *		1,728		96
Humana Inc		1,162		451
ICU Medical Inc *		324		60
IDEXX Laboratories Inc *		848		280
Illumina Inc *		1,442		534
Immunomedics Inc *		2,254		80
Incyte Corp *		1,543		160
Innoviva Inc *		2,800		39
Insulet Corp *		578		112
Integer Holdings Corp *		500		37
Integra LifeSciences Holdings Corp *		628		30
Intuitive Surgical Inc *		1,117		636
Ionis Pharmaceuticals Inc *		1,276		75
Iovance Biotherapeutics Inc *		1,400		38
IQVIA Holdings Inc *		1,682		239
iRhythm Technologies Inc *		200		23
Ironwood Pharmaceuticals Inc, Cl A *		2,400		25
Jazz Pharmaceuticals PLC *		929		103
Johnson & Johnson		24,246		3,410
Laboratory Corp of America Holdings *		1,212		201
LHC Group Inc *		400		70
Ligand Pharmaceuticals Inc *		278		31
LivaNova PLC *		557		27
Livongo Health Inc *		800		60
Luminex Corp		1,000		33
Magellan Health Inc *		700		51
Masimo Corp *		392		89
McKesson Corp		1,553		238
Medpace Holdings Inc *		300		28
Medtronic PLC		12,505		1,147
Merck & Co Inc		22,951		1,775
Merit Medical Systems Inc *		600		27
Mesa Laboratories Inc		300		65
Mettler-Toledo International Inc *		263		212
Mirati Therapeutics Inc *		100		11
Moderna Inc *		1,400		90
Molina Healthcare Inc *		538		96
Momenta Pharmaceuticals Inc *		500		17
Mylan NV *		7,087		114
MyoKardia Inc *		700		68
National HealthCare Corp		1,300		82
Natus Medical Inc *		1,200		26
Nektar Therapeutics, Cl A *		2,284		53
Neogen Corp, Cl B *		1,069		83
NeoGenomics Inc *		2,200		68
Neurocrine Biosciences Inc *		728		89
Nevro Corp *		200		24
Novocure Ltd *		1,100		65
NuVasive Inc *		500		28
Omnicell Inc *		650		46

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Pacira BioSciences Inc *		700	$	37
Patterson Cos Inc		2,377		52
Penumbra Inc *		350		63
PerkinElmer Inc		1,352		133
Perrigo Co PLC		1,330		74
Pfizer Inc		52,604		1,720
Phibro Animal Health Corp, Cl A		1,600		42
PRA Health Sciences Inc *		898		87
Premier Inc, Cl A *		600		21
Prestige Consumer Healthcare Inc, Cl A *		600		23
Providence Service Corp/The *		700		55
PTC Therapeutics *		700		36
QIAGEN NV *		2,204		94
Quest Diagnostics Inc		1,133		129
Quidel Corp *		400		89
Reata Pharmaceuticals Inc, Cl A *		300		47
Regeneron Pharmaceuticals Inc *		770		480
Repligen Corp *		488		60
ResMed Inc		1,433		275
Sage Therapeutics Inc *		797		33
Sarepta Therapeutics Inc *		609		98
Seattle Genetics Inc *		1,052		179
STERIS PLC		1,000		153
Stryker Corp		3,302		595
Syneos Health Inc, Cl A *		373		22
Tandem Diabetes Care Inc *		400		40
Teladoc Health Inc *		700		134
Teleflex Inc		490		178
Thermo Fisher Scientific Inc		3,916		1,419
Ultragenyx Pharmaceutical Inc *		476		37
United Therapeutics Corp *		822		99
UnitedHealth Group Inc		8,772		2,587
Universal Health Services Inc, Cl B		998		93
Varex Imaging Corp *		1,200		18
Varian Medical Systems Inc *		1,202		147
Veeva Systems Inc, Cl A *		1,021		239
Vertex Pharmaceuticals Inc *		2,524		733
Waters Corp *		701		126
West Pharmaceutical Services Inc		551		125
Wright Medical Group NV *		1,277		38
Zimmer Biomet Holdings Inc		2,203		263
Zoetis Inc, Cl A		4,394		602
				42,025
Information Technology — 1.9%
Accenture PLC, Cl A		1,960		421
ACI Worldwide Inc *		3,300		89
Adobe Inc *		1,584		690
Amdocs Ltd		1,553		95
ANSYS Inc *		301		88
Aspen Technology Inc *		476		49
Atlassian Corp PLC, Cl A *		100		18

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Autodesk Inc, Cl A *		702	$	168
Automatic Data Processing Inc		1,460		217
Black Knight Inc *		400		29
Blackbaud Inc, Cl A		800		46
Bottomline Technologies DE Inc *		1,500		76
Broadridge Financial Solutions Inc		400		50
Cadence Design Systems Inc *		782		75
CDK Global Inc		965		40
Citrix Systems Inc		300		44
Cognizant Technology Solutions Corp, Cl A		1,845		105
CommVault Systems Inc *		1,200		46
CSG Systems International Inc		1,600		66
DocuSign Inc, Cl A *		500		86
EPAM Systems Inc *		250		63
Euronet Worldwide Inc *		427		41
Fair Isaac Corp *		100		42
Fidelity National Information Services Inc, Cl B		1,706		229
Fiserv Inc, Cl A *		1,664		162
FleetCor Technologies Inc *		352		89
Fortinet Inc *		350		48
Gartner Inc *		500		61
Genpact Ltd		700		26
Global Payments Inc		997		169
Guidewire Software Inc, Cl Z *		500		55
International Business Machines Corp		2,887		349
Intuit Inc		903		267
Jack Henry & Associates Inc		251		46
Leidos Holdings Inc		300		28
LogMeIn Inc		900		76
Manhattan Associates Inc *		1,100		104
ManTech International Corp/VA, Cl A		900		62
Mastercard Inc, Cl A		3,123		923
MAXIMUS Inc		600		42
Microsoft Corp		25,387		5,166
MicroStrategy Inc, Cl A *		600		71
NortonLifeLock Inc		1,406		28
Nuance Communications Inc *		1,000		25
Oracle Corp, Cl B		6,451		357
Palo Alto Networks Inc *		296		68
Paychex Inc		1,375		104
Paycom Software Inc *		200		62
PayPal Holdings Inc *		3,986		694
Progress Software Corp		2,000		78
Proofpoint Inc *		100		11
PTC Inc *		600		47
Qualys Inc *		600		62
RealPage Inc *		700		46
RingCentral Inc, Cl A *		100		29
salesforce.com Inc *		2,929		549
ServiceNow Inc *		613		248
Splunk Inc *		605		120

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Square Inc, Cl A *		1,277	$	134
SS&C Technologies Holdings Inc		560		32
Synopsys Inc *		643		125
Teradata Corp *		1,000		21
Twilio Inc, Cl A *		400		88
Tyler Technologies Inc *		49		17
Verint Systems Inc *		600		27
Visa Inc, Cl A		5,908		1,141
VMware Inc, Cl A *		120		19
Western Union Co/The		2,400		52
WEX Inc *		200		33
Workday Inc, Cl A *		551		103
				14,937
Real Estate — 2.8%
Acadia Realty Trust ‡		3,727		48
Agree Realty Corp ‡		900		59
Alexander & Baldwin Inc ‡		2,438		30
Alexander’s Inc ‡		400		96
Alexandria Real Estate Equities Inc ‡		2,114		343
American Assets Trust Inc ‡		1,635		46
American Campus Communities Inc ‡		3,170		111
American Finance Trust ‡		6,700		53
American Homes 4 Rent, Cl A ‡		4,494		121
American Tower Corp, Cl A ‡		8,035		2,078
Americold Realty Trust ‡		2,800		102
Apartment Investment and Management Co, Cl A ‡		2,955		111
Apple Hospitality Inc ‡		8,014		77
AvalonBay Communities Inc ‡		2,753		426
Boston Properties Inc ‡		3,411		308
Brandywine Realty Trust ‡		5,821		63
Brixmor Property Group Inc ‡		6,467		83
Brookfield Property REIT Inc, Cl A ‡		2,800		28
Camden Property Trust ‡		2,103		192
CareTrust Inc ‡		2,300		39
CBRE Group Inc, Cl A *‡		6,878		311
Colony Capital Inc ‡		14,866		36
Columbia Property Trust Inc ‡		3,550		47
CoreCivic Inc ‡		3,867		36
CoreSite Realty Corp ‡		586		71
Corporate Office Properties Trust ‡		2,828		72
Cousins Properties Inc ‡		2,328		69
Crown Castle International Corp ‡		6,996		1,171
CubeSmart ‡		4,781		129
Cushman & Wakefield PLC *‡		1,100		14
CyrusOne Inc ‡		2,336		170
DiamondRock Hospitality Co ‡		6,442		36
Digital Realty Trust Inc, Cl A ‡		4,702		668
Diversified Healthcare Trust ‡		6,344		28
Douglas Emmett Inc ‡		3,569		109
Duke Realty Corp ‡		7,559		267

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Easterly Government Properties Inc ‡		1,975	$	46
EastGroup Properties Inc ‡		1,076		128
Empire State Realty Trust Inc, Cl A ‡		4,528		32
EPR Properties, Cl A ‡		1,953		65
Equinix Inc ‡		1,468		1,031
Equity Commonwealth ‡		3,250		105
Equity LifeStyle Properties Inc ‡		3,000		187
Equity Residential ‡		7,468		439
Essex Property Trust Inc ‡		1,451		333
Extra Space Storage Inc ‡		2,481		229
Federal Realty Investment Trust ‡		1,719		146
First Industrial Realty Trust Inc ‡		2,330		90
Four Corners Property Trust Inc ‡		2,200		54
Franklin Street Properties Corp ‡		8,100		41
Gaming and Leisure Properties Inc ‡		4,056		140
GEO Group Inc/The ‡		3,947		47
Getty Realty Corp ‡		1,300		39
Global Net Lease Inc ‡		3,900		65
Healthcare Realty Trust Inc ‡		3,504		103
Healthcare Trust of America Inc, Cl A ‡		5,141		136
Healthpeak Properties Inc ‡		13,108		361
Highwoods Properties Inc ‡		2,751		103
Host Hotels & Resorts Inc ‡		14,888		161
Howard Hughes Corp/The *‡		909		47
Hudson Pacific Properties Inc ‡		3,482		88
Industrial Logistics Properties Trust ‡		1,400		29
Investors Real Estate Trust ‡		644		45
Invitation Homes Inc ‡		9,583		264
Iron Mountain Inc ‡		6,557		171
JBG SMITH Properties ‡		3,000		89
Jones Lang LaSalle Inc		1,124		116
Kennedy-Wilson Holdings Inc ‡		4,345		66
Kilroy Realty Corp ‡		2,128		125
Kimco Realty Corp ‡		9,227		118
Kite Realty Group Trust ‡		3,000		35
Lamar Advertising Co, Cl A ‡		1,884		126
Lexington Realty Trust, Cl B ‡		9,400		99
Life Storage Inc ‡		900		85
LTC Properties Inc ‡		1,379		52
Macerich Co/The ‡		10,900		98
Mack-Cali Realty Corp ‡		2,924		45
Marcus & Millichap Inc *‡		600		17
Medical Properties Trust Inc ‡		8,858		167
Mid-America Apartment Communities Inc ‡		2,019		232
Monmouth Real Estate Investment Corp, Cl A ‡		2,173		31
National Health Investors Inc ‡		1,241		75
National Retail Properties Inc ‡		3,600		128
National Storage Affiliates Trust ‡		1,700		49
Office Properties Income Trust ‡		433		11
Omega Healthcare Investors Inc ‡		4,274		127
Outfront Media Inc ‡		3,922		56

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Paramount Group Inc ‡		6,507	$	50
Park Hotels & Resorts Inc ‡		5,354		53
Pebblebrook Hotel Trust ‡		2,577		35
Physicians Realty Trust ‡		3,278		57
Piedmont Office Realty Trust Inc, Cl A ‡		3,766		63
PotlatchDeltic Corp ‡		1,763		67
Prologis Inc ‡		13,626		1,272
PS Business Parks Inc ‡		902		119
Public Storage ‡		2,625		504
QTS Realty Trust Inc, Cl A ‡		1,002		64
Rayonier Inc ‡		3,708		92
Realty Income Corp ‡		7,899		470
Redfin Corp *‡		631		26
Regency Centers Corp ‡		3,562		163
Retail Opportunity Investments Corp ‡		5,100		58
Retail Properties of America Inc, Cl A ‡		7,590		56
Rexford Industrial Realty Inc ‡		1,728		72
RLJ Lodging Trust ‡		4,599		43
Ryman Hospitality Properties Inc ‡		972		34
Sabra Health Care REIT Inc ‡		4,681		68
Saul Centers Inc ‡		834		27
SBA Communications Corp, Cl A ‡		1,953		582
Service Properties Trust ‡		8,652		61
Simon Property Group Inc ‡		6,733		460
SITE Centers Corp ‡		4,485		36
SL Green Realty Corp ‡		2,270		112
Spirit Realty Capital Inc ‡		2,641		92
St Joe Co/The *‡		11,400		221
STAG Industrial Inc ‡		2,778		81
STORE Capital Corp ‡		4,455		106
Sun Communities Inc ‡		1,552		211
Sunstone Hotel Investors Inc ‡		5,806		47
Tanger Factory Outlet Centers Inc ‡		8,900		63
Taubman Centers Inc ‡		1,635		62
Terreno Realty Corp ‡		1,078		57
UDR Inc ‡		6,457		241
Uniti Group Inc ‡		4,262		40
Universal Health Realty Income Trust ‡		400		32
Urban Edge Properties ‡		2,748		33
Ventas Inc ‡		7,383		270
VEREIT Inc ‡		22,120		142
VICI Properties Inc ‡		8,300		168
Vornado Realty Trust ‡		4,378		167
Washington Real Estate Investment Trust ‡		2,478		55
Weingarten Realty Investors ‡		2,977		56
Welltower Inc ‡		8,521		441
Weyerhaeuser Co ‡		20,237		455
WP Carey Inc ‡		3,479		235

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Xenia Hotels & Resorts Inc ‡		2,300	$	21
				22,260
Utilities — 1.3%
AES Corp/The		8,742		127
ALLETE Inc		2,150		117
Alliant Energy Corp		3,028		145
Ameren Corp		2,054		145
American Electric Power Co Inc		5,279		420
American States Water Co		600		47
American Water Works Co Inc		991		128
Atmos Energy Corp		537		54
Avangrid Inc		2,000		84
Avista Corp		1,700		62
Black Hills Corp, Cl A		1,300		74
California Water Service Group, Cl A		1,300		62
CenterPoint Energy Inc		5,908		110
Chesapeake Utilities Corp		600		50
Clearway Energy Inc, Cl C		1,319		30
CMS Energy Corp		2,204		129
Consolidated Edison Inc		3,156		227
Dominion Energy Inc		7,774		631
DTE Energy Co		2,133		229
Duke Energy Corp		6,943		555
Edison International		4,180		227
Entergy Corp		2,293		215
Essential Utilities Inc		2,003		85
Evergy Inc		2,101		125
Eversource Energy		2,705		225
Exelon Corp		11,362		412
FirstEnergy Corp		5,822		226
Hawaiian Electric Industries Inc		2,528		91
IDACORP Inc, Cl A		1,200		105
MDU Resources Group Inc		4,145		92
MGE Energy Inc		1,400		90
Middlesex Water Co		700		47
National Fuel Gas Co		1,437		60
New Jersey Resources Corp		1,972		64
NextEra Energy Inc		4,708		1,131
NiSource Inc		3,546		81
Northwest Natural Holding Co		600		34
NorthWestern Corp		1,301		71
NRG Energy Inc		2,805		91
OGE Energy Corp		3,490		106
ONE Gas Inc		1,194		92
Ormat Technologies Inc		900		57
Otter Tail Corp		1,700		66
PG&E Corp *		4,061		36
Pinnacle West Capital Corp		1,750		128
PNM Resources Inc		2,252		87
Portland General Electric Co		1,976		83
PPL Corp		10,080		261

Description	Shares		Market Value     ($ Thousands)
COMMON STOCK (continued)
Public Service Enterprise Group Inc		6,037	$	297
Sempra Energy		3,184		373
SJW Group		800		50
South Jersey Industries Inc, Cl A		1,000		25
Southern Co/The		10,924		566
Southwest Gas Holdings Inc		976		67
Spire Inc		1,194		78
TerraForm Power Inc, Cl A		1,200		22
UGI Corp		2,647		84
Unitil Corp		600		27
Vistra Energy Corp		5,878		109
WEC Energy Group Inc		3,215		282
Xcel Energy Inc		4,498		281
				10,075
Total Common Stock (Cost $187,084) ($ Thousands)				212,758
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 13.4%
Communication Services — 1.2%
AT&T
4.125%, 02/17/2026		574		654
3.400%, 05/15/2025		2,045		2,247
Baidu
3.425%, 04/07/2030		201		218
CCO Holdings
5.000%, 02/01/2028 (E)		282		291
4.000%, 03/01/2023 (E)		603		604
Verizon Communications
5.012%, 04/15/2049		106		148
4.862%, 08/21/2046		279		379
3.000%, 03/22/2027		222		246
ViacomCBS
4.750%, 05/15/2025		625		715
3.500%, 01/15/2025		835		910
Vodafone Group
3.750%, 01/16/2024		1,584		1,730
Weibo
3.375%, 07/08/2030		955		949
				9,091
Consumer Discretionary — 1.0%
AutoNation
4.750%, 06/01/2030		552		598
Clarios Global
4.375%, 05/15/2026 (E)	EUR	155		172
Cox Communications
2.950%, 06/30/2023 (E)	$	240		253
CSC Holdings
6.750%, 11/15/2021		160		168

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Expedia Group
7.000%, 05/01/2025 (E)	$	209	$	217
6.250%, 05/01/2025 (E)		53		56
General Motors
6.800%, 10/01/2027		201		234
6.125%, 10/01/2025		145		163
General Motors Financial
5.200%, 03/20/2023		500		534
5.100%, 01/17/2024		858		917
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (E)		413		373
Harley-Davidson Financial Services
3.350%, 06/08/2025 (E)		471		482
International Game Technology
6.250%, 02/15/2022 (E)		322		325
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (E)		300		302
Marriott International
5.750%, 05/01/2025		68		74
Ralph Lauren
2.950%, 06/15/2030		309		317
Ross Stores
4.700%, 04/15/2027		117		136
4.600%, 04/15/2025		224		257
Royal Caribbean Cruises
11.500%, 06/01/2025 (E)		525		548
10.875%, 06/01/2023 (E)		292		300
Starbucks
4.500%, 11/15/2048		307		362
Time Warner Cable
4.500%, 09/15/2042		330		351
Volkswagen Group of America Finance
2.900%, 05/13/2022 (E)		485		501
				7,640
Consumer Staples — 0.7%
Albertsons
3.500%, 02/15/2023 (E)		814		824
Altria Group
4.800%, 02/14/2029		167		195
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		755		1,007
4.600%, 06/01/2060		444		529
BAT Capital
3.215%, 09/06/2026		891		955
BRF
3.950%, 05/22/2023		254		251
BRF GmbH
4.350%, 09/29/2026		300		290
Coca-Cola
2.950%, 03/25/2025		620		682

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Coca-Cola Femsa
2.750%, 01/22/2030	$	326	$	345
Tyson Foods
3.950%, 08/15/2024		715		792
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (E)(F)		660		20
				5,890
Energy — 1.6%
Baker Hughes a GE
3.337%, 12/15/2027		501		534
BP Capital Markets America
3.194%, 04/06/2025		552		601
Cenovus Energy
4.250%, 04/15/2027		52		47
Energy Transfer Operating
5.200%, 02/01/2022		465		487
4.500%, 04/15/2024		260		282
3.750%, 05/15/2030		905		899
Energy Transfer Partners
4.500%, 11/01/2023		114		122
Eni
4.250%, 05/09/2029 (E)		900		974
Enterprise Products Operating
5.200%, 09/01/2020		340		343
Exxon Mobil
2.992%, 03/19/2025		601		653
1.571%, 04/15/2023		855		877
Husky Energy
4.400%, 04/15/2029		1,047		1,047
Marathon Petroleum
5.125%, 03/01/2021		196		201
4.500%, 05/01/2023		695		749
ONEOK
5.850%, 01/15/2026		362		413
Pertamina Persero MTN
6.450%, 05/30/2044		450		574
Petroleos Mexicanos
6.840%, 01/23/2030 (E)		181		159
Petroleos Mexicanos MTN
6.750%, 09/21/2047		380		292
Petronas Capital MTN
4.550%, 04/21/2050 (E)		546		691
Sabine Pass Liquefaction
5.000%, 03/15/2027		720		806
Shell International Finance BV
2.375%, 04/06/2025		303		322
Sunoco
5.875%, 03/15/2028		257		255
4.875%, 01/15/2023		563		554
Transocean Poseidon
6.875%, 02/01/2027 (E)		294		250

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Valero Energy
2.700%, 04/15/2023	$	488	$	506
Williams
3.900%, 01/15/2025		217		238
				12,876
Financials — 5.0%
ABN AMRO Bank
4.750%, 07/28/2025 (E)		269		296
AIB Group MTN
4.750%, 10/12/2023 (E)		300		323
4.263%, VAR ICE LIBOR USD 3 Month+1.874%, 04/10/2025 (E)		605		645
Alleghany
3.625%, 05/15/2030		931		988
American Express
3.598%, VAR ICE LIBOR USD 3 Month+3.285%(G)		359		306
Australia & New Zealand Banking Group
4.400%, 05/19/2026 (E)		400		445
Banco de Credito del Peru MTN
3.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.000%, 07/01/2030 (E)		630		625
Banco Santander
5.179%, 11/19/2025		800		901
Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand
5.375%, 04/17/2025 (E)		364		398
Bank of America
6.500%, VAR ICE LIBOR USD 3 Month+4.174%(G)		362		389
6.300%, VAR ICE LIBOR USD 3 Month+4.553%(G)		233		259
Bank of America MTN
3.950%, 04/21/2025		1,205		1,334
3.124%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		1,200		1,243
Bank of New York Mellon
4.700%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.358%(G)		416		433
Bank of New York Mellon MTN
1.600%, 04/24/2025		337		349
Banque Federative du Credit Mutuel MTN
2.750%, 10/15/2020 (E)		470		473
Barclays
6.860%, VAR ICE LIBOR USD 6 Month+1.730%(E)(G)		131		159
3.684%, 01/10/2023		695		721
BNP Paribas MTN
4.375%, 05/12/2026 (E)		650		717

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Capital One Financial
2.600%, 05/11/2023	$	416	$	435
Charles Schwab
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.971%(G)		409		437
CIT Group
5.250%, 03/07/2025		476		493
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month+4.068%(G)		311		310
5.950%, VAR ICE LIBOR USD 3 Month+4.095%(G)		320		305
3.875%, 03/26/2025		905		986
3.106%, VAR United States Secured Overnight Financing Rate+2.750%, 04/08/2026		631		679
Commonwealth Bank of Australia
4.500%, 12/09/2025 (E)		400		452
Cooperatieve Rabobank UA
4.375%, 08/04/2025		657		739
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+4.600%(G)		645		670
6.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.822%(E) (G)		365		371
Credit Suisse Group Funding Guernsey
4.550%, 04/17/2026		555		638
Danske Bank
3.244%, VAR ICE LIBOR USD 3 Month+1.591%, 12/20/2025 (E)		900		936
Discover Bank
4.682%, VAR USD Swap Semi 30/360 5 Yr Curr+1.730%, 08/09/2028		475		479
Discover Financial Services
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.783%(G)		1,308		1,342
Goldman Sachs Group
5.000%, VAR ICE LIBOR USD 3 Month+2.874%(G)		236		218
3.500%, 04/01/2025		435		477
2.350%, 11/15/2021		847		853
Goldman Sachs Group MTN
2.905%, VAR ICE LIBOR USD 3 Month+0.990%, 07/24/2023		728		756
1.963%, VAR ICE LIBOR USD 3 Month+1.600%, 11/29/2023		900		914
Guardian Life Insurance of America
4.850%, 01/24/2077 (E)		145		185
HSBC Bank USA
4.875%, 08/24/2020		450		453

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings
4.292%, VAR ICE LIBOR USD 3 Month+1.348%, 09/12/2026	$	261	$	290
4.041%, VAR ICE LIBOR USD 3 Month+1.546%, 03/13/2028		552		610
ING Groep
3.550%, 04/09/2024		500		544
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (E)		335		343
JPMorgan Chase
2.083%, VAR United States Secured Overnight Financing Rate+1.850%, 04/22/2026		605		628
JPMorgan Chase MTN
2.295%, 08/15/2021		551		552
Lincoln National
4.200%, 03/15/2022		355		376
MetLife
5.700%, 06/15/2035		80		115
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (E)		275		292
Morgan Stanley
5.550%, VAR ICE LIBOR USD 3 Month+3.810%(G)		160		147
Morgan Stanley MTN
5.000%, 11/24/2025		171		200
4.350%, 09/08/2026		854		985
2.188%, VAR United States Secured Overnight Financing Rate+1.990%, 04/28/2026		359		374
Nationwide Building Society
4.000%, 09/14/2026 (E)		747		808
Nationwide Financial Services
5.375%, 03/25/2021 (E)		470		483
Navient
6.625%, 07/26/2021		770		755
Navient MTN
7.250%, 01/25/2022		52		52
Royal Bank of Scotland Group
8.625%, VAR USD Swap Semi 30/360 5 Yr Curr+7.598%(G)		425		442
2.628%, VAR ICE LIBOR USD 3 Month+2.320%(G)		600		547
Santander Holdings USA
4.400%, 07/13/2027		405		439
Santander UK
5.000%, 11/07/2023 (E)		246		268
SBA Tower Trust
3.156%, 10/08/2020 (E)		950		952
Standard Chartered
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr+5.723%(E)(G)		200		209

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr+6.301%(G)	$	412	$	425
2.270%, VAR ICE LIBOR USD 3 Month+1.510%(E)(G)		400		322
State Street
2.901%, VAR United States Secured Overnight Financing Rate+2.600%, 03/30/2026 (E)		63		68
Synchrony Financial
4.500%, 07/23/2025		945		1,004
Truist Financial
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr+4.349%(G)		829		856
UBS
1.750%, 04/21/2022 (E)		310		316
UBS Group
4.125%, 09/24/2025 (E)		409		464
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month+2.914%(G)		474		479
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month+3.580%, 05/15/2053		258		260
Wells Fargo
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026		617		638
				39,375
Health Care — 0.6%
AbbVie
4.875%, 11/14/2048		237		311
Centene
4.625%, 12/15/2029		167		176
4.250%, 12/15/2027		146		151
Cigna
4.375%, 10/15/2028		382		452
4.125%, 11/15/2025		286		329
3.750%, 07/15/2023		161		175
CVS Health
3.625%, 04/01/2027		144		162
Gilead Sciences
2.550%, 09/01/2020		1,137		1,141
Mylan
3.950%, 06/15/2026		437		488
Takeda Pharmaceutical
4.400%, 11/26/2023		820		911
Zimmer Biomet Holdings
3.050%, 01/15/2026		143		154
				4,450

10 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 1.0%
AerCap Ireland Capital DAC
6.500%, 07/15/2025	$	190	$	199
4.500%, 09/15/2023		359		359
4.125%, 07/03/2023		260		254
3.300%, 01/23/2023		260		255
Air Lease
3.875%, 07/03/2023		75		76
Air Lease MTN
4.250%, 02/01/2024		319		328
3.750%, 06/01/2026		25		25
3.000%, 02/01/2030		37		34
Alfa
5.250%, 03/25/2024 (E)		660		703
Aviation Capital Group
4.875%, 10/01/2025 (E)		143		131
4.125%, 08/01/2025 (E)		6		6
3.875%, 05/01/2023 (E)		334		317
3.500%, 11/01/2027 (E)		92		76
2.875%, 01/20/2022 (E)		75		72
Embraer Netherlands Finance BV
5.400%, 02/01/2027		670		593
Empresa de Transporte de Pasajeros Metro
3.650%, 05/07/2030 (E)		200		216
GE Capital Funding
3.450%, 05/15/2025 (E)		642		673
General Electric
3.450%, 05/01/2027		650		665
0.875%, 05/17/2025	EUR	825		892
Lima Metro Line 2 Finance
5.875%, 07/05/2034	$	242		286
4.350%, 04/05/2036 (E)		225		240
Odebrecht Finance
7.125%, 06/26/2042 (E)(F)		444		22
Rumo Luxembourg Sarl
5.875%, 01/18/2025 (E)		409		432
Southwest Airlines
4.750%, 05/04/2023		513		527
TransDigm
6.250%, 03/15/2026 (E)		405		404
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		144
				7,929
Information Technology — 0.9%
Analog Devices
2.950%, 04/01/2025		70		76
Broadcom
4.700%, 04/15/2025 (E)		244		275
4.250%, 04/15/2026 (E)		378		421
4.150%, 11/15/2030 (E)		855		929
4.110%, 09/15/2028 (E)		573		624

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 01/15/2027	$	486	$	525
Global Payments
4.000%, 06/01/2023		392		425
Infor
1.750%, 07/15/2025 (E)		340		342
Lam Research
2.800%, 06/15/2021		640		655
Leidos
2.950%, 05/15/2023 (E)		247		257
Mastercard
3.300%, 03/26/2027		330		374
NXP BV
2.700%, 05/01/2025 (E)		106		111
Oracle
2.500%, 04/01/2025		834		893
Seagate HDD Cayman
4.091%, 06/01/2029 (E)		214		224
Tencent Holdings MTN
3.240%, 06/03/2050 (E)		439		440
1.810%, 01/26/2026 (E)		649		656
				7,227
Materials — 0.9%
Alpek
4.250%, 09/18/2029 (E)		203		201
Braskem Netherlands Finance BV
4.500%, 01/31/2030 (E)		1,130		1,034
Celulosa Arauco y Constitucion
4.200%, 01/29/2030 (E)		380		387
Cemex
7.375%, 06/05/2027 (E)		274		278
DuPont de Nemours
4.493%, 11/15/2025		690		794
4.205%, 11/15/2023		690		756
Eastman Chemical Co
3.800%, 03/15/2025		318		345
GUSAP III
4.250%, 01/21/2030 (E)		675		662
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (E)		342		365
Inversiones CMPC
4.375%, 05/15/2023		389		407
4.375%, 04/04/2027		1,080		1,153
Nacional del Cobre de Chile
3.750%, 01/15/2031 (E)		201		219
3.150%, 01/14/2030 (E)		455		473
				7,074
Real Estate — 0.1%
Host Hotels & Resorts
3.750%, 10/15/2023		16		16

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Welltower
4.000%, 06/01/2025	$	550	$	608
				624
Utilities — 0.4%
Colbun
3.150%, 03/06/2030 (E)		400		404
Enel Chile
4.875%, 06/12/2028		650		725
Israel Electric
5.000%, 11/12/2024 (E)		792		887
Kentucky Utilities
3.300%, 06/01/2050		382		407
NextEra Energy Capital Holdings
2.750%, 05/01/2025		170		184
PacifiCorp
2.700%, 09/15/2030		209		227
Perusahaan Listrik Negara MTN
6.150%, 05/21/2048		230		286
Terraform Global Operating
6.125%, 03/01/2026 (E)		74		73
				3,193
Total Corporate Obligations (Cost $100,653) ($ Thousands)				105,369
MORTGAGE-BACKED SECURITIES — 8.3%
Agency Mortgage-Backed Obligations — 0.7%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
5.965%, VAR ICE LIBOR USD 1 Month+6.150%, 06/15/2047		2,073		475
FHLMC CMO, Ser 2017-4727, Cl SA, IO
6.015%, VAR ICE LIBOR USD 1 Month+6.200%, 11/15/2047		1,747		345
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA1, Cl M2
3.435%, VAR ICE LIBOR USD 1 Month+3.250%, 07/25/2029		885		893
FNMA CMO, Ser 2011-131, Cl ST, IO
6.356%, VAR ICE LIBOR USD 1 Month+6.540%, 12/25/2041		1,068		255
FNMA CMO, Ser 2014-17, Cl SA, IO
5.866%, VAR ICE LIBOR USD 1 Month+6.050%, 04/25/2044		2,551		650
FNMA CMO, Ser 2014-78, Cl SE, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 12/25/2044		1,868		374
FNMA CMO, Ser 2014-92, Cl SX, IO
5.916%, VAR ICE LIBOR USD 1 Month+6.100%, 01/25/2045		2,152		516

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2016-77, Cl DS, IO
5.816%, VAR ICE LIBOR USD 1 Month+6.000%, 10/25/2046	$	1,887	$	392
FNMA CMO, Ser 2017-62, Cl AS, IO
5.966%, VAR ICE LIBOR USD 1 Month+6.150%, 08/25/2047		2,075		383
FNMA CMO, Ser 2017-81, Cl SA, IO
6.016%, VAR ICE LIBOR USD 1 Month+6.200%, 10/25/2047		2,138		482
FNMA CMO, Ser 2017-97, Cl LS, IO
6.016%, VAR ICE LIBOR USD 1 Month+6.200%, 12/25/2047		2,263		579
GNMA CMO, Ser 2017-122, Cl SA, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 08/20/2047		1,453		296
GNMA CMO, Ser 2017-134, Cl SE, IO
6.010%, VAR ICE LIBOR USD 1 Month+6.200%, 09/20/2047		1,583		258
				5,898
Non-Agency Mortgage-Backed Obligations — 7.6%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		73		65
Alternative Loan Trust, Ser 2005-57CB, Cl 4A3
5.500%, 12/25/2035		4		4
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		333		257
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		245		185
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		165		148
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.185%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2035 (E)		1,000		927
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%, 03/10/2037 (C)(E)		365		321
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.185%, VAR ICE LIBOR USD 1 Month+1.000%, 11/15/2033 (E)		1,610		1,512
Bellemeade Re, Ser 2018-2A, Cl M1B
1.535%, VAR ICE LIBOR USD 1 Month+1.350%, 08/25/2028 (E)		142		142
Bellemeade Re, Ser 2018-3A, Cl M1B
2.035%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2028 (E)		311		308

12 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bellemeade Re, Ser 2019-1A, Cl M1B
1.935%, VAR ICE LIBOR USD 1 Month+1.750%, 03/25/2029 (E)	$	675	$	628
Bellemeade Re, Ser 2019-2A, Cl M1C
2.185%, VAR ICE LIBOR USD 1 Month+2.000%, 04/25/2029 (E)		481		473
Bellemeade Re, Ser 2019-3A, Cl M1B
1.785%, VAR ICE LIBOR USD 1 Month+1.600%, 07/25/2029 (E)		466		451
Bellemeade Re, Ser 2019-3A, Cl M1C
2.135%, VAR ICE LIBOR USD 1 Month+1.950%, 07/25/2029 (E)		340		317
Bellemeade Re, Ser 2019-4A, Cl M1B
2.185%, VAR ICE LIBOR USD 1 Month+2.000%, 10/25/2029 (E)		675		649
BFLD, Ser 2019-DPLO, Cl D
2.025%, VAR ICE LIBOR USD 1 Month+1.840%, 10/15/2034 (E)		332		295
BHMS, Ser 2018-ATLS, Cl A
1.435%, VAR ICE LIBOR USD 1 Month+1.250%, 07/15/2035 (E)		774		733
BX Trust, Ser 2018-EXCL, Cl A
1.272%, VAR ICE LIBOR USD 1 Month+1.088%, 09/15/2037 (E)		867		771
CCUBS Commercial Mortgage Trust, Ser 2017-C1, Cl A4
3.544%, 11/15/2050 (C)		1,115		1,248
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%, 05/10/2058		670		722
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035 (E)		915		966
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		119		87
Chase Mortgage Reference Notes, Ser 2019-CL1, Cl M3
2.285%, VAR ICE LIBOR USD 1 Month+2.100%, 04/25/2047 (E)		186		171
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		173		132
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		82		57
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.563%, 04/10/2046 (C)(E)		343		312
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%, 02/10/2048		980		1,040

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%, 11/10/2048	$	435	$	482
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%, 02/10/2049		540		595
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%, 09/15/2050 (C)		411		455
CLNY Trust, Ser 2019-IKPR, Cl D
2.210%, VAR ICE LIBOR USD 1 Month+2.025%, 11/15/2038 (E)		680		571
COMM Mortgage Trust, Ser 2010-C1, Cl D
6.050%, 07/10/2046 (C)(E)		740		714
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		870		937
COMM Mortgage Trust, Ser 2015-3BP, Cl A
3.178%, 02/10/2035 (E)		200		212
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%, 08/10/2048		545		601
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%, 02/10/2048		250		269
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035 (E)		151		149
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.585%, VAR ICE LIBOR USD 1 Month+2.400%, 04/25/2031 (E)		353		349
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.485%, VAR ICE LIBOR USD 1 Month+2.300%, 08/25/2031 (E)		231		227
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 09/25/2031 (E)		126		124
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.285%, VAR ICE LIBOR USD 1 Month+2.100%, 06/25/2039 (E)		453		440
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.185%, VAR ICE LIBOR USD 1 Month+2.000%, 07/25/2039 (E)		266		261
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.285%, VAR ICE LIBOR USD 1 Month+2.100%, 09/25/2039 (E)		529		513

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.285%, VAR ICE LIBOR USD 1 Month+2.100%, 10/25/2039 (E)	$	900	$	873
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		436		471
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		1,090		1,201
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.224%, VAR ICE LIBOR USD 1 Month+1.030%, 12/19/2030 (E)		761		723
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.375%, VAR ICE LIBOR USD 1 Month+0.190%, 12/25/2036		431		203
Eagle RE, Ser 2018-1, Cl M1
1.885%, VAR ICE LIBOR USD 1 Month+1.700%, 11/25/2028 (E)		85		82
Eagle RE, Ser 2020-1, Cl M1A
1.085%, VAR ICE LIBOR USD 1 Month+0.900%, 01/25/2030 (E)		790		778
FHLMC STACR Remic Trust, Ser 2019-HQA4, Cl M1
0.955%, VAR ICE LIBOR USD 1 Month+0.770%, 11/25/2049 (E)		58		58
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2
1.885%, VAR ICE LIBOR USD 1 Month+1.700%, 01/25/2050 (E)		670		640
FHLMC STACR Remic Trust, Ser 2020-HQA2, Cl M1
1.285%, VAR ICE LIBOR USD 1 Month+1.100%, 03/25/2050 (E)		582		580
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.235%, VAR ICE LIBOR USD 1 Month+2.050%, 07/25/2049 (E)		58		57
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.135%, VAR ICE LIBOR USD 1 Month+1.950%, 10/25/2049 (E)		629		616
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.335%, VAR ICE LIBOR USD 1 Month+2.150%, 11/25/2048 (E)		363		342
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
2.035%, VAR ICE LIBOR USD 1 Month+1.850%, 09/25/2049 (E)		368		356
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2013-DN1, Cl M2
7.335%, VAR ICE LIBOR USD 1 Month+7.150%, 07/25/2023		442		388

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA1, Cl M3
3.485%, VAR ICE LIBOR USD 1 Month+3.300%, 10/25/2027	$	250	$	254
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
4.835%, VAR ICE LIBOR USD 1 Month+4.650%, 10/25/2028		189		197
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-DNA3, Cl M2
2.685%, VAR ICE LIBOR USD 1 Month+2.500%, 03/25/2030		450		452
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA1, Cl M2
3.735%, VAR ICE LIBOR USD 1 Month+3.550%, 08/25/2029		650		660
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2
2.835%, VAR ICE LIBOR USD 1 Month+2.650%, 12/25/2029		236		234
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%, 07/25/2036		170		122
FNMA Connecticut Avenue Securities, Ser 2015-C01, Cl 1M2
4.485%, VAR ICE LIBOR USD 1 Month+4.300%, 02/25/2025		386		389
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2
4.185%, VAR ICE LIBOR USD 1 Month+4.000%, 05/25/2025		211		213
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
4.185%, VAR ICE LIBOR USD 1 Month+4.000%, 05/25/2025		502		506
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
5.185%, VAR ICE LIBOR USD 1 Month+5.000%, 07/25/2025		514		524
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
5.185%, VAR ICE LIBOR USD 1 Month+5.000%, 07/25/2025		443		453
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 2M2
5.735%, VAR ICE LIBOR USD 1 Month+5.550%, 04/25/2028		429		455
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
5.885%, VAR ICE LIBOR USD 1 Month+5.700%, 04/25/2028		172		181

14 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
4.635%, VAR ICE LIBOR USD 1 Month+4.450%, 01/25/2029	$	636	$	650
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
4.435%, VAR ICE LIBOR USD 1 Month+4.250%, 04/25/2029		226		236
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2
4.535%, VAR ICE LIBOR USD 1 Month+4.350%, 05/25/2029		190		197
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M2
3.735%, VAR ICE LIBOR USD 1 Month+3.550%, 07/25/2029		608		618
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
3.035%, VAR ICE LIBOR USD 1 Month+2.850%, 11/25/2029		665		653
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.555%, 08/10/2044 (C)(E)		80		59
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.155%, 01/10/2047 (C)(E)		679		545
GS Mortgage Securities Trust, Ser 2014- GC22, Cl A5
3.862%, 06/10/2047		789		853
GS Mortgage Securities Trust, Ser 2018-GS9, Cl A4
3.992%, 03/10/2051 (C)		1,350		1,541
GS Mortgage Securities Trust, Ser 2019- BOCA, Cl A
1.385%, VAR ICE LIBOR USD 1 Month+1.200%, 06/15/2038 (E)		331		316
GS Mortgage Securities Trust, Ser 2019-SMP, Cl A
1.335%, VAR ICE LIBOR USD 1 Month+1.150%, 08/15/2032 (E)		450		428
Home RE, Ser 2018-1, Cl M1
1.785%, VAR ICE LIBOR USD 1 Month+1.600%, 10/25/2028 (E)		129		129
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.435%, VAR ICE LIBOR USD 1 Month+0.250%, 03/25/2035		115		98
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%, 08/15/2047		925		1,003
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.985%, 09/15/2047 (C)		18,013		513

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048	$	540	$	595
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3
3.801%, 08/15/2048		1,092		1,204
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl XA, IO
1.211%, 09/15/2050 (C)		6,678		348
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5
3.805%, 07/15/2047		900		972
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl EFL
2.045%, VAR ICE LIBOR USD 1 Month+1.850%, 01/16/2037 (E)		108		98
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039 (C)		218		126
LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2
2.579%, 03/10/2049 (E)		971		986
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5
3.892%, 06/15/2047		920		991
Morgan Stanley Capital I Trust, Ser 2011-C1, Cl D
5.684%, 09/15/2047 (C)(E)		100		99
Morgan Stanley Capital I Trust, Ser 2015- XLF2, Cl SNMA
2.135%, VAR ICE LIBOR USD 1 Month+1.950%, 11/15/2026 (E)		204		194
Morgan Stanley Capital I Trust, Ser 2016- UB12, Cl A4
3.596%, 12/15/2049		835		919
Mortgage Insurance-Linked Notes, Ser 2019- 1, Cl M1
2.085%, VAR ICE LIBOR USD 1 Month+1.900%, 11/26/2029 (E)		553		539
Natixis Commercial Mortgage Securities Trust, Ser 2018-850T, Cl A
0.968%, VAR ICE LIBOR USD 1 Month+0.784%, 07/15/2033 (E)		910		885
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.685%, VAR ICE LIBOR USD 1 Month+1.500%, 07/15/2036 (E)		313		307
Oaktown Re III, Ser 2019-1A, Cl M1B
2.135%, VAR ICE LIBOR USD 1 Month+1.950%, 07/25/2029 (E)		338		332

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2019-1R, Cl A
2.184%, VAR ICE LIBOR USD 1 Month+2.000%, 03/27/2024 (E)	$	249	$	245
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
2.934%, VAR ICE LIBOR USD 1 Month+2.750%, 05/27/2023 (E)		457		397
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
2.884%, VAR ICE LIBOR USD 1 Month+2.700%, 10/27/2022 (E)		164		155
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
2.534%, VAR ICE LIBOR USD 1 Month+2.350%, 02/27/2023 (E)		548		531
Radnor RE, Ser 2019-1, Cl M1B
2.135%, VAR ICE LIBOR USD 1 Month+1.950%, 02/25/2029 (E)		423		420
Radnor RE, Ser 2019-2, Cl M1B
1.935%, VAR ICE LIBOR USD 1 Month+1.750%, 06/25/2029 (E)		486		479
Radnor RE, Ser 2020-1, Cl M1A
1.135%, VAR ICE LIBOR USD 1 Month+0.950%, 02/25/2030 (E)		289		286
Starwood Retail Property Trust, Ser 2014-STAR, Cl A
1.655%, VAR ICE LIBOR USD 1 Month+1.470%, 11/15/2027 (E)		1,611		1,231
UBS Commercial Mortgage Trust, Ser 2018- C10, Cl A4
4.313%, 05/15/2051		1,155		1,348
UBS Commercial Mortgage Trust, Ser 2018- C8, Cl A4
3.983%, 02/15/2051		900		1,030
UBS Commercial Mortgage Trust, Ser 2018- C9, Cl A4
4.117%, 03/15/2051 (C)		1,410		1,606
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		596		613
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl C
4.613%, 09/15/2048 (C)		794		711
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%, 09/15/2048		485		527
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
2.099%, 07/15/2048 (C)		3,799		324

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.458%, 11/15/2049 (C)	$	925	$	838
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5
4.302%, 01/15/2052		106		125
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.435%, VAR ICE LIBOR USD 1 Month+5.250%, 11/25/2025 (E)		424		335
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.685%, VAR ICE LIBOR USD 1 Month+5.500%, 11/25/2025 (E)		125		100
				59,563
Total Mortgage-Backed Securities (Cost $64,938) ($ Thousands)				65,461
U.S. GOVERNMENT AGENCY OBLIGATIONS — 7.1%
FFCB
2.050%, 11/25/2025		2,800		2,810
1.150%, 04/09/2025		2,000		2,002
1.010%, 04/28/2025		1,300		1,300
1.000%, 06/30/2022		500		501
0.980%, 04/24/2024		1,000		1,000
0.950%, 04/08/2022		4,300		4,308
0.570%, VAR US Treasury 3 Month Bill Money Market Yield+0.420%, 11/07/2022		1,200		1,204
0.460%, VAR United States Secured Overnight Financing Rate+0.380%, 05/08/2023		6,000		5,996
0.420%, VAR US Treasury 3 Month Bill Money Market Yield+0.270%, 05/16/2022		1,500		1,503
0.390%, VAR United States Secured Overnight Financing Rate+0.310%, 11/07/2022		2,500		2,498
FHLB
2.400%, 01/21/2028		1,700		1,701
2.000%, 08/21/2024		1,500		1,503
FHLMC
1.150%, 03/30/2022		1,000		1,000
1.125%, 10/07/2022		700		700
1.050%, 04/13/2022		1,500		1,500
0.375%, 05/05/2023		1,000		1,003

16 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FHLMC MTN
1.800%, 01/13/2023	$	1,000	$	1,000
0.270%, VAR United States Secured Overnight Financing Rate+0.190%, 06/02/2022		1,000		1,000
0.230%, VAR United States Secured Overnight Financing Rate+0.150%, 03/04/2022		2,000		1,999
0.225%, VAR United States Secured Overnight Financing Rate+0.145%, 12/09/2021		1,500		1,500
0.210%, VAR United States Secured Overnight Financing Rate+0.130%, 08/05/2022		2,600		2,595
FNMA
0.625%, 04/22/2025		1,300		1,311
0.500%, 06/17/2025		1,500		1,501
0.470%, VAR United States Secured Overnight Financing Rate+0.390%, 04/15/2022		2,100		2,108
0.440%, VAR United States Secured Overnight Financing Rate+0.360%, 01/20/2022		2,300		2,307
0.430%, VAR United States Secured Overnight Financing Rate+0.350%, 04/07/2022		3,800		3,810
0.400%, VAR United States Secured Overnight Financing Rate+0.320%, 10/22/2021		1,800		1,803
0.380%, VAR United States Secured Overnight Financing Rate+0.300%, 01/27/2022		1,700		1,704
0.250%, 05/22/2023		1,500		1,498
0.190%, VAR United States Secured Overnight Financing Rate+0.110%, 03/04/2022		1,000		999
Total U.S. Government Agency Obligations (Cost $55,589) ($ Thousands)				55,664
ASSET-BACKED SECURITIES — 2.4%
Automotive — 1.1%
Avis Budget Rental Car Funding AESOP, Ser 2016-1A, Cl A
2.990%, 06/20/2022 (E)		646		642
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024 (E)		930		936
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025 (E)		1,080		1,090

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Exeter Automobile Receivables Trust, Ser 2016-1A, Cl D
8.200%, 02/15/2023 (E)	$	365	$	369
Exeter Automobile Receivables Trust, Ser 2019-3A, Cl B
2.580%, 08/15/2023 (E)		920		930
First Investors Auto Owner Trust, Ser 2020- 1A, Cl A
1.490%, 01/15/2025 (E)		558		564
Flagship Credit Auto Trust, Ser 2016-2, Cl D
8.560%, 11/15/2023 (E)		545		568
Flagship Credit Auto Trust, Ser 2016-4, Cl D
3.890%, 11/15/2022 (E)		450		456
Flagship Credit Auto Trust, Ser 2017-4, Cl A
2.070%, 04/15/2022 (E)		2		2
Flagship Credit Auto Trust, Ser 2018-3, Cl B
3.590%, 12/16/2024 (E)		925		947
Hertz Vehicle Financing II, Ser 2017-1A, Cl A
2.960%, 10/25/2021 (E)		935		926
Hertz Vehicle Financing II, Ser 2018-1A, Cl A
3.290%, 02/25/2024 (E)		379		375
Hertz Vehicle Financing II, Ser 2019-1A, Cl A
3.710%, 03/25/2023 (E)		431		427
Hertz Vehicle Financing II, Ser 2019-2A, Cl A
3.420%, 05/25/2025 (E)		725		718
				8,950
Credit Cards — 0.4%
World Financial Network Credit Card Master Trust, Ser 2018-A, Cl A
3.070%, 12/16/2024		1,405		1,424
World Financial Network Credit Card Master Trust, Ser 2018-B, Cl M
3.810%, 07/15/2025		710		718
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M
3.040%, 04/15/2026		770		776
				2,918
Other Asset-Backed Securities — 0.9%
Consumer Loan Underlying Bond Credit Trust, Ser 2018-P1, Cl A
3.390%, 07/15/2025 (E)		20		20
Dryden 77 CLO, Ser 2020-77A, Cl A
2.374%, VAR ICE LIBOR USD 3 Month+2.000%, 05/20/2031 (E)		500		501
Dryden 78 CLO, Ser 2020-78A, Cl C
3.217%, VAR ICE LIBOR USD 3 Month+1.950%, 04/17/2033 (E)		620		584
Dryden 78 CLO, Ser 2020-78A, Cl D
4.267%, VAR ICE LIBOR USD 3 Month+3.000%, 04/17/2033 (E)		320		291

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Elevation CLO, Ser 2020-11A, Cl C
3.523%, VAR ICE LIBOR USD 3 Month+2.200%, 04/15/2033 (E)	$	550	$	517
Goldentree Loan Management US CLO 7, Ser 2020-7A, Cl A
2.308%, VAR ICE LIBOR USD 3 Month+1.900%, 04/20/2031 (E)		755		757
Kayne CLO 7, Ser 2020-7A, Cl C
3.407%, VAR ICE LIBOR USD 3 Month+2.000%, 04/17/2033 (E)		280		269
Magnetite XXVI, Ser 2020-26A, Cl A
1.949%, VAR ICE LIBOR USD 3 Month+1.750%, 07/15/2030 (E)		1,042		1,042
Marlette Funding Trust, Ser 2018-3A, Cl A
3.200%, 09/15/2028 (E)		23		23
Marlette Funding Trust, Ser 2018-4A, Cl A
3.710%, 12/15/2028 (E)		116		117
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (E)		173		173
OCP CLO, Ser 2020-18A, Cl A
2.053%, VAR ICE LIBOR USD 3 Month+1.800%, 04/20/2030 (E)		758		757
Prosper Marketplace Issuance Trust, Ser 2019-3A, Cl A
3.190%, 07/15/2025 (E)		184		185
SoFi Consumer Loan Program, Ser 2016-2, Cl A
3.090%, 10/27/2025 (E)		13		12
SoFi Consumer Loan Program, Ser 2016-3, Cl A
3.050%, 12/26/2025 (E)		12		12
SoFi Consumer Loan Program, Ser 2017-2, Cl A
3.280%, 02/25/2026 (E)		54		54
SoFi Consumer Loan Program, Ser 2017-5, Cl A2
2.780%, 09/25/2026 (E)		364		368
SoFi Consumer Loan Program, Ser 2017-6, Cl A2
2.820%, 11/25/2026 (E)		426		429
SoFi Consumer Loan Program, Ser 2018-3, Cl A2
3.670%, 08/25/2027 (E)		517		523
Voya CLO, Ser 2020-1A, Cl DR
4.069%, VAR ICE LIBOR USD 3 Month+2.850%, 04/15/2031 (E)		250		233
				6,867
Total Asset-Backed Securities (Cost $18,745) ($ Thousands)				18,735

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
SOVEREIGN DEBT — 2.4%
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050 (E)		$            418	$	494
2.500%, 04/16/2025 (E)		477		501
Brazilian Government International Bond
2.875%, 06/06/2025		595		588
Colombia Government International Bond
3.125%, 04/15/2031		425		422
Egypt Government International Bond MTN
6.125%, 01/31/2022 (E)		291		298
Israel Government International Bond
3.875%, 07/03/2050		503		597
Japanese Government CPI Linked Bond
0.100%, 03/10/2027		JPY     479,207		4,419
Malaysia Government International Bond
3.882%, 03/10/2022		MYR         4,695		1,127
Mexico Government International Bond
3.900%, 04/27/2025		$            563		602
Peruvian Government International Bond
2.392%, 01/23/2026		254		264
Qatar Government International Bond
3.400%, 04/16/2025 (E)		570		620
Saudi Government International Bond MTN
2.900%, 10/22/2025 (E)		824		874
South Africa Government International Bond
8.000%, 01/31/2030		ZAR     141,159		7,504
Uruguay Government International Bond
4.375%, 01/23/2031		$            187		218
Total Sovereign Debt (Cost $18,065) ($ Thousands)				18,528
MUNICIPAL BOND — 0.1%
California — 0.1%
California State, GO
5.700%, 11/01/2021		645		689
Total Municipal Bond (Cost $689) ($ Thousands)				689
	Number of Rights
RIGHTS — 0.0%
Celgene Corp ‡‡		8,207		29

18 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Number of Rights			Market Value   ($ Thousands)
RIGHTS (continued)
T-Mobile US Inc, Expires 07/30/2020		4,250		$	1
Total Rights (Cost $17) ($ Thousands)					30
Total Investments in Securities — 130.8% (Cost $977,118) ($ Thousands)				$	1,027,003
	Shares
COMMON STOCK SOLD SHORT— (12.8)%
Communication Services — (0.7)%
Altice USA Inc, Cl A *		(3,100	)		(70	)
Cable One Inc		(100	)		(177	)
Cardlytics Inc *		(600	)		(42	)
Charter Communications Inc, Cl A *		(1,980	)		(1,010	)
Comcast Corp, Cl A		(56,200	)		(2,191	)
Discovery Inc, Cl A *		(2,200	)		(46	)
Discovery Inc, Cl C *		(3,400	)		(66	)
DISH Network Corp, Cl A *		(3,200	)		(110	)
EverQuote Inc, Cl A *		(500	)		(29	)
Fox Corp		(3,667	)		(98	)
Interpublic Group of Cos Inc/The		(5,100	)		(87	)
Liberty Broadband Corp, Cl A *		(700	)		(85	)
Liberty Broadband Corp, Cl C *		(1,400	)		(174	)
Liberty Media Corp-Liberty SiriusXM *		(2,000	)		(69	)
New York Times Co/The, Cl A		(2,100	)		(88	)
News Corp, Cl A		(4,700	)		(56	)
News Corp, Cl B		(4,000	)		(48	)
Nexstar Media Group Inc, Cl A		(700	)		(59	)
Omnicom Group Inc		(2,500	)		(136	)
Sirius XM Holdings Inc		(18,700	)		(110	)
TechTarget Inc *		(2,800	)		(84	)
ViacomCBS Inc, Cl B		(8,300	)		(194	)
					(5,029	)
Consumer Discretionary — (8.3)%
1-800-Flowers.com Inc, Cl A *		(900	)		(18	)
Acushnet Holdings Corp		(600	)		(21	)
Adient PLC *		(5,118	)		(84	)
Adtalem Global Education Inc *		(1,447	)		(45	)
Advance Auto Parts Inc		(429	)		(61	)
Amazon.com Inc, Cl A *		(2,198	)		(6,064	)
American Axle & Manufacturing Holdings Inc *		(12,057	)		(92	)
Aptiv PLC		(17,470	)		(1,361	)
Aramark		(6,048	)		(137	)
AutoZone Inc *		(196	)		(221	)
Best Buy Co Inc		(2,353	)		(205	)
Bloomin’ Brands Inc		(3,700	)		(39	)
Booking Holdings Inc *		(442	)		(704	)
BorgWarner Inc		(15,564	)		(549	)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Boyd Gaming Corp		(2,081	)	$	(44	)
Bright Horizons Family Solutions Inc *		(2,079	)		(244	)
Brunswick Corp/DE		(4,239	)		(271	)
Burlington Stores Inc *		(784	)		(154	)
Caesars Entertainment Corp *		(18,440	)		(224	)
Callaway Golf Co		(4,233	)		(74	)
Capri Holdings Ltd *		(6,708	)		(105	)
CarMax Inc *		(1,766	)		(158	)
Carnival Corp		(12,471	)		(205	)
Carter’s Inc		(2,063	)		(167	)
Carvana Co, Cl A *		(900	)		(108	)
Cavco Industries Inc *		(500	)		(96	)
Century Communities Inc *		(400	)		(12	)
Chegg Inc *		(3,900	)		(262	)
Chipotle Mexican Grill Inc, Cl A *		(748	)		(787	)
Choice Hotels International Inc		(798	)		(63	)
Churchill Downs Inc		(1,000	)		(133	)
Columbia Sportswear Co		(1,252	)		(101	)
Cooper Tire & Rubber Co		(4,908	)		(136	)
Cooper-Standard Holdings Inc *		(4,600	)		(61	)
Cracker Barrel Old Country Store Inc		(306	)		(34	)
Crocs Inc *		(3,800	)		(140	)
Dana Inc		(12,823	)		(156	)
Darden Restaurants Inc		(4,074	)		(309	)
Deckers Outdoor Corp *		(1,402	)		(275	)
Dollar General Corp		(2,534	)		(483	)
Dollar Tree Inc *		(1,764	)		(164	)
Domino’s Pizza Inc		(1,303	)		(481	)
Dorman Products Inc *		(2,952	)		(198	)
DR Horton Inc		(15,904	)		(882	)
Dunkin’ Brands Group Inc		(2,318	)		(151	)
eBay Inc		(8,191	)		(430	)
Eldorado Resorts Inc *		(1,993	)		(80	)
Etsy Inc *		(1,200	)		(127	)
Expedia Group Inc		(1,384	)		(114	)
Five Below Inc *		(600	)		(64	)
Floor & Decor Holdings Inc, Cl A *		(1,000	)		(58	)
Foot Locker Inc, Cl A		(1,280	)		(37	)
Ford Motor Co		(270,971	)		(1,648	)
Fox Factory Holding Corp *		(1,922	)		(159	)
frontdoor Inc *		(2,000	)		(89	)
Garmin Ltd		(7,822	)		(763	)
General Motors Co		(87,708	)		(2,219	)
Gentex Corp		(25,461	)		(656	)
Gentherm Inc *		(3,500	)		(136	)
Genuine Parts Co		(2,135	)		(186	)
Goodyear Tire & Rubber Co/The		(13,471	)		(121	)
GoPro Inc, Cl A *		(8,139	)		(39	)
Graham Holdings Co, Cl B		(88	)		(30	)
Grand Canyon Education Inc *		(1,355	)		(123	)
Grubhub Inc *		(1,032	)		(73	)
H&R Block Inc		(3,000	)		(43	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Hanesbrands Inc		(16,134	)	$	(182	)
Harley-Davidson Inc, Cl A		(10,118	)		(241	)
Hasbro Inc		(5,396	)		(404	)
Helen of Troy Ltd *		(1,100	)		(207	)
Hilton Grand Vacations Inc *		(1,700	)		(33	)
Hilton Worldwide Holdings Inc		(8,665	)		(636	)
Home Depot Inc/The		(9,659	)		(2,420	)
Hyatt Hotels Corp, Cl A		(1,394	)		(70	)
Installed Building Products Inc *		(578	)		(40	)
iRobot *		(1,047	)		(88	)
Jack in the Box Inc		(613	)		(45	)
Johnson Outdoors Inc, Cl A		(700	)		(64	)
K12 Inc *		(1,600	)		(44	)
KB Home		(4,977	)		(153	)
Kontoor Brands Inc		(2,196	)		(39	)
L Brands Inc		(2,881	)		(43	)
Las Vegas Sands Corp		(10,282	)		(468	)
Laureate Education Inc, Cl A *		(3,900	)		(39	)
La-Z-Boy Inc, Cl Z		(1,827	)		(49	)
LCI Industries		(2,312	)		(266	)
Lear Corp		(4,858	)		(530	)
Leggett & Platt Inc		(6,108	)		(215	)
Lennar Corp, Cl A		(12,420	)		(765	)
Lennar Corp, Cl B		(600	)		(28	)
LGI Homes Inc *		(772	)		(68	)
Lifetime Brands		(6,088	)		(41	)
LKQ Corp *		(5,105	)		(134	)
Lowe’s Cos Inc		(6,935	)		(937	)
Lululemon Athletica Inc *		(5,155	)		(1,608	)
M/I Homes Inc *		(500	)		(17	)
Malibu Boats Inc, Cl A *		(1,000	)		(52	)
Marriott International Inc/MD, Cl A		(7,741	)		(664	)
Marriott Vacations Worldwide		(1,270	)		(104	)
Mattel Inc *		(12,469	)		(121	)
McDonald’s Corp		(22,465	)		(4,144	)
MDC Holdings Inc		(1,994	)		(71	)
Meritage Homes Corp *		(1,503	)		(114	)
MGM Resorts International		(15,128	)		(254	)
Modine Manufacturing Co *		(6,100	)		(34	)
Mohawk Industries Inc *		(2,166	)		(220	)
Motorcar Parts of America Inc *		(3,200	)		(57	)
Murphy USA Inc *		(100	)		(11	)
Newell Brands Inc, Cl B		(18,008	)		(286	)
NIKE Inc, Cl B		(52,726	)		(5,170	)
Norwegian Cruise Line Holdings Ltd *		(6,338	)		(104	)
NVR Inc *		(168	)		(547	)
Ollie’s Bargain Outlet Holdings Inc *		(100	)		(10	)
O’Reilly Automotive Inc *		(659	)		(278	)
Papa John’s International Inc, Cl A		(400	)		(32	)
Penn National Gaming Inc *		(2,994	)		(91	)
Perdoceo Education Corp *		(3,300	)		(53	)
Planet Fitness Inc, Cl A *		(2,737	)		(166	)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Polaris Inc		(2,313	)	$	(214	)
Pool Corp		(350	)		(95	)
PulteGroup Inc		(11,730	)		(399	)
PVH Corp		(3,401	)		(163	)
Quotient Technology *		(400	)		(3	)
Qurate Retail Inc *		(1,700	)		(16	)
Ralph Lauren Corp, Cl A		(2,263	)		(164	)
RealReal *		(2,300	)		(29	)
RH *		(300	)		(75	)
Ross Stores Inc		(3,397	)		(290	)
Royal Caribbean Cruises Ltd		(3,972	)		(200	)
Rubicon Project Inc/The *		(4,000	)		(27	)
Service Corp International/US		(5,317	)		(207	)
ServiceMaster Global Holdings Inc *		(4,255	)		(152	)
Shake Shack Inc, Cl A *		(900	)		(48	)
Shutterstock Inc		(1,300	)		(45	)
Six Flags Entertainment Corp		(2,252	)		(43	)
Skechers USA Inc, Cl A *		(5,108	)		(160	)
Skyline Champion Corp *		(2,000	)		(49	)
Smith & Wesson Brands Inc *		(4,000	)		(86	)
Stamps.com Inc *		(400	)		(73	)
Standard Motor Products Inc		(4,095	)		(169	)
Starbucks Corp		(34,088	)		(2,509	)
Steven Madden Ltd		(1,865	)		(46	)
Stitch Fix Inc, Cl A *		(1,900	)		(47	)
Stoneridge Inc *		(1,378	)		(28	)
Strategic Education Inc		(660	)		(101	)
Tapestry Inc		(8,394	)		(111	)
Target Corp, Cl A		(4,373	)		(524	)
Taylor Morrison Home Corp, Cl A *		(3,933	)		(76	)
Tempur Sealy International Inc *		(1,711	)		(123	)
Tenneco Inc, Cl A *		(655	)		(5	)
Tesla Inc *		(6,416	)		(6,928	)
Texas Roadhouse Inc, Cl A		(1,828	)		(96	)
Thor Industries Inc		(3,825	)		(407	)
Tiffany & Co		(1,191	)		(145	)
TJX Cos Inc/The		(10,642	)		(538	)
Toll Brothers Inc		(4,649	)		(152	)
TopBuild Corp *		(1,770	)		(201	)
Tractor Supply Co		(1,029	)		(136	)
TRI Pointe Group Inc *		(7,859	)		(115	)
Ulta Beauty Inc *		(529	)		(108	)
Under Armour Inc, Cl A *		(9,446	)		(92	)
Under Armour Inc, Cl C *		(9,606	)		(85	)
Vail Resorts Inc		(1,147	)		(209	)
VF Corp		(13,874	)		(846	)
Vista Outdoor Inc *		(3,600	)		(52	)
Visteon Corp *		(2,722	)		(186	)
Wayfair Inc, Cl A *		(676	)		(134	)
Wendy’s Co/The		(5,228	)		(114	)
Whirlpool Corp		(2,902	)		(376	)
Williams-Sonoma Inc		(1,029	)		(84	)

20 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Wingstop Inc, Cl A		(800	)	$	(111	)
Winnebago Industries		(2,603	)		(173	)
Wolverine World Wide Inc		(3,674	)		(87	)
WW International Inc *		(1,400	)		(36	)
Wyndham Destinations Inc		(3,376	)		(95	)
Wyndham Hotels & Resorts Inc		(2,396	)		(102	)
Wynn Resorts Ltd		(3,087	)		(230	)
YETI Holdings Inc *		(2,900	)		(124	)
Yum China Holdings Inc		(10,282	)		(494	)
Yum! Brands Inc		(9,087	)		(790	)
					(65,454	)
Industrials — 0.0%
WESCO International Inc *		(48	)		(2	)
Information Technology — (2.3)%
Advanced Micro Devices Inc *		(6,022	)		(317	)
Amphenol Corp, Cl A		(2,395	)		(230	)
Analog Devices Inc		(2,010	)		(247	)
Apple Inc		(16,797	)		(6,128	)
Applied Materials Inc		(5,464	)		(330	)
Arista Networks Inc *		(644	)		(135	)
Arrow Electronics Inc, Cl A *		(802	)		(55	)
Avid Technology Inc *		(6,600	)		(48	)
Broadcom Inc		(2,435	)		(769	)
Cabot Microelectronics Corp		(400	)		(56	)
CDW Corp/DE		(1,705	)		(198	)
Ciena Corp *		(1,000	)		(54	)
Cirrus Logic Inc *		(200	)		(12	)
Cisco Systems Inc		(27,148	)		(1,266	)
Cognex Corp		(968	)		(58	)
CommScope Holding Co Inc *		(2,081	)		(17	)
Corning Inc, Cl B		(4,402	)		(114	)
Dell Technologies Inc, Cl C *		(1,946	)		(107	)
Enphase Energy Inc *		(400	)		(19	)
Entegris Inc		(600	)		(35	)
ePlus Inc *		(700	)		(50	)
F5 Networks Inc, Cl A *		(297	)		(41	)
Hewlett Packard Enterprise Co		(12,835	)		(125	)
HP Inc		(13,187	)		(230	)
II-VI Inc *		(200	)		(9	)
Infinera Corp *		(7,200	)		(43	)
Inphi Corp *		(300	)		(35	)
Intel Corp		(25,658	)		(1,535	)
Jabil Inc		(1,522	)		(49	)
Juniper Networks Inc		(2,291	)		(52	)
Keysight Technologies Inc *		(1,253	)		(126	)
KLA Corp		(1,102	)		(214	)
Lam Research Corp		(966	)		(313	)
Lumentum Holdings Inc *		(700	)		(57	)
Marvell Technology Group Ltd		(3,999	)		(140	)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Maxim Integrated Products Inc		(1,556	)	$	(94	)
Microchip Technology Inc		(1,443	)		(152	)
Micron Technology Inc *		(6,263	)		(323	)
MKS Instruments Inc		(476	)		(54	)
Monolithic Power Systems Inc		(222	)		(53	)
Motorola Solutions Inc		(1,431	)		(201	)
NCR Corp *		(600	)		(10	)
NetApp Inc		(2,761	)		(123	)
Novanta Inc *		(200	)		(21	)
NVIDIA Corp		(3,385	)		(1,286	)
ON Semiconductor Corp *		(2,423	)		(48	)
PC Connection Inc		(1,000	)		(46	)
Pure Storage Inc, Cl A *		(2,300	)		(40	)
Qorvo Inc *		(806	)		(89	)
QUALCOMM Inc		(7,150	)		(652	)
Skyworks Solutions Inc		(1,252	)		(160	)
Stratasys *		(2,900	)		(46	)
SYNNEX Corp		(500	)		(60	)
Tech Data Corp *		(589	)		(85	)
Teradyne Inc		(1,734	)		(147	)
Texas Instruments Inc		(5,970	)		(758	)
Trimble Inc *		(1,974	)		(85	)
Universal Display Corp		(422	)		(63	)
Western Digital Corp		(2,086	)		(92	)
Xerox Holdings Corp		(3,049	)		(47	)
Xilinx Inc		(1,096	)		(108	)
Zebra Technologies Corp, Cl A *		(650	)		(166	)
					(18,223	)
Materials — (1.5)%
Air Products and Chemicals Inc		(3,819	)		(922	)
Albemarle Corp		(1,662	)		(128	)
Alcoa Corp *		(3,300	)		(37	)
AptarGroup Inc		(690	)		(77	)
Ashland Global Holdings Inc		(351	)		(24	)
Avery Dennison Corp		(1,128	)		(129	)
Axalta Coating Systems Ltd *		(2,527	)		(57	)
Ball Corp		(5,506	)		(383	)
Berry Global Group Inc *		(1,802	)		(80	)
Celanese Corp, Cl A		(1,572	)		(136	)
CF Industries Holdings Inc		(3,203	)		(90	)
Chemours Co/The		(3,300	)		(51	)
Cleveland-Cliffs Inc		(8,400	)		(46	)
Commercial Metals Co, Cl A		(3,300	)		(67	)
Corteva Inc		(11,550	)		(309	)
Crown Holdings Inc *		(2,163	)		(141	)
Dow Inc		(10,750	)		(438	)
DuPont de Nemours Inc		(10,350	)		(550	)
Eagle Materials Inc		(142	)		(10	)
Eastman Chemical Co		(1,891	)		(132	)
Ecolab Inc		(4,751	)		(945	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Element Solutions Inc *		(4,300	)	$	(47	)
FMC Corp		(2,033	)		(203	)
Freeport-McMoRan Inc, Cl B		(22,049	)		(255	)
Graphic Packaging Holding Co		(5,452	)		(76	)
Huntsman Corp		(3,519	)		(63	)
International Flavors & Fragrances Inc		(1,751	)		(215	)
International Paper Co		(5,976	)		(210	)
Linde PLC		(8,817	)		(1,870	)
Louisiana-Pacific Corp		(1,126	)		(29	)
LyondellBasell Industries NV, Cl A		(4,375	)		(288	)
Martin Marietta Materials Inc, Cl A		(954	)		(197	)
Mosaic Co/The		(4,639	)		(58	)
Newmont Corp		(13,120	)		(810	)
Novagold Resources Inc *		(1,600	)		(15	)
Nucor Corp		(3,965	)		(164	)
Olin Corp		(2,032	)		(23	)
Packaging Corp of America		(1,402	)		(140	)
PolyOne Corp		(1,400	)		(37	)
PPG Industries Inc		(3,684	)		(391	)
Reliance Steel & Aluminum Co		(1,198	)		(114	)
Royal Gold Inc, Cl A		(760	)		(95	)
RPM International Inc		(1,828	)		(137	)
Scotts Miracle-Gro Co/The, Cl A		(700	)		(94	)
Sealed Air Corp		(2,152	)		(71	)
Sherwin-Williams Co/The, Cl A		(1,356	)		(784	)
Sonoco Products Co		(1,300	)		(68	)
Southern Copper Corp		(2,121	)		(84	)
Steel Dynamics Inc		(2,254	)		(59	)
Summit Materials Inc, Cl A *		(2,500	)		(40	)
United States Steel Corp		(1,000	)		(7	)
Valvoline Inc		(2,194	)		(42	)
Vulcan Materials Co		(2,228	)		(258	)
W R Grace & Co		(579	)		(29	)
Westrock Co		(3,654	)		(103	)
					(11,828	)
Total Common Stock Sold Short (Proceeds $87,149) ($ Thousands)					(100,536	)
PREFERRED STOCK SOLD SHORT — 0.0%
Industrials — 0.0%
WESCO International		(127	)		(3	)
Total Preferred Stock Sold Short (Proceeds $3) ($ Thousands)					(3	)
Total Investments Sold Short — (12.8)% (Proceeds $87,152) ($ Thousands)				$	(100,539	)

Description	Contracts			Market Value   ($ Thousands)
PURCHASED OPTIONS* — 0.1%
Total Purchased Options(H) (Cost $654) ($ Thousands)		694		$	534
PURCHASED SWAPTIONS* — 0.1%
Total Purchased Swaptions(I) (Cost $637) ($ Thousands)		15,990,000		$	438
WRITTEN OPTIONS* — 0.0%
Total Written Options(H) (Premiums Received $308) ($ Thousands)		(866	)	$	(189	)
WRITTEN SWAPTIONS* — 0.0%
Total Written Swaptions(I) (Premiums Received $596) ($ Thousands)		(15,990,000	)	$	(161	)

22 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

A list of the open exchange traded options contracts held by the Fund at June 30, 2020, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED OPTIONS — 0.1%
Put Options
December 2020, Brent Crude Oil Future*(A)		27		$	675			$25.00		10/17/2020	$	20
December 2020, Corn Future*(A)		250			3,750			300.00		11/21/2020		44
September 2020, Crude Oil IPE Future*(A)		110			3,300			30.00		7/18/2020		40
September 2020, Copper*(A)		77			4,235			220.00		8/22/2020		8
August 2020, WTI Crude Oil ICE Future*(A)		110			3,300			30.00		7/18/2020		27
					15,260							139
Call Options
August 2020, Gold Futures*(A)		10			1,475			1,475.00		7/18/2020		326
October 2020, Sugar No.11 Future*(A)		110			1,478			12.00		9/19/2020		69
					2,953							395
Total Purchased Options				$	18,213						$	534
WRITTEN OPTIONS — 0.0%
Put Options
December 2020, Corn Future*(A)		(250	)	$	(3,375	)		270.00		11/21/20	$	(12	)
September 2020, Crude Oil IPE Future*(A)		(110	)		(2,750	)		25.00		07/18/20		(19	)
September 2020, Copper*(A)		(94	)		(4,700	)		200.00		08/22/20		(3	)
July 2020, Lean Hog Futures*(A)		(33	)		(660	)		50.00		07/18/20		(65	)
August 2020, WTI Crude Oil ICE Future*(A)		(110	)		(2,530	)		23.00		07/18/20		(11	)
August 2020, WTI Crude Oil ICE Future*(A)		(110	)		(2,750	)		25.00		07/18/20		(14	)
September 2020, WTI Crude Oil ICE Future*(A)		(22	)		(660	)		30.00		08/22/20		(17	)
					(17,425	)						(141	)
Call Options
December 2020, Brent Crude Oil Future*(A)		(27	)		(1,350	)		50.00		10/17/20		(37	)
August 2020, Sugar Option Future*(A)		(110	)		(1,540	)		12.50		07/18/20		(11	)
					(2,890	)						(48	)
Total Written Options				$	(20,315	)					$	(189	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 23

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

A list of the open exchange traded swaption contracts held by the Fund at June 30, 2020, is as follows:

Description	Counterparty		Number of Contracts/      Notional Amount			Exercise Price		Expiration Date		Value         (Thousands)
PURCHASED SWAPTIONS — 0.0%
Put Swaptions
Swaption 1 Year*		JPMorgan Chase		8,590,000			$1.02		10/17/2020		330
Swaption 1 Year*		JPMorgan Chase		7,400,000			$0.01		09/19/2020		108
Total Purchased Swaptions										$	438
			Number of Contracts/      Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN SWAPTIONS — 0.0%
Call Swaptions
Swaption 1 Year*		JPMorgan Chase		(8,590,000	)		$0.52		10/17/2020		(133	)
Swaption 1 Year*		JPMorgan Chase		(7,400,000	)		$0.00		09/19/2020		(28	)
Total Written Swaptions										$	(161	)
† Represents cost.

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brent Crude(A)		230		Aug-2020	$	7,923		$	9,492		$	1,569
Brent Crude(A)		(100)		Dec-2020		(3,728	)		(4,195	)		(467	)
Coffee C(A)		70		Sep-2020		2,585			2,651			67
Copper(A)		170		Oct-2020		11,097			11,596			499
Corn(A)		5		Sep-2020		83			85			2
Corn(A)		111		Dec-2020		1,906			1,945			40
Cotton No. 2(A)		(35)		Dec-2020		(1,048	)		(1,065	)		(18	)
Feeder Cattle(A)		(5)		Aug-2020		(337	)		(332	)		5
Gasoline(A)		19		Sep-2020		974			948			(27	)
Gold(A)		8		Jan-2021		1,314			1,456			142
Gold(A)		99		Aug-2020		16,995			17,825			830
Heating Oil(A)		19		Aug-2020		945			961			15
Japanese 10-Year Government Bond E-MINI		(29)		Sep-2020		(4,112	)		(4,083	)		5
KC HRW Wheat(A)		(79)		Sep-2020		(1,731	)		(1,737	)		(6	)
KC HRW Wheat(A)		53		Sep-2020		1,232			1,165			(67	)
Lean Hogs(A)		115		Aug-2020		2,418			2,255			(162	)
Live Cattle(A)		63		Sep-2020		2,522			2,426			(96	)
Live Cattle(A)		(18)		Sep-2020		(691	)		(693	)		(3	)
LME Lead(A)		75		Sep-2020		3,204			3,325			121
LME Nickel(A)		27		Sep-2020		2,094			2,074			(20	)
LME Nickel(A)		4		Sep-2020		297			307			10
LME Primary Aluminum(A)		49		Sep-2020		1,967			1,980			13
LME Zinc(A)		108		Sep-2020		5,331			5,524			193
Low Sulphur Gasoil(A)		65		Sep-2020		2,294			2,334			40
MSCI EAFE Index		(128)		Sep-2020		(11,476	)		(11,382	)		94
Natural Gas(A)		433		Aug-2020		8,179			7,746			(433	)
NY Harbor ULSD(A)		(13)		Sep-2020		(636	)		(657	)		(21	)
NYMEX Cocoa(A)		90		Sep-2020		2,040			1,967			(72	)
Palladium(A)		(3)		Oct-2020		(628	)		(590	)		38
Platinum(A)		(41)		Oct-2020		(1,705	)		(1,745	)		(40	)
Platinum(A)		51		Aug-2020		2,055			2,144			89
Red Wheat(A)		15		Sep-2020		398			390			(8	)
S&P 500 Index E-MINI(A)		(145)		Sep-2020		(22,200	)		(22,404	)		(204	)
September 2020, RBOB Gasoline Future(A)		25		Aug-2020		1,261			1,247			(14	)
Silver(A)		14		Jan-2021		1,184			1,316			132
Silver(A)		50		Oct-2020		4,508			4,659			151

24 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Notional Amount (Thousands)			Value     (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Soybean(A)		166		Nov-2020	$	7,259		$	7,323		$	64
Soybean(A)		38		Aug-2020		1,637			1,670			33
Soybean Meal(A)		101		Dec-2020		3,013			2,989			(25	)
Soybean Meal(A)		117		Dec-2020		3,433			3,462			30
Soybean Oil(A)		130		Dec-2020		2,256			2,247			(9	)
Soybean Oil(A)		(77)		Dec-2020		(1,310	)		(1,331	)		(21	)
Sugar No. 11(A)		(137)		Oct-2020		(1,817	)		(1,835	)		(18	)
Sugar No. 11(A)		158		Oct-2020		2,151			2,117			(35	)
U.S. 2-Year Treasury Note		46		Oct-2020		10,157			10,158			1
U.S. 5-Year Treasury Note		(93)		Oct-2020		(11,668	)		(11,694	)		(26	)
U.S. 10-Year Treasury Note		(446)		Sep-2020		(61,808	)		(62,071	)		(262	)
U.S. Ultra Long Treasury Bond		(32)		Sep-2020		(7,009	)		(6,981	)		28
Ultra 10-Year U.S. Treasury Note		27		Sep-2020		4,262			4,252			(10	)
Wheat(A)		(66)		Sep-2020		(1,674	)		(1,623	)		52
Wheat(A)		40		Mar-2021		1,048			1,014			(35	)
Wheat(A)		36		Sep-2020		916			885			(30	)
WTI Crude Oil(A)		98		Dec-2020		3,312			3,899			586
WTI Crude Oil(A)		77		Nov-2020		2,695			3,055			360
WTI Crude Oil(A)		(26)		Aug-2020		(1,043	)		(1,023	)		20
					$	(7,676	)	$	(4,552	)	$	3,100

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver       (Thousands)			Currency to Receive    (Thousands)		Unrealized Appreciation (Depreciation)             (Thousands)
Brown Brothers Harriman		07/15/20	USD		6	SEK		53	$	–
Brown Brothers Harriman		07/17/20	ZAR		32,456	USD		1,911		47
Brown Brothers Harriman		07/17/20	ZAR		19,019	USD		1,063		(30	)
Brown Brothers Harriman		08/06/20	EUR		795	USD		901		7
Brown Brothers Harriman		04/17/21	USD		–	ZAR		–		–
Goldman Sachs		07/17/20	ZAR		32,417	USD		1,861		(1	)
Goldman Sachs		08/06/20	CAD		3,557	USD		2,565		(47	)
Goldman Sachs		08/13/20	MYR		4,867	USD		1,185		49
HSBC		07/17/20	ZAR		18,852	USD		1,009		(74	)
JPMorgan Chase Bank		07/17/20	ZAR		29,214	USD		1,579		(100	)
Morgan Stanley		08/07/20	JPY		485,859	USD		4,467		(40	)
UBS		04/12/21	USD		–	HKD		–		–
UBS		05/03/21	BRL		–	USD		–		–
									$	(189	)

A list of open OTC swap agreements held by the Fund at June 30, 2020, are as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2049	$(634)		$        (198	)		$        (49	)		$        (149	)
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	245		48			17			31
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	257		50			17			33
Citibank	CMBX.BBB.6	Buy	3.00%	Monthly	09/17/2058	258		50			17			33
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(62	)		(25	)		(37	)
Deutsche Bank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(33)		(10	)		(4	)		(6	)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(3)		(1	)		—			(1	)
Credit Suisse	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(106)		(33	)		(13	)		(20	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 25

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	$(52)		$            (16	)		$              (7	)		$              (10	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(250)		(78	)		(32	)		(46	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(89)		(28	)		(11	)		(17	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(356)		(111	)		(45	)		(67	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(220)		(69	)		(28	)		(41	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(254)		(79	)		(32	)		(48	)
Citibank	CMBX.BBB.6	Sell	3.00%	Monthly	05/11/2063	(20)		(6	)		(3	)		(4	)
Goldman Sachs	CMBX.BBB.9	Buy	3.00%	Monthly	09/17/2058	518		100			92			9
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(15)		(8	)		(2	)		(5	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(132)		(66	)		(21	)		(45	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(1,170)		(589	)		(186	)		(403	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(126)		(63	)		(19	)		(44	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(825)		(416	)		(117	)		(299	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(23)		(12	)		(4	)		(8	)
Citibank	CMBX.NA.BB.6	Sell	5.00%	Monthly	05/11/2063	(254)		(128	)		(39	)		(89	)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(812)		(254	)		(50	)		(204	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(261)		(82	)		(17	)		(65	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(1,324)		(414	)		2			(415	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(835)		(261	)		(61	)		(200	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(42)		(13	)		(2	)		(11	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(1,093)		(342	)		(73	)		(269	)
Credit Suisse	CMBX.NA.BBB.6	Sell	3.00%	Monthly	12/31/2049	(227)		(71	)		(15	)		(56	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(240)		(75	)		(32	)		(43	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(36)		(11	)		(6	)		(6	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(365)		(114	)		(41	)		(73	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(523)		(163	)		(59	)		(104	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(731)		(228	)		(81	)		(148	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(1,045)		(326	)		(116	)		(211	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(194)		(61	)		(17	)		(44	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(1,106)		(346	)		(117	)		(228	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(164)		(51	)		(16	)		(35	)
CGG	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(254)		(79	)		(33	)		(46	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(783)		(245	)		(83	)		(161	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(46)		(14	)		(4	)		(10	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(172)		(54	)		(26	)		(28	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(731)		(228	)		(79	)		(149	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(141)		(44	)		(17	)		(27	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(329)		(103	)		(44	)		(59	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(471)		(147	)		(56	)		(91	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(201)		(63	)		(19	)		(43	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(175)		(55	)		(21	)		(33	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(503)		(157	)		(61	)		(96	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(65)		(20	)		(7	)		(13	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(10	)		(3	)		(7	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(16)		(5	)		(1	)		(4	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(112)		(35	)		(13	)		(22	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(330)		(103	)		(35	)		(68	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(222)		(69	)		(23	)		(46	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(32)		(10	)		(3	)		(7	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(727)		(227	)		(83	)		(144	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(198)		(62	)		(32	)		(30	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(276)		(86	)		(45	)		(41	)
Goldman Sachs	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(188)		(59	)		(29	)		(30	)
Deutsche Bank	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(113)		(35	)		(13	)		(23	)
JPMorgan Chase	CMBX.NA.BBB.6	Sell	3.00%	Monthly	05/11/2063	(49)		(15	)		(5	)		(11	)
Citibank	CMBX.NA.BBB.6	Sell	3.00%	Quarterly	05/11/2063	(290)		(91	)		(31	)		(60	)

26 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection		(Pays)/Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Citibank	CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		$1,045		$          203			$            75			$          128
Citibank	CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		1,045		203			78			125
Citibank	CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		523		101			41			60
Morgan Stanley	CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		553		115			115			—
Citibank	CMBX.NA.BBB-.9		Buy		3.00%		Monthly		09/17/2058		1,287		250			89			160
Credit Suisse	CMBX-A-.6		Sell		2.00%		Monthly		05/11/2063		(1,305)		(167	)		(29	)		(138	)
													$      (5,851	)		$      (1,592	)		$      (4,259	)

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)

Macquarie Bank

Bloomberg Commodity

BLOOMBERG

Limited(A)

Index Total Return

COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 9 BPS

Monthly

07/24/2020

USD

(10,303)

$

207

$

–

$

207

Macquarie Bank

Bloomberg Commodity

BLOOMBERG

US T-BILL HIGH

Limited(A)

Index Total Return

COMMODITY INDEX 2 MONTH FORWARD TR

DISCOUNT RATE + 16.5 BPS

Monthly

07/24/2020

USD

(843)

16

–

16

Macquarie Bank Limited(A)

Macquarie Commodity Product 251E

MACQUARIE COMMODITY

PRODUCT 251E

0.33%

Monthly

07/04/2020

USD

(2,868)

8

–

8

Merrill Lynch(A)

Bloomberg Commodity Index Total Return

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 11 BPS

Monthly

07/24/2020

USD

(9,812)

196

–

196

Merrill Lynch(A)

Bloomberg Commodity Index Total Return

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 12 BPS

Monthly

07/24/2020

USD

(1,376)

27

–

27

Merrill Lynch(A)

BOFA Merrill Lynch Commodity MLBXCS3E

BOFA MERRILL LYNCH COMMODITY MLBXCS3E EXCESS

3-Month U.S. Treasury rate plus 41 BPS

Monthly

07/04/2020

USD

(2,358)

32

–

32

Societe Generale(A)

Bloomberg Commodity Index Total Return

BLOOMBERG COMMODITY INDEX TOTAL RETURN

US T-BILL HIGH DISCOUNT RATE + 11 BPS

Monthly

07/24/2020

USD

(6,007)

121

–

121

Societe Generale(A)

Bloomberg Commodity Index Total Return

BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR

US T-BILL HIGH DISCOUNT RATE + 14 BPS

Monthly

07/24/2020

USD

(1,499)

30

–

30

Societe Generale(A)

Societe Generale Commodities Custom Alpha 061

SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061

0.35%

Monthly

07/04/2020

USD

(2,203)

53

–

53

$

690

$

–

$

690

A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, are as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized     Appreciation     (Depreciation)     (Thousands)
CDX.NA.HYS.34.V5	Buy		5.00%		Quarterly		06/20/2025		27,227	$	190		$	(118	)	$	308
CDX.NA.HYS.34.V5	Sell		5.00%		Quarterly		06/20/2025		(330)		(2	)		1			(3	)
CDX.NA.HYS.34.V6	Sell		5.00%		Quarterly		06/20/2025		(347)		(2	)		(2	)		–
CDX.NA.IG.34.V1	Buy		1.00%		Quarterly		06/20/2025		84,000		(961	)		578			(1,539	)
People’s Republic of China	Buy		1.00%		Quarterly		06/20/2025		21,400	$	(530	)	$	(504	)	$	(26	)
										$	(1,305	)	$	(45	)	$	(1,260	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 27

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment     Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized     Appreciation     (Depreciation)     (Thousands)
3-MONTH SEK - STIBOR		-0.0165%		Annually		08/30/2024		SEK		153,850	$	(144	)	$	–	$	(144	)
2.631%		3-MONTH USD - LIBOR		Quarterly		11/10/2035		USD		1,190		(326	)		–		(326	)
6 M JPY - LIBOR		.08%		Semi-Annually		12/13/2029		JPY		1,460,320		64			–		64
1.7635%		3M USD-LIBOR		Quarterly		12/13/2029		USD		2,530		(274	)		–		(274	)
1.593%		3-MONTH USD - LIBOR		Quarterly		09/27/2029		USD		2,230		(212	)		–		(212	)
2.1495%		3-MONTH USD - LIBOR		Quarterly		06/04/2029		USD		4,220		(591	)		–		(591	)
2.3545		3-MONTH USD - LIBOR		Quarterly		07/12/2027		USD		1,075		(151	)		–		(151	)
0.5575%		3-MONTH USD - LIBOR		Quarterly		06/05/2027		USD		15,800		(109	)		–		(109	)
2.44		3-MONTH USD - LIBOR		Quarterly		04/04/2027		USD		10,400		(1,418	)		–		(1,418	)
2.21		3-MONTH CAD - LIBOR		Semi-Annually		01/14/2050		CAD		7,108		(1,134	)		–		(1,134	)
1.67		3-MONTH USD - LIBOR		Quarterly		11/09/2026		USD		1,490		(118	)		–		(118	)
1.60%		3-MONTH USD - LIBOR		Quarterly		10/25/2026		USD		6,110		(460	)		–		(460	)
2.293%		3-MONTH USD - LIBOR		Quarterly		08/04/2025		USD		2,717		(293	)		–		(293	)
USD 3M LIBOR		0.512%		Quarterly		06/09/2025		USD		89,410		(856	)		–		(856	)
2.49		3-MONTH USD - LIBOR		Quarterly		06/09/2025		USD		1,710		(185	)		–		(185	)
3 MONTH USD - LIBOR		2.31%		Quarterly		05/18/2025		USD		2,820		(281	)		–		(281	)
1.99%		3-MONTH USD - LIBOR		Quarterly		04/21/2025		USD		2,760		(226	)		–		(226	)
CAD 3M CDOR		0.9575%		Semi-Annually		03/25/2025		CAD		25,112		193			–		193
3M CAD LIBOR BA		1.95%		Semi-Annually		01/14/2025		CAD		33,560		1,356			–		1,356
1.66		3-MONTH USD - LIBOR		Quarterly		11/08/2026		USD		1,490		(116	)		–		(116	)
1.093%		3-MONTH USD - LIBOR		Quarterly		03/20/2050		USD		5,760		(289	)		–		(289	)
											$	(5,570	)	$	–	$	(5,570	)

A list of the reverse repurchase agreements outstanding as of June 30, 2020 was as follows:

	Multi-Asset Real Return Fund
Principal Amount ($ Thousands)		Counterparty		Value ($ Thousands)
$	11,846	Chase Securities	0.11%	$	11,846
	30,544	Chase Securities	0.11%		30,544
	38,930	Chase Securities	0.12%		38,930
	26,019	Chase Securities	0.14%		26,019
	100,050	Chase Securities	0.18%		100,050
	7,556	Chase Securities	0.19%		7,556
	40,263	Chase Securities	1.62%		40,263
				$	255,208

Percentages are based on Net Assets of $785,393 ($ Thousands).

^* Non-income producing security.

^‡  Real Estate Investment Trust.

^‡‡ Expiration date not available.

(A) Security, or a portion thereof, is held by the Inflation Commodity Strategy Subsidiary, Ltd. as of June 30, 2020.

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

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

(D) Securities considered restricted. The total market value of such securities as of June 30, 2020 was $48 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(E) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $75,788 ($ Thousands), representing 9.6% of the Net Assets of the Fund.

(F) Security is in default on interest payment.

(G) Perpetual security.

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

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

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

CVR — Contingent Value Rights

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

HKD — Hong Kong Dollar

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

LIBOR— London Interbank Offered Rate

28 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Continued)

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MYR — Malaysian Ringgit

PLC — Public Limited Company

REIT — Real Estate investment Trust

REMIC — Real Estate Mortgage Investment Conduit

S&P— Standard & Poor’s

SEK — Swedish Krona

Ser — Series

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of June 30, 2020, 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		–			549,769			–		549,769
Common Stock		212,758			–			–		212,758
Corporate Obligations		–			105,369			–		105,369
Mortgage-Backed Securities		–			65,461			–		65,461
U.S. Government Agency Obligations		–			55,664			–		55,664
Asset-Backed Securities		–			18,735			–		18,735
Sovereign Debt		–			18,528			–		18,528
Municipal Bond		–			689			–		689
Rights		30			–			–		30
Total Investments in Securities		212,788			814,215			–		1,027,003
Securities Sold Short
Common Stock		(100,536	)		–			–		(100,536	)
Preferred Stock		–			(3	)		–		(3	)
Total Securities Sold Short		(100,536	)		(3	)		–		(100,539	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		534			–			–		534
Written Options		(189	)		–			–		(189	)
Written Swaptions		–			(161	)		–		(161	)
Purchased Swaptions		–			438			–		438
Futures Contracts*
Unrealized Appreciation		5,229			–			–		5,229
Unrealized Depreciation		(2,129	)		–			–		(2,129	)
Forwards Contracts*
Unrealized Appreciation		–			103			–		103
Unrealized Depreciation		–			(292	)		–		(292	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			308			–		308
Unrealized Depreciation		–			(1,568	)		–		(1,568	)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–			579			–		579
Unrealized Depreciation		–			(4,838	)		–		(4,838	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			1,613			–		1,613
Unrealized Depreciation		–			(7,183	)		–		(7,183	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			690			–		690
Reverse Repurchase Agreements		–			255,208			–		255,208
Total Other Financial Instruments		3,445			244,897			–		248,342

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

For the period ended June 30, 2020 there were no transfers in or out of Level 3.

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 29

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Inflation Managed Fund (Concluded)

As of June 30, 2020, Multi-Asset Inflation Managed Fund is the seller (“providing protection”) on a total notional amount of $6.8 million. As of June 30, 2020, Multi-Asset Inflation Managed Fund is the buyer (“receiving protection”) on a total notional amount of $22.1 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate Debt		Sovereign Debt		Asset Backed Securities		Corporate Debt			Total
Fair value of written credit derivatives		$-		$-		$-		$(6,895,884	)		$(6,895,884	)
Maximum potential amount of future payments		-		-		-		22,198			22,198
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-			-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-			-

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)[1]
0-100		$-		$-		$-		$-		$-		$-
101-200		-		-		-		-		-		-
201-300		-		-		-		-		-		-
301-400		-		-		-		-		-		-
> than 400		-		-		676,400		-		21,522,000		22,198,400
Total		$-		$-		$676,400		$-		$21,522,000		$22,198,400

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

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

30 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. TREASURY OBLIGATIONS — 33.7%
U.S. Treasury Bills
0.106%, 08/11/2020 (A)	$	147,497	$	147,475
0.095%, 08/04/2020 (A)		36,914		36,909
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		827		1,168
3.625%, 04/15/2028		841		1,132
3.375%, 04/15/2032		243		361
2.500%, 01/15/2029		723		926
2.375%, 01/15/2025		1,438		1,654
2.375%, 01/15/2027		797		968
2.125%, 02/15/2040		378		557
2.125%, 02/15/2041		588		878
2.000%, 01/15/2026		1,079		1,254
1.750%, 01/15/2028		775		925
1.375%, 02/15/2044		1,035		1,411
1.000%, 02/15/2046		648		838
1.000%, 02/15/2048		691		913
1.000%, 02/15/2049		739		966
0.875%, 01/15/2029		8,139		9,272
0.875%, 02/15/2047		679		865
0.750%, 07/15/2028		955		1,077
0.750%, 07/15/2028		689		777
0.750%, 02/15/2042		1,048		1,254
0.750%, 02/15/2045		1,322		1,616
0.625%, 07/15/2021		1,593		1,620
0.625%, 04/15/2023		2,161		2,247
0.625%, 01/15/2024		2,214		2,332
0.625%, 01/15/2026		1,733		1,876
0.625%, 02/15/2043		754		887
0.500%, 04/15/2024		1,510		1,587
0.500%, 01/15/2028		1,629		1,785
0.375%, 07/15/2023		2,327		2,423
0.375%, 07/15/2025		2,253		2,406
0.375%, 01/15/2027		1,711		1,844
0.375%, 07/15/2027		1,754		1,907
0.250%, 01/15/2025		2,575		2,709
0.250%, 07/15/2029		1,544		1,689
0.250%, 02/15/2050		404		453
0.125%, 01/15/2022		1,134		1,150
0.125%, 04/15/2022		3,673		3,726
0.125%, 07/15/2022		2,006		2,053
0.125%, 01/15/2023		2,267		2,322
0.125%, 07/15/2024		1,601		1,672
0.125%, 10/15/2024		2,004		2,098
0.125%, 04/15/2025		1,727		1,809
0.125%, 07/15/2026		1,885		2,002
0.125%, 01/15/2030		2,317		2,503
Total U.S. Treasury Obligations (Cost $253,433) ($ Thousands)				258,296

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
COMMERCIAL PAPER (A) — 22.7%
American Electric Power Co
0.270%, 08/03/2020	$	13,500	$	13,496
Dupont
0.380%, 07/20/2020		13,700		13,695
Enbridge
0.550%, 07/07/2020		13,850		13,849
Engie
0.400%, 07/22/2020		13,750		13,746
ENI Finance
2.065%, 07/14/2020		13,750		13,748
FMC Technologies
1.502%, 07/07/2020		10,150		10,148
Harley-Davidson Corp
0.450%, 08/04/2020		13,500		13,495
Hyundai Capital America Inc
0.850%, 08/03/2020 (B)		13,350		13,340
Intesa
0.390%, 08/12/2020		13,700		13,691
Lydonellbasell
0.200%, 07/23/2020		13,500		13,497
Motiva Enterprises
1.352%, 07/13/2020		13,750		13,749
Niuew Amsterdam Receivable Co
0.210%, 08/17/2020		13,700		13,696
Walgreens Boots Alliance Inc
0.600%, 08/13/2020		13,900		13,890
Total Commercial Paper (Cost $174,033) ($ Thousands)				174,040
	Shares
EXCHANGE TRADED FUNDS — 4.9%
United States — 4.9%
Energy Select Sector SPDR Fund		3,721		141
Financial Select Sector SPDR Fund		59,317		1,372
Industrial Select Sector SPDR Fund		20,621		1,417
iShares Core S&P 500 ETF		53,136		16,456
Materials Select Sector SPDR Fund		22,998		1,296
SPDR Health Care Select ETF		2,039		204
Vanguard S&P 500 ETF		58,148		16,481
Total Exchange Traded Funds (Cost $32,734) ($ Thousands)				37,367

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

Description	Face Amount (Thousands)		Market Value   ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.7%
FHLB
1.875%, 07/07/2021	$	6,855	$	6,970
1.625%, 11/19/2021		20,900		21,312
Total U.S. Government Agency Obligations (Cost $27,941) ($ Thousands)				28,282
SOVEREIGN DEBT — 3.0%
Japanese Government CPI Linked Bond
0.100%, 03/10/2026	JPY	1,380,310		12,721
0.100%, 03/10/2027		1,103,512		10,176
Total Sovereign Debt (Cost $24,138) ($ Thousands)				22,897
	Shares
COMMON STOCK — 1.8%
Panama — 0.0%
Carnival Corp		4,201		69
United States — 1.8%
Communication Services — 0.6%
Alphabet Inc, Cl A *		982		1,393
Facebook Inc, Cl A *		3,434		780
Netflix Inc *		1,094		498
Walt Disney Co/The		15,575		1,737
				4,408
Consumer Discretionary — 0.3%
Amazon.com Inc, Cl A *		571		1,575
Hovnanian Enterprises, Cl A *		9,507		222
KB Home		6,761		208
Las Vegas Sands Corp		6,109		278
Lennar Corp, Cl A		3,665		226
MGM Resorts International		9,532		160
Norwegian Cruise Line Holdings Ltd *		7,926		130
PulteGroup Inc		6,446		219
Royal Caribbean Cruises Ltd		1,346		68
Toll Brothers Inc		6,823		222
TRI Pointe Group Inc *		16,013		235
				3,543
Health Care — 0.2%
Gilead Sciences Inc		5,841		449
Medtronic PLC		8,766		804
				1,253
Industrials — 0.3%
American Airlines Group Inc		21,782		285
Caterpillar Inc, Cl A		7,196		910
Delta Air Lines Inc, Cl A		1,598		45

Description	Shares			Market Value   ($ Thousands)
COMMON STOCK (continued)
Southwest Airlines Co, Cl A		11,032		$	377
					1,617
Information Technology — 0.4%
Apple Inc		4,418			1,612
Microsoft Corp		7,090			1,443
					3,055
					13,876
Total Common Stock (Cost $12,725) ($ Thousands)					13,945
	Face Amount     (Thousands)
MORTGAGE-BACKED SECURITY — 0.0%
Agency Mortgage-Backed Obligations — 0.0%
FNMA TBA
5.000%, 07/15/2038	$	200			218
Total Mortgage-Backed Security (Cost $219) ($ Thousands)					218
Total Investments in Securities — 69.8% (Cost $525,223) ($ Thousands)				$	535,045
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options(C) (Cost $866) ($ Thousands)		3,946		$	568
WRITTEN OPTIONS* — (0.1)%
Total Written Options(C) (Premiums Received $892) ($ Thousands)		(3,946	)	$	(693	)

2 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

A list of open exchange traded options held by the Fund at June 30, 2020, is as follows:

Description	Number of Contracts			Notional Amount          (Thousands)			Exercise Price		Expiration Date		Value     (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
SPDR S&P 500 ETF Trust*		242		$	5			$285.00		7/18/2020	$	5
Call Options
AAL US*		1,839			337			19.00		11/21/2020		337
EWZ US*		487			21			34.00		8/22/2020		21
LVS US*		503			117			52.50		9/19/2020		117
LVS US*		566			66			57.50		9/19/2020		66
XHB US*		309			22			50.00		9/19/2020		22
					563							563
Total Purchased Options				$	568						$	568
WRITTEN OPTIONS — (0.1)%
Put Options
AAL US*		(1,839	)	$	(399	)		10.00		11/21/20	$	(399	)
EWZ US*		(487	)		(12	)		20.00		08/22/20		(12	)
LVS US*		(503	)		(70	)		35.00		09/19/20		(71	)
LVS US*		(566	)		(148	)		40.00		09/19/20		(148	)
XHB US*		(309	)		(44	)		37.00		09/19/20		(44	)
					(674	)						(674	)
Call Options
SPDR S&P 500 ETF Trust*		(242	)		(19	)		320.00		07/18/20		(19	)
Total Written Options				$	(693	)					$	(693	)

A list of the open futures contracts held by the Fund at June 30, 2020, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration         Date		Notional Amount       (Thousands)			Value          (Thousands)			Unrealized Appreciation   (Depreciation) (Thousands)
Amsterdam Index		5		Jul-2020	$	635		$	628		$	(7	)
Australian 10-Year Bond		11		Sep-2020		759			1,127			380
CAC40 10 Euro Index		8		Jul-2020		446			441			(4	)
Canadian 10-Year Bond		112		Sep-2020		12,496			12,649			(20	)
CBOE Volatility Index		23		Jul-2020		785			710			(74	)
DAX Index		1		Sep-2020		347			346			(1	)
Euro STOXX 50		9		Sep-2020		322			326			4
Euro-OAT		2		Sep-2020		374			377			5
FTSE 100 Index		(34)		Sep-2020		(2,646	)		(2,583	)		19
FTSE 100 Index		7		Sep-2020		546			532			(6	)
FTSE MIB Index		5		Sep-2020		547			542			(5	)
Hang Seng Index		17		Aug-2020		2,677			2,659			(18	)
IBEX		15		Jul-2020		1,236			1,215			(22	)
Japanese 10-Year Bond		(11)		Sep-2020		(15,685	)		(15,493	)		12
Long Gilt 10-Year Bond		39		Oct-2020		6,621			6,633			14
MSCI EAFE Index		135		Sep-2020		11,974			12,004			30
MSCI Emerging Markets		57		Sep-2020		2,812			2,809			(3	)
MSCI Singapore Index		64		Aug-2020		1,358			1,357			2
NASDAQ 100 Index E-MINI		10		Sep-2020		1,993			2,029			36
Nikkei 225 Index		14		Sep-2020		1,628			1,564			(64	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

Type of Contract	Number of Contracts Long (Short)		Expiration         Date		Notional Amount       (Thousands)			Value          (Thousands)			Unrealized Appreciation   (Depreciation) (Thousands)
Nikkei 225 Index		109		Sep-2020	$	2,301		$	2,250		$	(48	)
OMX Stockholm 30		(104)		Jul-2020		(1,843	)		(1,860	)		(2	)
OMX Stockholm 30		17		Jul-2020		303			304			(1	)
Russell 2000 Index E-MINI		52		Sep-2020		3,674			3,738			63
S&P 500 Index E-MINI		(81)		Sep-2020		(12,209	)		(12,515	)		(306	)
S&P TSX 60 Index		6		Sep-2020		809			818			10
S&P TSX 60 Index		(1)		Sep-2020		(136	)		(136	)		–
SPI 200 Index		(11)		Sep-2020		(1,103	)		(1,116	)		(6	)
SPI 200 Index		16		Sep-2020		1,635			1,623			(21	)
U.S. 5-Year Treasury Note		304		Oct-2020		38,157			38,226			69
U.S. 10-Year Treasury Note		230		Sep-2020		31,940			32,010			70
U.S. Long Treasury Bond		2		Sep-2020		357			357			–
U.S. Ultra Long Treasury Bond		4		Sep-2020		880			873			(7	)
					$	93,990		$	94,444		$	99

A list of the open forward foreign currency contracts held by the Fund at June 30, 2020 is as follows:

Counterparty	Settlement Date			Currency to Deliver          (Thousands)			Currency to Receive           (Thousands)		Unrealized       Appreciation        (Depreciation)       (Thousands)
Bank of America		07/09/20	RUB		124,877	USD		1,917	$	166
Bank of America		07/09/20	RUB		17,865	USD		244		(7	)
Bank of America		07/14/20	USD		95	RUB		6,781		—
Bank of America		07/15/20	EUR		678	USD		767		5
Bank of America		07/15/20	SEK		4,646	NOK		4,746		(7	)
Bank of America		07/15/20	NOK		7,413	EUR		678		(6	)
Bank of America		07/29/20	USD		518	CZK		12,776		22
Barclays PLC		07/09/20	USD		749	RUB		48,091		(75	)
Barclays PLC		07/15/20	USD		630	SEK		5,912		4
Barclays PLC		07/17/20	USD		1,020	EUR		899		(10	)
Barclays PLC		07/23/20	USD		984	INR		75,306		12
Barclays PLC		07/23/20	INR		92,892	USD		1,207		(21	)
Barclays PLC		07/23/20	IDR		9,370,045	USD		653		7
Barclays PLC		08/06/20	NZD		878	USD		565		—
Barclays PLC		08/13/20	USD		1,035	KRW		1,260,573		17
Barclays PLC		08/13/20	USD		501	KRW		593,722		(6	)
Barclays PLC		08/13/20	USD		2,779	MYR		12,092		45
Barclays PLC		08/13/20	USD		2,328	MYR		9,751		(50	)
Barclays PLC		08/13/20	MYR		4,236	USD		993		4
Barclays PLC		08/13/20	MYR		12,847	USD		2,926		(74	)
Barclays PLC		08/13/20	KRW		1,679,551	USD		1,369		(32	)
Barclays PLC		08/20/20	USD		1,001	TWD		29,315		4
BNP Paribas		07/02/20	BRL		2,279	USD		423		8
BNP Paribas		08/06/20	USD		746	CAD		1,027		8
BNP Paribas		08/13/20	USD		738	CNH		5,222		(1	)
BNP Paribas		08/13/20	KRW		1,188,094	USD		978		(13	)
BNP Paribas		08/27/20	USD		246	THB		7,590		(1	)
Brown Brothers Harriman		07/15/20	USD		252	SEK		2,370		3
Brown Brothers Harriman		07/15/20	USD		492	SEK		4,580		—
Brown Brothers Harriman		07/15/20	SEK		2,442	USD		251		(11	)
Brown Brothers Harriman		07/15/20	USD		2,011	NOK		20,066		69
Brown Brothers Harriman		07/15/20	USD		492	NOK		4,720		(2	)

4 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver          (Thousands)			Currency to Receive           (Thousands)		Unrealized       Appreciation        (Depreciation)       (Thousands)
Brown Brothers Harriman		07/15/20	NOK		4,773	EUR		437	$	(4	)
Brown Brothers Harriman		07/15/20	SEK		4,854	NOK		5,061		4
Brown Brothers Harriman		07/15/20	SEK		2,309	NOK		2,360		(3	)
Brown Brothers Harriman		07/17/20	GBP		204	EUR		227		3
Brown Brothers Harriman		07/17/20	GBP		786	USD		989		18
Brown Brothers Harriman		07/17/20	GBP		401	USD		489		(6	)
Brown Brothers Harriman		07/17/20	USD		2,222	ZAR		38,182		(29	)
Brown Brothers Harriman		07/17/20	ZAR		29,611	USD		1,719		18
Brown Brothers Harriman		07/17/20	ZAR		4,229	USD		242		(1	)
Brown Brothers Harriman		07/29/20	USD		678	CZK		16,513		18
Brown Brothers Harriman		07/29/20	CZK		11,636	USD		489		(2	)
Brown Brothers Harriman		08/06/20	USD		247	NZD		384		(1	)
Brown Brothers Harriman		08/06/20	EUR		657	USD		742		3
Brown Brothers Harriman		08/06/20	CAD		665	USD		489		—
Brown Brothers Harriman		08/06/20	USD		502	CAD		683		—
Brown Brothers Harriman		08/06/20	USD		1,736	CAD		2,343		(15	)
Brown Brothers Harriman		08/07/20	USD		492	MXN		11,066		(16	)
Brown Brothers Harriman		08/07/20	USD		1,482	JPY		159,529		(2	)
Brown Brothers Harriman		08/07/20	MXN		10,973	USD		487		14
Brown Brothers Harriman		08/07/20	JPY		94,090	USD		877		4
Brown Brothers Harriman		08/07/20	JPY		37,753	USD		345		(5	)
Brown Brothers Harriman		08/13/20	NZD		762	AUD		711		(1	)
Brown Brothers Harriman		08/13/20	CNH		11,528	USD		1,626		(1	)
Brown Brothers Harriman		08/19/20	USD		236	ILS		816		—
Brown Brothers Harriman		08/19/20	ILS		1,694	USD		490		—
Brown Brothers Harriman		08/28/20	USD		250	CHF		241		5
Citigroup		07/02/20	USD		538	BRL		2,821		(24	)
Citigroup		07/02/20	BRL		2,426	USD		488		46
Citigroup		07/14/20	USD		492	RUB		34,508		(9	)
Citigroup		07/15/20	USD		507	CLP		424,494		11
Citigroup		07/15/20	USD		310	COP		1,209,575		13
Citigroup		07/15/20	USD		497	COP		1,841,801		(5	)
Citigroup		07/15/20	CLP		424,494	USD		526		9
Citigroup		07/15/20	COP		1,878,317	USD		503		1
Citigroup		07/17/20	GBP		1,189	USD		1,455		(15	)
Citigroup		08/06/20	USD		1,285	NZD		2,021		16
Citigroup		08/07/20	EUR		1,086	JPY		130,796		(7	)
Citigroup		08/13/20	USD		1,690	KRW		2,054,295		24
Citigroup		08/20/20	USD		421	TWD		12,330		2
Deutsche Bank		07/09/20	USD		2,510	RUB		168,564		(147	)
Deutsche Bank		07/15/20	NOK		6,065	SEK		5,921		7
Goldman Sachs		07/02/20	BRL		542	USD		101		2
Goldman Sachs		07/09/20 - 07/14/20	USD		1,196	RUB		79,534		(81	)
Goldman Sachs		07/09/20	RUB		100,513	USD		1,480		71
Goldman Sachs		07/15/20	NOK		6,921	EUR		640		1
Goldman Sachs		08/06/20	USD		1,169	CAD		1,622		21
Goldman Sachs		08/06/20	CAD		1,005	USD		740		2
Goldman Sachs		08/06/20	CAD		991	USD		715		(13	)

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver          (Thousands)			Currency to Receive           (Thousands)		Unrealized       Appreciation        (Depreciation)       (Thousands)
Goldman Sachs		08/07/20	USD		971	MXN		21,723	$	(35	)
Goldman Sachs		08/20/20	TWD		7,459	USD		250		(6	)
Goldman Sachs		08/28/20	CHF		725	EUR		680		(3	)
HSBC		07/17/20	ZAR		9,288	USD		519		(15	)
HSBC		07/23/20	USD		492	INR		37,376		2
HSBC		07/23/20	IDR		7,008,934	USD		482		(1	)
HSBC		07/27/20 - 08/31/20	HKD		57,660	USD		7,412		(26	)
HSBC		08/06/20	NZD		3,281	USD		2,086		(26	)
HSBC		08/13/20	USD		643	CNH		4,563		1
HSBC		08/13/20	USD		492	CNH		3,483		—
HSBC		08/19/20	ILS		2,512	USD		734		7
JPMorgan Chase Bank		07/02/20	USD		245	BRL		1,245		(18	)
JPMorgan Chase Bank		07/15/20	USD		500	COP		1,866,663		(1	)
JPMorgan Chase Bank		07/17/20	USD		502	ZAR		9,288		32
JPMorgan Chase Bank		07/23/20	INR		37,709	USD		498		—
JPMorgan Chase Bank		08/20/20	TWD		14,841	USD		496		(12	)
Morgan Stanley		07/14/20	RUB		76,158	USD		1,020		(47	)
Morgan Stanley		07/15/20	CLP		405,437	USD		496		1
Morgan Stanley		07/15/20	COP		2,293,762	USD		602		(10	)
Morgan Stanley		07/17/20	EUR		1,126	GBP		1,005		(23	)
Morgan Stanley		08/06/20	USD		1,249	EUR		1,104		(8	)
Morgan Stanley		08/07/20	JPY		10,934,248	USD		100,522		(894	)
Morgan Stanley		08/13/20	USD		623	KRW		747,654		1
Morgan Stanley		08/19/20	ILS		4,227	USD		1,233		10
Morgan Stanley		08/28/20	EUR		1,131	CHF		1,208		6
RBS		07/09/20	RUB		18,066	USD		243		(10	)
RBS		07/15/20	USD		595	COP		2,293,762		17
RBS		07/15/20	CLP		402,572	USD		491		—
RBS		07/15/20	COP		1,209,575	USD		304		(20	)
RBS		07/17/20	ZAR		8,636	USD		516		20
RBS		08/06/20	CAD		1,653	USD		1,221		7
RBS		08/06/20	CAD		719	USD		521		(8	)
RBS		08/13/20	MYR		2,614	USD		628		17
RBS		11/10/20	USD		791	TWD		23,256		13
Standard Bank		07/02/20	USD		227	BRL		1,181		(12	)
Standard Bank		07/17/20	USD		523	GBP		423		(1	)
Standard Bank		07/23/20	USD		2,041	INR		156,568		28
Standard Bank		07/23/20	INR		37,597	USD		498		1
Standard Bank		07/23/20	INR		101,052	USD		1,313		(23	)
Standard Bank		08/07/20	JPY		54,423	USD		506		1
Standard Bank		08/07/20	JPY		106,309	EUR		874		(3	)
Standard Bank		08/13/20	USD		417	KRW		506,658		6
Standard Bank		08/13/20	KRW		879,735	USD		730		(4	)
Standard Bank		08/20/20	USD		1,110	TWD		32,633		10
Standard Bank		08/20/20	TWD		51,977	USD		1,751		(32	)
Standard Bank		08/28/20	CHF		651	USD		673		(16	)
UBS		08/07/20	USD		748	JPY		80,085		(6	)
UBS		11/10/20	TWD		23,256	USD		792		(12	)
									$	(1,108	)

6 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

A list of open centrally cleared swap agreements held by the Fund at June 30, 2020, are as follows:

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/   Receives Rate			Payment Frequency		Termination Date		Notional Amount (Thousands)			Value   (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.CD.SI.34		Sell		1.00	%		Quarterly		06/20/2025		(11,104	)	$	157		$	(179	)	$	337
CDX.HA.HY.33		Sell		5.00	%		Quarterly		12/20/2024		(1,133	)		(8	)		95			(104	)
CDX.NA.HY.S33V1-5Y		Sell		5.00	%		Quarterly		12/20/2024		(1,250	)		(7	)		81			(88	)
CDX.NA.IG.33		Sell		1.00	%		Quarterly		12/20/2024		(780	)		14			18			(5	)
CDX.NA.IG.S33V1.5Y		Sell		1.00	%		Quarterly		12/20/2024		(1,060	)		12			21			(9	)
CDX-NAHYS34V4-5Y		Sell		5.00	%		Quarterly		06/20/2025		(1,701	)		(12	)		(6	)		(6	)
CDX-NAIGS34V1-5Y		Sell		1.00	%		Quarterly		06/20/2025		(1,370	)		16			16			0
ITRAXX.XOVER		Sell		5.00	%		Quarterly		12/20/2024		(670	)	$	42		$	86		$	(44	)
													$	214		$	132		$	81

Interest Rate Swaps
Fund Pays	Fund Receives		Payment           Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
6-MONTH AUD - BBSW		1.26%		Semi-Annually		11/22/2029		AUD		150	$	5	$	–	$	5
6-MONTH AUD - BBSW		1.3825%		Semi-Annually		01/10/2030		AUD		2,860		108		–		108
3-MONTH NZD - BKBM		1.65%		Semi-Annually		01/13/2030		NZD		2,240		137		–		137
6-MONTH AUD - BBSW		1.264%		Semi-Annually		01/24/2030		AUD		4,330		128		–		128
3-MONTH NZD - BKBM		1.6175%		Semi-Annually		01/28/2030		NZD		3,990		236		–		236
6-MONTH AUD - BBSW		1.077%		Semi-Annually		02/04/2030		AUD		970		16		–		16
3-MONTH NZD - BKBM		1.375%		Semi-Annually		02/05/2030		NZD		710		31		–		31
6-MONTH AUD - BBSW		1.0965%		Semi-Annually		03/27/2030		AUD		1,520		27		–		27
3-MONTH NZD - BKBM		1.0155%		Semi-Annually		03/30/2030		NZD		1,490		30		–		30
6-MONTH AUD - BBSW		0.8865%		Semi-Annually		04/07/2030		AUD		1,630		7		–		7
3-MONTH NZD - BKBM		0.9575%		Semi-Annually		04/08/2030		NZD		1,580		25		–		25
6-MONTH AUD - BBSW		.88%		Semi-Annually		06/02/2030		AUD		1,770		5		–		5
3-MONTH NZD - BKBM		0.745%		Semi-Annually		06/04/2030		NZD		1,870		3		–		3
											$	758	$	–	$	758

Percentages are based on Net Assets of $766,742 ($ Thousands).

* Non-income producing security.

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

(B) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2020, the value of these securities amounted to $13,340 ($ Thousands), representing 1.7% of the Net Assets of the Fund.

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

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CBOE — Chicago Board Options Exchange

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

COP — Colombian Peso

CZK — Czech Koruna

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FHLB — Federal Home Loan Bank

FNMA — Federal National Mortgage Association

FTSE — Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

IBEX — International Business Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MYR — Malaysian Ringgit

NASDAQ — National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Option Market Index

PLC — Public Limited Company

RUB — Russian Ruble

S&P — Standard & Poor’s

SEK — Swedish Krona

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Continued)

Ser — Series

SPDR — Standard & Poor’s Depository Receipt

SPI — Share Price Index

TBA — To Be Announced

THB — Thai Bhat

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

The following is a list of the levels of inputs used as of June 30, 2020 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		–		258,296		–		258,296
Commercial Paper		–		174,040		–		174,040
Exchange Traded Funds		37,367		–		–		37,367
U.S. Government Agency Obligations		–		28,282		–		28,282
Sovereign Debt		–		22,897		–		22,897
Common Stock		13,945		–		–		13,945
Mortgage-Backed Security		–		218		–		218
Total Investments in Securities		51,312		483,733		–		535,045

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		568			–			–		568
Written Options		(693	)		–			–		(693	)
Futures Contracts*
Unrealized Appreciation		714			–			–		714
Unrealized Depreciation		(615	)		–			–		(615	)
Forwards Contracts*
Unrealized Appreciation		–			864			–		864
Unrealized Depreciation		–			(1,972	)		–		(1,972	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			337			–		337
Unrealized Depreciation		–			(256	)		–		(256	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			758			–		758
Total Other Financial Instruments		(26	)		(1,108	)		–		(295	)

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

For the period ended June 30, 2020, there were no transfers in or out of Level 3.

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

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

8 SEI Institutional Managed Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Multi-Asset Capital Stability Fund (Concluded)

As of June 30, 2020, Multi-Asset Capital Stability Fund is the seller (“providing protection”) on a total notional amount of $19.2 million. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CREDIT DEFAULT  SWAPS				CREDIT DEFAULT SWAP INDEX
REFERENCE ASSET	Corporate                Debt		Sovereign     Debt		Asset Backed     Securities		Corporate     Debt		Total
Fair value of written credit derivatives		-		-		-		$182,994		$182,994
Maximum potential amount of future payments		-		-		-		19,150,313		19,150,313
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)[1]		-		-		-		-		-
Collateral held by the Fund can obtain upon occurrence of triggering event		-		-		-		-		-

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
	0-6 MONTHS	6-12 MONTHS	1-5 YEARS		5-10 YEARS	> 10 YEARS	Total
Current credit spread* on underlying (in basis points)[1]
0-100	-	-		$14,314,000	-	-		$14,314,000
101-200	-	-		-	-	-		-
201-300	-	-		-	-	-		-
301-400	-	-		752,513	-	-		752,513
> than 400	-	-		4,083,800	-	-		4,083,800
Total	-	-		$19,150,313	-	-		$19,150,313

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

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

SEI Institutional Managed Trust / Quarterly Report / June 30, 2020 9