SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F (SEMCX) N-CSRS Certified semi-annual shareholder report (management investment company)

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSRS

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-04878

SEI Institutional Managed Trust

(Exact name of Registrant as specified in charter)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices) (Zip code)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

CT Corporation

101 Federal Street

Boston, MA 02110

(Name and address of agent for service)

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

Date of fiscal year end: September 30, 2011

Date of reporting period: March 31, 2011

Item 1. Reports to Stockholders.

SEI Institutional Managed Trust

Semi-Annual Report as of March 31, 2011

Large Cap Fund

Large Cap Value Fund

Large Cap Growth Fund

Tax-Managed Large Cap Fund

S&P 500 Index Fund

Small Cap Fund

Small Cap Value Fund

Small Cap Growth Fund

Tax-Managed Small Cap Fund

Mid-Cap Fund

U.S. Managed Volatility Fund

Global Managed Volatility Fund

Tax-Managed Managed Volatility Fund

Real Estate Fund

Enhanced Income Fund

Core Fixed Income Fund

U.S. Fixed Income Fund

High Yield Bond Fund

Real Return Fund

Multi-Strategy Alternative Fund

TABLE OF CONTENTS

Summary Schedules of Investments/Schedules of Investments	1
Statements of Assets and Liabilities	116
Statements of Operations	120
Statements of Changes in Net Assets	124
Financial Highlights	130
Notes to Financial Statements	135
Disclosure of Fund Expenses	152
Board of Trustees Considerations in Approving the Advisory  and Sub-Advisory Agreements	154

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission (“Commission”) for the first and third quarters of each fiscal year on Form N-Q within sixty days after period end. The Trust’s Form N-Q is available on the Commission’s website at http://www.sec.gov, and may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.8%
Consumer Discretionary — 11.5%
Amazon.com*		0.7	%		67,684	$	12,192
Coach		0.9			284,437		14,802
Lowe’s		1.0			602,822		15,933
Nike, Cl B		0.7			147,462		11,163
Target		0.5			170,536		8,528
Other Securities		7.7					127,707
							190,325
Consumer Staples — 6.4%
Coca-Cola		0.5			128,609		8,533
Costco Wholesale		0.6			143,566		10,526
PepsiCo		0.5			139,140		8,962
Procter & Gamble		1.4			383,631		23,632
Other Securities		3.4					54,289
							105,942
Energy — 10.4%
Canadian Natural Resources		0.6			204,867		10,127
Chevron		1.5			227,428		24,433
ConocoPhillips		1.0			211,809		16,915
EOG Resources		0.6			84,212		9,980
Exxon Mobil		0.7			133,424		11,225
Schlumberger		0.6			113,767		10,610
Other Securities		5.4					88,541
							171,831
Financials — 14.7%
American Express		0.5			191,225		8,643
Bank of America		1.0			1,179,412		15,722
Berkshire Hathaway, Cl B*		0.6			118,700		9,927
Citigroup*		0.8			2,901,000		12,822
Goldman Sachs Group		0.7			73,550		11,655
JPMorgan Chase		1.5			553,381		25,511
Wells Fargo		1.4			709,800		22,501
Other Securities		8.2					135,819
							242,600

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 12.7%
Aetna		0.5	%		232,500	$	8,702
Amgen*		0.7			220,040		11,761
Celgene*		0.7			206,000		11,851
Johnson & Johnson		1.0			280,763		16,635
Merck		0.8			382,982		12,642
Pfizer		1.0			853,368		17,332
UnitedHealth Group		0.9			331,628		14,990
Other Securities		7.1					116,116
							210,029
Industrials — 9.3%
General Electric		1.2			986,734		19,784
Other Securities		8.1					134,288
							154,072
Information Technology — 23.1%
Adobe Systems*		0.8			397,331		13,176
Apple*		2.5			117,607		40,980
Autodesk*		0.6			213,068		9,398
Cisco Systems		0.6			607,793		10,424
Citrix Systems*		0.6			140,273		10,304
eBay*		0.6			317,000		9,840
EMC* (A)		0.7			427,517		11,351
Google, Cl A*		1.0			28,164		16,510
Hewlett-Packard		0.6			221,776		9,086
Intel		0.8			657,796		13,268
International Business Machines		0.8			78,330		12,773
Mastercard, Cl A		0.8			55,134		13,878
Microsoft		1.3			847,424		21,491
Oracle		0.8			413,763		13,807
Qualcomm		1.7			500,887		27,464
Research In Motion*		0.6			169,626		9,596
Texas Instruments		0.7			361,500		12,493
Other Securities		7.6					125,042
							380,881
Materials — 3.1%
Freeport-McMoRan Copper & Gold, Cl B		0.6			179,472		9,970
Other Securities		2.5					41,444
							51,414
Telecommunication Services — 3.2%
AT&T		1.5			787,298		24,091
Verizon Communications		0.8			362,403		13,967
Other Securities		0.9					15,016
							53,074

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 1

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 2.4%
Other Securities		2.4	%			$	39,652
							39,652
Total Common Stock (Cost $1,366,320) ($ Thousands)							1,599,820
AFFILIATED PARTNERSHIP — 6.3%
SEI Liquidity Fund, L.P. 0.200%**† (B)		6.3			103,800,405		103,800
Total Affiliated Partnership (Cost $103,800) ($ Thousands)							103,800
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		2.9			48,292,846		48,293
Total Cash Equivalent (Cost $48,293) ($ Thousands)							48,293
U.S. TREASURY OBLIGATIONS (C) — 0.3%
Other Securities		0.3					4,365
Total U.S. Treasury Obligations (Cost $4,364) ($ Thousands)							4,365
Total Investments — 106.3% (Cost $1,522,777) ($ Thousands)						$	1,756,278

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		544		Jun-2011	$	728
S&P Mid 400 Index E-MINI		47		Jun-2011		160
					$	888

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,652,272 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 7). The total market value of securities on loan at March 31, 2011 was $100,902 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 7). The total market value of such securities as of March 31, 2011 was $103,800 ($ Thousands).

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise

apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,599,820	$	—	$	—	$	1,599,820
Affiliated Partnership		—		103,800		—		103,800
Cash Equivalent		48,293		—		—		48,293
U.S. Treasury Obligations		—		4,365		—		4,365
Total Investments in Securities	$	1,648,113	$	108,165	$	—	$	1,756,278

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	888	$	—	$	—	$	888

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 98.3%
Consumer Discretionary — 8.4%
Comcast, Cl A		1.1	%		780,700	$	18,969
Time Warner		0.5			211,333		7,545
Viacom, Cl B		0.5			194,000		9,025
Walt Disney		0.7			265,200		11,427
Other Securities		5.6					91,929
							138,895
Consumer Staples — 9.1%
Altria Group		0.4			285,400		7,429
CVS Caremark		0.7			356,500		12,235
PepsiCo		0.5			119,700		7,710
Procter & Gamble		2.0			521,800		32,143
Wal-Mart Stores		0.9			295,500		15,381
Other Securities		4.6					76,883
							151,781
Energy — 13.4%
Apache		0.8			95,333		12,481
Chevron		3.6			550,500		59,140
ConocoPhillips		1.8			370,986		29,627
Devon Energy		0.6			100,800		9,250
Exxon Mobil		0.9			184,094		15,488
Marathon Oil		0.8			258,600		13,786
Murphy Oil		0.4			98,600		7,239
Occidental Petroleum		1.1			169,300		17,690
Valero Energy		0.4			242,700		7,237
Other Securities		3.0					50,349
							222,287
Financials — 24.4%
Ameriprise Financial		0.4			119,400		7,293
Bank of America		1.9			2,410,369		32,130
Bank of New York Mellon		0.4			237,322		7,089
Berkshire Hathaway, Cl B*		1.4			282,800		23,651
Chubb		0.5			129,100		7,915
Citigroup*		1.1			3,963,400		17,518

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Goldman Sachs Group		1.2	%		123,000	$	19,492
JPMorgan Chase		3.0			1,080,700		49,820
Morgan Stanley		0.5			284,200		7,764
PNC Financial Services Group		0.7			179,055		11,279
Prudential Financial		0.7			189,000		11,639
Travelers		0.6			164,200		9,767
Wells Fargo		2.1			1,110,995		35,219
Other Securities		9.9					163,908
							404,484
Health Care — 13.2%
Amgen*		0.9			281,600		15,051
Johnson & Johnson		1.7			462,900		27,427
Merck		1.4			694,257		22,917
Pfizer		3.0			2,448,498		49,729
UnitedHealth Group		0.8			286,400		12,945
WellPoint		0.9			211,000		14,726
Other Securities		4.5					75,808
							218,603
Industrials — 8.2%
General Dynamics		0.7			143,200		10,963
General Electric		2.4			1,971,500		39,528
Northrop Grumman		0.5			120,000		7,525
Raytheon		0.6			187,400		9,533
Union Pacific		0.4			72,700		7,149
Other Securities		3.6					61,991
							136,689
Information Technology — 6.7%
Intel		0.9			704,200		14,204
Microsoft		1.3			827,400		20,983
Texas Instruments		0.6			255,700		8,837
Other Securities		3.9					67,999
							112,023
Materials — 4.3%
Dow Chemical		0.6			252,000		9,513
Freeport-McMoRan Copper & Gold, Cl B		0.5			134,800		7,488
Other Securities		3.2					53,878
							70,879
Telecommunication Services — 5.0%
AT&T		3.3			1,767,895		54,098
Verizon Communications		1.1			492,700		18,989
Other Securities		0.6					9,246
							82,333
Utilities — 5.6%
American Electric Power		0.5			255,000		8,961

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 3

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Value Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		5.1	%			$	84,270
							93,231
Total Common Stock (Cost $1,348,810) ($ Thousands)							1,631,205
AFFILIATED PARTNERSHIP — 4.7%
SEI Liquidity Fund, L.P. 0.200%**† (B)		4.7			83,292,021		78,479
Total Affiliated Partnership (Cost $83,293) ($ Thousands)							78,479
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		2.0			33,243,480		33,243
Total Cash Equivalent (Cost $33,243) ($ Thousands)							33,243
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					3,215
Total U.S. Treasury Obligations (Cost $3,214) ($ Thousands)							3,215
Total Investments — 105.2% (Cost $1,468,560) ($ Thousands)						$	1,746,142

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		406		Jun-2011	$	354

For the period ended March 31, 2011, the total number of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,659,961 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

(A) Certain securities or a partial position of these securities are on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $81,066 (Thousands). See the complete Schedule of Investments for the full list of securities on loan.

(B) This security was purchased with cash collateral held from securities on loan (see note 7). The total market value of such securities as of March 31, 2011 was $78,479 ($ Thousands).

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,631,205	$	—	$	—	$	1,631,205
Affiliated Partnership		—		78,479		—		78,479
Cash Equivalent		33,243		—		—		33,243
U.S. Treasury Obligations		—		3,215		—		3,215
Total Investments in Securities	$	1,664,448	$	81,694	$	—	$	1,746,142

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	354	$	—	$	—	$	354

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Growth Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 97.4%‡
Consumer Discretionary — 12.7%
Amazon.com*		1.1	%		101,643	$	18,309
Coach		0.8			244,069		12,701
Lowe’s		1.2			734,300		19,408
Nike, Cl B		0.8			166,200		12,581
priceline.com* (A)		1.0			33,000		16,713
Other Securities		7.8					133,839
							213,551
Consumer Staples — 7.8%
Coca-Cola		0.9			239,289		15,877
Mead Johnson Nutrition, Cl A		0.8			217,866		12,621
PepsiCo		0.9			235,855		15,192
Procter & Gamble		1.4			389,066		23,967
Other Securities		3.8					63,601
							131,258
Energy — 9.1%
Canadian Natural Resources		1.1			386,918		19,125
Consol Energy		0.7			212,104		11,375
EOG Resources (A)		1.2			172,131		20,399
Exxon Mobil		1.0			190,900		16,061
FMC Technologies* (A)		0.8			137,455		12,987
Nabors Industries*		0.7			394,000		11,970
Schlumberger		1.2			212,480		19,816
Other Securities		2.4					41,846
							153,579
Financials — 5.6%
Bank of New York Mellon		0.9			512,808		15,318
Charles Schwab (A)		0.9			845,290		15,241
Other Securities		3.8					64,088
							94,647

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 11.7%
Abbott Laboratories		0.8	%		257,444	$	12,628
Allergan		1.0			233,147		16,558
Covance* (A)		0.7			214,630		11,745
Express Scripts*		0.8			224,096		12,462
Intuitive Surgical* (A)		0.7			35,560		11,858
Johnson & Johnson		0.9			246,819		14,624
Medco Health Solutions*		0.7			210,682		11,832
Other Securities		6.1					104,953
							196,660
Industrials — 11.4%
3M		1.0			176,681		16,519
ABB ADR (A)		0.7			468,139		11,324
Fluor		0.8			176,442		12,996
Roper Industries (A)		0.7			137,723		11,908
United Technologies		0.8			171,013		14,476
Other Securities		7.4					125,866
							193,089
Information Technology — 33.5%
Accenture, Cl A		0.7			220,301		12,110
Adobe Systems*		1.6			804,915		26,691
Apple*		4.6			222,750		77,617
Cisco Systems		1.3			1,240,975		21,283
Citrix Systems*		1.3			300,054		22,042
Cognizant Technology Solutions, Cl A*		1.0			207,908		16,924
EMC* (A)		1.0			627,994		16,673
Google, Cl A*		2.2			63,196		37,046
International Business Machines		0.8			85,574		13,955
Intuit*		0.7			221,200		11,746
Mastercard, Cl A		1.3			88,136		22,186
Microsoft		1.6			1,048,458		26,589
NetApp* (A)		1.0			332,964		16,042
Oracle		1.0			534,645		17,841
Qualcomm		2.3			700,400		38,403
Salesforce.com* (A)		0.7			90,884		12,140
Texas Instruments		0.7			326,610		11,288
Visa, Cl A		0.8			171,200		12,604
Other Securities		8.9					151,211
							564,391
Materials — 4.4%
Freeport-McMoRan Copper & Gold, Cl B		0.8			232,273		12,903
Other Securities		3.6					60,801
							73,704

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 5

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Growth Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Telecommunication Services — 1.1%
Crown Castle International*		0.8	%		297,300	$	12,650
Other Securities		0.3					6,618
							19,268
Utilities — 0.1%
Other Securities		0.1					1,014
Total Common Stock (Cost $1,229,753) ($ Thousands)							1,641,161
AFFILIATED PARTNERSHIP — 13.3%
SEI Liquidity Fund, L.P. 0.200%**† (B)		13.3			227,395,408		223,493
Total Affiliated Partnership (Cost $227,395) ($ Thousands)							223,493
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		2.6			43,200,528		43,201
Total Cash Equivalent (Cost $43,201) ($ Thousands)							43,201
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					4,283
Total U.S. Treasury Obligations (Cost $4,282) ($ Thousands)							4,283
Total Investments — 113.5% (Cost $1,504,631) ($ Thousands)						$	1,912,138

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		294		Jun-2011	$	447

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,685,370 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

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

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 7). The total market value of securities on loan at March 31, 2011 was $222,144 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 7). The total market value of such securities as of March 31, 2011 was $223,493 ($ Thousands).

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,641,161	$	—	$	—	$	1,641,161
Affiliated Partnership		—		223,493		—		223,493
Cash Equivalent		43,201		—		—		43,201
U.S. Treasury Obligations		—		4,283		—		4,283
Total Investments in Securities	$	1,684,362	$	227,776	$	—	$	1,912,138

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	447	$	—	$	—	$	447

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.6%
Consumer Discretionary — 11.2%
Amazon.com*		0.7	%		71,580	$	12,894
Coach		0.8			266,000		13,843
Comcast, Cl A		0.5			385,895		9,539
Lowe’s		0.8			540,957		14,297
Nike, Cl B		0.6			143,246		10,844
Other Securities		7.8					141,053
							202,470
Consumer Staples — 6.8%
Coca-Cola		0.6			156,247		10,367
Costco Wholesale		0.5			127,720		9,364
PepsiCo		0.5			143,956		9,272
Procter & Gamble		1.6			448,365		27,619
Other Securities		3.6					66,071
							122,693
Energy — 10.7%
Canadian Natural Resources (A)		0.6			194,032		9,591
Chevron		1.6			273,310		29,362
ConocoPhillips		1.0			229,578		18,334
EOG Resources		0.6			89,075		10,556
Exxon Mobil		0.9			196,859		16,562
Schlumberger		0.6			120,848		11,270
Other Securities		5.4					98,396
							194,071
Financials — 15.4%
Bank of America		1.0			1,348,570		17,976
Bank of New York Mellon		0.5			292,996		8,752
Berkshire Hathaway, Cl B*		0.7			143,680		12,016
Citigroup*		0.8			3,285,304		14,521
Goldman Sachs Group		0.7			79,407		12,584
JPMorgan Chase		1.6			639,333		29,473
Wells Fargo		1.5			863,114		27,361

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		8.6	%			$	156,485
							279,168
Health Care — 12.5%
Allergan		0.5			125,377		8,904
Amgen*		0.7			240,461		12,853
Celgene*		0.6			192,909		11,098
Johnson & Johnson		1.1			344,200		20,394
Merck		0.8			419,735		13,855
Pfizer		1.2			1,073,600		21,805
UnitedHealth Group		1.0			387,866		17,532
Other Securities		6.6					120,195
							226,636
Industrials — 9.3%
General Electric		1.4			1,227,955		24,621
United Technologies		0.5			103,943		8,799
Other Securities		7.4					135,883
							169,303
Information Technology — 21.5%
Adobe Systems*		0.7			405,760		13,455
Apple*		2.4			124,939		43,535
Autodesk*		0.5			187,517		8,271
Cisco Systems		0.6			595,225		10,208
Citrix Systems*		0.6			141,914		10,425
EMC* (A)		0.7			451,803		11,995
Google, Cl A*		1.0			29,735		17,431
Hewlett-Packard		0.5			224,573		9,201
Intel		0.8			677,340		13,662
International Business Machines		0.8			93,811		15,298
Mastercard, Cl A		0.7			50,362		12,677
Microsoft		1.3			897,536		22,762
Oracle		0.9			471,051		15,719
Qualcomm		1.5			482,910		26,478
Research In Motion*		0.4			147,110		8,322
Texas Instruments		0.8			404,212		13,970
Other Securities		7.3					135,407
							388,816
Materials — 3.3%
Freeport-McMoRan Copper & Gold, Cl B		0.6			191,218		10,622
Other Securities		2.7					49,577
							60,199
Telecommunication Services — 3.2%
AT&T		1.5			863,487		26,423
Verizon Communications		0.9			413,427		15,933
Other Securities		0.8					16,018
							58,374

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 7

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Large Cap Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 2.7%
Other Securities		2.7	%			$	48,482
							48,482
Total Common Stock (Cost $1,357,189) ($ Thousands)							1,750,212
AFFILIATED PARTNERSHIP — 5.0%
SEI Liquidity Fund, L.P. 0.200%**† (B)		5.0			93,468,811		89,537
Total Affiliated Partnership (Cost $93,469) ($ Thousands)							89,537
CASH EQUIVALENT — 3.2%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		3.2			57,753,974		57,754
Total Cash Equivalent (Cost $57,754) ($ Thousands)							57,754
U.S. TREASURY OBLIGATIONS (C) — 0.4%
Other Securities		0.4					7,352
Total U.S. Treasury Obligations (Cost $7,352) ($ Thousands)							7,352
RIGHTS — 0.0%
Other Securities		0.0					15
Total Rights (Cost $32) ($ Thousands)							15
Total Investments — 105.2% (Cost $1,515,796) ($ Thousands)						$	1,904,870

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		697		Jun-2011	$	984
S&P Mid 400 Index E-MINI		58		Jun-2011		209
					$	1,193

For the period ended March 31, 2011, the total number of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,811,426 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 7). The total market value of securities on loan at March 31, 2011 was $91,032 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 7). The total market value of such securities as of March 31, 2011 was $89,537 ($ Thousands).

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,750,212	$	—	$	—	$	1,750,212
Affiliated Partnership		—		89,537		—		89,537
Cash Equivalent		57,754		—		—		57,754
U.S. Treasury Obligations		—		7,352		—		7,352
Rights		15		—		—		15
Total Investments in Securities	$	1,807,981	$	96,889	$	—	$	1,904,870

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	1,193	$	—	$	—	$	1,193

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

S&P 500 Index Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 97.4%
Consumer Discretionary — 10.2%
Amazon.com*		0.5	%		43,900	$	7,908
Comcast, Cl A		0.6			345,622		8,544
Ford Motor*		0.4			464,180		6,921
Home Depot		0.5			201,396		7,464
McDonald’s		0.6			131,070		9,973
Walt Disney		0.7			234,727		10,114
Other Securities		6.9					106,681
							157,605
Consumer Staples — 9.9%
Altria Group		0.4			261,656		6,811
Coca-Cola		1.2			286,653		19,019
Kraft Foods, Cl A		0.4			216,098		6,777
PepsiCo		0.8			196,885		12,681
Philip Morris International		1.0			222,865		14,626
Procter & Gamble		1.4			349,201		21,511
Wal-Mart Stores		0.8			243,844		12,692
Other Securities		3.9					59,696
							153,813
Energy — 12.9%
Chevron		1.7			250,278		26,887
ConocoPhillips		0.9			177,343		14,163
Exxon Mobil		3.4			617,798		51,975
Occidental Petroleum		0.7			100,859		10,539
Schlumberger		1.0			169,743		15,830
Other Securities		5.2					80,160
							199,554
Financials — 15.4%
Bank of America		1.1			1,253,828		16,713
Berkshire Hathaway, Cl B*		1.2			215,147		17,993
Citigroup*		1.0			3,611,685		15,964
Goldman Sachs Group		0.7			64,556		10,230
JPMorgan Chase		1.5			494,457		22,794

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
US Bancorp		0.4	%		237,306	$	6,272
Wells Fargo		1.3			653,863		20,727
Other Securities		8.2					126,897
							237,590
Health Care — 10.8%
Abbott Laboratories		0.6			191,746		9,405
Amgen*		0.4			116,918		6,249
Johnson & Johnson		1.3			339,082		20,091
Merck		0.8			383,344		12,654
Pfizer		1.3			995,776		20,224
Other Securities		6.4					97,554
							166,177
Industrials — 10.9%
3M		0.5			87,882		8,217
Boeing		0.4			92,132		6,811
Caterpillar		0.6			79,797		8,885
General Electric		1.7			1,323,674		26,540
United Parcel Service, Cl B		0.6			122,611		9,113
United Technologies		0.6			114,432		9,687
Other Securities		6.5					99,208
							168,461
Information Technology — 17.6%
Apple*		2.6			114,431		39,873
Cisco Systems		0.8			689,604		11,827
EMC*		0.4			258,640		6,867
Google, Cl A*		1.2			31,091		18,226
Hewlett-Packard		0.7			269,565		11,044
Intel		0.9			680,715		13,730
International Business Machines		1.6			151,437		24,695
Microsoft		1.5			917,893		23,278
Oracle		1.0			481,488		16,067
Qualcomm		0.7			203,732		11,171
Other Securities		6.2					95,298
							272,076
Materials — 3.6%
E.I. Du Pont de Nemours		0.4			115,335		6,340
Freeport-McMoRan Copper & Gold, Cl B		0.4			116,636		6,479
Other Securities		2.8					42,672
							55,491
Telecommunication Services — 3.0%
AT&T		1.5			737,040		22,553
Verizon Communications		0.9			350,998		13,528
Other Securities		0.6					9,680
							45,761

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 9

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

S&P 500 Index Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 3.1%
Other Securities		3.1	%			$	47,685
Total Common Stock (Cost $697,970) ($ Thousands)							1,504,213
AFFILIATED PARTNERSHIP — 4.5%
SEI Liquidity Fund, L.P. 0.200%**† (B)		4.5			72,200,007		69,569
Total Affiliated Partnership (Cost $72,200) ($ Thousands)							69,569
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		2.6			40,549,189		40,549
Total Cash Equivalent (Cost $40,549) ($ Thousands)							40,549
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					3,500
Total U.S. Treasury Obligations (Cost $3,500) ($ Thousands)							3,500
Total Investments — 104.7% (Cost $814,219) ($ Thousands)						$	1,617,831

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		673		Jun-2011	$	651

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,544,805 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

(A) Certain securities or a partial position of these securities are on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $70,256 (Thousands). See the complete Schedule of Investments for the full list of the securities on loan.

(B) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2011 was $69,569 ($ Thousands).

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,504,213	$	—	$	—	$	1,504,213
Affiliated Partnership		—		69,569		—		69,569
Cash Equivalent		40,549		—		—		40,549
U.S. Treasury Obligations		—		3,500		—		3,500
Total Investments in Securities	$	1,544,762	$	73,069	$	—	$	1,617,831

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	651	$	—	$	—	$	651

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.2%
Consumer Discretionary — 12.3%
CROCS*		0.4	%		57,850	$	1,032
Jones Group		0.4			75,450		1,037
Life Time Fitness* (A)		0.4			25,424		949
Shutterfly*		0.6			32,175		1,685
Other Securities		10.5					29,030
							33,733
Consumer Staples — 2.0%
Chiquita Brands International*		0.3			57,700		885
Other Securities		1.7					4,547
							5,432
Energy — 8.9%
Berry Petroleum, Cl A (A)		0.5			29,143		1,470
Complete Production Services*		0.4			35,331		1,124
Comstock Resources* (A)		0.6			48,700		1,507
Goodrich Petroleum* (A)		0.4			46,871		1,042
Key Energy Services*		0.4			64,198		998
PetroHawk Energy*		0.6			62,853		1,542
Scorpio Tankers* (A)		0.4			93,074		961
Other Securities		5.6					15,552
							24,196
Financials — 17.3%
Education Realty Trust†		0.3			111,342		894
Hanover Insurance Group		0.4			23,405		1,059
Highwoods Properties† (A)		0.4			32,102		1,124
Meadowbrook Insurance Group		0.4			108,113		1,119
Other Securities		15.8					43,171
							47,367
Health Care — 10.3%
Align Technology* (A)		0.3			43,685		895

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
ICU Medical*		0.3	%		19,995	$	875
Impax Laboratories*		0.4			38,952		991
Magellan Health Services*		0.4			24,838		1,219
Questcor Pharmaceuticals* (A)		0.3			65,025		937
Other Securities		8.6					23,344
							28,261
Industrials — 16.9%
AerCap Holdings*		0.4			89,703		1,128
Cubic		0.4			17,090		983
EMCOR Group*		0.4			38,474		1,191
Polypore International*		0.5			24,533		1,413
Robbins & Myers		0.4			25,385		1,167
TAL International Group (A)		0.5			34,848		1,264
Wabash National*		0.6			134,592		1,559
Other Securities		13.7					37,550
							46,255
Information Technology — 19.2%
Acme Packet*		0.4			15,600		1,107
Ancestry.com*		0.4			31,575		1,119
BroadSoft* (A)		0.4			25,125		1,198
Ciber*		0.3			141,275		947
Ciena* (A)		0.3			34,525		896
Constant Contact* (A)		0.4			29,831		1,041
Digital River* (A)		0.3			23,370		875
Integrated Device Technology* (A)		0.4			130,891		965
j2 Global Communications* (A)		0.3			31,333		925
Netlogic Microsystems* (A)		0.4			24,315		1,022
OpenTable* (A)		0.3			8,750		931
Parametric Technology*		0.5			64,781		1,457
Plantronics		0.4			26,650		976
Teradyne* (A)		0.3			50,570		901
TIBCO Software*		0.6			55,600		1,515
Other Securities		13.5					36,633
							52,508
Materials — 6.0%
Carpenter Technology		0.3			20,540		877
Globe Specialty Metals		0.6			69,073		1,572
PolyOne		0.5			90,884		1,291
RTI International Metals*		0.3			28,191		878
Other Securities		4.3					11,639
							16,257
Telecommunication Services — 0.8%
Other Securities		0.8					2,082
Utilities — 2.5%
Cleco		0.4			29,525		1,012
Portland General Electric		0.3			38,795		922
UIL Holdings (A)		0.3			29,939		914

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 11

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Other Securities		1.5	%			$	4,006
							6,854
Total Common Stock (Cost $210,557) ($ Thousands)							262,945
PREFERRED STOCK — 0.1%
Other Securities		0.1					230
Total Preferred Stock (Cost $293) ($ Thousands)							230
CONVERTIBLE BOND — 0.0%
Energy — 0.0%
Other Securities		0.0					79
Total Convertible Bond (Cost $67) ($ Thousands)							79
CORPORATE OBLIGATION — 0.0%
Financials — 0.0%
Other Securities		0.0					20
Total Corporate Obligation (Cost $19) ($ Thousands)							20
WARRANTS — 0.0%
Other Securities		0.0					5
Total Warrants (Cost $0) ($ Thousands)							5
AFFILIATED PARTNERSHIP — 21.2%
SEI Liquidity Fund, L.P. 0.200%**†† (B)		21.2			58,038,580		58,039
Total Affiliated Partnership (Cost $58,039) ($ Thousands)							58,039
CASH EQUIVALENT — 3.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		3.3			9,019,026		9,019
Total Cash Equivalent (Cost $9,019) ($ Thousands)							9,019
U.S. TREASURY OBLIGATIONS (C) (D) — 0.6%
U.S. Treasury Bills
0.155%, 06/09/2011		0.1		$	233		233
0.154%, 06/30/2011		0.5			1,488		1,488
Total U.S. Treasury Obligations (Cost $1,721) ($ Thousands)							1,721
Total Investments — 121.4% (Cost $279,715) ($ Thousands)						$	332,058

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		91		Jun-2011	$	374

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $273,426 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $56,406 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2011 was $58,039 ($ Thousands).

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

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

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

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	262,939	$	4	$	2	$	262,945
Preferred Stock		—		230		—		230
Convertible Bond		—		79		—		79
Corporate Obligation		—		—		20		20
Warrants		—		5		—		5
Affiliated Partnership		—		58,039		—		58,039
Cash Equivalent		9,019		—		—		9,019
U.S. Treasury Obligations		—		1,721		—		1,721
Total Investments in Securities	$	271,958	$	60,078	$	22	$	332,058

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	374	$	—	$	—	$	374

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

12 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

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

	Common Stock			Corporate Obligation
Beginning balance as of October 1, 2010	$	6		$	19
Accrued discounts/premiums		—			—
Realized gain/(loss)		—			—
Change in unrealized appreciation/(depreciation)		(4	)		1
Net purchases/sales		—			—
Net transfer in and/or out of Level 3		—			—
Ending balance as of March 31, 2011	$	2		$	20
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(4	)	$	1

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 13

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.7%‡
Consumer Discretionary — 8.4%
Cooper Tire & Rubber		0.4	%		95,982	$	2,471
Rent-A-Center		0.4			73,400		2,562
Other Securities		7.6					44,753
							49,786
Consumer Staples — 3.4%
Chiquita Brands International* (A)		0.6			215,500		3,306
Corn Products International		0.4			45,588		2,362
Pantry*		0.4			183,301		2,718
Other Securities		2.0					11,868
							20,254
Energy — 5.9%
Berry Petroleum, Cl A (A)		0.6			65,450		3,302
Forest Oil*		0.4			68,900		2,606
Goodrich Petroleum* (A)		0.4			101,647		2,259
Key Energy Services* (A)		0.6			219,472		3,413
Other Securities		3.9					23,257
							34,837
Financials — 34.9%
Cathay General Bancorp (A)		0.4			133,200		2,271
CBL & Associates Properties† (A)		0.4			124,634		2,171
Douglas Emmett† (A)		0.6			181,600		3,405
Duke Realty†		0.4			161,900		2,268
Employers Holdings (A)		0.5			154,676		3,196
Endurance Specialty Holdings		0.5			56,224		2,745
FirstMerit (A)		0.4			137,779		2,351
Hancock Holding (A)		0.5			87,212		2,864
HCP†		0.4			69,400		2,633

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Infinity Property & Casualty (A)		0.4	%		41,289	$	2,456
Meadowbrook Insurance Group		0.5			304,428		3,151
MFA Financial†		0.4			309,287		2,536
Mid-America Apartment Communities†		0.4			38,405		2,466
National Penn Bancshares		0.4			312,674		2,420
Platinum Underwriters Holdings		0.6			91,534		3,487
Plum Creek Timber† (A)		0.6			78,400		3,419
ProAssurance*		0.5			47,819		3,030
Prosperity Bancshares (A)		0.4			53,365		2,282
Other Securities		26.6					156,760
							205,911
Health Care — 5.3%
Brookdale Senior Living, Cl A*		0.4			91,200		2,554
Other Securities		4.9					28,829
							31,383
Industrials — 16.3%
Belden		0.4			64,932		2,438
EMCOR Group*		0.5			101,035		3,129
FTI Consulting* (A)		0.7			107,100		4,105
G&K Services		0.5			93,455		3,107
Geo Group*		0.5			110,000		2,820
Kaydon		0.6			85,370		3,346
Teledyne Technologies*		0.6			63,027		3,259
Teleflex (A)		0.5			51,309		2,975
Towers Watson, Cl A		0.5			58,979		3,271
Other Securities		11.5					67,956
							96,406
Information Technology — 12.3%
CACI International, Cl A*		0.5			45,252		2,775
Coherent*		0.4			38,240		2,222
Diebold (A)		0.5			76,628		2,717
Digital River* (A)		0.7			118,790		4,446
Earthlink (A)		0.4			297,905		2,333
Lawson Software* (A)		0.5			261,932		3,169
Parametric Technology*		0.4			110,205		2,479
Other Securities		8.9					52,384
							72,525
Materials — 5.0%
RTI International Metals*		0.5			88,529		2,758
Sensient Technologies		0.4			66,510		2,384
Other Securities		4.1					24,462
							29,604
Telecommunication Services — 0.7%
Other Securities		0.7					4,439

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Percentage of Net Assets (%)			Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Utilities — 4.5%
AGL Resources		0.4	%		57,812	$	2,303
Cleco		0.5			78,640		2,697
Great Plains Energy (A)		0.5			140,724		2,817
Portland General Electric		1.1			278,098		6,610
Other Securities		2.0					11,923
							26,350
Total Common Stock (Cost $458,210) ($ Thousands)							571,495
EXCHANGE TRADED FUND — 0.2%
Other Securities		0.2					1,447
Total Exchange Traded Fund (Cost $1,384) ($ Thousands)							1,447
PREFERRED STOCK — 0.0%
Energy — 0.0%
Other Securities		0.0					213
Total Preferred Stock (Cost $174) ($ Thousands)							213
WARRANTS — 0.0%
Other Securities		0.0					24
Total Warrant (Cost $—) ($ Thousands)							24
RIGHTS — 0.0%
Other Securities		0.0					—
Total Rights (Cost $—) ($ Thousands)							—
AFFILIATED PARTNERSHIP — 22.6%
SEI Liquidity Fund, L.P. 0.200%**†† (B)		22.6			137,345,313		133,381
Total Affiliated Partnership (Cost $137,345) ($ Thousands)							133,381
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		3.5			20,499,056		20,499
Total Cash Equivalent (Cost $20,499) ($ Thousands)							20,499
U.S. TREASURY OBLIGATIONS (C) (D) — 0.4%
U.S. Treasury Bills 0.167%, 06/30/11		0.2		$	1,173		1,172
0.150%, 06/16/11		0.2			1,029		1,029
Total U.S. Treasury Obligations (Cost $2,201) ($ Thousands)							2,201
Total Investments — 123.4% (Cost $619,813) ($ Thousands)						$	729,260

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		117		Jun-2011	$	445

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $590,801 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

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

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $133,869 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2011 was $133,381 ($ Thousands).

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

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	571,139	$	—	$	356	$	571,495
Exchange Traded Fund		1,447		—		—		1,447
Preferred Stock		—		213		—		213
Rights		—		—		—		—
Warrants		24		—		—		24
Affiliated Partnership		—		133,381		—		133,381
Cash Equivalent		20,499		—		—		20,499
U.S. Treasury Obligations		—		2,201		—		2,201
Total Investments in Securities	$	593,109	$	135,795	$	356	$	729,260

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	445	$	—	$	—	$	445

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

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

	Common Stock
Beginning balance as of October 1, 2010	$	398
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(42	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of March 31, 2011	$	356
Changes in unrealized gains (losses included in earnings to securities still held at reporting date	$	(42	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 15

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Value Fund (Concluded)

March 31, 2011

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

16 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6%‡
Consumer Discretionary — 15.6%
CROCS*		0.6	%		146,225	$	2,609
Dana Holding*		0.5			120,000		2,087
Deckers Outdoor*		0.4			23,376		2,014
Life Time Fitness* (A)		0.5			56,476		2,107
Saks* (A)		0.6			246,715		2,790
Shutterfly*		0.9			79,325		4,154
Tempur-Pedic International*		0.5			41,880		2,122
Zumiez* (A)		0.5			93,695		2,476
Other Securities		11.1					50,355
							70,714
Consumer Staples — 1.0%
Lancaster Colony (A)		0.5			34,698		2,103
Other Securities		0.5					2,745
							4,848
Energy — 8.4%
CARBO Ceramics (A)		0.7			20,800		2,935
Comstock Resources* (A)		0.7			107,529		3,327
Goodrich Petroleum* (A)		0.5			94,269		2,095
PetroHawk Energy*		0.8			139,684		3,428
W&T Offshore (A)		0.4			87,900		2,003
World Fuel Services		0.8			88,062		3,576
Other Securities		4.5					20,380
							37,744
Financials — 5.3%
MarketAxess Holdings		0.7			129,232		3,128
Other Securities		4.6					21,406
							24,534
Health Care — 14.9%
Align Technology* (A)		0.4			95,225		1,950
Athenahealth* (A)		0.5			45,640		2,060

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Bruker BioSciences* (A)		0.5	%		96,914	$	2,021
Catalyst Health Solutions*		0.5			38,520		2,154
HeartWare International* (A)		0.5			26,806		2,293
Questcor Pharmaceuticals* (A)		0.5			168,575		2,429
Salix Pharmaceuticals*		0.7			90,140		3,158
Other Securities		11.3					51,261
							67,326
Industrials — 16.9%
AerCap Holdings*		0.5			199,360		2,506
CoStar Group* (A)		0.6			40,810		2,558
Interface, Cl A		0.5			133,705		2,472
Polypore International* (A)		0.8			62,425		3,594
Resources Connection		0.6			136,055		2,638
Other Securities		13.9					61,800
							75,568
Information Technology — 30.3%
Acme Packet*		0.6			40,400		2,867
Ancestry.com* (A)		0.7			96,875		3,434
Atmel*		0.7			242,110		3,300
BroadSoft* (A)		0.6			55,750		2,659
Ceva*		0.8			125,695		3,360
Ciena* (A)		0.5			76,750		1,992
Constant Contact* (A)		0.5			67,709		2,363
DTS*		0.5			45,790		2,135
Gartner*		0.5			49,905		2,080
Lattice Semiconductor*		0.4			339,100		2,001
MicroStrategy, Cl A*		0.5			17,478		2,350
Netlogic Microsystems* (A)		0.5			54,022		2,270
OpenTable* (A)		0.9			39,800		4,233
Plantronics		0.5			64,984		2,380
Quest Software*		0.6			101,462		2,576
Riverbed Technology*		0.6			75,763		2,853
Syntel		0.5			41,114		2,147
TIBCO Software*		0.6			105,800		2,883
VistaPrint* (A)		1.0			84,041		4,362
Vocus*		0.5			88,106		2,278
Other Securities		18.3					82,107
							136,630
Materials — 5.4%
Globe Specialty Metals		0.6			110,600		2,517
WR Grace*		0.6			67,631		2,590
Other Securities		4.2					20,110
							25,217
Telecommunication Services — 0.8%
Other Securities		0.8					3,419
Total Common Stock (Cost $331,732) ($ Thousands)							446,000

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 17

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Growth Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
WARRANTS — 0.0%
Other Securities		0.0	%			$	—
Total Warrants (Cost $ —) ($ Thousands)							—
AFFILIATED PARTNERSHIP — 28.5%
SEI Liquidity Fund, L.P. 0.200%**† (B)		28.5			132,260,747		129,129
Total Affiliated Partnership (Cost $132,261) ($ Thousands)							129,129
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		2.1			9,494,348		9,494
Total Cash Equivalent (Cost $9,494) ($ Thousands)							9,494
U.S. TREASURY OBLIGATIONS (C) — 0.4%
Other Securities		0.4					1,613
Total U.S. Treasury Obligations (Cost $1,613) ($ Thousands)							1,613
Total Investments — 129.6% (Cost $475,100) ($ Thousands)						$	586,236

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		75		Jun-2011	$	291

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $452,501 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

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

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $128,837 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 9). The total market value of such securities as of March 31, 2011 was $129,129 ($Thousands).

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

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	445,693	$	180	$	127	$	446,000
Cash Equivalent		9,494		—		—		9,494
U.S. Treasury Obligations		—		1,613		—		1,613
Affiliated Partnership		—		129,129		—		129,129
Warrants		—		—		—		—
Total Investments in Securities	$	445,187	$	130,922	$	127	$	586,236

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	291	$	—	$	—	$	291

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

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

	Common Stock
Beginning balance as of October 1, 2010	$	403
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(276	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of March 31, 2011	$	127
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(276	)

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

18 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.5%
Consumer Discretionary — 14.6%
Big Lots*		0.4	%		28,950	$	1,257
Cooper Tire & Rubber (A)		0.3			36,142		930
Dick’s Sporting Goods*		0.3			24,937		997
Gaylord Entertainment*		0.3			33,311		1,155
Interpublic Group		0.4			113,232		1,423
Phillips-Van Heusen		0.3			15,247		991
Polaris Industries		0.3			11,253		979
Scientific Games, Cl A*		0.3			119,846		1,047
Tempur-Pedic International* (A)		0.5			31,180		1,580
Other Securities		11.5					40,213
							50,572
Consumer Staples — 3.2%
Green Mountain Coffee Roasters* (A)		0.4			21,960		1,419
Other Securities		2.8					9,739
							11,158
Energy — 6.6%
Berry Petroleum, Cl A		0.4			29,925		1,510
Key Energy Services* (A)		0.3			59,668		928
Other Securities		5.9					20,586
							23,024
Financials — 15.9%
Endurance Specialty Holdings		0.3			23,528		1,149
MFA Financial† (A)		0.3			135,652		1,112
ProAssurance* (A)		0.4			21,774		1,380
Unum Group		0.3			42,556		1,117
Zions Bancorporation (A)		0.3			47,930		1,105
Other Securities		14.3					48,944
							54,807
Health Care — 9.8%
Coventry Health Care*		0.3			31,350		1,000

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Gen-Probe*		0.4	%		19,180	$	1,273
Onyx Pharmaceuticals* (A)		0.3			27,059		952
Sirona Dental Systems*		0.3			18,030		904
Other Securities		8.5					29,663
							33,792
Industrials — 17.4%
Atlas Air Worldwide Holdings*		0.3			14,134		985
Briggs & Stratton (A)		0.3			39,964		905
Corporate Executive Board		0.3			23,233		938
Gardner Denver		0.3			15,285		1,193
Navistar International* (A)		0.4			22,213		1,540
SYKES Enterprises*		0.3			57,926		1,145
Teleflex (A)		0.3			16,006		928
Timken		0.3			17,896		936
Towers Watson, Cl A		0.3			17,075		947
WESCO International*		0.4			24,373		1,523
Other Securities		14.2					48,950
							59,990
Information Technology — 18.4%
Alliance Data Systems* (A)		0.4			16,454		1,413
Ansys*		0.3			16,700		905
Brocade Communications Systems*		0.3			150,023		923
GSI Commerce* (A)		0.6			74,954		2,194
Jabil Circuit		0.3			54,060		1,104
Microsemi* (A)		0.4			60,572		1,254
Parametric Technology* (A)		0.3			47,135		1,060
PMC - Sierra*		0.3			128,873		967
Polycom* (A)		0.3			19,790		1,026
Synopsys*		0.3			34,148		944
TIBCO Software* (A)		0.3			36,950		1,007
VistaPrint*		0.3			21,597		1,121
Wright Express* (A)		0.3			21,175		1,098
Other Securities		14.0					48,571
							63,587
Materials — 5.6%
PolyOne (A)		0.3			64,925		923
Other Securities		5.3					18,394
							19,317
Telecommunication Services — 1.4%
NII Holdings* (A)		0.6			50,073		2,086
SBA Communications, Cl A*		0.3			25,422		1,009
Other Securities		0.5					1,783
							4,878
Utilities — 3.6%
AGL Resources		0.4			31,422		1,252
Great Plains Energy (A)		0.4			60,174		1,205

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 19

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Small Cap Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Portland General Electric (A)		0.5	%		72,172	$	1,715
Other Securities		2.3					8,164
							12,336
Total Common Stock (Cost $246,369) ($ Thousands)							333,461
EXCHANGE TRADED FUND — 0.1%
Other Securities		0.1					357
Total Exchange Traded Fund (Cost $340) ($ Thousands)							357
CLOSED-END FUND — 0.0%
Financials — 0.0%
Other Securities		0.0					16
Total Closed-End Fund (Cost $9) ($ Thousands)							16
AFFILIATED PARTNERSHIP — 31.8%
SEI Liquidity Fund, L.P. 0.200%**†† (B)		31.8			110,343,286		109,784
Total Affiliated Partnership (Cost $110,343) ($ Thousands)							109,784
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		3.5			12,022,161		12,022
Total Cash Equivalent (Cost $12,022) ($ Thousands)							12,022
U.S. TREASURY OBLIGATIONS (C) — 0.3%
Other Securities		0.3					1,070
Total U.S. Treasury Obligations (Cost $1,070) ($ Thousands)							1,070
RIGHTS — 0.0%
Other Securities		0.0					9
Total Rights (Cost $93) ($Thousands)							9
Total Investments — 132.2% (Cost $370,246) ($ Thousands)						$	456,719

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		62		Jun-2011	$	250
S&P Mid 400 Index E-MINI		43		Jun-2011		149
					$	399

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $345,414 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This security or a partial portion of this security is on loan at March 31, 2011 (see Note 7). The total market value of securities on loan at March 31, 2011 was $113,947 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 7). The total market value of such securities as of March 31, 2011 was $109,784 ($Thousands).

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

Cl — Class

L.P. — Limited Partnership

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	333,461	$	—	$	—	$	333,461
Exchange Traded Fund		357		—		—		357
Closed-End Fund		16		—		—		16
Affiliated Partnership		—		109,784		—		109,784
Cash Equivalent		12,022		—		—		12,022
U.S. Treasury Obligations		—		1,070		—		1,070
Rights		9		—		—		9
Total Investments in Securities	$	345,865	$	110,854	$	—	$	456,719

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	399	$	—	$	—	$	399

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

20 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Mid-Cap Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 91.9%
Consumer Discretionary — 14.0%
American Eagle Outfitters		0.5	%		54,848	$	872
Harman International Industries		0.6			19,509		913
Interpublic Group		1.0			131,321		1,651
National CineMedia		0.6			51,618		964
Phillips-Van Heusen		0.7			16,790		1,092
Polaris Industries		0.7			12,308		1,071
Scientific Games, Cl A*		0.6			115,437		1,009
Other Securities		9.3					14,885
							22,457
Consumer Staples — 3.6%
ConAgra Foods		0.6			39,997		950
Molson Coors Brewing, Cl B (A)		0.7			24,052		1,128
Other Securities		2.3					3,776
							5,854
Energy — 7.8%
Murphy Oil		0.7			15,074		1,107
Nabors Industries*		0.8			40,180		1,221
Newfield Exploration*		0.7			14,238		1,082
Range Resources (A)		0.9			25,537		1,493
Other Securities		4.7					7,581
							12,484
Financials — 13.7%
Ameriprise Financial		0.7			17,401		1,063
Fifth Third Bancorp		0.7			77,526		1,076
Liberty Property Trust†		0.6			31,786		1,046
Reinsurance Group of America, Cl A		0.6			16,250		1,020
Unum Group		0.6			34,660		910
Willis Group Holdings		0.6			21,781		879
Other Securities		9.9					15,944
							21,938

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 10.1%
Patterson		0.6	%		26,795	$	862
Quest Diagnostics		0.6			16,740		966
Shire ADR		1.0			17,618		1,535
Other Securities		7.9					12,777
							16,140
Industrials — 14.8%
Avery Dennison		0.6			24,901		1,045
Cintas		0.6			33,177		1,004
Dover		0.8			18,617		1,224
Gardner Denver		0.8			15,708		1,226
Hertz Global Holdings*		0.6			61,056		954
ITT		0.7			17,973		1,079
Manpower		0.6			14,251		896
Republic Services		0.7			34,851		1,047
Timken		0.7			21,828		1,142
WESCO International*		0.6			14,782		924
Other Securities		8.1					13,221
							23,762
Information Technology — 14.2%
Adobe Systems*		0.5			26,074		865
Alliance Data Systems*		0.9			16,974		1,458
Analog Devices		0.6			25,388		1,000
GSI Commerce*		1.4			77,300		2,263
Microsemi*		0.8			57,990		1,201
PMC - Sierra*		0.6			131,319		985
Synopsys*		0.8			43,716		1,209
Wright Express*		0.7			22,010		1,141
Other Securities		7.9					12,746
							22,868
Materials — 6.1%
Allegheny Technologies (A)		0.6			14,264		966
Celanese, Ser A		0.6			20,334		902
Ecolab		0.5			17,312		883
Nucor (A)		0.5			18,654		858
Other Securities		3.9					6,136
							9,745
Telecommunication Services — 2.5%
MetroPCS Communications*		0.6			59,257		962
NII Holdings*		1.2			44,224		1,843
SBA Communications, Cl A*		0.7			28,114		1,116
Other Securities		0.0					126
							4,047
Utilities — 5.1%
AGL Resources		0.7			25,977		1,035
Great Plains Energy (A)		0.6			46,432		930
SCANA		0.6			23,204		913

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 21

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Mid-Cap Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		3.2	%			$	5,298
							8,176
Total Common Stock (Cost $123,694) ($ Thousands)							147,471
AFFILIATED PARTNERSHIP — 7.8%
SEI Liquidity Fund, L.P. 0.200%**†† (B)		7.8			12,956,936		12,631
Total Affiliated Partnership (Cost $12,957) ($ Thousands)							12,631
CASH EQUIVALENT — 7.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		7.7			12,337,176		12,337
Total Cash Equivalent (Cost $12,337) ($ Thousands)							12,337
U.S. TREASURY OBLIGATION (C) — 0.5%
Other Securities		0.5					759
Total U.S. Treasury Obligation (Cost $759) ($ Thousands)							759
Total Investments — 107.9% (Cost $149,747) ($ Thousands)						$	173,198

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P Mid 400 Index E-MINI		110		Jun-2011	$	324

For the year ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $160,466 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This Security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $12,645 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2011 was $12,631 ($Thousands).

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise

apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	147,471	$	—	$	—	$	147,471
U.S. Treasury Obligation		—		759		—		759
Cash Equivalent		12,337		—		—		12,337
Affiliated Partnership		—		12,631		—		12,631
Total Investments in Securities	$	159,808	$	13,390	$	—	$	173,198

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	324	$	—	$	—	$	324

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

22 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 96.2%
Consumer Discretionary — 5.6%
priceline.com*		0.8	%		7,997	$	4,050
Other Securities		4.8					23,553
							27,603
Consumer Staples — 19.5%
Altria Group		0.7			138,171		3,597
Brown-Forman, Cl B		0.7			51,146		3,493
Coca-Cola Enterprises		0.8			146,412		3,997
Hansen Natural*		0.7			59,658		3,593
Hershey		1.0			90,511		4,919
Hormel Foods		1.5			266,980		7,433
Kimberly-Clark		1.6			115,678		7,551
Lorillard		1.6			84,891		8,065
McCormick		0.7			75,607		3,616
Philip Morris International		0.8			58,315		3,827
Reynolds American		1.2			166,641		5,921
SYSCO		0.7			119,692		3,315
Walgreen		0.8			97,900		3,930
Wal-Mart Stores		0.8			76,300		3,971
Other Securities		5.9					28,967
							96,195
Energy — 4.2%
Chevron		1.2			55,700		5,984
Exxon Mobil		1.1			62,000		5,216
Other Securities		1.9					9,315
							20,515
Financials — 12.5%
Bank of Hawaii		0.7			75,073		3,590
Chubb		0.6			52,400		3,213
Commerce Bancshares		0.9			105,133		4,252
Cullen/Frost Bankers		0.6			53,929		3,183
Travelers		0.7			55,300		3,289
Other Securities		9.0					44,316
							61,843

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 21.6%
Abbott Laboratories		1.6	%		164,819	$	8,084
Alexion Pharmaceuticals*		0.7			34,092		3,364
AmerisourceBergen		1.1			131,747		5,212
Amgen*		1.2			113,676		6,076
Becton Dickinson		0.9			53,064		4,225
Biogen Idec*		1.5			99,079		7,272
C.R. Bard		0.8			38,791		3,852
Cardinal Health		1.2			146,625		6,031
Eli Lilly		1.2			165,393		5,817
Forest Laboratories*		0.7			106,026		3,425
McKesson		1.0			62,235		4,920
Merck		0.9			140,200		4,628
Techne		0.9			65,106		4,662
Other Securities		7.9					39,314
							106,882
Industrials — 5.0%
L-3 Communications Holdings		0.6			40,800		3,195
Raytheon		0.7			68,500		3,484
Other Securities		3.7					18,148
							24,827
Information Technology — 10.3%
Cognizant Technology Solutions, Cl A*		0.8			49,193		4,004
International Business Machines		0.7			22,761		3,712
Microsoft		0.7			148,600		3,768
SAIC*		0.7			208,600		3,530
Texas Instruments		1.2			173,398		5,993
WebMD Health, Cl A*		0.7			66,649		3,560
Other Securities		5.5					26,427
							50,994
Materials — 2.3%
Other Securities		2.3					11,259
							11,259
Telecommunication Services — 2.7%
AT&T		1.1			182,100		5,572
Other Securities		1.6					7,853
							13,425
Utilities — 12.5%
Atmos Energy		0.7			96,100		3,277
DPL		0.8			147,761		4,050
DTE Energy		0.7			72,982		3,573
NSTAR		0.9			96,167		4,450
UGI		0.9			142,437		4,686
Wisconsin Energy		0.9			142,032		4,332

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 23

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		7.6	%			$	37,205
							61,573
Total Common Stock (Cost $394,625) ($ Thousands)							475,116
CASH EQUIVALENT — 3.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		3.6			17,721,319		17,721
Total Cash Equivalent (Cost $17,721) ($ Thousands)							17,721
U.S. TREASURY OBLIGATION (A) — 0.2%
Other Securities		0.2					1,071
Total U.S. Treasury Obligation (Cost $1,070) ($ Thousands)							1,071
Total Investments — 100.0% (Cost $413,416) ($ Thousands)						$	493,908

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		174		Jun-2011	$	167

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $493,878 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

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

Cl — Class

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	475,116	$	—	$	—	$	475,116
Cash Equivalent		17,721		—		—		17,721
U.S. Treasury Obligation		—		1,071		—		1,071
Total Investments in Securities	$	492,837	$	1,071	$	—	$	493,908

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures*	$	167	$	—	$	—	$	167

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

24 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Global Managed Volatility Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 89.3%
Australia — 8.4%
CFS Retail Property Trust†		0.8	%		1,840,362	$	3,502
Coca-Cola Amatil		0.6			230,220		2,795
CSL		1.4			179,905		6,648
Metcash		1.0			1,026,398		4,416
TABCORP Holdings		1.1			618,510		4,791
Tatts Group		0.7			1,375,607		3,329
Woolworths		1.0			165,711		4,606
Other Securities		1.8					8,744
							38,831
Austria — 0.1%
Other Securities		0.1					346
							346
Belgium — 2.7%
Colruyt		1.0			86,957		4,585
Mobistar		0.9			62,394		4,332
Other Securities		0.8					3,683
							12,600
Bermuda — 0.0%
Other Securities		0.0					43
							43
Canada — 10.7%
Alimentation Couche Tard, Cl B		0.6			97,000		2,542
CGI Group, Cl A*		0.8			167,100		3,492
Empire, Cl A		0.7			58,530		3,218
George Weston		1.0			85.855		4,745
Metro, Cl A		1.2			114,968		5,460
Rogers Communications, Cl B		0.9			114,252		4,139
Saputo		1.2			126,187		5,677
Other Securities		4.3					20,188
							49,461

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Cayman Islands — 0.1%
Other Securities		0.1	%			$	370
							370
China — 0.0%
Other Securities		0.0					79
							79
Denmark — 1.9%
Coloplast, Cl B		0.9			27,673		4,013
Novo Nordisk, Cl B		0.8			31,269		3,934
Other Securities		0.2					812
							8,759
Finland — 0.9%
Orion, Cl B		0.7			122,720		2,982
Other Securities		0.2					1,277
							4,259
France — 1.6%
Societe BIC		0.9			48,757		4,340
Other Securities		0.7					3,069
							7,409
Germany — 2.0%
Other Securities		2.0					9,230
							9,230
Hong Kong — 4.0%
CLP Holdings		1.2			676,000		5,467
HongKong Electric Holdings		1.4			929,000		6,211
Link†		1.1			1,658,000		5,190
Other Securities		0.3					1,545
							18,413
Ireland — 0.1%
Other Securities		0.1					328
							328
Israel — 0.9%
Other Securities		0.9					4,043
							4,043
Italy — 1.9%
Snam Rete Gas		1.1			894,920		5,037
Other Securities		0.8					3,889
							8,926
Japan — 18.5%
Central Japan Railway		0.8			452		3,594
Chubu Electric Power		1.0			212,900		4,752

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 25

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Global Managed Volatility Fund (Concluded)

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Dena		0.5	%		67,600	$	2,451
FamilyMart		0.8			94,500		3,563
Idemitsu Kosan		0.9			35,800		4,207
Kansai Electric Power		0.6			135,700		2,965
Lawson		0.7			64,300		3,111
NTT DoCoMo		1.2			3,098		5,465
Oriental Land		0.7			43,000		3,429
Sega Sammy Holdings		0.7			180,000		3,141
Takeda Pharmaceutical		1.0			100,900		4,724
Tokyo Gas		0.9			962,000		4,411
TonenGeneral Sekiyu		0.6			216,000		2,676
Other Securities		8.1					36,797
							85,286
Jersey — 0.3%
Other Securities		0.3					1,292
							1,292
Luxembourg — 0.1%
Other Securities		0.1					573
							573
Netherlands — 0.9%
Other Securities		0.9					4,081
							4,081
New Zealand — 0.2%
Other Securities		0.2					1,084
							1,084
Norway — 0.0%
Other Securities		0.0					39
							39
Portugal — 0.2%
Other Securities		0.2					734
							734
Singapore — 0.1%
Other Securities		0.1					224
							224
Spain — 1.0%
Other Securities		1.0					4,786
							4,786
Sweden — 1.4%
Other Securities		1.4					6,569
							6,569

Description	Percentage of Net Assets (%)			Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Switzerland — 2.4%
Swisscom		0.6	%		6,636	$	2,970
Synthes		0.7			22,233		3,018
Other Securities		1.1					5,118
							11,106
United Kingdom — 5.5%
AstraZeneca		1.5			151,330		6,945
Centrica		1.3			1,148,232		5,987
Other Securities		2.7					12,595
							25,527
United States — 23.4%
AmerisourceBergen		1.2			133,473		5,280
Annaly Capital Management†		0.9			237,283		4,141
C.R. Bard		0.7			32,833		3,261
Cephalon*		1.8			107,693		8,161
Family Dollar Stores		0.5			48,294		2,478
Hormel Foods		0.9			150,580		4,192
Kimberly-Clark		0.9			58,956		3,848
Lorillard		0.8			37,157		3,530
Other Securities		15.7					73,105
							107,996
Total Common Stock (Cost $365,454) ($ Thousands)							412,394
PREFERRED STOCK — 0.0%
Germany — 0.0%
Other Securities		0.0					140
Total Preferred Stock (Cost $131) ($ Thousands)							140
CASH EQUIVALENT — 5.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		5.3			24,264,905		24,265
Total Cash Equivalent (Cost $24,265) ($ Thousands)							24,265
U.S. TREASURY OBLIGATION (A) (B) — 0.6%
U.S. Treasury Bills 0.182%, 06/30/2011		0.6		$	2,625		2,624
Total U.S. Treasury Obligation (Cost $2,623) ($ Thousands)							2,624
Total Investments — 95.2% (Cost $392,473) ($ Thousands)						$	439,423

26 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
DJ Euro Stoxx 50 Index		106		Jun-2011	$	134
FTSE Index		38		Jun-2011		104
Hang Seng Index		12		Apr-2011		26
S&P 500 Index E-MINI		233		Jun-2011		240
SPI 200 Index		16		Jul-2011		91
					$	595

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A summary of the outstanding forward foreign currency contracts held by the Fund at March 31, 2011, is as follows:

Maturity Date	Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Appreciation Unrealized (Depreciation) ($ Thousands)
04/28/11		AUD	38,234		USD	39,122	$	(292	)
04/28/11		CAD	46,218		USD	47,380		(119	)
04/28/11		EUR	54,936		USD	77,444		(472	)
04/28/11		GBP	19,871		USD	31,804		(36	)
04/28/11		JPY	8,639,213		USD	105,664		1,392
04/28/11		USD	139		AUD	135		–
04/28/11		USD	83		CAD	81		–
							$	473

Percentages are based on Net Assets of $461,639 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

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

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

AUD — Australian Dollar

CAD — Canadian Dollar

Cl — Class

EUR — Euro

GBP — British Pound Sterling

JPY — Japanese Yen

USD — United States Dollar

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	412,394	$	—	$	—	$	412,394
Preferred Stock		140		—		—		140
Cash Equivalent		24,265		—		—		24,265
U.S. Treasury Obligation		—		2,624		—		2,624
Total Investments in Securities	$	436,799	$	2,624	$	—	$	439,423

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	595	$	—	$	—	$	595
Forwards*		—		473		—		473
Total Other Financial Instruments	$	595	$	473	$	—	$	1,068

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

For the six month period ended March 31, 2011, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there have been no transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 27

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2011

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 95.6%
Consumer Discretionary — 6.3%
priceline.com*		1.0	%		5,605	$	2,839
Other Securities		5.3					14,522
							17,361
Consumer Staples — 22.6%
Altria Group		0.7			79,714		2,075
Church & Dwight		1.0			33,558		2,663
Coca-Cola		0.6			27,334		1,813
General Mills		0.9			64,531		2,359
Hormel Foods		1.6			160,462		4,467
JM Smucker		0.6			23,806		1,700
Kellogg		0.9			45,872		2,476
Kimberly-Clark		1.5			63,894		4,170
Kroger		0.7			79,538		1,906
Lorillard		1.7			49,759		4,728
McCormick		0.6			34,139		1,633
Philip Morris International		0.8			34,312		2,252
Reynolds American		1.4			105,415		3,745
Walgreen		0.8			54,500		2,188
Wal-Mart Stores		1.5			77,801		4,050
Other Securities		7.3					19,915
							62,140
Energy — 4.2%
Chevron		1.2			29,600		3,180
ConocoPhillips		0.6			20,200		1,613
Exxon Mobil		1.0			33,800		2,844
Other Securities		1.4					3,820
							11,457
Financials — 10.7%
Chubb		0.6			29,100		1,784
Commerce Bancshares		0.7			46,008		1,860
Travelers		0.7			30,800		1,832
Other Securities		8.7					24,043
							29,519

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 18.2%
Abbott Laboratories		1.1	%		60,827	$	2,984
Alexion Pharmaceuticals*		1.0			28,601		2,822
Allscripts Healthcare Solutions*		0.6			83,517		1,753
AmerisourceBergen		0.9			64,037		2,533
Becton Dickinson		0.7			24,040		1,914
Biogen Idec*		0.7			26,000		1,908
Eli Lilly		0.8			58,958		2,074
Henry Schein*		0.8			29,829		2,093
Johnson & Johnson		0.9			43,884		2,600
Merck		0.9			77,500		2,558
Pfizer		0.8			105,229		2,137
Techne		0.7			27,621		1,978
Other Securities		8.3					22,697
							50,051
Industrials — 5.8%
L-3 Communications Holdings		0.6			21,600		1,692
Lockheed Martin		0.6			20,900		1,680
Raytheon		0.7			35,600		1,811
Stericycle*		0.9			28,597		2,536
Other Securities		3.0					8,374
							16,093
Information Technology — 10.6%
Google, Cl A*		0.7			3,373		1,977
IAC*		0.9			74,514		2,302
International Business Machines		1.4			23,800		3,881
Microsoft		0.8			82,700		2,097
SAIC*		0.7			114,200		1,932
Other Securities		6.1					16,955
							29,144
Materials — 2.2%
Other Securities		2.2					6,043
							6,043
Telecommunication Services — 2.7%
AT&T		1.0			87,700		2,684
Other Securities		1.7					4,841
							7,525
Utilities — 12.3%
Atmos Energy		0.6			53,600		1,828
Consolidated Edison		0.6			33,550		1,702
NSTAR		1.0			61,189		2,831
OGE Energy		0.7			38,501		1,947
Southern		0.7			51,822		1,975
Wisconsin Energy		0.9			82,950		2,530
Other Securities		7.8					20,891
							33,704
Total Common Stock (Cost $219,515) ($ Thousands)							263,037

28 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Percentage of Net Assets (%)		Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 4.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**†		4.0		10,912,616	$	10,913
Total Cash Equivalent (Cost $10,913) ($ Thousands)						10,913
U.S. TREASURY OBLIGATION (A) — 0.2%
Other Securities		0.2				480
Total U.S. Treasury Obligation (Cost $480) ($ Thousands)						480
Total Investments — 99.8% (Cost $230,908) ($ Thousands)					$	274,430

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized ($ Thousands) Appreciation
S&P 500 Index E-MINI		95		Jun-2011	$	94

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $275,035 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

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

Cl — Class

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	263,037	$	—	$	—	$	263,037
Cash Equivalent		10,913		—		—		10,913
U.S. Treasury Obligation		—		480		—		480
Total Investments in Securities	$	273,950	$	480	$	—	$	274,430

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	94	$	—	$	—	$	94

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 29

SCHEDULE OF INVESTMENTS (Unaudited)

Real Estate Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 94.9%
Financials — 92.8%
Alexandria Real Estate Equities† (A)		37,100	$	2,893
AMB Property† (A)		243,300		8,752
American Assets Trust†		21,300		453
Apartment Investment & Management, Cl A†		184,934		4,710
AvalonBay Communities† (A)		30,111		3,616
BioMed Realty Trust†		114,280		2,174
Boston Properties† (A)		78,283		7,425
Brookfield Asset Management, Cl A		61,400		1,993
Camden Property Trust† (A)		46,800		2,659
Colonial Properties Trust†		107,750		2,074
CommonWealth REIT†		85,963		2,232
Douglas Emmett† (A)		254,299		4,768
Duke Realty†		225,100		3,154
Equity Residential†		182,650		10,303
Essex Property Trust† (A)		26,350		3,267
Extra Space Storage†		104,900		2,172
Federal Realty Investment Trust†		23,750		1,937
Forest City Enterprises, Cl A* (A)		156,000		2,938
General Growth Properties†		163,899		2,537
HCP†		342,000		12,975
Health Care† (A)		60,900		3,194
Host Hotels & Resorts† (A)		553,479		9,747
Hudson Pacific Properties†		16,925		249
Liberty Property Trust† (A)		77,300		2,543
Macerich† (A)		56,809		2,814
Mack-Cali Realty†		137,450		4,660
Pebblebrook Hotel Trust†		14,000		310
Piedmont Office Realty Trust, Cl A† (A)		52,550		1,020
Plum Creek Timber† (A)		117,200		5,111
Prologis†		300,000		4,794
Public Storage† (A)		72,254		8,014
Regency Centers† (A)		151,450		6,585
Saul Centers†		27,400		1,221
Simon Property Group†		99,413		10,653
SL Green Realty† (A)		67,500		5,076
Terreno Realty† (A)		14,800		255
UDR†		104,400		2,544
Ventas† (A)		99,450		5,400
Verde Realty PIPE* (B) (C)		21,400		361
Vornado Realty Trust†		33,790		2,957
				160,540

Description	Shares		Market Value ($ Thousands)
Health Care — 2.1%
Brookdale Senior Living, Cl A*		127,400	$	3,566
Total Common Stock (Cost $103,242) ($ Thousands)				164,106
AFFILIATED PARTNERSHIP — 30.0%
SEI Liquidity Fund, L.P. 0.200%**†† (D)		53,443,039		51,989
Total Affiliated Partnership (Cost $53,443) ($ Thousands)				51,989
CASH EQUIVALENT — 6.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		11,565,483		11,565
Total Cash Equivalent (Cost $11,565) ($ Thousands)				11,565
Total Investments — 131.6% (Cost $168,250) ($ Thousands)			$	227,660

Percentages are based on Net Assets of $172,973 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total market value of securities on loan at March 31, 2011 was $52,618 ($ Thousands).

(B) Securities considered illiquid and restricted. The total value of such securities as of March 31, 2011 was $361 ($ Thousands) and represented 0.2% of Net Assets.

(C) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2011 was $361 ($ Thousands) and represented 0.2% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan (see Note 9). The total market value of such securities as of March 31, 2011 was $51,989 ($Thousands).

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

REIT — Real Estate Investment Trust

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investment in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	163,745	$	—	$	361	$	164,106
Affiliated Partnership		—		51,989		—		51,989
Cash Equivalent		11,565		—		—		11,565
Total Investment in Securities	$	175,310	$	51,989	$	361	$	227,660

30 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

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

	Common Stock
Beginning balance as of October 1, 2010	$	404
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(43	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of March 31, 2011	$	361
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(43	)

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 31

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 27.1%
Advantage Sales and Marketing
9.250%, 06/18/18	$	450	$	458
Affinion Group Holdings
5.000%, 10/08/16		496		496
Allison Transmission
3.040%, 08/07/14		96		95
3.020%, 08/07/14		19		19
3.010%, 08/07/14		744		736
Aramark
2.182%, 01/26/14		400		396
Aramark LOC
0.111%, 01/26/14		32		32
Asurion
3.261%, 07/03/14		2		2
Asurion, 1st Lien Term Loan
3.312%, 07/03/14		96		95
3.261%, 07/03/14		248		246
3.258%, 07/03/14		310		307
Atlantic Broadband Finance
4.000%, 02/24/16		486		487
Avaya
4.811%, 10/26/17		328		319
3.061%, 10/26/14		166		160
Biomet
3.308%, 03/25/15		396		395
3.261%, 03/25/15		23		23
3.250%, 03/25/15		131		131
Blount International
6.250%, 08/09/16		1		1
5.500%, 07/29/16		348		350
Bresnan Broadband
5.250%, 12/14/17		1		1
4.500%, 12/14/17		499		501
Burlington Coat Factory
6.250%, 02/10/17		360		356
Caesar’s Entertainment
0.000%, 01/28/15 (H)		150		139
Calpine
4.500%, 04/01/18		200		201
Cannery Casino
4.503%, 05/20/13		112		109
4.503%, 05/17/13		136		132

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CDW
4.006%, 10/12/14	$	225	$	224
Cedar Fair
5.500%, 12/15/16		432		434
Cengage Learning Holding
2.550%, 06/28/14		735		703
Ceridian
3.255%, 11/08/14		499		485
Charter Communications, Term B Loan
2.260%, 03/15/14		31		30
Charter Communications, Term C Loan
3.540%, 09/06/16		611		611
Cinemark
2.040%, 10/05/13		150		150
2.020%, 10/05/13		382		381
CIT Group
6.250%, 08/11/15		151		153
City Center Holdings
7.500%, 01/31/15		100		101
Claire’s Stores
5.000%, 05/27/14		1		1
3.057%, 05/27/14		340		323
3.054%, 05/27/14		71		68
CMP Susquehanna
2.250%, 05/05/13		390		384
CommScope
5.000%, 01/14/18		300		302
Community Health Systems
3.810%, 01/25/17		224		223
2.561%, 07/25/14		452		448
Community Health Systems, Delayed Draw
2.561%, 07/25/14		16		16
ConvaTec
5.750%, 12/30/16		500		501
Cristal Inorganic Chemicals
6.053%, 11/15/14		500		499
Cumulus Media
4.012%, 06/11/14		500		495
DAE Aviation
5.310%, 07/31/14		292		293
5.310%, 09/27/14		282		282
5.290%, 09/27/14		1		1
Davita
4.500%, 10/20/16		549		551
Del Monte Foods
4.500%, 03/08/18		400		401
Dex Media West
7.000%, 10/24/14		381		338
0.000%, 10/24/14 (H)		200		177
Dunkin’ Brands
4.250%, 11/23/17		499		502
Dynegy Holdings
4.010%, 04/02/13		814		806

32 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
EquiPower Resource Holdings
5.750%, 01/26/18	$	500	$	504
Federal Mogul
2.207%, 12/29/14		5		5
2.198%, 12/29/14		40		39
2.188%, 12/29/14		207		202
2.167%, 12/29/14		2		2
Federal Mogul, Term C Loan
2.198%, 12/28/15		114		111
2.188%, 12/28/15		15		14
2.177%, 12/28/15		1		1
Fidelity National Information Services
5.250%, 07/18/16		419		421
First Data, Term Loan B-3
3.002%, 09/24/14		500		479
Firth Rixson, Facility B
4.803%, 12/18/15		250		241
Firth Rixson, Facility C
5.303%, 12/20/16		250		242
Ford Motor
3.010%, 12/15/15		119		119
Ford Motor, Tranche 1
3.010%, 12/15/15		274		273
Ford Motor, Tranche 2
3.010%, 12/15/15		21		21
Freescale Semiconductor
4.511%, 12/01/16		497		493
Gambro Holding
3.313%, 08/06/15		200		199
2.563%, 09/06/14		200		198
Global Cash Access
7.000%, 02/01/16		381		381
Graham Packaging
6.000%, 09/23/16		249		251
Graphic Packaging International, Incremental Term Loan
3.053%, 05/16/14		209		208
3.053%, 05/16/14		260		260
Harrah’s Operation, Tranche B-2
3.288%, 01/28/15		807		749
HCA, Tranche B
2.557%, 11/18/13		564		561
Hertz
3.750%, 03/04/18		280		280
Hexion Specialty Chemical, Term Loan C-1
2.563%, 05/05/13		313		308
Hexion Specialty Chemical, Term Loan C-2
2.563%, 05/05/13		139		137
Hub International Ltd., Delayed Draw
2.807%, 06/13/14		131		129
Hub International Ltd., Initial Term Loan
2.803%, 06/13/14		581		572

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Iasis Healthcare LOC
2.100%, 03/15/14	$	15	$	15
Iasis Healthcare, Delayed Draw
2.246%, 03/15/14		56		55
Iasis Healthcare, Term B Loan
2.246%, 03/15/14		162		160
IMS Health
4.500%, 08/31/17		400		402
IMS Health, Term B Loan
5.250%, 02/26/16		198		198
Infor Enterprise Solutions
6.020%, 07/28/12		322		318
Infor Global Enterprise Solutions
6.512%, 03/02/14		33		30
Infor Global Enterprise Solutions, Tranche 1
6.512%, 03/02/14		169		156
Infor Global Solutions
6.020%, 07/28/15		168		166
Infor Global Solutions, 2nd Lien
6.512%, 03/02/14		329		303
Integra Telecom, Term B Loan
9.500%, 04/07/15		340		341
9.250%, 04/07/15		337		338
Intelsat
5.250%, 04/03/18		304		306
Intelsat Bermuda
3.303%, 02/01/14		500		490
Intersil, Term B Loan
4.750%, 04/26/16		232		232
Inventiv Health
6.500%, 05/07/16		248		248
4.750%, 08/04/16		30		30
0.000%, 08/04/16 (H)		60		60
0.000%, 08/04/16 (I)		60		—
Inverness Medical
4.511%, 06/26/15		560		553
JHT Holding, 2nd Lien
12.500%, 12/21/12 (D) (E)		40		13
Knology
4.000%, 08/08/17		499		498
Lamar Media
4.250%, 10/01/16		364		365
Language Line
6.250%, 06/20/16		500		501
Live Nation, Term B Loan
4.500%, 10/20/16		248		248
Meg Energy
4.000%, 03/18/18		650		654
Nalco
4.500%, 09/21/17		498		501
NBTY
4.250%, 10/01/17		500		501
Nielson Finance
2.259%, 12/31/17		759		754

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 33

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
NXP Semiconductors, 1st Lien
0.000%, 03/07/17 (H)	$	400	$	403
Reable Therapeutics
3.261%, 05/20/14		80		80
Reable Therapeutics, Term B Loan
3.261%, 05/20/14		373		370
Realogy
3.150%, 10/10/13		78		74
Realogy, Traunche 2
4.561%, 10/13/13		460		440
Regal Cinemas
3.553%, 08/23/17		549		550
Remax International, Term B Loan
5.500%, 03/11/16		496		495
Renal Advantage Holdings, Term B Loan
5.750%, 11/12/16		468		472
Revel AC
9.000%, 02/17/17		120		117
Rock Tenn, Term Loan
0.000%, 01/24/17 (H)		400		402
Roundy’s Supermarkets
10.000%, 04/16/16		500		507
Rovi Guides
4.000%, 02/07/18		75		75
Sedgwick Claims Management
5.000%, 12/31/16		120		120
Seminole Tribe
1.812%, 03/05/14		480		469
Sensata Technology
2.054%, 04/27/13		531		525
Smart Technologies
7.261%, 08/28/15		321		321
Solutia, 1st Lien Term Loan
3.500%, 03/02/17		81		82
Sungard Data Systems
3.936%, 02/28/16		444		444
3.913%, 02/28/16		23		23
3.912%, 02/28/16		54		54
Supervalu
1.636%, 06/02/12		347		344
Syniverse Holdings
5.250%, 12/21/17		500		502
Telesat Canada U.S., Term I Loan
3.270%, 10/31/14		321		319
Telesat Canada U.S., Term II Loan
3.270%, 10/31/14		28		27
Texas Competitive Electric Holdings, Tranche B-2
3.803%, 10/10/14		430		362
3.759%, 10/10/14		286		240
Trans Union
4.750%, 02/26/18		400		402
Transdigm
5.250%, 02/14/17		499		502

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
TWCC Holding, Term Loan
4.250%, 02/11/17	$	499	$	502
United Surgical Partners
2.310%, 04/19/14		157		155
2.270%, 04/21/14		74		73
2.270%, 04/19/14		168		166
Universal Healthcare
5.500%, 05/16/16		322		323
Univision Communications, Term B Loan
4.496%, 03/31/17		693		676
UPC Broadband Holding
3.761%, 12/31/17		250		250
Vanguard Health
5.000%, 01/15/16		396		397
Verint Systems
5.250%, 05/25/14		639		640
VML US Finance
4.790%, 05/25/12		58		58
4.790%, 05/25/13		476		475
Waiccs Las Vegas 3 LLC, 2nd Lien
0.000%, 07/30/10 (F)		2,000		—
Walter Energy
0.000%, 03/04/18 (H)		500		503
Warner Chilcott
4.250%, 03/15/18		90		91
4.250%, 03/14/18		196		198
Waste Industries
4.750%, 03/16/17		500		501
WideOpenWest Finance, 1st Lien
2.756%, 06/30/14		435		413
Total Loan Participations (Cost $46,775) ($ Thousands)				46,048
CORPORATE OBLIGATIONS — 20.6%
Consumer Discretionary — 1.9%
Affinion Group
7.875%, 12/15/18 (A)		450		423
Citadel Broadcasting
7.750%, 12/15/18 (A)		62		67
Hanesbrands
6.375%, 12/15/20		500		488
President and Fellows of Harvard College
3.700%, 04/01/13		1,060		1,113
Rent-A-Center
6.625%, 11/15/20 (A)		416		410
Reynolds Group
6.875%, 02/15/21 (A)		185		186
Volkswagen International Finance
0.757%, 04/01/14 (A) (B)		475		475
				3,162

34 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Consumer Staples — 0.9%
Anheuser-Busch InBev Worldwide
0.854%, 01/27/14 (B)	$	500	$	504
Archer-Daniels-Midland
0.472%, 08/13/12 (B)		500		500
Coca-Cola Enterprises
0.614%, 02/18/14 (B)		600		600
				1,604
Energy — 0.3%
Energy Transfer Equity
7.500%, 10/15/20		500		544
Financials — 14.1%
Ally Financial
0.309%, 12/19/12 (B)		1,250		1,251
Bank of America MTN
0.490%, 06/22/12 (B)		1,500		1,505
Bank of Nova Scotia
0.562%, 08/09/12 (B)		650		650
Caterpillar Financial Services
0.594%, 04/01/14 (B)		500		501
Citigroup
0.838%, 08/25/36 (B)		1,500		1,122
Citigroup Funding
0.618%, 04/30/12 (B)		375		377
0.246%, 06/03/11 (B)		375		375
General Electric Capital MTN
0.309%, 12/21/12 (B)		5,150		5,159
ILFC E-Capital Trust I
5.970%, 12/21/65 (A) (B)		1,000		832
JPMorgan Chase Capital XXI, Ser U
1.254%, 02/02/37 (B)		1,300		1,081
Mellon Funding
0.463%, 05/15/14 (B)		900		895
Merrill Lynch
1.069%, 09/15/36 (B)		700		551
Metropolitan Life Global Funding I
1.053%, 01/10/14 (A) (B)		500		503
Monumental Global Funding III
0.503%, 01/15/14 (A) (B)		900		867
Morgan Stanley
1.903%, 01/24/14 (B)		500		510
0.592%, 02/10/12 (B)		1,150		1,154
0.553%, 01/09/12 (B)		400		400
New York Life Global Funding
0.434%, 06/16/11 (A) (B)		1,000		1,000
Realogy
7.875%, 02/15/19 (A)		116		115
State Street
0.659%, 03/07/14 (B)		421		419
0.404%, 04/30/12 (B)		615		615
State Street Bank and Trust
0.510%, 09/15/11 (B)		960		961

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
State Street Capital Trust IV
1.310%, 06/15/37 (B)	$	375	$	310
Unitrin
6.000%, 05/15/17		670		690
Wells Fargo
0.393%, 01/24/12 (B)		355		355
Western Union
5.400%, 11/17/11		1,175		1,210
0.889%, 03/07/13 (B)		485		485
				23,893
Health Care — 0.6%
American Renal Holdings
8.375%, 05/15/18		250		264
Sanofi-Aventis
0.618%, 03/28/14 (B)		750		752
				1,016
Industrials — 0.3%
Continental Airlines, Ser 061G
0.646%, 06/02/13 (B)		569		538
Materials — 0.7%
E.I. Du Pont de Nemours
0.728%, 03/25/14 (B)		705		707
Packaging Dynamics
8.750%, 02/01/16 (A)		500		511
				1,218
Telecommunication Services — 1.2%
MetroPCS Wireless
6.625%, 11/15/20		400		400
Telecom Italia Capital
0.913%, 07/18/11 (B)		550		550
Verizon Communications
0.919%, 03/28/14 (B)		450		452
Vodafone Group PLC
0.591%, 02/27/12 (B)		650		651
				2,053
Utilities — 0.6%
Calpine
7.500%, 02/15/21 (A)		375		388
Southern, Ser A
5.300%, 01/15/12		665		689
				1,077
Total Corporate Obligations (Cost $35,925) ($ Thousands)				35,105

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 35

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 17.3%
Automotive — 7.4%
Ally Auto Receivables Trust, Ser 2009-A, Cl A3
2.330%, 06/17/13 (A)	$	750	$	760
Ally Auto Receivables Trust, Ser 2009-A, Cl A4
3.000%, 10/15/15 (A)		495		511
Ally Auto Receivables Trust, Ser 2010-4, Cl A2
0.710%, 02/15/13		165		165
Ally Auto Receivables Trust, Ser 2011-1, Cl A2
0.810%, 10/15/13		420		420
Americredit Prime Automobile Receivable, Ser 2007-1, Cl D
5.620%, 09/08/14		775		796
Americredit Prime Automobile Receivable, Ser 2009-1, Cl A3
2.210%, 01/15/14		430		435
Bank of America Auto Trust, Ser 2009-2A, Cl A4
3.030%, 10/15/16 (A)		345		355
Bank of America Auto Trust, Ser 2010-1A, Cl A3
1.390%, 03/15/14 (A)		700		704
Carmax Auto Owner Trust, Ser 2007-1, Cl C
5.530%, 07/15/13		190		190
CarMax Auto Owner Trust, Ser 2010-3, Cl A3
0.990%, 02/17/15		315		313
CarMax Auto Owner Trust, Ser 2011-1, Cl A2
0.720%, 11/15/13		210		210
Chrysler Financial Auto Securitization Trust, Ser 2010-A, Cl A2
0.690%, 01/08/13		345		345
Daimler Chrysler Auto Trust, Ser 2007-A, Cl A4
5.280%, 03/08/13		120		123
Ford Credit Auto Lease Trust, Ser 2010-B, Cl A2
0.750%, 10/15/12 (A)		500		500
Ford Credit Auto Owner Trust, Ser 2007-A, Cl C
5.800%, 02/15/13		515		535
Ford Credit Auto Owner Trust, Ser 2009-B, Cl A3
2.790%, 08/15/13		349		354
Ford Credit Auto Owner Trust, Ser 2011-A
0.620%, 07/15/13		350		350

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Harley-Davidson Motorcycle Trust, Ser 2006-3, Cl A4
5.220%, 06/15/13	$	333	$	337
Harley-Davidson Motorcycle Trust, Ser 2009-2
2.620%, 03/15/14		454		458
Harley-Davidson Motorcycle Trust, Ser 2010-1, Cl A2
0.830%, 11/15/13		455		455
Hertz Vehicle Financing, Ser 2009-2A, Cl A1
4.260%, 03/25/14 (A)		300		314
Honda Auto Receivables Owner Trust, Ser 2010-3, Cl A2
0.530%, 01/21/13		500		500
Honda Auto Receivables Owner Trust, Ser 2011-1, Cl A2
0.650%, 06/17/13		275		275
Hyundai Auto Receivables Trust, Ser 2011-A
0.690%, 11/15/13		310		310
Navistar Financial Owner Trust, Ser 2010-A, Cl A3
1.990%, 01/21/14 (A)		650		657
Nissan Auto Lease Trust, Ser 2010-B, Cl A2
0.900%, 05/15/13		415		416
Santander Drive Auto Receivables Trust, Ser 2010-3, Cl A2
0.930%, 06/17/13		255		255
Wachovia Auto Owner Trust, Ser 2008- A, Cl A4B
1.403%, 03/20/14 (B)		650		655
World Omni Auto Receivables Trust, Ser 2011-A, Cl A2
0.640%, 11/15/13		405		405
World Omni Automobile Lease Securitization Trust, Ser 2009-A, Cl A3
1.650%, 02/15/13		350		351
World Omni Automobile Lease Securitization Trust, Ser 2009-A, Cl A2
1.020%, 01/16/12		184		184
				12,638
Credit Cards — 4.2%
Capital One Multi-Asset Execution Trust, Ser 2005-A7, Cl A7
4.700%, 06/15/15		466		490
Capital One Multi-Asset Execution Trust, Ser 2006-A10, Cl A10
5.150%, 06/16/14		490		499
Chase Issuance Trust, Ser 2009-A3, Cl A3
2.400%, 06/17/13		480		482

36 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citibank Credit Card Issuance Trust, Ser 2007-B5, Cl B5
0.873%, 11/07/14 (B)	$	1,100	$	1,098
Discover Card Master Trust, Ser 2009- A1, Cl A1
1.560%, 12/15/14 (B)		515		522
Discover Card Master Trust, Ser 2009- A2, Cl A
1.560%, 02/17/15 (B)		650		659
GE Capital Credit Card Master Note Trust, Ser 2007-4, Cl B
0.455%, 06/15/15 (B)		1,150		1,137
GE Capital Credit Card Master Note Trust, Ser 2009-1, Cl A
2.355%, 04/15/15 (B)		550		560
GE Capital Credit Card Master Note Trust, Ser 2009-3, Cl A
2.540%, 09/15/14		635		640
MBNA Master Credit Card Trust, Ser 1997-B, Cl B
0.605%, 08/15/14 (B)		1,000		994
				7,081
Mortgage Related Securities — 0.1%
New Century Home Equity Loan Trust, Ser 2005-1, Cl A1MZ
0.539%, 03/25/35 (B)		35		31
Option One Mortgage Loan Trust, Ser 2007-FXD1, Cl 3A3
5.611%, 01/25/37 (B)		285		152
				183
Other Asset-Backed Securities — 5.6%
Ally Master Owner Trust, Ser 2010-1, Cl A
2.010%, 01/15/15 (A) (B)		650		662
Babson CLO, Ser 2007-1A, Cl A1
0.514%, 01/18/21 (A) (B)		1,060		982
CIT Equipment Collateral, Ser 2009-VT1
3.070%, 08/15/16 (A)		229		231
CNH Equipment Trust, Ser 2009-B
5.170%, 10/15/14		485		505
CNH Equipment Trust, Ser 2010-C, Cl A2
0.830%, 04/15/13		330		330
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (A)		2,200		2,238
Ford Credit Floorplan Master Owner Trust, Ser 2010-1
2.505%, 12/15/14 (A) (B)		485		497
1.905%, 12/15/14 (A) (B)		550		560

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GE Dealer Floorplan Master Note Trust, Ser 2009-2A, Cl A
1.803%, 10/20/14 (A) (B)	$	500	$	507
GE Equipment Midticket, Ser 2010-1
0.610%, 01/14/13 (A)		650		650
Katonah, Ser 2005-7A, Cl B
0.733%, 11/15/17 (A) (B)		700		552
Marriott Vacation Club Owner Trust, Ser 2006-2A, Cl A
5.362%, 10/20/28 (A)		59		61
Marriott Vacation Club Owner Trust, Ser 2007-1A, Cl D
6.135%, 05/20/29 (A)		411		351
SLM Student Loan Trust, Ser 2008-5, Cl A2
1.403%, 10/25/16 (B)		436		442
SLM Student Loan Trust, Ser 2011-1, CI A1
0.781%, 03/25/26 (B)		600		601
Triton Container Finance LLC, Ser 2006-1A, Cl N
0.420%, 11/26/21 (A) (B)		425		402
				9,571
Total Asset-Backed Securities (Cost $29,882) ($ Thousands)				29,473
U.S. GOVERNMENT AGENCY OBLIGATIONS — 13.7%
FHLB
5.375%, 08/19/11		3,575		3,647
1.375%, 05/16/11		7,000		7,011
0.760%, 07/19/11		5,000		5,010
0.450%, 03/06/12		1,000		1,000
FHLMC
2.750%, 04/11/11		1,813		1,814
FNMA
5.125%, 04/15/11		750		752
1.375%, 04/28/11		1,560		1,562
0.383%, 07/12/11 (C)		2,500		2,497
Total U.S. Government Agency Obligations (Cost $23,270) ($ Thousands)				23,293
MORTGAGE-BACKED SECURITIES — 10.7%
Agency Mortgage-Backed Obligations — 5.9%
FHLMC
6.000%, 09/01/26		431		471
FNMA
6.500%, 09/01/26		270		300
6.000%, 01/01/27		1,068		1,162
5.000%, 02/01/23 to 03/01/25		814		868
FNMA TBA
6.500%, 04/30/37		2,500		2,802
6.000%, 12/01/20 to 11/01/26		2,470		2,690

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 37

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Concluded)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
NCUA Guaranteed Notes CMO, Ser 2010-R1, Cl 1A
0.709%, 10/07/20 (B)	$	717	$	718
NCUA Guaranteed Notes CMO, Ser 2011-R1, Cl 1A
0.709%, 01/08/20 (B)		309		310
NCUA Guaranteed Notes CMO, Ser 2011-R3
0.672%, 03/11/20 (B)		316		316
NCUA Guaranteed Notes CMO, Ser 2011-R4, Cl 1A
0.722%, 03/06/20 (B)		416		416
				10,053
Non-Agency Mortgage-Backed Obligations — 4.8%
American Tower Trust, Ser 1A, Cl D
5.957%, 04/15/37 (A)		625		660
Banc of America Mortgage Securities, Ser 2004-J, Cl 2A1
3.165%, 11/25/34 (B)		206		191
Banc of America Mortgage Securities, Ser 2005-C, Cl 2A2
2.987%, 04/25/35 (B)		626		543
Banc of America Mortgage Securities, Ser 2005-I, Cl 2A1
3.230%, 10/25/35 (B)		442		363
Bayview Commercial Asset Trust, Ser 2006-4A, Cl A2
0.523%, 12/25/36 (A) (B)		411		246
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
2.987%, 09/25/34 (B)		138		125
Commercial Mortgage Pass-Through Certificates, Ser 2006-FL12, Cl A2
0.353%, 12/15/20 (A) (B)		613		600
GE Business Loan Trust, Ser 2003-2A, Cl B
1.253%, 11/15/31 (A) (B)		71		58
GE Business Loan Trust, Ser 2004-2A, Cl B
0.733%, 12/15/32 (A) (B)		78		64
GE Business Loan Trust, Ser 2004-2A, Cl A
0.473%, 12/15/32 (A) (B)		105		94
Greenwich Capital Commercial Funding, Ser 2006-FL4A, Cl C
0.490%, 11/15/21 (A) (B)		810		752
Impac CMB Trust, Ser 2005-1, Cl 1A1
0.770%, 04/25/35 (B)		302		245
JPMorgan Mortgage Trust, Ser 2006- A6, Cl 4A1
2.942%, 10/25/36 (B)		760		614

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Merrill Lynch Mortgage Investors, Ser 2005-A1, Cl 1A
3.067%, 12/25/34 (B)	$	290	$	241
MortgageIT Trust, Ser 2005-5, Cl A1
0.510%, 12/25/35 (B)		956		724
Prudential Commercial Mortgage Trust, Ser 2003-PWR1, Cl A1
3.669%, 02/11/36		395		396
Sequoia Mortgage Trust, Ser 2004-10, Cl A2
0.573%, 11/20/34 (B)		225		199
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
0.553%, 12/20/34 (B)		180		165
Sequoia Mortgage Trust, Ser 2005-2, Cl A1
0.474%, 03/20/35 (B)		101		85
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.568%, 03/25/37 (B)		431		344
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
2.747%, 01/25/35 (B)		450		411
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR1, Cl 2A1
2.740%, 02/25/35 (B)		548		494
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR2, Cl 2A2
2.744%, 03/25/35 (B)		465		419
				8,033
Total Mortgage-Backed Securities (Cost $18,848) ($ Thousands)				18,086
U.S. TREASURY OBLIGATIONS — 4.9%
U.S. Treasury Inflation Indexed Bonds
2.000%, 04/15/12		4,553		4,760
U.S. Treasury Notes
0.875%, 02/29/12		3,500		3,517
Total U.S. Treasury Obligations (Cost $8,269) ($ Thousands)				8,277
COMMON STOCK — 0.0%
JHT Holding*		4,002		—
Total Common Stock (Cost $—) ($ Thousands)				—

38 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**		4,609,469	$	4,609
Total Cash Equivalent (Cost $4,609) ($ Thousands)				4,609
REPURCHASE AGREEMENT (G) — 5.9%
Bank of America 0.150%, dated 03/31/11, to be repurchased on 04/01/11, repurchase price $10,100,042 (collateralized by a FNMA obligation, par value $10,061,653, 4.500%, 02/01/2041; total market value $10,264,333)	$	10,100		10,100
Total Repurchase Agreement (Cost $10,100) ($ Thousands)				10,100
Total Investments — 102.9% (Cost $177,678)($ Thousands)			$	174,991

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts (Short)			Expiration Date		Unrealized (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		(24	)		Jun-2011	$	(4	)
U.S. 2-Year Treasury Note		(31	)		Jul-2011		(2	)
U.S. 5-Year Treasury Note		(5	)		Jul-2011		(1	)
						$	(7	)

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on a Net Assets of $170,141 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

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

(B) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2011. The date reported on the Schedule of Investments is the final maturity date.

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

(D) Securities considered illiquid and restricted. The total market value of such securities as of March 31, 2011 was $13 ($ Thousands) and represented 0.00% of Net Assets.

(E) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2011 was $ 13 ($ Thousands) and represented 0.00% of Net Assets.

(F) Security in default on interest payments.

(G) Tri-Party Repurchase Agreement

(H) Unsettled Bank Loan. Interest rate not available.

(I) Unfunded Bank Loan. Interest rate not available.

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

Ltd — Limited

LLC — Limited Liability Company

LOC — Line of Credit

MTN — Medium Term Note

NCUA — National Credit Union Administration

PLC — Public Limited Company

Ser — Series

TBA — To Be Announced

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

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Loan Participations	$	—	$	46,035	$	13	$	46,048
Corporate Obligations		—		35,105		—		35,105
Asset-Backed Securities		—		28,605		868		29,473
U.S. Government Agency
Obligations		—		23,293		—		23,293
Mortgage-Backed Securities		—		18,086		—		18,086
U.S. Treasury Obligations		—		8,277		—		8,277
Common Stock		—		—		—		—
Cash Equivalent		4,609		—		—		4,609
Repurchase Agreement		—		10,100		—		10,100
Total Investments in Securities	$	4,609	$	169,501	$	881	$	174,991

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(7	)	$	—	$	—	$	(7	)

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

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

	Asset-Backed Securities		Loan Participations
Beginning balance as of October 1, 2010	$	509	$	339
Accrued discounts/premiums		—		(5	)
Realized gain/(loss)		—		—
Change in unrealized appreciation/(depreciation)		43		(21	)
Net purchases/sales		316		—
Net transfer in and/or out of Level 3		—		(300	)
Ending balance as of March 31, 2011	$	868	$	13
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	43	$	(21	)

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 39

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 50.5%
Agency Mortgage-Backed Obligations — 37.8%
FHLMC TBA
4.500%, 05/12/39	$	11,300	$	11,443
4.000%, 04/15/41		300		295
3.500%, 04/15/26 to 04/01/41		5,885		5,706
FHLMC
7.500%, 11/01/29 to 09/01/32		1,293		1,499
7.000%, 12/01/11 to 01/01/32		267		305
6.500%, 06/01/17 to 07/01/34		2,766		3,038
6.000%, 03/01/20 to 10/01/38		18,714		20,493
5.500%, 03/01/14 to 03/01/38		21,875		23,609
5.000%, 10/01/18 to 04/01/41		53,100		55,881
4.500%, 04/01/35 to 02/01/41		27,597		28,225
4.000%, 04/01/19 to 01/01/41		6,156		6,078
3.500%, 12/01/25		9,314		9,356
0.210%, 07/06/11 (A)		7,160		7,156
0.180%, 05/09/11 (A)		915		915
0.230%, 12/01/11 (A)		3,180		3,176
FHLMC ARM (B)
6.429%, 11/01/37		4		4
6.130%, 06/01/37		119		128
6.055%, 11/01/36		608		657
5.994%, 10/01/37		934		1,007
5.979%, 06/01/38		792		855
5.942%, 01/01/37		912		985
5.935%, 06/01/36		462		494
5.889%, 03/01/37		86		93
5.868%, 12/01/36		613		662
5.765%, 07/01/38		1,623		1,747
5.698%, 03/01/36		188		201

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.662%, 03/01/36	$	232	$	249
5.560%, 10/01/38		234		251
FHLMC CMO, Ser 1988-1, Cl Z
9.300%, 04/15/19		86		96
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/23		1,603		1,768
FHLMC CMO, Ser 1998-2043, Cl CJ
6.500%, 04/15/28		972		1,099
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/31		290		326
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/32		2,606		2,850
FHLMC CMO, Ser 2002-2479, Cl PG
6.000%, 08/15/32		728		792
FHLMC CMO, Ser 2002-48, Cl 1A
6.465%, 07/25/33 (B)		20		24
FHLMC CMO, Ser 2003-57, Cl 1A3
7.500%, 07/25/43		239		282
FHLMC CMO, Ser 2004-2727, Cl PW
3.570%, 06/15/29		37		38
FHLMC CMO, Ser 2004-59, Cl 1A3
7.500%, 10/25/43		310		366
FHLMC CMO, Ser 2004-60, Cl 1A3
7.500%, 03/25/44		334		393
FHLMC CMO, Ser 2005-2945, Cl SA
11.835%, 03/15/20 (B)		2,260		2,603
FHLMC CMO, Ser 2005-2980, Cl QA
6.000%, 05/15/35		1,166		1,277
FHLMC CMO, Ser 2005-3028, Cl PG
5.500%, 09/15/35		473		503
FHLMC CMO, Ser 2005-3035, Cl PA
5.500%, 09/15/35		225		241
FHLMC CMO, Ser 2009-3508, Cl PK
4.000%, 02/15/39		357		373
FHLMC CMO, Ser 2009-3598, Cl MA
4.500%, 11/15/38		746		777
FHLMC CMO, Ser 2010-3626, Cl MB
5.000%, 03/15/32		382		409
FHLMC CMO, Ser 2010-3632, Cl PK
5.000%, 02/15/40		4,362		4,691
FHLMC CMO, Ser 2010-3704, Cl CA
4.000%, 12/15/36		437		449
FHLMC CMO, Ser 2010-3738, Cl BP
4.000%, 12/15/38		400		387
FHLMC CMO, Ser 3631, Cl PA
4.000%, 02/15/40		1,621		1,672
FHLMC CMO, Ser 3652, Cl AP
4.500%, 03/15/40		3,370		3,515
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2009- K003, Cl AAB
4.768%, 05/25/18		857		904

40 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2010- K005, Cl A2
4.317%, 11/25/19	$	693	$	699
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2010- K007, Cl A1
3.342%, 12/25/19		887		892
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2010- K008, Cl A1
2.746%, 12/25/19		1,250		1,222
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2011- K010, Cl A1
3.320%, 07/25/20		2,112		2,122
FHLMC Multifamily Structured Pass-Through Certificates, Ser K006, IO
1.073%, 01/25/20 (B)		2,749		183
FHLMC Multifamily Structured Pass-Through Certificates, Ser K007, Cl X1, IO
1.244%, 04/25/20 (B)		5,379		406
FHLMC Multifamily Structured Pass-Through Certificates, Ser K008, Cl X1, IO
1.687%, 06/25/20 (B)		6,750		681
FHLMC Multifamily Structured Pass-Through Certificates, Ser K009, Cl X1, IO
1.521%, 08/25/20 (B)		3,159		289
FNMA TBA
6.000%, 04/01/32 to 04/25/41		24,680		26,841
5.500%, 04/30/35 to 04/30/35		33,700		35,990
5.000%, 04/30/37 to 05/01/38		51,665		53,964
4.500%, 04/14/33		13,300		13,535
4.000%, 05/01/39 to 04/01/41		7,175		7,056
3.500%, 04/15/26 to 04/01/41		19,085		19,015
FNMA
7.000%, 09/01/26 to 01/01/39		4,175		4,801
6.500%, 05/01/17 to 10/01/36		3,756		4,205
6.000%, 10/01/19 to 07/01/37		65,462		71,884
5.500%, 06/01/14 to 05/01/39		32,931		35,455
5.000%, 01/01/20 to 04/01/41		29,813		31,361
4.500%, 11/01/19 to 04/01/38		18,874		19,677
4.000%, 08/01/20 to 10/01/40		8,724		8,691
3.500%, 11/01/30 to 02/01/41		45,822		44,572
FNMA ARM (B)
6.342%, 10/01/36		149		160
6.277%, 09/01/37		209		228
6.124%, 12/01/36		206		223
6.063%, 11/01/37		210		225
6.048%, 10/01/37		462		497

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
6.042%, 09/01/37	$	112	$	120
6.038%, 10/01/37		122		131
6.028%, 01/01/37		325		351
6.016%, 07/01/37		239		257
5.977%, 04/01/37		293		316
5.957%, 01/01/37		443		478
5.936%, 03/01/37		239		258
5.917%, 07/01/37		401		432
5.879%, 09/01/37		176		191
5.878%, 02/01/37		236		255
5.857%, 09/01/37		414		445
5.689%, 10/01/37		191		205
5.531%, 02/01/39		524		563
2.315%, 11/01/35		710		729
2.300%, 11/01/35		713		731
2.294%, 10/01/35		5,183		5,316
2.289%, 11/01/35		748		766
2.281%, 11/01/35		2,792		2,861
2.276%, 11/01/35		833		853
2.263%, 11/01/35		833		854
2.258%, 10/01/35		3,718		3,807
2.254%, 10/01/35		451		464
FNMA CMO STRIPS, Ser 2005-360, Cl 2, IO
5.000%, 08/01/35		12,392		2,729
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29		1,821		1,966
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		4,413		4,928
FNMA CMO, Ser 2002-33, Cl A2
7.500%, 06/25/32		238		271
FNMA CMO, Ser 2002-95, Cl DB
6.000%, 01/25/33		896		984
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/35		5,300		5,761
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		388		424
FNMA CMO, Ser 2006-112, Cl ST, IO
6.451%, 11/25/36 (B)		10,386		1,572
FNMA CMO, Ser 2007-30, Cl MA
4.250%, 02/25/37		3		3
FNMA CMO, Ser 2007-77, Cl MH
6.000%, 12/25/36		1,735		1,872
FNMA CMO, Ser 2008-22, Cl SI, IO
6.181%, 03/25/37 (B)		12,746		1,551
FNMA CMO, Ser 2009-100, Cl PN
5.000%, 11/25/39		1,166		1,238
FNMA CMO, Ser 2009-105, Cl CB
6.000%, 12/25/39		2,183		2,379
FNMA CMO, Ser 2009-11, Cl LC
4.500%, 03/25/49		1,330		1,400
FNMA CMO, Ser 2009-110, Cl DA
4.500%, 01/25/40		855		887

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 41

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2009-31, Cl A2
4.287%, 07/25/19	$	1,339	$	1,368
FNMA CMO, Ser 2009-66, Cl KE
4.000%, 09/25/39		2,219		2,297
FNMA CMO, Ser 2009-71, Cl JT
6.000%, 06/25/36		518		565
FNMA CMO, Ser 2009-78, Cl J
5.000%, 09/25/19		1,397		1,498
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/37 (A)		7,724		6,728
FNMA CMO, Ser 2009-93, Cl PD
4.500%, 09/25/39		948		965
FNMA CMO, Ser 2009-M2, Cl A3
4.001%, 01/25/19		1,437		1,429
FNMA CMO, Ser 2010-15, Cl KA
4.000%, 03/25/39		1,011		1,043
FNMA CMO, Ser 2010-54, Cl EA
4.500%, 06/25/40		2,412		2,505
FNMA CMO, Ser 2010-58, Cl MA
5.500%, 12/25/38		2,429		2,588
FNMA CMO, Ser 2010-9, Cl MB
5.000%, 05/25/32		316		338
FNMA CMO, Ser 2010-M3, Cl A3
4.332%, 03/25/20 (B)		3,359		3,382
FNMA CMO, Ser 2010-M3, Cl A2
4.450%, 09/25/19		467		479
FNMA Grantor Trust CMO, Ser 2001- T7, Cl A1
7.500%, 02/25/41		222		256
FNMA Grantor Trust CMO, Ser 2002- T16, Cl A3
7.500%, 07/25/42		184		216
FNMA Grantor Trust CMO, Ser 2002- T6, Cl A2
7.500%, 10/25/41		332		375
GNMA TBA
6.000%, 04/28/36		100		109
5.500%, 04/22/34 to 04/01/38		6,800		7,361
5.000%, 04/01/38 to 04/01/40		4,600		4,878
4.500%, 04/01/39 to 05/01/39		28,000		28,797
4.000%, 04/01/40 to 05/15/41		15,404		15,403
3.500%, 04/15/41 to 06/15/41		25,724		24,581
GNMA
8.000%, 11/15/29 to 09/15/30		101		119
7.500%, 03/15/29 to 01/15/32		263		307
7.000%, 08/15/13		31		33
6.500%, 04/15/26 to 09/15/35		9,370		10,649
6.000%, 03/15/14 to 10/15/35		14,554		16,092
5.000%, 07/20/40 to 11/20/40		6,753		7,176
3.500%, 10/20/40 to 03/20/41		6,618		6,311
GNMA ARM (B)
3.500%, 01/20/41		840		865
3.000%, 02/20/41		448		451

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2003-79, Cl PV
5.500%, 10/20/23	$	400	$	438
GNMA CMO, Ser 2005-13, Cl SD, IO
6.546%, 02/20/35 (B)		518		82
GNMA CMO, Ser 2005-78, Cl A
5.000%, 07/16/33		4,456		4,771
GNMA CMO, Ser 2005-81, Cl SD, IO
6.046%, 12/20/34 (B)		851		94
GNMA CMO, Ser 2005-82, Cl NS, IO
6.046%, 07/20/34 (B)		556		67
GNMA CMO, Ser 2006-47, Cl SA, IO
6.546%, 08/16/36 (B)		1,321		210
GNMA CMO, Ser 2008-60, Cl SH, IO
5.897%, 07/16/38 (B)		501		63
GNMA CMO, Ser 2009-10, Cl ST, IO
6.197%, 03/16/34 (B)		534		59
GNMA CMO, Ser 2009-35, Cl SP, IO
6.146%, 05/16/37 (B)		1,225		147
GNMA CMO, Ser 2009-61, Cl WQ, IO
5.996%, 11/16/35 (B)		1,386		201
GNMA CMO, Ser 2009-87, Cl KI, IO
6.046%, 09/20/35 (B)		596		71
GNMA CMO, Ser 2009-87, Cl TS, IO
5.847%, 07/20/35 (B)		1,195		148
GNMA CMO, Ser 2009-87, Cl SI, IO
6.496%, 02/20/35 (B)		649		85
GNMA CMO, Ser 2010-14, Cl SH, IO
5.747%, 02/16/40 (B)		725		98
GNMA CMO, Ser 2010-14, Cl SA, IO
7.747%, 12/20/32 (B)		640		83
GNMA CMO, Ser 2010-14, Cl SC, IO
4.540%, 08/20/35 (B)		1,150		153
GNMA CMO, Ser 2010-4, Cl NS, IO
6.136%, 01/16/40 (B)		22,161		2,809
GNMA CMO, Ser 2010-47, Cl VS, IO
5.996%, 11/16/37 (B)		963		121
GNMA CMO, Ser 2010-47, Cl XN, IO
6.297%, 04/16/34 (B)		1,052		97
GNMA CMO, Ser 2010-87, Cl SK, IO
6.247%, 07/16/40 (B)		1,808		279
GNMA CMO, Ser 2010-H27, Cl FA
0.640%, 12/20/60 (B)		2,090		2,078
GNMA CMO, Ser 2010-H28, Cl FE
0.660%, 12/20/60 (B)		1,364		1,355
GNMA CMO, Ser 2011-40, IO
5.870%, 02/16/36 (B)		2,400		359
GNMA CMO, Ser 2011-H08, Cl FG
0.740%, 03/20/61 (B)		1,300		1,297
GNMA CMO, Ser 2011-H09, Cl AF
0.781%, 03/20/61 (B)		900		900
NCUA Guaranteed Notes CMO, Ser 2010-C1, Cl A2
2.900%, 10/29/20		2,600		2,531

42 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
NCUA Guaranteed Notes CMO, Ser 2010-C1, Cl APT
2.650%, 10/29/20	$	969	$	953
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 1A
0.629%, 11/06/17 (B)		3,698		3,699
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 2A
0.729%, 11/05/20 (B)		1,936		1,934
				817,911
Non-Agency Mortgage-Backed Obligations — 12.7%
American Home Mortgage Assets, Ser 2007-2, Cl A1
0.375%, 03/25/47 (B)		8,337		4,994
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.465%, 06/25/45 (B)		3,907		3,296
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
2.215%, 11/25/45 (B)		3,562		2,846
Americold Trust, Ser 2010-ARTA, Cl A1
3.847%, 01/14/29 (C)		1,198		1,214
Asset Securitization, Ser 1996-D3, Cl A2
7.046%, 10/13/26 (B)		154		156
Banc of America Commercial Mortgage Securities, Ser 2002-PB2, Cl B
6.309%, 06/11/35		414		426
Banc of America Commercial Mortgage Securities, Ser 2005-3, Cl A4
4.668%, 07/10/43		4,000		4,200
Banc of America Commercial Mortgage, Ser 2002-2, Cl B
5.271%, 07/11/43		225		232
Banc of America Commercial Mortgage, Ser 2004-6, Cl A3
4.512%, 12/10/42		315		318
Banc of America Commercial Mortgage, Ser 2005-2, Cl A5
4.857%, 07/10/43 (B)		3,280		3,500
Banc of America Commercial Mortgage, Ser 2005-4, Cl A5A
4.933%, 07/10/45		1,657		1,753
Banc of America Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/44 (B)		600		649

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Commercial Mortgage, Ser 2006-6, Cl A4
5.356%, 10/10/45	$	1,951	$	2,053
Banc of America Commercial Mortgage, Ser 2007-3, Cl A3
5.658%, 06/10/49 (B)		1,360		1,423
Banc of America Funding, Ser 2003-1, Cl A1
6.000%, 05/20/33		25		26
Banc of America Funding, Ser 2005-B, Cl 2A1
3.033%, 04/20/35 (B)		4,098		3,332
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
5.280%, 05/25/34 (B)		2,335		2,228
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP2, Cl A2
6.480%, 02/15/35		18		18
Bear Stearns Commercial Mortgage Securities, Ser 2002-PBW1, Cl A2
4.720%, 11/11/35 (B)		537		554
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		129		134
Bear Stearns Commercial Mortgage Securities, Ser 2003-T12, Cl A3
4.240%, 08/13/39 (B)		94		96
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR7, Cl A2
4.945%, 02/11/41		471		480
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.144%, 10/12/42 (B)		3,875		4,174
Chase Mortgage Finance, Ser 2005-A1, Cl 2A3
2.948%, 12/25/35 (B)		12,400		10,776
Citigroup, Ser 2005-CD1, Cl AM
5.222%, 07/15/44 (B)		624		660
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4
6.975%, 01/17/32 (B)		1,267		1,327
Commercial Mortgage Pass-Through Certificates, Ser 2004-LB4A, Cl A5
4.840%, 10/15/37		1,142		1,202
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (C)		61		61
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl B
6.304%, 07/16/34 (C)		826		830
Countrywide Alternative Loan Trust, Ser 2003-20CB, Cl 1A1
5.500%, 10/25/33		1,159		1,197

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 43

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Countrywide Alternative Loan Trust, Ser 2004-J1, Cl 1A1
6.000%, 02/25/34	$	335	$	344
Countrywide Alternative Loan Trust, Ser 2005-27, Cl 3A2
1.392%, 08/25/35 (B)		455		250
Countrywide Alternative Loan Trust, Ser 2005-59, Cl 1A1
0.591%, 11/20/35 (B)		4,389		2,730
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-R3, Cl AF
0.650%, 09/25/35 (B) (C)		3,595		3,217
Credit Suisse First Boston Mortgage Securities, Ser 2002-CP3, Cl A3
5.603%, 07/15/35		169		176
Credit Suisse First Boston Mortgage Securities, Ser 2003-C4, Cl B
5.253%, 08/15/36 (B)		528		547
Credit Suisse First Boston Mortgage Securities, Ser 2003-CPN1, Cl B
4.723%, 03/15/35		298		309
Credit Suisse First Boston Mortgage Securities, Ser 2005-C3, Cl AM
4.730%, 07/15/37		450		460
Credit Suisse Mortgage Capital Certificates, Ser 2006-C2, Cl A3
5.659%, 03/15/39 (B)		399		429
Credit Suisse Mortgage Capital Certificates, Ser 2006-C3, Cl A3
5.826%, 06/15/38 (B)		620		671
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39		1,850		1,942
Credit Suisse Mortgage Capital Certificates, Ser 2007-C2, Cl A2
5.448%, 01/15/49 (B)		449		455
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2
5.183%, 11/15/36		1,007		1,043
CS First Boston Mortgage Securities, Ser 2002-CP5, Cl A2
4.940%, 12/15/35		894		933
CS First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.756%, 10/25/33 (B)		2,990		2,678
CS First Boston Mortgage Securities, Ser 2005-C1, Cl A3
4.813%, 02/15/38		501		513
CS First Boston Mortgage Securities, Ser 2005-C2, Cl A4
4.832%, 04/15/37		703		738

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
DBUBS Mortgage Trust, Ser 2011- LC1A, Cl A1
3.742%, 11/10/46 (C)	$	1,192	$	1,208
Deutsche Mortgage Securities, Ser 2004-4, Cl 7AR2
0.700%, 06/20/34 (B)		788		682
Developers Diversified Realty, Ser 2009-DDR1, Cl A
3.807%, 10/14/22 (C)		1,675		1,732
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.654%, 11/19/44 (B)		2,155		819
Extended Stay America Trust, Ser 2010-ESHA, Cl A
2.951%, 11/05/27 (C)		462		454
FFCA Secured Lending, Ser 1999-1A, Cl M18, IO
0.860%, 09/18/25 (B) (C)		478		3
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33		540		552
Fund America Investors II, Ser 1993-A, Cl A2
4.742%, 06/25/23 (B)		146		142
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/35 (B) (C)		4,829		5,092
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35		4,616		4,762
GE Capital Commercial Mortgage, Ser 2002-3A, Cl A2
4.996%, 12/10/37		10,500		10,929
GMAC Commercial Mortgage Securities, Ser 2001-C2, Cl A2
6.700%, 04/15/34		97		97
GMAC Commercial Mortgage Securities, Ser 2001-C2, Cl B
6.790%, 04/15/34		136		136
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl D
5.487%, 05/10/40 (B)		233		243
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl B
5.487%, 05/10/40 (B)		531		562
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		352		375
GMAC Commercial Mortgage Securities, Ser 2004-C2, Cl A4
5.301%, 08/10/38 (B)		1,052		1,122

44 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Greenwich Capital Commercial Funding, Ser 2003-C1, Cl B
4.229%, 07/05/35	$	372	$	383
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A7
5.317%, 06/10/36 (B) (D)		3,890		4,164
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A6
5.135%, 06/10/36 (B)		322		327
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A5
4.883%, 06/10/36		235		236
Greenwich Capital Commercial Funding, Ser 2005-GG3, Cl AAB
4.619%, 08/10/42		4,126		4,262
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 04/10/37 (B)		1,584		1,687
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
5.883%, 08/10/09 (B) (D)		10,137		11,090
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl A4
5.444%, 03/10/39		8,645		9,150
GS Mortgage Securities II, Ser 2001- GL3A, Cl A2
6.449%, 08/15/18 (B) (C)		155		158
GS Mortgage Securities II, Ser 2005- GG4, Cl AABA
4.680%, 07/10/39		273		284
GS Mortgage Securities II, Ser 2005- GG4, Cl A4A
4.751%, 07/10/39 (D)		1,232		1,296
GS Mortgage Securities II, Ser 2006- GG6, Cl A4
5.553%, 04/10/38 (B)		1,021		1,095
GS Mortgage Securities II, Ser 2010- C2, Cl A2
5.162%, 12/10/43 (B) (C)		518		538
GS Mortgage Securities II, Ser 2010- C2, Cl A1
3.849%, 12/10/43 (C)		654		663
GS Mortgage Securities, Ser 2001-GC3, Cl A2
3.645%, 03/10/44		678		681
GS Mortgage Securities, Ser 2001-GC3, Cl A4
4.753%, 03/10/44		470		473
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/27 (B) (C)		59		60
GSR Mortgage Loan Trust, Ser 2003- 13, Cl 1A1
4.459%, 10/25/33 (B)		2,009		2,052

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GSR Mortgage Loan Trust, Ser 2005- AR4, Cl 3A5
2.889%, 07/25/35 (B)	$	7,000	$	5,381
Impac Funding, Ser 2010-1, Cl A1
5.314%, 01/25/51 (C)		1,541		1,564
Impac Secured Assets CMO Owner Trust, Ser 2006-2, Cl 2A1
0.600%, 08/25/36 (B)		743		657
Indymac INDA Mortgage Loan Trust, Ser 2007-AR7, Cl 1A1
5.861%, 11/01/37 (B)		1,235		1,024
Indymac Index Mortgage Loan Trust, Ser 2007-AR15, Cl 2A1
5.160%, 08/25/37 (B)		7,098		4,609
JPMorgan Alternative Loan Trust, Ser 2006-A7, Cl 2A6
5.750%, 12/25/36 (B)		12,253		5,305
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl D
6.847%, 04/15/35 (B)		306		307
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl A3
6.429%, 04/15/35		1,683		1,690
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB3, Cl A3
6.465%, 11/15/35		398		403
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C1, Cl A3
5.376%, 07/12/37		335		347
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C2, Cl A2
5.050%, 12/12/34		462		482
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C2, Cl B
5.211%, 12/12/34 (B)		144		150
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB4, Cl C
6.450%, 05/12/34 (B)		456		468
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB5, Cl A2
5.161%, 10/12/37		394		411
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-C1, Cl A1
4.275%, 01/12/37		284		290

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 45

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-CB6, Cl A1
4.393%, 07/12/37	$	127	$	130
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-PM1A, Cl A4
5.326%, 11/12/08 (B)		424		451
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CB9, Cl A2
5.108%, 06/12/41 (B)		313		313
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-LN2, Cl A2
5.115%, 07/15/41		498		524
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-CB13, Cl A4
5.280%, 01/12/43 (B)		668		712
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP2, Cl A3A
4.678%, 07/15/42		216		223
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/42 (B)		215		228
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP5, Cl A4
5.179%, 12/15/44 (B)		401		430
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-CB14, Cl A4
5.481%, 12/12/44 (B)		577		612
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A2
5.134%, 05/15/47		296		304
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3
5.336%, 05/15/47		301		315
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LD11, Cl ASB
5.818%, 06/15/49 (B)		627		663
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LD12, Cl A4
5.882%, 02/15/51 (B)		1,375		1,472

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LDPX, Cl A3S
5.317%, 01/15/49	$	1,034	$	1,052
JPMorgan Chase Commercial Mortgage Securities, Ser 2009-IWST, Cl A2
5.633%, 12/05/27 (C)		1,308		1,410
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-C1, Cl A1
3.853%, 06/15/43 (C)		1,853		1,896
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-CNTR, Cl A2
4.311%, 08/05/32 (C)		1,219		1,170
JPMorgan Chase Commercial Mortgage Securities, Ser 2011-C3, Cl A4
4.717%, 02/15/46 (C)		956		959
JPMorgan Commercial Mortgage Finance, Ser 2000-C10, Cl C
7.717%, 08/15/32 (B)		67		67
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A3
5.918%, 07/15/44 (B)		303		319
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A4
5.928%, 07/15/44 (B)		781		836
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		270		280
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A4
4.563%, 09/15/26		163		167
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A5
4.853%, 09/15/31		1,388		1,443
LB-UBS Commercial Mortgage Trust, Ser 2004-C7, Cl A5
4.628%, 10/15/29		294		304
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A4
4.742%, 02/15/30		297		312
LB-UBS Commercial Mortgage Trust, Ser 2005-C2, Cl A4
4.998%, 04/15/30		884		904
LB-UBS Commercial Mortgage Trust, Ser 2005-C5, Cl A4
4.954%, 09/15/30		678		724
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl AAB
5.403%, 02/15/40		138		145

46 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40	$	80	$	82
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A3
5.933%, 07/15/40		1,151		1,204
Master Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/34 (C)		3,294		3,199
Master Seasoned Securities Trust, Ser 2004-2, Cl A2
6.500%, 08/25/32		1,256		1,304
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.273%, 02/25/34 (B)		2,244		2,186
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl A3A
4.949%, 07/12/38 (B)		371		375
Merrill Lynch Mortgage Trust, Ser 2005-CKI1, Cl A6
5.241%, 11/12/37 (B)		523		562
Merrill Lynch Mortgage Trust, Ser 2005-MCP1, Cl A4
4.747%, 06/12/43 (B)		2,480		2,626
Merrill Lynch/Countrywide Commercial Mortgage, Ser 2006-4, Cl A3
5.172%, 12/12/49 (B)		7,000		7,346
MLCC Mortgage Investors, Ser 2004-B, Cl A3
2.190%, 05/25/29 (B)		704		713
Morgan Stanley Capital I, Ser 2004-IQ8, Cl A4
4.900%, 06/15/40		886		906
Morgan Stanley Capital I, Ser 2004-T13, Cl A3
4.390%, 09/13/45		229		236
Morgan Stanley Capital I, Ser 2004-T15, Cl A3
5.030%, 06/13/41		163		167
Morgan Stanley Capital I, Ser 2005-HQ5, Cl AAB
5.037%, 01/14/42		169		176
Morgan Stanley Capital I, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/42		3,146		3,354
Morgan Stanley Capital I, Ser 2005-HQ7, Cl AAB
5.179%, 11/14/42 (B)		114		119
Morgan Stanley Capital I, Ser 2005-T17, Cl A4
4.520%, 12/13/41		72		73
Morgan Stanley Capital I, Ser 2006-HQ8, Cl AM
5.451%, 03/12/44 (B)		315		333

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Capital I, Ser 2006-HQ9, Cl A4
5.731%, 07/12/44 (B)	$	2,280	$	2,493
Morgan Stanley Capital I, Ser 2006-IQ12, Cl ANM
5.310%, 12/15/43		738		743
Morgan Stanley Capital I, Ser 2006-T21, Cl A4
5.162%, 10/12/52 (B)		2,500		2,664
Morgan Stanley Capital I, Ser 2007-HQ13, Cl A1
5.357%, 12/15/44		272		281
Morgan Stanley Capital I, Ser 2007-IQ14, Cl AAB
5.654%, 04/15/49 (B)		197		207
Morgan Stanley Capital I, Ser 2007-IQ14, Cl A4
5.692%, 04/15/49 (B)		4,200		4,425
Morgan Stanley Dean Witter Capital I, Ser 2001-TOP3, Cl A4
6.390%, 07/15/33		374		376
Morgan Stanley Dean Witter Capital I, Ser 2002-HQ, Cl B
6.640%, 04/15/34		226		235
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl B
5.040%, 03/12/35		248		259
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		208		218
Morgan Stanley Mortgage Loan Trust, Ser 2007-6XS, Cl 2A1S
0.359%, 02/25/47 (B)		170		149
Nomura Asset Securities, Ser 1998-D6, Cl A2
6.553%, 03/15/30 (B)		921		1,001
Prudential Mortgage Capital Funding, Ser 2001-ROCK, Cl B
6.760%, 05/10/34		295		295
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31		406		411
Residential Asset Securitization Trust, Ser 2004-A6, Cl A1
5.000%, 08/25/19		559		558
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.785%, 12/25/34 (B)		945		940
Salomon Brothers Mortgage Securities VII, Ser 2000-C2, Cl C
7.727%, 07/18/33 (B)		72		72

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 47

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Salomon Brothers Mortgage Securities VII, Ser 2001-C2, Cl A3
6.499%, 10/13/11	$	4,385	$	4,444
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36		46		47
Sequoia Mortgage Trust, Ser 2010-H1, Cl A1
3.750%, 02/25/40 (B)		263		267
Sequoia Mortgage Trust, Ser 2011-1, Cl A1
4.125%, 02/25/41 (B)		295		295
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1
0.569%, 10/25/35 (B)		1,433		998
Structured Adjustable Rate Mortgage Loan Trust, Ser 2007-7, Cl 2AS2
5.171%, 08/25/15 (B)		8,831		5,359
Structured Asset Mortgage Investments, Ser 2006-AR8, Cl A1A
0.449%, 10/25/36 (B)		4,153		2,683
Structured Asset Securities, Ser 2005- 17, Cl 5A1
5.500%, 10/25/35		2,593		2,315
US Bank, Ser 2007-1, Cl A
5.920%, 05/25/12		1,473		1,550
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1, Cl A4
6.287%, 04/15/34		174		179
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (C)		104		105
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		583		590
Washington Mutual Mortgage Pass- Through Certificates, Ser 2003-MS1, Cl 1A
5.000%, 02/25/18		612		623
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR13, Cl A1A1
0.539%, 10/25/47 (B)		3,625		3,119
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR15, Cl A1A2
0.529%, 11/25/47 (B)		5,481		4,372

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005- AR16, Cl 1A4A
2.590%, 12/25/35 (B)	$	12,955	$	10,537
Washington Mutual Mortgage Pass- Through Certificates, Ser 2005-AR5, Cl A6
2.699%, 05/25/35 (B)		9,220		7,597
Washington Mutual Mortgage Pass- Through Certificates, Ser 2006- AR13, Cl 1A
1.172%, 10/25/46 (B)		3,586		2,401
Washington Mutual Mortgage Pass- Through Certificates, Ser 2007-OA6, Cl 1A
1.102%, 07/25/47 (B)		7,991		5,066
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl 1A1
4.508%, 06/25/34 (B)		2,430		2,389
				275,776
Total Mortgage-Backed Securities (Cost $1,080,171) ($ Thousands)				1,093,687
CORPORATE OBLIGATIONS — 29.5%
Consumer Discretionary — 1.4%
Boyd Gaming
7.125%, 02/01/16 (D)		350		334
British Sky Broadcasting Group
9.500%, 11/15/18 (C)		392		517
Comcast
6.500%, 01/15/15		985		1,115
6.500%, 01/15/17		2,385		2,716
5.650%, 06/15/35		120		113
5.300%, 01/15/14 (D)		2,340		2,548
Comcast Cable Communications
8.375%, 03/15/13		1,234		1,391
COX Communications
5.450%, 12/15/14		450		497
Daimler Finance LLC
7.300%, 01/15/12		1,400		1,470
6.500%, 11/15/13		1,320		1,474
DIRECTV Holdings
6.000%, 08/15/40		950		910
5.000%, 03/01/21		590		592
3.500%, 03/01/16		885		887
DISH DBS
7.875%, 09/01/19		690		747
Echostar DBS
7.750%, 05/31/15		30		33
Inn of the Mountain Gods Resort & Casino
8.750%, 11/30/20 (C)		303		298
1.250%, 11/30/20 (C)		681		371

48 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MGM Mirage
7.625%, 01/15/17	$	440	$	415
NBC Universal
5.950%, 04/01/41 (C)		590		565
4.375%, 04/01/21 (C)		495		474
2.875%, 04/01/16 (C)		949		927
News America
6.650%, 11/15/37		180		189
6.200%, 12/15/34		65		65
6.150%, 03/01/37		1,215		1,204
6.150%, 02/15/41 (C)		290		288
Reynolds Group Issuer
7.750%, 10/15/16 (C)		490		518
7.125%, 04/15/19 (C)		240		246
6.875%, 02/15/21 (C) (D)		1,230		1,239
Station Casinos
7.750%, 08/15/16 (E)		1,495		—
Thomson Reuters
5.950%, 07/15/13		482		531
Time Warner
6.250%, 03/29/41		915		909
4.750%, 03/29/21		470		467
3.150%, 07/15/15		1,100		1,114
Time Warner Cable
8.750%, 02/14/19		210		262
8.250%, 04/01/19		2,095		2,552
6.550%, 05/01/37		1,645		1,674
5.875%, 11/15/40		1,000		940
4.125%, 02/15/21		240		224
Time Warner Entertainment
8.375%, 07/15/33		60		73
United Business Media
5.750%, 11/03/20 (C)		550		535
				31,424
Consumer Staples — 1.1%
Altria Group
10.200%, 02/06/39		480		681
9.250%, 08/06/19		1,250		1,631
Anheuser-Busch
5.050%, 10/15/16		940		1,019
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19		2,570		3,162
5.375%, 11/15/14		255		281
5.375%, 01/15/20		1,360		1,460
5.000%, 04/15/20		560		585
4.125%, 01/15/15		1,310		1,384
Cencosud
5.500%, 01/20/21 (C)		625		616
CVS Caremark
9.350%, 01/10/23 (C)		3,330		3,449
Diageo Capital
4.828%, 07/15/20		2,430		2,512

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HJ Heinz
5.350%, 07/15/13	$	510	$	554
Kraft Foods
6.500%, 02/09/40		2,215		2, 366
5.375%, 02/10/20		2,120		2,238
Reynolds American
6.750%, 06/15/17		1,260		1,441
Wal-Mart Stores
5.625%, 04/01/40		1,350		1,376
5.000%, 10/25/40		145		135
				24,890
Energy — 2.8%
Anadarko Finance, Ser B
7.500%, 05/01/31		910		1,005
Anadarko Petroleum
6.375%, 09/15/17		1,377		1,516
Apache
6.000%, 09/15/13		2,570		2,843
Baker Hughes
7.500%, 11/15/18		1,960		2,447
BG Energy Capital
2.500%, 12/09/15 (C)		675		662
BP Capital Markets
5.250%, 11/07/13		1,790		1,936
4.742%, 03/11/21		1,175		1,177
3.875%, 03/10/15		210		218
3.125%, 03/10/12		240		245
Chesapeake Energy
6.625%, 08/15/20		30		32
6.500%, 08/15/17		275		297
Cie Generale de Geophysique-Veritas
7.750%, 05/15/17		110		116
CNOOC Finance 2011
4.250%, 01/26/21 (C)		905		883
Conoco Funding
7.250%, 10/15/31		50		61
ConocoPhillips
5.900%, 10/15/32		10		11
5.900%, 05/15/38		1,680		1,769
Consol Energy
8.250%, 04/01/20		660		732
El Paso
6.950%, 06/01/28		6,750		6,838
El Paso Pipeline Partners Operating
7.500%, 11/15/40		180		204
Encana
6.500%, 02/01/38		1,345		1,440
Energy Transfer Partners
9.000%, 04/15/19		515		651
6.700%, 07/01/18		1,250		1,416
Enterprise Products Operating
9.750%, 01/31/14		1,910		2,289
5.950%, 02/01/41		515		501

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 49

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Gazprom Via Gaz Capital
6.212%, 11/22/16 (C)	$	220	$	241
Hess
7.875%, 10/01/29		1,070		1,321
7.300%, 08/15/31		750		879
Husky Energy
7.250%, 12/15/19		559		662
5.900%, 06/15/14		472		523
Kerr-McGee
7.875%, 09/15/31		670		764
6.950%, 07/01/24		1,090		1,206
Kinder Morgan Energy Partners
7.125%, 03/15/12		70		74
6.375%, 03/01/41		900		908
6.000%, 02/01/17		505		562
5.850%, 09/15/12		130		138
5.000%, 12/15/13		720		778
Marathon Petroleum
6.500%, 03/01/41 (C)		900		909
Peabody Energy
6.500%, 09/15/20		380		408
Pemex Project Funding Master Trust
6.625%, 06/15/35 (D)		1,667		1,672
Petrobras International Finance
6.125%, 10/06/16		655		726
5.750%, 01/20/20		574		592
5.375%, 01/27/21		1,380		1,384
Petro-Canada
6.800%, 05/15/38		1,665		1,847
QEP Resources
6.875%, 03/01/21		650		682
Rockies Express Pipeline
3.900%, 04/15/15 (C)		1,393		1,379
SandRidge Energy
9.875%, 05/15/16 (C)		870		966
Schlumberger Oilfield UK
4.200%, 01/15/21 (C)		900		900
Shell International Finance BV
4.375%, 03/25/20		1,700		1,755
Southern Natural Gas
8.000%, 03/01/32 (F)		170		207
Southern Union
8.250%, 11/15/29		1,315		1,497
Suncor Energy
6.500%, 06/15/38		115		124
Tennessee Gas Pipeline
7.625%, 04/01/37		430		507
Total Capital
3.000%, 06/24/15		1,085		1,107
Total Capital Canada
1.625%, 01/28/14		635		647
Valero Energy
10.500%, 03/15/39		530		748

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Williams
7.875%, 09/01/21	$	3,550	$	4,418
7.750%, 06/15/31		1,392		1,653
				61,473
Financials — 15.8%
Achmea Hypotheekbank
3.200%, 11/03/14 (C)		2,575		2,667
Allstate
7.450%, 05/16/19		1,085		1,289
Ally Financial
2.510%, 12/01/14 (B)		2,234		2,167
American Express
7.250%, 05/20/14		120		137
6.800%, 09/01/66 (B)		2,010		2,050
American Express Credit MTN
5.125%, 08/25/14		1,505		1,623
American General Finance MTN
6.900%, 12/15/17		320		292
American Honda Finance MTN
3.875%, 09/21/20 (C)		1,065		1,031
American International Group
6.400%, 12/15/20		310		331
6.250%, 03/15/37		2,560		2,342
5.850%, 01/16/18		2,300		2,396
3.750%, 11/30/13 (C)		500		508
ASIF Global Financing XIX
4.900%, 01/17/13 (C)		390		408
Australia & New Zealand Banking Group
3.700%, 01/13/15 (C)		1,445		1,490
BAC Capital Trust XIV
5.630%, 03/15/12 (B)		130		100
BAC Capital Trust XV
1.110%, 06/01/56 (B)		5,715		3,953
Bank of America
7.375%, 05/15/14		2,015		2,276
6.500%, 08/01/16		3,375		3,735
6.000%, 09/01/17		920		986
5.875%, 01/05/21 (D)		440		459
5.750%, 12/01/17		1,470		1,549
5.625%, 07/01/20		1,120		1,150
5.420%, 03/15/17		4,400		4,492
4.500%, 04/01/15		180		187
3.625%, 03/17/16		2,205		2,174
Bank of Nova Scotia
1.450%, 07/26/13 (C)		2,225		2,230
Bank of Tokyo-Mitsubishi UFJ
3.850%, 01/22/15 (C)		450		466
Barclays Bank
6.050%, 12/04/17 (C)		1,230		1,282
5.125%, 01/08/20		1,310		1,333
5.000%, 09/22/16		170		180
2.500%, 09/21/15 (C)		789		765

50 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Barnett Capital III
0.912%, 02/01/27 (B)	$	425	$	327
Bear Stearns
6.400%, 10/02/17		70		79
5.350%, 02/01/12		3,280		3,410
4.650%, 07/02/18		995		1,005
Berkshire Hathaway
3.200%, 02/11/15		950		978
Berkshire Hathaway Finance
5.400%, 05/15/18		830		914
BNP Paribas Home Loan
2.200%, 11/02/15 (C)		830		798
Boeing Capital
4.700%, 10/27/19		490		517
Caisse Centrale Desjardins du Quebec
2.550%, 03/24/16 (C)		680		671
Canadian Imperial Bank of Commerce
2.750%, 01/27/16 (C)		2,290		2,293
Capital One Bank USA
8.800%, 07/15/19		855		1,075
CDP Financial
3.000%, 11/25/14 (C)		2,450		2,497
Chase Capital VI
0.929%, 08/01/28 (B)		2,500		2,121
Citigroup
6.875%, 03/05/38		1,360		1,495
6.375%, 08/12/14		796		880
6.125%, 05/15/18 (D)		3,970		4,330
6.000%, 12/13/13		2,250		2,446
5.875%, 02/22/33		1,545		1,452
5.375%, 08/09/20		295		304
5.000%, 09/15/14		3,245		3,388
4.750%, 05/19/15 (D)		987		1,035
0.579%, 06/09/16 (B)		3,650		3,435
Citigroup Capital III
7.625%, 12/01/36		1,500		1,554
Citigroup Funding
1.875%, 10/22/12		1,855		1,890
CNA Financial
6.500%, 08/15/16		150		164
5.750%, 08/15/21		555		568
Commonwealth Bank of Australia MTN
5.000%, 10/15/19 (C)		450		465
3.750%, 10/15/14 (C)		1,060		1,101
Cooperatieve Centrale Raiffeisen- Boerenleenbank BA
11.000%, 12/31/49 (B) (C)		1,810		2,357
Countrywide Financial
6.250%, 05/15/16		1,080		1,153
Credit Agricole
8.375%, 12/31/49 (B) (C) (D)		2,460		2,632

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.625%, 01/21/14 (C)	$	730	$	730
Credit Suisse New York
6.000%, 02/15/18		3,268		3,471
Deutsche Bank MTN
4.875%, 05/20/13		1,830		1,946
Deutsche Bank Capital Funding Trust VII
5.628%, 01/19/49 (B) (C)		2,760		2,491
Dexia Credit Local
2.750%, 04/29/14 (C)		4,895		4,864
DnB Boligkreditt
2.100%, 10/14/15 (C)		2,820		2,729
East Lane Re
6.304%, 05/06/11 (B) (C)		650		652
Farmer Mac Guaranteed Notes Trust 2007-1
5.125%, 04/19/17 (C)		3,540		3,846
Farmers Exchange Capital
7.050%, 07/15/28 (C)		1,434		1,438
Farmers Insurance Exchange
8.625%, 05/01/24 (C)		3,017		3,424
FDIC Structured Sale Guaranteed Notes
0.000%, 10/25/13 (A) (C)		470		445
FIH Erhvervsbank
2.000%, 06/12/13 (C)		490		498
First Industrial L.P. MTN
7.500%, 12/01/17		970		967
Fleet Capital Trust II
7.920%, 12/11/26		1,050		1,071
General Electric Capital MTN
6.375%, 11/15/19 (B)		5,870		6,031
5.900%, 05/13/14		2,800		3,090
5.875%, 01/14/38		1,300		1,283
5.625%, 05/01/18		5,135		5,560
5.450%, 01/15/13		20		21
4.625%, 01/07/21		1,075		1,059
4.375%, 09/16/20		2,460		2,391
0.691%, 05/05/26 (B)		3,500		3,027
0.443%, 03/20/14 (B)		1,900		1,852
Glitnir Banki HF (C) (E)
7.451%, 09/14/16		400		—
6.693%, 06/15/16		3,960		—
6.375%, 09/25/12		2,330		710
6.330%, 07/28/11		1,980		604
Goldman Sachs Capital II
5.793%, 12/29/49 (B)		200		173
Goldman Sachs Group
6.750%, 10/01/37		561		566
6.600%, 01/15/12		180		188
6.250%, 02/01/41		2,810		2,798
6.150%, 04/01/18		3,780		4,098
5.950%, 01/18/18		3,310		3,554
5.450%, 11/01/12		2,540		2,700

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 51

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.375%, 03/15/20	$	3,230	$	3,280
5.350%, 01/15/16		660		704
5.300%, 02/14/12		80		83
5.250%, 10/15/13		390		419
4.750%, 07/15/13		130		138
3.625%, 08/01/12		270		278
3.625%, 02/07/16		2,800		2,774
0.703%, 07/22/15 (B) (D)		500		486
HBOS Capital Funding
6.071%, 06/30/49 (B) (C)		1,330		1,215
HBOS PLC MTN
6.750%, 05/21/18 (C)		2,100		2,055
HCP MTN
6.750%, 02/01/41‡		655		677
6.300%, 09/15/16‡		1,075		1,185
6.000%, 01/30/17‡		4,000		4,319
5.650%, 12/15/13‡		994		1,077
5.375%, 02/01/21‡		420		424
Health Care REIT
6.500%, 03/15/41‡		1,325		1,279
5.250%, 01/15/22‡		900		878
4.950%, 01/15/21‡		2,500		2,406
Highwoods Properties
7.500%, 04/15/18‡		1,142		1,305
HSBC Bank
4.750%, 01/19/21 (C)		2,575		2,563
HSBC Holdings
5.100%, 04/05/21		1,765		1,774
HSBC Holdings PLC
6.800%, 06/01/38		400		419
ICICI Bank
6.375%, 04/30/22 (B) (C)		1,260		1,254
ILFC E-Capital Trust II
6.250%, 12/21/65 (B) (C)		400		336
International Lease Finance
6.500%, 09/01/14 (C)		2,530		2,701
Intesa Sanpaolo SPA
3.625%, 08/12/15 (C) (D)		710		686
Itau Unibanco Holding MTN
6.200%, 04/15/20 (C)		935		960
JPMorgan Chase
6.000%, 01/15/18		135		148
5.750%, 01/02/13		1,710		1,828
4.750%, 05/01/13		510		542
4.400%, 07/22/20		210		203
4.250%, 10/15/20		1,260		1,204
3.700%, 01/20/15		125		129
3.450%, 03/01/16		2,785		2,775
JPMorgan Chase Bank
6.000%, 07/05/17		2,250		2,471
6.000%, 10/01/17		1,323		1,447
0.640%, 06/13/16 (B)		1,300		1,262
JPMorgan Chase Capital XIII
1.253%, 09/30/34 (B)		1,000		841

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Capital XXIII
1.313%, 05/15/47 (B)	$	1,900	$	1,573
JPMorgan Chase Capital XXV
6.800%, 10/01/37		992		1,000
Kaupthing Bank MTN (C) (E)
7.625%, 02/28/15		8,810		2,467
7.125%, 05/19/16		1,350		—
5.750%, 10/04/11		960		269
Kilroy Realty
6.625%, 06/01/20‡		455		467
5.000%, 11/03/15‡		330		329
Korea Development Bank
4.000%, 09/09/16		285		288
3.250%, 03/09/16 (D)		882		865
Landsbanki Islands
6.100%, 08/25/11 (C) (E)		5,570		446
Lazard Group
7.125%, 05/15/15		972		1,068
6.850%, 06/15/17		1,332		1,418
Lehman Brothers Holdings MTN
6.750%, 12/28/17 (E)		4,320		—
Lehman Brothers Holdings Capital Trust VII MTN
5.857%, 11/29/49 (E)		4,280		—
Liberty Mutual Group
7.500%, 08/15/36 (C)		619		662
Lloyds TSB Bank
6.500%, 09/14/20 (C)		466		458
6.375%, 01/21/21		1,845		1,923
5.800%, 01/13/20 (C)		240		240
Massachusetts Mutual Life Insurance
8.875%, 06/01/39 (C)		1,825		2,496
MBNA Capital A
8.278%, 12/01/26		1,450		1,486
Merrill Lynch MTN
8.950%, 05/02/17 (B)		3,160		3,394
8.950%, 05/18/17 (B)		1,790		1,935
7.430%, 09/01/22		3		3
6.050%, 05/16/16		350		370
5.700%, 05/02/17		1,300		1,349
5.450%, 02/05/13 (D)		2,080		2,205
MetLife
6.750%, 06/01/16		1,060		1,225
6.400%, 12/15/36		450		433
5.875%, 02/06/41		170		172
4.750%, 02/08/21		540		541
MetLife Capital Trust IV
7.875%, 12/15/37 (C)		800		860
MetLife Capital Trust X
9.250%, 04/08/38 (B) (C)		1,800		2,174
Metropolitan Life Global Funding I
5.125%, 04/10/13 (C)		110		117
5.125%, 06/10/14 (C)		2,750		2,980
2.500%, 09/29/15 (C)		1,090		1,061

52 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley
7.300%, 05/13/19	$	2,345	$	2,638
6.750%, 04/15/11		30		30
6.625%, 04/01/18		1,640		1,803
6.000%, 05/13/14		5,710		6,212
6.000%, 04/28/15		630		686
5.950%, 12/28/17 (D)		605		650
5.750%, 01/25/21		310		313
5.625%, 09/23/19		160		163
5.500%, 07/24/20		1,000		999
0.753%, 10/18/16 (B)		5,815		5,438
MUFG Capital Finance 1
6.346%, 07/25/49 (B)		870		871
National Australia Bank
5.350%, 06/12/13 (C)		2,500		2,689
National Bank of Canada
1.650%, 01/30/14 (C)		1,130		1,132
National Capital Trust II
5.486%, 12/29/49 (B) (C)		1,296		1,289
Nationwide Mutual Insurance
6.600%, 04/15/34 (C)		2,440		2,258
5.810%, 06/15/09 (B) (C)		1,975		1,874
NB Capital Trust IV
8.250%, 04/15/27		1,055		1,084
New York Life Global Funding
3.000%, 05/04/15 (C)		1,840		1,862
Nordea Bank
4.875%, 01/14/21 (C)		180		183
3.700%, 11/13/14 (C)		1,670		1,729
Nordea Eiendomskreditt
1.875%, 04/07/14 (C)		1,865		1,859
Power Receivables Financial
6.290%, 01/01/12		862		867
Pricoa Global Funding I
5.450%, 06/11/14 (C)		3,400		3,688
Prime Property Fund
5.600%, 06/15/11 (C)		1,384		1,391
5.500%, 01/15/14‡ (C)		1,850		1,934
Protective Life
8.450%, 10/15/39		295		329
Prudential Financial MTN
6.200%, 11/15/40		655		681
4.500%, 11/15/20		300		294
Prudential Holdings
8.695%, 12/18/23 (C)		1,300		1,591
Residential Capital
9.625%, 05/15/15		15		15
Royal Bank of Scotland Group
7.640%, 09/29/17		900		716
6.400%, 10/21/19		2,030		2,090
5.000%, 11/12/13		250		253
5.000%, 10/01/14		990		993
4.875%, 03/16/15		400		416
4.375%, 03/16/16 (D)		955		961
3.950%, 09/21/15		10		10

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Santander US Debt Unipersonal
3.781%, 10/07/15 (C)	$	100	$	97
3.724%, 01/20/15 (C) (D)		1,600		1,547
Shinhan Bank
4.125%, 10/04/16 (C)		930		933
Simon Property Group L.P.
5.750%, 12/01/15‡		910		1,012
SLM MTN
5.625%, 08/01/33		595		509
5.050%, 11/14/14		690		697
5.000%, 04/15/15		120		121
Sparebank 1 Boligkreditt
1.250%, 10/25/13 (C)		745		738
Stadshypotek
1.450%, 09/30/13 (C)		1,245		1,242
State Street
4.956%, 03/15/18		1,260		1,298
Sumitomo Mitsui Banking
3.150%, 07/22/15 (C) (D)		1,360		1,354
3.100%, 01/14/16 (C)		200		197
SunTrust Preferred Capital I
5.853%, 12/15/11 (B)		259		206
Svensk Exportkredit
3.250%, 09/16/14		1,569		1,639
1.750%, 10/20/15		1,820		1,766
Swedbank Hypotek
2.950%, 03/28/16 (C)		1,755		1,740
Tanger Properties
6.125%, 06/01/20‡		490		528
Teachers Insurance & Annuity Association of America
6.850%, 12/16/39 (C)		1,635		1,844
TNK-BP Finance
7.500%, 07/18/16 (C)		230		258
UBS
2.250%, 01/28/14		1,050		1,052
UBS MTN
4.875%, 08/04/20		320		323
3.875%, 01/15/15		820		840
UDR MTN
5.000%, 01/15/12‡		2,000		2,044
US Bancorp
2.450%, 07/27/15		865		855
Wachovia MTN
5.500%, 05/01/13		810		873
5.250%, 08/01/14		2,570		2,749
Wachovia Bank
6.600%, 01/15/38		295		331
Wachovia Capital Trust III
5.570%, 03/15/11 (B)		1,930		1,771
WEA Finance (C)
7.500%, 06/02/14		490		561
7.125%, 04/15/18		3,000		3,479
6.750%, 09/02/19		1,230		1,411

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 53

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo
4.750%, 02/09/15	$	1,295	$	1,378
3.676%, 06/15/16		680		684
Wells Fargo Capital X
5.950%, 12/15/36		760		748
Wells Fargo Capital XV
9.750%, 12/31/49 (B)		3,790		4,160
Westfield Group
5.400%, 10/01/12 (C)		723		765
Westpac Banking
4.875%, 11/19/19		105		108
3.000%, 12/09/15		810		805
2.250%, 11/19/12		245		249
Woodbourne Capital Trust II
1.360%, 04/08/49 (B) (C)		625		250
Woodbourne Capital Trust III
1.360%, 04/08/49 (B) (C)		625		250
Woodbourne Capital Trust IV
1.360%, 04/08/49 (B) (C)		625		250
WR Berkley
5.375%, 09/15/20		410		412
				342,523
Health Care — 1.1%
Allergan
3.375%, 09/15/20		1,335		1,250
Amgen
3.450%, 10/01/20		940		885
Boston Scientific
6.400%, 06/15/16		545		594
6.000%, 01/15/20		580		608
5.125%, 01/12/17		190		194
Coventry Health Care
5.950%, 03/15/17		1,047		1,086
Giant Funding
8.250%, 02/01/18 (C)		190		195
Gilead Sciences
4.500%, 04/01/21		1,180		1,166
GlaxoSmithKline Capital
5.650%, 05/15/18		810		910
HCA
7.500%, 11/15/95		3,800		3,116
Humana
7.200%, 06/15/18		1,150		1,307
Life Technologies
3.500%, 01/15/16		785		783
Medtronic
4.450%, 03/15/20		730		748
Roche Holdings
6.000%, 03/01/19 (C)		1,410		1,598
Sanofi-Aventis
2.625%, 03/29/16		2,000		1,983
Thermo Fisher Scientific
3.200%, 03/01/16		775		788

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
UnitedHealth Group
6.875%, 02/15/38	$	170	$	191
6.000%, 06/15/17		51		57
5.950%, 02/15/41		870		876
5.800%, 03/15/36		280		278
5.700%, 10/15/40		510		497
3.875%, 10/15/20		530		505
WellPoint
6.800%, 08/01/12		1,000		1,070
5.875%, 06/15/17		2,190		2,456
Wyeth
5.950%, 04/01/37		1,100		1,176
				24,317
Industrials — 1.2%
Allied Waste North America
6.875%, 06/01/17		260		283
Boeing
4.875%, 02/15/20		1,380		1,475
Burlington Northern Santa Fe
5.750%, 05/01/40		757		767
Cedar Brakes I LLC
8.500%, 02/15/14 (C)		722		740
Complete Production Services
8.000%, 12/15/16		1,005		1,060
Continental Airlines, Ser 1999-2
7.256%, 03/15/20		2,777		2,944
Continental Airlines, Ser 2007-1
5.983%, 04/19/22 (D)		1,640		1,681
Continental Airlines, Ser 2009-1
9.000%, 07/08/16		2,818		3,198
Delta Air Lines, Ser 2007-1
6.821%, 08/10/22		1,491		1,540
Delta Air Lines, Ser 2001-1
7.111%, 09/18/11		1,575		1,622
Hutchison Whampoa International
5.750%, 09/11/19 (C)		250		269
4.625%, 09/11/15 (C)		1,255		1,329
JetBlue Airways, Ser 2004-2
0.688%, 08/15/16 (B)		2,983		2,759
Kansas City Southern de Mexico
12.500%, 04/01/16		522		634
Northrop Grumman
3.500%, 03/15/21		325		301
1.850%, 11/15/15		1,140		1,089
Odebrecht Finance
6.000%, 04/05/23 (C)		545		540
Raytheon
3.125%, 10/15/20		430		394
Systems 2001 Asset Trust
6.664%, 09/15/13 (C)		905		966
United Air Lines
9.750%, 01/15/17		221		253

54 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
United Parcel Service
4.500%, 01/15/13	$	980	$	1,041
Verisk Analytics
5.800%, 05/01/21		505		507
Votorantim
7.250%, 04/05/41		505		502
				25,894
Information Technology — 0.3%
Adobe Systems
4.750%, 02/01/20		662		671
Arrow Electronics
5.125%, 03/01/21		240		236
Freescale Semiconductor
10.125%, 12/15/16		60		64
Hewlett-Packard
2.200%, 12/01/15		1,060		1,041
Juniper Networks
5.950%, 03/15/41		505		499
Microsoft
5.300%, 02/08/41		1,550		1,569
National Semiconductor
6.600%, 06/15/17		170		187
Oracle
5.375%, 07/15/40 (C)		1,495		1,455
				5,722
Materials — 0.7%
Alcoa
6.000%, 07/15/13		170		186
ArcelorMittal
6.750%, 03/01/41		440		431
5.500%, 03/01/21 (D)		590		581
CodelCo
4.750%, 10/15/14 (C)		470		502
Dow Chemical
8.550%, 05/15/19		803		1,015
5.900%, 02/15/15		550		610
4.850%, 08/15/12		1,030		1,079
Freeport-McMoRan Copper & Gold
8.375%, 04/01/17		1,390		1,532
Potash Corp of Saskatchewan
4.875%, 03/30/20		280		290
PPG Industries
6.650%, 03/15/18		435		506
5.750%, 03/15/13		435		469
Rio Tinto Finance USA
6.500%, 07/15/18		3,480		4,007
Steel Dynamics
6.750%, 04/01/15		810		829
Teck Resources
10.250%, 05/15/16		52		63

Description	Face Amount ($ Thousands)			Market Value ($ Thousands)
Vale Overseas
6.875%, 11/21/36	$	1,510		$	1,608
6.875%, 11/10/39		417			446
					14,154
Sovereign — 0.9%
Chile Government International Bond
3.875%, 08/05/20		895			871
Croatia Government International Bond
6.375%, 03/24/21 (C)		405			406
Hungary Government International Bond
6.375%, 03/29/21		587			588
Japan Finance Organization for Municipalities
4.000%, 01/13/21		1,800			1,778
Kommunalbanken AS
1.750%, 10/05/15 (C)		683			662
Mexico Government International Bond MTN
5.125%, 01/15/20		591			618
Poland Government International Bond
3.875%, 07/16/15		755			763
Province of Ontario Canada
3.150%, 12/15/17		1,200			1,188
Qatar Government International Bond
4.000%, 01/20/15 (C)		1,520			1,569
RSHB Capital
6.299%, 05/15/17 (C)		700			733
Russian Foreign Bond - Eurobond
7.500%, 03/31/30		152			178
South Africa Government International Bond
6.250%, 03/08/41		180			186
United Mexican States MTN
6.050%, 01/11/40		850			875
United Mexican States MTN, Ser A
7.500%, 04/08/33		176	��		216
6.750%, 09/27/34		748			844
World Bank Discount Notes
0.200%, 04/19/11 (A)		7,160			7,160
					18,635
Telecommunication Services — 1.8%
America Movil
5.625%, 11/15/17		440			485
5.000%, 10/16/19		719			741
5.000%, 03/30/20		750			773
American Tower
5.050%, 09/01/20		314			305
4.500%, 01/15/18		1,120			1,100

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 55

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
AT&T
6.500%, 09/01/37	$	1,380	$	1,430
6.450%, 06/15/34		625		643
6.400%, 05/15/38 (D)		445		454
6.300%, 01/15/38		1,190		1,200
5.500%, 02/01/18		710		775
5.100%, 09/15/14		1,530		1,673
AT&T Mobility LLC
6.500%, 12/15/11		1,455		1,515
BellSouth
4.750%, 11/15/12		170		180
British Telecommunications PLC
9.875%, 12/15/30		367		508
Cellco Partnership
8.500%, 11/15/18		535		687
7.375%, 11/15/13		275		314
3.750%, 05/20/11		1,300		1,305
Deutsche Telekom International Finance
5.750%, 03/23/16		1,920		2,150
Frontier Communications
8.500%, 04/15/20		305		331
8.250%, 04/15/17		900		972
8.125%, 10/01/18		305		328
Intelsat Jackson Holdings
9.500%, 06/15/16 (D)		180		190
8.500%, 11/01/19 (C)		250		269
New Cingular Wireless Services
8.125%, 05/01/12		1,595		1,717
Rogers Communications
6.800%, 08/15/18		450		527
6.750%, 03/15/15		1,015		1,164
Sprint Capital
8.750%, 03/15/32		660		702
Telecom Italia Capital
6.200%, 07/18/11		1,730		1,756
Telefonica Emisiones SAU
6.221%, 07/03/17		110		120
5.984%, 06/20/11		720		728
5.462%, 02/16/21		1,025		1,038
5.134%, 04/27/20		430		428
3.992%, 02/16/16		1,025		1,030
Telefonica Moviles Chile
2.875%, 11/09/15 (C)		505		486
Telemar Norte Leste SA
5.500%, 10/23/20 (C)		1,260		1,238
Verizon Communications
6.250%, 04/01/37		335		343
6.100%, 04/15/18		465		521
6.000%, 04/01/41		1,765		1,758
5.500%, 02/15/18		1,920		2,093
4.600%, 04/01/21		730		727
3.000%, 04/01/16		1,570		1,562

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Verizon Global Funding
7.750%, 12/01/30	$	1,060	$	1,277
Verizon New York
6.875%, 04/01/12		660		699
Virgin Media Finance PLC
9.125%, 08/15/16		70		74
				38,316
Utilities — 2.4%
AEP Texas Central
5.090%, 07/01/15		3,600		3,947
4.980%, 07/01/13		1,812		1,898
Ameren
8.875%, 05/15/14		720		828
Appalachian Power
4.600%, 03/30/21		885		872
Aquila
11.875%, 07/01/12		2,535		2,828
Cedar Brakes II LLC
9.875%, 09/01/13 (C)		1,161		1,220
CMS Energy
5.050%, 02/15/18		705		702
Dominion Resources
8.875%, 01/15/19		1,685		2,151
DPL
6.875%, 09/01/11		1,098		1,125
Duke Energy
6.300%, 02/01/14		140		156
Duke Energy Carolinas
5.625%, 11/30/12		1,470		1,575
Enel Finance International
6.000%, 10/07/39 (C)		895		814
Energy Future Holdings
11.250%, 11/01/17		1,145		947
10.000%, 12/01/20		686		727
Exelon
5.625%, 06/15/35		1,060		988
Exelon Generation
6.250%, 10/01/39		45		44
5.200%, 10/01/19		40		41
FirstEnergy Solutions
6.800%, 08/15/39		280		278
6.050%, 08/15/21		380		394
FirstEnergy, Ser B
6.450%, 11/15/11		23		24
FirstEnergy, Ser C
7.375%, 11/15/31		1,735		1,879
KCP&L Greater Missouri Operations
8.270%, 11/15/21		2,700		3,050
KeySpan Gas East
5.819%, 04/01/41 (C)		675		675
Korea Hydro & Nuclear Power
3.125%, 09/16/15 (C)		720		701

56 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Midamerican Energy Holdings
6.500%, 09/15/37	$	1,595	$	1,764
Nevada Power
8.250%, 06/01/11		1,655		1,675
Nisource Finance
6.800%, 01/15/19		2,261		2,587
Oncor Electric Delivery
6.800%, 09/01/18		1,075		1,225
Pacific Gas & Electric
8.250%, 10/15/18		210		268
5.800%, 03/01/37		800		809
5.400%, 01/15/40		1,230		1,177
Pacificorp
6.250%, 10/15/37		310		343
Panhandle Eastern Pipeline
8.125%, 06/01/19		2,500		2,935
Progress Energy
6.850%, 04/15/12		526		557
Public Service of New Mexico
7.950%, 05/15/18		1,805		2,028
PVNGS II Funding
8.000%, 12/30/15		1,927		2,045
Sempra Energy
2.000%, 03/15/14		1,255		1,246
Tennessee Valley Authority
5.250%, 09/15/39		880		923
4.625%, 09/15/60		1,370		1,269
3.875%, 02/15/21		1,510		1,515
Texas-New Mexico Power
9.500%, 04/01/19 (C)		1,380		1,751
				51,981
Total Corporate Obligations (Cost $630,169) ($ Thousands)				639,329
U.S. TREASURY OBLIGATIONS — 13.2%
U.S. Treasury Bills
0.131%, 05/05/11 (A)		1,360		1,360
U.S. Treasury Bonds
8.000%, 11/15/21		9,935		13,875
7.875%, 02/15/21		1,440		1,984
7.625%, 02/15/25		6,375		8,902
5.375%, 02/15/31		844		965
5.000%, 05/15/37		4,100		4,455
4.750%, 02/15/41		9,764		10,148
4.500%, 02/15/36		5,394		5,446
4.375%, 11/15/39 to 05/15/40		19,510		19,074
4.250%, 11/15/40		2,710		2,592
3.875%, 08/15/40		22,655		20,273
U.S. Treasury Bond TIPS
3.875%, 04/15/29		509		681
3.625%, 04/15/28		2,052		2,646
2.500%, 01/15/29		1,816		2,057
2.375%, 01/15/25 to 01/15/27		1,152		1,290
2.125%, 02/15/40		1,539		1,627

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.125%, 02/15/41	$	10	$	11
2.000%, 01/15/26		89		95
1.750%, 01/15/28		53		54
U.S. Treasury Notes
4.250%, 11/15/17		27,400		29,870
3.625%, 02/15/21 (D)		7,423		7,529
3.500%, 05/15/20		9,785		9,917
2.875%, 03/31/18		23,921		23,889
2.375%, 10/31/14		7,694		7,909
2.250%, 03/31/16		19,953		19,976
2.125%, 05/31/15 to 02/29/16 (D)		18,748		18,774
2.000%, 01/31/16		1,240		1,231
1.875%, 09/30/17		6,875		6,514
1.250%, 02/15/14 to 03/15/14 (D)		35,891		35,895
0.875%, 05/31/11		8,900		8,911
0.750%, 03/31/13		3,039		3,037
U.S. Treasury STRIPS
4.712%, 11/15/27 (A)		16,990		8,057
4.610%, 02/15/25 (A)		11,400		6,309
Total U.S. Treasury Obligations (Cost $284,367) ($ Thousands)				285,353
ASSET-BACKED SECURITIES — 7.9%
Automotive — 0.3%
Ally Auto Receivables Trust, Ser 2010- 4, Cl A3
0.910%, 11/17/14		1,010		1,006
Ally Auto Receivables Trust, Ser 2010- 5, Cl A4
1.750%, 03/15/16		718		710
Avis Budget Rental Car Funding AESOP, Ser 2010-3A, Cl A
4.640%, 05/20/16 (C)		600		640
Avis Budget Rental Car Funding AESOP, Ser 2010-5A, Cl A
3.150%, 03/20/17 (C)		140		140
Harley-Davidson Motorcycle Trust, Ser 2009-2, Cl A4
3.320%, 02/15/17		102		105
Harley-Davidson Motorcycle Trust, Ser 2010-1, Cl A3
1.160%, 02/15/15		535		534
Hertz Vehicle Financing, Ser 2009-2A, Cl A2
5.290%, 03/25/16 (C)		1,100		1,201
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3
2.310%, 05/15/13		794		802
MMCA Automobile Trust, Ser 2011-A, Cl A4
2.020%, 10/17/16 (C)		974		968

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 57

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Volkswagen Auto Loan Enhanced Trust, Ser 2011-1, Cl A4
1.980%, 09/20/17	$	1,176	$	1,171
				7,277
Credit Cards — 0.7%
Capital One Multi-Asset Execution Trust, Ser 2004-A4, Cl A4
0.475%, 03/15/17 (B)		1,487		1,483
Capital One Multi-Asset Execution Trust, Ser 2006-A5, Cl A5
0.315%, 01/15/16 (B)		763		760
Chase Issuance Trust, Ser 2007-A17, Cl A
5.120%, 10/15/14		2,510		2,673
Citibank Credit Card Issuance Trust, Ser 2005-A2, Cl A2
4.850%, 03/10/17		200		218
Citibank Credit Card Issuance Trust, Ser 2009-A5, Cl A5
2.250%, 12/23/14		2,967		3,030
Citibank Omni Master Trust, Ser 2009- A14A, Cl A14
3.005%, 08/15/18 (B) (C)		1,612		1,707
Discover Card Master Trust, Ser 2011- A1, Cl A1
0.610%, 08/15/16 (B)		1,950		1,951
GE Capital Credit Card Master Note Trust, Ser 2009-2, Cl A
3.690%, 07/15/15		739		765
GE Capital Credit Card Master Note Trust, Ser 2011-1, Cl A
0.805%, 01/15/17 (B)		1,036		1,040
World Financial Network Credit Card Master Trust, Ser 2009-A, Cl A
4.600%, 09/15/15		1,206		1,231
				14,858
Mortgage Related Securities — 1.3%
ABS Home Equity Loan Trust, Ser 2001-HE3, Cl A1
0.795%, 11/25/31 (B)		337		297
AFC Home Equity Loan Trust, Ser 1998-1, Cl 1A2
0.520%, 04/25/28 (B)		57		41
AFC Home Equity Loan Trust, Ser 2000-1, Cl 2A
0.489%, 03/25/30 (B)		3,214		1,123
Bear Stearns Asset-Backed Securities Trust, Ser 2000-2, Cl M2
8.280%, 08/25/30		3,303		3,212

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Asset-Backed Securities Trust, Ser 2007-HE2, Cl 1A1
0.361%, 03/25/37 (B)	$	1,776	$	1,697
Centex Home Equity, Ser 2006-A, Cl AV4
0.500%, 06/25/36 (B)		4,917		3,253
Citigroup Mortgage Loan Trust, Ser 2007-AHL1, Cl A2A
0.290%, 12/25/36 (B)		152		146
Conseco Finance, Ser 2001-D, Cl A5
6.190%, 11/15/32 (B)		920		939
Contimortgage Home Equity Trust, Ser 1997-1, Cl A9
7.050%, 03/15/28		2		2
Contimortgage Home Equity Trust, Ser 1997-2, Cl A9
7.090%, 04/15/28		7		7
EMC Mortgage Loan Trust, Ser 2002- AA, Cl A1
0.719%, 05/25/39 (B) (C)		1,362		1,165
HSBC Home Equity Loan Trust, Ser 2006-1, Cl A1
0.413%, 01/20/36 (B)		3,695		3,393
HSBC Home Equity Loan Trust, Ser 2006-3, Cl A2V
0.384%, 03/20/36 (B)		1,483		1,475
Morgan Stanley Capital I, Ser 2007- HE2, Cl A2A
0.290%, 01/25/37 (B)		68		66
Morgan Stanley Home Equity Loans, Ser 2007-1, Cl A1
0.299%, 12/25/36 (B)		44		43
Option One Mortgage Loan Trust, Ser 2001-4, Cl A
0.849%, 01/25/32 (B)		286		261
Option One Mortgage Loan Trust, Ser 2007-1, Cl 2A3
0.389%, 01/25/37 (B)		9,500		4,406
Option One Mortgage Loan Trust, Ser 2007-6, Cl 2A4
0.500%, 07/25/37 (B)		4,574		1,969
Residential Funding Mortgage Securities II, Ser 2000-HI1, Cl AI7
8.790%, 02/25/25		988		989
Soundview Home Equity Loan Trust, Ser 2006-EQ2, Cl A3
0.410%, 01/25/37 (B)		6,450		2,705
Terwin Mortgage Trust, Ser 2005- 9HGS, Cl A1
4.000%, 08/25/35 (B) (C)		247		240

58 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Truman Capital Mortgage Loan Trust, Ser 2006-1, Cl A
0.510%, 03/25/36 (B) (C)	$	393	$	296
				27,725
Other Asset-Backed Securities — 5.6%
Aircastle Aircraft Lease Backed Trust, Ser 2007-1A, Cl G1
0.520%, 06/14/37 (B) (C)		2,601		2,341
Ally Master Owner Trust, Ser 2011-1, Cl A2
2.150%, 01/15/16		3,562		3,562
Babcock & Brown Air Funding I, Ser 2007-1A, Cl G1
0.556%, 11/14/33 (B) (C)		3,111		2,722
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.485%, 02/25/35 (B)		2,200		2,096
CenterPoint Energy Transition Bond, Ser 2001-1, Cl A4
5.630%, 09/15/15		1,016		1,089
Citicorp Residential Mortgage Securities, Ser 2007-1, Cl A5
6.046%, 03/25/37		1,970		1,558
Conseco Finance Home Loan Trust, Ser 2000-E, Cl M1
8.130%, 08/15/31 (B)		746		732
Countrywide Asset-Backed Certificates, Ser 2003-BC2, Cl 2A1
0.849%, 06/25/33 (B)		38		35
Countrywide Asset-Backed Certificates, Ser 2005-17, Cl 1AF3
5.711%, 05/25/36 (B)		6,450		3,695
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.709%, 10/25/35 (B)		4,164		4,044
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
1.050%, 10/25/47 (B)		4,937		3,593
Countrywide Home Equity Loan Trust, Ser 2002-E, Cl A
0.515%, 10/15/28 (B)		68		66
Countrywide Home Equity Loan Trust, Ser 2004-K, Cl A2
0.555%, 02/15/34 (B)		898		569
Countrywide Home Equity Loan Trust, Ser 2005-F, Cl 2A
0.495%, 12/15/35 (B)		1,760		958
Countrywide Home Equity Loan Trust, Ser 2006-HW, Cl 2A1B
0.405%, 11/15/36 (B)		225		171
Countrywide Home Equity Loan Trust, Ser 2007-GW, Cl A
0.805%, 11/15/28 (B)		186		157

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse First Boston Mortgage Securities, Ser 2001-MH29, Cl A
5.600%, 09/25/31	$	507	$	517
EFS Volunteer, Ser 2010-1, Cl A2
1.160%, 10/25/35 (B) (C)		900		838
First Horizon ABS Trust, Ser 2004- HE2, Cl A
0.470%, 02/25/34 (B)		964		667
Ford Credit Floorplan Master Owner Trust, Ser 2011-1, Cl A1
2.120%, 02/15/16		660		661
GE Seaco Finance Srl, Ser 2005-1A, Cl A
0.503%, 11/17/20 (B) (C)		3,675		3,510
Genesis Funding, Ser 2006-1A, Cl G1
0.493%, 12/19/32 (B) (C)		2,960		2,642
Green Tree, Ser 2008-MH1, Cl A2
8.970%, 04/25/38 (B) (C)		1,900		2,106
Green Tree Financial, Ser 1993-4, Cl A5
7.050%, 01/15/19		166		170
Green Tree Financial, Ser 1996-5, Cl A6
7.750%, 07/15/27		521		533
Greenpoint Manufactured Housing, Ser 1999-2, Cl A2
3.252%, 03/18/29 (B)		700		574
Greenpoint Manufactured Housing, Ser 1999-3, Cl 1A7
7.270%, 06/15/29		1,300		1,116
Greenpoint Manufactured Housing, Ser 1999-3, Cl 2A2
3.754%, 06/19/29 (B)		350		287
Greenpoint Manufactured Housing, Ser 1999-4, Cl A2
3.754%, 02/20/30 (B)		375		308
Greenpoint Manufactured Housing, Ser 2000-4, Cl A2
3.754%, 11/17/31 (B)		1,275		1,082
Greenpoint Manufactured Housing, Ser 2000-6
2.260%, 11/22/31		550		467
Greenpoint Manufactured Housing, Ser 2001-2, Cl IIA2
2.255%, 03/13/32 (B)		792		666
Greenpoint Manufactured Housing, Ser 2001-2, Cl IA2
2.266%, 02/20/32 (B)		595		500
GSAMP Trust, Ser 2003-SEA, Cl A1
0.650%, 02/25/33 (B)		2,580		2,013
GSAMP Trust, Ser 2006-SEA1, Cl A
0.550%, 05/25/36 (B) (C)		541		456

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 59

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HSI Asset Securitization Trust, Ser 2005-I1, Cl 2A3
0.539%, 11/25/35 (B)	$	4,038	$	3,279
Illinois Student Assistance Commission, Ser 2010-1, Cl A3
1.203%, 07/25/45 (B)		3,100		2,943
Keycorp Student Loan Trust, Ser 2002- A, Cl 1A2
0.501%, 08/27/31 (B)		2,098		1,860
Lehman ABS Manufactured Housing Contract Trust, Ser 2001-B, Cl A4
5.270%, 09/15/18		1,993		2,070
Lehman XS Trust, Ser 2005-5N, Cl 1A1
0.550%, 11/25/35 (B)		1,636		1,239
Lehman XS Trust, Ser 2006-GP1, Cl A4A
0.579%, 05/25/46 (B)		5,264		1,153
Master Specialized Loan Trust, Ser 2007-2, Cl A
0.600%, 05/25/37 (B) (C)		7,269		4,107
Merrill Lynch Mortgage Investors, Ser 2005-SL3, Cl A1
0.479%, 07/25/36 (B)		23		22
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/38		3,194		3,164
Morgan Stanley Dean Witter Capital Heloc Trust, Ser 2005-1, Cl A
0.439%, 07/25/17 (B)		440		392
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.483%, 10/27/36 (B)		1,118		1,043
Nelnet Student Loan Trust, Ser 2005-4, Cl A3
0.439%, 06/22/26 (B)		1,442		1,392
Nelnet Student Loan Trust, Ser 2006-1, Cl A4
0.403%, 11/23/22 (B)		914		897
Nelnet Student Loan Trust, Ser 2006-2, Cl A4
0.383%, 10/26/26 (B)		222		220
Nelnet Student Loan Trust, Ser 2008-3, Cl A4
1.961%, 11/25/24 (B)		3,013		3,139
Nelnet Student Loan Trust, Ser 2008-4, Cl A4
1.783%, 04/25/24 (B)		2,740		2,812
Origen Manufactured Housing, Ser 2006-A, Cl A2
0.225%, 10/15/37 (B)		3,050		2,013
Origen Manufactured Housing, Ser 2007-A, Cl A2
0.225%, 04/15/37 (B)		5,900		3,805

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Park Place Securities, Ser 2004- WCW1, Cl M2
0.929%, 09/25/34 (B)	$	3,747	$	3,504
PG&E Energy Recovery Funding, Ser 2005-1, Cl A4
4.370%, 06/25/14		403		413
PG&E Energy Recovery Funding, Ser 2005-1, Cl A5
4.470%, 12/25/14		891		937
Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1
1.344%, 12/25/33 (B)		188		146
Residential Asset Mortgage Products, Ser 2003-RS2, Cl AII
0.930%, 03/25/33 (B)		50		36
RSB Bondco, Ser 2007-A, Cl A3
5.820%, 06/28/19		775		884
SLC Student Loan Trust, Ser 2008-1, Cl A4A
1.910%, 12/15/32 (B)		2,245		2,324
SLM Student Loan Trust, Ser 2003-11, Cl A6
0.600%, 12/15/25 (B) (C)		1,100		1,045
SLM Student Loan Trust, Ser 2004-7, Cl A5
0.473%, 01/27/20 (B)		1,599		1,590
SLM Student Loan Trust, Ser 2005-6, Cl A5A
0.413%, 07/27/26 (B)		3,004		2,911
SLM Student Loan Trust, Ser 2005-7, Cl A4
0.453%, 10/25/29 (B)		830		769
SLM Student Loan Trust, Ser 2006-3, Cl A4
0.383%, 07/25/19 (B)		1,195		1,185
SLM Student Loan Trust, Ser 2006-5, Cl A5
0.413%, 01/25/27 (B)		1,540		1,456
SLM Student Loan Trust, Ser 2007-4, Cl A3
0.363%, 01/25/22 (B)		820		811
SLM Student Loan Trust, Ser 2008-4, Cl A2
1.353%, 07/25/16 (B)		633		643
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.953%, 07/25/22 (B)		620		646
SLM Student Loan Trust, Ser 2008-5, Cl A4
2.003%, 07/25/23 (B)		1,868		1,953
SLM Student Loan Trust, Ser 2008-5, Cl A3
1.603%, 01/25/18 (B)		391		402

60 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Student Loan Trust, Ser 2008-5, Cl A2
1.403%, 10/25/16 (B)	$	1,528	$	1,545
SLM Student Loan Trust, Ser 2008-6, Cl A2
0.853%, 10/25/17 (B)		1,087		1,089
SLM Student Loan Trust, Ser 2008-9, Cl A
1.803%, 04/25/23 (B)		539		556
SLM Student Loan Trust, Ser 2010-1, Cl A
0.650%, 03/25/25 (B)		1,377		1,377
Small Business Administration, Ser 2003-P10A, Cl 1
4.524%, 02/01/13		404		421
SMS Student Loan Trust, Ser 2000-A, Cl A2
0.494%, 10/28/28 (B)		911		907
Structured Asset Securities, Ser 2007- BC2, Cl A2
0.340%, 03/25/37 (B)		2,042		2,016
Structured Asset Securities, Ser 2008- BC4, Cl A3
0.500%, 11/25/37 (B)		3,007		2,908
TAL Advantage, Ser 2010-2A, Cl A
4.300%, 10/20/25 (C)		1,509		1,570
TAL Advantage, Ser 2011-1A, Cl A
4.600%, 01/20/26 (C)		246		248
Textainer Marine Containers, Ser 2005- 1A, Cl A
0.510%, 05/15/20 (B) (C)		1,885		1,824
Triton Container Finance, Ser 2006-1A, Cl N
0.420%, 11/26/21 (B) (C)		2,530		2,391
Triton Container Finance, Ser 2007-1A, Cl N
0.390%, 02/26/19 (B) (C)		1,550		1,488
				122,046
Total Asset-Backed Securities (Cost $181,053) ($ Thousands)				171,906
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.2%
FHLB
0.460%, 03/14/12		2,310		2,311
0.220%, 06/15/11 to 02/10/12 (A)		14,560		14,545
FICO
9.800%, 04/06/18		850		1,199
9.700%, 04/05/19		1,050		1,514
8.600%, 09/26/19		2,490		3,424
FICO STRIPS (A)
2.598%, 12/27/15		1,745		1,545
1.847%, 02/08/13		2,225		2,176

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
0.000%, 02/08/18 to 09/26/19	$	11,780	$	9,158
FNMA
7.918%, 10/09/19 (A)		1,520		1,033
7.125%, 01/15/30		2,100		2,772
6.250%, 05/15/29		2,110		2,537
5.250%, 08/01/12		1,860		1,967
0.220%, 05/09/11 to 05/16/11 (A)		495		495
Resolution Funding STRIPS
3.235%, 01/15/16 (A)		2,730		2,422
Total U.S. Government Agency Obligations (Cost $45,704) ($ Thousands)				47,098
MUNICIPAL BONDS — 1.3%
Birmingham Commercial Development Authority, Ser A, RB Callable 10/01/20 @ 100
5.500%, 04/01/41		80		78
Brazos Higher Education Authority, Ser 2006-2, RB
1.752%, 06/25/42 (B)		1,250		1,081
County of Clark Nevada, Ser C-BUILD, RB
6.820%, 07/01/45		710		703
Imperial Irrigation District, RB Callable 11/01/18 @ 100
5.125%, 11/01/38		120		110
Kentucky Higher Education Student Loan, Ser 1-CL, RB
1.504%, 05/01/34 (B)		750		727
Los Angeles Community College District, GO
6.750%, 08/01/49		605		637
Los Angeles Department of Airports, Ser A, RB Callable 05/15/19 @ 100
5.250%, 05/15/39		120		115
Los Angeles Department of Airports, Ser A, RB Callable 05/15/20 @ 100
5.000%, 05/15/35		150		142
5.000%, 05/15/40		80		74
Los Angeles Department of Water & Power, RB
6.574%, 07/01/45		1,165		1,206
Metropolitan Atlanta Rapid Transit Authority, RB Callable 07/01/19 @ 100
5.000%, 07/01/39		110		107
Municipal Electric Authority of Georgia, RB
6.655%, 04/01/57		320		301
6.637%, 04/01/57		570		541

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 61

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
New Jersey State Turnpike Authority, RB
7.102%, 01/01/41	$	800	$	860
New York Liberty Development, RB
5.250%, 10/01/35		640		611
New York State Dormitory Authority, Ser A, RB Callable 07/01/20 @ 100
5.000%, 07/01/40		110		104
New York State Environmental Facilities, Ser A, RB Callable 06/15/19 @ 100
5.125%, 06/15/38		180		179
North Texas Higher Education Authority, RB
1.412%, 04/01/40 (B)		2,450		2,437
North Texas Tollway Authority, RB
6.718%, 01/01/49		700		695
Pennsylvania Higher Education Assistance Agency, Sub-Ser, RB
13.284%, 05/01/46 (B)		5,150		4,596
Port Authority of New York & New Jersey, RB Callable 01/15/21 @ 100
5.000%, 01/15/41		420		404
San Francisco City & County Public Utilities Commission, Ser B, RB Callable 11/01/19 @ 100
5.000%, 11/01/39		130		122
San Mateo County Community College District, Ser B, GO Callable 09/01/16 @ 100
5.000%, 09/01/38		310		301
State of California, GO
7.600%, 11/01/40		790		864
7.300%, 10/01/39		4,110		4,333
State of Illinois, GO
5.877%, 03/01/19		1,200		1,198
5.665%, 03/01/18		3,180		3,174
5.365%, 03/01/17		480		480
5.100%, 06/01/33		2,725		2,210
Triborough Bridge & Tunnel Authority, Ser A, RB Callable 11/15/17 @ 100
5.000%, 11/15/37		200		195
				28,585
Total Municipal Bonds (Cost $28,173) ($ Thousands)				28,585
LOAN PARTICIPATIONS — 0.9%
Allison Transmission
3.050%, 08/07/14		240		238
3.010%, 08/07/14		684		677

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aramark
2.182%, 01/26/14	$	121	$	120
0.150%, 01/26/14		18		17
Aramark LOC
0.111%, 01/26/14		12		11
Aramark, Term B Loan
3.539%, 07/26/16		267		267
Charter Communications, Term C Loan
3.560%, 09/06/16		1,296		1,295
DAE Aviation, Tranche B-1
5.310%, 07/31/14		287		288
DAE Aviation, Tranche B-2
5.310%, 09/27/14		278		278
5.290%, 09/27/14		1		1
First Data, Term Loan B-2
3.002%, 09/24/14		3,571		3,419
Harrah’s Operating, Term Loan B-2
3.303%, 01/28/15		605		562
HCR Healthcare, Initial Term Loan
2.761%, 12/22/14		854		851
IASIS, Delayed Draw
2.246%, 03/15/14		233		231
IASIS, Sythentic LOC
2.100%, 03/15/14		64		63
IASIS, Term B Loan
2.246%, 03/15/14		674		666
Insight Midwest
2.050%, 04/07/14		222		220
2.010%, 04/07/14		398		394
Las Vegas Sands, Delayed Draw
3.040%, 05/17/14		235		231
Las Vegas Sands, Term B Loan
3.040%, 05/17/14		1,037		1,017
Pinafore
4.250%, 09/21/16		493		494
Sunguard
3.936%, 02/28/16		1,094		1,095
3.913%, 02/28/16		51		51
SuperMedia
11.000%, 12/31/15		9		6
Telesat Canada, U.S. Term I Loan
3.270%, 10/31/14		1,036		1,032
Telesat Canada, U.S. Term II Loan
3.270%, 10/31/14		89		89
Texas Competitive
3.803%, 10/10/14		164		138
3.753%, 10/10/14		729		613
Texas Competitive, Term Loan B-2
3.803%, 10/10/14		1,043		878
Tribune
0.000%, 06/04/10 (E)		366		250
Univision Communications
4.496%, 09/29/14		2,318		2,263
2.506%, 09/29/14		149		145

62 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
UPC Financing Partnership
3.760%, 12/30/16	$	85	$	85
2.010%, 12/31/14		648		644
Total Loan Participations (Cost $19,053) ($ Thousands)				18,629
PREFERRED STOCK — 0.1%
Citigroup Capital XII
8.500%, 03/30/15 (B)		53,075		1,398
Citigroup Capital XIII
7.875%, 10/30/15 (B)		10,625		291
Total Preferred Stock (Cost $1,593) ($ Thousands)				1,689
	Number of Warrants
WARRANT — 0.0%
SemGroup Warrants, Expires 2014*		1,362		14
Total Warrant (Cost $0) ($ Thousands)				14
COMMON STOCK — 0.0%
SemGroup, Cl A*		1,294		37
Total Common Stock (Cost $40) ($ Thousands)				37
COMMERCIAL PAPER — 0.8%
BNP Paribas Finance 0.254%, 04/26/11		4,710		4,710
National Rural Utilities Cooperative Finance 0.220%, 05/20/11		6,595		6,593
UBS Finance Delaware 0.225%, 04/21/11		6,655		6,654
Total Commercial Paper (Cost $17,956) ($ Thousands)				17,957
AFFILIATED PARTNERSHIP — 2.2%
SEI Liquidity Fund, L.P. 0.200%**† (G)		50,849,476		47,455
Total Affiliated Partnership (Cost $50,849) ($ Thousands)				47,455
CASH EQUIVALENT — 5.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080% **†		109,645,674		109,646
Total Cash Equivalent (Cost $109,646) ($ Thousands)				109,646
Total Investments — 113.7% (Cost $2,448,774)($ Thousands)			$	2,461,385

Description	Contracts			Market Value ($ Thousands)
WRITTEN OPTIONS — 0.0%
April 2011 Euro$ Future Call, Expires 04/16/11, Strike Price $99.00		(92	)	$	(4	)
April 2011 Euro$ Future Put, Expires 04/16/11, Strike Price $99.00		(92	)		(51	)
May 2011 CBOT Future Call, Expires 05/21/11, Strike Price $120.50		(90	)		(72	)
May 2011 CBOT Future Call, Expires 05/21/11, Strike Price $122.00		(45	)		(12	)
November 2020 U.S. CPI Urban Consumers NSA Call, Expires 11/21/20, Strike Inflation 0.00%		(3,990,000	)		(28	)
Total Written Options (Premiums Received $(231)) ($ Thousands)				$	(167	)

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
90-Day Euro$		(17	)		Jun-2011	$	(188	)
90-Day Euro$		50			Dec-2012		9
Euro Bond		34			Jun-2011		(25	)
EuroLibor		169			Sep-2011		(12	)
U.S. 10-Year Euro Bond		22			Jun-2011		(23	)
U.S. 10-Year Treasury Note		(2	)		Jun-2011		—
U.S. 2-Year Treasury Note		(242	)		Jul-2011		(36	)
U.S. 5-Year Treasury Note		(151	)		Jul-2011		111
U.S. Long Treasury Bond		(37	)		Jul-2011		36
U.S. Ultra Long Treasury Bond		261			Jul-2011		914
						$	786

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A summary of the outstanding forward foreign currency contracts held by the Fund at March 31, 2011, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)			Unrealized (Depreciation) ($ Thousands)
5/18/11		EUR 10,625		USD	14,591	$	(470	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 63

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Concluded)

March 31, 2011

A summary of outstanding swap agreements held by the Fund at March 31, 2011, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate			Termination Date		Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($Thousands)
Bank of America	CMBX-NA-AJ 1 Index	BUY		(0.84	)%		10/12/52		245	$	(124	)
Bank of America	CMBX-NA-AJ 1 Index	BUY		(0.84	)		10/12/52		2,550		(1,308	)
Barclays Bank PLC	CMBX-NA-AJ 1 Index	BUY		(0.84	)		10/12/52		2,590		(1,342	)
Citigroup	Darden Restaurants Inc., 6.000% 08/15/35	BUY		(2.73	)		03/20/14		440		(26	)
Citigroup	Darden Restaurants Inc., 7.125% 02/01/16	BUY		(2.40	)		03/20/15		800		(45	)
Citigroup	DR Horton Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		520		15
Citigroup	DR Horton Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		480		14
Citigroup	Home Depot, 5.875% 12/16/36	BUY		(2.67	)		03/20/14		2,900		(199	)
Citigroup	Lowes Cos. Inc., 8.250% 06/01/10	BUY		(1.20	)		03/20/14		3,025		(77	)
Credit Suisse	CMBX-NA-AJ 1 Index	BUY		(0.84	)		10/12/49		7,735		(3,912	)
Credit Suisse	Toll Brothers Inc., 5.150% 05/15/15	BUY		(1.00	)		09/20/16		1,210		59
Credit Suisse	Toll Brothers Inc., 5.150% 05/15/15	BUY		(1.00	)		09/20/16		4,885		237
Deutsche Bank	Darden Restaurants Inc., 6.000% 08/15/35	BUY		(2.25	)		03/20/14		1,075		(49	)
Deutsche Bank	Darden Restaurants Inc., 7.125% 02/01/16	BUY		(2.25	)		03/20/13		400		(14	)
Deutsche Bank	DR Horton Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		410		7
Deutsche Bank	DR Horton Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		375		6
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY		(1.00	)		12/20/14		655		(7	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY		(1.00	)		12/20/14		655		(7	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY		(1.00	)		12/20/14		600		(6	)
Deutsche Bank	Target Corporation, 4.000% 6/15/13	BUY		(1.00	)		12/20/14		600		(6	)
Goldman Sachs	DR Horton, Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		405		7
Goldman Sachs	DR Horton, Inc., 5.375% 6/15/12	BUY		(1.00	)		09/20/16		370		6
Morgan Stanley	CMBX.NA.AAA.3 Index	BUY		(0.08	)		12/13/49		50		—
Morgan Stanley	Darden Restaurants Inc., 7.125% 02/01/16	BUY		(2.25	)		03/20/13		400		(14	)
										$	(6,785	)

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($Thousands)
Morgan Stanley	0.00%	1MLIBOR	01/12/40		2,511	$	14
Morgan Stanley	0.00	3MLIBOR (PAYMENT AT MATURITY)	11/15/27		16,210		(637	)
Morgan Stanley	0.00	3MLIBOR (PAYMENT AT MATURITY)	02/15/25		10,530		(503	)
						$	(1,126	)

Total Return Swaps
Counterparty	Reference Entity/Obligation	Fund Pays	Fund Receives	Termination Date		Notional Amount (Thousands)		Net Unrealized Depreciation ($Thousands)
Morgan Stanley	TRX.NA.AAA.1 Dec 11	Negative Index Spread Differential	Commencing Index Spread		01/01/12		780	$	(6	)
Morgan Stanley	TRX.NA.AAA.1 Dec 11	Negative Index Spread Differential	Commencing Index Spread		01/01/12		430		(3	)
								$	(9	)

Percentages are based on a Net Assets of $2,164,251 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

‡ Real Estate Investment Trust.

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

(B) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2011. The date reported on the Schedule of Investments is the final maturity date.

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

(D) This security or a partial position of this security is on loan at March 31, 2011. The total value of securities on loan at March 31, 2011 was $49,501 ($ Thousands).

(E) Security in default on interest payments.

(F) Security considered restricted. The total market value of such securities as of March 31, 2011 was $207 ($ Thousands) and represented 0.01% of Net Assets.

(G) This security was purchased with cash collateral held from securities on loan (see Note 9). The total value of such securities as of March 31, 2011 was $47,455 ($ Thousands).

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only - face amount represents notional amount

64 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

LLC — Limited Liability Company

LOC — Line of Credit

L.P — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Administration

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REIT — Real Estate Investment Trust

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

TIPS — Treasury Inflation Protected Security

USD — United States Dollar

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

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	1,088,621	$	5,066	$	1,093,687
Corporate Obligations		—		636,127		3,202		639,329
U.S. Treasury Obligations		—		285,353		—		285,353
Asset-Backed Securities		—		171,906		—		171,906
U.S. Government Agency
Obligations		—		47,098		—		47,098
Municipal Bonds		—		28,585		—		28,585
Loan Participations		—		18,629		—		18,629
Preferred Stock		1,689		—		—		1,689
Warrant		—		14		—		14
Common Stock		37		—		—		37
Commercial Paper		—		17,957		—		17,957
Affiliated Partnership		—		47,455		—		47,455
Cash Equivalent		109,646		—		—		109,646
Total Investments in Securities	$	111,372	$	2,341,745	$	8,268	$	2,461,385

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Written Options	$	(139	)	$	(28	)	$	—	$	(167	)
Futures Contracts*		786			—			—		786
Forwards*		—			(470	)		—		(470	)
Credit Default Swaps*		—			(6,785	)		—		(6,785	)
Interest Rate Swaps*		—			(1,126	)		—		(1,126	)
Total Return Swaps*					(9	)		—		(9	)
Total Other Financial Instruments	$	647		$	(8,418	)	$	—	$	(7,771	)

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

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

	Mortgage-Backed Securities			Loan Participations			Corporate Obligations
Beginning balance as of October 1, 2010	$	5,118		$	818		$	3,285
Accrued discounts/premiums		36			—			—
Realized gain/(loss)		82			—			—
Change in unrealized appreciation/(depreciation)		84			2			(22	)
Net purchases/sales		(254	)		(820	)		(61	)
Net transfer in and/or out of Level 3		—			—			—
Ending balance as of March 31, 2011	$	5,066		$	—		$	3,202
Changes in unrealized gains (losses) included in earnings related to securities held at reporting date	$	(358	)	$	—		$	380

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 65

SCHEDULE OF INVESTMENTS (Unaudited)

U. S. Fixed Income Fund

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 50.7%
Agency Mortgage-Backed Obligations — 38.2%
FHLB CMO, Ser 2007-1067, Cl 1
5.300%, 06/15/12	$	241	$	252
FHLMC
11.000%, 02/17/21		467		517
10.000%, 03/17/26 to 10/01/30		1,451		1,692
7.500%, 01/01/32 to 09/01/38		1,737		2,002
6.500%, 10/01/31 to 09/01/38		3,029		3,414
6.000%, 08/01/15 to 10/01/38		9,333		10,220
5.500%, 08/23/17 to 03/01/38		5,317		5,747
5.000%, 03/01/34 to 04/01/41		10,641		11,165
4.500%, 04/01/35 to 09/01/40		9,693		9,912
4.000%, 10/01/33 to 01/01/41		5,883		5,800
3.500%, 12/01/25		3,475		3,491
FHLMC TBA
4.500%, 05/12/39		4,300		4,354
FHLMC ARM (A)
6.429%, 11/01/37		—		—
6.405%, 02/01/37		328		351
6.357%, 10/01/37		637		682
6.345%, 12/01/36		485		509
6.294%, 10/01/36		474		497
6.249%, 10/01/36		1,273		1,333
6.152%, 12/01/36		702		739
6.130%, 06/01/37		58		62
6.055%, 11/01/36		256		276
6.054%, 10/01/37		181		190
6.017%, 03/01/37		465		491
6.012%, 04/01/37		140		150
6.006%, 11/01/36		254		272
5.994%, 10/01/37		177		191
5.992%, 04/01/37		250		265
5.979%, 06/01/38		350		378
5.942%, 01/01/37		958		1,035

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.935%, 06/01/36	$	194	$	208
5.893%, 11/01/36		76		80
5.889%, 03/01/37		26		28
5.868%, 12/01/36		258		278
5.836%, 11/01/36		683		723
5.771%, 05/01/37		400		426
5.765%, 07/01/38		293		316
5.727%, 05/01/37		781		829
5.718%, 06/01/37		438		471
5.707%, 05/01/37		540		570
5.698%, 03/01/36		114		122
5.672%, 04/01/37		149		158
5.662%, 03/01/36		114		123
5.560%, 10/01/38		112		120
5.287%, 05/01/38		355		378
3.642%, 03/01/36		1,022		1,078
FHLMC CMO, Ser 1591, Cl PV
6.250%, 10/15/23		1,410		1,504
FHLMC CMO, Ser 1998-2043, Cl CJ
6.500%, 04/15/28		648		732
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/32		652		713
FHLMC CMO, Ser 2002-2479, Cl PG
6.000%, 08/15/32		326		355
FHLMC CMO, Ser 2002-48, Cl 1A
6.465%, 07/25/33 (A)		8		10
FHLMC CMO, Ser 2003-57, Cl 1A3
7.500%, 07/25/43		100		118
FHLMC CMO, Ser 2004-2727, Cl PW
3.570%, 06/15/29		10		11
FHLMC CMO, Ser 2004-59, Cl 1A3
7.500%, 10/25/43		130		154
FHLMC CMO, Ser 2004-60, Cl 1A3
7.500%, 03/25/44		140		165
FHLMC CMO, Ser 2005-2945, Cl SA
11.835%, 03/15/20 (A)		120		138
FHLMC CMO, Ser 2005-2980, Cl QA
6.000%, 05/15/35		231		253
FHLMC CMO, Ser 2005-3028, Cl PG
5.500%, 09/15/35		143		152
FHLMC CMO, Ser 2005-3035, Cl PA
5.500%, 09/15/35		64		68
FHLMC CMO, Ser 2005-3077, Cl TO, PO
2.743%, 04/15/35		292		253
FHLMC CMO, Ser 2006-3153, Cl EO, PO
3.449%, 05/15/36		246		214
FHLMC CMO, Ser 2007-3385, Cl SN, IO
5.745%, 11/15/37 (A)		428		50
FHLMC CMO, Ser 2008-3451, Cl SA, IO
5.795%, 05/15/38 (A)		519		53
FHLMC CMO, Ser 2008-3455, Cl AC
5.000%, 06/15/38		518		549
FHLMC CMO, Ser 2008-3461, Cl LZ
6.000%, 06/15/38		236		257

66 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2009-3508, Cl PK
4.000%, 02/15/39	$	152	$	159
FHLMC CMO, Ser 2009-3510, Cl OD, PO
3.418%, 02/15/37		262		235
FHLMC CMO, Ser 2009-3598, Cl MA
4.500%, 11/15/38		335		349
FHLMC CMO, Ser 2009-3604, Cl PO, PO
4.463%, 05/15/36		486		421
FHLMC CMO, Ser 2009-3607, Cl TO, PO
3.497%, 10/15/39		248		214
FHLMC CMO, Ser 2010-3626, Cl MB
5.000%, 03/15/32		162		173
FHLMC CMO, Ser 2010-3632, Cl PK
5.000%, 02/15/40		1,689		1,816
FHLMC CMO, Ser 2010-3704, Cl CT
7.000%, 12/15/36		921		1,026
FHLMC CMO, Ser 2010-3704, Cl CA
4.000%, 12/15/36		2,284		2,348
FHLMC CMO, Ser 2010-3714, Cl IP, IO
5.000%, 08/15/40		427		75
FHLMC CMO, Ser 2010-3739, Cl LI, IO
4.000%, 03/15/34		587		76
FHLMC CMO, Ser 2010-3747, Cl HI, IO
4.500%, 07/15/37		830		129
FHLMC CMO, Ser 2010-3756, Cl IP, IO
4.000%, 08/15/35		983		130
FHLMC CMO, Ser 2010-3759, Cl HI, IO
4.000%, 08/15/37		789		119
FHLMC CMO, Ser 2010-3760, Cl GI, IO
4.000%, 10/15/37		493		75
FHLMC CMO, Ser 2010-K005, Cl A2
4.317%, 11/25/19		528		533
FHLMC CMO, Ser 2010-K007, Cl A1
3.342%, 12/25/19		405		407
FHLMC CMO, Ser 2011-3800, Cl AI, IO
4.000%, 11/15/29		747		124
FHLMC CMO, Ser 2033, Cl HC
6.500%, 02/15/28		240		264
FHLMC CMO, Ser 2075, Cl D
6.500%, 08/15/28		466		496
FHLMC CMO, Ser 239, Cl S30, IO
7.445%, 08/15/36 (A)		993		161
FHLMC CMO, Ser 2434, Cl ZA
6.500%, 04/15/32		531		588
FHLMC CMO, Ser 2458, Cl ZM
6.500%, 06/15/32		405		445
FHLMC CMO, Ser 2587, Cl CO, PO
3.102%, 03/15/32		209		206
FHLMC CMO, Ser 2591, Cl QO
4.500%, 03/15/18		300		319
FHLMC CMO, Ser 2631, Cl SA
14.383%, 06/15/33 (A)		252		296
FHLMC CMO, Ser 2691, Cl SE
9.186%, 12/15/28 (A)		75		77

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2695, Cl OB, PO
4.013%, 10/15/33	$	76	$	57
FHLMC CMO, Ser 2695, Cl SX
15.920%, 10/15/33 (A)		75		77
FHLMC CMO, Ser 2698, Cl SV
8.618%, 11/15/33 (A)		78		75
FHLMC CMO, Ser 2725, Cl SC
8.683%, 11/15/33 (A)		76		75
FHLMC CMO, Ser 2754, Cl JG
4.500%, 03/15/33		7		7
FHLMC CMO, Ser 2812, Cl NO, PO
6.647%, 10/15/33		90		68
FHLMC CMO, Ser 2864, Cl NB
5.500%, 07/15/33		1,007		1,108
FHLMC CMO, Ser 2865, Cl GO, PO
8.355%, 10/15/33		10		10
FHLMC CMO, Ser 2897, Cl EO, PO
2.661%, 10/15/31		43		42
FHLMC CMO, Ser 2903, Cl UZ
5.500%, 07/15/31		62		64
FHLMC CMO, Ser 2950, Cl JO, PO
2.712%, 03/15/20		172		158
FHLMC CMO, Ser 2990, Cl LK
0.625%, 10/15/34 (A)		460		459
FHLMC CMO, Ser 3001, Cl HP
20.980%, 05/15/35 (A)		122		146
FHLMC CMO, Ser 3006, Cl QS
19.455%, 07/15/35 (A)		320		407
FHLMC CMO, Ser 3012, Cl GK
23.602%, 06/15/35 (A)		133		164
FHLMC CMO, Ser 3137, Cl XP
6.000%, 04/15/36		261		287
FHLMC CMO, Ser 3217, Cl CX, IO
6.335%, 09/15/36 (A)		900		141
FHLMC CMO, Ser 3225, Cl EO, PO
3.253%, 10/15/36		403		338
FHLMC CMO, Ser 3262, Cl SG, IO
6.145%, 01/15/37 (A)		871		117
FHLMC CMO, Ser 3342, Cl VG
6.000%, 11/15/23		300		330
FHLMC CMO, Ser 3346, Cl FA
0.485%, 02/15/19 (A)		3,025		3,015
FHLMC CMO, Ser 3373, Cl TO, PO
3.731%, 04/15/37		129		113
FHLMC CMO, Ser 3383, Cl SA, IO
6.195%, 11/15/37 (A)		954		138
FHLMC CMO, Ser 3422, Cl SE
16.813%, 02/15/38 (A)		89		104
FHLMC CMO, Ser 3515, Cl PI, IO
5.500%, 07/15/37		387		66
FHLMC CMO, Ser 3607, Cl BO, PO
5.669%, 04/15/36		100		73
FHLMC CMO, Ser 3611, Cl PO, PO
4.244%, 07/15/34		197		171

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 67

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 3626, Cl MA
5.000%, 02/15/30	$	2,990	$	3,159
FHLMC CMO, Ser 3631, Cl PA
4.000%, 02/15/40		690		711
FHLMC CMO, Ser 3632, Cl BS
16.650%, 02/15/40 (A)		100		120
FHLMC CMO, Ser 3652, Cl AP
4.500%, 03/15/40		1,432		1,493
FHLMC CMO, Ser 3688, Cl NI, IO
5.000%, 04/15/32		904		122
FHLMC CMO, Ser 6960, Cl SJ
8.767%, 10/15/33 (A)		245		235
FHLMC CMO, Ser T-42, Cl A5
7.500%, 02/25/42		909		1,074
FHLMC CMO, Ser T-51, Cl 1A
6.500%, 09/25/43 (A)		221		248
FHLMC CMO, Ser T-54, Cl 2A
6.500%, 02/25/43		151		164
FHLMC CMO, Ser T-54, Cl 3A
7.000%, 02/25/43		484		549
FHLMC CMO, Ser T-57, Cl 1A2
7.000%, 07/25/43		540		615
FHLMC CMO, Ser T-58, Cl 4A
7.500%, 09/25/43		697		835
FHLMC CMO, Ser T-60, Cl 1A2
7.000%, 03/25/44		237		266
FHLMC CMO, Ser T-76, Cl 2A
4.785%, 10/25/37 (A)		351		352
FHLMC Multifamily Structured Pass-Through Certificates CMO, Ser 2009-K003, Cl AAB
4.768%, 05/25/18		342		361
FHLMC Multifamily Structured Pass-Through Certificates CMO, Ser 2010-K008, Cl A1
2.746%, 12/25/19		492		481
FHLMC Multifamily Structured Pass-Through Certificates CMO, Ser 2011-K010, Cl A1
3.320%, 07/25/20		886		890
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/36		334		363
FHLMC-GNMA CMO, Ser 1993-21, Cl L
6.250%, 10/25/23		469		504
FNMA TBA
5.000%, 04/30/37 to 05/01/38		10,250		10,715
4.500%, 04/14/33		1,400		1,425
FNMA
7.500%, 10/01/37 to 04/01/39		1,376		1,591
7.000%, 04/01/32 to 01/01/39		1,543		1,771
6.500%, 05/01/27 to 10/01/38		3,276		3,701
6.000%, 10/01/19 to 07/01/37		15,427		16,971
5.500%, 06/01/20 to 05/01/39		11,363		12,285

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.000%, 01/01/20 to 04/01/41	$	8,673	$	9,126
4.640%, 01/01/21		499		515
4.500%, 11/01/19 to 06/01/35		3,772		3,954
4.369%, 02/01/20		495		509
4.066%, 07/01/20		400		405
3.505%, 09/01/20		992		955
3.500%, 01/01/26 to 02/01/41		20,538		20,085
3.430%, 10/01/20		995		950
FNMA ARM (A)
6.631%, 09/01/36		338		355
6.342%, 10/01/36		59		63
6.308%, 09/01/37		32		34
6.304%, 09/01/36		434		455
6.277%, 09/01/37		102		111
6.270%, 02/01/37		742		789
6.233%, 06/01/36		670		701
6.227%, 11/01/37		342		362
6.200%, 08/01/36		138		149
6.124%, 12/01/36		64		69
6.083%, 07/01/37		520		554
6.063%, 11/01/37		102		110
6.048%, 10/01/37		135		145
6.042%, 09/01/37		54		58
6.038%, 10/01/37		59		64
6.028%, 01/01/37		100		108
6.016%, 07/01/37		117		126
5.980%, 05/01/36		561		589
5.977%, 04/01/37		90		97
5.958%, 09/01/37		322		346
5.957%, 01/01/37		135		146
5.947%, 07/01/37		267		282
5.936%, 03/01/37		76		82
5.929%, 04/01/36		456		488
5.922%, 04/01/37		141		150
5.917%, 07/01/37		196		211
5.879%, 09/01/37		86		93
5.878%, 02/01/37		73		79
5.860%, 11/01/36		271		286
5.857%, 09/01/37		189		203
5.848%, 10/01/37		58		62
5.843%, 12/01/36		294		311
5.752%, 09/01/36		139		147
5.696%, 01/01/23		281		302
5.689%, 10/01/37		94		100
5.684%, 11/01/36		354		373
5.586%, 12/01/36		578		610
5.531%, 02/01/39		256		275
5.500%, 07/01/37		562		599
5.420%, 11/01/37		533		566
4.376%, 03/01/36		363		380
FNMA CMO STRIPS, Ser 2005-360, Cl 2, IO
5.000%, 08/01/35		1,377		303

68 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/29	$	455	$	492
FNMA CMO, Ser 2000-18, Cl EC, PO
3.910%, 10/25/23		142		126
FNMA CMO, Ser 2001-79, Cl BA
7.000%, 03/25/45		239		275
FNMA CMO, Ser 2001-81, Cl HE
6.500%, 01/25/32		2,212		2,470
FNMA CMO, Ser 2002-33, Cl A2
7.500%, 06/25/32		100		114
FNMA CMO, Ser 2002-81, Cl JO, PO
2.801%, 04/25/32		144		137
FNMA CMO, Ser 2002-95, Cl DB
6.000%, 01/25/33		380		417
FNMA CMO, Ser 2003-131, Cl SK
15.701%, 01/25/34 (A)		246		293
FNMA CMO, Ser 2003-23, Cl PG
5.500%, 01/25/32		451		472
FNMA CMO, Ser 2003-35, Cl EA, PO
3.571%, 05/25/33		198		165
FNMA CMO, Ser 2003-56, Cl AZ
5.500%, 08/25/31		461		489
FNMA CMO, Ser 2003-91, Cl XT
4.500%, 12/25/17		89		89
FNMA CMO, Ser 2004-46, Cl EP, PO
4.298%, 03/25/34		217		192
FNMA CMO, Ser 2004-52, Cl PX, PO
3.590%, 09/25/32		151		142
FNMA CMO, Ser 2004-61, Cl CO, PO
0.824%, 10/25/31		121		120
FNMA CMO, Ser 2004-61, Cl BO, PO
3.990%, 10/25/32		160		146
FNMA CMO, Ser 2004-89, Cl SM
17.156%, 09/25/24 (A)		568		705
FNMA CMO, Ser 2005-106, Cl US
23.652%, 11/25/35 (A)		926		1,326
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/35		2,060		2,239
FNMA CMO, Ser 2005-118, Cl PN
6.000%, 01/25/32		500		541
FNMA CMO, Ser 2005-58, Cl MA
5.500%, 07/25/35		115		126
FNMA CMO, Ser 2005-72, Cl SB
16.251%, 08/25/35 (A)		297		352
FNMA CMO, Ser 2005-88, Cl QO, PO
6.385%, 11/25/33		25		24
FNMA CMO, Ser 2005-90, Cl ES
16.251%, 10/25/35 (A)		223		265
FNMA CMO, Ser 2006-117, Cl GS, IO
6.401%, 12/25/36 (A)		355		51
FNMA CMO, Ser 2006-118, Cl A2
0.309%, 12/25/36 (A)		267		261
FNMA CMO, Ser 2006-15, Cl OP, PO
2.396%, 03/25/36		152		126

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2006-27, Cl OH, PO
2.994%, 04/25/36	$	179	$	162
FNMA CMO, Ser 2006-43, Cl VB
6.500%, 10/25/17		330		356
FNMA CMO, Ser 2006-59, Cl CO, PO
13.927%, 08/25/35		24		23
FNMA CMO, Ser 2006-59, Cl QO, PO
4.050%, 01/25/33		152		136
FNMA CMO, Ser 2006-60, Cl DO, PO
4.523%, 04/25/35		181		161
FNMA CMO, Ser 2006-63, Cl ZH
6.500%, 07/25/36		544		624
FNMA CMO, Ser 2006-78, Cl BZ
6.500%, 08/25/36		135		150
FNMA CMO, Ser 2007-100, Cl SM, IO
6.200%, 10/25/37 (A)		720		105
FNMA CMO, Ser 2007-101, Cl A2
0.511%, 06/27/36 (A)		256		254
FNMA CMO, Ser 2007-112, Cl SA, IO
6.200%, 12/25/37 (A)		568		84
FNMA CMO, Ser 2007-114, Cl A6
0.450%, 10/27/37 (A)		200		199
FNMA CMO, Ser 2007-116, Cl HI, IO
6.391%, 01/25/38 (A)		402		36
FNMA CMO, Ser 2007-116, Cl PB
5.500%, 08/25/35		1,000		1,092
FNMA CMO, Ser 2007-27, Cl MA
5.500%, 11/25/29		88		90
FNMA CMO, Ser 2007-29, Cl SG
21.835%, 04/25/37 (A)		90		115
FNMA CMO, Ser 2007-30, Cl MA
4.250%, 02/25/37		1,240		1,280
FNMA CMO, Ser 2007-54, Cl FA
0.650%, 06/25/37 (A)		394		394
FNMA CMO, Ser 2007-65, Cl KI, IO
6.370%, 07/25/37 (A)		735		99
FNMA CMO, Ser 2007-72, Cl EK, IO
6.150%, 07/25/37 (A)		639		83
FNMA CMO, Ser 2007-75, Cl EO, PO
4.621%, 01/25/36		292		268
FNMA CMO, Ser 2007-77, Cl PD
6.000%, 10/25/36		1,000		1,094
FNMA CMO, Ser 2007-77, Cl MH
6.000%, 12/25/36		492		531
FNMA CMO, Ser 2007-83, Cl PC
6.000%, 10/25/33		1,000		1,067
FNMA CMO, Ser 2007-85, Cl SG
15.626%, 09/25/37 (A)		164		188
FNMA CMO, Ser 2008-35, Cl IM, IO
0.642%, 10/25/16 (A)		996		12
FNMA CMO, Ser 2008-4, Cl SD, IO
5.750%, 02/25/38 (A)		1,104		143
FNMA CMO, Ser 2008-95, Cl BA
5.000%, 01/25/24		250		268

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 69

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2009-103, Cl MB
4.000%, 12/25/39	$	459	$	483
FNMA CMO, Ser 2009-105, Cl CB
6.000%, 12/25/39		843		919
FNMA CMO, Ser 2009-11, Cl LC
4.500%, 03/25/49		497		523
FNMA CMO, Ser 2009-31, Cl A2
4.287%, 07/25/19		651		665
FNMA CMO, Ser 2009-52, Cl PI, IO
5.000%, 07/25/39		563		84
FNMA CMO, Ser 2009-66, Cl KE
4.000%, 09/25/39		947		981
FNMA CMO, Ser 2009-70, Cl CO, PO
3.549%, 01/25/37		402		345
FNMA CMO, Ser 2009-71, Cl JT
6.000%, 06/25/36		232		253
FNMA CMO, Ser 2009-78, Cl J
5.000%, 09/25/19		701		751
FNMA CMO, Ser 2009-84, Cl WS, IO
5.650%, 10/25/39 (A)		483		55
FNMA CMO, Ser 2009-86, Cl OT, PO
3.630%, 10/25/37		349		290
FNMA CMO, Ser 2009-86, Cl BO, PO
4.622%, 03/25/37		2,748		2,394
FNMA CMO, Ser 2009-86, Cl IP, IO
5.500%, 10/25/39		321		64
FNMA CMO, Ser 2009-86, Cl UI, IO
4.000%, 10/25/14		1,396		122
FNMA CMO, Ser 2009-93, Cl PD
4.500%, 09/25/39		308		313
FNMA CMO, Ser 2009-99, Cl SC, IO
5.930%, 12/25/39 (A)		544		69
FNMA CMO, Ser 2009-99, Cl WA
6.286%, 12/25/39 (A)		423		467
FNMA CMO, Ser 2009-M2, Cl A3
4.001%, 01/25/19		680		676
FNMA CMO, Ser 2010-1, Cl WA
6.130%, 02/25/40 (A)		198		219
FNMA CMO, Ser 2010-15, Cl KA
4.000%, 03/25/39		456		470
FNMA CMO, Ser 2010-16, Cl WA
6.428%, 03/25/40 (A)		213		236
FNMA CMO, Ser 2010-23, Cl KS, IO
6.851%, 02/25/40 (A)		825		120
FNMA CMO, Ser 2010-35, Cl SB, IO
6.171%, 04/25/40 (A)		667		90
FNMA CMO, Ser 2010-39, Cl OT, PO
3.858%, 10/25/35		190		165
FNMA CMO, Ser 2010-45, Cl BD
4.500%, 11/25/38		500		502
FNMA CMO, Ser 2010-64, Cl DM
5.000%, 06/25/40		441		466
FNMA CMO, Ser 2010-68, Cl SA, IO
4.750%, 07/25/40 (A)		1,432		150

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2010-9, Cl MB
5.000%, 05/25/32	$	134	$	143
FNMA CMO, Ser 2010-M1, Cl A2
4.450%, 09/25/19		228		234
FNMA CMO, Ser 2010-M3, Cl A3
4.332%, 03/25/20 (A)		1,049		1,056
FNMA Grantor Trust CMO, Ser 2001- T10, Cl A1
7.000%, 12/25/41		771		866
FNMA Grantor Trust CMO, Ser 2001- T10, Cl A2
7.500%, 12/25/41		472		533
FNMA Grantor Trust CMO, Ser 2001- T7, Cl A1
7.500%, 02/25/41		93		107
FNMA Grantor Trust CMO, Ser 2002- T1, Cl A1
6.500%, 11/25/31		581		673
FNMA Grantor Trust CMO, Ser 2002- T6, Cl A2
7.500%, 10/25/41		139		158
FNMA Grantor Trust CMO, Ser 2002- T16, Cl A3
7.500%, 07/25/42		78		91
FNMA Grantor Trust CMO, Ser 2002- T18, Cl A4
7.500%, 08/25/42		78		91
FNMA Grantor Trust CMO, Ser 2002- T19, Cl A2
7.000%, 07/25/42		490		583
FNMA Grantor Trust CMO, Ser 2004- T3, Cl 1A3
7.000%, 02/25/44		466		543
FNMA TBA
6.000%, 04/25/4		7,370		8,015
3.500%, 04/15/26 to 04/25/26		6,230		6,247
FNMA Whole Loan CMO, Ser 2002-W6, Cl 2SI, IO
7.838%, 06/25/42 (A)		570		92
FNMA Whole Loan CMO, Ser 2003-W1, Cl 2A
7.500%, 12/25/42 (A)		303		345
FNMA Whole Loan CMO, Ser 2003- W12, Cl 1A8
4.550%, 06/25/43		371		388
FNMA Whole Loan CMO, Ser 2003-W8, Cl 2A
7.000%, 10/25/42		407		485
FNMA Whole Loan CMO, Ser 2004-W1, Cl 2A2
7.000%, 12/25/33		631		732
FNMA Whole Loan CMO, Ser 2004-W2, Cl 2A2
7.000%, 02/25/44		771		918

70 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)			Market Value ($ Thousands)
FNMA Whole Loan CMO, Ser 2005-W3, Cl 2AF
0.470%, 03/25/45 (A)	$	349		$	346
FNMA Whole Loan CMO, Ser 2006-W1, Cl 1A3
7.500%, 12/25/45		386			448
FNMA Whole Loan CMO, Ser 2006-W2, Cl 1AF1
0.470%, 02/25/36 (A)		359			356
FNMA Whole Loan CMO, Ser 2007-W1, Cl 1AF1
0.510%, 11/25/46 (A)		531			526
GNMA
7.500%, 10/15/37		374			430
7.000%, 09/15/31		119	��		137
6.500%, 12/15/32 to 12/15/35		1,901			2,130
4.500%, 11/15/39		3,650			3,772
3.500%, 10/20/40 to 03/20/41		2,741			2,615
GNMA TBA
4.000%, 04/15/41 to 05/15/41		312			311
3.500%, 04/15/41 to 06/15/41		9,566			9,141
GNMA ARM (A)
3.500%, 02/20/34 to 01/20/41		1,022			1,061
3.000%, 02/20/41		188			189
GNMA CMO, Ser 1999-47, Cl Z
7.500%, 12/20/29		605			702
GNMA CMO, Ser 2001-61, Cl Z
6.500%, 12/20/31		911			1,012
GNMA CMO, Ser 2003-79, Cl PV
5.500%, 10/20/23		169			185
GNMA CMO, Ser 2003-97, Cl SA, IO
6.297%, 11/16/33 (A)		664			92
GNMA CMO, Ser 2004-11, Cl SX
16.737%, 02/20/34 (A)		37			49
GNMA CMO, Ser 2004-28, Cl SV
8.746%, 04/20/34 (A)		431			469
GNMA CMO, Ser 2004-34, Cl JO, PO
1.570%, 02/20/34		132			128
GNMA CMO, Ser 2004-71, Cl ST
7.000%, 09/20/34 (A)		207			216
GNMA CMO, Ser 2004-85, Cl PO, PO
1.839%, 01/17/33		72			69
GNMA CMO, Ser 2004-87, Cl SB
7.381%, 03/17/33 (A)		329			321
GNMA CMO, Ser 2005-78, Cl A
5.000%, 07/16/33		1,885			2,019
GNMA CMO, Ser 2005-92, Cl PB
6.000%, 12/20/35		400			434
GNMA CMO, Ser 2006-34, Cl PO, PO
3.321%, 07/20/36		112			102
GNMA CMO, Ser 2006-38, Cl SG, IO
6.397%, 09/20/33 (A)		717			68
GNMA CMO, Ser 2007-9, Cl CI, IO
5.947%, 03/20/37 (A)		766			88

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2007-17, Cl AF
0.453%, 04/16/37 (A)	$	566	$	560
GNMA CMO, Ser 2007-26, Cl SW, IO
5.947%, 05/20/37 (A)		978		115
GNMA CMO, Ser 2007-27, Cl SD, IO
5.947%, 05/20/37 (A)		554		66
GNMA CMO, Ser 2007-72, Cl US, IO
6.297%, 11/20/37 (A)		369		44
GNMA CMO, Ser 2007-78, Cl SA, IO
6.276%, 12/16/37 (A)		3,328		512
GNMA CMO, Ser 2007-82, Cl SA, IO
6.276%, 12/20/37 (A)		494		59
GNMA CMO, Ser 2008-10, Cl S, IO
5.577%, 02/20/38 (A)		758		94
GNMA CMO, Ser 2008-29, Cl PO, PO
2.740%, 02/17/33		168		149
GNMA CMO, Ser 2008-33, Cl XS, IO
7.446%, 04/16/38 (A)		356		51
GNMA CMO, Ser 2008-55, Cl SA, IO
5.947%, 06/20/38 (A)		868		100
GNMA CMO, Ser 2009-6, Cl SH, IO
5.786%, 02/20/39 (A)		598		69
GNMA CMO, Ser 2009-14, Cl KI, IO
6.500%, 03/20/39		485		76
GNMA CMO, Ser 2009-24, Cl DS, IO
6.046%, 03/20/39 (A)		1,310		146
GNMA CMO, Ser 2009-25, Cl SE, IO
7.346%, 09/20/38 (A)		614		91
GNMA CMO, Ser 2009-43, Cl SA, IO
5.696%, 06/20/39 (A)		724		77
GNMA CMO, Ser 2009-44, Cl MV
6.000%, 04/20/20		1,757		1,930
GNMA CMO, Ser 2009-65, Cl TS, IO
6.146%, 12/20/38 (A)		1,145		119
GNMA CMO, Ser 2009-65, Cl IQ, IO
6.000%, 12/20/38		286		36
GNMA CMO, Ser 2009-66, Cl XS, IO
6.547%, 07/16/39 (A)		7,006		951
GNMA CMO, Ser 2009-67, Cl SA, IO
5.797%, 08/16/39 (A)		504		56
GNMA CMO, Ser 2009-75, Cl MN
5.500%, 09/20/39		500		534
GNMA CMO, Ser 2009-79, Cl OK, PO
3.546%, 11/16/37		608		528
GNMA CMO, Ser 2009-106, Cl AS, IO
6.146%, 11/16/39 (A)		800		96
GNMA CMO, Ser 2009-83, Cl TS, IO
5.847%, 08/20/39 (A)		876		94
GNMA CMO, Ser 2010-4, Cl NS, IO
6.136%, 01/16/40 (A)		7,202		913
GNMA CMO, Ser 2010-14, Cl CO, PO
3.821%, 08/20/35		125		93
GNMA CMO, Ser 2010-157, Cl OP, PO
4.105%, 12/20/40		496		376

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 71

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2010-47, Cl PX, IO
6.447%, 06/20/37 (A)	$	1,220	$	175
NCUA Guaranteed Notes CMO, Ser 2010-C1, Cl APT
2.650%, 10/29/20		1,226		1,206
NCUA Guaranteed Notes CMO, Ser 2010-R1, Cl 1A
0.709%, 10/07/20 (A)		2,848		2,852
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 1A
0.629%, 11/06/17 (A)		2,850		2,851
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 2A
0.729%, 11/05/20 (A)		1,496		1,495
NCUA Guaranteed Notes CMO, Ser 2011-R2, Cl 1A
0.659%, 02/06/20 (A)		1,908		1,907
				306,726
Non-Agency Mortgage-Backed Obligations — 12.5%
AAM ACE Resecuritization Trust, Ser 2011-1, Cl A20
0.448%, 02/02/37 (A) (B)		306		288
American General Mortgage Loan Trust, Ser 2009-1, Cl A5
5.750%, 09/25/48 (A) (B)		200		203
American General Mortgage Loan Trust, Ser 2009-1, Cl A7
5.750%, 09/25/48 (A) (B)		300		305
American General Mortgage Loan Trust, Ser 2009-1, Cl A4
5.750%, 09/25/48 (A) (B)		325		332
American General Mortgage Loan Trust, Ser 2010-1A, Cl A1
5.650%, 03/25/58 (A) (B)		232		239
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.678%, 02/25/45 (A)		1,266		1,155
Americold Trust, Ser 2010-ARTA, Cl A1
3.847%, 01/14/29 (B)		503		510
ASG Resecuritization Trust, Ser 2009- 2, Cl A55
5.423%, 05/24/36 (A) (B)		301		308
ASG Resecuritization Trust, Ser 2009- 2, Cl G60
5.410%, 05/24/36 (A) (B)		100		101
ASG Resecuritization Trust, Ser 2009- 3, Cl A65
5.594%, 03/26/37 (A) (B)		988		1,001
ASG Resecuritization Trust, Ser 2010- 3, Cl 2A22
0.440%, 10/28/36 (A) (B)		196		190
Asset Securitization, Ser 1996-D3, Cl A2
7.046%, 10/13/26 (A)		61		61

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Alternative Loan Trust, Ser 2003-11, Cl 1A1
6.000%, 01/25/34	$	188	$	189
Banc of America Alternative Loan Trust, Ser 2003-11, Cl 2A1
6.000%, 01/25/34		420		420
Banc of America Alternative Loan Trust, Ser 2003-7, Cl 2A4
5.000%, 09/25/18		203		207
Banc of America Alternative Loan Trust, Ser 2003-9, Cl 1CB2
5.500%, 11/25/33		240		246
Banc of America Alternative Loan Trust, Ser 2004-1, Cl 5A1
5.500%, 02/25/19		114		116
Banc of America Alternative Loan Trust, Ser 2004-8, Cl 3A1
5.500%, 09/25/19		153		157
Banc of America Commercial Mortgage Securities, Ser 2002-PB2, Cl B
6.309%, 06/11/35		145		149
Banc of America Commercial Mortgage Securities, Ser 2005-3, Cl A4
4.668%, 07/10/43		100		105
Banc of America Commercial Mortgage, Ser 2002-2, Cl B
5.271%, 07/11/43		111		114
Banc of America Commercial Mortgage, Ser 2002-PB2, Cl A4
6.186%, 06/11/35		1,051		1,077
Banc of America Commercial Mortgage, Ser 2004-6, Cl A3
4.512%, 12/10/42		149		151
Banc of America Commercial Mortgage, Ser 2005-2, Cl A5
4.857%, 07/10/43 (A)		1,260		1,345
Banc of America Commercial Mortgage, Ser 2005-3, Cl AM
4.727%, 07/10/43		300		307
Banc of America Commercial Mortgage, Ser 2005-4, Cl A5A
4.933%, 07/10/45		693		733
Banc of America Commercial Mortgage, Ser 2005-5, Cl A4
5.115%, 10/10/45 (A)		100		107
Banc of America Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/44 (A)		465		503
Banc of America Commercial Mortgage, Ser 2006-4, Cl A4
5.634%, 07/10/46		225		242
Banc of America Commercial Mortgage, Ser 2006-6, Cl A4
5.356%, 10/10/45		824		867

72 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Funding, Ser 2004-3, Cl 1A7
5.500%, 10/25/34	$	62	$	62
Banc of America Funding, Ser 2004-C, Cl 1A1
5.033%, 12/20/34 (A)		114		116
Banc of America Funding, Ser 2010- R11A, Cl 1A6
5.457%, 08/26/35 (A) (B)		232		243
Banc of America Mortgage Securities, Ser 2003-3, Cl 2A1
0.806%, 05/25/18 (A)		157		152
Banc of America Mortgage Securities, Ser 2003-6, Cl 2A1
0.706%, 08/25/18 (A)		70		67
Banc of America Mortgage Securities, Ser 2004-3, Cl 1A23
4.500%, 04/25/34		29		28
Banc of America Mortgage Securities, Ser 2004-3, Cl 3A1
5.000%, 04/25/19		115		117
Banc of America Mortgage Securities, Ser 2004-3, Cl 1A26
5.500%, 04/25/34		200		205
Banc of America Mortgage Securities, Ser 2004-5, Cl 4A1
4.750%, 06/25/19		173		177
BCAP Trust, Ser 2009-RR5, Cl 8A1
5.500%, 11/26/34 (B)		686		697
BCAP Trust, Ser 2009-RR10, Cl 17A1
5.750%, 06/26/37 (B)		296		297
BCAP Trust, Ser 2009-RR13, Cl 11A1
5.250%, 05/26/37 (A) (B)		119		121
BCAP Trust, Ser 2009-RR13, Cl 17A2
5.500%, 04/26/37 (A) (B)		206		215
BCAP Trust, Ser 2010-RR5, Cl 2A5
5.186%, 04/26/37 (A) (B)		386		383
BCAP Trust, Ser 2010-RR6, Cl 5A1
5.500%, 11/26/37 (A) (B)		164		163
BCAP Trust, Ser 2010-RR7, Cl 1A5
3.051%, 04/26/35 (A) (B)		165		166
BCAP Trust, Ser 2010-RR7, Cl 2A1
5.104%, 07/26/45 (A) (B)		455		454
BCAP Trust, Ser 2010-RR7, Cl 15A1
1.061%, 01/26/36 (A) (B)		249		241
BCAP Trust, Ser 2010-RR7, Cl 16A1
0.992%, 02/26/47 (A) (B)		84		80
BCAP Trust, Ser 2010-RR12, Cl 2A5
4.500%, 01/26/36 (A) (B)		240		241
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
5.138%, 05/25/34 (A)		157		163
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-5, Cl A1
2.290%, 08/25/35 (A)		222		213

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities, Ser 2001-TOP2, Cl A2
6.480%, 02/15/35	$	16	$	16
Bear Stearns Commercial Mortgage Securities, Ser 2002-PBW1, Cl A2
4.720%, 11/11/35 (A)		132		136
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		65		67
Bear Stearns Commercial Mortgage Securities, Ser 2003-T12, Cl A3
4.240%, 08/13/39 (A)		35		36
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR7, Cl A2
4.945%, 02/11/41		199		203
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.149%, 10/12/42 (A)		1,505		1,621
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW11, Cl A
5.452%, 03/11/39 (A)		100		109
Chase Mortgage Finance, Ser 2003- S15, Cl 2A10
0.700%, 01/25/34 (A)		89		89
Chase Mortgage Finance, Ser 2003-S9, Cl AP, PO
7.376%, 10/25/18		119		102
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
2.887%, 02/25/37 (A)		158		159
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
3.597%, 02/25/37 (A)		94		95
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
2.884%, 07/25/37 (A)		187		180
Citicorp Mortgage Securities, Ser 2003- 6, Cl 1A2
4.500%, 05/25/33		40		41
Citigroup Commercial Mortgage Trust, Ser 2005-C3, Cl AM
4.830%, 05/15/43 (A)		120		124
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 2A11
5.500%, 05/25/35		153		153
Citigroup Mortgage Loan Trust, Ser 2008-AR4, Cl 1A1A
5.326%, 11/25/38 (A)		318		318
Citigroup Mortgage Loan Trust, Ser 2010-7, Cl 10A1
2.739%, 02/25/35 (A) (B)		132		131
Citigroup, Ser 2005-CD1, Cl AM
5.222%, 07/15/44 (A)		265		280

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 73

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citigroup, Ser 2006-CD2, Cl X, IO
0.079%, 01/15/46 (A) (B)	$	18,231	$	47
Commercial Mortgage Asset Trust, Ser 1999-C1, Cl A4
6.975%, 01/17/32 (A)		680		712
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2a, Cl B
6.304%, 07/16/34 (B)		393		395
Commercial Mortgage Pass-Through Certificates, Ser 2001-J2A, Cl A2
6.096%, 07/16/34 (B)		53		53
Commercial Mortgage Pass-Through Certificates, Ser 2004-LB4A, Cl A5
4.840%, 10/15/37		441		464
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-34, Cl A6
5.250%, 09/25/33		237		241
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-39, Cl A6
5.000%, 10/25/33		291		285
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-J13, Cl 1A7
5.250%, 01/25/34		512		531
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-J7, Cl 4A3
9.451%, 08/25/18 (A)		69		71
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1
4.500%, 06/25/19		209		216
Credit Suisse First Boston Mortgage Securities, Ser 2002-CP3, Cl A3
5.603%, 07/15/35		72		75
Credit Suisse First Boston Mortgage Securities, Ser 2003-27, Cl 5A3
5.250%, 11/25/33		365		382
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/33		146		149
Credit Suisse First Boston Mortgage Securities, Ser 2003-C4, Cl B
5.253%, 08/15/36 (A)		236		245
Credit Suisse First Boston Mortgage Securities, Ser 2003-CPN1, Cl B
4.723%, 03/15/35		126		131
Credit Suisse First Boston Mortgage Securities, Ser 2005-C3, Cl AM
4.730%, 07/15/37		188		192
Credit Suisse Mortgage Capital Certificates, Ser 2006-C2, Cl A3
5.659%, 03/15/39 (A)		364		391
Credit Suisse Mortgage Capital Certificates, Ser 2006-C3, Cl A3
5.825%, 06/15/38 (A)		263		285

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3
5.311%, 12/15/39	$	1,500	$	1,575
Credit Suisse Mortgage Capital Certificates, Ser 2007-C2, Cl A2
5.448%, 01/15/49 (A)		205		208
Credit Suisse Mortgage Capital Certificates, Ser 2009-12R, Cl 7A1
5.500%, 10/27/35 (B)		90		90
Credit Suisse Mortgage Capital Certificates, Ser 2010-11R, Cl A1
1.260%, 06/28/47 (A) (B)		300		298
Credit Suisse Mortgage Capital Certificates, Ser 2010-12R, Cl 14A1
4.500%, 09/26/46 (A) (B)		226		224
Credit Suisse Mortgage Capital Certificates, Ser 2010-15R, Cl 7A1
5.340%, 10/26/37 (A) (B)		109		111
Credit Suisse Mortgage Capital Certificates, Ser 2010-16, Cl A3
4.030%, 06/25/50 (A) (B)		100		96
Credit Suisse Mortgage Capital Certificates, Ser 2010-1R, Cl 26A1
4.750%, 05/27/37 (B)		260		264
CS First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2
5.183%, 11/15/36		433		448
CS First Boston Mortgage Securities, Ser 2002-CP5, Cl A2
4.940%, 12/15/35		376		392
CS First Boston Mortgage Securities, Ser 2003-29, Cl 8A1
6.000%, 11/25/18		198		203
CS First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.756%, 10/25/33 (A)		1,281		1,148
CS First Boston Mortgage Securities, Ser 2005-C1, Cl A3
4.813%, 02/15/38		723		740
CS First Boston Mortgage Securities, Ser 2005-C2, Cl A4
4.832%, 04/15/37		290		304
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/48		215		223
DBUBS Mortgage Trust, Ser 2011- LC1A, Cl A1
3.742%, 11/10/46 (B)		629		637
Deutsche ALT-A Securities Alternate Loan Trust, Ser 2005-1, Cl 2A1
5.602%, 02/25/20 (A)		123		125
Developers Diversified Realty, Ser 2009-DDR1, Cl A
3.807%, 10/14/22 (B)		711		736

74 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Extended Stay America Trust, Ser 2010-ESHA, Cl A
2.951%, 11/05/27 (B)	$	193	$	190
FDIC Structured Sale Guaranteed Notes, Ser 2010-C1, Cl A
2.980%, 12/06/20 (B)		381		380
First Horizon Asset Securities, Ser 2003-8, Cl 2A1
4.500%, 09/25/18		224		229
First Union National Bank Commercial Mortgage, Ser 2001-C4, Cl B
6.417%, 12/12/33		132		135
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/35 (A) (B)		989		1,043
GE Capital Commercial Mortgage, Ser 2002-1A, Cl A3
6.269%, 12/10/35		1,457		1,503
GE Capital Commercial Mortgage, Ser 2002-2A, Cl A3
5.349%, 08/11/36		1,315		1,366
GE Capital Commercial Mortgage, Ser 2002-3A, Cl A2
4.996%, 12/10/37		2,000		2,082
GMAC Commercial Mortgage Securities, Ser 2001-C2, Cl A2
6.700%, 04/15/34		41		41
GMAC Commercial Mortgage Securities, Ser 2001-C2, Cl B
6.790%, 04/15/34		53		53
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl B
5.488%, 05/10/40 (A)		241		255
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl D
5.488%, 05/10/40 (A)		94		98
GMAC Commercial Mortgage Securities, Ser 2003-C3, Cl A4
5.023%, 04/10/40		179		190
GMAC Commercial Mortgage Securities, Ser 2004-C2, Cl A4
5.301%, 08/10/38 (A)		445		475
GMAC Mortgage Loan Trust, Ser 2003- AR1, Cl A4
3.403%, 10/19/33 (A)		259		259
GMAC Mortgage Loan Trust, Ser 2003- GH2, Cl A4
5.000%, 10/25/33		215		215
GMAC Mortgage Loan Trust, Ser 2003- J7, Cl A7
5.000%, 11/25/33		360		360
GMAC Mortgage Loan Trust, Ser 2004- J5, Cl A7
6.500%, 01/25/35		272		282

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GMAC Mortgage Loan Trust, Ser 2004- J6, Cl 1A1
5.000%, 01/25/20	$	164	$	166
GMAC Mortgage Loan Trust, Ser 2010- 1, Cl A
4.250%, 07/25/40 (B)		55		56
Greenwich Capital Commercial Funding, Ser 2002-C1, Cl A4
4.948%, 01/11/35		1,340		1,393
Greenwich Capital Commercial Funding, Ser 2003-C1, Cl B
4.229%, 07/05/35		156		160
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A6
5.135%, 06/10/36 (A)		184		187
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A7
5.317%, 06/10/36 (A) (C)		1,505		1,611
Greenwich Capital Commercial Funding, Ser 2004-GG1, Cl A5
4.883%, 06/10/36		117		118
Greenwich Capital Commercial Funding, Ser 2005-GG3, Cl AAB
4.619%, 08/10/42		604		624
Greenwich Capital Commercial Funding, Ser 2005-GG5, Cl A5
5.224%, 04/10/37 (A)		673		717
Greenwich Capital Commercial Funding, Ser 2006-GG7, Cl A4
5.883%, 07/10/38 (A)		2,763		3,023
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl A4
5.444%, 03/10/39		1,900		2,011
GS Mortgage Securities, Ser 2001-GC3, Cl A2
3.645%, 03/10/44		264		265
GS Mortgage Securities, Ser 2001-GC3, Cl A4
4.753%, 03/10/44		176		177
GS Mortgage Securities II, Ser 2001- GL3A, Cl A2
6.449%, 08/05/18 (A) (B)		134		137
GS Mortgage Securities II, Ser 2005- GG4, Cl A4A
4.751%, 07/10/39 (C)		514		541
GS Mortgage Securities II, Ser 2006- GG6, Cl A4
5.553%, 04/10/38 (A)		432		463
GS Mortgage Securities II, Ser 2006- GG8, Cl X, IO
0.629%, 11/10/39 (A) (B)		3,900		88
GS Mortgage Securities II, Ser 2010- C2, Cl A1
3.849%, 12/10/43 (B)		276		280

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 75

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GS Mortgage Securities II, Ser 2010- C2, Cl A2
5.162%, 12/10/43 (A) (B)	$	220	$	228
GSR Mortgage Loan Trust, Ser 2003- 13, Cl 1A1
4.459%, 10/25/33 (A)		670		684
GSR Mortgage Loan Trust, Ser 2004- 8F, Cl 2A3
6.000%, 09/25/34		234		246
GSR Mortgage Loan Trust, Ser 2005- 5F, Cl 2A3
5.500%, 06/25/35		140		140
GSR Mortgage Loan Trust, Ser 2005- 5F, Cl 8A3
0.749%, 06/25/35 (A)		167		163
GSR Mortgage Loan Trust, Ser 2007- 1F, Cl 2A4
5.500%, 01/25/37		50		48
Homestar Mortgage Acceptance, Ser 2004-5, Cl A1
0.712%, 10/25/34 (A)		1,783		1,592
Impac Funding, Ser 2010-1, Cl A1
5.314%, 01/25/51 (B)		742		753
Impac Secured Assets CMN Owner Trust, Ser 2003-2, Cl A1
5.500%, 08/25/33		159		165
Impac Secured Assets CMO Owner Trust, Ser 2006-2, Cl 2A1
0.600%, 08/25/36 (A)		223		197
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl D
6.847%, 04/15/35 (A)		134		135
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB2, Cl A3
6.429%, 04/15/35		492		494
JPMorgan Chase Commercial Mortgage Securities, Ser 2001-CIB3, Cl A3
6.465%, 11/15/35		166		168
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C1, Cl A3
5.376%, 07/12/37		137		142
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C2, Cl B
5.211%, 12/12/34 (A)		46		48
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-C2, Cl A2
5.050%, 12/12/34		189		197
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB4, Cl C
6.450%, 05/12/34 (A)		192		197
JPMorgan Chase Commercial Mortgage Securities, Ser 2002-CIB5, Cl A2
5.161%, 10/12/37		97		101

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-C1, Cl A1
4.275%, 01/12/37	$	120	$	123
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-CB6, Cl A1
4.393%, 07/12/37		54		55
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-PM1A, Cl A4
5.326%, 08/12/40 (A)		179		190
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-CB9, Cl A2
5.108%, 06/12/41 (A)		133		133
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-LN2, Cl A2
5.115%, 07/15/41		212		223
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-CB13, Cl A4
5.280%, 01/12/43 (A)		288		307
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP2, Cl A3A
4.678%, 07/15/42		188		194
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/42 (A)		103		109
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP5, Cl A4
5.202%, 12/15/44 (A)		169		181
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-CB14, Cl A4
5.481%, 12/12/44 (A)		241		256
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-CB15, Cl X1, IO
0.082%, 06/12/43 (A)		14,375		102
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A3
5.336%, 05/15/47		128		134
JPMorgan Chase Commercial Mortgage Securities, Ser 2006-LDP9, Cl A2
5.134%, 05/15/47		126		129
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-CB18, Cl A4
5.440%, 06/12/47		1,200		1,265
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LD11, Cl ASB
5.818%, 06/15/49 (A)		264		279
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LD12, Cl A4
5.882%, 02/15/51 (A)		1,485		1,590
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LDPX, Cl A3
5.420%, 01/15/49		855		902
JPMorgan Chase Commercial Mortgage Securities, Ser 2007-LDPX, Cl A3S
5.317%, 01/15/49		435		442

76 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser 2009-IWST, Cl A2
5.633%, 12/05/27 (B)	$	550	$	593
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-C1, Cl A1
3.853%, 06/15/43 (B)		787		805
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-CNTR, Cl A2
4.311%, 08/05/32 (B)		520		499
JPMorgan Chase Commercial Mortgage Securities, Ser 2011-C3, Cl A4
4.717%, 02/15/46 (B)		402		403
JPMorgan Commercial Mortgage Finance, Ser 2000-C10, Cl C
7.717%, 08/15/32 (A)		33		33
JPMorgan Mortgage Trust, Ser 2004- A3, Cl 4A1
4.290%, 07/25/34 (A)		70		70
JPMorgan Mortgage Trust, Ser 2004- A4, Cl 1A1
4.533%, 09/25/34 (A)		92		94
JPMorgan Mortgage Trust, Ser 2005- A1, Cl 5A1
4.485%, 02/25/35 (A)		64		65
JPMorgan Mortgage Trust, Ser 2006- A2, Cl 4A1
2.927%, 08/25/34 (A)		640		636
JPMorgan Mortgage Trust, Ser 2006- A3, Cl 6A1
2.994%, 08/25/34 (A)		347		321
JPMorgan Reremic, Ser 2010-4, Cl 7A1
4.300%, 08/26/35 (A) (B)		174		175
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A3
5.918%, 07/15/44 (A)		129		136
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A4
5.928%, 07/15/44 (A)		325		348
LB-UBS Commercial Mortgage Trust, Ser 2002-C2, Cl A4
5.594%, 06/15/31		113		117
LB-UBS Commercial Mortgage Trust, Ser 2002-C4, Cl A4
4.563%, 09/15/26		60		61
LB-UBS Commercial Mortgage Trust, Ser 2004-C7, Cl A5
4.628%, 10/15/29		101		105
LB-UBS Commercial Mortgage Trust, Ser 2005-C1, Cl A4
4.742%, 02/15/30		133		140
LB-UBS Commercial Mortgage Trust, Ser 2005-C2, Cl A4
4.998%, 04/15/30		374		382

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
LB-UBS Commercial Mortgage Trust, Ser 2005-C5, Cl A4
4.954%, 09/15/30	$	285	$	304
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.102%, 02/15/41 (A) (B)		8,861		89
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl A4
5.156%, 02/15/31		200		214
LB-UBS Commercial Mortgage Trust, Ser 2006-C4, Cl A4
5.876%, 06/15/38 (A)		125		137
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl AAB
5.403%, 02/15/40		64		67
LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A3
5.398%, 02/15/40		40		41
LB-UBS Commercial Mortgage Trust, Ser 2007-C6, Cl A3
5.933%, 07/15/40		481		503
LVII Resecuritization Trust, Ser 2009-1, Cl A1
5.949%, 11/27/37 (A) (B)		36		38
LVII Resecuritization Trust, Ser 2009-2, Cl A4
3.000%, 09/27/37 (A) (B)		246		246
LVII Resecuritization Trust, Ser 2009-2, Cl A3
3.000%, 09/27/37 (A) (B)		153		153
Master Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A6
2.899%, 11/21/34 (A)		349		349
Master Alternative Loans Trust, Ser 2003-9, Cl 2A1
6.000%, 12/25/33		221		222
Master Asset Securitization Trust, Ser 2003-2, Cl 1A1
5.000%, 03/25/18		73		75
Master Resecuritization Trust, Ser 2005, Cl PO, PO
8.893%, 05/28/35 (B)		136		93
Master Seasoned Securities Trust, Ser 2004-2, Cl A2
6.500%, 08/25/32		677		702
MASTR Asset Securitization Trust, Ser 2003-3, Cl 3A18
5.500%, 04/25/33		153		154
Merrill Lynch Mortgage Investors, Ser 2003-A4, Cl 2A
2.866%, 07/25/33 (A)		70		72
Merrill Lynch Mortgage Investors, Ser 2004-A1, Cl 4A
5.273%, 02/25/34 (A)		748		728

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 77

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Merrill Lynch Mortgage Trust, Ser 2005-CIP1, Cl A3A
4.949%, 07/12/38 (A)	$	127	$	128
Merrill Lynch Mortgage Trust, Ser 2005-CKI1, Cl A6
5.241%, 11/12/37 (A)		225		242
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl AJ
5.331%, 01/12/44 (A)		120		119
Merrill Lynch Mortgage Trust, Ser 2006-C1, Cl A4
5.659%, 05/12/39 (A)		150		163
Merrill Lynch, Ser 2007-7, Cl A4
5.744%, 06/12/50 (A)		810		846
Merrill Lynch/Countrywide Commercial Mortgage, Ser 2006-4, Cl A3
5.172%, 12/12/49 (A)		1,400		1,469
MLCC Mortgage Investors, Ser 2004-A, Cl A2
0.710%, 04/25/29 (A)		102		96
Morgan Stanley Capital I, Ser 2004-IQ8, Cl A4
4.900%, 06/15/40		427		437
Morgan Stanley Capital I, Ser 2004-T13, Cl A3
4.390%, 09/13/45		97		100
Morgan Stanley Capital I, Ser 2004-T15, Cl A3
5.030%, 06/13/41		69		71
Morgan Stanley Capital I, Ser 2005-HQ5, Cl AAB
5.037%, 01/14/42		103		107
Morgan Stanley Capital I, Ser 2005-HQ7, Cl AAB
5.179%, 11/14/42 (A)		58		61
Morgan Stanley Capital I, Ser 2005-T17, Cl A4
4.520%, 12/13/41		35		35
Morgan Stanley Capital I, Ser 2005-T19, Cl A4A
4.890%, 06/12/47		1,285		1,367
Morgan Stanley Capital I, Ser 2006-HQ8, Cl AM
5.451%, 03/12/44 (A)		134		142
Morgan Stanley Capital I, Ser 2006-IQ12, Cl ANM
5.310%, 12/15/43		312		314
Morgan Stanley Capital I, Ser 2006-T21, Cl A4
5.162%, 10/12/52 (A)		300		320
Morgan Stanley Capital I, Ser 2007-HQ13, Cl A1
5.357%, 12/15/44		124		128

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Capital I, Ser 2007-IQ14, Cl AAB
5.654%, 04/15/49 (A)	$	83	$	87
Morgan Stanley Capital I, Ser 2007-IQ16, Cl A4
5.809%, 12/12/49		846		914
Morgan Stanley Capital I, Ser 2007-T27, Cl A4
5.650%, 06/11/42 (A)		100		110
Morgan Stanley Capital I, Ser 2009-IO, Cl A1
3.000%, 07/17/56		140		141
Morgan Stanley Dean Witter Capital I, Ser 2001-TOP3, Cl A4
6.390%, 07/15/33		157		158
Morgan Stanley Dean Witter Capital I, Ser 2002-HQ, Cl B
6.640%, 04/15/34		111		115
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl A2
4.920%, 03/12/35		306		321
Morgan Stanley Dean Witter Capital I, Ser 2003-HQ2, Cl B
5.040%, 03/12/35		111		116
Morgan Stanley Reremic Trust, Ser 2010-HQ4B, Cl A7A
4.970%, 04/16/40 (B)		250		264
Nomura Asset Securities, Ser 1998-D6, Cl A2
7.046%, 03/15/30 (A)		406		441
Prime Mortgage Trust, Ser 2004-CL1, Cl 1PO, PO
17.191%, 02/25/34		59		43
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/34		131		138
Prudential Mortgage Capital Funding, Ser 2001-ROCK, Cl B
6.760%, 05/10/34		144		144
RBSSP Resecuritization Trust, Ser 2010-4, Cl 12A1
4.500%, 03/26/21 (B)		251		252
RBSSP Resecuritization Trust, Ser 2010-9, Cl 7A5
4.000%, 05/26/37 (A) (B)		250		248
Residential Accredit Loans, Ser 2003-QS15, Cl A7
5.500%, 08/25/33		216		212
Residential Accredit Loans, Ser 2003-QS18, Cl A1
5.000%, 09/25/18		210		217
Residential Accredit Loans, Ser 2004-QA7, Cl A4
5.500%, 05/25/34		286		250

78 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/31	$	755	$	764
Residential Asset Securitization Trust, Ser 2002-A13, Cl A4
5.250%, 12/25/17		139		142
Residential Asset Securitization Trust, Ser 2003-A5, Cl A1
5.500%, 06/25/33		154		157
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.796%, 12/25/34 (A)		945		940
Salomon Brothers Mortgage Securities VII, Ser 2000-C2, Cl C
7.727%, 07/18/33 (A)		36		36
Salomon Brothers Mortgage Securities VII, Ser 2001-C2, Cl A3
6.499%, 11/13/36		251		254
Salomon Brothers Mortgage Securities VII, Ser 2002-KEY2, Cl A2
4.467%, 03/18/36		37		37
Salomon Brothers Mortgage Securities VII, Ser 2003-HYB1, Cl A
3.202%, 09/25/33 (A)		219		221
Sequoia Mortgage Trust, Ser 2010-H1, Cl A1
3.750%, 02/25/40 (A)		106		107
Sequoia Mortgage Trust, Ser 2011-1, Cl A1
4.125%, 02/25/41 (A)		123		123
Structured Asset Securities, Ser 2003-16, Cl A3
0.749%, 06/25/33 (A)		199		193
Structured Asset Securities, Ser 2003-24A, Cl 3A2
2.528%, 07/25/33 (A)		365		342
Structured Asset Securities, Ser 2003-32, Cl 1A1
5.085%, 11/25/33 (A)		128		133
Structured Asset Securities, Ser 2003-33H, Cl 1A1
5.500%, 10/25/33		256		261
Structured Asset Securities, Ser 2003-37A, Cl 2A
4.996%, 12/25/33 (A)		149		153
Structured Asset Securities, Ser 2004-5H, Cl A4
5.540%, 12/25/33		400		398
TIAA Seasoned Commercial Mortgage Trust, Ser 2007-C4, Cl A3
5.983%, 08/15/39 (A)		1,000		1,081
US Bank, Ser 2007-1, Cl A
5.920%, 05/25/12		418		439

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Vendee Mortgage Trust CMO, Ser 1993-1, Cl ZB
7.250%, 02/15/23	$	966	$	1,095
Wachovia Bank Commercial Mortgage Trust, Ser 2002-C1, Cl A4
6.287%, 04/15/34		88		91
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C7, Cl A1
4.241%, 10/15/35 (B)		26		26
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A3
4.445%, 11/15/35		143		145
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.674%, 08/25/33 (A)		174		174
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR8, Cl A
2.717%, 08/25/33 (A)		77		78
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.712%, 09/25/33 (A)		277		274
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.622%, 10/25/33 (A)		300		301
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
16.776%, 06/25/33 (A)		60		67
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/33		737		770
WaMu Mortgage Pass-Through Certificates, Ser 2003-S13, Cl 21A1
4.500%, 12/25/18		134		139
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A1
2.703%, 06/25/34 (A)		119		119
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.707%, 06/25/34 (A)		178		178
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 7A
5.500%, 08/25/19		254		265
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/34		652		683
WaMu Mortgage Pass-Through Certificates, Ser 2004-S2, Cl 2A4
5.500%, 06/25/34		232		231
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-15, Cl 1A1
4.750%, 12/25/18		367		378
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-C, Cl A6
2.656%, 02/25/33 (A)		172		175

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 79

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-J, Cl 2A5
4.426%, 10/25/33 (A)	$	128	$	130
Wells Fargo Mortgage Backed Securities Trust, Ser 2003-K, Cl 1A1
4.464%, 11/25/33 (A)		209		210
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-E, Cl A2
4.500%, 05/25/34 (A)		84		86
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-E, Cl A8
4.866%, 05/25/34 (A)		157		157
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 2A1
2.853%, 12/25/34 (A)		298		290
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 2A2
2.853%, 12/25/34 (A)		298		302
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-EE, Cl 3A1
2.952%, 12/25/34 (A)		140		140
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-I, Cl 1A1
2.892%, 07/25/34 (A)		264		258
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-P, Cl 2A1
2.910%, 09/25/34 (A)		146		148
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-V, Cl 1A2
2.862%, 10/25/34 (A)		317		323
Wells Fargo Mortgage Backed Securities Trust, Ser 2004-V, Cl 1A1
2.862%, 10/25/34 (A)		158		160
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-1, Cl 2A1
5.000%, 01/25/20		107		110
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR8, Cl 2A1
2.849%, 06/25/35 (A)		266		265
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl 1A1
4.508%, 06/25/34 (A)		534		525
				99,921
Total Mortgage-Backed Securities (Cost $394,856) ($ Thousands)				406,647
CORPORATE OBLIGATIONS — 24.9%
Consumer Discretionary — 1.3%
British Sky Broadcasting Group
9.500%, 11/15/18 (B)		148		195
CBS
7.875%, 07/30/30		50		58
5.750%, 04/15/20		25		26

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Comcast
6.500%, 01/15/17	$	1,275	$	1,452
5.850%, 11/15/15 (C)		465		518
Comcast Cable Communications
8.375%, 03/15/13 (C)		592		667
Comcast Cable Holdings
10.125%, 04/15/22		45		61
COX Communications
5.450%, 12/15/14		70		77
Cox Enterprises
7.375%, 07/15/27 (B)		50		55
Daimler Finance LLC
7.300%, 01/15/12		170		179
6.500%, 11/15/13		80		89
DIRECTV Holdings
6.000%, 08/15/40		515		493
5.000%, 03/01/21		220		221
4.600%, 02/15/21		100		97
3.500%, 03/01/16		330		331
Historic TW
9.150%, 02/01/23		200		263
Johnson Controls
4.250%, 03/01/21		65		64
Lowe’s MTN
7.110%, 05/15/37		110		133
NBC Universal (B) (C)
5.950%, 04/01/41		296		284
4.375%, 04/01/21		186		178
2.875%, 04/01/16		357		349
Newell Rubbermaid
4.700%, 08/15/20		47		46
News America
7.300%, 04/30/28		150		165
7.250%, 05/18/18		50		60
6.150%, 03/01/37		445		441
6.150%, 02/15/41 (B)		125		124
Staples
9.750%, 01/15/14		80		96
TCI Communications
8.750%, 08/01/15		210		255
7.125%, 02/15/28		200		227
Thomson Reuters
5.950%, 07/15/13		213		234
4.700%, 10/15/19		75		78
Time Warner
7.625%, 04/15/31		620		715
6.250%, 03/29/41		340		338
4.750%, 03/29/21		175		174
Time Warner Cable
8.250%, 04/01/19 (C)		200		244
7.300%, 07/01/38		110		122
6.750%, 07/01/18		800		909
				10,018

80 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Consumer Staples — 0.7%
Altria Group
10.200%, 02/06/39	$	200	$	284
Anheuser-Busch InBev Worldwide
7.750%, 01/15/19		1,095		1,347
7.200%, 01/15/14		120		136
5.375%, 11/15/14		220		242
4.125%, 01/15/15		490		518
Bunge Finance
8.500%, 06/15/19 (C)		120		143
Cencosud
5.500%, 01/20/21 (B)		180		177
Clorox
5.000%, 03/01/13		90		95
CVS Caremark
6.125%, 09/15/39		40		41
Diageo Capital
4.828%, 07/15/20		90		93
Diageo Finance BV
5.500%, 04/01/13 (C)		325		352
Kraft Foods
6.500%, 02/09/40 (C)		1,185		1,266
6.125%, 08/23/18		225		251
5.375%, 02/10/20		211		223
Kroger
7.500%, 04/01/31		30		36
5.400%, 07/15/40		14		13
PepsiCo
7.900%, 11/01/18		11		14
SABMiller
5.500%, 08/15/13 (B)		90		98
Wal-Mart Stores
5.625%, 04/01/40		240		245
5.000%, 10/25/40		235		218
				5,792
Energy — 1.6%
Anadarko Petroleum
7.625%, 03/15/14		180		206
6.375%, 09/15/17		345		380
Apache
5.100%, 09/01/40		240		223
BG Energy Capital
2.500%, 12/09/15 (B)		325		319
BP Capital Markets
4.742%, 03/11/21		440		441
3.875%, 03/10/15		185		192
CenterPoint Energy Resources
5.950%, 01/15/14		70		77
CNOOC Finance 2011
4.250%, 01/26/21 (B) (C)		450		439
ConocoPhillips
6.000%, 01/15/20 (C)		100		115

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Encana
6.500%, 05/15/19 (C)	$	150	$	175
6.500%, 02/01/38		675		723
Energy Transfer Partners
9.000%, 04/15/19 (C)		215		272
ENI
5.700%, 10/01/40 (B)		300		276
Enterprise Products Operating
5.950%, 02/01/41		220		214
Halliburton
6.150%, 09/15/19		80		92
Husky Energy
7.250%, 12/15/19		233		276
5.900%, 06/15/14		198		219
Kerr-McGee
6.950%, 07/01/24		200		221
Kinder Morgan Energy Partners
6.375%, 03/01/41		375		378
Marathon Petroleum
6.500%, 03/01/41 (B)		375		379
Petro-Canada
6.800%, 05/15/38		475		527
6.050%, 05/15/18		115		129
Rockies Express Pipeline
3.900%, 04/15/15 (B)		520		515
Schlumberger Oilfield UK
4.200%, 01/15/21 (B)		380		380
Shell International Finance BV
4.300%, 09/22/19		300		309
3.100%, 06/28/15		60		61
Southern Union
8.250%, 11/15/29		675		768
Spectra Energy Capital
8.000%, 10/01/19 (C)		200		243
Statoil
3.125%, 08/17/17		50		49
Suncor Energy
6.500%, 06/15/38		100		108
Talisman Energy
7.750%, 06/01/19		100		122
Tennessee Gas Pipeline
8.000%, 02/01/16		1,000		1,206
Tosco
7.800%, 01/01/27		65		81
Total Capital
3.000%, 06/24/15		370		378
Total Capital Canada
1.625%, 01/28/14		515		525
TransCanada Pipelines
6.500%, 08/15/18 (C)		175		204
TransCanada PipeLines
7.125%, 01/15/19		50		61
Transocean
6.500%, 11/15/20		120		132

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 81

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Union Pacific Resources Group
7.150%, 05/15/28	$	52	$	55
Williams
7.875%, 09/01/21		1,022		1,272
				12,742
Financials — 15.1%
ACE INA Holdings
5.600%, 05/15/15		100		110
Achmea Hypotheekbank
3.200%, 11/03/14 (B) (C)		1,120		1,160
Aflac
6.450%, 08/15/40		25		25
Allstate
5.000%, 08/15/14		70		76
Allstate Life Global Funding Trusts MTN
5.375%, 04/30/13		610		658
American Express
7.250%, 05/20/14		105		119
7.000%, 03/19/18		170		199
American Express Credit MTN
7.300%, 08/20/13		680		760
5.125%, 08/25/14		1,020		1,100
American Honda Finance MTN
3.875%, 09/21/20 (B)		495		479
American International Group MTN
6.400%, 12/15/20		120		128
5.850%, 01/16/18		285		297
ANZ National Int’l
2.375%, 12/21/12 (B)		100		101
AON
6.250%, 09/30/40		19		20
3.500%, 09/30/15		11		11
ASIF Global Financing XIX
4.900%, 01/17/13 (B)		186		194
Associates Corp of North America
6.950%, 11/01/18		200		224
Australia & New Zealand Banking Group
3.700%, 01/13/15 (B)		530		547
Bank of America
7.375%, 05/15/14		735		830
6.500%, 08/01/16		1,325		1,466
6.100%, 06/15/17		2,600		2,765
6.000%, 09/01/17		435		466
5.875%, 01/05/21 (C)		165		172
5.750%, 12/01/17		110		116
5.650%, 05/01/18 (C)		1,370		1,432
5.625%, 07/01/20		420		431
5.420%, 03/15/17		100		102
4.500%, 04/01/15		150		156
3.625%, 03/17/16		825		813

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank of New York Mellon MTN
4.600%, 01/15/20	$	40	$	41
2.950%, 06/18/15 (C)		125		127
Bank of Nova Scotia
3.400%, 01/22/15		94		97
2.375%, 12/17/13		100		102
1.450%, 07/26/13 (B)		1,175		1,178
Bank of Tokyo-Mitsubishi UFJ
3.850%, 01/22/15 (B)		100		104
Barclays Bank
5.200%, 07/10/14		150		162
5.125%, 01/08/20		760		773
5.000%, 09/22/16 (C)		1,450		1,537
2.500%, 01/23/13 (C)		150		153
2.500%, 09/21/15 (B) (C)		332		322
BB&T
4.900%, 06/30/17 (C)		200		212
3.950%, 04/29/16		160		165
3.850%, 07/27/12		150		155
3.375%, 09/25/13		195		203
Bear Stearns
7.250%, 02/01/18 (C)		1,500		1,748
Berkshire Hathaway Finance
5.400%, 05/15/18		690		760
BlackRock
6.250%, 09/15/17		145		166
Blackstone Holdings Finance
5.875%, 03/15/21 (B)		295		289
BNP Paribas Home Loan Covered Bonds
2.200%, 11/02/15 (B) (C)		350		336
Caisse Centrale Desjardins du Quebec
2.550%, 03/24/16 (B)		285		281
Canadian Imperial Bank of Commerce (B)
2.750%, 01/27/16		965		966
2.600%, 07/02/15		250		251
Capital One Bank USA
8.800%, 07/15/19		325		409
Capital One Financial
7.375%, 05/23/14		225		258
6.750%, 09/15/17		70		81
Caterpillar Financial Services MTN
7.150%, 02/15/19		110		135
5.850%, 09/01/17 (C)		140		160
CDP Financial
3.000%, 11/25/14 (B)		900		917
Charles Schwab
4.950%, 06/01/14		20		22
Chase Capital II
0.804%, 02/01/27 (A)		560		473
Citigroup
8.500%, 05/22/19 (C)		364		449
8.125%, 07/15/39 (C)		275		345

82 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
6.500%, 08/19/13	$	250	$	274
6.375%, 08/12/14		710		785
6.125%, 05/15/18		115		125
6.010%, 01/15/15		325		355
6.000%, 08/15/17 (C)		620		674
5.875%, 02/22/33		710		667
5.375%, 08/09/20 (C)		110		113
5.300%, 01/07/16 (C)		1,350		1,431
4.750%, 05/19/15 (C)		415		435
0.862%, 08/25/36 (A)		1,500		1,122
Citigroup Funding
1.875%, 10/22/12		680		693
CME Group
5.750%, 02/15/14		46		51
CNA Financial
6.500%, 08/15/16		60		66
5.875%, 08/15/20		72		74
5.750%, 08/15/21 (C)		205		210
Comerica
3.000%, 09/16/15		35		35
Commonwealth Bank of Australia
2.125%, 03/17/14 (B)		1,250		1,247
CommonWealth REIT‡
6.650%, 01/15/18		60		66
6.250%, 08/15/16		100		107
Credit Suisse New York
6.000%, 02/15/18		315		335
Credit Suisse NY MTN
5.300%, 08/13/19 (C)		250		263
Credit Suisse USA
5.125%, 08/15/15 (C)		170		184
Deutsche Bank MTN
4.875%, 05/20/13 (C)		750		797
3.875%, 08/18/14		100		104
2.375%, 01/11/13		1,355		1,377
Dexia Credit Local
2.750%, 04/29/14 (B)		1,795		1,784
Discover Financial Services
6.450%, 06/12/17		250		270
DnB Boligkreditt
2.100%, 10/14/15 (B) (C)		1,690		1,636
ERAC USA Finance
2.250%, 01/10/14 (B)		58		58
ERP Operating‡
5.750%, 06/15/17		125		138
5.125%, 03/15/16		830		891
Farmers Exchange Capital (B)
7.200%, 07/15/48		1,321		1,268
7.050%, 07/15/28		480		481
FDIC Structured Sale Guaranteed Notes
1.450%, 10/25/13 (B) (D)		250		237
FIH Erhvervsbank
2.000%, 06/12/13 (B)		250		254

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
General Electric Capital MTN
6.875%, 01/10/39	$	350	$	391
6.750%, 03/15/32 (C)		965		1,060
6.000%, 08/07/19		645		704
5.900%, 05/13/14		850		938
5.875%, 01/14/38		1,605		1,585
5.625%, 09/15/17		700		761
5.500%, 01/08/20		180		190
5.400%, 02/15/17 (C)		200		217
5.375%, 10/20/16 (C)		350		380
4.625%, 01/07/21 (C)		330		325
0.581%, 08/07/18 (A)		850		789
Goldman Sachs Group MTN
7.500%, 02/15/19		700		813
6.750%, 10/01/37		345		348
6.250%, 09/01/17		650		713
6.250%, 02/01/41		440		438
6.150%, 04/01/18		780		846
6.000%, 05/01/14		750		824
5.375%, 03/15/20		950		965
5.250%, 10/15/13		140		150
3.625%, 02/07/16		1,610		1,595
Guardian Life Insurance of America
7.375%, 09/30/39 (B)		650		759
HCP MTN ‡
6.750%, 02/01/41		275		284
6.700%, 01/30/18		975		1,081
6.300%, 09/15/16		375		413
5.950%, 09/15/11		1,155		1,180
5.650%, 12/15/13		421		456
5.375%, 02/01/21 (C)		155		157
Health Care REIT ‡
6.500%, 03/15/41		140		135
6.125%, 04/15/20		1,775		1,877
Healthcare Realty Trust
6.500%, 01/17/17 ‡		1,400		1,543
HSBC Bank (B)
4.750%, 01/19/21		345		343
4.125%, 08/12/20		100		96
HSBC Bank USA NY
4.625%, 04/01/14 (C)		175		186
HSBC Finance
6.676%, 01/15/21 (B)		1,000		1,038
5.500%, 01/19/16 (C)		140		154
4.750%, 07/15/13 (C)		160		171
HSBC Holdings
5.100%, 04/05/21		655		658
HSBC Holdings PLC
6.800%, 06/01/38		210		220
International Lease Finance
7.125%, 09/01/18 (B)		500		537
5.250%, 01/10/13		100		102
Itau Unibanco Holding MTN
6.200%, 04/15/20 (B)		380		390

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 83

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Jackson National Life Global Funding MTN
5.375%, 05/08/13 (B)	$	200	$	215
Jefferies Group
6.450%, 06/08/27		160		161
6.250%, 01/15/36		120		111
John Deere Capital MTN
5.750%, 09/10/18		100		113
JPMorgan Chase
6.000%, 01/15/18		115		126
3.700%, 01/20/15		110		113
3.450%, 03/01/16		385		384
JPMorgan Chase Bank
6.000%, 10/01/17		2,360		2,581
JPMorgan Chase Capital XIII
1.253%, 09/30/34 (A)		500		421
JPMorgan Chase Capital XXV
6.800%, 10/01/37 (C)		418		421
KeyBank
5.800%, 07/01/14 (C)		250		273
Kilroy Realty ‡
6.625%, 06/01/20		195		200
5.000%, 11/03/15		135		135
Korea Development Bank (C)
4.000%, 09/09/16		270		273
3.250%, 03/09/16		374		367
Lazard Group (C)
7.125%, 05/15/15		438		481
6.850%, 06/15/17		599		638
Liberty Mutual Group
7.500%, 08/15/36 (B)		262		280
Lloyds TSB Bank
6.500%, 09/14/20 (B)		159		156
6.375%, 01/21/21 (C)		1,090		1,136
5.800%, 01/13/20 (B)		310		310
M&T Bank
5.375%, 05/24/12		80		83
Macquarie Group
7.300%, 08/01/14		1,475		1,637
7.300%, 08/01/14 (B)		120		133
6.250%, 01/14/21 (B)		96		97
Massachusetts Mutual Life Insurance
8.875%, 06/01/39 (B)		890		1,217
MassMutual Global Funding II
2.875%, 04/21/14 (B)		100		103
Merrill Lynch
6.875%, 04/25/18 (C)		100		111
6.400%, 08/28/17		150		164
6.150%, 04/25/13		140		151
6.050%, 05/16/16		920		972
MetLife
6.750%, 06/01/16		390		451
6.400%, 12/15/36 (C)		695		669

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Metropolitan Life Global Funding I (B)
5.125%, 06/10/14	$	100	$	108
2.875%, 09/17/12		200		204
2.500%, 01/11/13		110		112
2.500%, 09/29/15		520		506
Monumental Global Funding
5.500%, 04/22/13 (B)		65		69
Morgan Stanley
7.300%, 05/13/19		920		1,035
6.625%, 04/01/18 (C)		1,770		1,945
6.250%, 08/28/17		200		217
5.950%, 12/28/17 (C)		297		319
5.750%, 08/31/12 (C)		180		191
5.750%, 01/25/21		140		141
5.625%, 09/23/19 (C)		285		291
5.550%, 04/27/17 (C)		100		105
5.500%, 01/26/20 (C)		700		703
5.450%, 01/09/17		470		496
4.750%, 04/01/14 (C)		620		646
4.200%, 11/20/14		156		161
National Australia Bank (B)
3.750%, 03/02/15		120		123
2.500%, 01/08/13		150		153
National Bank of Canada
1.650%, 01/30/14 (B)		585		586
National City
6.875%, 05/15/19		50		57
4.900%, 01/15/15 (C)		200		215
National City Bank
0.680%, 06/07/17 (A)		1,300		1,225
National Rural Utilities Cooperative Finance
10.375%, 11/01/18		60		82
2.625%, 09/16/12		25		26
Nationwide Mutual Insurance
9.375%, 08/15/39 (B)		75		91
New York Life Global Funding (B)
4.650%, 05/09/13		150		160
3.000%, 05/04/15		720		729
Nomura Holdings
6.700%, 03/04/20		115		123
5.000%, 03/04/15		40		41
4.125%, 01/19/16		60		59
Nordea Bank
3.700%, 11/13/14 (B)		275		285
Nordea Eiendomskreditt
1.875%, 04/07/14 (B)		985		982
Northwestern Mutual Life Insurance
6.063%, 03/30/40 (B)		290		306
Pacific Life Global Funding MTN (B)
5.150%, 04/15/13		100		106
5.000%, 05/15/17		50		51
Pipeline Funding
7.500%, 01/15/30 (B)		1,500		1,747

84 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
PNC Funding
5.125%, 02/08/20 (C)	$	90	$	95
Post Apartment Homes
4.750%, 10/15/17		700		689
Power Receivables Financial
6.290%, 01/01/12 (B)		71		71
Principal Life Income Funding Trusts MTN
5.300%, 12/14/12		125		133
5.300%, 04/24/13		125		134
5.100%, 04/15/14		225		241
Protective Life
8.450%, 10/15/39		125		139
Prudential Financial MTN
6.200%, 11/15/40		245		255
4.500%, 11/15/20		110		108
Prudential Holdings (B)
8.695%, 12/18/23		1,200		1,469
1.184%, 12/18/17 (A)		750		695
Rabobank Nederland MTN
3.200%, 03/11/15 (B)		200		203
Royal Bank of Scotland
4.375%, 03/16/16		355		357
Shinhan Bank
4.125%, 10/04/16 (B)		435		437
Simon Property Group‡
10.350%, 04/01/19 (C)		130		179
6.750%, 05/15/14		50		56
5.650%, 02/01/20		38		41
Sparebank 1 Boligkreditt
1.250%, 10/25/13 (B)		390		386
Stadshypotek
1.450%, 09/30/13 (B)		1,049		1,047
Svensk Exportkredit
3.250%, 09/16/14		657		686
Swedbank Hypotek
2.950%, 03/28/16 (B)		795		788
Tanger Properties
6.125%, 06/01/20‡		205		221
Teachers Insurance & Annuity Association of America
6.850%, 12/16/39 (B)		125		141
Toronto-Dominion Bank
2.200%, 07/29/15 (B)		100		99
Toyota Motor Credit MTN
3.200%, 06/17/15		87		88
Travelers Property Casualty
7.750%, 04/15/26		100		123
UBS MTN
5.875%, 12/20/17		120		131
US Bancorp
2.875%, 11/20/14		138		142
2.450%, 07/27/15		430		425
2.000%, 06/14/13		75		76

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wachovia
5.750%, 06/15/17	$	485	$	537
Wachovia Bank MTN
6.600%, 01/15/38		380		427
6.000%, 11/15/17		875		972
4.875%, 02/01/15		600		639
0.640%, 03/15/16 (A)		400		383
WEA Finance (B)
7.500%, 06/02/14		1,361		1,558
7.125%, 04/15/18		60		70
6.750%, 09/02/19		70		80
Wells Fargo MTN
5.625%, 12/11/17		180		197
3.750%, 10/01/14 (C)		390		409
Westfield Group
5.400%, 10/01/12 (B)		319		338
Westpac Banking MTN
4.875%, 11/19/19		260		268
3.000%, 12/09/15		300		298
2.250%, 11/19/12		215		219
1.037%, 03/31/14 (A) (B)		1,200		1,198
WR Berkley
5.375%, 09/15/20		155		156
ZFS Finance USA Trust IV
5.875%, 05/09/32 (A) (B)		1,750		1,743
				120,979
Health Care — 0.5%
Allergan
3.375%, 09/15/20		560		524
Amgen
5.750%, 03/15/40		62		63
4.500%, 03/15/20		22		23
3.450%, 10/01/20 (C)		400		376
Coventry Health Care
5.950%, 03/15/17		443		459
Gilead Sciences
4.500%, 04/01/21		440		435
Life Technologies
3.500%, 01/15/16		290		289
Medco Health Solutions
2.750%, 09/15/15		35		35
Pharmacia
6.500%, 12/01/18		120		139
Sanofi-Aventis
2.625%, 03/29/16		885		878
Thermo Fisher Scientific
3.200%, 03/01/16		400		407
UnitedHealth Group
6.875%, 02/15/38		150		168
5.950%, 02/15/41		325		327
				4,123

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 85

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Industrials — 0.9%
American Airlines 2011-1 Class A Pass- Through Trust
5.250%, 01/31/21	$	19	$	18
BAE Systems Holdings
5.200%, 08/15/15 (B)		90		96
Browning-Ferris Industries
9.250%, 05/01/21		45		58
Burlington Northern Santa Fe
7.290%, 06/01/36		90		106
5.750%, 03/15/18		950		1,059
5.750%, 05/01/40		316		320
4.700%, 10/01/19		75		78
Canadian National Railway
5.850%, 11/15/17		50		57
Cargill
7.350%, 03/06/19 (B)		250		301
Continental Airlines 2000-1 Cl A-1 Pass- Through Trust
8.048%, 11/01/20		373		407
Continental Airlines 2007-1 Cl A Pass-
Through Trust, Ser A
5.983%, 04/19/22 (C)		550		564
Continental Airlines 2009-2 Cl A Pass- Through Trust
7.250%, 11/10/19 (C)		194		210
CSX
6.250%, 03/15/18		155		177
Delta Air Lines 2010-1 Cl A Pass- Through Trust
6.200%, 07/02/18 (C)		593		615
Delta Air Lines 2010-2 Cl A Pass- Through Trust
4.950%, 05/23/19		50		50
Hutchison Whampoa International (B)
5.750%, 09/11/19		105		113
4.625%, 09/11/15		470		498
JetBlue Airways 2004-1 G-1 Pass- Through Trust
0.677%, 12/15/13 (A)		506		476
Lockheed Martin
5.720%, 06/01/40 (B)		82		83
Northrop Grumman
3.500%, 03/15/21 (C)		120		111
1.850%, 11/15/15		540		516
Odebrecht Finance
6.000%, 04/05/23 (B)		215		213
Pitney Bowes
5.600%, 03/15/18		25		26
5.000%, 03/15/15		50		53
4.875%, 08/15/14		50		52
Ryder System MTN
3.600%, 03/01/16		35		35

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Tyco International Finance
8.500%, 01/15/19	$	50	$	65
Union Pacific
7.000%, 02/01/16		150		176
United Parcel Service of America
8.375%, 04/01/20		50		66
United Technologies
8.875%, 11/15/19		110		148
Verisk Analytics
5.800%, 05/01/21		190		191
Waste Management
4.750%, 06/30/20		93		95
				7,033
Information Technology — 0.4%
Adobe Systems
4.750%, 02/01/20		245		249
Arrow Electronics
6.875%, 07/01/13		25		27
6.875%, 06/01/18 (C)		95		104
6.000%, 04/01/20		45		48
5.125%, 03/01/21		90		88
Cisco Systems
5.900%, 02/15/39		150		156
5.500%, 01/15/40		100		98
Dell
5.650%, 04/15/18		90		99
Hewlett-Packard
2.200%, 12/01/15		505		496
HP Enterprise Services
7.450%, 10/15/29		125		157
International Business Machines
8.000%, 10/15/38		100		136
Intuit
5.750%, 03/15/17		75		82
Juniper Networks
5.950%, 03/15/41 (C)		215		212
Microsoft
5.300%, 02/08/41		800		810
4.500%, 10/01/40		14		12
1.625%, 09/25/15		90		87
Oracle
5.375%, 07/15/40 (B)		277		270
5.000%, 07/08/19		200		214
Xerox
8.250%, 05/15/14		90		105
				3,450
Materials — 0.3%
ArcelorMittal (C)
6.750%, 03/01/41		165		162
5.500%, 03/01/21		220		217
BHP Billiton Finance USA
6.500%, 04/01/19		125		147

86 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dow Chemical
8.550%, 05/15/19	$	348	$	440
5.900%, 02/15/15 (C)		230		255
4.850%, 08/15/12		625		655
E.I. Du Pont de Nemours
4.900%, 01/15/41		25		23
1.950%, 01/15/16		40		38
Potash Corp of Saskatchewan
6.500%, 05/15/19		50		58
PPG Industries
9.000%, 05/01/21		145		187
Praxair
5.200%, 03/15/17		70		77
4.375%, 03/31/14		75		80
Rio Tinto Finance USA Ltd.
8.950%, 05/01/14 (C)		80		96
Union Carbide
7.750%, 10/01/96		50		52
Vale Overseas
6.875%, 11/10/39		154		165
				2,652
Sovereign — 0.5%
Chile Government International Bond
3.875%, 08/05/20		380		370
Croatia Government International Bond
6.375%, 03/24/21 (B)		260		260
Hungary Government International Bond
6.375%, 03/29/21		218		218
Kommunalbanken
1.750%, 10/05/15 (B)		287		278
Mexico Government International Bond MTN
6.375%, 01/16/13		200		218
5.125%, 01/15/20		250		262
Poland Government International Bond
3.875%, 07/16/15		315		318
Province of Manitoba Canada
2.125%, 04/22/13		46		47
Province of Ontario Canada
3.150%, 12/15/17		505		500
2.950%, 02/05/15		240		248
Province of Quebec Canada MTN
6.350%, 01/30/26		70		83
Qatar Government International Bond
4.000%, 01/20/15 (B)		645		666
South Africa Government International Bond
6.250%, 03/08/41		100		103
Tennessee Valley Authority
5.250%, 09/15/39		40		42
4.625%, 09/15/30		60		56
United Mexican States MTN
6.050%, 01/11/40		246		253
				3,922

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Telecommunication Services — 1.5%
America Movil
5.000%, 10/16/19 (C)	$	325	$	335
American Tower
5.050%, 09/01/20		119		116
4.500%, 01/15/18		470		461
AT&T
8.000%, 11/15/31		13		16
6.400%, 05/15/38 (C)		170		174
6.300%, 01/15/38		435		439
5.500%, 02/01/18 (C)		100		109
5.350%, 09/01/40 (B)		423		379
4.850%, 02/15/14 (C)		200		216
BellSouth Telecommunications
6.300%, 12/15/15		150		161
British Telecommunications
9.875%, 12/15/30		188		260
5.950%, 01/15/18		200		221
Cellco Partnership
8.500%, 11/15/18		235		302
7.375%, 11/15/13		240		274
Deutsche Telekom International Finance BV
6.000%, 07/08/19 (C)		175		200
France Telecom
8.500%, 03/01/31		50		67
GTE
8.750%, 11/01/21		300		387
6.840%, 04/15/18		150		173
Qwest
7.875%, 09/01/11		1,640		1,685
Telecom Italia Capital
6.999%, 06/04/18 (C)		150		163
4.950%, 09/30/14		620		646
Telefonica Emisiones
5.984%, 06/20/11		260		263
Telefonica Emisiones SAU
6.221%, 07/03/17		205		224
5.462%, 02/16/21 (C)		408		413
3.992%, 02/16/16 (C)		385		387
2.582%, 04/26/13		695		701
Telefonica Moviles Chile
2.875%, 11/09/15 (B) (C)		210		202
Telemar Norte Leste
5.500%, 10/23/20 (B)		510		501
Verizon Communications
8.950%, 03/01/39		50		68
6.250%, 04/01/37		145		148
6.000%, 04/01/41		640		638
5.850%, 09/15/35		40		40
3.000%, 04/01/16 (C)		585		582
Verizon Global Funding
7.750%, 12/01/30		610		735

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 87

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Vodafone Group
5.450%, 06/10/19	$	75	$	82
				11,768
Utilities — 2.1%
AEP Texas Central Transition Funding
5.090%, 07/01/15		1,300		1,425
4.980%, 07/01/13		264		276
AGL Capital
5.250%, 08/15/19		50		53
4.450%, 04/15/13		120		127
Alabama Power
5.875%, 12/01/22		95		105
Ameren
8.875%, 05/15/14		305		351
American Water Capital
6.085%, 10/15/17		100		112
Appalachian Power
5.950%, 05/15/33		100		100
4.600%, 03/30/21		345		340
Aquila
11.875%, 07/01/12		1,210		1,350
Atmos Energy
4.950%, 10/15/14		75		79
Carolina Power & Light
5.300%, 01/15/19		175		191
CenterPoint Energy Resources
4.500%, 01/15/21 (B)		21		21
Cleveland Electric Illuminating
7.880%, 11/01/17		170		203
Consolidated Edison of New York
5.700%, 06/15/40 (C)		38		40
Consumers Energy
6.700%, 09/15/19		100		118
Dominion Resources
8.875%, 01/15/19		705		900
6.400%, 06/15/18		180		205
DPL
6.875%, 09/01/11		467		479
Duke Energy
6.300%, 02/01/14		120		134
Duke Energy Carolinas
4.300%, 06/15/20		39		39
Duke Energy Indiana
3.750%, 07/15/20		52		50
Enel Finance International (B)
6.000%, 10/07/39		375		341
5.125%, 10/07/19		100		101
Exelon Generation
6.250%, 10/01/39		40		39
5.200%, 10/01/19		35		35
4.000%, 10/01/20 (C)		120		110

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FirstEnergy Solutions (C)
6.800%, 08/15/39	$	105	$	104
6.050%, 08/15/21		160		166
Georgia Power
4.750%, 09/01/40		18		16
Jersey Central Power & Light
7.350%, 02/01/19		100		119
KeySpan Gas East
5.819%, 04/01/41 (B)		250		250
Korea Hydro & Nuclear Power
3.125%, 09/16/15 (B)		350		341
Massachusetts Electric
5.900%, 11/15/39 (B)		55		57
MidAmerican Energy
5.300%, 03/15/18		200		219
Midamerican Energy Holdings
6.500%, 09/15/37 (C)		190		210
Nevada Power
8.250%, 06/01/11		770		779
7.125%, 03/15/19		110		129
5.375%, 09/15/40		12		11
Niagara Mohawk Power
4.881%, 08/15/19 (B)		80		84
Nisource Finance
6.125%, 03/01/22 (C)		1,400		1,523
Northern States Power
6.250%, 06/01/36 (C)		100		113
5.350%, 11/01/39		19		19
Oncor Electric Delivery
6.800%, 09/01/18		460		524
Pacific Gas & Electric
8.250%, 10/15/18		60		77
5.625%, 11/30/17		525		583
5.400%, 01/15/40		42		40
Pacificorp
6.250%, 10/15/37 (C)		205		227
5.650%, 07/15/18		175		197
Panhandle Eastern Pipeline
6.200%, 11/01/17		625		693
Progress Energy
6.850%, 04/15/12		229		243
PSEG Power
5.500%, 12/01/15		100		109
5.320%, 09/15/16		40		43
5.125%, 04/15/20		45		46
Public Service Electric & Gas MTN
5.375%, 11/01/39		28		28
2.700%, 05/01/15		45		45
Public Service of Oklahoma
5.150%, 12/01/19		33		35
Sempra Energy
8.900%, 11/15/13		180		209
6.000%, 10/15/39		50		51
2.000%, 03/15/14		530		526

88 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Southern California Edison
5.500%, 03/15/40	$	50	$	51
Southwestern Public Service
8.750%, 12/01/18		90		112
Texas-New Mexico Power
9.500%, 04/01/19 (B)		1,290		1,637
				16,940
Total Corporate Obligations (Cost $191,728) ($ Thousands)				199,419
U.S. TREASURY OBLIGATIONS — 16.4%
U.S. Treasury Bills
0.132%, 05/05/11(D)		367		367
U.S. Treasury Bonds
8.875%, 08/15/17 to 02/15/19		2,217		3,055
8.750%, 05/15/17 to 08/15/20		1,825		2,533
8.500%, 02/15/20		425		600
8.125%, 08/15/19		798		1,096
7.625%, 02/15/25		2,630		3,673
7.500%, 11/15/16		1,300		1,647
6.750%, 08/15/26		250		327
6.500%, 11/15/26		200		256
6.375%, 08/15/27		50		63
6.125%, 11/15/27		500		618
5.500%, 08/15/28		1,100		1,274
5.375%, 02/15/31		359		410
4.759%, 11/15/29 (D)		150		63
4.750%, 02/15/41		1,378		1,432
4.710%, 08/15/30 (D)		150		60
4.500%, 02/15/36		1,421		1,435
4.375%, 05/15/40		8,449		8,260
4.250%, 11/15/40		1,494		1,429
3.875%, 08/15/40		15,680		14,031
3.500%, 02/15/39		460		386
3.250%, 12/31/16		100		104
2.625%, 12/31/14		500		518
2.375%, 10/31/14		3,500		3,598
U.S. Treasury Notes
4.750%, 08/15/17		2,720		3,049
4.250%, 11/15/17		15,435		16,827
3.625%, 02/15/21		696		706
3.500%, 02/15/18 to 05/15/20		9,065		9,242
3.125%, 10/31/16 to 05/15/19		3,365		3,384
2.875%, 03/31/18		3,460		3,455
2.750%, 05/31/17 to 12/31/17		4,190		4,207
2.250%, 03/31/16		2,857		2,860
2.125%, 05/31/15 to 02/29/16		7,414		7,427
1.250%, 02/15/14 to 03/15/14		15,438		15,445
0.750%, 03/31/13		1,288		1,287
U.S. Treasury STRIPS (D)
6.291%, 05/15/24		200		114
5.135%, 11/15/27		200		93
5.068%, 05/15/26		100		51
5.007%, 11/15/31		50		19

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.933%, 08/15/25	$	100	$	53
4.834%, 05/15/36		100		30
4.812%, 08/15/27		700		331
4.812%, 02/15/24		75		43
4.784%, 05/15/29		100		43
4.724%, 08/15/20		1,350		962
4.718%, 05/15/28		600		272
4.708%, 02/15/27		700		340
4.664%, 08/15/24		500		282
4.647%, 05/15/27		700		335
4.641%, 02/15/28		600		275
4.570%, 11/15/20		1,050		738
4.468%, 02/15/30		550		227
4.364%, 11/15/26		1,000		492
4.334%, 11/15/24		150		83
4.308%, 02/15/32		150		56
4.283%, 02/15/17		3,660		3,126
4.226%, 05/15/30		200		81
4.146%, 05/15/19		875		670
4.132%, 08/15/19		1,350		1,020
3.967%, 08/15/17		500		417
3.837%, 11/15/17		1,550		1,279
3.796%, 08/15/18		400		318
3.769%, 02/15/22		600		391
3.632%, 02/15/18		725		591
3.415%, 11/15/16		200		173
3.281%, 05/15/20		950		687
3.153%, 11/15/21		200		132
3.121%, 05/15/18		250		201
3.011%, 02/15/16		100		90
2.758%, 02/15/15		100		93
2.735%, 02/15/20		200		147
2.343%, 02/15/14		2,200		2,123
Total U.S. Treasury Obligations (Cost $131,390) ($ Thousands)				131,502
ASSET-BACKED SECURITIES — 7.3%
Automotive — 0.8%
Ally Auto Receivables Trust, Ser 2009-A, Cl A3
2.330%, 06/17/13 (B)		100		101
Ally Auto Receivables Trust, Ser 2010-1, Cl A3
1.450%, 05/15/14		100		101
Ally Auto Receivables Trust, Ser 2010-3, Cl A3
1.110%, 10/15/14		225		224
Ally Auto Receivables Trust, Ser 2010-3, Cl A4
1.550%, 08/17/15		89		88
Ally Auto Receivables Trust, Ser 2010-4, Cl A3
0.910%, 11/17/14		475		473

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 89

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ally Auto Receivables Trust, Ser 2010-5, Cl A4
1.750%, 03/15/16	$	301	$	297
Ally Auto Receivables Trust, Ser 2011-1, Cl A3
1.380%, 01/15/15		85		85
Ally Auto Receivables Trust, Ser 2011-1, Cl A2
0.810%, 10/15/13		190		190
AmeriCredit Automobile Receivables Trust, Ser 2010-1, Cl A3
1.770%, 03/17/14		40		40
AmeriCredit Automobile Receivables Trust, Ser 2010-1, Cl A2
0.980%, 01/15/13		22		22
AmeriCredit Automobile Receivables Trust, Ser 2010-3, Cl A3
1.140%, 04/08/15		110		110
AmeriCredit Automobile Receivables Trust, Ser 2011-1, Cl A2
0.840%, 06/09/14		145		145
AmeriCredit Automobile Receivables Trust, Ser 2011-1, Cl A3
1.390%, 09/08/15		75		75
Bank of America Auto Trust, Ser 2009-2A, Cl A3
2.130%, 09/15/13 (B)		76		77
Bank of America Auto Trust, Ser 2009-3A, Cl A3
1.670%, 12/15/13 (B)		96		96
Bank of America Auto Trust, Ser 2010-1A, Cl A4
2.180%, 02/15/17 (B)		100		102
Bank of America Auto Trust, Ser 2010-1A, Cl A3
1.390%, 03/15/14 (B)		130		131
Bank of America Auto Trust, Ser 2010-2, Cl A3
1.310%, 07/15/14		25		25
CarMax Auto Owner Trust, Ser 2010-1, Cl A3
1.560%, 07/15/14		80		81
Chrysler Financial Auto Securitization Trust, Ser 2010-A, Cl A3
0.910%, 08/08/13		250		250
CitiFinancial Auto Issuance Trust, Ser 2009-1, Cl A3
2.590%, 10/15/13 (B)		235		238
Harley-Davidson Motorcycle Trust, Ser 2009-2, Cl A4
3.320%, 02/15/17		100		103
Harley-Davidson Motorcycle Trust, Ser 2010-1, Cl A3
1.160%, 02/15/15		327		327

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Honda Auto Receivables Owner Trust, Ser 2009-3, Cl A3
2.310%, 05/15/13	$	252	$	255
Hyundai Auto Receivables Trust, Ser 2010-B, Cl A3
0.970%, 04/15/15		80		80
Hyundai Auto Receivables Trust, Ser 2010-B, Cl A4
1.630%, 03/15/17		90		89
LAI Vehicle Lease Securitization Trust, Ser 2010-A, Cl A
2.550%, 09/15/16 (B)		232		231
Mercedes-Benz Auto Receivables Trust, Ser 2010-1A, Cl A3
1.420%, 08/15/14		180		181
MMCA Automobile Trust, Ser 2011-A, Cl A4
2.020%, 10/17/16 (B)		413		410
Nissan Auto Receivables Owner Trust, Ser 2010-A, Cl A3
0.870%, 07/15/14		95		95
Nissan Auto Receivables Owner Trust, Ser 2010-A, Cl A4
1.310%, 09/15/16		75		74
Toyota Auto Receivables Owner Trust, Ser 2010-C, Cl A3
0.770%, 04/15/14		190		190
Toyota Auto Receivables Owner Trust, Ser 2011-A, Cl A4
1.560%, 05/15/15		125		125
Toyota Auto Receivables Owner Trust, Ser 2011-A, Cl A3
0.980%, 10/15/14		250		250
USAA Auto Owner Trust, Ser 2009-2, Cl A4
2.530%, 07/15/15		145		149
USAA Auto Owner Trust, Ser 2009-2, Cl A3
1.540%, 02/18/14		118		118
Volkswagen Auto Loan Enhanced Trust, Ser 2011-1, Cl A4
1.980%, 09/20/17		439		437
World Omni Auto Receivables Trust, Ser 2010-A, Cl A4
2.210%, 05/15/15		135		137
				6,202
Credit Cards — 0.8%
Capital One Multi-Asset Execution Trust, Ser 2006-A5, Cl A5
0.315%, 01/15/16 (A)		322		321
Chase Issuance Trust, Ser 2007-A17, Cl A
5.120%, 10/15/14		915		974

90 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Chase Issuance Trust, Ser 2008-A11, Cl A11
5.400%, 07/15/15	$	265	$	289
Citibank Credit Card Issuance Trust, Ser 2005-A2, Cl A2
4.850%, 03/10/17		485		529
Citibank Credit Card Issuance Trust, Ser 2009-A4, Cl A4
4.900%, 06/23/16		435		475
Citibank Credit Card Issuance Trust, Ser 2009-A5, Cl A5
2.250%, 12/23/14		527		538
Citibank Omni Master Trust, Ser 2009- A14A, Cl A14
3.005%, 08/15/18 (A) (B)		683		723
Discover Card Master Trust, Ser 2011- A1, Cl A1
0.610%, 08/15/16 (A)		817		818
GE Capital Credit Card Master Note Trust, Ser 2009-2, Cl A
3.690%, 07/15/15		426		441
GE Capital Credit Card Master Note Trust, Ser 2011-1, Cl A
0.805%, 01/15/17 (A)		439		441
World Financial Network Credit Card Master Trust, Ser 2009-A, Cl A
4.600%, 09/15/15		499		509
				6,058
Mortgage Related Securities — 2.1%
Aegis Asset Backed Securities Trust, Ser 2003-3, Cl M1
1.306%, 01/25/34 (A)		505		465
Aegis Asset Backed Securities Trust, Ser 2004-5, Cl M1
0.906%, 12/25/34 (A)		1,230		1,156
Aegis Asset Backed Securities Trust, Ser 2004-6, Cl M1
0.796%, 03/25/35 (A)		1,162		1,134
Arch Bay Asset-Backed Securities, Ser 2010-2, Cl A
4.125%, 04/25/57 (A) (B)		153		153
Argent Securities, Ser 2003-W5, Cl M1
0.961%, 10/25/33 (A)		445		364
Asset Backed Securities Home Equity, Ser 2005-HE6, Cl M1
0.752%, 07/25/35 (A)		1,043		1,022
Bear Stearns Asset Backed Securities Trust, Ser 2005-TC2, Cl A3
0.620%, 08/25/35 (A)		1,525		1,323
Bear Stearns Asset-Backed Securities Trust, Ser 2007-HE2, Cl 1A1
0.349%, 03/25/37 (A)		628		599

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
BNC Mortgage Loan Trust, Ser 2008-4, Cl A3A
0.511%, 11/25/37 (A)	$	1,155	$	1,131
Contimortgage Home Equity Trust, Ser 1997-2, Cl A9
7.090%, 04/15/28		2		2
HSBC Home Equity Loan Trust, Ser 2005-2, Cl M2
0.744%, 01/20/35 (A)		120		107
HSBC Home Equity Loan Trust, Ser 2005-2, Cl A1
0.523%, 01/20/35 (A)		96		89
HSBC Home Equity Loan Trust, Ser 2006-1, Cl A1
0.413%, 01/20/36 (A)		1,689		1,551
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1
0.403%, 03/20/36 (A)		107		101
HSBC Home Equity Loan Trust, Ser 2007-1, Cl A2F
5.600%, 03/20/36		200		204
HSBC Home Equity Loan Trust, Ser 2007-1, Cl M2
0.742%, 03/20/36 (A)		2,000		1,070
HSBC Home Equity Loan Trust, Ser 2007-1, Cl AS
0.453%, 03/20/36 (A)		119		109
HSBC Home Equity Loan Trust, Ser 2007-3, Cl APT
1.454%, 11/20/36 (A)		272		249
IXIS Real Estate Capital Trust, Ser 2005-HE1, Cl M2
0.997%, 06/25/35 (A)		711		655
Lake Country Mortgage Loan Trust, Ser 2006-HE1, Cl A3
0.600%, 07/25/34 (A) (B)		224		218
Morgan Stanley ABS Capital I, Ser 2004-WMC3, Cl M1
1.000%, 01/25/35 (A)		59		58
Morgan Stanley Capital I, Ser 2003-NC8, Cl M1
1.312%, 09/25/33 (A)		1,522		1,201
Morgan Stanley Capital I, Ser 2007-HE2, Cl A2A
0.290%, 01/25/37 (A)		19		19
Morgan Stanley Home Equity Loans, Ser 2007-1, Cl A1
0.299%, 12/25/36 (A)		12		12
Option One Mortgage Loan Trust, Ser 2003-5, Cl M1
1.236%, 08/25/33 (A)		257		175
Residential Asset Securities, Ser 2005-EMX3, Cl AI4
0.632%, 09/25/35 (A)		499		488

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 91

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Salomon Brothers Mortgage Securities VII, Ser 2003-UP1, Cl A
3.450%, 04/25/32 (B)	$	160	$	138
Saxon Asset Securities Trust, Ser 2004-1, Cl M1
1.056%, 03/25/35 (A)		1,795		1,468
Structured Asset Securities, Ser 2002-AL1, Cl A2
3.450%, 02/25/32		96		91
Structured Asset Securities, Ser 2005-NC1, Cl A11
4.690%, 02/25/35		187		189
Wells Fargo Home Equity Trust, Ser 2004-2, Cl AI6
5.000%, 05/25/34 (A)		1,400		1,434
				16,975
Other Asset-Backed Securities — 3.6%
AH Mortgage Advance Trust, Ser 2010-ADV1, Cl A1
3.968%, 08/15/22 (B)		210		211
AH Mortgage Advance Trust, Ser 2010-ADV2, Cl A1
4.210%, 05/10/41 (B)		222		223
Ally Master Owner Trust, Ser 2011-1, Cl A2
2.150%, 01/15/16		1,603		1,603
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.512%, 02/25/35 (A)		850		810
CenterPoint Energy Transition Bond, Ser 2001-1, Cl A4
5.630%, 09/15/15		482		517
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
5.350%, 11/25/34		125		111
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A4
4.499%, 11/25/34		133		133
CNH Equipment Trust, Ser 2009-C, Cl A3
1.850%, 12/16/13		35		35
CNH Equipment Trust, Ser 2009-C, Cl A4
3.000%, 08/17/15		560		576
CNH Equipment Trust, Ser 2010-A, Cl A3
1.540%, 07/15/14		298		300
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.709%, 10/25/35 (A)		889		864

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ford Credit Floorplan Master Owner Trust, Ser 2011-1, Cl A1
2.120%, 02/15/16	$	350	$	351
GE Seaco Finance Srl, Ser 2005-1A, Cl A
0.503%, 11/17/20 (A) (B)		1,307		1,248
JPMorgan Mortgage Acquisition, Ser 2007-CH1, Cl AV2
0.322%, 10/25/36 (A)		562		554
Keycorp Student Loan Trust, Ser 2002- A, Cl 1A2
0.501%, 08/27/31 (A)		896		794
Lehman ABS Manufactured Housing Contract Trust, Ser 2001-B, Cl A4
5.270%, 09/15/18		726		754
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/38		1,041		1,031
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.483%, 10/27/36 (A)		470		438
Nelnet Student Loan Trust, Ser 2005-4, Cl A3
0.439%, 06/22/26 (A)		538		520
Nelnet Student Loan Trust, Ser 2006-1, Cl A4
0.403%, 11/23/22 (A)		341		335
Nelnet Student Loan Trust, Ser 2006-2, Cl A4
0.383%, 10/26/26 (A)		106		105
Nelnet Student Loan Trust, Ser 2008-3, Cl A4
1.961%, 11/25/24 (A)		1,318		1,373
Park Place Securities, Ser 200-MHQ1, Cl M1
0.950%, 12/25/34 (A)		1,408		1,362
PennyMac Loan Trust, Ser 2010-NPL1, Cl A
4.250%, 05/25/50 (A) (B)		99		99
PennyMac Loan Trust, Ser 2010-NPL1, Cl M1
5.000%, 05/25/50 (A) (B)		150		150
PG&E Energy Recovery Funding, Ser 2005-1, Cl A5
4.470%, 12/25/14		305		321
PG&E Energy Recovery Funding, Ser 2005-1, Cl A4
4.370%, 06/25/14		274		281
Residential Asset Mortgage Products, Ser 2004-RZ1, Cl AI7
4.030%, 01/25/33 (A)		1,114		1,097
RSB Bondco, Ser 2007-A, Cl A1
5.470%, 10/01/14		111		115
RSB Bondco, Ser 2007-A, Cl A3
5.820%, 06/28/19		405		462

92 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLC Student Loan Trust, Ser 2008-1, Cl A4A
1.910%, 12/15/32 (A)	$	630	$	652
SLM Student Loan Trust, Ser 2004-7, Cl A5
0.473%, 01/27/20 (A)		652		648
SLM Student Loan Trust, Ser 2005-6, Cl A5A
0.413%, 07/27/26 (A)		1,261		1,222
SLM Student Loan Trust, Ser 2005-7, Cl A4
0.453%, 10/25/29 (A)		352		326
SLM Student Loan Trust, Ser 2006-3, Cl A4
0.383%, 07/25/19 (A)		504		500
SLM Student Loan Trust, Ser 2007-4, Cl A3
0.363%, 01/25/22 (A)		343		339
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.953%, 07/25/22 (A)		245		255
SLM Student Loan Trust, Ser 2008-4, Cl A2
1.353%, 07/25/16 (A)		265		269
SLM Student Loan Trust, Ser 2008-5, Cl A4
2.003%, 07/25/23 (A)		796		832
SLM Student Loan Trust, Ser 2008-5, Cl A3
1.603%, 01/25/18 (A)		169		174
SLM Student Loan Trust, Ser 2008-5, Cl A2
1.403%, 10/25/16 (A)		635		642
SLM Student Loan Trust, Ser 2008-6, Cl A2
0.853%, 10/25/17 (A)		405		406
SLM Student Loan Trust, Ser 2008-9, Cl A
1.803%, 04/25/23 (A)		210		216
SMS Student Loan Trust, Ser 2000-A, Cl A2
0.494%, 10/28/28 (A)		383		382
Soundview Home Equity Loan Trust, Ser 2005-OPT3, Cl A4
0.550%, 11/25/35 (A)		1,198		1,152
Structured Asset Investment Loan Trust, Ser 2005-5, Cl A9
0.520%, 06/25/35 (A)		100		93
Structured Asset Securities, Ser 2006- BC5, Cl A2
0.311%, 12/25/36 (A)		995		966
Structured Asset Securities, Ser 2006- BC6, Cl A2
0.330%, 01/25/37 (A)		1,301		1,278

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Structured Asset Securities, Ser 2006- GEL4, Cl A1
0.370%, 10/25/36 (A) (B)	$	442	$	438
Structured Asset Securities, Ser 2007- BC2, Cl A2
0.340%, 03/25/37 (A)		673		664
TAL Advantage, Ser 2010-2A, Cl A
4.300%, 10/20/25 (B)		532		553
TAL Advantage, Ser 2011-1A, Cl A
4.600%, 01/20/26 (B)		246		248
				29,028
Total Asset-Backed Securities (Cost $56,766) ($ Thousands)				58,263
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.5%
FHLB
0.120%, 06/15/11 (D)		2,790		2,789
FICO
9.800%, 11/30/17		875		1,231
9.700%, 04/05/19		320		462
8.600%, 09/26/19		845		1,162
FICO STRIPS (D)
3.473%, 09/26/19		100		73
3.223%, 12/06/17		660		529
2.886%, 05/02/16		515		448
1.860%, 02/08/13		815		797
FNMA
5.375%, 06/12/17		50		57
3.447%, 06/01/17 (D)		600		487
1.750%, 10/14/11 (E)		2,900		2,878
Resolution Funding STRIPS
3.289%, 01/15/16 (D)		1,000		887
Total U.S. Government Agency Obligations (Cost $11,799) ($ Thousands)				11,800
MUNICIPAL BONDS — 1.0%
American Municipal Power-Ohio, RB
7.499%, 02/15/50		80		83
Bay Area Toll Authority, RB
6.263%, 04/01/49		1,330		1,337
County of Clark Nevada, Ser C-BUILD, RB
6.820%, 07/01/45		305		302
Los Angeles Community College District, GO
6.750%, 08/01/49		260		274
Los Angeles Department of Water & Power, RB
6.574%, 07/01/45		285		295
New Jersey State Turnpike Authority, RB
7.102%, 01/01/41		335		360

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 93

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Concluded)

March 31, 2011

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
North Texas Higher Education Authority, RB
1.412%, 04/01/40 (A)	$	950	$	945
North Texas Tollway Authority, RB
6.718%, 01/01/49		300		298
Port Authority of New York & New Jersey, RB
5.647%, 11/01/40		105		100
State of California, GO
7.600%, 11/01/40		330		361
7.300%, 10/01/39		820		864
6.650%, 03/01/22		175		189
State of Illinois, GO
5.877%, 03/01/19		200		200
5.665%, 03/01/18		1,300		1,297
5.365%, 03/01/17		200		200
5.100%, 06/01/33		810		657
Total Municipal Bonds (Cost $7,622) ($ Thousands)				7,762
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%†*		23,511,838		23,512
Total Cash Equivalent (Cost $23,512) ($ Thousands)				23,512
AFFILIATED PARTNERSHIP — 4.0%
SEI Liquidity Fund, L.P. 0.210%†* (F)		32,395,432		32,395
Total Affiliated Partnership (Cost $32,395) ($ Thousands)				32,395
Total Investments — 108.7% (Cost $850,068) ($ Thousands)			$	871,300

Description	Contracts			Market Value ($ Thousands)
WRITTEN OPTIONS — 0.0%
June 2011 U.S. 10 Year Note Call, Expires 05/20/11, Strike Price $122.00, Expires 05/21/11, Strike Price $122.00		(20	)	$	(5	)
May 2011 U.S. 10 Year Note Call, Expires 05/23/11, Strike Price $120.50, Expires 05/21/11, Strike Price		(35	)		(28	)
November 2020 U.S. CPI Urban Consumers NSA Call, Expires 11/21/20, Strike Inflation 0.00%		(1,490,000	)		(11	)
Total Written Options (Premiums Received $(71)) ($ Thousands)				$	(44	)

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		20			Jun-2011	$	11
U.S. 10-Year Treasury Note		(9	)		Jun-2011		(2	)
U.S. 2-Year Treasury Note		(60	)		Jul-2011		(8	)
U.S. 5-Year Treasury Note		(158	)		Jul-2011		(25	)
U.S. Long Treasury Bond		(69	)		Jun-2011		(67	)
U.S. Ultra Long Treasury Bond		26			Jul-2011		60
						$	(31	)

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A summary of outstanding swap agreements held by the Fund at March 31, 2011, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate			Termination Date		Notional Amount (Thousands)		Net Unrealized (Depreciation) ($Thousands)
Bank of America	CMBX-NA-AJ 1 Index	BUY		(0.84	)%		10/12/52	$	100	$	(34	)
Bank of America	CMBX-NA-AJ 1 Index	BUY		(0.84	)		10/12/52		3,030		(594	)
Bank of America	CMBX-NA-AJ 1 Index	BUY		(0.84	)		10/12/52		1,050		(178	)
										$	(806	)

94 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Percentages are based on a Net Assets of $801,658 ($ Thousands).

* Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

‡ Real Estate Investment Trust.

(A) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2011. The date reported on the Schedule of Investments is the final maturity date.

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

(C) This security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total value of securities on loan at March 31, 2011 was $31,283 ($ Thousands).

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

(E) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2011. The coupon on a step bond changes on a specified date.

(F) This security was purchased with cash collateral held from securities on loan (see Note 9). The total value of such securities as of March 31, 2011 was $32,395 ($ Thousands).

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only — face amount represents notional amount

LTD — Limited

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Administration

NY — New York

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

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

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	406,647	$	—	$	406,647
Corporate Obligations		—		199,419		—		199,419
U.S. Treasury Obligations		—		131,502		—		131,502
Asset-Backed Securities		—		58,263		—		58,263
U.S. Government Agency
Obligations		—		11,800		—		11,800
Municipal Bonds		—		7,762		—		7,762
Cash Equivalent		23,512		—		—		23,512
Affiliated Partnership		—		32,395		—		32,395
Total Investments in Securities	$	23,512	$	847,788	$	—	$	871,300

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*	$	(31	)	$	—		$	—	$	(31	)
Credit Default Swaps*		—			(806	)		—		(806	)
Written Options		(33	)		(11	)		—		(44	)
Total Other Financial Instruments	$	(64	)	$	(817	)	$	—	$	(881	)

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 95

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 81.1%
Consumer Discretionary — 21.1%
Adelphia Communications (Escrow Security)
10.250%, 06/15/11 (A)	$	150	$	3
0.000%, 01/15/09 (A)		225		4
Adelphia Communications (Escrow Security), Ser B
0.000%, 02/15/04 (A)		25		—
Affinion Group
11.500%, 10/15/15		2,100		2,215
7.875%, 12/15/18 (B)		4,405		4,141
AMC Entertainment
9.750%, 12/01/20 (B)		2,645		2,830
8.750%, 06/01/19		190		206
American Achievement
10.875%, 04/15/16 (B)		3,455		3,395
American Axle & Manufacturing Holdings
9.250%, 01/15/17 (B)		100		111
American Standard Americas
10.750%, 01/15/16 (B)		1,350		1,441
Ameristar Casinos
9.250%, 06/01/14		900		989
7.500%, 04/15/21 (B)		4,490		4,451
Armored Autogroup
9.250%, 11/01/18 (B)		1,235		1,257
Aventi (Escrow Security)
0.000%, 10/15/49 (A) (C)		2,750		160
Avis Budget Car Rental
9.625%, 03/15/18		435		481
8.250%, 01/15/19		455		477
7.750%, 05/15/16		955		985

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Beazer Homes USA
12.000%, 10/15/17	$	1,260	$	1,458
9.125%, 06/15/18		450		455
9.125%, 05/15/19 (B)		1,250		1,264
Belo
8.000%, 11/15/16		2,080		2,280
7.750%, 06/01/27		1,675		1,524
Bon-Ton Department Stores
10.250%, 03/15/14		790		810
Brands
6.625%, 04/01/21		320		327
Buffalo Thunder Development Authority
9.375%, 12/15/14 (A) (B)		2,175		794
Burlington Coat Factory Warehouse
10.000%, 02/15/19 (B)		4,900		4,753
Cablevision Systems
8.000%, 04/15/20		852		929
7.750%, 04/15/18		792		855
CCO Holdings
8.125%, 04/30/20		2,083		2,265
7.875%, 04/30/18		1,900		2,019
7.250%, 10/30/17		555		580
7.000%, 01/15/19		2,570		2,634
7.000%, 01/15/19 (B)		1,660		1,697
Cedar Fair
9.125%, 08/01/18 (B)		2,135		2,316
Cengage Learning Holdco
13.750%, 07/15/15 (B)		3,300		3,448
Cequel Communications Holdings I and Cequel Capital
8.625%, 11/15/17 (B)		3,648		3,803
Chinos Acquisition
8.125%, 03/01/19 (B)		805		790
Choctaw Resort Development Enterprise
7.250%, 11/15/19 (B)		963		741
Chukchansi Economic Development Authority
4.024%, 11/15/12 (B) (D)		1,945		1,439
Citadel Broadcasting
7.750%, 12/15/18 (B)		450		488
CityCenter Holdings
7.625%, 01/15/16 (B)		1,965		2,029
CKE Restaurants
11.375%, 07/15/18		5,175		5,705
Claire’s Stores
8.875%, 03/15/19 (B)		1,665		1,590
Clear Channel Communications
9.000%, 03/01/21 (B)		1,980		1,975
Clear Channel Worldwide Holdings
9.250%, 12/15/17		2,315		2,538
Cleveland Unlimited
13.000%, 12/15/10 (B) (D)		4,304		3,228

96 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Columbus International
11.500%, 11/20/14 (B)	$	1,295	$	1,492
Community Health Systems
8.875%, 07/15/15		1,525		1,609
CSC Holdings
8.625%, 02/15/19		2,200		2,519
Dana (Escrow Security) (A)
7.000%, 03/01/09		1,200		30
6.500%, 03/15/08		300		7
Dana Holding
6.750%, 02/15/21		2,208		2,208
6.500%, 02/15/19		1,588		1,580
Dave & Buster’s
11.000%, 06/01/18		1,270		1,378
Dave & Buster’s Parent
12.042%, 02/15/16 (B) (E)		6,445		3,738
DCP
10.750%, 08/15/15 (B)		2,220		2,142
Dex One
12.000%, 01/29/17		964		612
Diamond Resorts
12.000%, 08/15/18 (B)		3,000		3,210
DineEquity
9.500%, 10/30/18 (B)		4,120		4,470
DISH DBS
7.875%, 09/01/19		60		65
Dollar General
11.875%, 07/15/17		1,505		1,735
Dunkin Finance
9.625%, 12/01/18 (B)		4,209		4,288
Easton-Bell Sports
9.750%, 12/01/16		2,365		2,661
Echostar DBS
7.750%, 05/31/15		4,095		4,484
7.125%, 02/01/16		2,095		2,236
El Dorado Casino Shreveport PIK
10.000%, 08/01/12		1,191		1,108
Empire Today
11.375%, 02/01/17 (B)		600		636
Entravision Communications
8.750%, 08/01/17		855		911
Equinox Holdings
9.500%, 02/01/16 (B)		940		1,012
Exide Technologies
8.625%, 02/01/18 (B)		1,300		1,388
Ferrellgas
9.125%, 10/01/17		2,100		2,341
6.500%, 05/01/21 (B)		1,875		1,819
Fontainebleau Las Vegas Holdings
11.000%, 06/15/15 (A) (B)		3,125		16
Ford Motor
7.450%, 07/16/31		1,065		1,153
6.375%, 02/01/29		1,075		1,016

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Giraffe Acquisition
9.125%, 12/01/18 (B)	$	725	$	703
Goodyear Tire & Rubber
10.500%, 05/15/16		215		241
8.750%, 08/15/20		380		419
8.250%, 08/15/20		1,960		2,097
Greektown Superholdings
13.000%, 07/01/15		2,740		3,110
GWR Operating Partnership LLP
10.875%, 04/01/17		710		769
Hanesbrands
8.000%, 12/15/16		3,675		3,983
6.375%, 12/15/20		500		487
Harrah’s Operating
11.250%, 06/01/17		7,335		8,334
10.000%, 12/15/18		4,983		4,547
Hertz
8.875%, 01/01/14		187		192
7.500%, 10/15/18 (B)		1,410		1,459
6.750%, 04/15/19 (B)		220		218
Hillman Group
10.875%, 06/01/18		660		733
10.875%, 06/01/18 (B)		140		155
HSN
11.250%, 08/01/16		1,475		1,670
Icon Health & Fitness
11.875%, 10/15/16 (B)		615		653
Inergy
8.750%, 03/01/15		551		595
7.000%, 10/01/18 (B)		1,440		1,498
6.875%, 08/01/21 (B)		225		235
inVentiv Health
10.000%, 08/15/18 (B)		1,090		1,134
Isle of Capri Casinos
7.000%, 03/01/14		2,204		2,188
Jarden
8.000%, 05/01/16		370		405
7.500%, 05/01/17		1,550		1,655
JC Penney
7.950%, 04/01/17		780		872
5.750%, 02/15/18		110		111
Kabel BW Erste Beteiligungs GmbH
7.500%, 03/15/19 (B)		2,475		2,537
Knowledge Learning
7.750%, 02/01/15 (B)		1,000		990
Lamar Media
7.875%, 04/15/18		2,172		2,329
Laureate Education (B)
11.750%, 08/15/17		1,100		1,204
10.000%, 08/15/15		525		553
Lear
7.875%, 03/15/18		370		402
Libbey Glass
10.000%, 02/15/15		1,023		1,115

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 97

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Liberty Media LLC
8.250%, 02/01/30	$	1,970	$	1,916
Lions Gate Entertainment
10.250%, 11/01/16 (B)		3,890		4,123
M/I Homes
8.625%, 11/15/18 (B)		1,820		1,820
Marina District Finance (B)
9.875%, 08/15/18		2,225		2,328
9.500%, 10/15/15		305		319
MDC Partners
11.000%, 11/01/16		3,650		4,088
MediMedia USA
11.375%, 11/15/14 (B)		1,500		1,335
MGM Mirage
7.500%, 06/01/16		775		732
6.875%, 04/01/16		1,870		1,739
5.875%, 02/27/14		795		759
MGM Resorts International
11.375%, 03/01/18		5,545		6,155
11.125%, 11/15/17		2,140		2,450
9.000%, 03/15/20		4,015		4,401
Michaels Stores
13.000%, 11/01/11 (F)		365		372
7.750%, 11/01/18 (B)		955		974
Millennium (Escrow Security)
7.625%, 11/15/26 (A)		175		—
MTR Gaming Group
12.625%, 07/15/14		3,415		3,637
NCL
11.750%, 11/15/16		560		647
9.500%, 11/15/18 (B)		460		484
Needle Merger Sub
8.125%, 03/15/19 (B)		3,555		3,591
Neiman-Marcus Group PIK
9.000%, 10/15/15		1,106		1,156
Nexstar Broadcasting
8.875%, 04/15/17		1,875		2,030
Nielsen Finance
11.500%, 05/01/16		172		203
7.750%, 10/15/18 (B)		4,460		4,783
Norcraft
10.500%, 12/15/15		550		588
Norcraft Holdings
9.750%, 09/01/12 (F)		821		813
Ono Finance II
10.875%, 07/15/19 (B)		1,522		1,629
Peninsula Gaming
10.750%, 08/15/17 (B)		1,600		1,756
8.375%, 08/15/15		2,100		2,242
Penn National Gaming
6.750%, 03/01/15		2,000		2,033
Petco Animal Supplies
9.250%, 12/01/18 (B)		930		995
Phillips-Van Heusen
7.375%, 05/15/20		2,890		3,056

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Pinnacle Entertainment
8.750%, 05/15/20	$	4,425	$	4,602
Quebecor Media
7.750%, 03/15/16		2,445		2,537
Quebecore Media (Escrow Security)
0.000%, 11/15/13 (A) (G)		1,725		—
0.000%, 03/15/16 (H) (I)		1,915		115
Quiksilver
6.875%, 04/15/15		1,610		1,586
QVC (B)
7.500%, 10/01/19		2,755		2,893
7.375%, 10/15/20		415		433
Regal Entertainment Group
9.125%, 08/15/18		705		754
Rent-A-Center
6.625%, 11/15/20 (B)		550		542
Rental Services
9.500%, 12/01/14		649		680
Reynolds Group Issuer (B)
9.000%, 04/15/19		2,755		2,851
8.500%, 05/15/18		2,240		2,268
8.250%, 02/15/21		3,647		3,610
7.750%, 10/15/16		4,825		5,102
6.875%, 02/15/21		250		252
River Rock Entertainment Authority
9.750%, 11/01/11		4,515		3,793
RJ Tower
12.000%, 06/01/13 (A)		172		1
Roadhouse Financing
10.750%, 10/15/17 (B)		1,840		1,973
RSC Equipment Rental (B)
10.000%, 07/15/17		1,750		1,995
8.250%, 02/01/21		2,739		2,849
Salem Communications
9.625%, 12/15/16		950		1,026
Sally Holdings LLC
9.250%, 11/15/14		1,360		1,426
San Pasqual Casino
8.000%, 09/15/13 (B)		1,670		1,670
Sbarro
10.375%, 02/01/15 (A) (H)		674		155
Sealy Mattress
8.250%, 06/15/14		2,776		2,804
Seneca Gaming
8.250%, 12/01/18 (B)		3,905		4,022
Service International
7.625%, 10/01/18		55		61
7.000%, 06/15/17		1,060		1,134
7.000%, 05/15/19		720		756
6.750%, 04/01/15		245		261
6.750%, 04/01/16		115		122
Shingle Springs Tribal Gaming Authority
9.375%, 06/15/15 (B)		300		198

98 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Simmons Bedding
11.250%, 07/15/15 (B)	$	2,655	$	2,864
Sinclair Television Group (B)
9.250%, 11/01/17		1,520		1,695
8.375%, 10/15/18		1,575		1,666
Sirius XM Radio (B)
9.750%, 09/01/15		1,425		1,605
8.750%, 04/01/15		1,300		1,463
Sitel
11.500%, 04/01/18 (B)		1,020		950
Stanadyne Holdings
12.000%, 02/15/15 (F)		1,575		1,626
Stanadyne Holdings, Ser 1
10.000%, 08/15/14		750		769
Standard Pacific
10.750%, 09/15/16		955		1,112
8.375%, 05/15/18		377		392
Steinway Musical Instruments
7.000%, 03/01/14 (B)		1,920		1,946
Stoneridge
9.500%, 10/15/17 (B)		930		1,028
Tenneco
6.875%, 12/15/20		630		652
Travelport LLC
11.875%, 09/01/16		2,211		2,062
4.936%, 09/01/14 (D)		856		776
TRW Automotive
7.250%, 03/15/17 (B)		745		819
Turning Stone Resort Casino Enterprise
9.125%, 09/15/14 (B)		4,770		4,913
Uncle Acquisition 2010
8.625%, 02/15/19 (B)		400		420
United Rentals North America
10.875%, 06/15/16		2,600		3,003
9.250%, 12/15/19		770		857
8.375%, 09/15/20		2,450		2,560
Univision Communications (B)
8.500%, 05/15/21		2,800		2,898
7.875%, 11/01/20		1,700		1,798
UPC Holding
9.875%, 04/15/18 (B)		4,060		4,486
Vail Resorts
6.750%, 02/15/14		1,340		1,357
Videotron
9.125%, 04/15/18		800		898
Visant
10.000%, 10/01/17		2,130		2,300
Visteon
6.750%, 04/15/19 (B)		315		315
WMG Acquisition
9.500%, 06/15/16		835		883
Wynn Las Vegas
7.875%, 11/01/17		110		118
7.750%, 08/15/20		3,410		3,615

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
XM Satellite Radio (B)
13.000%, 08/01/13	$	4,565	$	5,421
7.625%, 11/01/18		4,555		4,805
YCC Holdings
10.250%, 02/15/16 (B)		3,340		3,365
				358,399
Consumer Staples — 3.4%
B&G Foods
7.625%, 01/15/18		310		334
Beverages & More
9.625%, 10/01/14 (B)		4,000		4,200
BI-LO
9.250%, 02/15/19 (B)		1,900		1,969
Blue Merger Sub
7.625%, 02/15/19 (B)		4,095		4,151
Bumble Bee Acquisition
9.000%, 12/15/17 (B)		2,155		2,241
Bumble Bee Holdco SCA
9.625%, 03/15/18 (B)		1,990		1,856
Central Garden and Pet
8.250%, 03/01/18		950		995
Chiquita Brands International
8.875%, 12/01/15		1,435		1,478
Constellation Brands
7.250%, 09/01/16		1,600		1,730
7.250%, 05/15/17		1,170		1,269
Cott Beverages
8.375%, 11/15/17		2,165		2,311
8.125%, 09/01/18		950		1,014
Darling International
8.500%, 12/15/18 (B)		550		598
Dean Foods
7.000%, 06/01/16		1,260		1,202
Diversey
8.250%, 11/15/19		1,075		1,153
Diversey Holdings
10.500%, 05/15/20		1,115		1,294
Dole Food
13.875%, 03/15/14		386		467
8.000%, 10/01/16 (B)		205		218
Elizabeth Arden
7.375%, 03/15/21		200		209
Fleming
10.125%, 04/01/08 (A)		1,053		—
Michael Foods
9.750%, 07/15/18 (B)		785		858
NBTY
9.000%, 10/01/18 (B)		1,980		2,148
Rite Aid
10.250%, 10/15/19		150		164
9.750%, 06/12/16		2,410		2,675
9.500%, 06/15/17		4,825		4,337
8.000%, 08/15/20		8,105		8,581
7.500%, 03/01/17		475		475

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 99

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Spectrum Brands Holdings
12.000%, 08/28/19	$	1,787	$	1,993
9.500%, 06/15/18 (B)		520		573
SuperValu
8.000%, 05/01/16		2,805		2,805
US Foodservice
10.250%, 06/30/15 (B)		2,300		2,418
Viskase (B)
9.875%, 01/15/18		1,150		1,239
				56,955
Energy — 7.7%
American Petroleum Tankers
10.250%, 05/01/15 (B)		970		1,021
Antero Resources Finance
9.375%, 12/01/17		645		703
Aquilex Holdings
11.125%, 12/15/16		900		951
Arch Coal
8.750%, 08/01/16		1,975		2,207
7.250%, 10/01/20		65		70
Berry Petroleum
6.750%, 11/01/20		900		928
BreitBurn Energy Partners
8.625%, 10/15/20 (B)		1,020		1,068
Brigham Exploration
8.750%, 10/01/18 (B)		790		877
Bristow Group
7.500%, 09/15/17		1,680		1,766
Chaparral Energy (B)
9.875%, 10/01/20		695		771
8.250%, 09/01/21		910		937
Chesapeake Energy
6.875%, 08/15/18		3,090		3,360
6.625%, 08/15/20		225		240
6.500%, 08/15/17		950		1,027
Cloud Peak Energy Resources
8.250%, 12/15/17		675		736
Comstock Resources
7.750%, 04/01/19		4,940		5,026
Consol Energy
8.250%, 04/01/20		1,450		1,608
8.000%, 04/01/17		1,550		1,697
Continental Resources
7.375%, 10/01/20		2,200		2,365
Copano Energy
7.750%, 06/01/18		3,560		3,720
Crestwood Midstream Partners
7.750%, 04/01/19 (B)		2,000		2,003
Crosstex Energy
8.875%, 02/15/18		1,845		2,011
Denbury Resources
9.750%, 03/01/16		605		682

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dresser-Rand Group
6.500%, 05/01/21 (B)	$	1,360	$	1,403
Dynegy Holdings
7.750%, 06/01/19		2,095		1,626
El Paso
7.750%, 01/15/32		295		331
7.420%, 02/15/37		950		972
7.250%, 06/01/18		815		916
6.950%, 06/01/28		295		299
Encore Acquisition
9.500%, 05/01/16		415		468
Energy Transfer Equity
7.500%, 10/15/20		2,993		3,255
EV Energy Partners
8.000%, 04/15/19 (B)		550		560
EXCO Resources
7.500%, 09/15/18		2,695		2,735
Forbes Energy Services
11.000%, 02/15/15		1,662		1,731
Forest Oil
8.500%, 02/15/14		75		84
8.000%, 12/15/11		585		611
7.250%, 06/15/19		2,075		2,168
Frontier Oil
6.875%, 11/15/18		760		792
GMX Resources
11.375%, 02/15/19 (B)		485		472
Helix Energy Solutions Group
9.500%, 01/15/16 (B)		1,330		1,403
Hercules Offshore
10.500%, 10/15/17 (B)		905		928
Hilcorp Energy I (B)
8.000%, 02/15/20		765		815
7.625%, 04/15/21		405		424
Holly
9.875%, 06/15/17		1,500		1,695
International Coal Group
9.125%, 04/01/18		1,570		1,782
James River Escrow
7.875%, 04/01/19 (B)		1,700		1,760
Key Energy Services
6.750%, 03/01/21		235		239
Kinder Morgan Finance
6.000%, 01/15/18 (B)		3,080		3,180
Laredo Petroleum
9.500%, 02/15/19 (B)		2,255		2,348
Linn Energy (B)
8.625%, 04/15/20		750		833
7.750%, 02/01/21		510		544
MarkWest Energy Partners
8.750%, 04/15/18		1,005		1,095
MEG Energy
6.500%, 03/15/21 (B)		4,306		4,376
Murray Energy
10.250%, 10/15/15 (B)		1,020		1,097

100 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Newfield Exploration
7.125%, 05/15/18	$	3,040	$	3,268
6.875%, 02/01/20		850		897
NFR Energy
9.750%, 02/15/17 (B)		1,070		1,059
Oasis Petroleum
7.250%, 02/01/19 (B)		925		937
OPTI Canada
9.000%, 12/15/12 (B)		3,650		3,709
8.250%, 12/15/14		2,180		1,164
Parker Drilling
9.125%, 04/01/18		2,505		2,693
Penn Virginia
10.375%, 06/15/16		400		452
PetroHawk Energy
10.500%, 08/01/14		800		919
7.875%, 06/01/15		2,165		2,295
7.250%, 08/15/18 (B)		2,610		2,688
7.250%, 08/15/18		1,890		1,947
Petroleum Development
12.000%, 02/15/18		2,000		2,267
Pioneer Drilling
9.875%, 03/15/18		515		554
Plains Exploration & Production
10.000%, 03/01/16		85		96
7.750%, 06/15/15		290		303
7.625%, 06/01/18		550		588
7.625%, 04/01/20		325		348
7.000%, 03/15/17		1,250		1,291
Pride International
6.875%, 08/15/20		885		1,003
Quicksilver Resources
11.750%, 01/01/16		2,500		2,912
7.125%, 04/01/16		3,399		3,357
RAAM Global Energy
12.500%, 10/01/15 (B)		1,120		1,176
Regency Energy Partners
9.375%, 06/01/16		735		836
6.875%, 12/01/18		3,360		3,578
SandRidge Energy
8.750%, 01/15/20		300		327
8.000%, 06/01/18 (B)		325		340
7.500%, 03/15/21 (B)		3,855		4,000
SM Energy
6.625%, 02/15/19 (B)		195		200
Targa Resources Partners
11.250%, 07/15/17		3,000		3,495
7.875%, 10/15/18 (B)		1,845		1,946
Tesoro
9.750%, 06/01/19		950		1,078
Thermon Industries
9.500%, 05/01/17		1,600		1,728
Trinidad Drilling
7.875%, 01/15/19 (B)		550		580

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Whiting Petroleum
6.500%, 10/01/18	$	275	$	285
				131,032
Financials — 11.5%
Alliant Holdings I
11.000%, 05/01/15 (B)		2,950		3,127
Ally Financial
8.000%, 11/01/31		2,610		2,845
7.500%, 09/15/20 (B)		1,715		1,829
6.750%, 12/01/14		4,873		5,135
6.250%, 12/01/17 (B)		845		861
American Capital
7.960%, 12/31/13 (B)		285		284
American General Finance MTN
5.400%, 12/01/15		2,450		2,236
American International Group
8.175%, 05/15/58 (D)		1,480		1,593
AMO Escrow
11.500%, 12/15/17 (B)		580		619
Bank of America
8.000%, 12/29/49 (D)		920		989
Bankrate
11.750%, 07/15/15 (B)		1,700		1,934
Cardtronics
8.250%, 09/01/18		4,490		4,888
Cemex Finance
9.500%, 12/14/16 (B)		3,945		4,251
CEVA Group (B)
11.625%, 10/01/16		2,925		3,218
11.500%, 04/01/18		2,500		2,716
CIT Group
7.000%, 05/01/13		138		140
7.000%, 05/01/14		271		276
7.000%, 05/01/15		510		515
7.000%, 05/01/16		8,007		8,017
7.000%, 05/01/17		9,764		9,776
6.625%, 04/01/18 (B)		570		578
Citigroup Capital XXI
8.300%, 12/21/57 (D)		870		905
City National Bank
9.000%, 08/12/19		3,384		3,873
CNO Financial Group
9.000%, 01/15/18 (B)		1,450		1,537
Credit Acceptance
9.125%, 02/01/17 (B)		1,300		1,402
9.125%, 02/01/17		2,400		2,595
E*Trade Financial
7.375%, 09/15/13		3,669		3,682
E*Trade Financial PIK
12.500%, 11/30/17		1,726		2,058
Fifth Third Capital Trust IV
6.500%, 04/15/37 (D)		1,875		1,826
FireKeepers Development Authority
13.875%, 05/01/15 (B)		3,450		4,088

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 101

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ford Motor Credit
7.000%, 04/15/15	$	350	$	379
6.625%, 08/15/17		1,145		1,222
Ford Motor Credit LLC
12.000%, 05/15/15		1,280		1,611
8.700%, 10/01/14		1,505		1,708
8.000%, 12/15/16		2,720		3,088
Fresenius US Finance II
9.000%, 07/15/15 (B)		300		344
Genworth Financial
6.150%, 11/15/66 (D)		1,535		1,213
HBOS Capital Funding
6.071%, 06/30/49 (B) (D)		1,435		1,311
Hellas Telecommunications II
6.881%, 01/15/15 (A) (B) (D)		2,250		6
Host Hotels & Resorts
9.000%, 05/15/17‡		575		648
Host Marriott LP, Ser Q
6.750%, 06/01/16‡		1,275		1,315
HUB International Holdings
10.250%, 06/15/15 (B)		360		373
9.000%, 12/15/14 (B)		2,000		2,090
Icahn Enterprises
8.000%, 01/15/18		3,400		3,494
7.750%, 01/15/16		4,540		4,665
ILFC E-Capital Trust I
5.970%, 12/21/65 (B) (D)		830		691
ILFC E-Capital Trust II
6.250%, 12/21/65 (B) (D)		2,040		1,714
ING Groep
5.775%, 12/29/49 (D)		380		352
Interactive Data
10.250%, 08/01/18 (B)		1,200		1,338
International Lease Finance
8.875%, 09/15/15 (B)		2,160		2,376
8.750%, 03/15/17 (B)		2,355		2,649
8.250%, 12/15/20		400		439
Ironshore Holdings US
8.500%, 05/15/20 (B)		4,600		4,751
Kennedy-Wilson
8.750%, 04/01/19 (B)		3,250		3,227
Liberty Mutual Group
7.000%, 03/15/37 (B) (D)		1,275		1,226
Lloyds Banking Group
6.267%, 11/14/16 (B)		480		388
5.920%, 09/29/49 (B) (D)		605		487
Lyondell Chemical
8.000%, 11/01/17 (B)		5,470		6,031
Marlin Water Trust II
6.310%, 07/15/03 (A) (B)		4,200		—
National Life Insurance
10.500%, 09/15/39 (B)		990		1,244
NCO Group
11.875%, 11/15/14		1,150		1,006

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Novelis (B)
8.750%, 12/15/20	$	835	$	919
8.375%, 12/15/17		2,065		2,235
NSG Holdings
7.750%, 12/15/25 (B)		3,000		2,940
Nuveen Investments
10.500%, 11/15/15		9,235		9,489
10.500%, 11/15/15 (B)		555		567
5.500%, 09/15/15		1,055		926
Offshore Group Investments
11.500%, 08/01/15 (B)		4,040		4,484
Ohio Casualty
7.300%, 06/15/14		905		979
Omega Healthcare Investors‡
7.500%, 02/15/20		3,495		3,740
6.750%, 10/15/22 (B)		840		858
PHH
9.250%, 03/01/16 (B)		980		1,066
Pinafore
9.000%, 10/01/18 (B)		1,820		1,975
Pinnacle Foods Finance
10.625%, 04/01/17		1,660		1,780
8.250%, 09/01/17		600		627
PNC Preferred Funding Trust II
6.113%, 03/29/49 (B) (D)		4,670		3,899
Protective Life
8.450%, 10/15/39		2,800		3,123
Realogy
7.875%, 02/15/19 (B)		791		785
Regions Bank
7.500%, 05/15/18		250		264
Regions Financial
7.750%, 11/10/14		1,110		1,199
5.750%, 06/15/15		230		234
Sabra Health Care
8.125%, 11/01/18‡		1,785		1,883
Snoqualmie Entertainment Authority
9.125%, 02/01/15 (B)		2,550		2,537
4.136%, 02/01/14 (B) (D)		645		584
SunTrust Capital VIII
6.100%, 12/15/36 (D)		1,785		1,740
Susquehanna Capital II
11.000%, 03/23/40		1,300		1,397
UPCB Finance III
6.625%, 07/01/20 (B)		1,150		1,127
USB Realty
6.091%, 12/29/49 (B) (D)		2,300		1,932
USI Holdings
9.750%, 05/15/15 (B)		4,619		4,734
Ventas Realty L.P.
6.750%, 04/01/17‡		850		901
Wind Acquisition Holdings Finance
12.250%, 07/15/17 (B)		1,023		1,238
XL Capital
6.500%, 12/31/49 (D)		1,900		1,743

102 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Yankee Acquisition, Ser B
9.750%, 02/15/17	$	2,250	$	2,393
8.500%, 02/15/15		900		934
				194,411
Health Care — 8.2%
Accellent
10.000%, 11/01/17 (B)		1,555		1,555
8.375%, 02/01/17		2,170		2,327
Alere
9.000%, 05/15/16		3,310		3,525
American Renal Holdings
9.750%, 03/01/16 (B)		2,357		2,327
8.375%, 05/15/18		2,570		2,711
Aurora Diagnostics Holdings
10.750%, 01/15/18 (B)		2,730		2,812
Aviv Healthcare Properties
7.750%, 02/15/19 (B)		1,220		1,272
Bausch & Lomb
9.875%, 11/01/15		670		719
Biomet
11.625%, 10/15/17		7,370		8,218
10.375%, 10/15/17		5,155		5,664
10.000%, 10/15/17		6,245		6,846
BioScrip
10.250%, 10/01/15		4,493		4,678
Catalent Pharma Solutions
9.500%, 04/15/15		5,960		6,116
ConvaTec Healthcare E
10.500%, 12/15/18 (B)		1,220		1,281
DaVita
6.625%, 11/01/20		256		259
6.375%, 11/01/18		1,465		1,480
DJO Finance
10.875%, 11/15/14		995		1,085
9.750%, 10/15/17 (B)		7,456		7,829
Elan Finance PLC
8.875%, 12/01/13		1,500		1,551
Giant Funding
8.250%, 02/01/18 (B)		1,965		2,017
HCA
9.875%, 02/15/17		160		179
9.625%, 11/15/16		7,481		8,061
9.250%, 11/15/16		1,190		1,287
8.500%, 04/15/19		2,160		2,398
HCA Holdings
7.750%, 05/15/21 (B)		2,105		2,195
Health Management Associates
6.125%, 04/15/16		1,685		1,740
Healthsouth
8.125%, 02/15/20		2,870		3,107
7.750%, 09/15/22		745		775
7.250%, 10/01/18		510		527

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lantheus Medical Imaging
9.750%, 05/15/17	$	3,700	$	3,857
9.750%, 05/15/17 (B)		670		698
MedAssets
8.000%, 11/15/18 (B)		570		583
Multiplan
9.875%, 09/01/18 (B)		1,230		1,316
Mylan (B)
7.875%, 07/15/20		1,785		1,941
7.625%, 07/15/17		3,130		3,369
6.000%, 11/15/18		1,215		1,215
Novasep Holding SAS
9.750%, 12/15/16 (B)		490		314
Omnicare
6.125%, 06/01/13		174		175
OnCure Holdings
11.750%, 05/15/17		600		601
PharmaNet Development Group
10.875%, 04/15/17 (B)		3,915		4,306
Radiation Therapy Services
9.875%, 04/15/17		2,100		2,142
Radnet Management
10.375%, 04/01/18		975		986
Select Medical
7.625%, 02/01/15		3,725		3,790
STHI Holding
8.000%, 03/15/18 (B)		3,780		3,912
Surgical Care Affiliates
8.875%, 07/15/15 (B)		1,254		1,283
Talecris Biotherapeutics Holdings
7.750%, 11/15/16		1,435		1,575
Tenet Healthcare
10.000%, 05/01/18		95		111
9.250%, 02/01/15		1,630		1,795
8.875%, 07/01/19		215		245
8.000%, 08/01/20		290		302
UHS Escrow
7.000%, 10/01/18 (B)		1,850		1,910
United Surgical Partners International PIK
9.250%, 05/01/17		1,390		1,470
Universal Hospital Services
8.500%, 06/01/15		225		235
Valeant Pharmaceuticals International (B)
7.250%, 07/15/22		595		576
7.000%, 10/01/20		3,647		3,537
6.875%, 12/01/18		1,630		1,597
6.750%, 10/01/17		787		775
6.500%, 07/15/16		380		375
Vanguard Health Holding II
8.000%, 02/01/18		2,640		2,703
VWR Funding PIK
10.250%, 07/15/15		5,555		5,874

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 103

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Warner Chilcott
7.750%, 09/15/18 (B)	$	855	$	896
				139,005
Industrials — 9.6%
ACCO Brands
10.625%, 03/15/15		2,360		2,661
7.625%, 08/15/15		675		688
Accuride
9.500%, 08/01/18		3,300		3,671
ACL I
10.625%, 02/15/16 (B)		2,000		2,040
Acquisition Lanza Parent
10.000%, 06/01/17 (B)		1,250		1,378
Actuant
6.875%, 06/15/17		2,000		2,060
Aguila 3
7.875%, 01/31/18 (B)		185		189
Aircastle
9.750%, 08/01/18		10		11
9.750%, 08/01/18		635		703
Aleris International
7.625%, 02/15/18 (B)		875		877
0.000%, 12/15/16 (A)		1,800		—
Aleris International PIK
0.000%, 12/15/14 (A)		725		—
Alion Science & Technology
12.000%, 11/01/14		2,437		2,510
10.250%, 02/01/15		1,000		810
Alliant Techsystems
6.875%, 09/15/20		175		183
6.750%, 04/01/16		3,780		3,879
American Axle & Manufacturing
7.875%, 03/01/17		2,320		2,355
American Tire Distributors
9.750%, 06/01/17		515		566
AMGH Merger Sub
9.250%, 11/01/18 (B)		1,404		1,508
Amsted Industries
8.125%, 03/15/18 (B)		775		826
ArvinMeritor
10.625%, 03/15/18		445		501
8.125%, 09/15/15		675		702
Associated Materials
9.125%, 11/01/17 (B)		2,430		2,600
AWAS Aviation Capital
7.000%, 10/15/16 (B)		1,250		1,250
Baker & Taylor
11.500%, 07/01/13 (B)		1,050		908
BE Aerospace
6.875%, 10/01/20		1,000		1,035
Belden
9.250%, 06/15/19		610		676
Building Materials Corp of America
6.875%, 08/15/18 (B)		2,375		2,428

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Case New Holland
7.875%, 12/01/17 (B)	$	970	$	1,078
7.750%, 09/01/13		360		392
Casella Waste Systems
11.000%, 07/15/14		170		193
7.750%, 02/15/19 (B)		1,520		1,520
CDW
8.000%, 12/15/18 (B)		1,000		1,055
Cemex Espana Luxembourg
9.250%, 05/12/20 (B)		1,639		1,698
Chart Industries
9.125%, 10/15/15		1,800		1,881
Clean Harbors
7.625%, 08/15/16		482		512
7.625%, 08/15/16 (B)		405		430
Coleman Cable
9.000%, 02/15/18		2,965		3,120
Columbus McKinnon
7.875%, 02/01/19 (B)		400		411
CPM Holdings
10.875%, 09/01/14 (B)		2,105		2,273
DAE Aviation Holdings
11.250%, 08/01/15 (B)		875		925
Delta Air Lines
12.250%, 03/15/15 (B)		2,200		2,464
DynCorp International
10.375%, 07/01/17 (B)		4,510		4,882
Esterline Technologies
7.000%, 08/01/20		1,300		1,360
Express
8.750%, 03/01/18		700		760
General Cable
7.125%, 04/01/17		1,050		1,083
Geo Group
7.750%, 10/15/17		980		1,045
6.625%, 02/15/21 (B)		190		188
Global Aviation Holdings
14.000%, 08/15/13		2,750		3,224
Great Lakes Dredge & Dock
7.375%, 02/01/19 (B)		745		754
Griffon
7.125%, 04/01/18 (B)		2,245		2,284
Huntington Ingalls Industries (B)
7.125%, 03/15/21		500		521
6.875%, 03/15/18		500		522
Intcomex
13.250%, 12/15/14		4,780		5,031
Interface
7.625%, 12/01/18 (B)		810		842
Interline Brands
7.000%, 11/15/18		1,295		1,328
International Wire Group
9.750%, 04/15/15 (B)		975		1,035
Iron Mountain
8.750%, 07/15/18		1,020		1,074
8.375%, 08/15/21		1,070		1,158

104 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Kansas City Southern de Mexico
8.000%, 02/01/18	$	750	$	818
Koppers
7.875%, 12/01/19		1,620		1,758
Kratos Defense & Security Solutions
10.000%, 06/01/17		1,250		1,378
Manitowoc
9.500%, 02/15/18		1,900		2,100
8.500%, 11/01/20		1,090		1,169
Masco
6.125%, 10/03/16		300		308
Mueller Water Products
8.750%, 09/01/20		585		651
7.375%, 06/01/17		1,180		1,153
Neehah Foundry
15.000%, 07/29/15		93		93
Niska Gas Storage US
8.875%, 03/15/18		1,085		1,180
Oshkosh
8.500%, 03/01/20		1,000		1,121
8.250%, 03/01/17		1,475		1,623
Ply Gem Industries
13.125%, 07/15/14		1,120		1,238
8.250%, 02/15/18 (B)		700		719
Polymer Group
7.750%, 02/01/19 (B)		2,190		2,258
Polypore International
7.500%, 11/15/17 (B)		4,380		4,599
Quality Distribution
11.750%, 11/01/13		64		64
9.875%, 11/01/18 (B)		4,000		4,150
RailAmerica
9.250%, 07/01/17		740		819
RBS Global
8.500%, 05/01/18		1,570		1,696
RBS Global and Rexnord
11.750%, 08/01/16		860		922
Sabine Pass LNG L.P.
7.500%, 11/30/16 (B)		1,540		1,582
7.500%, 11/30/16		5,760		5,918
Seminole Indian Tribe of Florida
7.750%, 10/01/17 (B)		680		719
Sequa
11.750%, 12/01/15 (B)		3,400		3,672
Sequa PIK
13.500%, 12/01/15 (B)		500		546
ServiceMaster
10.750%, 07/15/15 (B)		3,390		3,602
7.250%, 03/01/38		1,515		1,136
Spirit Aerosystems
7.500%, 10/01/17		935		1,005
SPX
7.625%, 12/15/14		1,190		1,311
Susser Holdings
8.500%, 05/15/16		550		595

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Swift Services Holdings
10.000%, 11/15/18 (B)	$	905	$	982
Swift Transportation
12.500%, 05/15/17 (B)		680		733
syncreon Global Ireland
9.500%, 05/01/18 (B)		3,112		3,221
Terex
10.875%, 06/01/16		950		1,104
8.000%, 11/15/17		2,885		3,040
Thermadyne Holdings
9.000%, 12/15/17 (B)		1,500		1,584
Ticketmaster Entertainment
10.750%, 08/01/16		4,890		5,342
Titan International
7.875%, 10/01/17 (B)		3,420		3,625
Tops Holding
10.125%, 10/15/15		530		570
Trimas
9.750%, 12/15/17		780		859
Triumph Group
8.625%, 07/15/18		310		342
United Air Lines
12.000%, 11/01/13 (B)		1,155		1,255
United Air Lines, Ser 95A1
9.560%, 10/19/18		475		138
9.020%, 04/19/12 (A)		303		121
United Maritime Group
11.750%, 06/15/15		4,200		4,358
USG
8.375%, 10/15/18 (B)		1,255		1,312
6.300%, 11/15/16		1,485		1,396
				161,943
Information Technology — 5.5%
Activant Solutions
9.500%, 05/01/16		1,645		1,694
Aeroflex
11.750%, 02/15/15		1,465		1,593
Allen Systems Group
10.500%, 11/15/16 (B)		1,185		1,203
Amkor Technology
7.375%, 05/01/18		1,700		1,759
Aspect Software
10.625%, 05/15/17 (B)		3,890		4,162
Avaya
10.125%, 11/01/15		3,173		3,244
9.750%, 11/01/15		960		976
7.000%, 04/01/19 (B)		3,090		3,013
Brocade Communications Systems
6.625%, 01/15/18		440		466
CommScope (B)
8.250%, 01/15/19		3,095		3,234
Compucom Systems
12.500%, 10/01/15 (B)		5,880		6,358

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 105

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Fidelity National Information Services
7.875%, 07/15/20	$	1,185	$	1,295
7.625%, 07/15/17		1,230		1,333
First Data
12.625%, 01/15/21 (B)		2,109		2,288
11.250%, 03/31/16		1,190		1,186
10.550%, 09/24/15		6,274		6,502
9.875%, 09/24/15		1,540		1,578
8.875%, 08/15/20 (B)		830		911
8.750%, 01/15/22 (B)		1,055		1,050
8.250%, 01/15/21 (B)		1,052		1,049
7.375%, 06/15/19 (B)		315		320
Freescale Semiconductor
10.125%, 03/15/18 (B)		535		599
9.250%, 04/15/18 (B)		4,800		5,256
GXS Worldwide
9.750%, 06/15/15		8,905		9,061
JDA Software Group
8.000%, 12/15/14		675		739
MagnaChip Semiconductor
10.500%, 04/15/18		2,000		2,235
MEMC Electronic Materials
7.750%, 04/01/19 (B)		700		717
NXP Funding LLC
10.000%, 07/15/13 (B)		489		543
9.750%, 08/01/18 (B)		2,235		2,503
9.500%, 10/15/15		840		892
7.875%, 10/15/14		1,112		1,155
Open Solutions
9.750%, 02/01/15 (B)		4,200		2,940
Sabre Holdings
8.350%, 03/15/16		1,675		1,616
Seagate HDD Cayman
7.750%, 12/15/18 (B)		1,165		1,206
Smart Modular Technologies
5.803%, 04/01/12 (D)		670		670
Spansion
7.875%, 11/15/17 (B)		1,275		1,297
SSI Investments II
11.125%, 06/01/18		755		846
STATS ChipPAC
7.500%, 08/12/15 (B)		2,375		2,589
Stratus Technologies
12.000%, 03/29/15 (B)		2,300		2,119
SunGard Data Systems
10.250%, 08/15/15		4,433		4,655
7.375%, 11/15/18 (B)		810		828
Travelport
9.000%, 03/01/16		210		195
Travelport LLC
9.875%, 09/01/14		1,500		1,461
Unisys (B)
14.250%, 09/15/15		999		1,196
12.750%, 10/15/14		1,864		2,213

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Zayo Group
10.250%, 03/15/17	$	865	$	951
				93,696
Materials — 6.8%
AK Steel
7.625%, 05/15/20		2,418		2,466
Algoma Acquisition
9.875%, 06/15/15 (B)		1,415		1,302
APERAM
7.750%, 04/01/18 (B)		1,020		1,041
Appleton Papers
10.500%, 06/15/15 (B)		940		989
Ardagh Packaging Finance (B)
9.125%, 10/15/20		1,260		1,364
7.375%, 10/15/17		300		321
Ashland
9.125%, 06/01/17		1,845		2,117
Atkore International
9.875%, 01/01/18 (B)		2,035		2,172
Berry Plastics
10.250%, 03/01/16		710		690
9.750%, 01/15/21 (B)		1,755		1,737
Boise Paper Holdings
9.000%, 11/01/17		1,270		1,410
BWAY Holding
10.000%, 06/15/18 (B)		1,130		1,243
Cascades
7.875%, 01/15/20		1,320		1,393
7.750%, 12/15/17		700		739
Celanese US Holdings
6.625%, 10/15/18 (B)		550		567
Cemex
9.000%, 01/11/18 (B)		3,020		3,167
CF Industries
6.875%, 05/01/18		4,825		5,416
Chemtura
7.875%, 09/01/18 (B)		1,205		1,274
Clearwater Paper
10.625%, 06/15/16		790		893
7.125%, 11/01/18 (B)		865		906
Domtar
10.750%, 06/01/17		1,700		2,125
9.500%, 08/01/16		275		325
Exopack Holding
11.250%, 02/01/14		750		772
Ferro
7.875%, 08/15/18		800		848
FMG Resources (B)
7.000%, 11/01/15		1,830		1,899
6.875%, 02/01/18		210		219
Georgia-Pacific LLC
8.250%, 05/01/16 (B)		890		1,003

106 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
8.000%, 01/15/24	$	1,690	$	1,931
7.125%, 01/15/17 (B)		4,310		4,574
Graham Packaging
8.250%, 01/01/17		95		102
8.250%, 10/01/18		2,050		2,199
Graphic Packaging International
9.500%, 06/15/17		1,265		1,404
7.875%, 10/01/18		1,675		1,794
Headwaters
7.625%, 04/01/19 (B)		1,215		1,215
Hexion US Finance
9.000%, 11/15/20 (B)		1,430		1,483
8.875%, 02/01/18		1,725		1,824
Huntsman International
8.625%, 03/15/20		435		474
8.625%, 03/15/21 (B)		255		278
7.375%, 01/01/15		239		244
5.500%, 06/30/16		485		477
Ineos Group Holdings PLC
8.500%, 02/15/16 (B)		1,030		1,039
JMC Steel Group
8.250%, 03/15/18 (B)		3,970		4,059
Lyondell Chemical
11.000%, 05/01/18		7,401		8,308
MacDermid
9.500%, 04/15/17 (B)		1,045		1,110
Midwest Vanadium
11.500%, 02/15/18 (B)		1,100		1,134
Millar Western Forest Products
8.500%, 04/01/21 (B)		1,135		1,135
7.750%, 11/15/13		1,040		1,054
Momentive Performance Materials
9.000%, 01/15/21 (B)		4,420		4,569
Momentive Performance Materials PIK
2.078%, 06/04/17 (C)		1,700		1,488
Nalco
6.625%, 01/15/19 (B)		1,882		1,936
NewPage
11.375%, 12/31/14		570		571
Nexeo Solutions
8.375%, 03/01/18 (B)		1,525		1,555
Noranda Aluminium Acquisition PIK
6.828%, 05/15/15 (D)		2,668		2,568
Nova Chemicals
8.625%, 11/01/19		420		470
Packaging Dynamics (B)
8.750%, 02/01/16		3,124		3,195
PH Glatfelter
7.125%, 05/01/16		1,155		1,186
Plastipak Holdings
10.625%, 08/15/19 (B)		590		673
PolyOne
7.375%, 09/15/20		1,375		1,447

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Pregis
12.375%, 10/15/13	$	3,081	$	3,039
Rain CII Carbon
8.000%, 12/01/18 (B)		310		332
Reichhold Industries
9.000%, 08/15/14 (B)		1,969		1,735
Rhodia
6.875%, 09/15/20 (B)		1,970		2,007
Ryerson
12.000%, 11/01/15		1,215		1,324
Scotts Miracle-Gro
7.250%, 01/15/18		295		314
Sealed Air
7.875%, 06/15/17		1,120		1,252
Solo Cup
10.500%, 11/01/13		755		789
Solutia
8.750%, 11/01/17		1,150		1,265
7.875%, 03/15/20		865		939
Standard Steel
12.000%, 05/01/15 (B)		2,850		2,950
Verso Paper Holdings
11.500%, 07/01/14		1,152		1,258
8.750%, 02/01/19 (B)		476		495
Vertellus Specialties
9.375%, 10/01/15 (B)		3,390		3,627
				115,220
Telecommunication Services — 5.6%
Buccaneer Merger Sub
9.125%, 01/15/19 (B)		2,340		2,480
Cincinnati Bell
8.375%, 10/15/20		1,155		1,135
Clearwire Communications (B)
12.000%, 12/01/15		10,350		11,178
12.000%, 12/01/17		1,829		1,955
Cogent Communications Group
8.375%, 02/15/18 (B)		590		608
Cricket Communications
7.750%, 10/15/20		970		977
Crown Castle International
9.000%, 01/15/15		1,510		1,665
Digicel
12.000%, 04/01/14 (B)		500		586
Digicel Group (B)
10.500%, 04/15/18		2,290		2,622
8.250%, 09/01/17		2,244		2,379
Frontier Communications
8.500%, 04/15/20		910		986
GCI
8.625%, 11/15/19		1,115		1,224
Global Crossing
12.000%, 09/15/15		1,370		1,562

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 107

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Inmarsat Finance
7.375%, 12/01/17 (B)	$	2,125	$	2,242
Intelsat Jackson Holding
11.250%, 06/15/16		3,475		3,705
9.500%, 06/15/16		1,270		1,340
7.250%, 04/01/19 (B)		1,865		1,867
7.250%, 10/15/20 (B)		1,305		1,305
Intelsat Luxembourg
11.500%, 02/04/17		2,947		3,234
11.250%, 02/04/17		2,150		2,349
Intelsat Subsidiary Holding
8.875%, 01/15/15		1,150		1,187
8.875%, 01/15/15 (B)		320		329
ITC Deltacom
10.500%, 04/01/16		690		761
Level 3 Financing
10.000%, 02/01/18		3,320		3,324
Lucent Technologies
6.450%, 03/15/29		1,740		1,496
MetroPCS Wireless
7.875%, 09/01/18		2,365		2,531
6.625%, 11/15/20		1,000		999
NII Capital
10.000%, 08/15/16		845		963
7.625%, 04/01/21		590		603
Orascom Telecom Finance
7.875%, 02/08/14 (B)		1,800		1,850
PAETEC Holding
9.875%, 12/01/18 (B)		1,960		2,068
9.500%, 07/15/15		320		335
8.875%, 06/30/17		700		754
Qwest
7.500%, 06/15/23		1,015		1,018
7.250%, 09/15/25		350		373
7.250%, 10/15/35		1,200		1,218
6.875%, 09/15/33		225		225
Qwest Communications International
8.000%, 10/01/15		300		331
Qwest Communications International, Ser B
7.500%, 02/15/14		1,635		1,662
Sable International Finance MTN
7.750%, 02/15/17 (B)		590		620
SBA Telecommunications
8.250%, 08/15/19		305		337
8.000%, 08/15/16		200		218
Sprint Capital
8.750%, 03/15/32		5,880		6,255
6.900%, 05/01/19		355		367
Telcordia Technologies
11.000%, 05/01/18 (B)		8,140		9,056
Telesat Canada
12.500%, 11/01/17		760		906

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Trilogy International Partners
10.250%, 08/15/16 (B)	$	60	$	62
tw telecom holdings
8.000%, 03/01/18		1,585		1,710
Virgin Media Finance PLC
9.500%, 08/15/16		125		142
8.375%, 10/15/19		670		754
West
11.000%, 10/15/16		960		1,032
Wind Acquisition Finance
11.750%, 07/15/17 (B)		3,018		3,470
7.250%, 02/15/18 (B)		610		637
Windstream
8.125%, 09/01/18 (B)		585		624
7.750%, 10/01/21		1,065		1,082
7.500%, 04/01/23		330		325
				95,023
Utilities — 1.7%
AES
9.750%, 04/15/16		1,210		1,389
7.750%, 03/01/14		50		54
Calpine (B)
7.875%, 07/31/20		2,737		2,908
7.500%, 02/15/21		2,212		2,289
7.250%, 10/15/17		300		312
Calpine Generating
0.000%, 04/01/11 (A) (D)		1,600		204
Edison Mission Energy
7.625%, 05/15/27		1,700		1,266
Elwood Energy
8.159%, 07/05/26		734		727
Energy Future Holdings
10.875%, 11/01/17		241		201
10.000%, 01/15/20		245		260
Energy Future Intermediate Holding
10.000%, 12/01/20		3,259		3,453
GenOn Escrow
9.500%, 10/15/18 (B)		690		718
Mirant (Escrow Security)
0.000%, 07/15/04 (A)		450		5
Mirant Americas Generation LLC
8.500%, 10/01/21		1,130		1,175
North American Energy Alliance
10.875%, 06/01/16 (B)		1,100		1,232
NRG Energy
8.500%, 06/15/19		2,185		2,300
8.250%, 09/01/20 (B)		1,555		1,617
7.625%, 01/15/18 (B)		820		851
7.375%, 02/01/16		1,295		1,340
7.375%, 01/15/17		2,900		3,023
Public Service of New Mexico
7.950%, 05/15/18		2,600		2,921

108 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Puget Sound Energy
6.974%, 06/01/67 (D)	$	905	$	883
				29,128
Total Corporate Obligations (Cost $1,300,466) ($ Thousands)				1,374,812
LOAN PARTICIPATIONS — 5.8%
AL Gulf Coast Terminals
6.750%, 06/02/16		481		478
Alliance Laundry Systems
6.750%, 09/23/16		27		28
6.250%, 09/23/16		1,500		1,513
Alliant Holdings I
7.250%, 08/21/14		500		500
American General Finance
7.250%, 04/08/15		3,610		3,612
Asurion
6.750%, 03/31/15		1,500		1,516
Asurion, 2nd Lien
6.757%, 07/03/15		3,686		3,643
Attachmate
0.000%, 02/25/17 (K)		1,750		1,735
Avaya
3.061%, 10/26/14		1,790		1,733
Aventine Renewable
10.500%, 12/15/15		9		8
Aventine Renewable Energy Holdings
10.500%, 12/01/15		3,392		3,372
Boston Generating, 2nd Lien
8.500%, 06/20/14		700		15
Boston Generating, Mezzanine
11.250%, 12/20/16		222		—
Brock Holdings
10.000%, 03/16/18		390		400
Caesar’s Entertainment
3.303%, 01/28/15		450		418
Central Parking
2.563%, 05/22/14		608		515
Central Parking, 1st Lien
2.563%, 05/22/14		1,426		1,207
Claire’s Stores
5.000%, 05/27/14		3		3
3.057%, 05/27/14		717		682
3.054%, 05/27/14		150		143
Clear Channel
3.906%, 01/29/16		306		270
CommScope
5.000%, 01/14/18		1,500		1,509
Cristal Inorganic Chemicals
6.053%, 11/15/14		2,450		2,444
CTV, Term Loan B-14
0.000%, 12/27/14 (K)		555		559
Dex Media East Term Loan
0.000%, 10/24/14 (K)		450		351

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Echostar (K)
0.000%, 06/30/19	$	1,935	$	1,935
First Data
3.002%, 09/24/14		2,750		2,633
First Data, Initial Tranche B-1
3.014%, 09/24/14		952		912
First Data, Initial Tranche B-2
3.006%, 09/24/14		311		298
Firth Rixson Facility B
4.803%, 12/18/15		500		482
Firth Rixson Facility C
5.303%, 12/20/16		500		484
Gambro Aktiebolag
5.064%, 11/24/16		1,675		1,666
5.064%, 05/24/16		922		911
Georgia Pacific
2.533%, 12/20/12		16		16
2.299%, 12/20/12		159		159
Green Valley Ranch Gaming, 2nd Lien
3.507%, 08/06/14 (A)		2,000		14
Guitar Center
3.770%, 10/09/13		1,833		1,741
Harrah’s Operating
9.500%, 01/28/15		2,970		3,128
3.533%, 01/28/15		2		2
3.498%, 01/28/15		1,234		1,147
3.303%, 01/28/15		6		6
Iasis Healthcare
5.725%, 06/13/14		4,460		4,402
Ineos Group, Term Loan B-2
7.500%, 12/16/13		1,203		1,241
Ineos Group, Term Loan C-2
8.000%, 12/16/14		1,380		1,430
Infor Global Enterprise Solutions
6.512%, 03/02/14		917		845
Infor Global Solutions
8.270%, 08/29/14		3,823		2,918
Infor Global Solutions, 2nd Lien
6.512%, 03/02/14		1,583		1,461
Intelsat Jackson Holding
3.026%, 02/01/14		2,100		2,027
Kalispel Tribal Economic Authority
7.500%, 01/31/17		2,800		2,744
Medical Card
12.250%, 09/15/16		19		20
12.000%, 09/15/16		1,496		1,556
Merrill Communications
7.500%, 12/24/12		1,100		1,098
Metroflag, 2nd Lien
14.000%, 01/06/09 (A)		300		—
MGM Mirage
7.000%, 02/21/14		989		972
MGM Mirage Term Loan C
0.000%, 02/21/14 (K)		500		491

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 109

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2011

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
NCO Group
7.500%, 05/15/13	$	984	$	961
Nelson Edu Term Loan B-1L
2.803%, 07/05/14		1,000		905
Nuveen Investments, 2nd Lien
12.500%, 07/31/15		910		974
12.500%, 11/09/14		690		739
NXP Semiconductors, 1st Lien
0.000%, 03/07/17 (K)		720		725
Obsidian Natural Gas Trust
7.000%, 11/02/15		2,811		2,846
Open Link Financial
10.250%, 11/06/15		2,250		2,351
PQ
6.770%, 06/14/14		1,297		1,278
Realogy
13.500%, 10/15/17		865		929
Realogy, Term B Loan
3.292%, 10/10/13		709		677
Revel AC
9.000%, 02/17/17		855		830
Rexnord, Term B Loan
7.299%, 03/01/13		2,390		1,972
Rite Aid
4.500%, 02/17/18		2,200		2,180
Shield Finance
7.750%, 06/15/16		1,478		1,489
Simmons Holdco Unsecured (Escrow)
0.000%, 02/15/12 (K)		1,697		—
Smart Technologies
7.261%, 08/28/15		700		698
Summit Material
6.500%, 12/03/15		1,300		1,294
Targa Resources
3.304%, 02/09/15		866		844
3.261%, 02/09/15		850		829
Texas Competitive Electric Holdings, Term Loan B-2
4.066%, 10/10/14		3,740		3,148
3.803%, 10/10/14		258		217
3.759%, 10/10/14		2,653		2,233
Texas Competitive Electric Holdings, Term Loan B-3
3.803%, 10/10/14		19		15
3.758%, 10/10/14		361		303
Tronox
7.000%, 10/14/15		1,410		1,422
Vertafore
9.750%, 10/27/17		450		457
Wide Open West Finance
8.500%, 06/27/15		—		—
6.505%, 06/27/15		3,279		3,115

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Zuffa
7.500%, 06/18/15	$	1,728	$	1,738
Total Loan Participations (Cost $96,193) ($ Thousands)				98,562
COLLATERALIZED DEBT OBLIGATIONS — 5.2%
Financials — 2.9%
ACAS Business Loan Trust, Ser 2006-1A, Cl A
0.541%, 11/27/19 (B) (D)		5,096		4,969
ACAS Business Loan Trust, Ser 2007- 2A, Cl A
0.650%, 11/18/19 (B) (D)		7,315		7,096
ACAS CLO, Ser 2007-1A, Cl A1J
0.559%, 04/20/21 (B) (D)		5,207		4,270
CIFC Funding, Ser 2007-3A, Cl B
1.499%, 07/26/21 (B) (D)		2,500		1,863
CIT CLO, Ser 2007-1A, Cl D
2.271%, 06/20/21 (B) (D)		2,800		1,960
CIT CLO, Ser 2007-1A, Cl E
5.271%, 06/20/21 (D)		800		544
Colts Trust, Ser 2007-1A, Cl A
0.539%, 03/20/21 (B) (D)		2,003		1,832
Duane Street CLO, Ser 2007-5A, Cl SN
0.000%, 10/14/21 (B)		3,300		1,650
Emporia Preferred Funding, Ser 2007- 3A, Cl C
1.203%, 04/23/21 (B) (D)		1,708		1,255
Newstar Trust, Ser 2007-1A, Cl A1
0.551%, 09/30/22 (B) (D)		7,409		6,779
Rockwall CDO, Ser 2006-1A, Cl A1LA
0.604%, 08/01/21 (B) (D)		5,580		4,882
Rockwall CDO, Ser 2006-1A, Cl A1LB
0.804%, 08/01/21 (B) (D)		11,468		8,830
Rockwall CDO, Ser 2006-1A, Cl A2L
0.954%, 08/01/21 (B) (D)		3,017		2,172
Sargas CLO II, Ser 2006-1A, Cl
0.000%, 10/20/18 (B)		3,366		1,027
				49,129
Other Asset-Backed Securities — 2.3%
FM Leveraged Capital Fund, Ser 2006- 2A, Cl B
0.783%, 11/15/20 (B) (D)		3,157		2,684
FM Leveraged Capital Fund, Ser 2006- 2A, Cl D
1.913%, 11/15/20 (B) (D)		694		475
Grayson CLO, Ser 2006-1A, Cl A1B
0.664%, 11/01/21 (B) (D)		6,394		4,897
Jasper CLO, Ser 2005-1A, Cl A
0.574%, 08/01/17 (B) (D)		2,768		2,553
Rockwall CDO, Ser 2007-1A, Cl A1LA
0.554%, 08/01/24 (B) (D)		30,893		25,487

110 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Stone Tower CDO, Ser 2004-1A, Cl A1LA
0.804%, 01/29/20 (B) (D)	$	1,351	$	1,176
Westwood CDO, Ser 2007-2A, Cl C
1.003%, 04/25/22 (B) (D)		2,851		1,962
				39,234
Total Collateralized Debt Obligations (Cost $83,903) ($ Thousands)				88,363
ASSET-BACKED SECURITIES — 0.2%
Other Asset-Backed Securities — 0.2%
Airplanes Pass- Through Trust, Ser 2001-1A
0.805%, 03/15/19 (D)		1,743		1,220
Cajun Global, Ser 2011-1A
5.955%, 02/20/41 (B)		1,280		1,306
Dominos Pizza Master Issuer LLC, Ser 2007-1, Cl A2
5.261%, 04/25/37 (B)		1,169		1,189
Total Asset-Backed Securities (Cost $3,276) ($ Thousands)				3,715
AUCTION RATE PREFERRED SECURITIES — 0.6%
BlackRock Insured Municipal Income Trust		13,750		1,238
BlackRock Municipal Income Trust		13,250		1,193
BlackRock Municipal Income Trust		28,250		2,543
BlackRock MuniVest Fund (D) (D)		12,750		1,147
BlackRock MuniYield Insured Fund		10,500		1,018
Invesco Insured Municipal Trust		19,000		1,710
Invesco Van Kampen Senior Income Trust		18,250		1,642
Total Auction Rate Preferred Securities (Cost $9,873) ($ Thousands)				10,491
PREFERRED STOCK — 0.5%
Ally Financial (B) (D) 7.000%		45		1,119
Ally Financial 8.500%		4		3,392
Axis Capital Holdings (D) 7.500%		13		1,242
Dana Holding (B) 4.000%		5		829
General Motors 2.375%		5		231
GMAC Capital Trust I (D) 8.125%		70		1,785
Total Preferred Stock (Cost $6,938) ($ Thousands)				8,598

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
COMMON STOCK — 0.5%
Aventine Renewable Energy Holdings* (B)		66,817	$	1,721
Core-Mark Holding*		861		28
Dana Holding*		64,570		1,123
Delta Air Lines*		2,849		28
Dex One*		31,547		153
LyondellBasell Industries, Cl A*		95,055		3,759
Neenah Enterprises* (C)		17,244		77
Quad*		74		3
Shreveport Gaming Holdings		13,948		—
Solutia*		186		5
United Continental Holdings*		35		1
VSS AHC, Cl A* (C) (H) (I)		38,453		459
Winn-Dixie Stores*		419		3
Total Common Stock (Cost $5,704) ($ Thousands)				7,360
CONVERTIBLE BONDS — 0.4%
Hologic CV to 25.9110
2.000%, 12/15/37	$	970		936
Leap Wireless International CV to 10.729
4.500%, 07/15/14		1,252		1,208
Liberty Media CV to 16.7764
3.750%, 02/15/30		3,200		1,868
Liberty Media CV to 22.94686
4.000%, 11/15/29		1,210		711
Lions Gate Entertainment CV to 86.9565
2.938%, 10/15/24		1,124		1,121
Live Nation Entertainment
2.875%, 07/15/27		861		779
Mirant CV to 14.7167
0.000%, 06/15/21 (A)		2,200		5
Vector Group CV to 59.3618
3.875%, 06/15/26 (D)		415		486
Total Convertible Bonds (Cost $6,509) ($ Thousands)				7,114
	Number of Warrants
WARRANTS — 0.0%
Alion Science & Technology, Expires 03/15/17*		2,600		—
Grande Communications, Expires 04/01/11* (B)		850		—
Total Warrants (Cost $9) ($ Thousands)				—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 111

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Concluded)

March 31, 2011

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P. 0.200%** †† (J)		6,083	$	5
Total Affiliated Partnership (Cost $6) ($ Thousands)				5

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 5.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		97,128,940	$	97,129
Total Cash Equivalent (Cost $97,129) ($ Thousands)				97,129
Total Investments — 100.0% (Cost $1,610,006) ($ Thousands)			$	1,696,149

A summary of outstanding swap agreements held by the Fund at March 31, 2011, is as follows:

Credit Default Swap
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date		Notional Amount (Thousands)		Net Unrealized Depreciation ($Thousands)
Barclays Bank PLC	CDX.NA.HY.15 Index	BUY		5.00		12/20/15		11,000	$	(57	)
Barclays Bank PLC	CDX.NA.HY.SERIES 13 12/14	BUY		5.00		12/20/14		14,355		(1,644	)
									$	(1,701	)

Percentages are based on a Net Assets of $1,695,830 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

†† Investment in Affiliated Security (see Note 5).

‡ Real Estate Investment Trust.

(A) Security in default on interest payments.

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

(C) 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 March 31, 2011 was $2,184 ($ Thousands) and represented 0.10% of Net Assets.

(D) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2011. The date reported on the Schedule of Investments is the final maturity date.

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

(F) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2011. The coupon on a step bond changes on a specified date.

(G) This security or a partial position of this security is on loan at March 31, 2011 (see Note 9). The total value of securities on loan at March 31, 2011 was $0 ($ Thousands).

(H) Securities considered illiquid. The total value of such securities as of March 31, 2011 was $729 ($ Thousands) and represented 0.04% of Net Assets.

(I) Security considered restricted. The total market value of such securities as of March 31, 2011 was $574 ($ Thousands) and represented 0.03% of Net Assets.

(J) This security was purchased with cash collateral held from securities on loan (see Note 9). The total value of such securities as of March 31, 2011 was $5 ($ Thousands).

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

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

LLC — Limited Liability Company

LLP — Limited Liability Partnership

LNP — Liquified Natural Gas

L.P. — Limited Partnership

MTN — Medium Term Note

PIK — Payment-in-Kind

PLC — Public Limited Company

Ser — Series

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

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Corporate Obligations	$	—	$	1,358,904	$	15,908	$	1,374,812
Collateralized Debt Obligation		—		—		88,363		88,363
Preferred Stock		1,060		7,538		—		8,598
Asset-Backed Securities		—		3,715		—		3,715
Common Stock		5,103		—		2,257		7,360
Auction Rate Preferred Securities		—		—		10,491		10,491
Convertible Bonds		—		7,110		4		7,114
Warrants		—		—		—		—
Loan Participations		—		85,842		12,720		98,562
Affiliated Partnership		—		5		—		5
Cash Equivalent		97,129		—		—		97,129
Total Investments in Securities	$	103,292	$	1,463,114	$	129,743	$	1,696,149

Other Financial Instruments	Level 1		Level 2			Level 3		Total
Credit Default Swap*	$	—	$	(1,701	)	$	—	$	(1,701	)

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

112 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

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

	Corporate Obligations			Loan Participations			Collateralized Debt Obligations			Convertible Bonds		Common Stock			Auction Rate Preferred Securities
Beginning balance as of October 1, 2010	$	13,812		$	10,626		$	38,280		$	4	$	2,273		$	6,515
Accrued discounts/premiums		(327	)		5			446			—		—			—
Realized gain/(loss)		(712	)		(210	)		(3,385	)		—		—			—
Change in unrealized appreciation/(depreciation)		1,647			(47	)		17,285			—		(94	)		623
Net purchases/sales		79			(1,430	)		35,737			—		—			—
Net transfer in and/or out of Level 3		1,409			3,776			—			—		78			3,353
Ending balance as of March 31, 2011	$	15,908		$	12,720		$	88,363		$	4	$	2,257		$	10,491
Changes in unrealized gains (losses) included in earnings
Related to securities held at reporting date	$	114		$	(28	)	$	3,783		$	—	$	(94	)	$	198

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 113

SCHEDULE OF INVESTMENTS (Unaudited)

Real Return Fund

March 31, 2011

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 98.9%
U.S. Treasury Bond TIPS
3.000%, 07/15/12	$	18,066	$	19,350
2.000%, 04/15/12 to 01/15/16		112,287		121,994
1.875%, 07/15/13 to 07/15/15		28,272		30,766
1.625%, 01/15/15		38,925		42,194
1.250%, 04/15/14		28,642		30,608
0.625%, 04/15/13		29,356		30,722
0.500%, 04/15/15		44,306		45,989
Total U.S. Treasury Obligations (Cost $312,372) ($ Thousands)				321,623
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%*†		2,576,939		2,577
Total Cash Equivalent (Cost $2,577) ($ Thousands)				2,577
Total Investments — 99.7% (Cost $314,949) ($ Thousands)			$	324,200

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized (Depreciation) ($ Thousands)
U.S. 2-Year Treasury Note		(95	)		Jul-2011	$	(8	)

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on a Net Assets of $325,267 ($ Thousands).

* Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

Cl — Class

TIPS — Treasury Inflation Protected Security

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	—	$	321,623	$	—	$	321,623
Cash Equivalent		2,577		—		—		2,577
Total Investments in Securities	$	2,577	$	321,623	$	—	$	324,200

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*	$	(8	)	$	—	$	—	$	(8	)

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

114 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Strategy Alternative Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES — 97.2%
Aberdeen Equity Long Short Fund, Institutional Cl		1,192,010	$	13,935
AQR Diversified Arbitrage Fund, Cl I		2,449,146		27,675
AQR Managed Futures Strategy Fund, Cl I		2,417,653		24,249
Driehaus Active Income Fund		3,014,804		33,826
DWS Disciplined Market Neutral Fund, Institutional Cl		1,193,954		11,235
Eaton Vance Global Macro Absolute Return Fund, Cl I		2,255,457		22,983
JPMorgan Research Market Neutral Fund, Institutional Cl		1,493,964		22,902
Manager AMG FW Alternative Fund, Institutional Cl		1,294,935		12,962
Merger Fund		2,094,058		33,840
TFS Market Neutral Fund		2,018,234		31,283
Turner Spectrum Fund, Institutional Cl		965,116		11,408
Total Registered Investment Companies (Cost $244,067) ($ Thousands)				246,298
CASH EQUIVALENT — 3.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%*†		7,913,925		7,914
Total Cash Equivalent (Cost $7,914) ($ Thousands)				7,914
Total Investments — 100.3% (Cost $251,981) ($ Thousands)			$	254,212

Percentages are based on Net Assets of $253,378 ($Thousands).

* Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security (see Note 5).

Cl — Class

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Registered Investment Companies	$	246,298	$	—	$	—	$	246,298
Cash Equivalent		7,914		—		—		7,914
Total Investments in Securities	$	254,212	$	—	$	—	$	254,212

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 115

Statements of Assets and Liabilities ($ Thousands)

March 31, 2011 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
ASSETS:
Investments, at value†	$	1,604,185	*	$	1,634,420	*	$	1,645,444	*
Affiliated investment, at value††		152,093			111,722			266,694
Repurchase agreement†		—			—			—
Cash		33			26			1
Foreign currency, at value†††		—			—			—
Receivable for investment securities sold		12,687			1,267			13,144
Receivable for fund shares sold		2,361			434			2,186
Dividends and interest receivable		1,436			2,053			1,191
Receivable for variation margin		40,570			—			—
Prepaid expenses		31			33			33
Total Assets		1,813,396			1,749,955			1,928,693
LIABILITIES:
Payable upon return on securities loaned		103,800			83,293			227,395
Payable for investment securities purchased		13,361			2,565			11,895
Payable for fund shares redeemed		2,005			2,728			2,602
Payable to custodian		—			—			—
Payable for variation margin		40,629			60			44
Administration fees payable		485			487			495
Investment advisory fees payable		497			415			513
Shareholder servicing fees payable Class A		215			294			220
Shareholder servicing fees payable Class I		—			2			2
Chief Compliance Officer fees payable		4			4			4
Trustees fees payable		—			1			1
Administration servicing fees payable Class I		—			2			2
Accrued expense payable		128			143			150
Total Liabilities		161,124			89,994			243,323
Net Assets	$	1,652,272		$	1,659,961		$	1,685,370
† Cost of investments and repurchase agreements		1,370,684			1,352,024			1,234,035
†† Cost of affiliated investments		152,093			116,536			270,596
††† Cost of foreign currency		—			—			—
* Includes market value of securities on loan		100,902			81,066			222,144
NET ASSETS:
Paid-in-Capital — (unlimited authorization — no par value)	$	1,374,233		$	1,848,405		$	2,125,869
Undistributed (distributions in excess of) net investment income		151			307			21
Accumulated net realized gain (loss) on investments, option contracts, futures, swap contracts, swaptions and foreign currency		43,499			(466,687	)		(848,474	)
Net unrealized appreciation (depreciation) on investments, affiliated investments and option contracts		233,501			277,582			407,507
Net unrealized appreciation on futures contracts		888			354			447
Net unrealized appreciation on forward foreign currency contracts, foreign currencies and translation of other assets and liabilities denominated in foreign currencies		—			—			—
Net Assets	$	1,652,272		$	1,659,961		$	1,685,370
Net Asset Value, Offering and Redemption Price Per Share — Class A		$12.02			$17.20			$22.93
		($1,652,272,447 ÷ 137,511,494 shares	)		($1,649,508,778 ÷ 95,876,887 shares	)		($1,676,219,981 ÷ 73,095,374 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class E		N/A			N/A			N/A
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A			$17.21			$22.71
					($10,452,081 ÷ 607,413 shares	)		($9,150,509 ÷ 402,971 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y		N/A			N/A			N/A

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

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

116 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small Cap Fund			Mid-Cap Fund
	$1,757,579	*		$1,507,713	*		$265,000	*		$ 575,380	*		$ 447,613	*		$334,913	*		$148,230	*
	147,291			110,118			67,058			153,880			138,623			121,806			24,968
	—			—			—			—			—			—			—
	20			36			—			83			—			7			6
	—			—			—			—			—			4			—
	—			—			894			2,173			1,316			1,470			1,333
	6,242			10,541			384			103			88			222			44
	1,635			—			208			709			68			263			183
	51,761			2,033			27			35			23			38			51
	32			121			5			11			7			6			3
	1,964,560			1,630,562			333,576			732,374			587,738			458,729			174,818
	93,469			72,200			58,039			137,345			132,261			110,343			12,957
	5,477			5,269			1,318			2,386			1,750			2,120			1,141
	902			7,765			508			1,240			727			510			104
	—			—			3			—			45			—			—
	51,836			93			—			—			—			—			—
	527			231			81			172			130			99			45
	499			39			141			312			229			150			61
	275			24			35			33			45			—			29
	—			3			—			2			1			—			—
	4			4			1			1			1			1			—
	1			—			—			—			—			61			—
	—			2			—			2			1			—			—
	144			127			24			80			47			31			15
	153,134			85,757			60,150			141,573			135,237			113,315			14,352
	$1,811,426			$1,544,805			$273,426			$ 590,801			$ 452,501			$345,414			$160,466
	1,364,573			701,470			212,657			461,969			333,345			247,881			124,453
	151,223			112,749			67,058			157,844			141,755			122,365			25,294
	—			—			—			—			—			4			—
	91,032			70,256			56,406			133,869			128,837			113,947			12,645
	$1,918,141			$   735,268			$202,631			$ 620,684			$ 607,880			$315,743			$168,201
	142			387			(151	)		(25	)		(678	)		70			61
	(497,124	)		4,887			18,227			(139,751	)		(266,128	)		(57,271	)		(31,571	)
	389,074			803,612			52,343			109,447			111,136			86,473			23,451
	1,193			651			374			445			291			399			324
	—			—			2			1			—			—			—
	$1,811,426			$1,544,805			$273,426			$ 590,801			$ 452,501			$345,414			$160,466
	$12.81			$36.21			$12.62			$18.50			$18.67			$13.24			$19.15
	($1,810,545,493 ÷ 141,375,813 shares	)		($348,780,135 ÷ 9,632,339 shares	)		($273,426,315 ÷ 21,672,218 shares	)		($583,924,455 ÷ 31,560,926 shares	)		($447,765,292 ÷ 23,977,493 shares	)		($345,414,252 ÷ 26,085,010 shares	)		($159,417,646 ÷ 8,326,042 shares	)
	N/A			$36.36			N/A			N/A			N/A			N/A			N/A
				($1,186,387,843 ÷ 32,631,502 shares	)
	N/A			$36.33			N/A			$18.38			$18.21			N/A			$19.16
				($9,636,745 ÷ 265,263 shares	)					($6,876,794 ÷ 374,162 shares	)		($4,735,286 ÷ 260,061 shares	)					($1,048,770 ÷ 54,741 shares	)
	$13.10			N/A			N/A			N/A			N/A			N/A			N/A
	($880,231 ÷ 67,214 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 117

Statements of Assets and Liabilities ($ Thousands)

March 31, 2011 (Unaudited)

	U.S. Managed Volatility Fund			Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund
ASSETS:
Investments, at value†	$	476,187		$	415,158		$	263,517
Affiliated investment, at value††		17,721			24,265			10,913
Repurchase agreement†		—			—			—
Cash		42			2,700			17
Foreign currency, at value†††		—			1,984			—
Cash collateral on futures		—			—			—
Cash collateral on swaps		—			—			—
Receivable for investment securities sold		1,775			—			1,519
Receivable for fund shares sold		381			16,276			929
Dividends and interest receivable		890			2,095			460
Receivable for variation margin		—			11			—
Swap contracts, at value††††		—			—			—
Unrealized gain on forward foreign currency contracts		—			1,392			—
Prepaid expenses		8			7			5
Total Assets		497,004			463,888			277,360
LIABILITIES:
Payable upon return on securities loaned		—			—			—
Payable for investment securities purchased		1,610			—			1,708
Payable for fund shares redeemed		1,046			840			354
Payable to Affiliate		—			—			—
Payable to custodian		10			—			6
Payable for variation margin		26			49			14
Administration fees payable		142			127			79
Investment advisory fees payable		152			172			85
Shareholder servicing fees payable Class A		102			91			57
Shareholder servicing fees payable Class I		—			—			—
Chief Compliance Officer fees payable		1			1			1
Trustees fees payable		—			—			—
Administration servicing fees payable Class I		—			—			—
Income distribution payable		—			—			—
Swap contracts, at value††††		—			—			—
Options written, at value#		—			—			—
Unrealized loss on forward foreign currency contracts		—			919			—
Accrued expense payable		37			50			21
Total Liabilities		3,126			2,249			2,325
Net Assets	$	493,878		$	461,639		$	275,035
† Cost of investments and repurchase agreements		395,695			368,208			219,995
†† Cost of affiliated investments		17,721			24,265			10,913
††† Cost of foreign currency		—			1,973			—
†††† Premiums received		—			—			—
# Premiums received		—			—			—
* Includes market value of securities on loan		—			—			—
NET ASSETS:
Paid-in-Capital — (unlimited authorization — no par value)	$	478,958		$	476,688		$	224,537
Undistributed (distributions in excess of) net investment income		39			(3,340	)		(12	)
Accumulated net realized gain (loss) on investments, option contracts, futures, swap contracts, swaptions and foreign currency		(65,778	)		(59,747	)		6,894
Net unrealized appreciation (depreciation) on investments, affiliated investments and option contracts		80,492			46,950			43,522
Net unrealized appreciation (depreciation) on futures contracts		167			595			94
Net unrealized depreciation on swap contracts		—			—			—
Net unrealized appreciation (depreciation) on forward foreign currency contracts, foreign currencies and translation of other assets and liabilities denominated in foreign currencies		—			493			—
Net Assets	$	493,878		$	461,639		$	275,035
Net Asset Value, Offering and Redemption Price Per Share — Class A		$12.30			$8.72			$10.40
		($493,830,015 ÷ 40,141,227 shares	)		($461,559,966 ÷ 52,920,344 shares	)		($275,034,941 ÷ 26,434,725 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		$12.29			$8.64			N/A
		($47,631 ÷ 3,876 shares	)		($78,770 ÷ 9,113 shares	)

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

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

118 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Real Estate Fund			Enhanced Income Fund			Core Fixed Income Fund			U.S. Fixed Income Fund			High Yield Bond Fund			Real Return Fund			Multi-Strategy Alternative Fund
	$164,106	*		$ 160,282			$2,304,284	*		$815,393	*		$1,599,015	*		$321,623			$246,298
	63,554			4,609			157,101			55,907			97,134			2,577			7,914
	—			10,100			—			—			—			—			—
	12			82			—			—			909			—			—
	—			—			467			—			—			—			—
	—			75			—			—			—			—			—
	—			—			1,760			—			—			—			—
	1,735			—			388,491			76,232			17,882			—			—
	177			178			676			1,915			19,367			470			417
	363			531			15,001			5,336			32,751			1,290			83
	—			3			111			18			2,549			—			—
	—			—			7,534			294			—			—			—
	—			—			—			—			—			—			—
	4			3			49			18			30			5			5
	229,951			175,863			2,875,474			955,113			1,769,637			325,965			254,717
	53,443			—			50,849			32,395			6			—			—
	2,008			5,379			646,578			119,604			66,253			—			1,000
	1,343			239			3,213			653			1,543			557			224
	—			—			—			—			1,668			—			—
	—			—			217			63			—			—			—
	—			2			47			6			—			6			—
	51			25			518			205			487			54			67
	88			56			474			191			620			58			32
	24			—			165			45			83			—			—
	—			—			3			—			—			—			—
	1			—			6			2			4			1			1
	—			—			—			—			—			—			—
	—			—			3			—			1			—			—
	—			—			478			113			1,734			—			—
	—			—			7,748			—			1,248			—			—
	—			—			167			44			—			—			—
	—			—			470			—			—			—			—
	20			21			287			134			160			22			15
	56,978			5,722			711,223			153,455			73,807			698			1,339
	$172,973			$ 170,141			$2,164,251			$801,658			$1,695,830			$325,267			$253,378
	103,242			173,069			2,288,279			794,161			1,512,871			312,372			244,067
	65,008			4,609			160,495			55,907			97,135			2,577			7,914
	—			—			433			—			—			—			—
	—			—			7,706			1,100			453			—			—
	—			—			231			71			—			—			—
	52,618			—			49,501			31,283			—			—			—
	$193,016			$ 297,095			$2,265,994			$783,766			$1,854,065			$315,630			$252,174
	(1,150	)		381			(4,812	)		(837	)		9,778			160			471
	(78,305	)		(124,641	)		(102,038	)		(1,693	)		(252,455	)		234			(1,498	)
	59,410			(2,687	)		12,675			21,259			86,143			9,251			2,231
	—			(7	)		786			(31	)		—			(8	)		—
	—			—			(7,920	)		(806	)		(1,701	)		—			—
	2			—			(434	)		—			—			—			—
	$172,973			$ 170,141			$2,164,251			$801,658			$1,695,830			$325,267			$253,378
	$13.25			$7.54			$10.84			$10.28			$7.56			$10.64			$10.01
	($172,445,379 ÷ 13,010,826 shares	)		($170,122,509 ÷ 22,553,008 shares	)		($2,148,411,870 ÷ 198,218,316 shares	)		($801,657,807 ÷ 78,009,453 shares	)		($1,690,703,193 ÷ 223,734,214 shares	)		($325,267,121 ÷ 30,575,084 shares	)		($253,377,620 ÷ 25,299,929 shares	)
	$13.23			$7.54			$10.83			N/A			$7.55			N/A			N/A
	($528,034 ÷ 39,901 shares	)		($18,052 ÷ 2,395 shares	)		($15,839,518 ÷ 1,462,168 shares	)					($5,127,293 ÷ 678,704 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 119

Statements of Operations ($ Thousands)

For the six month period ended March 31, 2011 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	11,959		$	17,829		$	10,203
Dividends from Affiliated Investments*		27			17			25
Interest Income		5			4			5
Securities Lending Income — Net**		98			115			157
Less: Foreign Taxes Witheld		(15	)		(6	)		(25	)
Total Investment Income		12,074			17,959			10,365
Expenses:
Investment Advisory Fees		3,003			2,820			3,365
Administration Fees		2,695			2,820			2,944
Shareholder Servicing Fees Class A		1,925			2,000			2,092
Shareholder Servicing Fees Class I		—			14			11
Shareholder Servicing Fees Class Y		—			—			—
Administration Servicing Fees Class I		—			14			11
Printing Fees		63			67			70
Professional Fees		43			47			49
Custodian/Wire Agent Fees		49			57			60
Trustee Fees		15			16			18
Registration Fees		17			30			26
Chief Compliance Officer Fees		4			4			4
Licensing Fees		—			—			—
Other Expenses		24			30			30
Total Expenses		7,838			7,919			8,680
Less:
Waiver of Investment Advisory Fees		(261	)		(393	)		(351	)
Waiver of Shareholder Servicing Fees Class A		(697	)		(316	)		(771	)
Waiver of Shareholder Servicing Fees Class I		—			(4	)		(5	)
Waiver of Administration Fees		—			—			—
Fees Paid Indirectly		(12	)		(6	)		(39	)
Net Expenses		6,868			7,200			7,514
Net Investment Income (Loss)		5,206			10,759			2,851
Net Realized and Unrealized Gain (Loss) on Investments:
Net Realized Gain (Loss) on:
Investments		63,488			60,597			140,338
Futures Contracts		5,964			3,900			5,225
Foreign Currency Transactions		—			—			—
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		151,476			186,960			116,143
Affiliated Investments		—			210			(423	)
Futures Contracts		(2	)		(282	)		(1,196	)
Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—			—			—
Net Increase in Net Assets from Operations	$	226,132		$	262,144		$	262,938

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

* See Note 5 in Notes to Financial Statements.

** Affiliated

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

120 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small Cap Fund			Mid-Cap Fund
$	14,043		$	20,225		$	1,442		$	4,949		$	1,391		$	2,171		$	944
	25			34			6			11			7			5			3
	5			3			8			3			1			1			1
	147			155			126			133			258			—			17
	(15	)		—			(3	)		(13	)		(4	)		(8	)		(5	)
	14,205			20,417			1,579			5,083			1,653			2,169			960
	3,396			297			813			1,832			1,358			1,031			300
	2,969			2,175			438			986			731			555			234
	2,120			1,080			313			695			517			397			166
	—			11			—			10			5			—			1
	2			—			—			—			—			—			—
	—			11			—			10			5			—			1
	70			84			10			23			18			13			5
	48			55			7			16			13			9			4
	56			49			9			19			21			11			5
	17			19			3			6			4			3			1
	23			20			3			8			7			4			2
	4			5			1			1			1			1			—
	—			46			—			—			—			—			—
	32			30			8			13			11			12			4
	8,737			3,882			1,605			3,619			2,691			2,036			723
	(603	)		—			(57	)		(56	)		(91	)		(183	)		—
	(548	)		(303	)		(101	)		(324	)		(263	)		(65	)		(12	)
	(1	)		(5	)		—			(6	)		—			—			—
	—			(262	)		—			—			—			—			—
	(15	)		(25	)		(18	)		(7	)		(10	)		(24	)		(28	)
	7,570			3,287			1,429			3,226			2,327			1,764			683
	6,635			17,130			150			1,857			(674	)		405			277
	96,092			53,228			20,349			47,947			48,581			22,614			6,737
	6,640			7,948			1,623			2,568			1,991			1,633			957
	—			—			(6	)		—			—			(79	)		—
	152,649			228,894			30,058			51,160			49,605			39,335			17,084
	164			449			—			35			(80	)		50			52
	471			(503	)		362			(57	)		1			25			215
	—			—			1			(1	)		—			37			—
$	262,651		$	307,146		$	52,537		$	103,509		$	99,424		$	64,020		$	25,322

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 121

Statements of Operations ($ Thousands)

For the six month period ended March 31, 2011 (Unaudited)

	U.S. Managed Volatility Fund			Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund
Investment Income:
Dividends	$	5,533		$	5,488		$	3,170
Dividends from Affiliated Investments*		7			8			5
Interest Income		1			17			—
Securities Lending Income — Net**		—			—			—
Less: Foreign Taxes Witheld		(23	)		(350	)		(12	)
Total Investment Income		5,518			5,163			3,163
Expenses:
Investment Advisory Fees		1,476			1,238			825
Administration Fees		795			667			444
Shareholder Servicing Fees Class A		568			476			317
Shareholder Servicing Fees Class I		—			—			—
Administration Servicing Fees Class I		—			—			—
Printing Fees		19			15			10
Professional Fees		13			10			7
Custodian/Wire Agent Fees		14			26			8
Trustee Fees		4			4			3
Registration Fees		5			4			3
Chief Compliance Officer Fees		1			1			1
Interest expense		—			—			—
Other Expenses		8			19			5
Total Expenses		2,903			2,460			1,623
Less:
Waiver of Investment Advisory Fees		(622	)		(341	)		(351	)
Waiver of Shareholder Servicing Fees Class A		(6	)		—			—
Waiver of Shareholder Servicing Fees Class I		—			—			—
Waiver of Administration Fees		—			—			—
Fees Paid Indirectly		—			—			—
Net Expenses		2,275			2,119			1,272
Net Investment Income		3,243			3,044			1,891
Net Realized and Unrealized Gain (Loss) on Investments:
Net Realized Gain (Loss) on:
Investments		34,649			10,562			20,599
Futures Contracts		974			1,685			795
Written Options		—			—			—
Swap Contracts		—			—			—
Foreign Currency Transactions		(2	)		(11,541	)		(1	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		24,261			16,924			9,615
Affiliated Investments		—			—			—
Futures Contracts		6			452			(7	)
Written Options		—			—			—
Swap Contracts		—			—			—
Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—			1,941			—
Net Increase (Decrease) in Net Assets from Operations	$	63,131		$	23,067		$	32,892

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

* See Note 5 in Notes to Financial Statements.

** Affiliated

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

122 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Real Estate Fund			Enhanced Income Fund			Core Fixed Income Fund			U.S. Fixed Income Fund			High Yield Bond Fund			Real Return Fund			Multi-Strategy Alternative  Fund
$	2,859		$	—		$	71		$	—		$	392		$	—		$	4,371
	4			2			52			14			36			3			4
	—			2,384			43,999			15,395			65,970			2,989			—
	43			—			28			11			—			1			—
	—			—			—			—			(5	)		—			—
	2,906			2,386			44,150			15,420			66,393			2,993			4,375
	573			292			3,040			1,177			3,787			305			1,670
	308			263			3,095			1,198			2,719			484			390
	220			182			2,743			1,070			1,937			346			278
	1			—			21			—			5			—			—
	1			—			21			—			5			—			—
	8			6			90			35			61			11			9
	6			4			65			25			43			8			6
	7			6			86			33			50			8			6
	2			1			19			9			15			3			2
	3			3			36			12			20			2			12
	—			—			5			2			4			1			1
	—			—			809			—			1			—			—
	5			15			200			133			87			5			3
	1,134			772			10,230			3,694			8,734			1,173			2,377
	(34	)		(151	)		(209	)		(58	)		(328	)		—			(1,503	)
	(89	)		(182	)		(1,757	)		(804	)		(1,468	)		(346	)		(278	)
	—			—			(16	)		—			(3	)		—			—
	—			—			—			—			—			(202	)		(38	)
	(2	)		—			—			—			—			—			—
	1,009			439			8,248			2,832			6,935			625			558
	1,897			1,947			35,902			12,588			59,458			2,368			3,817
	29,090			452			(37,871	)		2,939			30,606			1,027			542
	—			31			(6,067	)		686			—			—			—
	—			—			782			80			—			—			—
	—			—			(1,177	)		(517	)		(448	)		—			—
	3			—			(1,577	)		—			—			—			—
	(3,803	)		1,349			25,740			(17,257	)		36,038			4,770			724
	148			—			(17	)		—			1			—			—
	—			16			949			69			—			85			—
	—			—			147			42			—			—			—
	—			—			2,460			257			(658	)		—			—
	(1	)		—			388			—			—			—			—
$	27,334		$	3,795		$	19,659		$	(1,113	)	$	124,997		$	8,250		$	5,083

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 123

Statements of Changes in Net Assets ($ Thousands)

For the six month period ended March 31, 2011 (Unaudited) and the year or period ended September 30, 2010

	Large Cap Fund(2)						Large Cap Value Fund						Large Cap Growth Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
Operations:
Net Investment Income (Loss)	$	5,206		$	11,805		$	10,759		$	25,362		$	2,851		$	11,627
Net Realized Gain from Investments and Futures Contracts		69,452			30,848			64,497			128,574			145,563			195,691
Net Realized Gain (Loss) on Foreign Currency Transactions		—			—			—			—			—			—
Net Change in Unrealized Appreciation (Depreciation) of Investments, Affiliated Investments and Futures Contracts		151,474			82,915			186,888			(14,902	)		114,524			6,021
Net Change in Unrealized Appreciation (Depreciation) on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets from Operations		226,132			125,568			262,144			139,034			262,938			213,339
Dividends and Distributions From:
Net Investment Income:
Class A		(7,895	)		(9,179	)		(15,695	)		(28,231	)		(5,232	)		(11,922	)
Class E		—			—			—			—			—			—
Class I		—			—			(95	)		(153	)		(17	)		(35	)
Class Y		—			—			—			—			—			—
Net Capital Gains:
Class A		(51,267	)		(5,320	)		—			—			—			—
Return of Capital:
Class A		—			—			—			—			—			—
Total Dividends and Distributions		(59,162	)		(14,499	)		(15,790	)		(28,384	)		(5,249	)		(11,957	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		419,762			1,846,164			147,757			279,951			147,295			270,461
Reinvestment of Dividends and Distributions		56,629			13,994			14,952			26,863			4,975			11,357
Cost of Shares Redeemed		(386,988	)		(575,328	)		(261,919	)		(756,272	)		(334,508	)		(914,247	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		89,403			1,284,830			(99,210	)		(449,458	)		(182,238	)		(632,429	)
Class E:
Proceeds from Shares Issued		—			—			—			—			—			—
Reinvestment of Dividends and Distributions		—			—			—			—			—			—
Cost of Shares Redeemed		—			—			—			—			—			—
Increase (Decrease) in Net Assets Derived from Class E Transactions		—			—			—			—			—			—
Class I:
Proceeds from Shares Issued		—			—			921			2,902			1,913			2,408
Reinvestment of Dividends and Distributions		—			—			82			130			14			28
Cost of Shares Redeemed		—			—			(2,626	)		(4,747	)		(2,091	)		(4,555	)
Increase Decrease in Net Assets Derived from Class I Transactions		—			—			(1,623	)		(1,715	)		(164	)		(2,119	)
Class Y:
Proceeds from Shares Issued		—			—			—			—			—			—
Reinvestment of Dividends and Distributions		—			—			—			—			—			—
Cost of Shares Redeemed		—			—			—			—			—			—
Decrease in Net Assets Derived from Class Y Transactions		—			—			—			—			—			—
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		89,403			1,284,830			(100,833	)		(451,173	)		(182,402	)		(634,548	)
Net Increase (Decrease) in Net Assets		256,373			1,395,899			145,521			(340,523	)		75,287			(433,166	)
Net Assets:
Beginning of Year/Period		1,395,899			—			1,514,440			1,854,963			1,610,083			2,043,249
End of Year/Period	$	1,652,272		$	1,395,899		$	1,659,961		$	1,514,440		$	1,685,370		$	1,610,083
Undistributed (Distributions in Excess of) Net Investment Income/(Accumulated Net Investment Loss) Included in Net Assets at Year or Period End	$	151		$	2,840		$	307		$	5,338		$	21		$	2,419

(1) See Note 6 in Notes to Financial Statements.

(2) Commenced operations on October 1, 2009.

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

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

124 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small  Cap Fund(2)						Small Cap Value Fund						Small Cap Growth Fund
10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
$	6,635		$	15,082		$	17,130		$	26,258		$	150		$	245		$	1,857		$	2,641		$	(674	)	$	(862	)
	102,732			90,748			61,176			3,939			21,972			17,066			50,515			38,352			50,572			48,602
	—			—			—			—			(6	)		(27	)		—			(15	)		—			1
	153,284			37,787			228,840			98,457			30,420			22,297			51,138			24,309			49,526			(6,590	)
	—			—			—			—			1			1			(1	)		6			—			—
	262,651			143,617			307,146			128,654			52,537			39,582			103,509			65,293			99,424			41,151
	(10,026	)		(16,015	)		(8,855	)		(7,350	)		(298	)		(381	)		(3,088	)		(4,124	)		—			—
	—			—			(14,435	)		(18,431	)		—			—			—			—			—			—
	—			—			(94	)		(139	)		—			—			(30	)		(37	)		—			—
	(15	)		(32	)		—			—			—			—			—			—			—			—
	—			—			—			—			(20,459	)		(186	)		—			—			—			—
	—			—			—			—			—			—			—			—			—			(30	)
	(10,041	)		(16,047	)		(23,384	)		(25,920	)		(20,757	)		(567	)		(3,118	)		(4,161	)		—			(30	)
	221,256			344,698			885,145			174,347			93,104			443,002			67,217			186,381			57,508			142,613
	9,166			14,652			8,595			6,982			19,893			548			2,911			3,804			—			28
	(206,910	)		(547,879	)		(996,710	)		(332,876	)		(95,329	)		(258,587	)		(121,205	)		(352,875	)		(89,106	)		(280,793	)
	23,512			(188,529	)		(102,970	)		(151,547	)		17,668			184,963			(51,077	)		(162,690	)		(31,598	)		(138,152	)
	—			—			115,807			266,963			—			—			—			—			—			—
	—			—			13,776			17,440			—			—			—			—			—			—
	—			—			(146,089	)		(169,713	)		—			—			—			—			—			—
	—			—			(16,506	)		114,690			—			—			—			—			—			—
	—			—			983			2,805			—			—			1,054			2,142			1,354			1,301
	—			—			62			90			—			—			28			34			—			—
	—			—			(1,073	)		(3,736	)		—			—			(2,466	)		(3,477	)		(1,292	)		(2,037	)
	—			—			(28	)		(841	)		—			—			(1,384	)		(1,301	)		62			(736	)
	—			50			—			—			—			—			—			—			—			—
	15			32			—			—			—			—			—			—			—			—
	(2,488	)		(460	)		—			—			—			—			—			—			—			—
	(2,473	)		(378	)		—			—			—			—			—			—			—			—
	21,039			(188,907	)		(119,504	)		(37,698	)		17,668			184,963			(52,461	)		(163,991	)		(31,536	)		(138,888	)
	273,649			(61,337	)		164,258			65,036			49,448			223,978			47,930			(102,859	)		67,888			(97,767	)
	1,537,777			1,599,114			1,380,547			1,315,511			223,978			—			542,871			645,730			384,613			482,380
$	1,811,426		$	1,537,777		$	1,544,805		$	1,380,547		$	273,426		$	223,978		$	590,801		$	542,871		$	452,501		$	384,613
$	142		$	3,548		$	387		$	6,641		$	(151	)	$	(3	)	$	(25	)	$	1,236		$	(678	)	$	(4	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 125

Statements of Changes in Net Assets ($ Thousands)

For the six month period ended March 31, 2011 (Unaudited) and the year ended September 30, 2010

	Tax-Managed Small Cap Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10
Operations:
Net Investment Income	$	405		$	856
Net Realized Gain from Investments and Futures Contracts		24,247			21,226
Net Realized Loss on Foreign Currency Transactions		(79	)		(21	)
Net Change in Unrealized Appreciation (Depreciation) of Investments, Affiliated Investments and Futures Contracts		39,410			14,292
Net Change in Unrealized Appreciation (Depreciation) on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		37			(37	)
Net Increase in Net Assets from Operations		64,020			36,316
Dividends and Distributions From:
Net Investment Income:
Class A		(672	)		(727	)
Class I		—			—
Total Dividends and Distributions		(672	)		(727	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		49,487			114,100
Reinvestment of Dividends and Distributions		601			648
Cost of Shares Redeemed		(68,365	)		(112,458	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		(18,277	)		2,290
Class I:
Proceeds from Shares Issued		—			—
Reinvestment of Dividends and Distributions		—			—
Cost of Shares Redeemed		—			—
Increase in Net Assets Derived from Class I Transactions		—			—
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(18,277	)		2,290
Net Increase in Net Assets		45,071			37,879
Net Assets:
Beginning of Year/Period		300,343			262,464
End of Year/Period	$	345,414		$	300,343
Undistributed Net Investment Income Included in Net Assets at Year on Period End	$	70		$	337

(1) See Note 6 in Notes to Financial Statements for additional information.

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

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

126 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Mid-Cap Fund						U.S. Managed Volatility Fund
10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
$	277		$	706		$	3,243		$	5,117
	7,694			25,301			35,623			22,600
	—			—			(2	)		—
	17,351			(11,372	)		24,267			21,791
	—			—			—			—
	25,322			14,635			63,131			49,508
	(460	)		(728	)		(4,369	)		(5,225	)
	—			(1	)		—			—
	(460	)		(729	)		(4,369	)		(5,225	)
	56,106			110,681			134,733			195,255
	376			620			3,921			4,794
	(46,353	)		(120,415	)		(119,250	)		(209,646	)
	10,129			(9,114	)		19,404			(9,597	)
	345			591			17			32
	1			1			—			—
	(63	)		(338	)		(11	)		(16	)
	283			254			6			16
	10,412			(8,860	)		19,410			(9,581	)
	35,274			5,046			78,172			34,702
	125,192			120,146			415,706			381,004
$	160,466		$	125,192		$	493,878		$	415,706
$	61		$	244		$	39		$	1,165

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 127

Statements of Changes in Net Assets ($ Thousands)

For the six month period ended March 31, 2011 (Unaudited) and the year or period ended September 30, 2010

	Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Real Estate Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
Operations:
Net Investment Income (Loss)	$	3,044		$	4,285		$	1,891		$	2,734		$	1,897		$	1,045
Net Realized Gain (Loss) from Investments, Affiliated Investments, Futures Contracts, Written Options, Written Swaptions and Swap Contracts		12,247			6,114			21,394			8,265			29,090			21,172
Net Realized Gain (Loss) on Foreign Currency Transactions		(11,541	)		(7,118	)		(1	)		—			3			(3	)
Net Change in Unrealized Appreciation (Depreciation) of Investments, Affiliated Investments, Futures Contracts, Written Options, Written Swaptions and Swap Contracts		17,376			11,196			9,608			17,124			(3,655	)		29,623
Net Change in Unrealized Appreciation (Depreciation) on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		1,941			(606	)		—			—			(1	)		2
Net Increase (Decrease) in Net Assets from Operations		23,067			13,871			32,892			28,123			27,334			51,839
Dividends and Distributions From:
Net Investment Income:
Class A		—			(792	)		(2,561	)		(2,727	)		(2,950	)		(5,227	)
Class I		—			—			—			—			(8	)		(6	)
Net Capital Gains:
Class A		—			—			—			—			—			—
Class I		—			—			—			—			—			—
Return of Capital:
Class A		—			(72	)		—			—			—			(2,156	)
Class I		—			—			—			—			—			(2	)
Total Dividends and Distributions		—			(864	)		(2,561	)		(2,727	)		(2,958	)		(7,391	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		188,785			206,148			61,007			106,386			24,162			132,143
Reinvestment of Dividends and Distributions		—			807			2,157			2,337			2,812			6,463
Cost of Shares Redeemed		(80,814	)		(103,209	)		(54,862	)		(69,982	)		(99,712	)		(183,367	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		107,971			103,746			8,302			38,741			(72,738	)		(44,761	)
Class I:
Proceeds from Shares Issued		15			102			—			—			352			183
Reinvestment of Dividends and Distributions		—			—			—			—			8			8
Cost of Shares Redeemed		(4	)		(55	)		—			—			(197	)		(66	)
Increase (Decrease) in Net Assets Derived from Class I Transactions		11			47			—			—			163			125
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		107,982			103,793			8,302			38,741			(72,575	)		(44,636	)
Net Increase (Decrease) in Net Assets		131,049			116,800			38,633			64,137			(48,199	)		(188	)
Net Assets:
Beginning of Year/Period		330,590			213,790			236,402			172,265			221,172			221,360
End of Year/Period	$	461,639		$	330,590		$	275,035		$	236,402		$	172,973		$	221,172
Undistributed (Distributions in Excess of) Net Investment Income/(Accumulated Net Investment Loss) Included in Net Assets at Year or Period End	$	(3,340	)	$	(6,384	)	$	(12	)	$	658		$	(1,150	)	$	(89	)

(1) See Note 6 in Notes to Financial Statements for additional information.

(2) Commenced operations on July 2, 2009.

(3) Commenced operations on March 31, 2010.

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

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

128 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Enhanced Income Fund						Core Fixed Income Fund						U.S. Fixed Income Fund						High Yield Bond Fund						Real Return Fund						Multi-Strategy Alternative Fund(3)
10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			03/31/10 to 09/30/10
$	1,947		$	4,262		$	35,902		$	102,782		$	12,588		$	26,290		$	59,458		$	125,624		$	2,368		$	1,877		$	3,817		$	(315	)
	483			(27,682	)		(44,333	)		79,072			3,188			26,003			30,158			59,192			1,027			2,003			542			(2,040	)
	—			—			(1,577	)		760			—			—			—			—			—			—			—			—
	1,365			36,331			29,279			144,048			(16,889	)		22,586			35,381			83,585			4,855			3,629			724			1,507
	—			(4	)		388			(1,145	)		—			—			—			—			—			—			—			—
	3,795			12,907			19,659			325,517			(1,113	)		74,879			124,997			268,401			8,250			7,509			5,083			(848	)
	(2,357	)		(6,383	)		(37,928	)		(103,593	)		(13,524	)		(28,602	)		(57,695	)		(119,601	)		(2,220	)		(2,579	)		(3,346	)		—
	—			(1	)		(266	)		(594	)		—			—			(143	)		(29	)		—			—			—			—
	—			—			—			—			(27,315	)		(3,238	)		(8,342	)		(3,632	)		(2,621	)		(147	)		—			—
	—			—			—			—			—			—			(4	)		(1	)		—			—			—			—
	—			—			—			—			—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—			—			—			—			—
	(2,357	)		(6,384	)		(38,194	)		(104,187	)		(40,839	)		(31,840	)		(66,184	)		(123,263	)		(4,841	)		(2,726	)		(3,346	)		—
	83,418			102,789			326,424			743,435			253,638			649,744			529,975			998,870			138,228			206,992			89,707			207,501
	2,188			5,926			34,929			96,256			38,889			30,458			54,585			103,955			4,481			2,541			3,086			—
	(54,144	)		(211,761	)		(529,869	)		(1,175,131	)		(326,626	)		(523,255	)		(455,607	)		(1,034,815	)		(61,776	)		(56,959	)		(32,207	)		(15,598	)
	31,462			(103,046	)		(168,516	)		(335,440	)		(34,099	)		156,947			128,953			68,010			80,933			152,574			60,586			191,903
	2			16			2,758			8,103			—			—			6,729			1,773			—			—			—			—
	—			1			193			411			—			—			130			29			—			—			—			—
	—			(47	)		(4,408	)		(6,049	)		—			—			(3,711	)		(198	)		—			—			—			—
	2			(30	)		(1,457	)		2,465			—			—			3,148			1,604			—			—			—			—
	31,464			(103,076	)		(169,973	)		(332,975	)		(34,099	)		156,947			132,101			69,614			80,933			152,574			60,586			191,903
	32,902			(96,553	)		(188,508	)		(111,645	)		(76,051	)		199,986			190,914			214,752			84,342			157,357			62,323			191,055
	137,239			233,792			2,352,759			2,464,404			877,709			677,723			1,504,916			1,290,164			240,925			83,568			191,055			—
$	170,141		$	137,239		$	2,164,251		$	2,352,759		$	801,658		$	877,709		$	1,695,830		$	1,504,916		$	325,267		$	240,925		$	253,378		$	191,055
$	381		$	791		$	(4,812	)	$	(2,520	)	$	(837	)	$	99		$	9,778		$	8,158		$	160		$	12		$	471		$	—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 129

Financial Highlights

For the period ended March 31, 2011 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income (Loss) to Average Net  Assets			Portfolio Turnover Rate†
Large Cap Fund
Class A
2011‡	$	10.77	$	0.04		$	1.67		$	1.71		$	(0.06	)	$	(0.40	)	$	(0.46	)	$	12.02		16.17	%	$	1,652,272		0.89	%		0.89	%		1.02	%		0.68	%		50	%
2010(11)		10.00		0.10			0.80			0.90			(0.08	)		(0.05	)		(0.13	)		10.77		9.00			1,395,899		0.89			0.89			1.02			0.96			90
Large Cap Value Fund
Class A
2011‡	$	14.75	$	0.11		$	2.50		$	2.61		$	(0.16	)	$	—		$	(0.16	)	$	17.20		17.77	%	$	1,649,509		0.89	%		0.89	%		0.98	%		1.34	%		18	%
2010		13.83		0.21			0.94			1.15			(0.23	)		—			(0.23	)		14.75		8.43			1,504,082		0.89			0.89			0.98			1.48			64
2009		15.79		0.30			(1.92	)		(1.62	)		(0.34	)		—			(0.34	)		13.83		(9.88	)		1,843,530		0.89			0.90			0.99			2.51			69
2008		23.97		0.40			(6.10	)		(5.70	)		(0.41	)		(2.07	)		(2.48	)		15.79		(25.95	)		2,381,011		0.88			0.88			0.97			2.09			53
2007		23.54		0.41			2.69			3.10			(0.41	)		(2.26	)		(2.67	)		23.97		13.91			3,616,120		0.86			0.86			0.97			1.74			36
2006		22.45		0.37			2.41			2.78			(0.37	)		(1.32	)		(1.69	)		23.54		13.42			3,762,101		0.86			0.87			0.97			1.67			58
Class I
2011‡	$	14.76	$	0.09		$	2.50		$	2.59		$	(0.14	)	$	—		$	(0.14	)	$	17.21		17.61	%	$	10,452		1.11	%		1.11	%		1.23	%		1.12	%		18	%
2010		13.83		0.18			0.95			1.13			(0.20	)		—			(0.20	)		14.76		8.23			10,358		1.11			1.11			1.24			1.25			64
2009		15.78		0.26			(1.90	)		(1.64	)		(0.31	)		—			(0.31	)		13.83		(10.05	)		11,433		1.11			1.12			1.24			2.19			69
2008		23.95		0.36			(6.11	)		(5.75	)		(0.35	)		(2.07	)		(2.42	)		15.78		(26.13	)		10,861		1.11			1.11			1.22			1.85			53
2007		23.52		0.35			2.69			3.04			(0.35	)		(2.26	)		(2.61	)		23.95		13.64			29,072		1.11			1.11			1.22			1.49			36
2006		22.43		0.31			2.42			2.73			(0.32	)		(1.32	)		(1.64	)		23.52		13.16			31,308		1.11			1.12			1.22			1.40			58
Large Cap Growth Fund
Class A
2011‡	$	19.66	$	0.04		$	3.30		$	3.34		$	(0.07	)	$	—		$	(0.07	)	$	22.93		17.01	%	$	1,676,220		0.89	%		0.89	%		1.03	%		0.34	%		49	%
2010		17.62		0.12			2.04			2.16			(0.12	)		—			(0.12	)		19.66		12.29			1,602,130		0.89			0.89			1.03			0.63			83
2009		18.39		0.11			(0.77	)		(0.66	)		(0.11	)		—			(0.11	)		17.62		(3.47	)		2,034,096		0.89			0.90			1.04			0.74			96
2008		23.74		0.08			(5.35	)		(5.27	)		(0.08	)		—			(0.08	)		18.39		(22.26	)		2,472,052		0.88			0.88			1.02			0.37			78
2007		19.95		0.06			3.78			3.84			(0.05	)		—			(0.05	)		23.74		19.26			3,622,963		0.86			0.86			1.02			0.26			55
2006		19.23		0.04			0.71			0.75			(0.03	)		—			(0.03	)		19.95		3.92			3,387,749		0.86			0.87			1.02			0.18			89
Class I
2011‡	$	19.47	$	0.01		$	3.27		$	3.28		$	(0.04	)	$	—		$	(0.04	)	$	22.71		16.87	%	$	9,150		1.11	%		1.11	%		1.28	%		0.12	%		49	%
2010		17.44		0.08			2.02			2.10			(0.07	)		—			(0.07	)		19.47		12.06			7,953		1.11			1.11			1.28			0.41			83
2009		18.20		0.07			(0.76	)		(0.69	)		(0.07	)		—			(0.07	)		17.44		(3.69	)		9,153		1.11			1.12			1.29			0.51			96
2008		23.48		0.03			(5.29	)		(5.26	)		(0.02	)		—			(0.02	)		18.20		(22.43	)		7,695		1.11			1.11			1.27			0.13			78
2007		19.75		—	*		3.73			3.73			—	*		—			—			23.48		18.91			25,196		1.11			1.11			1.27			0.01			55
2006		19.04		(0.01	)		0.72			0.71			—			—			—			19.75		3.73			27,780		1.11			1.12			1.27			(0.07	)		89
Tax-Managed Large Cap Fund
Class A
2011‡	$	11.02	$	0.05		$	1.81		$	1.86		$	(0.07	)	$	—		$	(0.07	)	$	12.81		16.94	%	$	1,810,546		0.89	%		0.89	%		1.03	%		0.78	%		37	%
2010		10.19		0.10			0.84			0.94			(0.11	)		—			(0.11	)		11.02		9.26			1,534,797		0.89			0.89			1.04			0.95			58
2009		11.08		0.13			(0.87	)		(0.74	)		(0.15	)		—			(0.15	)		10.19		(6.44	)		1,596,020		0.89			0.90			1.04			1.54			67
2008		14.70		0.15			(3.62	)		(3.47	)		(0.15	)		—			(0.15	)		11.08		(23.76	)		2,148,949		0.88			0.88			1.02			1.13			61
2007		12.68		0.14			2.01			2.15			(0.13	)		—			(0.13	)		14.70		17.05			2,892,866		0.86			0.86			1.02			1.02			44
2006		11.78		0.11			0.90			1.01			(0.11	)		—			(0.11	)		12.68		8.58			2,373,507		0.86			0.87			1.02			0.91			65
Class Y
2011‡	$	11.24	$	0.07		$	1.87		$	1.94		$	(0.08	)	$	—		$	(0.08	)	$	13.10		17.28	%	$	880		0.56	%		0.56	%		0.72	%		1.14	%		37	%
2010		10.37		0.01			0.97			0.98			(0.11	)		—			(0.11	)		11.24		9.54			2,980		0.56			0.56			0.74			1.28			58
2009		11.24		0.16			(0.88	)		(0.72	)		(0.15	)		—			(0.15	)		10.37		(6.12	)		3,094		0.56			0.57			0.74			1.85			67
2008		14.87		0.19			(3.66	)		(3.47	)		(0.16	)		—			(0.16	)		11.24		(23.52	)		3,220		0.56			0.56			0.72			1.44			61
2007		12.79		0.18			2.04			2.22			(0.14	)		—			(0.14	)		14.87		17.43			4,711		0.56			0.56			0.72			1.32			44
2006		11.86		0.15			0.89			1.04			(0.11	)		—			(0.11	)		12.79		8.83			4,558		0.56			0.57			0.72			1.21			65

130 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income (Loss) to Average Net  Assets			Portfolio Turnover Rate†
S&P 500 Index Fund
Class A
2011‡	$	31.30	$	0.28		$	5.04		$	5.32		$	(0.41	)	$	—		$	(0.41	)	$	36.21		17.11	%	$	348,780		0.43	%		0.43	%		0.53	%		1.64	%		41	%
2010		29.01		0.56			2.29			2.85			(0.56	)		—			(0.56	)		31.30		9.93			325,796		0.43			0.43			0.54			1.85			20
2009		32.43		0.57			(3.12	)		(2.55	)		(0.61	)		(0.26	)		(0.87	)		29.01		(7.33	)		451,069		0.43			0.43			0.55			2.31			29
2008		44.71		0.68			(10.10	)		(9.42	)		(0.70	)		(2.16	)		(2.86	)		32.43		(22.30	)		462,947		0.41			0.41			0.53			1.77			27
2007(4)		41.45		0.34			3.09			3.43			(0.17	)		—			(0.17	)		44.71		8.28			650,792		0.40			0.40			0.43			1.55			2
2007(5)		38.38		0.63			3.70			4.33			(0.68	)		(0.58	)		(1.26	)		41.45		11.38			621,898		0.40			0.40			0.43			1.59			6
2006(5)		36.21		0.56			3.47			4.03			(0.54	)		(1.32	)		(1.86	)		38.38		11.32			614,246		0.40			0.40			0.43			1.49			18
Class E
2011‡	$	31.42	$	0.31		$	5.08		$	5.39		$	(0.45	)	$	—		$	(0.45	)	$	36.36		17.27	%	$	1,186,388		0.25	%		0.25	%		0.28	%		1.81	%		41	%
2010		29.12		0.61			2.29			2.90			(0.60	)		—			(0.60	)		31.42		10.10			1,046,410		0.25			0.25			0.29			2.02			20
2009		32.54		0.61			(3.12	)		(2.51	)		(0.65	)		(0.26	)		(0.91	)		29.12		(7.16	)		855,876		0.25			0.25			0.30			2.44			29
2008		44.85		0.75			(10.14	)		(9.39	)		(0.76	)		(2.16	)		(2.92	)		32.54		(22.19	)		805,606		0.25			0.25			0.53			1.95			27
2007(4)		41.57		0.30			3.17			3.47			(0.19	)		—			(0.19	)		44.85		8.34			1,072,141		0.25			0.25			0.53			1.70			2
2007(5)		38.48		0.69			3.72			4.41			(0.74	)		(0.58	)		(1.32	)		41.57		11.57			1,127,189		0.25			0.25			0.53			1.74			6
2006(5)		36.31		0.62			3.48			4.10			(0.61	)		(1.32	)		(1.93	)		38.48		11.49			1,684,857		0.25			0.25			0.53			1.65			18
Class I
2011‡	$	31.37	$	0.24		$	5.07		$	5.31		$	(0.35	)	$	—		$	(0.35	)	$	36.33		17.03	%	$	9,637		0.65	%		0.65	%		0.78	%		1.41	%		41	%
2010		29.07		0.49			2.29			2.78			(0.48	)		—			(0.48	)		31.37		9.66			8,341		0.65			0.65			0.79			1.63			20
2009		32.47		0.51			(3.12	)		(2.61	)		(0.53	)		(0.26	)		(0.79	)		29.07		(7.53	)		8,566		0.65			0.65			0.80			2.07			29
2008		44.74		0.60			(10.12	)		(9.52	)		(0.59	)		(2.16	)		(2.75	)		32.47		(22.49	)		5,498		0.65			0.65			0.78			1.53			27
2007(4)		41.51		0.28			3.09			3.37			(0.14	)		—			(0.14	)		44.74		8.12			13,233		0.65			0.65			0.78			1.29			2
2007(5)		38.43		0.53			3.71			4.24			(0.58	)		(0.58	)		(1.16	)		41.51		11.12			14,346		0.65			0.65			0.78			1.34			6
2006(5)		36.26		0.47			3.46			3.93			(0.44	)		(1.32	)		(1.76	)		38.43		11.02			13,144		0.65			0.65			0.78			1.25			18
Small Cap Fund
Class A
2011‡	$	11.14	$	0.01		$	2.54		$	2.55		$	(0.01	)	$	(1.06	)	$	(1.07	)	$	12.62		24.03	%	$	273,426		1.14	%		1.14	%		1.28	%		0.12	%		62	%
2010(11)		10.00		0.01			1.15			1.16			(0.01	)		(0.01	)		(0.02	)		11.14		11.64			223,978		1.14			1.14			1.29			0.10			115
Small Cap Value Fund
Class A
2011‡	$	15.45	$	0.06		$	3.09		$	3.15		$	(0.10	)	$	—		$	(0.10	)	$	18.50		20.41	%	$	583,924		1.14	%		1.14	%		1.28	%		0.66	%		38	%
2010		13.66		0.07			1.82			1.89			(0.10	)		—			(0.10	)		15.45		13.93			535,938		1.14			1.15			1.29			0.46			69
2009		15.38		0.11			(1.62	)		(1.51	)		(0.13	)		(0.08	)		(0.21	)		13.66		(9.31	)		638,341		1.14			1.16			1.29			1.03			110
2008		21.26		0.09			(3.22	)		(3.13	)		(0.07	)		(2.68	)		(2.75	)		15.38		(16.02	)		846,492		1.13			1.15			1.28			0.55			91
2007		21.28		0.04			2.23			2.27			(0.14	)		(2.15	)		(2.29	)		21.26		10.70			1,122,027		1.11			1.13			1.27			0.19			86
2006		21.58		0.05			1.97			2.02			(0.06	)		(2.26	)		(2.32	)		21.28		10.34			1,160,178		1.11			1.13			1.27			0.31			72
Class I
2011‡	$	15.34	$	0.04		$	3.07		$	3.11		$	(0.07	)	$	—		$	(0.07	)	$	18.38		20.28	%	$	6,877		1.36	%		1.36	%		1.53	%		0.44	%		38	%
2010		13.56		0.04			1.81			1.85			(0.07	)		—			(0.07	)		15.34		13.73			6,933		1.36			1.37			1.54			0.25			69
2009		15.29		0.08			(1.62	)		(1.54	)		(0.11	)		(0.08	)		(0.19	)		13.56		(9.59	)		7,389		1.36			1.38			1.54			0.77			110
2008		21.17		0.05			(3.21	)		(3.16	)		(0.04	)		(2.68	)		(2.72	)		15.29		(16.21	)		8,395		1.36			1.39			1.53			0.31			91
2007		21.21		(0.01	)		2.21			2.20			(0.09	)		(2.15	)		(2.24	)		21.17		10.41			14,089		1.36			1.38			1.52			(0.04	)		86
2006		21.52		—			1.98			1.98			(0.03	)		(2.26	)		(2.29	)		21.21		10.11			14,293		1.36			1.38			1.52			0.06			72
Small Cap Growth Fund
Class A
2011‡	$	14.69	$	(0.03	)	$	4.01		$	3.98		$	—		$	—		$	—		$	18.67		27.09	%	$	447,766		1.11	%		1.11	%		1.29	%		(0.32	)%		54	%
2010		12.96		(0.03	)		1.76			1.73			—	(2)		—			—			14.69		13.36			380,910		1.11			1.11			1.29			(0.21	)		99
2009		13.98		0.02			(1.04	)		(1.02	)		—	*		—			—			12.96		(7.27	)		478,405		1.11			1.12			1.29			0.17			163
2008		21.91		0.01			(6.22	)		(6.21	)		(0.01	)		(1.71	)		(1.72	)		13.98		(30.36	)		638,257		1.11			1.12			1.28			0.04			124
2007		18.56		(0.09	)		3.44			3.35			—			—			—			21.91		18.05			1,154,000		1.11			1.13			1.27			(0.43	)		135
2006		17.86		(0.07	)		0.77			0.70			—			—			—			18.56		3.92			1,111,329		1.11			1.13			1.27			(0.40	)		99
Class I
2011‡	$	14.34	$	(0.05	)	$	3.92		$	3.87		$	—		$	—		$	—		$	18.21		26.99	%	$	4,735		1.36	%		1.36	%		1.54	%		(0.57	)%		54	%
2010		12.68		(0.06	)		1.72			1.66			—			—			—			14.34		13.09			3,703		1.36			1.36			1.54			(0.45	)		99
2009		13.71		(0.02	)		(1.01	)		(1.03	)		—			—			—			12.68		(7.51	)		3,975		1.36			1.37			1.55			(0.17	)		163
2008		21.57		(0.03	)		(6.12	)		(6.15	)		—			(1.71	)		(1.71	)		13.71		(30.57	)		3,368		1.36			1.37			1.53			(0.19	)		124
2007		18.32		(0.14	)		3.39			3.25			—			—			—			21.57		17.74			9,323		1.36			1.38			1.52			(0.67	)		135
2006		17.67		(0.12	)		0.77			0.65			—			—			—			18.32		3.68			11,910		1.36			1.38			1.52			(0.65	)		99

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 131

Financial Highlights

For the period ended March 31, 2011 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income(1)		Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Small Cap Fund
Class A
2011‡	$	10.81	$	0.02	$	2.48		$	2.50		$	(0.07	)	$	—		$	(0.07	)	$	13.24		22.74	%	$	345,414		1.11	%		1.12	%		1.28	%		0.26	%		45	%
2010		9.42		0.03		1.39			1.42			(0.03	)		—			(0.03	)		10.81		15.05			300,343		1.11			1.13			1.29			0.30			75
2009		10.16		0.04		(0.73	)		(0.69	)		(0.05	)		—			(0.05	)		9.42		(6.62	)		262,464		1.11			1.15			1.30			0.50			136
2008		14.14		0.05		(3.19	)		(3.14	)		(0.04	)		(0.80	)		(0.84	)		10.16		(23.34	)		318,520		1.11			1.13			1.28			0.41			96
2007		13.10		0.04		2.00			2.04			(0.06	)		(0.94	)		(1.00	)		14.14		16.00			416,945		1.11			1.14			1.27			0.31			72
2006		13.13		0.01		0.68			0.69			—			(0.72	)		(0.72	)		13.10		5.50			314,333		1.11			1.14			1.27			0.09			73
Mid-Cap Fund
Class A
2011‡	$	15.80	$	0.04	$	3.37		$	3.41		$	(0.06	)	$	—		$	(0.06	)	$	19.15		21.62	%	$	159,417		1.02	%		1.06	%		1.08	%		0.42	%		44	%
2010		13.92		0.08		1.88			1.96			(0.08	)		—			(0.08	)		15.80		14.13			124,569		1.02			1.04			1.04			0.51			185
2009		14.87		0.11		(0.94	)		(0.83	)		(0.12	)		—			(0.12	)		13.92		(5.34	)		119,872		1.02			1.02			1.04			0.95			143
2008		22.22		0.11		(5.28	)		(5.17	)		(0.09	)		(2.09	)		(2.18	)		14.87		(25.45	)		126,509		1.02			1.02			1.03			0.58			126
2007		20.40		0.06		3.40			3.46			(0.10	)		(1.54	)		(1.64	)		22.22		17.51			183,287		1.01			1.01			1.02			0.26			176
2006		20.29		0.14		1.49			1.63			(0.12	)		(1.40	)		(1.52	)		20.40		8.50			90,208		1.01			1.01			1.03			0.67			135
Class I
2011‡	$	15.81	$	0.02	$	3.36		$	3.38		$	(0.03	)	$	—		$	(0.03	)	$	19.16		21.41	%	$	1,049		1.26	%		1.30	%		1.31	%		0.22	%		44	%
2010		13.92		0.04		1.89			1.93			(0.04	)		—			(0.04	)		15.81		13.91			623		1.26			1.28			1.29			0.30			185
2009		14.86		0.05		(0.89	)		(0.84	)		(0.10	)		—			(0.10	)		13.92		(5.47	)		274		1.26			1.26			1.30			0.48			143
2008(6)		22.56		0.06		(5.63	)		(5.57	)		(0.04	)		(2.09	)		(2.13	)		14.86		(26.82	)		52		1.26			1.26			1.27			0.33			126
U.S. Managed Volatility Fund
Class A
2011‡	$	10.81	$	0.08	$	1.52		$	1.60		$	(0.11	)	$	—		$	(0.11	)	$	12.30		14.87	%	$	493,830		1.00	%		1.00	%		1.28	%		1.43	%		49	%
2010		9.65		0.14		1.16			1.30			(0.14	)		—			(0.14	)		10.81		13.61			415,669		1.00			1.00			1.29			1.37			53
2009		11.25		0.13		(1.59	)		(1.46	)		(0.14	)		—			(0.14	)		9.65		(12.88	)		380,987		1.00			1.00			1.29			1.56			126
2008		13.45		0.10		(1.69	)		(1.59	)		(0.10	)		(0.51	)		(0.61	)		11.25		(12.38	)		458,668		1.00			1.00			1.27			0.85			85
2007		12.02		0.15		1.74			1.89			(0.14	)		(0.32	)		(0.46	)		13.45		16.09			585,858		1.04			1.04			1.27			1.19			112
2006		11.41		0.10		0.75			0.85			(0.09	)		(0.15	)		(0.24	)		12.02		7.64			303,523		1.11			1.11			1.27			0.91			133
Class I
2011‡	$	10.79	$	0.07	$	1.52		$	1.59		$	(0.09	)	$	—		$	(0.09	)	$	12.29		14.78	%	$	48		1.25	%		1.25	%		1.53	%		1.18	%		49	%
2010		9.63		0.11		1.17			1.28			(0.12	)		—			(0.12	)		10.79		13.38			37		1.25			1.25			1.54			1.08			53
2009		11.24		0.12		(1.61	)		(1.49	)		(0.12	)		—			(0.12	)		9.63		(13.17	)		17		1.25			1.25			1.55			1.38			126
2008		13.43		0.09		(1.71	)		(1.62	)		(0.06	)		(0.51	)		(0.57	)		11.24		(12.58	)		6		1.25			1.25			1.57			0.71			85
2007(9)		13.54		0.01		(0.05	)		(0.04	)		(0.07	)		—			(0.07	)		13.43		(0.32	)		1		1.36			1.36			1.86			0.19			112
Global Managed Volatility Fund
Class A
2011‡	$	8.21	$	0.07	$	0.44		$	0.51		$	—		$	—		$	—		$	8.72		6.21	%	$	461,560		1.11	%		1.11	%		1.29	%		1.60	%		33	%
2010		7.82		0.13		0.29			0.42			(0.03	)(2)		—			(0.03	)		8.21		5.37			330,526		1.11			1.11			1.31			1.62			91
2009		9.07		0.12		(1.37	)		(1.25	)		—			—			—			7.82		(13.78	)		213,773		1.13	(3)		1.13	(3)		1.35			1.59			155
2008		11.22		0.12		(1.92	)		(1.80	)		(0.18	)		(0.17	)		(0.35	)		9.07		(16.60	)		204,156		1.11			1.11			1.31			1.24			113
2007		10.37		0.17		0.85			1.02			(0.11	)		(0.06	)		(0.17	)		11.22		9.88			275,748		1.11			1.11			1.32			1.56			119
2006(7)		10.00		0.02		0.35			0.37			—			—			—			10.37		3.70			94,951		1.10			1.10			1.30			1.22			13
Class I
2011‡	$	8.15	$	0.05	$	0.44		$	0.49		$	—		$	—		$	—		$	8.64		6.01	%	$	79		1.36	%		1.36	%		1.54	%		1.30	%		33	%
2010		7.76		0.16		0.25			0.41			(0.02	)(2)		—			(0.02	)		8.15		5.32			64		1.36			1.36			1.57			2.00			91
2009		9.02		0.11		(1.37	)		(1.26	)		—			—			—			7.76		(13.97	)		17		1.38	(3)		1.38	(3)		1.62			1.56			155
2008		11.20		0.14		(1.97	)		(1.83	)		(0.18	)		(0.17	)		(0.35	)		9.02		(16.86	)		10		1.36			1.36			1.56			1.49			113
2007(9)		11.45		0.01		(0.26	)		(0.25	)		—			—			—			11.20		(2.18	)		1		1.36			1.36			2.26			0.23			119
Tax-Managed Managed Volatility Fund
Class A
2011‡	$	9.24	$	0.07	$	1.19		$	1.26		$	(0.10	)	$	—		$	(0.10	)	$	10.40		13.69	%	$	275,035		1.00	%		1.00	%		1.28	%		1.49	%		52	%
2010		8.14		0.12		1.10			1.22			(0.12	)		—			(0.12	)		9.24		15.17			236,402		1.00			1.00			1.29			1.39			28
2009		9.02		0.12		(0.88	)		(0.76	)		(0.12	)		—			(0.12	)		8.14		(8.28	)		172,265		1.00			1.00			1.29			1.69			94
2008(10)		10.00		0.10		(1.02	)		(0.92	)		(0.06	)		—			(0.06	)		9.02		(9.24	)		96,523		1.00			1.00			1.29			1.43			65

132 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

	Net Asset Value, Beginning of Period		Net Investment Income(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Real Estate Fund
Class A
2011‡	$	11.58	$	0.13		$	1.74		$	1.87		$	(0.20	)	$	—		$	(0.20	)	$	13.25		16.28	%	$	172,445		1.14	%		1.14	%		1.28	%		2.16	%		30	%
2010		9.42		0.05			2.46			2.51			(0.35	)(13)		—			(0.35	)		11.58		27.37			220,866		1.14			1.15			1.29			0.50			69
2009		13.73		0.16			(4.18	)		(4.02	)		(0.29	)(2)		—			(0.29	)		9.42		(28.69	)		221,228		1.14			1.15			1.29			2.08			97
2008		18.20		0.13			(3.11	)		(2.98	)		(0.38	)		(1.11	)		(1.49	)		13.73		(17.15	)		251,359		1.13			1.13			1.27			0.86			52
2007		18.43		0.30			0.76			1.06			(0.36	)		(0.93	)		(1.29	)		18.20		5.49			244,991		1.11			1.12			1.27			1.55			84
2006		14.86		0.23			4.15			4.38			(0.36	)		(0.45	)		(0.81	)		18.43		30.44			192,674		1.11			1.12			1.27			1.39			65
Class I
2011‡	$	11.57	$	0.11		$	1.75		$	1.86		$	(0.20	)	$	—		$	(0.20	)	$	13.23		16.15	%	$	528		1.36	%		1.37	%		1.54	%		1.79	%		30	%
2010		9.41		—	*		2.49			2.49			(0.33	)(13)		—			(0.33	)		11.57		27.12			306		1.36			1.37			1.54			0.00			69
2009		13.72		0.09			(4.12	)		(4.03	)		(0.28	)(2)		—			(0.28	)		9.41		(28.83	)		132		1.36			1.37			1.55			1.26			97
2008(6)		18.55		0.13			(3.49	)		(3.36	)		(0.36	)		(1.11	)		(1.47	)		13.72		(18.89	)		25		1.36			1.36			1.52			0.86			52
Enhanced Income Fund
Class A
2011‡	$	7.46	$	0.10		$	0.10		$	0.20		$	(0.12	)	$	—		$	(0.12	)	$	7.54		2.67	%	$	170,123		0.60	%		0.60	%		1.05	%		2.67	%		53	%
2010		7.21		0.18			0.30			0.48			(0.23	)		—			(0.23	)		7.46		6.78			137,223		0.60			0.60			1.06			2.45			77
2009		8.21		0.29			(1.09	)		(0.80	)		(0.20	)		—			(0.20	)		7.21		(9.56	)		233,747		0.60			0.60			1.06			4.30			132
2008		9.92		0.49			(1.68	)		(1.19	)		(0.52	)		—			(0.52	)		8.21		(12.42	)		314,795		0.60			0.60			1.04			5.40			42
2007		10.11		0.57			(0.27	)		0.30			(0.49	)		—			(0.49	)		9.92		2.96			620,931		0.60			0.60			1.03			5.67			43
2006(7)		10.00		0.10			0.01			0.11			—			—			—			10.11		1.10			235,981		0.60			0.60			1.10			5.54			70
Class I
2011‡	$	7.45	$	0.09		$	010		$	0.19		$	(0.10	)	$	—		$	(0.10	)	$	7.54		2.63	%	$	18		0.85	%		0.85	%		1.30	%		2.41	%		53	%
2010		7.20		0.16			0.29			0.45			(0.20	)		—			(0.20	)		7.45		6.35			16		0.85			0.85			1.33			2.21			77
2009		8.20		0.25			(1.06	)		(0.81	)		(0.19	)		—			(0.19	)		7.20		(9.79	)		45		0.85			0.85			1.31			3.73			132
2008		9.91		0.43			(1.63	)		(1.20	)		(0.51	)		—			(0.51	)		8.20		(12.61	)		16		0.85			0.85			1.29			4.82			42
2007(9)		10.25		0.15			(0.35	)		(0.20	)		(0.14	)		—			(0.14	)		9.91		(2.01	)		11		1.09			1.09			1.56			5.78			43
Core Fixed Income Fund
Class A
2011‡	$	10.93	$	0.18		$	(0.08	)	$	0.10		$	(0.19	)	$	—		$	(0.19	)	$	10.84		0.90	%	$	2,148,412		0.74	%(14)		0.74	%(14)		0.92	%(14)		3.25	%		246	%
2010		9.98		0.44			0.95			1.39			(0.44	)		—			(0.44	)		10.93		14.25			2,335,314		0.67			0.67			0.85			4.20			283
2009		9.37		0.50			0.62			1.12			(0.51	)		—			(0.51	)		9.98		12.55			2,450,746		0.67			0.67			0.86			5.42			329
2008		10.19		0.51			(0.82	)		(0.31	)		(0.51	)		—			(0.51	)		9.37		(3.25	)		3,686,633		0.66			0.66			0.84			5.12			335
2007		10.29		0.50			(0.10	)		0.40			(0.50	)		—			(0.50	)		10.19		4.00			4,600,629		0.64			0.64			0.84			4.89			413
2006		10.44		0.47			(0.11	)		0.36			(0.48	)		(0.03	)		(0.51	)		10.29		3.60			4,293,309		0.63			0.63			0.84			4.62			478
Class I
2011‡	$	10.92	$	0.16		$	(0.07	)	$	0.09		$	(0.18	)	$	—		$	(0.18	)	$	10.83		0.79	%	$	15,839		0.97	%(14)		0.97	%(14)		1.18	%(14)		3.03	%		246	%
2010		9.97		0.41			0.96			1.37			(0.42	)		—			(0.42	)		10.92		14.01			17,445		0.89			0.89			1.10			3.96			283
2009		9.36		0.48			0.62			1.10			(0.49	)		—			(0.49	)		9.97		12.32			13,658		0.89			0.89			1.11			5.21			329
2008		10.19		0.49			(0.84	)		(0.35	)		(0.48	)		—			(0.48	)		9.36		(3.58	)		8,090		0.90			0.90			1.09			4.87			335
2007		10.29		0.41			(0.03	)		0.38			(0.48	)		—			(0.48	)		10.19		3.74			12,890		0.89			0.89			1.09			3.96			413
2006		10.43		0.45			(0.11	)		0.34			(0.45	)		(0.03	)		(0.48	)		10.29		3.44			14,035		0.88			0.88			1.09			4.37			478
U.S. Fixed Income Fund
Class A
2011‡	$	10.81	$	0.15		$	(0.17	)	$	(0.02	)	$	(0.16	)	$	(0.35	)	$	(0.51	)	$	10.28		(0.16	)%	$	801,658		0.66	%		0.66	%		0.86	%		2.94	%		169	%
2010		10.28		0.33			0.60			0.93			(0.36	)		(0.04	)		(0.40	)		10.81		9.22			877,709		0.66			0.66			0.86			3.12			299
2009(8)		10.00		0.08			0.27			0.35			(0.07	)		—			(0.07	)		10.28		3.55			677,723		0.66			0.66			0.87			3.23			51
High Yield Bond Fund
Class A
2011‡	$	7.27	$	0.28		$	0.33		$	0.61		$	(0.28	)	$	(0.04	)	$	(0.32	)	$	7.56		8.54	%	$	1,690,703		0.89	%		0.89	%		1.12	%		7.65	%		47	%
2010		6.52		0.64			0.74			1.38			(0.61	)		(0.02	)		(0.63	)		7.27		21.98			1,503,070		0.89			0.89			1.13			9.22			113
2009		6.57		0.60			(0.02	)		0.58			(0.56	)		(0.07	)		(0.63	)		6.52		11.88			1,289,964		0.89			0.89			1.15			11.03			98
2008		8.26		0.66			(1.60	)		(0.94	)		(0.66	)		(0.09	)		(0.75	)		6.57		(12.09	)		1,076,379		0.88			0.88			1.13			8.73			69
2007		8.38		0.67			(0.11	)		0.56			(0.68	)		—			(0.68	)		8.26		6.72			1,247,613		0.86			0.86			1.12			7.89			91
2006		8.50		0.65			(0.12	)		0.53			(0.65	)		—			(0.65	)		8.38		6.51			1,068,711		0.86			0.86			1.12			7.69			126
Class I
2011‡	$	7.28	$	0.28		$	0.30		$	0.58		$	(0.27	)	$	(0.04	)	$	(0.31	)	$	7.55		8.15	%	$	5,127		1.11	%		1.11	%		1.38	%		7.41	%		47	%
2010		6.53		0.63			0.74			1.37			(0.60	)		(0.02	)		(0.62	)		7.28		21.76			1,846		1.11			1.11			1.40			8.96			113
2009		6.58		0.58			(0.01	)		0.57			(0.55	)		(0.07	)		(0.62	)		6.53		11.65			200		1.11			1.11			1.40			10.45			98
2008(6)		8.26		0.66			(1.61	)		(0.95	)		(0.64	)		(0.09	)		(0.73	)		6.58		(12.20	)		47		1.11			1.11			1.38			8.96			69

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 133

Financial Highlights

For the period ended March 31, 2011 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Real Return Fund
Class A
2011‡	$	10.51	$	0.09		$	0.22		$	0.31		$	(0.08	)	$	(0.10	)	$	(0.18	)	$	10.64		2.99	%	$	325,267		0.45	%		0.45	%		0.85	%		1.71	%		32	%
2010		10.19		0.12			0.40			0.52			(0.19	)		(0.01	)		(0.20	)		10.51		5.20			240,925		0.45			0.45			0.86			1.18			94
2009(8)		10.00		0.10			0.09			0.19			—			—			—			10.19		1.90			83,568		0.45			0.45			0.88			4.11			23
Multi-Strategy Alternative Fund
Class A
2011‡	$	9.93	$	0.17		$	0.06		$	0.23		$	(0.15	)	$	—		$	(0.15	)	$	10.01		2.34	%	$	253,378		0.50	%		0.50	%		2.12	%		3.41	%		7	%
2010(12)		10.00		(0.02	)		(0.05	)		(0.07	)		—			—			—			9.93		(0.70	)		191,055		0.50			0.50			2.19			(0.42	)		49

‡ For the six month period ended March 31, 2011. All ratios for the period have been annualized.

† Returns and turnover rates are for the period indicated and have not been annualized.

* Amount represents less than $0.01.

(1) Per share net investment income and net realized and unrealized gains/(losses) calculated using average shares.

(2) Includes return of capital of less than $0.01.

(3) The expense ratios include overdraft fees. Had these fees been excluded the ratios would have been 1.11% and 1.36% for Class A and Class I, respectively.

(4) For the six months ended September 30, 2007. The Fund’s fiscal year end changed from March 31 to September 30. All ratios for the period have been annualized.

(5) For the year or period ended March 31.

(6) Commenced operations on October 1, 2007. All ratios for the period have been annualized.

(7) Commenced operations on July 27, 2006. All ratios for the period have been annualized.

(8) Commenced operations on July 2, 2009. All ratios for the period have been annualized.

(9) Commenced operations on June 29, 2007. All ratios for the period have been annualized.

(10) Commenced operations on December 20, 2007. All ratios for the period have been annualized.

(11) Commenced operations on October 1, 2009. All ratios for the period have been annualized.

(12) Commenced operations on March 31, 2010. All ratios for the period have been annualized.

(13) Includes return of capital of $0.10.

(14) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.67%, 0.67% and 0.85 for Class A and 0.89%, 0.89% and 1.10% for Class I, respectively.

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

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

134 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Notes to Financial Statements (Unaudited)

March 31, 2011

1. ORGANIZATION

SEI Institutional Managed Trust (the “Trust”) is organized as a Massachusetts business trust under a Declaration of Trust dated October 20, 1986.

The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 21 funds: Large Cap, Large Cap Value, Large Cap Growth, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, U.S. Fixed Income, High Yield Bond, Real Return, Prime Obligation and Multi-Strategy Alternative Funds (each a “Fund,” collectively the “Funds”) each of which are Diversified Funds, with the exception of the Real Estate and Multi-Strategy Alternative Funds. The Trust is registered to offer: Class A shares of the Funds; Class E shares of the S&P 500 Fund; Class G shares of the Large Cap, Large Cap Value, Large Cap Growth, Tax-Managed, Large Cap, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, U.S. Fixed Income, High Yield Bond and Real Return Funds; Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, U.S. Fixed Income, High Yield Bond and Real Return Funds; and Class Y shares of the Tax-Managed Large Cap Fund. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. The Funds’ prospectuses provide a description of each Fund’s investment objective and strategies.

As of March 31, 2011, the Prime Obligation Fund and the Class G shares had not yet commenced operations.

2. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of the significant accounting policies followed by the Funds.

Use of Estimates — The preparation of financial statements, in conformity with U.S. generally accepted accounting principles (“GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Security Valuation — Securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (except for securities traded on NASDAQ) are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded, or, if there is no such reported

sale, at the most recent quoted bid price. For securities traded on NASDAQ, the NASDAQ Official Closing Price will be used. If available, debt securities are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, or other methodologies designed to identify the market value for such securities. Debt obligations with remaining maturities of sixty days or less may be valued at their amortized cost, which approximates market value. Prices for most securities held in the Funds are provided daily by recognized independent pricing agents. If a security price cannot be obtained from an independent, third-party pricing agent, the Funds seek to obtain a bid price from at least one independent broker.

Securities for which market prices are not “readily available” are valued in accordance with Fair Value Procedures established by the Trust’s Board of Trustees. The Trust’s Fair Value Procedures are implemented through a Fair Value Committee (the “Committee”) designated by the Trust’s Board of Trustees. Some of the more common reasons that may necessitate that a security be valued using Fair Value Procedures include: the security’s trading has been halted or suspended; the security has been de-listed from a national exchange; the security’s primary trading market is temporarily closed at a time when, under normal conditions, it would be open; or the security’s primary pricing source is not able or willing to provide a price. When a security is valued in accordance with the Fair Value Procedures, the Committee will determine the value after taking into consideration relevant information reasonably available to the Committee.

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its net asset value. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates net asset value if an event that could materially affect the value of those securities (a “Significant Event”) has occurred between the time of the security’s last close and the time that a Fund calculates net asset value. A Significant Event may relate to a single issuer or to an entire market sector. If the adviser or sub-adviser of a Fund becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculates net asset value, it may request that a Committee meeting be called. In addition, the Trust’s administrator monitors price movements among certain selected indices, securities and/or baskets of securities that may be an indicator that the closing prices received earlier from foreign exchanges or markets may not reflect market value at the time a Fund calculates net asset value. If price movements in a monitored index or security exceed levels established by the administrator, the administrator notifies the adviser or sub-adviser

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 135

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

for any Fund holding the relevant securities that such limits have been exceeded. In such event, the adviser or sub-adviser makes the determination whether a Committee meeting should be called based on the information provided.

The Global Managed Volatility Fund also uses a third-party fair valuation vendor. The vendor provides a fair value for foreign securities held by the Fund based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security). Values from the fair value vendor are applied in the event that there is a movement in the U.S. market that exceeds a specific threshold that has been established by the Committee. The Committee has also established a “confidence interval” which is used to determine the level of historical correlation between the value of a specific foreign security and movements in the U.S. market before a particular security will be fair valued when the threshold is exceeded. In the event that the threshold established by the Committee is exceeded on a specific day, the Global Managed Volatility Fund will value the non-U.S. securities in its portfolio that exceed the applicable “confidence interval” based upon the adjusted prices provided by the fair valuation vendor.

Options and warrants for which the primary market is a national securities exchange are valued at the last sale price on the exchange on which they are traded, or, in the absence of any sale, at the closing bid price. Options and warrants not traded on a national securities exchange are valued at the last quoted bid price.

The Assets of the Multi-Strategy Alternative Fund consist primarily of the investments in underlying registered investment companies, which are valued at their respective daily net assets in accordance with Board-approved pricing procedures.

In accordance with GAAP, Fair Value is defined as the price that a Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1 — quoted prices in active markets for identical investments

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.)

Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. For certain collateralized debt obligations, corporate obligations, mortgage backed securities, auction rate preferred securities and loan participations where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

The Fund adopted Financial Accounting Standards Board — Accounting Standards Update “Fair Value Measurements and Disclosures” (the “Update”), effective September 30, 2010. This Update applies to the Fund’s disclosures about transfers in and out of Level 1 and Level 2 of the fair value hierarchy and the reasons for the transfers. Disclosures about the valuation techniques and inputs used to measure fair value for investments that fall in either Level 2 or Level 3 fair value hierarchy are summarized under the Level 2 and Level 3 categories listed above. There were no significant transfers between Level 1 and Level 2 of the fair value hierarchy during the period.

The valuation techniques used by the Funds to measure fair value during the year ended March 31, 2011 maximized the use of observable inputs and minimized the use of unobservable inputs.

For the year ended March 31, 2011, there have been no significant changes to the Trust’s fair valuation methodologies.

Security Transactions and Investment Income — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income is recognized on the ex-dividend date, and interest income is recognized using the accrual basis of accounting. Income from payment-in-kind securities is recorded daily based on the effective interest method of accrual.

136 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components of distributions received that may be considered nontaxable distributions or capital gain distributions.

Amortization and accretion is calculated using the scientific interest method, which approximates the effective interest method over the holding period of the security. Amortization of premiums and discounts is included in interest income.

Repurchase Agreements — Securities pledged as collateral for repurchase agreements are held by each Fund’s custodian bank until the repurchase date of the repurchase agreement. The Funds may also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker’s custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase agreements and the Trust’s policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited.

Reverse Repurchase Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. Additional assets are maintained in an account with the broker. The segregated assets may consist of cash, U.S. Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities.

Classes — Class-specific expenses are borne by that class of shares. Income, realized and unrealized gains/losses and non class-specific expenses are allocated to the respective class on the basis of relative daily net assets.

Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments in equity securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of equity securities.

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes. The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar. Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Summary Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2011, if applicable.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 137

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

of Investments or Summary Schedule of Investments for details regarding open futures contracts as of March 31, 2011, if applicable.

Options/Swaptions Writing/Purchasing — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities. To the extent consistent with its Investment Objective and Strategies, a Fund may also invest in financial option/swaption contracts to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.

The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Summary Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2011, if applicable.

Securities Sold Short — To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a

Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, unlimited in size, will be recognized upon the close of a short sale.

Until a Fund closes its short position or replaces the borrowed security, a Fund will: (a) maintain a segregated account containing cash or liquid securities at such a level that (i) the amount deposited in the account plus the amount deposited with the broker as collateral will equal the current value of the security sold short; and (ii) the amount deposited in the segregated account plus the amount deposited with the broker as collateral will not be less than the market value of the security at the time the security was sold short, or (b) otherwise cover the Fund’s short positions.

Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to take and manage risk in the portfolio, including interest rate risk, credit risk and overall yield sensitivity. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal to manage a

138 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Fund’s exposure to interest rates. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at period end, if any, are listed after a Fund’s portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian. A Fund may enter into swap agreements in order to, among other things, change the maturity or duration of the investment portfolio, to protect a Fund’s value from changes in interest rates, or to expose a Fund to a different security or market.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations. Net payments of interest are recorded as realized gains or losses.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments or Summary Schedule of Investments for details regarding open swap agreements as of March 31, 2011, if applicable.

Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on a delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

Collateralized Debt Obligations — A Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. CDOs may charge management fees and administrative expenses.

For CDOs, the cashflows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Illiquid Securities — A security is considered illiquid if it cannot be sold or disposed of in the ordinary course of business within seven days or less for its approximate carrying value on the books of a Fund. Valuations of illiquid securities may differ significantly from the values that would have been used had an active market value for these securities existed.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 139

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

Restricted Securities — At March 31, 2011, the following Funds owned private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board of Trustees. The acquisition dates of these investments, the enforceable right to acquire these securities, along with their cost and values at March 31, 2011, were as follows:

	Number of Shares/ Face Amount ($ Thousands)		Acquisition Date		Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Small Cap Fund
Scorpio Mining PIPE		20,800		10/06/09		10/06/09	$	19	$	20		0.01	%
Titanium Asset Management PIPE		2,000		10/06/09		10/06/09		8		2		—
							$	27	$	22		0.01	%
Small Cap Value Fund
Verde Realty PIPE		21,100		02/16/07		02/16/07	$	696	$	356		0.06	%
Small Cap Growth Fund
Rentech Warrant		19,400		04/20/07		04/20/07	$	—	$	—		—	%
Titanium Asset Management PIPE		140,900		06/14/07		06/14/07		845		127		0.03
Titanium Asset Management Warrants		147,800		08/06/07		08/06/07		—		—		—
Value Creation		145,600		08/10/06		08/10/06		1,491		180		0.04
							$	2,336	$	307		0.07	%
Real Estate Fund
Verde Realty PIPE		21,400		02/16/07		02/16/07	$	706	$	361		0.21	%
Enhanced Income Fund
JHT Holding, 2nd Lien	$	40		12/16/08		12/16/08	$	54	$	13		0.01	%
High Yield Bond Fund
Quebecore Media (Escrow Security)	$	1,915		09/24/09		09/24/09	$	—	$	115		0.01	%
VSS AHC, Cl A		38,453		10/08/09		10/08/09		485		459		0.03
							$	485	$	574		0.04	%

PIPE — Private Investment in Public Entity

Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, Real Return and Multi-Strategy Alternative Funds; are declared and paid annually for the Global Managed Volatility Fund; and declared daily and paid monthly for the Core Fixed Income, U.S. Fixed Income and High Yield Bond Funds. Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.

Investments in REITs — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the REIT investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year-end, and may differ from the estimated amounts.

Redemption Fees — The Funds retain a redemption fee based on a dollar threshold for redemptions, or a series of redemptions from a single identifiable source that in the aggregate exceed a specified dollar threshold within any thirty day period, as presented below:

	Dollar Threshold ($Thousands)		Redemption Fee
Large Cap Fund	$	50,000		0.50	%
Large Cap Value Fund		50,000		0.50
Large Cap Growth Fund		50,000		0.50
Tax-Managed Large Cap Fund		50,000		0.50
S&P 500 Index Fund		50,000		0.15
Small Cap Fund		25,000		1.00
Small Cap Value Fund		25,000		1.00
Small Cap Growth Fund		25,000		1.00
Tax-Managed Small Cap Fund		25,000		1.00
Mid-Cap Fund		10,000		0.75
U.S. Managed Volatility Fund		25,000		0.50
Global Managed Volatility Fund		25,000		0.75
Tax-Managed Managed Volatility Fund		25,000		0.50
Real Estate Fund		10,000		1.00
Enhanced Income Fund		10,000		0.75
Core Fixed Income Fund		50,000		0.60
U.S. Fixed Income Fund		50,000		0.60
High Yield Bond Fund		25,000		1.00
Real Return Fund		10,000		0.25
Multi-Strategy Alternative Fund		25,000		0.25

For the six month period ended March 31, 2011, the Funds did not retain any redemption fees. Such fees, if any, are retained by the Funds for the benefit of the remaining shareholders.

140 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

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

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the

swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.

If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.

Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements (“ISDA Master Agreements”). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.

4. DERIVATIVE TRANSACTIONS

The following tables include only Funds that had exposure to more than one type of risk on derivatives held throughout the year. For Funds that held derivatives throughout the year with only one type of risk exposure, additional information can be found on the Summary Schedule of Investments or Schedule of Investments and the Statement of Operations.

The fair value of derivative instruments as of March 31, 2011 was as follows:

	Asset Derivatives				Liability Derivatives
	Six Month Period ended March 31, 2011 ($ Thousands)				Six Month Period ended March 31, 2011 ($ Thousands)
	Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Global Managed Volatility Fund
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	$	1,392		Unrealized loss on forward foreign currency contracts	$	919
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		595		Net Assets — Unrealized depreciation on futures contracts		—
Total Derivatives not accounted for as hedging instruments		$	1,987			$	919
Core Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	1,070	*	Net Assets — Unrealized depreciation on futures contracts	$	284	*
	Net Assets — Unrealized appreciation on swap contracts		14	†	Net Assets — Unrealized depreciation on swap contracts		1,140	†
	Investments, at value		—		Options written, at value		167
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		—		Unrealized loss on forward foreign currency contracts		470	*
Equity contracts	Net Assets — Unrealized appreciation on swap contracts		—		Net Assets — Unrealized depreciation on swap contracts		9	†
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		351	†	Net Assets — Unrealized depreciation on swap contracts		7,136	†
Total Derivatives not accounted for as hedging instruments		$	1,435			$	9,206

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 141

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

	Asset Derivatives				Liability Derivatives
	Six Month Period ended March 31, 2011 ($ Thousands)				Six Month Period ended March 31, 2011 ($ Thousands)
	Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities Location	Fair Value
U.S. Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	71	*	Net Assets — Unrealized depreciation on futures contracts	$	102	*
	Investments, at value		—		Options written, at value		44
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		—		Net Assets — Unrealized depreciation on swap contracts		806	†
Total Derivatives not accounted for as hedging instruments		$	71			$	952

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities.

† Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statement of Operations for the six month period ended March 31, 2011.

Amount of Realized Gain or (Loss) on Derivatives Recognized in Income ($ Thousands)

Derivatives Not Accounted for as Hedging Instruments:	Options		Futures			Forward Currency Contracts			Swaps			Total
Small Cap Value Fund
Equity contracts	$	—	$	2,568		$	—		$	—		$	2,568
Foreign exchange contracts		—		—			(8	)		—			(8	)
Total	$	—	$	2,568		$	(8	)	$	—		$	2,560
Tax Managed Small Cap Fund
Equity contracts	$	—	$	1,633		$	—		$	—		$	1,633
Foreign exchange contracts		—		—			(41	)		—			(41	)
Total	$	—	$	1,633		$	(41	)	$	—		$	1,592
Global Managed Volatility Fund
Equity contracts	$	—	$	1,685		$	—		$	—		$	1,685
Foreign exchange contracts		—		—			(11,592	)		—			(11,592	)
Total	$	—	$	1,685		$	(11,592	)	$	—		$	(9,907	)
Core Fixed Income Fund
Interest rate contracts	$	782	$	(6,067	)	$	—		$	125		$	(5,160	)
Credit contracts		—		—			—			(1,322	)		(1,322	)
Equity Contracts		—		—			—			20			20
Foreign exchange contracts		—		—			(1,581	)		—			(1,581	)
Total	$	782	$	(6,067	)	$	(1,581	)	$	(1,177	)	$	(8,043	)
U.S. Fixed Income Fund
Interest rate contracts	$	80	$	686		$	—		$	—		$	766
Credit contracts		—		—			—			(517	)		(517	)
Total	$	80	$	686		$	—		$	(517	)	$	249

Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments:	Options		Futures		Forward Currency Contracts		Swaps		Total
Tax-Managed Small Cap Fund
Equity contracts	$	—	$	25	$	—	$	—	$	25
Foreign exchange contracts		—		—		37		—		37
Total	$	—	$	25	$	37	$	—	$	62
Global Managed Volatility Fund
Equity contracts	$	—	$	452	$	—	$	—	$	452
Foreign exchange contracts		—		—		1,941		—		1,941
Total	$	—	$	452	$	1,941	$	—	$	2,393

142 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Derivatives Not Accounted for as Hedging Instruments:	Options		Futures		Forward Currency Contracts		Swaps			Total
Core Fixed Income Fund
Interest rate contracts	$	147	$	949	$	—	$	2,123		$	3,219
Credit contracts		—		—		—		346			346
Equity contracts		—		—		—		(9	)		(9	)
Foreign exchange contacts		—		—		398		—			398
Total	$	147	$	949	$	398	$	2,460		$	3,954
U.S. Fixed Income Fund
Interest rate contracts	$	42	$	69	$	—	$	—		$	111
Credit contracts		—		—		—		257			257
Total	$	42	$	69	$	—	$	257		$	368

The ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral, and events of default or termination. The occurrence of a specified event of termination may give a counterparty the right to terminate all of its contracts and affect settlement of all outstanding transactions under the applicable ISDA Master Agreement.

Written options transactions entered into during the six month period ended March 31, 2011 are summarized as follows:

	Core Fixed Income Fund
	Number of Contracts			Premium ($ Thousands)
Balance at the beginning of period		447		$	401
Written		3,991,938			967
Expired		(186	)		(154	)
Closing buys		(1,880	)		(983	)
Balance at the end of period		3,990,319		$	231

				U.S. Fixed Income Fund
	Number of Contracts			Premium ($ Thousands)
Balance at the beginning of period		110		$	73
Written		1,490,115			134
Expired		(20	)		(25	)
Closing buys		(150	)		(111	)
Balance at the end of period		1,490,055		$	71

At March 31, 2011 the Funds had cash and/or securities at least equal to the value of written options.

5. ADMINISTRATION, INVESTMENT ADVISORY AND DISTRIBUTION AGREEMENTS, AND OTHER TRANSACTIONS WITH AFFILIATES

Administration and Transfer Agency Agreement — The Trust and SEI Investments Global Funds Services (the “Administrator”) are parties to an amended and restated Administration and Transfer Agency Agreement dated December 10, 2003 under which the Administrator provides administrative and transfer agency services to the Funds for an annual fee of 0.35% of the average daily net assets of the Large

Cap, Large Cap Value, Large Cap Growth, Tax-Managed Large Cap Class A, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, High Yield Bond, Real Return and Multi-Strategy Alternative Funds; 0.15% of the average daily net assets of the Tax-Managed Large Cap Class Y; 0.22% of the average daily net assets of the S&P 500 Index Fund; and 0.28% of the average daily net assets of the Core Fixed Income and U.S. Fixed Income Funds. The Administrator has agreed voluntarily to waive all or a portion of its fee in order to limit the operating expenses of a Fund. Any such waiver is voluntary and may be terminated at any time at the Administrator’s sole discretion.

Investment Advisory Agreement — SEI Investments Management Corporation (“SIMC”) serves as investment adviser (the “Adviser”) to each Fund. In connection with serving as Adviser, SIMC is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund. SIMC has voluntarily agreed to waive a portion of its fee so that the total annual expenses of each Fund, exclusive of short sale expenses, interest expense and acquired fund fee expenses, will not exceed certain voluntary expense limitations adopted by SIMC. These waivers may be terminated at any time. Accordingly, the advisory fee and voluntary expense limitations for each Fund are as follows:

	Advisory Fees			Voluntary Expense Limitations
Large Cap Fund, Class A		0.3900	%		0.8900	%
Large Cap Value Fund, Class A		0.3500			0.8900
Large Cap Value Fund, Class I		0.3500			1.1100
Large Cap Growth Fund, Class A		0.4000			0.8900
Large Cap Growth Fund, Class I		0.4000			1.1100
Tax-Managed Large Cap Fund, Class A		0.4000			0.8900
Tax-Managed Large Cap Fund, Class Y		0.4000			0.5600
S&P 500 Index Fund, Class A		0.0300			0.4300
S&P 500 Index Fund, Class E		0.0300			0.2500
S&P 500 Index Fund, Class I		0.0300			0.6500
Small Cap Fund, Class A		0.6500			1.1400
Small Cap Value Fund, Class A		0.6500			1.1400
Small Cap Value Fund, Class I		0.6500			1.3600

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 143

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

	Advisory Fees			Voluntary Expense Limitations
Small Cap Growth Fund, Class A		0.6500	%		1.1100	%
Small Cap Growth Fund, Class I		0.6500			1.3600
Tax-Managed Small Cap Fund, Class A		0.6500			1.1100
Mid-Cap Fund, Class A		0.4000			1.0200
Mid-Cap Fund, Class I		0.4000			1.2600
U.S. Managed Volatility Fund, Class A		0.6500			1.0000
U.S. Managed Volatility Fund, Class I		0.6500			1.2500
Global Managed Volatility Fund, Class A		0.6500			1.1100
Global Managed Volatility Fund, Class I		0.6500			1.3600
Tax-Managed Managed Volatility Fund, Class A		0.6500			1.0000
Real Estate Fund, Class A		0.6500			1.1400
Real Estate Fund, Class I		0.6500			1.3600
Enhanced Income Fund, Class A		0.4000			0.6000
Enhanced Income Fund, Class I		0.4000			0.8500
Core Fixed Income Fund, Class A		0.2750			0.6700
Core Fixed Income Fund, Class I		0.2750			0.8900
U.S. Fixed Income, Class A		0.2750			0.6600
High Yield Bond Fund, Class A		0.4875			0.8900
High Yield Bond Fund, Class I		0.4875			1.1100
Real Return, Class A		0.2200			0.4500
Multi-Strategy Alternative Fund, Class A		1.5000			0.5000

As of March 31, 2011, SIMC has entered into investment sub-advisory agreements with the following parties:

Investment Sub-Adviser

Large Cap Fund

Aronson+Johnson+Ortiz, L.P.

Brown Investment Advisory Incorporated

Delaware Management Company

Legg Mason Capital Management, Inc.

LSV Asset Management

Neuberger Berman Management LLC

Quantitative Management Associates LLC

WestEnd Advisors LLC

Large Cap Value Fund

Aronson + Johnson + Ortiz, LP

INTECH Investment Management, LLC

Lazard Asset Management LLC

Legg Mason Capital Management, Inc.

LSV Asset Management

Large Cap Growth Fund

Brown Investment Advisory Incorporated

Delaware Management Company

INTECH Investment Management, LLC

Legg Mason Capital Management Inc.

Neuberger Berman Management LLC

Tax-Managed Large Cap Fund

Aronson + Johnson + Ortiz, LP

Brown Investment Advisory Incorporated

Delaware Management Company

Legg Mason Capital Management Inc.

LSV Asset Management

Investment Sub-Adviser

Neuberger Berman Management LLC

Parametric Portfolio Associates

Quantitative Management Associates LLC

WestEnd Advisors LLC

S&P 500 Index Fund

SSgA Funds Management, Inc.

Small Cap Fund

Allianz Global Investors Capital LLC

AQR Capital Management, LLC

Integrity Asset Management, LLC

Los Angeles Capital Management and Equity Research, Inc.

Robeco Investment Management, Inc.

Wellington Management Company, LLP

Small Cap Value Fund

Artisan Partners Limited Partnership

Lee Munder Capital Group LLC

LSV Asset Management

Martingale Asset Management, L.P.

Robeco Investment Management, Inc.

Wellington Management Company, LLP

Small Cap Growth Fund

Allianz Global Investors Capital LLC

AQR Capital Management, LLC

Janus Capital Management, LLC

Lee Munder Capital Group LLC

Los Angeles Capital Management and Equity Research, Inc.

Tax-Managed Small Cap Fund

Century Capital Management, LLC

Lee Munder Capital Group LLC

Los Angeles Capital Management and Equity Research, Inc.

LSV Asset Management

Parametric Portfolio Associates

Wellington Management Company, LLP

Wells Capital Management Inc.

Mid-Cap Fund

Lee Munder Capital Group LLC

Quantitative Management Associates LLC

Wells Capital Management, Inc.

U.S. Managed Volatility Fund

Analytic Investors, LLC

Aronson + Johnson + Ortiz, LP

LSV Asset Management

Global Managed Volatility Fund

Acadian Asset Management LLC

Analytic Investors, LLC

Tax-Managed Managed Volatility Fund

Analytic Investors LLC

Aronson + Johnson + Ortiz, LP

LSV Asset Management

Parametric Portfolio Associates

Real Estate Fund

Security Capital Research and Management, Inc.

Urdang Capital Management

144 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Investment Sub-Adviser

Enhanced Income Fund

Ares Management LLC

Wellington Management Company, LLP

Core Fixed Income Fund

Jennison Associates LLC

J.P. Morgan Investment Management Inc.

Metropolitan West Asset Management LLC

Wells Capital Management, Inc.

Western Asset Management Company

Western Asset Management Company Limited

U.S. Fixed Income Fund

Jennison Associates LLC

J.P. Morgan Investment Management, Inc.

Metropolitan West Asset Management LLC

Wells Capital Management, Inc.

Western Asset Management Company

Western Asset Management Company Limited

High Yield Bond Fund

Ares Management LLC

Brigade Capital Management, LLC

Delaware Management Company

Guggenheim Investment Management, LLC

J.P. Morgan Investment Management, Inc.

Real Return Fund

Wellington Management Company, LLP

Under the investment sub-advisory agreements, each party receives an annual fee paid by SIMC.

Distribution Agreement — SEI Investments Distribution Co. (the “Distributor”), a wholly owned subsidiary of SEI Investments Company (“SEI”), serves as each Fund’s Distributor pursuant to a distribution agreement with the Trust. The Trust has adopted a shareholder servicing plan for Class A, Class I and Class Y shares (the “Shareholder Servicing Plans”) under which a shareholder servicing fee of up to 0.25% of average daily net assets attributable to Class A and Class I shares, and a shareholder servicing fee of up to 0.15% of average daily net assets attributable to the Class Y shares, will be paid to the Distributor. In addition to the Shareholder Servicing Plans, the Class I shares have adopted administrative service plans that provide for administrative service fees payable to the Distributor of up to 0.25% of the average daily net assets attributed to that class.

Other — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.

Such commissions for the six month period ended March 31, 2011 were as follows ($ Thousands):

Large Cap Fund	$	150
Large Cap Growth Fund		147
Tax-Managed Large Cap Fund		67
S&P 500 Index Fund		17
Small Cap Fund		36
Small Cap Value Fund		50
Small Cap Growth Fund		62
Tax-Managed Small Cap Fund		60
Mid-Cap Fund		23
Tax-Managed Managed Volatility Fund		37
U.S. Managed Volatility Fund		63
Real Estate Fund		2
	$	714

Under both the Shareholder Servicing Plans and administrative service plan, the Distributor may retain as profit any difference between the fee it receives and the amount it pays to third parties. For the six month period ended March 31, 2011, the Distributor retained 100% of the shareholder servicing fees, less the shareholder servicing fee waiver, and 100% of the administration servicing fees.

Payments to Affiliates — Certain officers and/or trustees of the Trust are also officers of the Administrator or the Distributor. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim and committee meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Administrator or Distributor.

A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred. The services include regulatory oversight of the Trust’s Adviser, sub-advisers and service providers as required by SEC regulations. The CCO’s services have been approved by and are reviewed annually by the Board.

LSV Asset Management (a partially owned subsidiary of SIMC) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, Tax-Managed Small Cap, U.S. Managed Volatility and Tax-Managed Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the six month period ended March 31, 2011 were as follows ($ Thousands):

Large Cap Fund	$	154
Large Cap Value Fund		283
Tax-Managed Large Cap Fund		179
Small Cap Value Fund		272
Tax-Managed Small Cap Fund		84
U.S. Managed Volatility Fund		140
Tax-Managed Managed Volatility Fund		74
	$	1,186

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 145

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Fund’s expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Fund’s expense ratio, as a percentage of the Fund’s average daily net assets for the six month period ended March 31, 2011, can be found on the Statement of Operations and Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest excess cash in the SEI Daily Income Trust Prime Obligation Fund, an affiliated money market fund. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, L.P.

6. CAPITAL SHARE TRANSACTIONS

Capital Share Transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2011 (Unaudited) and the years or period ended September 30, 2010

	Large Cap Fund(1)						Large Cap Value Fund						Large Cap Growth Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
Class A:
Shares Issued		36,412			183,286			9,312			19,666			6,929			14,496			18,452			32,509			27,000			5,739
Shares Issued in Lieu of Cash Distributions		5,055			1,354			923			1,902			234			610			772			1,408			251			236
Shares Redeemed		(33,609	)		(54,987	)		(16,298	)		(52,909	)		(15,554	)		(49,047	)		(17,149	)		(51,272	)		(28,029	)		(11,115	)
Total Class A Transactions		7,858			129,653			(6,063	)		(31,341	)		(8,391	)		(33,941	)		2,075			(17,355	)		(778	)		(5,140	)
Class E:
Shares Issued		—			—			—			—			—			—			—			—			3,243			8,945
Shares Issued in Lieu of Cash Distributions		—			—			—			—			—			—			—			—			408			587
Shares Redeemed		—			—			—			—			—			—			—			—			(4,319	)		(5,625	)
Total Class E Transactions		—			—			—			—			—			—			—			—			(668	)		3,907
Class I:
Shares Issued		—			—			57			200			88			131			—			—			29			92
Shares Issued in Lieu of Cash Distributions		—			—			5			9			1			1			—			—			2			3
Shares Redeemed		—			—			(157	)		(334	)		(95	)		(248	)		—			—			(32	)		(124	)
Total Class I Transactions		—			—			(95	)		(125	)		(6	)		(116	)		—			—			(1	)		(29	)
Class Y:
Shares Issued		—			—			—			—			—			—			—			5			—			—
Shares Issued in Lieu of Cash Distributions		—			—			—			—			—			—			1			2			—			—
Shares Redeemed		—			—			—			—			—			—			(199	)		(41	)		—			—
Total Class Y Transactions		—			—			—			—			—			—			(198	)		(34	)		—			—
Increase (Decrease) in Share Transactions		7,858			129,653			(6,158	)		(31,466	)		(8,397	)		(34,057	)		1,877			(17,389	)		(1,447	)		(1,262	)

	Small Cap Fund(1)						Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small Cap Fund						Mid-Cap Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
Class A:
Shares Issued		7,880			43,949			3,853			12,391			3,435			9,938			4,067			11,004			3,145			7,278
Shares Issued in Lieu of Cash Distributions		1,753			53			169			275			—			2			51			64			22			43
Shares Redeemed		(8,060	)		(23,903	)		(7,154	)		(24,708	)		(5,385	)		(20,925	)		(5,807	)		(11,156	)		(2,723	)		(8,052	)
Total Class A Transactions		1,573			20,099			(3,132	)		(12,042	)		(1,950	)		(10,985	)		(1,689	)		(88	)		444			(731	)
Class I:
Shares Issued		—			—			61			147			79			99			—			—			19			42
Shares Issued in Lieu of Cash Distributions		—			—			2			2			—			—			—			—			—			—
Shares Redeemed		—			—			(141	)		(242	)		(77	)		(154	)		—			—			(3	)		(23	)
Total Class I Transactions		—			—			(78	)		(93	)		2			(55	)		—			—			16			19
Increase (Decrease) in Share Transactions		1,573			20,099			(3,210	)		(12,135	)		(1,948	)		(11,040	)		(1,689	)		(88	)		460			(712	)

146 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

	U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Real Estate Fund						Enhanced Income Fund
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10
Class A:
Shares Issued		11,717			19,047			22,197			25,777			6,233			12,259			1,937			12,707			11,074			13,933
Shares Issued in Lieu of Cash Distributions		341			479			—			101			220			275			226			652			292			814
Shares Redeemed		(10,366	)		(20,567	)		(9,527	)		(12,968	)		(5,608	)		(8,110	)		(8,223	)		(17,761	)		(7,211	)		(28,772	)
Total Class A Transactions		1,692			(1,041	)		12,670			12,910			845			4,424			(6,060	)		(4,402	)		4,155			(14,025	)
Class I:
Shares Issued		2			3			2			13			—			—			28			17			—			2
Shares Issued in Lieu of Cash Distributions		—			—			—			—			—			—			1			1			—			—
Shares Redeemed		(1	)		(2	)		(1	)		(7	)		—			—			(15	)		(6	)		—			(6	)
Total Class I Transactions		1			1			1			6			—			—			14			12			—			(4	)
Increase (Decrease) in Share Transactions		1,693			(1,040	)		12,671			12,916			845			4,424			(6,046	)		(4,390	)		4,155			(14,029	)

	Core Fixed Income Fund						U.S. Fixed Income Fund						High Yield Bond Fund						Real Return Fund						Multi-Strategy Alternative Fund(2)
	10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			10/01/09 to 09/30/10			10/01/10 to 03/31/11			03/31/10 to 09/30/10
Class A:
Shares Issued		30,102			71,455			24,337			62,360			71,100			142,465			13,078			19,945			8,972			20,817
Shares Issued in Lieu of Cash Distributions		3,216			9,212			3,751			2,912			7,336			14,881			427			246			312			—
Shares Redeemed		(48,804	)		(112,569	)		(31,301	)		(49,991	)		(61,340	)		(148,528	)		(5,845	)		(5,476	)		(3,223	)		(1,578	)
Total Class A Transactions		(15,486	)		(31,902	)		(3,213	)		15,281			17,096			8,818			7,660			14,715			6,061			19,239
Class I:
Shares Issued		254			772			—			—			913			247			—			—			—			—
Shares Issued in Lieu of Cash Distributions		18			40			—			—			17			4			—			—			—			—
Shares Redeemed		(407	)		(584	)		—			—			(504	)		(29	)		—			—			—			—
Total Class I Transactions		(135	)		228			—			—			426			222			—			—			—			—
Increase (Decrease) in Share Transactions		(15,621	)		(31,674	)		(3,213	)		15,281			17,522			9,040			7,660			14,715			6,061			19,239

† See Note 11 in Notes to Financial Statements.

(1) Commenced operations on October 1, 2009.

(2) Commenced operations on March 31, 2010.

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

7. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments and futures, during the six month period ended March 31, 2011, were as follows:

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	—	$	780,650	$	780,650
Sales		—		740,552		740,552
Large Cap Value Fund
Purchases		—		276,988		276,988
Sales		—		377,739		377,739
Large Cap Growth Fund
Purchases		—		797,783		797,783
Sales		—		896,627		896,627
Tax-Managed Large Cap Fund
Purchases		—		604,721		604,721
Sales		—		601,083		601,083
S&P 500 Index Fund
Purchases		—		723,973		723,973
Sales		—		853,535		853,535

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Small Cap Fund
Purchases	$	—	$	148,167	$	148,167
Sales		—		152,414		152,414
Small Cap Value Fund
Purchases		—		206,167		206,167
Sales		—		260,372		260,372
Small Cap Growth Fund
Purchases		—		216,219		216,219
Sales		—		246,413		246,413
Tax-Managed Small Cap Fund
Purchases		—		136,814		136,814
Sales		—		155,066		155,066
Mid-Cap Fund
Purchases		—		57,747		57,747
Sales		—		55,627		55,627
U.S. Managed Volatility Fund
Purchases		—		229,358		229,358
Sales		—		214,960		214,960
Global Managed Volatility Fund
Purchases		—		195,951		195,951
Sales		—		119,714		119,714
Tax-Managed Managed Volatility
Purchases		—		132,166		132,166
Sales		—		125,776		125,776

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 147

Notes to Financial Statements (Unaudited) (Continued)

March 31, 2011

	U.S. Gov’t ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Real Estate Fund
Purchases	$	—	$	51,889	$	51,889
Sales		—		123,417		123,417
Enhanced Income Fund
Purchases		27,881		19,927		47,808
Sales		19,004		14,149		33,153
Core Fixed Income Fund
Purchases		4,796,749		449,451		5,246,200
Sales		4,813,643		589,440		5,403,083
U.S Fixed Income Fund
Purchases		1,187,430		187,290		1,374,720
Sales		1,213,903		188,613		1,402,516
High Yield Bond Fund
Purchases		3,060		706,741		709,801
Sales		2,999		621,066		624,065
Real Return Fund
Purchases		172,487		—		172,487
Sales		87,380		—		87,380
Multi-Strategy Alternative Fund
Purchases		—		75,389		75,389
Sales		—		14,250		14,250

8. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital,

undistributed net investment income or accumulated net realized gain, as appropriate, in the period that the differences arise. Accordingly, the following permanent differences, primarily attributable to different treatment for gains and losses on paydowns of mortgage- and asset-backed securities for tax purposes, return of capital, investments in swaps, investments in partnerships, municipal bonds, collateralized debt obligations, distribution reclassification, expiration of capital losses, REIT income reclassification, foreign currency transactions, accretion and amortization on defaulted bonds reclassification and net operating losses have been reclassified to/from the following accounts as of September 30, 2010:

	Paid-in-Capital ($ Thousands)			Undistributed Net Investment Income/(Loss) ($  Thousands)			Accumulated Realized Gain/(loss) ($ Thousands)
Large Cap Fund	$	—		$	214		$	(214	)
Large Cap Value Fund		—			435			(435	)
Large Cap Growth Fund		(391,946	)		181			391,765
Tax-Managed Large Cap Fund		(52,276	)		280			51,996
S&P 500 Index Fund		—			238			(238	)
Small Cap Fund		—			133			(133	)
Small Cap Value Fund		—			1,309			(1,309	)
Small Cap Growth Fund		(893	)		930			(37	)
Tax-Managed Small Cap Fund		—			120			(120	)
Mid-Cap Fund		—			80			(80	)
U.S. Managed Volatility Fund		—			118			(118	)
Global Managed Volatility Fund		(10,124	)		3,159			6,965
Tax-Managed Managed Volatility Fund		—			60			(60	)
Real Estate Fund		(2,158	)		3,642			(1,484	)
Enhanced Income Fund		—			597			(597	)
Core Fixed Income Fund		4			2,389			(2,393	)
U.S. Fixed Income Fund		—			2,408			(2,408	)
High Yield Bond Fund		(68,652	)		(1,031	)		69,683
Real Return Fund		—			49			(49	)
Multi-Strategy Alternative Fund		(315	)		315			—

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2010 and September 30, 2009 (unless otherwise indicated) was as follows:

		Ordinary Income ($ Thousands)		Long-Term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Total ($ Thousands)
Large Cap Fund	2010	$	12,021	$	2,478	$	—	$	14,499
Large Cap Value Fund	2010		28,384		—		—		28,384
	2009		47,585		—		—		47,585
Large Cap Growth Fund	2010		11,957		—		—		11,957
	2009		13,318		—		—		13,318
Tax-Managed Large Cap Fund	2010		16,047		—		—		16,047
	2009		24,031		—		—		24,031
S&P 500 Index Fund	2010		25,920		—		—		25,920
	2009		25,778		10,295		—		36,073
Small Cap Fund	2010		553		14		—		567
Small Cap Value Fund	2010		4,161		—		—		4,161
	2009		7,732		3,167		—		10,899
Small Cap Growth Fund	2010		—		—		30		30
	2009		98		—		—		98
Tax-Managed Small Cap Fund	2010		727		—		—		727
	2009		1,496		—		—		1,496
Mid-Cap Fund	2010		729		—		—		729
	2009		1,064		—		—		1,064

148 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

		Ordinary Income ($ Thousands)		Long-Term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Total ($ Thousands)
U.S. Managed Volatility Fund	2010	$	5,225	$	—	$	—	$	5,225
	2009		5,650		—		—		5,650
Global Managed Volatility Fund	2010		792		—		72		864
	2009		—		—		—		—
Tax-Managed Managed Volatility Fund	2010		2,727		—		—		2,727
	2009		2,063		—		—		2,063
Real Estate Fund	2010		5,233		—		2,158		7,391
	2009		6,053		—		37		6,090
Enhanced Income Fund	2010		6,384		—		—		6,384
	2009		7,069		—		—		7,069
Core Fixed Income Fund	2010		104,187		—		—		104,187
	2009		153,774		—		—		153,774
U.S. Fixed Income Fund	2010		31,840		—		—		31,840
	2009		4,508		—		—		4,508
High Yield Bond Fund	2010		123,263		—		—		123,263
	2009		111,099		—		—		111,099
Real Return Fund	2010		2,708		18		—		2,726
	2009		—		—		—		—
Multi-Strategy Alternative Fund	2010		—		—		—		—

As of fiscal year ended September 30, 2010, the components of Distributable Earnings/(Accumulated Losses) were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post October Losses ($ Thousands)			Post October Currency Losses ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($  Thousands)
Large Cap Fund	$	38,193	$	3,149	$	—		$	—		$	—		$	69,723		$	4		$	111,069
Large Cap Value Fund		5,204		—		(467,196	)		—			—			27,152			42			(434,798	)
Large Cap Growth Fund		2,327		—		(945,954	)		—			—			245,421			18			(698,188	)
Tax-Managed Large Cap Fund		3,421		—		(536,739	)		—			—			173,866			127			(359,325	)
S&P 500 Index Fund		6,451		—		(36,908	)		—			—			556,171			61			525,775
Small Cap Fund		16,585		2,064		—			—			(7	)		20,429			(56	)		39,015
Small Cap Value Fund		1,690		—		(170,341	)		—			(4	)		38,358			23			(130,274	)
Small Cap Growth Fund		—		—		(302,411	)		—			—			47,634			(26	)		(254,803	)
Tax-Managed Small Cap Fund		357		—		(75,231	)		—			(41	)		41,201			37			(33,677	)
Mid-Cap Fund		225		—		(36,468	)		—			—			3,639			7			(32,597	)
U.S. Managed Volatility Fund		1,165		—		(97,947	)		—			—			52,940			—			(43,842	)
Global Managed Volatility Fund		—		—		(59,056	)		—			(7,444	)		26,915			1,469			(38,116	)
Tax-Managed Managed Volatility Fund		656		—		(13,382	)		—			—			32,893			—			20,167
Real Estate Fund		501		—		(81,452	)		—			(2	)		35,763			771			(44,419	)
Enhanced Income Fund		793		—		(97,442	)		(27,703	)		—			(4,040	)		—			(128,392	)
Core Fixed Income Fund		6,212		—		(39,694	)		—			(153	)		(42,536	)		(7,037	)		(83,208	)
U.S. Fixed Income Fund		23,559		3,018		—			—			—			35,456			(2,189	)		59,844
High Yield Bond Fund		17,463		—		(215,140	)		(43,513	)		—			33,463			(9,321	)		(217,048	)
Real Return Fund		1,945		—		—			(20	)		—			4,296			7			6,228
Multi-Strategy Alternative Fund		—		—		—			(1,941	)		—			1,408			—			(533	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 149

Notes to Financial Statements (Unaudited) (Concluded)

March 31, 2011

Post October losses represent losses realized on investment transactions from November 1, 2009 through September 30, 2010 that, in accordance with Federal income tax regulations, the Funds may defer and treat as having arisen in the following fiscal year. For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains as follows:

	Expires 2018 ($ Thousands)		Expires 2017 ($ Thousands)		Expires 2016 ($ Thousands)		Expires 2015 ($ Thousands)		Expires 2014 ($ Thousands)		Expires 2013 ($ Thousands)		Expires 2012 ($ Thousands)		Expires 2011 ($ Thousands)		Total Capital Loss Carryforwards ($ Thousands)
Large Cap Value Fund	$	405,498	$	61,698	$	—	$	—	$	—	$	—	$	—	$	—	$	467,196
Large Cap Growth Fund		248,707		64,163		—		—		—		—		7,113		625,971		945,954
Tax-Managed Large Cap Fund		264,576		52,636		—		—		—		—		16,066		203,461		536,739
S&P 500 Index Fund		31,068		5,840		—		—		—		—		—		—		36,908
Small Cap Value Fund		110,451		59,890		—		—		—		—		—		—		170,341
Small Cap Growth Fund		182,805		119,606		—		—		—		—		—		—		302,411
Tax-Managed Small Cap Fund		51,034		24,197		—		—		—		—		—		—		75,231
Mid-Cap Fund		14,526		21,639		303		—		—		—		—		—		36,468
U.S. Managed Volatility Fund		77,428		20,519		—		—		—		—		—		—		97,947
Global Managed Volatility Fund		31,064		27,992		—		—		—		—		—		—		59,056
Tax-Managed Managed Volatility Fund		8,357		5,025		—		—		—		—		—		—		13,382
Real Estate Fund		—		79,002		2,450		—		—		—		—		—		81,452
Enhanced Income Fund		61,655		31,834		3,427		526		—		—		—		—		97,442
Core Fixed Income Fund		—		2,581		—		37,113		—		—		—		—		39,694
High Yield Bond Fund		61,490		63,877		3,037		21,474		8,149		—		—		57,113		215,140

During the fiscal year ended September 30, 2010, the Core Fixed Income Fund utilized $13,229 ($ Thousands) of capital loss carryforward to offset capital gains.

Under the recently enacted Regulated Investment Company Modernization Act of 2010, Funds will be permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law.

For Federal income tax purposes, the cost of securities owned at March 31, 2011, and the net realized gains or losses on securities sold for the period, were different from amounts reported for financial reporting purposes, primarily due to straddles and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on investments held by the Funds at March 31, 2011, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($  Thousands)
Large Cap Fund	$	1,522,777	$	262,562	$	(29,061	)	$	233,501
Large Cap Value Fund		1,468,560		376,291		(98,709	)		277,582
Large Cap Growth Fund		1,504,631		425,377		(17,870	)		407,507
Tax-Managed Large Cap Fund		1,515,796		460,653		(71,579	)		389,074
S&P 500 Index Fund		818,191		814,228		(14,588	)		799,640
Small Cap Fund		279,715		58,140		(5,797	)		52,343
Small Cap Value Fund		619,813		138,048		(28,601	)		109,447
Small Cap Growth Fund		475,100		127,877		(16,741	)		111,136
Tax-Managed Small Cap Fund		370,246		96,559		(10,086	)		86,473
Mid-Cap Fund		149,747		27,123		(3,672	)		23,451

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($  Thousands)
U.S. Managed Volatility Fund	$	413,416	$	85,099	$	(4,607	)	$	80,492
Global Managed Volatility Fund		392,473		50,842		(3,892	)		46,950
Tax-Managed Managed Volatility Fund		230,908		45,722		(2,200	)		43,522
Real Estate		168,250		61,429		(2,019	)		59,410
Enhanced Income Fund		177,678		2,229		(4,916	)		(2,687	)
Core Fixed Income Fund		2,448,774		98,766		(86,155	)		12,611
U.S. Fixed Income Fund		850,068		24,915		(3,683	)		21,232
High Yield Bond Fund		1,610,006		112,295		(26,152	)		86,143
Real Return Fund		314,949		9,290		(39	)		9,251
Multi-Strategy Alternative		251,981		3,911		(1,680	)		2,231

Management has analyzed the Funds’ tax position taken on federal income tax returns for all open tax years and has concluded that as of March 31, 2011, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

150 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

9. SECURITIES LENDING

Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Trust’s Board of Trustees. These loans may not exceed 33 ¹/3% of the total asset value of the Fund (including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or prevented from recovering the collateral if the borrower fails to return the securities.

Cash collateral received in connection with securities lending is invested in short-term investments by the lending agent. These investments may include the SEI Liquidity Fund L.P., and the Fund bears all of the gains and losses on such investment. There is no guarantee that these investments will not lose value.

10. CONCENTRATIONS/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

The market values of the Core Fixed Income, U.S. Fixed Income and High Yield Bond Funds’ investments will change in response to interest rate changes and other factors. During periods of falling interest rates, the values of fixed income securities generally rise. Conversely, during periods of rising interest rates, the values of such securities generally decline. Changes by recognized rating agencies in the ratings of any fixed income security and in the ability of an issuer to make payments of interest and principal may also affect the value of these investments.

11. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events. Based on this evaluation, no disclosures and/or adjustments were required to the Financial Statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 151

Disclosure of Fund Expenses (Unaudited)

All mutual funds have operating expenses. As a shareholder of a mutual fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the mutual fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the mutual fund’s average net assets; this percentage is known as the mutual fund’s expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your Fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The table on the next page illustrates your Fund’s costs in two ways:

• Actual Fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.

You can use this information, together with the actual amount you invested in your Fund, to estimate the expenses you paid over that period. Simply divide your actual starting account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”

• Hypothetical 5% return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that your Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expense Paid During Period” column with those that appear in the same charts in the shareholder reports for other mutual funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown do not apply to your specific investment.

	Beginning Account Value 10/1/10		Ending Account Value 3/31/11		Annualized Expense Ratios			Expense Paid During Period*
Large Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,161.70		0.89	%	$	4.80
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Large Cap Value Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,177.70		0.89	%	$	4.83
Class I Shares		1,000.00		1,176.10		1.11			6.02
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Large Cap Growth Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,170.10		0.89	%	$	4.82
Class I Shares		1,000.00		1,168.70		1.11			6.00
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59

	Beginning Account Value 10/1/10		Ending Account Value 3/31/11		Annualized Expense Ratios			Expense Paid During Period*
Tax-Managed Large Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,169.40		0.89	%	$	4.81
Class Y Shares		1,000.00		1,172.80		0.56			3.03
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class Y Shares		1,000.00		1,022.14		0.56			2.82
S&P 500 Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,171.10		0.43	%	$	2.33
Class E Shares		1,000.00		1,172.70		0.25			1.35
Class I Shares		1,000.00		1,170.30		0.65			3.52
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,022.79		0.43	%	$	2.17
Class E Shares		1,000.00		1,023.68		0.25			1.26
Class I Shares		1,000.00		1,021.69		0.65			3.28
Small Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,240.30		1.14	%	$	6.37
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74

152 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

	Beginning Account Value 10/1/10		Ending Account Value 3/31/11		Annualized Expense Ratios			Expense Paid During Period*
Small Cap Value Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,204.10		1.14	%	$	6.26
Class I Shares		1,000.00		1,202.80		1.36			7.47
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.15		1.36			6.84
Small Cap Growth Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,270.90		1.11	%	$	6.28
Class I Shares		1,000.00		1,269.90		1.36			7.70
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.15		1.36			6.84
Tax-Managed Small Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,227.40		1.11	%	$	6.16
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Mid-Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,216.20		1.02	%	$	5.64
Class I Shares		1,000.00		1,214.10		1.26			6.96
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.85		1.02	%	$	5.14
Class I Shares		1,000.00		1,018.65		1.26			6.34
U.S. Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,148.70		1.00	%	$	5.36
Class I Shares		1,000.00		1,147.80		1.25			6.69
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.95		1.00	%	$	5.04
Class I Shares		1,000.00		1,018.70		1.25			6.29
Global Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,062.10		1.11	%	$	5.71
Class I Shares		1,000.00		1,060.10		1.36			6.99
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.15		1.36			6.84
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,136.90		1.00	%	$	5.33
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.95		1.00	%	$	5.04

	Beginning Account Value 10/1/10		Ending Account Value 3/31/11		Annualized Expense Ratios			Expense Paid During Period*
Real Estate Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,162.80		1.14	%	$	6.15
Class I Shares		1,000.00		1,161.50		1.37			7.38
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.10		1.37			6.89
Enhanced Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,026.70		0.60	%	$	3.03
Class I Shares		1,000.00		1,026.30		0.85			4.29
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.94		0.60	%	$	3.02
Class I Shares		1,000.00		1,020.69		0.85			4.28
Core Fixed Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,009.00		0.74	%	$	3.71
Class I Shares		1,000.00		1,007.90		0.97			4.86
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.24		0.74	%	$	3.73
Class I Shares		1,000.00		1,020.09		0.97			4.89
U.S. Fixed Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	998.40		0.66	%	$	3.29
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.64		0.66	%	$	3.33
High Yield Bond Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,085.40		0.89	%	$	4.63
Class I Shares		1,000.00		1,081.50		1.11			5.76
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Real Return Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,029.90		0.45	%	$	2.28
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,022.69		0.45	%	$	2.27
Multi-Strategy Alternative Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,023.40		0.50	%	$	2.52
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,022.44		0.50	%	$	2.52

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 182/365 (to reflect one-half year period shown).

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 153

Board of Trustee Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)

SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”). Pursuant to the Advisory Agreement, SIMC oversees the investment advisory services provided to the series of the Trust (the “Funds”), provides direct investment management for the Multi-Strategy Alternative Fund and may manage the cash portion of the Funds’ assets. Pursuant to separate sub-advisory agreements (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”) with SIMC, and under the supervision of SIMC and the Trust’s Board of Trustees (the “Board”), the Sub-Advisers are responsible for the day-to-day investment management of all or a discrete portion of the assets of certain Funds, except for the Multi-Strategy Alternative Fund, which is directly managed by SIMC. The Sub-Advisers also are responsible for managing their employees who provide services to these Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”) requires that the initial approval of, as well as the continuation of, the Funds’ Investment Advisory Agreements must be specifically approved: (i) by the vote of the Board of Trustees or by a vote of the shareholders of the Funds; and (ii) by the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”), cast in person at a meeting called for the purpose of voting on such approval. In connection with their consideration of such approvals, the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission (“SEC”) takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve an Investment Advisory Agreement.

Consistent with these responsibilities, the Trust’s Board of Trustees calls and holds meetings each year that are dedicated to considering whether to renew the Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations. The Board also receives extensive data provided by third parties. This information is in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from Fund counsel and independent counsel to the Independent Trustees regarding the responsibilities of Trustees in connection with their consideration of whether to approve the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive session outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, the Board requested and received written materials from SIMC and the Sub-Advisers regarding: (a) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (b) SIMC’s and the Sub-Advisers’ investment management personnel; (c) SIMC’s and the Sub-Advisers’ operations and financial condition; (d) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (e) the level of the advisory fees that SIMC and the Sub-Advisers charge the Funds compared with the fees each charge to comparable mutual funds; (f) the Funds’ overall fees and operating expenses compared with similar mutual funds; (g) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (h) SIMC’s and the Sub-Advisers’ compliance systems; (i) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (j) SIMC’s and the Sub-Advisers’ reputation, expertise and resources in domestic and/or international financial markets; and (k) the Funds’ performance compared with similar mutual funds.

At the December 7-8, 2010 and March 22-23, 2011 meetings of the Board of Trustees, the Trustees, including a majority of the Independent Trustees, approved the Investment Advisory Agreements and approved the selection of SIMC and the Sub-Advisers

154 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

to act in their respective capacities for the Funds. The Board’s approval was based on its consideration and evaluation of a variety of specific factors discussed at the meetings and at prior meetings, including:

• the nature, extent and quality of the services provided to the Funds under the Investment Advisory Agreements, including the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds;

• the Funds’ investment performance and how it compared to that of other comparable mutual funds;

• the Funds’ expenses under each Investment Advisory Agreement and how those expenses compared to those of other comparable mutual funds;

• the profitability of SIMC and the Sub-Advisers and their affiliates with respect to the Funds, including both direct and indirect benefits accruing to SIMC and the Sub-Advisers and their affiliates; and

• the extent to which economies of scale would be realized as the Funds grow and whether fee levels in the Investment Advisory Agreements reflect those economies of scale for the benefit of Fund investors.

Nature, Extent and Quality of Services. The Board of Trustees considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and the Sub-Advisers’ personnel, experience, track record and compliance program. The Trustees found the level of SIMC’s professional staff and culture of compliance satisfactory. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds supported renewal of the Investment Advisory Agreements.

Fund Performance. The Board of Trustees considered Fund performance in determining whether to renew the Investment Advisory Agreements. Specifically, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indices/benchmarks, in light of total return, yield and market trends. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In evaluating performance, the Trustees considered both market risk and shareholder risk expectations for the Funds. The Trustees found Fund performance satisfactory, and where performance was below the benchmark, the Trustees were satisfied that appropriate steps were being taken. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds supported renewal of the Investment Advisory Agreements.

Fund Expenses. With respect to the Funds’ expenses under the Investment Advisory Agreements, the Trustees considered the rate of compensation called for by the Investment Advisory Agreements and the Funds’ net operating expense ratio in comparison to those of other comparable mutual funds. The Trustees also considered information about average expense ratios of comparable mutual funds in the Funds’ respective peer groups. The Trustees further considered the fact that the comparative fee analysis either showed that the various fees were below average or that there was a reasonable basis for the fee level. Finally, the Trustees considered the effects of SIMC’s voluntary waiver of management and other fees and the Sub-Advisers’ fees to prevent total Fund expenses from exceeding a specified cap and that SIMC and the Sub-Advisers, through waivers, have maintained the Funds’ net operating expenses at competitive levels for their respective distribution channels. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Funds are reasonable and supported renewal of the Investment Advisory Agreements.

Profitability. With regard to profitability, the Trustees considered all compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the varied levels of compensation and profitability under the Investment Advisory Agreements and other service agreements were reasonable and justified in light of the quality of all services rendered to the Funds by SIMC and the Sub-Advisers and their affiliates. The Trustees found that profitability was reasonable and that the margin was not increasing despite growth in assets. When considering the profitability of the Sub-Advisers, the Board

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011 155

Board of Trustee Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Continued)

took into account the fact that the Sub-Advisers are compensated by SIMC, and not by the Funds directly, and such compensation with respect to any Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported renewal of the Investment Advisory Agreements.

Economies of Scale. The Trustees considered the existence of any economies of scale and whether those were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the Funds obtain reasonable benefit from economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, unanimously approved the continuation of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of their deliberations, the Trustees did not identify any particular information that was all-important or controlling.

156 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

SEI INSTITUTIONAL MANAGED TRUST SEMI-ANNUAL REPORT MARCH 31, 2011

Robert A. Nesher, Chairman

Trustees

William M. Doran

George J. Sullivan, Jr.

Rosemarie B. Greco

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Hubert L. Harris, Jr.

Officers

Robert A. Nesher

President and Chief Executive Officer

Peter A. Rodriguez

Controller and Chief Financial Officer

Russell Emery

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

James Ndiaye

Vice President, Assistant Secretary

Aaron Buser

Vice President, Assistant Secretary

David F. McCann

Vice President, Assistant Secretary

John J. McCue

Vice President

Andrew S. Decker

Anti-Money Laundering Compliance Officer

Keri E. Rohn

Privacy Officer

Investment Adviser

SEI Investments Management Corporation

Administrator

SEI Investments Global Funds Services

Distributor

SEI Investments Distribution Co.

Legal Counsel

Morgan, Lewis & Bockius LLP

Independent Registered Public Accounting Firm

KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

For more information call

1 800 DIAL SEI

(1 800 342 5734)

SEI Investments Distribution Co.

Oaks, PA 19456    1.800.DIAL.SEI (1.800.342.5734)

SEI-F-092 (3/11)

Item 2. Code of Ethics.

Not applicable for semi-annual report.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual report.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual report.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

The Schedules of Investments in securities of unaffiliated issuers as of the close of the reporting period for the Large Cap Fund, Large Cap Value Fund, Large Cap Growth Fund, Tax-Managed Large Cap Fund, S&P 500 Index Fund, Small Cap Fund, Small Cap Value Fund, Small Cap Growth Fund, Tax-Managed Small Cap Fund, Mid-Cap Fund, U.S. Managed Volatility Fund, Global Managed Volatility Fund and Tax-Managed Managed Volatility Fund are listed below. The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period for the Real Estate Fund, Enhanced Income Fund, Core Fixed Income Fund, U.S. Fixed Income Fund, High Yield Bond Fund , Real Return Fund and Multi-Strategy Alternative Fund is included as part of the report to shareholders filed under Item 1 of this form.

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.8%
Consumer Discretionary — 11.5%
Amazon.com *		67,684	$	12,192
American Axle & Manufacturing Holdings * (A)		52,600		662
Apollo Group, Cl A *		100,000		4,171
Autoliv (A)		17,900		1,329
Autozone *		3,600		985
Bed Bath & Beyond *		117,046		5,650
Best Buy		276,821		7,950
Big Lots *		19,300		838
Biglari Holdings *		200		85
BorgWarner *		32,861		2,619
Carnival		32,100		1,231
CBS, Cl B		48,300		1,209
Coach		284,437		14,802
Comcast, Cl A		283,900		7,018
Ctrip.com International ADR * (A)		74,600		3,095
Darden Restaurants		13,000		639
DeVry		15,400		848
DIRECTV, Cl A *		33,700		1,577
Dollar Tree *		14,150		786
Ford Motor * (A)		244,500		3,645
GameStop, Cl A * (A)		45,800		1,032
Gannett (A)		59,800		911
Gap		77,800		1,763
Garmin (A)		25,700		870
General Motors * (A)		51,400		1,595
Genuine Parts		1,100		59
Global Sources *		8,600		100
Harman International Industries		11,400		534
iRobot *		4,300		141
Johnson Controls		134,683		5,599
Kohl’s		1,300		69
Liberty Global, Cl A * (A)		18,800		779
Liberty Media- Interactive, Cl A *		10,600		170
Limited Brands		30,900		1,016
Lowe’s		602,822		15,933
Macy’s		130,800		3,173
Mattel		11,600		289
McDonald’s		28,227		2,148
McGraw-Hill		44,400		1,749
NetFlix * (A)		16,592		3,938
News, Cl A		250,700		4,402
Nike, Cl B		147,462		11,163
Nordstrom		40,507		1,818
PEP Boys-Manny Moe & Jack		1,500		19
priceline.com *		11,500		5,824
RadioShack		39,200		588
Ross Stores (A)		8,700		619
Sauer-Danfoss *		1,600		82
Staples		185,600		3,604
Starbucks		86,221		3,186
Starwood Hotels & Resorts Worldwide		42,117		2,448

Description	Shares		Market Value ($ Thousands)
Superior Industries International		3,800	$	97
Target		170,536		8,528
Timberland, Cl A *		3,300		136
Time Warner		226,000		8,068
Time Warner Cable, Cl A		34,700		2,476
TJX		80,900		4,023
TRW Automotive Holdings *		40,000		2,203
Urban Outfitters *		152,326		4,544
VF (A)		31,125		3,067
Viacom, Cl B		32,400		1,507
WABCO Holdings *		1,800		111
Walt Disney		89,800		3,870
Whirlpool (A)		20,500		1,750
Wolverine World Wide		1,900		70
Yum! Brands		56,900		2,923
				190,325
Consumer Staples — 6.4%
Altria Group		92,900		2,418
Archer-Daniels-Midland		71,300		2,568
Bunge (A)		26,200		1,895
Casey’s General Stores		17,700		690
Coca-Cola		128,609		8,533
Coca-Cola Enterprises		39,000		1,065
Colgate-Palmolive		11,100		896
ConAgra Foods		74,600		1,772
Constellation Brands, Cl A *		57,600		1,168
Corn Products International		8,100		420
Costco Wholesale		143,566		10,526
CVS Caremark		127,200		4,366
Diageo ADR		56,750		4,325
Dr Pepper Snapple Group		29,000		1,078
Herbalife		18,800		1,529
HJ Heinz		3,300		161
Kimberly-Clark		2,000		131
Kraft Foods, Cl A		22,900		718
Kroger		73,000		1,750
Lorillard		17,300		1,644
Mead Johnson Nutrition, Cl A		110,048		6,375
Molson Coors Brewing, Cl B (A)		11,400		535
Pantry *		3,000		45
PepsiCo		139,140		8,962
Philip Morris International		29,945		1,965
Procter & Gamble		383,631		23,632
Safeway		91,900		2,163
Smart Balance *		6,500		30
Smithfield Foods *		97,400		2,343
Susser Holdings *		2,900		38
SYSCO (A)		29,500		817
Tyson Foods, Cl A		64,900		1,245
Walgreen		142,800		5,732
Wal-Mart Stores		84,672		4,407
				105,942
Energy — 10.4%
Anadarko Petroleum		13,300		1,090
Apache		51,300		6,716
Atwood Oceanics * (A)		18,400		854
Baker Hughes		25,600		1,880
BP ADR (A)		81,400		3,593

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Cameron International *		64,619	$	3,690
Canadian Natural Resources		204,867		10,127
Chesapeake Energy		50,600		1,696
Chevron		227,428		24,433
ConocoPhillips		211,809		16,915
Consol Energy		105,400		5,653
CVR Energy *		13,100		303
Denbury Resources * (A)		46,605		1,137
Devon Energy		50,357		4,621
EOG Resources		84,212		9,980
Exxon Mobil		133,424		11,225
FMC Technologies * (A)		61,648		5,825
Halliburton		61,500		3,065
Helmerich & Payne		5,400		371
Hess		80,500		6,859
Marathon Oil		104,000		5,544
McDermott International *		34,700		881
Murphy Oil		53,300		3,913
Nabors Industries *		198,600		6,033
National Oilwell Varco		43,219		3,426
Noble		16,100		735
Occidental Petroleum		50,800		5,308
Oil States International *		13,500		1,028
Patterson-UTI Energy		47,300		1,390
Range Resources		31,641		1,850
Schlumberger		113,767		10,610
Sunoco		16,700		761
Transocean * (A)		29,200		2,276
Unit *		17,600		1,090
Valero Energy		172,800		5,153
Western Refining * (A)		16,400		278
Williams		48,800		1,522
				171,831
Financials — 14.7%
ACE		20,700		1,339
Aflac		66,000		3,484
Allstate		40,800		1,297
American Express		191,225		8,643
American Financial Group		22,600		791
American National Insurance		800		63
Ameriprise Financial		52,800		3,225
Annaly Capital Management †		38,300		668
Apartment Investment & Management, Cl A †		49,500		1,261
Assurant		64,900		2,499
Axis Capital Holdings		39,500		1,379
Banco Latinoamericano de Exportaciones, Cl E		7,200		126
Bancorp Rhode Island		700		22
Bank of America		1,179,412		15,722
Bank of Hawaii (A)		18,100		865
Bank of New York Mellon		246,427		7,361
Berkshire Hathaway, Cl B *		118,700		9,927
BlackRock		41,025		8,246
Brandywine Realty Trust †		67,500		819
Brookfield Asset Management, Cl A		25,100		815
Capital One Financial		131,100		6,812
Capstead Mortgage †		41,200		527
CBL & Associates Properties † (A)		41,500		723

Description	Shares		Market Value ($ Thousands)
Cedar Shopping Centers †		22,100	$	133
Charles Schwab (A)		424,678		7,657
Chatham Lodging Trust †		3,200		52
Chimera Investment † (A)		193,400		766
Chubb		69,000		4,230
Citigroup *		2,901,000		12,822
Citizens & Northern		2,600		44
CME Group		19,850		5,986
CNA Financial		35,000		1,034
Comerica (A)		17,200		632
CommonWealth REIT †		36,150		939
Community Trust Bancorp		1,000		28
Endurance Specialty Holdings		33,500		1,636
Everest Re Group		18,600		1,640
Excel Trust †		1,900		22
Fifth Third Bancorp		187,600		2,604
Financial Institutions		1,500		26
First Citizens BancShares, Cl A		700		140
First Interstate Bancsystem, Cl A		1,500		20
Franklin Resources		17,700		2,214
Global Indemnity, Cl A *		4,700		103
Goldman Sachs Group		73,550		11,655
Hartford Financial Services Group		55,200		1,487
Hospitality Properties Trust †		61,200		1,417
Host Hotels & Resorts †		55,500		977
Hudson City Bancorp		92,000		890
Huntington Bancshares		269,900		1,792
Inland Real Estate †		14,600		139
IntercontinentalExchange *		32,600		4,027
Invesco Mortgage Capital †		6,600		144
Jones Lang LaSalle		19,300		1,925
JPMorgan Chase		553,381		25,511
Keycorp		264,500		2,349
Liberty Property Trust †		6,100		201
Lincoln National		35,000		1,051
Mack-Cali Realty †		15,400		522
Maiden Holdings		12,200		91
MetLife		113,900		5,095
MFA Financial †		165,900		1,360
Moody’s (A)		31,600		1,072
Morgan Stanley		144,200		3,940
NBT Bancorp		5,400		123
Nelnet, Cl A		17,700		387
Newcastle Investment * †		6,400		39
NYSE Euronext		102,200		3,594
PNC Financial Services Group		61,900		3,899
Presidential Life		4,900		47
Prudential Financial		64,600		3,978
Public Storage † (A)		13,800		1,531
Reinsurance Group of America, Cl A		14,500		910
Resource Capital † (A)		36,900		243
Senior Housing Properties Trust †		51,800		1,194
SLM *		13,000		199
State Street		40,500		1,820
Sunstone Hotel Investors * †		48,600		495

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Symetra Financial		28,700	$	390
T. Rowe Price Group		16,300		1,083
Taubman Centers †		18,900		1,013
Torchmark		15,400		1,024
Travelers		80,360		4,780
Unum Group		64,100		1,683
US Bancorp		123,500		3,264
Validus Holdings		23,900		797
Vornado Realty Trust †		13,600		1,190
Wells Fargo		709,800		22,501
WesBanco		7,500		155
Winthrop Realty Trust †		25,900		317
XL Group, Cl A		38,900		957
				242,600
Health Care — 12.7%
Abbott Laboratories		152,306		7,471
Aetna		232,500		8,702
Agilent Technologies *		12,800		573
Allergan		113,910		8,090
AmerisourceBergen		33,900		1,341
Amgen *		220,040		11,761
Baxter International		27,600		1,484
Becton Dickinson		13,700		1,091
Biogen Idec *		51,500		3,780
Bristol-Myers Squibb		101,700		2,688
Cardinal Health		50,900		2,094
Celgene *		206,000		11,851
Covance * (A)		108,495		5,937
Covidien		80,794		4,196
Cyberonics *		2,600		83
DaVita *		57,833		4,945
Eli Lilly		78,600		2,764
Endo Pharmaceuticals Holdings *		31,100		1,187
Express Scripts *		126,135		7,014
Forest Laboratories *		60,600		1,957
Gilead Sciences *		114,400		4,855
Health Net *		26,700		873
Hill-Rom Holdings		9,100		345
Humana *		23,700		1,658
Idexx Laboratories * (A)		58,102		4,487
Illumina * (A)		37,545		2,631
Immucor *		10,800		214
Intuitive Surgical *		21,976		7,328
Invacare (A)		6,100		190
Johnson & Johnson		280,763		16,635
Life Technologies *		21,300		1,117
McKesson		15,200		1,202
Medco Health Solutions *		117,600		6,604
Medtronic		204,550		8,049
Merck		382,982		12,642
Mylan Laboratories *		39,000		884
Myriad Genetics *		45,600		919
Novo Nordisk ADR		33,600		4,208
Par Pharmaceutical *		2,300		72
PerkinElmer		19,200		504
Perrigo (A)		34,500		2,743
Pfizer		853,368		17,332
Sirona Dental Systems *		11,200		562
SXC Health Solutions *		6,000		329
Thermo Fisher Scientific *		38,100		2,116

Description	Shares			Market Value ($ Thousands)
UnitedHealth Group		331,628		$	14,990
Waters *		22,500	��		1,955
WellPoint		68,100			4,753
Zimmer Holdings *		13,600			823
					210,029
Industrials — 9.3%
3M		82,156			7,681
ABB ADR (A)		236,629			5,724
Alaska Air Group *		12,800			812
Ametek		4,450			195
Applied Industrial Technologies		7,400			246
Armstrong World Industries		4,300			199
Avery Dennison		5,000			210
Beacon Roofing Supply *		3,300			68
Boeing		48,050			3,552
Caterpillar		36,807			4,098
Chicago Bridge & Iron		11,200			455
Cooper Industries, Cl A		10,700			695
CSX		13,600			1,069
Cubic		1,500			86
Cummins		37,075			4,064
Danaher		107,661			5,588
Deere		10,700			1,037
Dover		25,700			1,690
Dun & Bradstreet (A)		14,400			1,156
Eaton		29,200			1,619
EMCOR Group *		23,800			737
Emerson Electric		63,310			3,699
Expeditors International of Washington		67,700			3,395
FedEx		23,800			2,227
Flowserve		21,403			2,757
Fluor		89,192			6,570
Franklin Electric		2,900			134
Gardner Denver		22,400			1,748
General Dynamics		43,000			3,292
General Electric		986,734			19,784
Goodrich		33,400			2,857
Honeywell International		8,400			502
Huntington Ingalls Industries *		9,917			412
Illinois Tool Works		4,600			247
ITT		39,400			2,366
KBR		67,900			2,565
Kennametal		6,600			257
L-3 Communications Holdings		24,600			1,926
Lincoln Electric Holdings		300			23
Lockheed Martin		31,500			2,533
NACCO Industries, Cl A		1,400			155
Norfolk Southern		51,200			3,547
Northrop Grumman		59,500			3,731
Parker Hannifin		48,500			4,592
Precision Castparts		22,878			3,367
Quanta Services * (A)		180,200			4,042
Raytheon		51,500			2,620
Rockwell Automation (A)		23,131			2,189
Rockwell Collins		27,417			1,777
Roper Industries		64,173			5,548
RR Donnelley & Sons		57,000			1,078
Stericycle * (A)		55,649			4,934
Thomas & Betts *		4,700			280

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Timken		22,300	$	1,166
Toro		1,500		99
TrueBlue *		3,400		57
Tyco International		29,100		1,303
Union Pacific		38,600		3,795
United Continental Holdings * (A)		135,800		3,122
United Parcel Service, Cl B		6,559		487
United Technologies		84,573		7,159
US Airways Group * (A)		63,900		556
WW Grainger (A)		1,400		193
				154,072
Information Technology — 23.1%
Accenture, Cl A		101,202		5,563
Activision Blizzard		53,200		584
Adobe Systems *		397,331		13,176
Akamai Technologies *		22,000		836
Amdocs *		23,500		678
Amphenol, Cl A		87,222		4,744
Ansys *		76,439		4,142
Apple *		117,607		40,980
Applied Materials		127,200		1,987
Atmel *		46,800		638
Autodesk *		213,068		9,398
Avnet *		17,500		596
AVX		8,300		124
Black Box		1,700		60
CA		46,400		1,122
Check Point Software Technologies * (A)		60,464		3,087
Cisco Systems		607,793		10,424
Citrix Systems *		140,273		10,304
Cognizant Technology Solutions, Cl A *		85,329		6,946
Computer Sciences		13,500		658
Corning		220,663		4,552
DST Systems		22,100		1,167
eBay *		317,000		9,840
EchoStar, Cl A *		11,200		424
Electronics for Imaging *		6,900		102
EMC * (A)		427,517		11,351
Fidelity National Information Services		33,000		1,079
First Solar * (A)		10,705		1,722
Fiserv *		5,500		345
Flextronics International *		94,200		704
Genpact *		217,030		3,142
Google, Cl A *		28,164		16,510
Harris		29,100		1,443
Hewlett-Packard		221,776		9,086
IAC * (A)		39,900		1,232
Ingram Micro, Cl A *		72,500		1,525
Intel		657,796		13,268
International Business Machines		78,330		12,773
Intuit *		121,100		6,430
Juniper Networks *		63,568		2,675
Kla-Tencor		22,000		1,042
Lam Research *		20,300		1,150
Liquidity Services *		1,500		27

Description	Shares		Market Value ($ Thousands)
Loral Space & Communications *		3,900	$	302
LSI Logic *		187,600		1,276
Marvell Technology Group *		68,300		1,062
Mastercard, Cl A		55,134		13,878
Micron Technology * (A)		90,800		1,040
Microsoft		847,424		21,491
MKS Instruments		1,400		47
NetApp *		132,434		6,381
Novellus Systems *		5,800		215
Nuance Communications * (A)		211,800		4,143
Nvidia *		301,294		5,562
Oracle		413,763		13,807
Plantronics		14,200		520
Polycom *		70,900		3,676
Qualcomm		500,887		27,464
Rackspace Hosting * (A)		47,700		2,044
Red Hat *		46,100		2,092
Research In Motion *		169,626		9,596
SAIC * (A)		52,700		892
Salesforce.com *		45,071		6,021
SanDisk *		60,934		2,808
Seagate Technology *		34,100		491
Sina * (A)		31,645		3,387
Solera Holdings		6,600		337
SS&C Technologies Holdings *		1,400		29
Symantec *		35,000		649
Synopsys *		18,800		520
TE Connectivity		33,800		1,177
Tech Data *		13,900		707
Teradata *		59,600		3,022
Texas Instruments		361,500		12,493
Trimble Navigation *		55,649		2,812
VeriSign (A)		79,900		2,893
Visa, Cl A		104,100		7,664
Western Digital *		16,600		619
Xerox		199,800		2,128
				380,881
Materials — 3.1%
Air Products & Chemicals		4,900		442
Allegheny Technologies (A)		73,530		4,979
Ashland		11,100		641
Ball		18,000		645
Cabot		22,400		1,037
Century Aluminum *		19,300		361
CF Industries Holdings		8,600		1,176
Dow Chemical		132,200		4,990
E.I. Du Pont de Nemours		28,900		1,589
Eastman Chemical		13,500		1,341
Freeport-McMoRan Copper & Gold, Cl B		179,472		9,970
Georgia Gulf *		7,400		274
H.B. Fuller		9,700		208
Innophos Holdings		2,400		111
International Paper		58,500		1,765
Lubrizol		16,800		2,250
Materion *		4,300		175
Monsanto		49,500		3,577
Mosaic		14,700		1,158
Nalco Holding		117,600		3,212

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Noranda Aluminum Holding *		5,900	$	95
Nucor		10,600		488
Potash Corp of Saskatchewan		53,565		3,157
PPG Industries		12,500		1,190
Reliance Steel & Aluminum		10,900		630
Rock-Tenn, Cl A (A)		12,600		874
Schweitzer-Mauduit International		1,300		66
Steel Dynamics		55,200		1,036
Syngenta ADR (A)		59,300		3,864
TPC Group *		3,900		113
				51,414
Telecommunication Services — 3.2%
American Tower, Cl A *		152,075		7,881
AT&T		787,298		24,091
Crown Castle International *		133,000		5,659
NII Holdings *		16,300		679
Telephone & Data Systems		21,200		714
USA Mobility		5,700		83
Verizon Communications		362,403		13,967
				53,074
Utilities — 2.4%
AES *		412,600		5,364
Alliant Energy		12,600		490
Ameren		56,400		1,583
American Electric Power		112,600		3,957
American Water Works		21,000		589
Atmos Energy		21,600		737
Constellation Energy Group		20,100		625
Dominion Resources		24,200		1,082
DTE Energy		18,300		896
Duke Energy		11,800		214
Edison International		81,400		2,978
Energen		25,400		1,603
Entergy		59,400		3,992
Exelon (A)		79,600		3,283
FirstEnergy (A)		26,000		964
NextEra Energy		12,600		695
NRG Energy *		30,400		655
NV Energy		68,200		1,016
OGE Energy		20,600		1,041
PG&E		7,200		318
Portland General Electric		5,700		135
PPL		46,400		1,174
Public Service Enterprise Group		91,800		2,893
Sempra Energy		45,300		2,424
Xcel Energy		39,500		944
				39,652
Total Common Stock (Cost $1,366,320) ($ Thousands)				1,599,820
AFFILIATED PARTNERSHIP — 6.3%
SEI Liquidity Fund, L.P. 0.200% ** † (B)		103,800,405		103,800
Total Affiliated Partnership (Cost $103,800) ($ Thousands)				103,800

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Prime Obligation Fund Cl A, 0.080%** †		48,292,846	$	48,293
Total Cash Equivalent (Cost $48,293) ($ Thousands)				48,293
U.S. TREASURY OBLIGATIONS (C) — 0.3%
U.S. Treasury Bills
0.174%, 06/30/11		3,563		3,562
0.150%, 06/16/11		803		803
Total U.S. Treasury Obligations (Cost $4,364) ($ Thousands)				4,365
Total Investments — 106.3% (Cost $1,522,777) ($ Thousands)			$	1,756,278

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Fund

March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
S&P 500 Index EMINI		544		Jun-2011	$	728
S&P Mid 400 Index
E-MINI		47		Jun-2011		160
					$	888

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,652,272 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $100,902 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $103,800 ($Thousands).

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

Cl — Class

L.P. — Limited Partnership

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,599,820	$	—	$	—	$	1,599,820
Affiliated Partnership		—		103,800		—		103,800
Cash Equivalent		48,293		—		—		48,293
U.S. Treasury Obligations		—		4,365		—		4,365
Total Investments in Securities	$	1,648,113	$	108,165	$	—	$	1,756,278

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	888	$	—	$	—	$	888

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.3%
Consumer Discretionary — 8.4%
Abercrombie & Fitch, Cl A		2,200	$	129
American Eagle Outfitters		119,900		1,905
Autoliv (A)		53,100		3,942
Autonation * (A)		18,500		654
Autozone *		9,000		2,462
Best Buy		29,200		839
BorgWarner * (A)		4,400		351
Brinker International (A)		87,200		2,206
Cablevision Systems, Cl A		25,300		876
Carnival		1,100		42
CBS, Cl B		109,400		2,739
Coach		46,500		2,420
Comcast, Cl A		780,700		18,969
Darden Restaurants		36,300		1,783
DIRECTV, Cl A *		76,400		3,576
Discovery Communications, Cl A * (A)		2,200		88
DISH Network, Cl A *		19,200		468
DR Horton		8,500		99
Expedia		30,000		680
Foot Locker		55,400		1,092
Ford Motor *		143,500		2,140
Fortune Brands		3,800		235
GameStop, Cl A * (A)		25,100		565
Gannett (A)		108,900		1,659
Gap		265,600		6,019
Garmin (A)		1,000		34
Genuine Parts		9,100		488
Hyatt Hotels, Cl A *		20,000		861
International Game Technology		108,800		1,766
J.C. Penney		4,600		165
Johnson Controls		7,600		316
Kohl’s		34,100		1,809
Lamar Advertising, Cl A *		3,300		122
Lennar, Cl A		4,400		80
Liberty Global, Cl A * (A)		63,100		2,613
Liberty Media - Capital, Ser A *		23,500		1,731
Liberty Media - Interactive, Cl A *		36,400		584
Liberty Media - Starz, Ser A *		17,100		1,327
Macy’s		177,600		4,308
Madison Square Garden, Cl A *		2,850		77
Mattel		75,900		1,892
McGraw-Hill		57,700		2,273
MGM Mirage * (A)		9,300		122
Newell Rubbermaid		243,400		4,656
News, Cl A		344,900		6,056
Omnicom Group		7,200		353
Penn National Gaming *		12,400		460
Phillips-Van Heusen		29,570		1,923
RadioShack (A)		71,700		1,076
Service International (A)		6,000		66
Signet Jewelers *		17,400		801
Snap-On		1,800		108
Stanley Black & Decker		840		64
Thomson Reuters (A)		38,300		1,503
Time Warner		211,333		7,545
Time Warner Cable, Cl A (A)		99,124		7,071
TJX		98,100		4,879

Description	Shares		Market Value ($ Thousands)
TRW Automotive Holdings *		6,400	$	352
VF (A)		200		20
Viacom, Cl B		194,000		9,025
Virgin Media (A)		44,600		1,239
Walt Disney		265,200		11,427
Whirlpool (A)		44,100		3,765
				138,895
Consumer Staples — 9.1%
Alberto-Culver		2,200		82
Altria Group		285,400		7,429
Archer-Daniels-Midland		165,600		5,963
BJ’s Wholesale Club *		4,000		195
Brown-Forman, Cl B		11,200		765
Bunge		9,300		673
Campbell Soup (A)		14,100		467
Clorox		1,100		77
Coca-Cola		74,400		4,937
Coca-Cola Enterprises		118,600		3,238
ConAgra Foods		51,100		1,214
Constellation Brands, Cl A *		7,800		158
Corn Products International		69,000		3,576
CVS Caremark		356,500		12,235
Dr Pepper Snapple Group		119,000		4,422
Energizer Holdings *		51,200		3,643
Flowers Foods (A)		3,000		82
General Mills		73,300		2,679
Herbalife		29,300		2,384
Hershey		27,100		1,473
HJ Heinz		8,900		434
Hormel Foods		48,500		1,350
JM Smucker		2,700		193
Kimberly-Clark		1,900		124
Kraft Foods, Cl A		163,059		5,114
Kroger		225,800		5,412
McCormick		11,800		564
Mead Johnson Nutrition, Cl A		31,300		1,813
Molson Coors Brewing, Cl B (A)		61,000		2,860
PepsiCo		119,700		7,710
Philip Morris International		65,800		4,318
Procter & Gamble		521,800		32,143
Ralcorp Holdings *		39,600		2,710
Reynolds American		29,800		1,059
Safeway		215,100		5,064
Sara Lee		63,000		1,113
Smithfield Foods * (A)		88,200		2,122
SUPERVALU (A)		111,437		995
Tyson Foods, Cl A		67,700		1,299
Walgreen		107,400		4,311
Wal-Mart Stores		295,500		15,381
				151,781
Energy — 13.4%
Anadarko Petroleum		50,300		4,121
Apache		95,333		12,481
Arch Coal (A)		10,900		393
Atwood Oceanics *		4,000		186
Baker Hughes		19,379		1,423
Cameron International *		1,400		80
Chesapeake Energy		3,000		101
Chevron		550,500		59,140
ConocoPhillips		370,986		29,627
Denbury Resources *		26,000		634

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Devon Energy		100,800	$	9,250
Dresser-Rand Group * (A)		2,300		123
El Paso		60,900		1,096
Exterran Holdings * (A)		10,300		245
Exxon Mobil		184,094		15,488
Forest Oil *		16,700		632
Halliburton		55,000		2,741
Helmerich & Payne		6,800		467
Hess		71,900		6,127
Marathon Oil		258,600		13,786
Massey Energy		1,100		75
McDermott International *		5,600		142
Murphy Oil		98,600		7,239
Nabors Industries *		2,700		82
National Oilwell Varco		41,100		3,258
Newfield Exploration *		9,400		715
Noble		47,900		2,185
Noble Energy		5,600		541
Occidental Petroleum		169,300		17,690
Oceaneering International *		600		54
Oil States International * (A)		33,000		2,513
Patterson-UTI Energy		130,600		3,838
Peabody Energy		10,400		748
PetroHawk Energy *		85,300		2,093
Pioneer Natural Resources (A)		18,800		1,916
Pride International *		10,600		455
QEP Resources		12,700		515
Rowan *		22,500		994
SandRidge Energy *		7,100		91
Schlumberger		6,265		584
SEACOR Holdings		2,700		250
SM Energy		3,500		260
Spectra Energy		11,900		323
Sunoco		15,100		688
Superior Energy Services *		22,800		935
Tesoro * (A)		99,400		2,667
Tidewater		1,300		78
Unit *		29,400		1,821
Valero Energy		242,700		7,237
Weatherford International *		24,000		542
Whiting Petroleum *		9,800		720
Williams		92,900		2,897
				222,287
Financials — 24.4%
ACE		43,900		2,840
Aflac		36,800		1,942
Alexandria Real Estate Equities †		6,800		530
Alleghany *		2,244		743
Allied World Assurance Holdings		4,400		276
Allstate		142,100		4,516
AMB Property † (A)		2,400		86
American Express		39,200		1,772
American Financial Group		98,500		3,449
American International Group * (A)		4,400		155
Ameriprise Financial		119,400		7,293
Annaly Capital Management † (A)		85,800		1,497
AON		300		16

Description	Shares		Market Value ($ Thousands)
Apartment Investment & Management, Cl A †		102,200	$	2,603
Arch Capital Group *		6,000		595
Ares Capital		22,800		385
Associated Banc-Corp (A)		24,100		358
Assurant		133,300		5,133
AvalonBay Communities † (A)		5,588		671
Axis Capital Holdings		64,100		2,238
Bank of America		2,410,369		32,130
Bank of Hawaii (A)		2,600		124
Bank of New York Mellon		237,322		7,089
BB&T (A)		77,800		2,136
Berkshire Hathaway, Cl B *		282,800		23,651
Boston Properties †		7,500		711
BRE Properties, Cl A †		9,100		429
Brookfield Asset Management, Cl A		55,800		1,811
Brown & Brown		4,000		103
Camden Property Trust †		2,900		165
Capital One Financial		91,400		4,749
CapitalSource		66,100		465
CBL & Associates Properties † (A)		103,900		1,810
Chimera Investment †		99,700		395
Chubb		129,100		7,915
Cincinnati Financial (A)		31,900		1,046
CIT Group *		41,500		1,766
Citigroup *		3,963,400		17,518
City National (A)		3,100		177
CME Group		8,100		2,443
Comerica (A)		38,100		1,399
Cullen/Frost Bankers (A)		8,800		519
Digital Realty Trust † (A)		1,400		82
Discover Financial Services		112,800		2,721
Douglas Emmett †		16,800		315
Endurance Specialty Holdings		81,800		3,994
Equity Residential †		15,600		880
Erie Indemnity, Cl A		3,300		235
Essex Property Trust † (A)		4,100		509
Everest Re Group		73,600		6,490
Federal Realty Investment Trust †		1,200		98
Federated Investors, Cl B (A)		3,600		96
Fidelity National Financial, Cl A (A)		35,600		503
Fifth Third Bancorp		304,500		4,226
Forest City Enterprises, Cl A * (A)		2,900		55
Franklin Resources		44,000		5,504
Fulton Financial		8,800		98
General Growth Properties †		5,924		92
Genworth Financial, Cl A *		24,500		330
Goldman Sachs Group		123,000		19,492
Hartford Financial Services Group		73,700		1,985
HCP †		2,200		84
Hospitality Properties Trust †		85,400		1,977
Host Hotels & Resorts †		36,045		635
Howard Hughes *		1,150		81
Hudson City Bancorp		206,400		1,998
Huntington Bancshares		575,000		3,818
Invesco		130,000		3,323

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Jones Lang LaSalle (A)		21,000	$	2,095
JPMorgan Chase		1,080,700		49,820
Keycorp		441,400		3,920
Kimco Realty †		12,500		229
Legg Mason		2,600		94
Leucadia National		15,500		582
Liberty Property Trust †		2,200		72
Lincoln National		166,600		5,005
Loews		48,300		2,081
M&T Bank (A)		15,300		1,354
Macerich † (A)		2,057		102
Markel *		300		124
Marsh & McLennan		3,100		92
Marshall & Ilsley		84,000		671
MBIA * (A)		68,300		686
MetLife		147,700		6,607
Morgan Stanley		284,200		7,764
NASDAQ OMX Group * (A)		4,500		116
Nationwide Health Properties †		2,800		119
New York Community Bancorp (A)		137,900		2,380
Northern Trust		16,400		832
NYSE Euronext		102,700		3,612
Old Republic International		55,500		704
PNC Financial Services Group		179,055		11,279
Principal Financial Group		13,400		430
Progressive		81,600		1,724
Protective Life		6,200		165
Prudential Financial		189,000		11,639
Public Storage †		26,500		2,939
Raymond James Financial (A)		16,600		635
Rayonier †		11,100		692
Realty Income † (A)		14,400		503
Regency Centers † (A)		8,100		352
Regions Financial		385,984		2,802
RenaissanceRe Holdings		1,700		117
Senior Housing Properties Trust †		67,400		1,553
Simon Property Group †		8,111		869
SL Green Realty †		1,400		105
SLM *		36,700		561
StanCorp Financial Group (A)		6,000		277
State Street		82,300		3,699
SunTrust Banks		22,900		660
T. Rowe Price Group		44,900		2,982
Taubman Centers † (A)		63,500		3,402
TCF Financial (A)		3,500		55
Torchmark (A)		14,800		984
Travelers		164,200		9,767
UDR †		47,000		1,146
Unum Group		132,900		3,489
US Bancorp (A)		267,400		7,067
Validus Holdings		2,500		83
Valley National Bancorp (A)		8,400		117
Ventas † (A)		8,900		483
Vornado Realty Trust †		25,800		2,258
Wells Fargo		1,110,995		35,219
White Mountains Insurance Group		100		36
WR Berkley (A)		15,000		483
XL Group, Cl A		11,600		285

Description	Shares		Market Value ($ Thousands)
Zions Bancorporation (A)		56,200	$	1,296
				404,484
Health Care — 13.2%
Abbott Laboratories		28,700		1,408
Aetna		118,800		4,447
AmerisourceBergen (A)		54,500		2,156
Amgen *		281,600		15,051
Baxter International		37,500		2,016
Biogen Idec * (A)		79,800		5,857
Boston Scientific *		11,400		82
Bristol-Myers Squibb		143,700		3,798
Cardinal Health		72,200		2,970
Cephalon * (A)		3,300		250
Charles River Laboratories International * (A)		7,000		269
Cigna		106,800		4,729
Community Health Systems *		1,900		76
Cooper		11,700		813
Coventry Health Care *		88,500		2,822
Covidien		39,900		2,072
Eli Lilly		191,300		6,728
Endo Pharmaceuticals Holdings *		72,600		2,770
Forest Laboratories *		162,400		5,246
Genzyme *		7,000		533
Gilead Sciences *		124,200		5,271
Health Net *		91,500		2,992
Hill-Rom Holdings		3,700		141
Hologic *		1,100		25
Hospira *		33,300		1,838
Humana *		50,300		3,518
Johnson & Johnson		462,900		27,427
Kinetic Concepts * (A)		29,200		1,589
Life Technologies *		32,800		1,719
McKesson		6,900		545
Medtronic		100,000		3,935
Merck		694,257		22,917
Mylan Laboratories *		3,000		68
PerkinElmer		2,300		61
Pfizer		2,448,498		49,729
Thermo Fisher Scientific *		10,500		583
UnitedHealth Group		286,400		12,945
Universal Health Services, Cl B		33,000		1,631
Warner Chilcott, Cl A (A)		85,400		1,988
Watson Pharmaceuticals * (A)		8,700		487
WellPoint		211,000		14,726
Zimmer Holdings *		6,200		375
				218,603
Industrials — 8.2%
AGCO *		22,200		1,220
Alexander & Baldwin		7,500		342
Avery Dennison		2,300		96
Babcock & Wilcox *		3,000		100
BE Aerospace *		18,000		640
Boeing		40,500		2,994
Con-way (A)		6,300		247
Corrections Corp of America *		23,600		576
Crane		9,000		436
CSX		48,900		3,844
Danaher		3,200		166
Deere		10,600		1,027

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Dover		31,200	$	2,051
Eaton		17,600		976
EMCOR Group * (A)		57,300		1,775
Equifax		4,300		167
FedEx		600		56
Flowserve		2,200		283
Fluor		11,100		818
Gardner Denver		29,000		2,263
GATX		11,200		433
General Dynamics		143,200		10,963
General Electric		1,971,500		39,528
Goodrich		16,000		1,368
Honeywell International		35,900		2,144
Huntington Ingalls Industries *		20,000		830
IDEX		1,900		83
Illinois Tool Works		31,900		1,714
Ingersoll-Rand (A)		3,800		184
Jacobs Engineering Group *		5,200		267
Kansas City Southern *		9,600		523
KBR		140,100		5,292
Kirby *		20,000		1,146
L-3 Communications Holdings		53,500		4,190
Lockheed Martin		52,600		4,229
Manpower		2,000		126
Norfolk Southern		40,800		2,826
Northrop Grumman		120,000		7,525
Parker Hannifin		51,000		4,829
Pitney Bowes (A)		3,100		80
Quanta Services *		21,600		484
Raytheon		187,400		9,533
Republic Services		5,500		165
Rockwell Collins		2,100		136
RR Donnelley & Sons		245,100		4,637
Ryder System		8,400		425
Shaw Group *		5,900		209
Southwest Airlines (A)		77,800		983
Spirit Aerosystems Holdings, Cl A *		800		21
SPX		10,700		849
Thomas & Betts *		5,100		303
Timken		9,300		486
Towers Watson, Cl A		7,900		438
Trinity Industries		8,900		326
Tyco International		15,900		712
Union Pacific		72,700		7,149
United Continental Holdings * (A)		1,700		39
UTI Worldwide		4,000		81
Wabtec		4,800		326
Waste Connections		3,200		92
Waste Management		4,200		157
WESCO International * (A)		12,500		781
				136,689
Information Technology — 6.7%
Activision Blizzard		54,000		592
Amdocs *		58,800		1,696
AOL *		3,739		73
Applied Materials		107,500		1,679
Atmel *		18,500		252
Avnet *		67,400		2,298
Broadridge Financial Solutions		3,900		89

Description	Shares		Market Value ($ Thousands)
Brocade Communications Systems *		34,900	$	215
Cisco Systems		150,700		2,584
Computer Sciences		48,900		2,383
Compuware *		43,600		504
CoreLogic		4,600		85
Corning		310,900		6,414
Diebold		5,100		181
eBay *		42,200		1,310
Electronic Arts *		6,000		117
Fairchild Semiconductor International *		17,100		311
Fidelity National Information Services		15,200		497
Fiserv *		13,900		872
Global Payments		41,300		2,020
Harris		31,800		1,577	��
Hewlett-Packard		107,000		4,384
IAC * (A)		84,200		2,601
Ingram Micro, Cl A *		105,100		2,210
Intel		704,200		14,204
International Business Machines		33,300		5,430
Intersil, Cl A (A)		12,400		154
Kla-Tencor		8,400		398
Lender Processing Services		51,700		1,664
Lexmark International, Cl A *		19,300		715
Mastercard, Cl A		6,325		1,592
MEMC Electronic Materials *		29,100		377
Micron Technology * (A)		161,000		1,845
Microsoft		827,400		20,983
Motorola Mobility Holdings *		31,625		772
Motorola Solutions *		15,228		680
Novell *		141,300		838
Novellus Systems *		2,500		93
Oracle		74,700		2,493
PMC - Sierra *		33,300		250
Research In Motion *		29,100		1,646
Seagate Technology *		95,200		1,371
Symantec *		105,700		1,960
Synopsys *		5,900		163
Tech Data *		38,500		1,958
Tellabs		50,300		264
Texas Instruments		255,700		8,837
Vishay Intertechnology * (A)		125,400		2,225
Western Digital *		41,200		1,536
Xerox		340,009		3,621
Yahoo! *		32,600		543
Zebra Technologies, Cl A *		11,900		467
				112,023
Materials — 4.3%
Air Products & Chemicals		18,000		1,623
Alcoa		119,200		2,104
Alpha Natural Resources * (A)		36,700		2,179
Aptargroup		15,500		777
Ashland		2,900		168
Ball		109,100		3,911
Cabot		1,700		79
CF Industries Holdings		7,400		1,012
Commercial Metals		24,800		428
Cytec Industries		12,700		690

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Dow Chemical		252,000	$	9,513
E.I. Du Pont de Nemours		59,500		3,271
Eastman Chemical		65,700		6,525
FMC		33,000		2,803
Freeport-McMoRan Copper & Gold, Cl B		134,800		7,488
Greif, Cl A		14,100		923
International Paper		138,300		4,174
Intrepid Potash * (A)		7,300		254
Lubrizol		30,500		4,086
MeadWestvaco		7,400		224
Newmont Mining		29,700		1,621
Nucor (A)		17,500		806
Owens-Illinois *		159,200		4,806
PPG Industries		38,300		3,647
Reliance Steel & Aluminum		7,700		445
Rock-Tenn, Cl A (A)		63,500		4,404
RPM International		5,000		119
Sealed Air		15,200		405
Sherwin-Williams (A)		3,800		319
Sigma-Aldrich		4,800		305
Sonoco Products		3,500		127
Steel Dynamics		21,700		407
United States Steel (A)		10,200		550
Valspar		3,000		117
Walter Energy		4,200		569
				70,879
Telecommunication Services — 5.0%
AT&T		1,767,895		54,098
CenturyTel (A)		44,687		1,857
Frontier Communications		33,626		276
MetroPCS Communications *		54,800		890
NII Holdings *		7,700		321
Qwest Communications
International		380,900		2,601
Sprint Nextel *		100,100		464
Telephone & Data Systems (A)		66,700		2,248
Verizon Communications		492,700		18,989
Windstream		45,800		589
				82,333
Utilities — 5.6%
AES *		23,000		299
AGL Resources		1,700		68
Alliant Energy		88,600		3,449
Ameren (A)		95,000		2,667
American Electric Power		255,000		8,961
American Water Works		10,700		300
Aqua America (A)		46,800		1,071
Calpine *		65,500		1,040
Centerpoint Energy		25,500		448
CMS Energy (A)		181,400		3,563
Consolidated Edison (A)		13,800		700
Constellation Energy Group		62,000		1,930
Dominion Resources		31,200		1,395
DPL		64,500		1,768
DTE Energy		77,300		3,784
Duke Energy		24,700		448
Edison International		141,200		5,166
Energen		57,800		3,648
Entergy		103,100		6,929
Exelon		153,300		6,322

Description	Shares/ Face Amount ($ Thousands)		Market Value ($ Thousands)
FirstEnergy		14,473	$	537
GenOn Energy *		350,406		1,335
Hawaiian Electric Industries (A)		26,000		645
Integrys Energy Group		25,000		1,263
ITC Holdings		3,000		210
National Fuel Gas		2,400		178
NextEra Energy		64,700		3,566
NiSource (A)		40,400		775
Northeast Utilities		34,700		1,201
NRG Energy *		72,800		1,568
NSTAR (A)		24,000		1,110
NV Energy		261,500		3,894
OGE Energy		2,100		106
Oneok		7,300		488
Pepco Holdings (A)		63,900		1,192
PG&E		48,300		2,134
Pinnacle West Capital		54,700		2,341
PPL		73,300		1,854
Progress Energy		5,600		258
Public Service Enterprise Group		138,500		4,364
Questar		73,000		1,274
SCANA		13,700		539
Sempra Energy		32,600		1,744
Southern		21,000		800
Southern Union		32,700		936
TECO Energy (A)		24,900		467
UGI		36,200		1,191
Vectren		14,600		397
Westar Energy (A)		34,400		909
Wisconsin Energy (A)		37,400		1,141
Xcel Energy		35,900		858
				93,231
Total Common Stock (Cost $1,348,810) ($ Thousands)				1,631,205
AFFILIATED PARTNERSHIP — 4.7%
SEI Liquidity Fund, L.P. 0.200% ** †† (B)		83,292,021		78,479
Total Affiliated Partnership (Cost $83,293) ($ Thousands)				78,479
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%** ††		33,243,480		33,243
Total Cash Equivalent (Cost $33,243) ($ Thousands)				33,243
U.S. TREASURY OBLIGATIONS (C) — 0.2%
U.S. Treasury Bills
0.174%, 06/30/11		2,295		2,295
0.150%, 06/16/11		920		920
Total U.S. Treasury Obligations (Cost $3,214) ($ Thousands)				3,215
Total Investments — 105.2% (Cost $1,468,560) ($ Thousands)			$	1,746,142

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Value Fund

March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		406		Jun-2011	$	354

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,659,961 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $81,066 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $78,479 ($Thousands).

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

Cl — Class

L.P. — Limited Partnership

Ser — Series

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,631,205	$	—	$	—	$	1,631,205
Affiliated Partnership		—		78,479		—		78,479
Cash Equivalent		33,243		—		—		33,243
U.S. Treasury Obligations		—		3,215		—		3,215
Total Investments in Securities	$	1,664,448	$	81,694	$	—	$	1,746,142

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	354	$	—	$	—	$	354

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.4% ‡
Consumer Discretionary — 12.7%
Abercrombie & Fitch, Cl A		1,900	$	112
Advance Auto Parts (A)		23,400		1,535
Amazon.com *		101,643		18,309
Apollo Group, Cl A *		217,300		9,063
Autoliv (A)		15,500		1,151
Autonation * (A)		8,200		290
Autozone * (A)		12,369		3,384
BorgWarner * (A)		91,421		7,285
Carmax * (A)		44,300		1,422
CBS, Cl B		20,700		518
Chipotle Mexican Grill, Cl A * (A)		7,500		2,043
Coach		244,069		12,701
Ctrip.com International ADR * (A)		161,600		6,705
Darden Restaurants		19,600		963
DIRECTV, Cl A *		61,600		2,883
Discovery Communications, Cl A * (A)		10,700		427
Dollar General *		400		13
Dollar Tree *		15,500		861
Expedia		8,200		186
Family Dollar Stores		53,800		2,761
Ford Motor *		247,000		3,683
Fortune Brands		6,800		421
Fossil *		16,700		1,564
Hasbro		36,300		1,700
Home Depot		5,500		204
Interpublic Group		103,900		1,306
John Wiley & Sons, Cl A		5,900		300
Johnson Controls		4,100		170
Las Vegas Sands *		88,300		3,728
Lear		7,300		357
Leggett & Platt		2,700		66
Limited Brands		78,600		2,584
LKQ *		20,500		494
Lowe’s		734,300		19,408
Marriott International, Cl A (A)		18,500		658
Mattel		45,700		1,140
McDonald’s		78,500		5,973
McGraw-Hill		47,400		1,868
NetFlix * (A)		43,119		10,233
Nike, Cl B		166,200		12,581
Nordstrom		71,733		3,219
Omnicom Group		6,400		314
O’Reilly Automotive *		24,800		1,425
Panera Bread, Cl A *		8,800		1,118
PetSmart (A)		20,700		848
Phillips-Van Heusen		900		59
Polo Ralph Lauren		500		62
priceline.com * (A)		33,000		16,713
Ross Stores		16,700		1,188
Scripps Networks Interactive, Cl A		8,200		411
Staples		354,500		6,884
Starbucks		160,496		5,930
Starwood Hotels & Resorts Worldwide (A)		112,273		6,525
Target		25,382		1,269

Description	Shares		Market Value ($ Thousands)
Thomson Reuters (A)		2,300	$	90
Tiffany		8,600		528
Time Warner		1,500		53
Tractor Supply (A)		26,900		1,610
TRW Automotive Holdings *		28,500		1,570
Urban Outfitters * (A)		301,337		8,989
VF (A)		40,448		3,985
Viacom, Cl B		17,200		800
WABCO Holdings *		32,400		1,997
Weight Watchers International		6,900		484
Williams-Sonoma (A)		38,200		1,547
Wynn Resorts		15,200		1,934
Yum! Brands		57,400		2,949
				213,551
Consumer Staples — 7.8%
Alberto-Culver		2,900		108
Altria Group		196,197		5,107
Avon Products		1,000		27
Brown-Forman, Cl B		24,500		1,673
Campbell Soup (A)		20,000		662
Coca-Cola		239,289		15,877
Coca-Cola Enterprises		91,100		2,487
Colgate-Palmolive		7,348		593
Costco Wholesale		142,117		10,420
Diageo ADR (A)		118,070		8,999
Estee Lauder, Cl A		34,900		3,363
General Mills		19,400		709
Hansen Natural *		16,300		982
Herbalife		22,800		1,855
Hershey		6,300		342
HJ Heinz		37,800		1,845
McCormick (A)		27,800		1,330
Mead Johnson Nutrition, Cl A		217,866		12,621
PepsiCo		235,855		15,192
Philip Morris International		110,797		7,271
Procter & Gamble		389,066		23,967
Sara Lee		88,100		1,557
SYSCO		5,000		139
Walgreen		207,000		8,309
Wal-Mart Stores		109,346		5,691
Whole Foods Market		2,000		132
				131,258
Energy — 9.1%
Arch Coal (A)		3,500		126
Atwood Oceanics *		2,100		97
Baker Hughes		52,622		3,864
Cameron International * (A)		85,204		4,865
Canadian Natural Resources		386,918		19,125
Chevron		12,500		1,343
Cimarex Energy		6,500		749
Concho Resources *		5,100		547
ConocoPhillips		45,200		3,610
Consol Energy		212,104		11,375
Core Laboratories		14,200		1,451
Denbury Resources *		82,668		2,017
Devon Energy		34,320		3,150
Dresser-Rand Group * (A)		2,500		134
El Paso		6,900		124
EOG Resources (A)		172,131		20,399

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Exxon Mobil		190,900	$	16,061
FMC Technologies * (A)		137,455		12,987
Forest Oil *		1,200		46
Halliburton		179,400		8,941
Holly		8,200		498
Marathon Oil		21,400		1,141
Murphy Oil		3,700		272
Nabors Industries *		394,000		11,970
National Oilwell Varco		40,103		3,179
Pride International *		28,400		1,220
Range Resources (A)		56,045		3,276
Rowan *		5,200		230
Schlumberger		212,480		19,816
SM Energy		2,200		163
Superior Energy Services *		2,300		94
Weatherford International * (A)		22,600		511
Whiting Petroleum *		2,700		198
				153,579
Financials — 5.6%
ACE		10,700		692
Affiliated Managers Group *		800		87
Aflac		6,334		334
American Express		232,133		10,493
Ameriprise Financial		10,800		660
AON		4,600		244
Apartment Investment & Management, Cl A †		4,700		120
Arch Capital Group *		1,100		109
Arthur J. Gallagher		5,100		155
Axis Capital Holdings		9,700		339
Bank of New York Mellon		512,808		15,318
BlackRock		47,675		9,583
Brown & Brown		10,600		273
CB Richard Ellis Group, Cl A *		29,800		796
Charles Schwab (A)		845,290		15,241
CME Group		36,170		10,907
Digital Realty Trust † (A)		500		29
Equity Residential †		3,100		175
Erie Indemnity, Cl A		10,000		711
Essex Property Trust †		100		12
Federal Realty Investment Trust †		2,900		236
Federated Investors, Cl B (A)		14,100		377
Franklin Resources		6,900		863
General Growth Properties †		5,231		81
Howard Hughes *		7,062		499
IntercontinentalExchange *		71,000		8,771
Invesco		4,100		105
Jones Lang LaSalle		2,700		269
JPMorgan Chase		72,967		3,364
Lazard, Cl A		6,600		274
Marsh & McLennan		4,100		122
MetLife		1,600		72
Moody’s (A)		16,700		566
MSCI, Cl A *		5,800		214
Plum Creek Timber † (A)		5,100		222
Public Storage †		8,900		987
Rayonier †		8,100		505
Simon Property Group †		2,500		268
T. Rowe Price Group		3,800		252
Travelers		2,200		131

Description	Shares		Market Value ($ Thousands)
Validus Holdings		3,000	$	100
Ventas † (A)		4,100		223
Vornado Realty Trust †		1,700		149
Wells Fargo		306,600		9,719
				94,647
Health Care — 11.7%
Abbott Laboratories		257,444		12,628
Agilent Technologies *		46,700		2,091
Alcon (A)		1,800		298
Alere *		2,600		102
Alexion Pharmaceuticals *		30,600		3,020
Allergan		233,147		16,558
Allscripts Healthcare Solutions *		4,200		88
AmerisourceBergen (A)		90,600		3,584
Amgen *		62,570		3,344
Baxter International		4,000		215
Becton Dickinson		6,500		518
Celgene *		181,150		10,422
Cooper		3,500		243
Covance * (A)		214,630		11,745
Covidien		63,740		3,311
DaVita *		115,007		9,834
Edwards Lifesciences *		26,100		2,271
Eli Lilly		6,000		211
Express Scripts *		224,096		12,462
Gen-Probe *		4,000		265
Genzyme *		3,000		228
Hill-Rom Holdings		17,100		649
Hospira *		33,900		1,871
Idexx Laboratories * (A)		115,491		8,918
Illumina * (A)		87,968		6,164
Intuitive Surgical * (A)		35,560		11,858
Johnson & Johnson		246,819		14,624
Laboratory Corp of America Holdings *		5,300		488
Medco Health Solutions *		210,682		11,832
Mednax *		4,400		293
Medtronic		242,500		9,542
Mettler Toledo International *		10,100		1,737
Mylan Laboratories *		17,800		404
Myriad Genetics *		107,770		2,172
Novo Nordisk ADR (A)		72,900		9,129
Perrigo (A)		94,900		7,546
ResMed * (A)		17,200		516
Stryker		4,400		268
United Therapeutics * (A)		6,600		442
UnitedHealth Group		156,096		7,056
Varian Medical Systems *		47,600		3,220
Warner Chilcott, Cl A (A)		27,400		638
Waters *		44,364		3,855
				196,660
Industrials — 11.4%
3M		176,681		16,519
ABB ADR (A)		468,139		11,324
Ametek		26,350		1,156
Boeing		92,411		6,832
Bucyrus International, Cl A		9,300		851
C.H. Robinson Worldwide (A)		23,300		1,727
Caterpillar		85,758		9,549
Chicago Bridge & Iron		12,000		488

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Cooper Industries, Cl A		8,200	$	532
Corrections Corp of America *		8,300		203
Cummins		85,526		9,375
Danaher		172,003		8,927
Deere		29,200		2,829
Dover		8,900		585
Dun & Bradstreet		3,900		313
Eaton		18,100		1,004
Emerson Electric		82,473		4,819
Expeditors International of Washington		181,100		9,080
Fastenal (A)		10,800		700
Flowserve		38,748		4,991
Fluor		176,442		12,996
Gardner Denver		15,000		1,170
General Electric		77,200		1,548
Goodrich		80,200		6,860
Graco		7,500		341
Honeywell International		22,500		1,343
Hubbell, Cl B		8,000		568
IDEX		5,200		227
IHS, Cl A *		20,100		1,784
Joy Global		14,900		1,472
Kansas City Southern *		2,700		147
Kennametal		20,100		784
Navistar International *		1,600		111
PACCAR		23,400		1,225
Pall		1,500		86
Parker Hannifin		6,600		625
Pitney Bowes (A)		15,000		385
Precision Castparts		47,246		6,954
Quanta Services * (A)		365,400		8,196
Rockwell Automation (A)		56,012		5,302
Rockwell Collins		48,607		3,151
Roper Industries (A)		137,723		11,908
Ryder System		900		46
SPX		700		56
Stericycle * (A)		125,087		11,091
Timken		26,700		1,396
Toro		2,900		192
Towers Watson, Cl A		1,500		83
TransDigm Group *		17,900		1,501
Union Pacific		10,000		983
United Continental Holdings * (A)		29,485		678
United Parcel Service, Cl B		700		52
United Technologies		171,013		14,476
UTI Worldwide		33,000		668
Verisk Analytics, Cl A *		3,400		112
Waste Connections		12,500		360
WESCO International * (A)		5,700		356
WW Grainger (A)		14,900		2,052
				193,089
Information Technology — 33.5%
Accenture, Cl A		220,301		12,110
Adobe Systems *		804,915		26,691
Akamai Technologies *		51,700		1,965
Altera		12,800		563
Amphenol, Cl A		177,746		9,668
Ansys *		151,214		8,194
Apple *		222,750		77,617

Description	Shares		Market Value ($ Thousands)
Arrow Electronics *		2,400	$	100
Atheros Communications *		3,100		138
Atmel *		184,800		2,519
Autodesk *		148,800		6,564
Avago Technologies		13,400		417
Broadcom, Cl A		14,400		567
Broadridge Financial Solutions		5,000		113
CA		9,400		227
Cadence Design Systems *		25,700		251
Check Point Software Technologies * (A)		107,053		5,465
Ciena *		5,400		140
Cisco Systems		1,240,975		21,283
Citrix Systems *		300,054		22,042
Cognizant Technology Solutions, Cl A *		207,908		16,924
Corning		211,744		4,368
Cypress Semiconductor *		44,300		858
DST Systems		5,100		269
eBay *		333,700		10,358
EMC * (A)		627,994		16,673
Equinix *		1,300		118
F5 Networks *		48,400		4,965
Factset Research Systems (A)		19,800		2,074
First Solar * (A)		24,180		3,889
Fiserv *		8,900		558
Gartner *		24,800		1,033
Genpact *		428,306		6,202
Global Payments		3,200		157
Google, Cl A *		63,196		37,046
Hewlett-Packard		166,058		6,804
IAC *		6,000		185
Informatica *		27,400		1,431
Intel		181,099		3,653
International Business Machines		85,574		13,955
Intuit *		221,200		11,746
JDS Uniphase *		11,100		231
Juniper Networks *		115,806		4,873
Kla-Tencor		2,600		123
Lam Research *		600		34
Linear Technology		5,300		178
Mastercard, Cl A		88,136		22,186
Maxim Integrated Products		11,600		297
Microchip Technology (A)		19,300		734
Micros Systems *		27,100		1,340
Microsoft		1,048,458		26,589
National Instruments		2,250		74
NCR *		7,600		143
NetApp * (A)		332,964		16,042
NeuStar, Cl A *		21,200		542
Nuance Communications * (A)		425,900		8,331
Nvidia *		22,200		410
ON Semiconductor *		21,200		209
Oracle		534,645		17,841
Paychex		6,700		210
Polycom * (A)		147,100		7,627
Qualcomm		700,400		38,403
Rackspace Hosting * (A)		88,625		3,798
Red Hat *		66,500		3,018
Rovi * (A)		32,200		1,727

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Salesforce.com * (A)		90,884	$	12,140
SanDisk *		79,767		3,677
Sina * (A)		56,107		6,006
Skyworks Solutions *		51,200		1,660
Solera Holdings		24,000		1,226
Synopsys *		3,300		91
Teradata *		134,800		6,834
Texas Instruments		326,610		11,288
Trimble Navigation *		119,487		6,039
VeriSign (A)		185,800		6,728
Visa, Cl A		171,200		12,604
VMware, Cl A *		5,100		416
WebMD Health, Cl A * (A)		1,821		97
Western Union		4,300		89
Zebra Technologies, Cl A *		16,200		636
				564,391
Materials — 4.4%
Air Products & Chemicals		14,300		1,290
Airgas		2,700		179
Albemarle		18,300		1,094
Allegheny Technologies (A)		130,368		8,828
Ball		18,600		667
Celanese, Ser A		3,500		155
CF Industries Holdings		19,600		2,681
Cliffs Natural Resources		8,300		816
Crown Holdings *		39,500		1,524
E.I. Du Pont de Nemours		55,700		3,062
Eastman Chemical		6,000		596
Ecolab		13,200		673
FMC		5,400		459
Freeport-McMoRan Copper & Gold, Cl B		232,273		12,903
International Flavors & Fragrances		15,500		966
Lubrizol		17,300		2,318
Monsanto		91,900		6,641
Mosaic		18,100		1,425
Nalco Holding		202,300		5,525
Newmont Mining		6,300		344
Potash Corp of Saskatchewan		94,971		5,597
PPG Industries		12,100		1,152
Praxair		10,300		1,046
RPM International		5,700		135
Scotts Miracle-Gro, Cl A		7,700		445
Sigma-Aldrich		19,200		1,222
Southern Copper		64,500		2,597
Syngenta ADR (A)		128,700		8,387
Titanium Metals * (A)		3,000		56
Walter Energy		6,800		921
				73,704
Telecommunication Services — 1.1%
American Tower, Cl A *		73,501		3,809
Crown Castle International *		297,300		12,650
Frontier Communications		30,700		252
MetroPCS Communications * (A)		51,100		830
NII Holdings *		6,600		275
SBA Communications, Cl A * (A)		6,000		238
Windstream		94,300		1,214
				19,268

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Utilities — 0.1%
ITC Holdings		14,500	$	1,014
Total Common Stock (Cost $1,229,753) ($ Thousands)				1,641,161
AFFILIATED PARTNERSHIP — 13.3%
SEI Liquidity Fund, L.P. 0.200% ** †† (B)		227,395,408		223,493
Total Affiliated Partnership (Cost $227,395) ($ Thousands)				223,493
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080% ** ††		43,200,528		43,201
Total Cash Equivalent (Cost $43,201) ($ Thousands)				43,201
U.S. TREASURY OBLIGATIONS (C) — 0.2%
U.S. Treasury Bills
0.174%, 06/30/11		1,944		1,943
0.150%, 06/16/11		2,340		2,340
Total U.S. Treasury Obligations (Cost $4,282) ($ Thousands)				4,283
Total Investments — 113.5% (Cost $1,504,631) ($ Thousands)			$	1,912,138

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index
EMINI		294		Jun-2011	$	447

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,685,370 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Large Cap Growth Fund

March 31, 2011

(A) This Security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $222,144 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $223,493 ($Thousands).

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock		1,641,161		—		—		1,641,161
Affiliated Partnership		—		223,493		—		223,493
Cash Equivalent		43,201		—		—		43,201
U.S. Treasury Obligations		—		4,283		—		4,283
Total Investments in Securities	$	1,684,362	$	227,776	$	—	$	1,912,138

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	447	$	—	$	—	$	447

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.6%
Consumer Discretionary — 11.2%
Abercrombie & Fitch, Cl A		1,426	$	84
Amazon.com *		71,580		12,894
American Eagle Outfitters		4,950		79
Apollo Group, Cl A *		102,925		4,293
Arctic Cat *		1,200		19
Autoliv (A)		26,150		1,941
Autozone *		5,919		1,619
Bed Bath & Beyond *		105,116		5,074
Best Buy		254,744		7,316
Big Lots *		1,557		68
Biglari Holdings *		200		85
Blyth		5,400		175
BorgWarner *		38,192		3,044
Brinker International		3,400		86
Cablevision Systems, Cl A		6,700		232
Carmax *		1,883		60
Carnival		9,000		345
Cavco Industries *		130		6
CBS, Cl B		86,400		2,163
Chico’s FAS		4,700		70
Clear Channel Outdoor Holdings, Cl A *		5,800		84
Coach		266,000		13,843
Comcast, Cl A		385,895		9,539
Ctrip.com International ADR * (A)		75,700		3,141
Darden Restaurants		3,127		154
DeVry		1,021		56
Dick’s Sporting Goods *		3,700		148
DIRECTV, Cl A *		79,826		3,736
Discovery Communications, Cl C * (A)		5,040		178
DISH Network, Cl A *		15,063		367
Dollar Tree *		1,243		69
DR Horton		6,500		76
Ford Motor * (A)		343,600		5,123
Fortune Brands		1,837		114
GameStop, Cl A * (A)		44,722		1,007
Gannett		34,600		527
Gap		128,500		2,912
Garmin (A)		37,300		1,263
General Motors * (A)		45,100		1,399
Gentex		5,500		166
Global Sources *		4,400		51
Goodyear Tire & Rubber *		6,550		98
Harley-Davidson		3,000		128
Harman International Industries		4,800		225
Hasbro		2,795		131
Home Depot		26,600		986
Interpublic Group		13,000		163
iRobot *		2,400		79
ITT Educational Services * (A)		12,800		924
J.C. Penney		4,030		145
Jarden		4,100		146
Johnson Controls		126,929		5,276
Kohl’s		16,800		891
Lamar Advertising, Cl A *		7,300		270
Lear		2,200		108

Description	Shares		Market Value ($ Thousands)
Leggett & Platt		31,000	$	759
Lennar, Cl A		5,100		92
Liberty Global, Cl A * (A)		14,200		588
Liberty Media - Capital, Ser A *		2,270		167
Liberty Media - Interactive, Cl A *		13,150		211
Liberty Media - Starz, Ser A *		906		70
Lowe’s		540,957		14,297
Macy’s		148,700		3,607
Madison Square Garden, Cl A *		1,675		45
Marriott International, Cl A		7,099		253
McDonald’s		34,186		2,601
McGraw-Hill		45,800		1,805
Mohawk Industries * (A)		2,829		173
NetFlix * (A)		19,190		4,554
New York Times, Cl A * (A)		10,200		97
News, Cl A		278,600		4,892
Nike, Cl B		143,246		10,844
Nordstrom		50,203		2,253
NVR *		100		76
Omnicom Group		4,000		196
O’Reilly Automotive *		6,600		379
PetSmart		1,608		66
Polo Ralph Lauren		900		111
priceline.com *		12,265		6,211
RadioShack		45,100		677
Ross Stores		17,200		1,223
Royal Caribbean Cruises * (A)		3,900		161
Sears Holdings * (A)		900		74
Stanley Black & Decker		4,250		325
Staples		175,927		3,417
Starbucks		113,362		4,189
Starwood Hotels & Resorts Worldwide		47,159		2,741
Superior Industries International		5,900		151
Target		161,622		8,083
Tempur-Pedic International *		19,300		978
Tiffany		1,800		111
Time Warner		215,899		7,708
Time Warner Cable, Cl A		46,448		3,314
TJX		55,500		2,760
TRW Automotive Holdings *		18,300		1,008
Urban Outfitters *		123,664		3,689
VF (A)		26,945		2,655
Viacom, Cl B		10,400		484
Virgin Media		12,500		347
Walt Disney		125,557		5,410
Whirlpool (A)		26,000		2,219
Wyndham Worldwide		13,000		413
Yum! Brands		54,700		2,810
				202,470
Consumer Staples — 6.8%
Altria Group		88,075		2,293
Archer-Daniels-Midland		107,378		3,867
Avon Products		5,136		139
BJ’s Wholesale Club *		1,057		51
Brown-Forman, Cl B		1,500		103
Bunge		10,000		723
Campbell Soup (A)		1,100		36

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Clorox		2,769	$	194
Coca-Cola		156,247		10,367
Coca-Cola Enterprises		48,600		1,327
Colgate-Palmolive		18,920		1,528
ConAgra Foods		98,150		2,331
Constellation Brands, Cl A *		63,200		1,282
Corn Products International		30,800		1,596
Costco Wholesale		127,720		9,364
CVS Caremark		195,970		6,726
Diageo ADR		56,000		4,268
Energizer Holdings *		1,628		116
Estee Lauder, Cl A		3,500		337
General Mills		5,168		189
Herbalife		20,200		1,643
Hershey		1,160		63
Hormel Foods		4,000		111
Kellogg		3,608		195
Kimberly-Clark		2,417		158
Kraft Foods, Cl A		55,929		1,754
Kroger		152,052		3,645
Lorillard		2,289		217
McCormick		2,100		100
Mead Johnson Nutrition, Cl A		99,011		5,736
PepsiCo		143,956		9,272
Philip Morris International		87,925		5,771
Prestige Brands Holdings *		5,100		59
Procter & Gamble		448,365		27,619
Reynolds American		36,800		1,307
Safeway		145,100		3,416
Sara Lee		12,100		214
Smithfield Foods *		78,000		1,877
Spartan Stores		4,400		65
SUPERVALU (A)		42,400		379
Susser Holdings *		3,700		48
SYSCO		5,700		158
Tyson Foods, Cl A		66,500		1,276
Walgreen		143,200		5,748
Wal-Mart Stores		91,849		4,781
Whole Foods Market		3,700		244
				122,693
Energy — 10.7%
Anadarko Petroleum		7,400		606
Apache		43,172		5,652
Baker Hughes		36,189		2,657
BP ADR (A)		71,500		3,156
Cameron International * (A)		49,560		2,830
Canadian Natural Resources (A)		194,032		9,591
Chesapeake Energy		54,243		1,818
Chevron		273,310		29,362
Cimarex Energy		943		109
Clayton Williams Energy *		800		85
Complete Production Services *		31,600		1,005
Concho Resources *		900		97
ConocoPhillips		229,578		18,334
Consol Energy		104,500		5,604
Denbury Resources *		52,208		1,274
Devon Energy		59,378		5,449
EOG Resources		89,075		10,556
EQT		2,100		105
EXCO Resources		3,100		64

Description	Shares		Market Value ($ Thousands)
Exxon Mobil		196,859	$	16,562
FMC Technologies * (A)		50,049		4,729
Halliburton		76,219		3,799
Helmerich & Payne		9,295		638
Hess		57,850		4,929
Holly		1,700		103
Marathon Oil		135,177		7,206
Massey Energy		1,900		130
McDermott International *		47,900		1,216
Murphy Oil		73,316		5,383
Nabors Industries *		192,700		5,854
National Oilwell Varco		57,414		4,551
Newfield Exploration *		2,500		190
Noble		27,700		1,264
Noble Energy		1,900		184
Occidental Petroleum		56,545		5,908
Oil States International *		28,300		2,155
OYO Geospace *		1,000		99
Patriot Coal *		880		23
Patterson-UTI Energy		49,700		1,461
Peabody Energy		5,300		381
PetroHawk Energy *		8,200		201
Pioneer Natural Resources		4,944		504
Plains Exploration & Production *		2,500		91
QEP Resources		3,500		142
Range Resources (A)		35,395		2,069
Schlumberger		120,848		11,270
SM Energy		1,000		74
Spectra Energy		9,543		259
Sunoco		18,700		853
Teekay Shipping		3,100		114
Tidewater		1,850		111
Transocean * (A)		18,900		1,473
Unit *		28,200		1,747
Valero Energy		231,994		6,918
Venoco *		4,800		82
Weatherford International *		14,100		319
Western Refining * (A)		22,900		388
Whiting Petroleum *		3,400		250
Williams		66,929		2,087
				194,071
Financials — 15.4%
ACE		54,000		3,494
Affiliated Managers Group *		1,000		109
Aflac		69,290		3,657
Allstate		68,078		2,163
AMB Property †		1,800		65
American Equity Investment Life Holding (A)		15,500		203
American Express		180,050		8,138
American Financial Group		61,500		2,154
Ameriprise Financial		84,290		5,148
Annaly Capital Management †		60,288		1,052
AON		4,050		214
Apartment Investment & Management, Cl A †		67,115		1,709
Arthur J. Gallagher		2,600		79
Assurant		60,200		2,318
AvalonBay Communities †		1,900		228
Axis Capital Holdings		51,000		1,781

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Bancorp Rhode Island		700	$	22
Bank of America		1,348,570		17,976
Bank of New York Mellon		292,996		8,752
BB&T		11,249		309
Berkshire Hathaway, Cl B *		143,680		12,016
BlackRock		38,875		7,814
Boston Properties †		1,600		152
Brandywine Realty Trust †		38,000		461
BRE Properties, Cl A †		2,200		104
Brookfield Asset Management, Cl A		40,500		1,314
Camden Property Trust †		2,200		125
Capital One Financial		140,300		7,290
CB Richard Ellis Group, Cl A *		2,800		75
CBL & Associates Properties † (A)		51,300		894
Cedar Shopping Centers †		12,100		73
Charles Schwab (A)		381,210		6,873
Chimera Investment †		45,400		180
Chubb		92,768		5,688
Cincinnati Financial (A)		3,700		121
CIT Group *		5,100		217
Citigroup *		3,285,304		14,521
CME Group		23,217		7,001
CNA Financial		7,600		225
Comerica (A)		14,200		521
Commerce Bancshares		2,976		120
Digital Realty Trust † (A)		1,300		76
Discover Financial Services		60,266		1,454
Duke Realty †		21,100		296
E*Trade Financial *		7,000		109
Endurance Specialty Holdings		35,200		1,718
Equity Residential †		4,687		264
Erie Indemnity, Cl A		1,400		100
Everest Re Group		28,600		2,522
Federal Realty Investment Trust †		800		65
Fidelity National Financial, Cl A		5,399		76
Fifth Third Bancorp		96,200		1,335
First American Financial		2,100		35
First Citizens BancShares, Cl A		600		120
First Horizon National		15,961		179
First Niagara Financial Group		4,000		54
Forest City Enterprises, Cl A * (A)		37,800		712
Franklin Resources		19,450		2,433
Global Indemnity, Cl A *		5,400		119
Goldman Sachs Group		79,407		12,584
Hanover Insurance Group		4,297		194
Hartford Financial Services Group		48,800		1,314
HCC Insurance Holdings		1,500		47
Highwoods Properties †		750		26
Hospitality Properties Trust †		66,600		1,542
Host Hotels & Resorts †		70,600		1,243
Howard Hughes *		295		21
Hudson City Bancorp		137,100		1,327
Huntington Bancshares		379,000		2,517
IntercontinentalExchange *		34,691		4,286
Invesco		6,000		153
Jefferies Group		7,900		197
Jones Lang LaSalle		23,000		2,294

Description	Shares		Market Value ($ Thousands)
JPMorgan Chase		639,333	$	29,473
Keycorp		155,100		1,377
Kimco Realty †		3,600		66
Legg Mason		2,100		76
Liberty Property Trust †		1,900		62
Lincoln National		50,500		1,517
Loews		3,100		134
M&T Bank (A)		2,500		221
Macerich †		5,647		280
Mack-Cali Realty †		2,700		92
Maiden Holdings		22,600		169
Marsh & McLennan		9,266		276
Marshall & Ilsley		11,700		94
Mercury General		1,700		67
MetLife		115,670		5,174
MFA Financial †		53,000		435
Moody’s (A)		3,838		130
Morgan Stanley		193,800		5,295
NBT Bancorp		1,800		41
Nelnet, Cl A		14,700		321
New York Community Bancorp		3,600		62
Northern Trust		2,850		145
NYSE Euronext		68,800		2,420
Old Republic International		5,100		65
People’s United Financial		4,725		60
Plum Creek Timber †		2,090		91
PNC Financial Services Group		70,600		4,447
Principal Financial Group		12,200		392
Progressive		10,982		232
Prologis †		9,200		147
Protective Life		6,700		178
Prudential Financial		74,800		4,606
Public Storage †		12,896		1,430
Raymond James Financial (A)		2,025		77
Rayonier †		4,600		287
Regions Financial		85,400		620
Reinsurance Group of America, Cl A		21,100		1,325
Senior Housing Properties Trust †		20,400		470
Simon Property Group †		7,748		830
SLM *		7,400		113
StanCorp Financial Group (A)		1,500		69
State Street		24,412		1,097
Sunstone Hotel Investors * †		30,700		313
SunTrust Banks		27,800		802
SVB Financial Group * (A)		1,550		88
Symetra Financial		24,300		330
T. Rowe Price Group		33,600		2,232
Taubman Centers † (A)		37,300		1,999
TD Ameritrade Holding		4,350		91
TFS Financial		6,058		64
Transatlantic Holdings		1,400		68
Travelers		112,265		6,678
Unitrin		4,900		151
Unum Group		59,950		1,574
US Bancorp		162,183		4,287
Validus Holdings		30,600		1,020
Ventas † (A)		3,400		185
Vornado Realty Trust †		15,832		1,385
Waddell & Reed Financial, Cl A		2,800		114

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Walter Investment Management †		876	$	14
Washington Federal		3,900		68
Weingarten Realty Investors † (A)		4,600		115
Wells Fargo		863,114		27,361
WesBanco		7,400		153
Weyerhaeuser †		9,119		224
Winthrop Realty Trust †		25,800		316
XL Group, Cl A		12,400		305
				279,168
Health Care — 12.5%
Abbott Laboratories		136,686		6,704
Aetna		192,100		7,190
Agilent Technologies *		14,750		661
Alere * (A)		1,700		67
Allergan		125,377		8,904
AmerisourceBergen		48,976		1,937
Amgen *		240,461		12,853
Amylin Pharmaceuticals *		6,365		72
Baxter International		13,350		718
Beckman Coulter		2,600		216
Becton Dickinson		7,100		565
Biogen Idec *		67,983		4,989
Boston Scientific *		36,600		263
Bristol-Myers Squibb		109,627		2,897
Bruker BioSciences * (A)		8,200		171
C.R. Bard		3,700		367
Cardinal Health		42,500		1,748
Celgene *		192,909		11,098
Cerner *		1,100		122
Charles River Laboratories International * (A)		1,600		61
Cigna		34,340		1,521
Community Health Systems *		1,600		64
Cooper		2,100		146
Covance * (A)		90,281		4,940
Coventry Health Care *		50,100		1,598
Covidien		47,500		2,467
Cyberonics *		2,300		73
DaVita *		48,376		4,137
Dentsply International		1,003		37
Edwards Lifesciences *		1,400		122
Eli Lilly		129,787		4,565
Endo Pharmaceuticals Holdings *		45,900		1,752
Express Scripts *		111,337		6,191
Forest Laboratories *		74,000		2,390
Genzyme *		5,050		385
Gilead Sciences *		112,602		4,779
Health Net *		43,800		1,432
Henry Schein *		1,000		70
Hill-Rom Holdings		15,300		581
Hologic *		7,600		169
Hospira *		3,100		171
Humana *		28,879		2,020
Idexx Laboratories * (A)		48,699		3,761
Illumina * (A)		42,066		2,948
Immucor *		7,800		154
Intuitive Surgical *		15,243		5,083
Invacare (A)		9,200		286

Description	Shares		Market Value ($ Thousands)
Johnson & Johnson		344,200	$	20,394
Kinetic Concepts * (A)		23,400		1,273
Laboratory Corp of America Holdings *		1,250		115
Life Technologies *		14,691		770
McKesson		4,926		389
Medco Health Solutions *		113,884		6,396
Mednax *		1,500		100
Medtronic		203,927		8,025
Merck		419,735		13,855
Mettler Toledo International *		2,150		370
Mylan Laboratories *		7,475		170
Myriad Genetics *		43,500		876
Novo Nordisk ADR (A)		34,000		4,258
Par Pharmaceutical *		7,400		230
Patterson		2,100		68
PerkinElmer		11,750		309
Perrigo (A)		35,300		2,807
Pfizer		1,073,600		21,805
Pharmaceutical Product Development		2,000		55
Quest Diagnostics		1,304		75
St. Jude Medical		5,100		261
Stryker		5,600		341
SXC Health Solutions *		5,000		274
Techne		817		59
Tenet Healthcare *		9,200		68
Thermo Fisher Scientific *		48,000		2,666
UnitedHealth Group		387,866		17,532
Valeant Pharmaceuticals International		1,780		89
Varian Medical Systems *		1,641		111
Warner Chilcott, Cl A (A)		32,000		745
Waters *		26,800		2,329
Watson Pharmaceuticals *		2,900		162
WellPoint		85,366		5,958
Zimmer Holdings *		4,226		256
				226,636
Industrials — 9.3%
3M		87,767		8,206
ABB ADR		192,129		4,648
AGCO *		1,600		88
Alaska Air Group *		14,400		913
Ametek		8,400		368
Babcock & Wilcox *		1,536		51
Boeing		59,022		4,364
Bucyrus International, Cl A		1,500		137
C.H. Robinson Worldwide (A)		2,502		186
Carlisle		1,500		67
Caterpillar		53,172		5,921
Chicago Bridge & Iron		10,200		415
CNH Global		1,600		78
Con-way (A)		3,100		122
Cooper Industries, Cl A		5,300		344
Crane		850		41
CSX		34,862		2,740
Cubic		800		46
Cummins		38,526		4,223
Danaher		76,900		3,991
Deere		19,100		1,851
Delta Air Lines *		8,100		79

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Donaldson		1,900	$	116
Dover		15,100		993
Dun & Bradstreet		800		64
DXP Enterprises *		1,500		35
Eaton		22,358		1,239
Emerson Electric		60,188		3,517
Equifax		2,500		97
Expeditors International of Washington		72,400		3,630
Fastenal (A)		2,800		181
FedEx		28,933		2,707
Flowserve		25,984		3,347
Fluor		73,909		5,444
Gardner Denver		27,000		2,107
GATX		1,600		62
General Dynamics		62,506		4,785
General Electric		1,227,955		24,621
Goodrich		34,750		2,972
Graco		1,400		64
Harsco		2,300		81
Hertz Global Holdings * (A)		4,200		66
Honeywell International		13,163		786
Huntington Ingalls Industries *		12,036		500
Illinois Tool Works		3,529		190
Ingersoll-Rand (A)		3,300		159
Iron Mountain		3,625		113
ITT		5,300		318
John Bean Technologies		216		4
Joy Global		2,600		257
KBR		92,200		3,482
Kennametal		15,000		585
L-3 Communications Holdings		33,800		2,647
Lockheed Martin		34,270		2,755
Manitowoc (A)		4,100		90
Manpower		1,700		107
Masco (A)		7,600		106
MSC Industrial Direct, Cl A		2,000		137
Navistar International *		900		62
Norfolk Southern		54,390		3,767
Northrop Grumman		72,217		4,529
Oshkosh Truck *		30,100		1,065
PACCAR		6,134		321
Pall		2,322		134
Parker Hannifin		31,075		2,942
Pentair (A)		2,400		91
Precision Castparts		27,030		3,978
Quanta Services * (A)		173,700		3,896
Raytheon		84,379		4,292
Republic Services		7,345		221
Robert Half International		2,900		89
Rockwell Automation (A)		28,916		2,737
Rockwell Collins		34,169		2,215
Roper Industries		52,090		4,504
RR Donnelley & Sons		126,500		2,393
Shaw Group *		1,550		55
Skywest		821		14
Southwest Airlines		20,700		262
Spirit Aerosystems Holdings, Cl A *		2,400		62
Stericycle * (A)		45,752		4,057
Textron		5,200		142
Timken		30,200		1,579

Description	Shares		Market Value ($ Thousands)
Trimas *		2,600	$	56
Trinity Industries		5,700		209
Tyco International		26,611		1,191
Union Pacific		36,837		3,622
United Continental Holdings * (A)		98,651		2,268
United Parcel Service, Cl B		6,411		476
United Technologies		103,943		8,799
URS *		1,700		78
Waste Management		3,618		135
WW Grainger (A)		13,209		1,819
				169,303
Information Technology — 21.5%
Accenture, Cl A		91,059		5,006
Activision Blizzard		29,200		320
Adobe Systems *		405,760		13,455
Advanced Micro Devices * (A)		7,200		62
Advent Software * (A)		2,756		79
Akamai Technologies *		3,000		114
Alliance Data Systems * (A)		1,100		94
Altera (A)		9,400		414
Amdocs *		36,900		1,065
Amphenol, Cl A		72,877		3,964
Analog Devices		2,100		83
Ansys *		63,156		3,422
Apple *		124,939		43,535
Applied Materials		75,500		1,179
Arrow Electronics *		5,000		209
Atheros Communications *		1,792		80
Atmel *		32,700		446
Autodesk *		187,517		8,271
Automatic Data Processing		1,100		56
Avnet *		46,600		1,589
BMC Software *		6,848		341
Broadcom, Cl A		8,400		331
Brooks Automation *		3,700		51
CA		38,097		921
Cadence Design Systems *		11,100		108
Check Point Software Technologies * (A)		67,609		3,452
Cisco Systems		595,225		10,208
Citrix Systems *		141,914		10,425
Cognizant Technology Solutions, Cl A *		80,654		6,565
Computer Sciences		21,400		1,043
Convergys *		7,400		106
CoreLogic		2,100		39
Corning		266,225		5,492
Cypress Semiconductor *		6,250		121
Dell *		3,542		51
Dolby Laboratories, Cl A *		1,235		61
DST Systems		32,000		1,690
eBay *		266,434		8,270
EchoStar, Cl A *		3,100		117
EMC * (A)		451,803		11,995
Equinix *		800		73
F5 Networks *		478		49
Factset Research Systems (A)		900		94
Fidelity National Information Services		6,909		226
First Solar * (A)		11,995		1,929

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Fiserv *		1,300	$	82
Flir Systems		1,900		66
Genpact *		175,781		2,545
Global Payments		2,000		98
Google, Cl A *		29,735		17,431
Harris		30,100		1,493
Hewlett-Packard		224,573		9,201
IAC *		45,332		1,400
Ingram Micro, Cl A *		90,100		1,895
Intel		677,340		13,662
Interactive Intelligence *		3,600		139
International Business Machines		93,811		15,298
International Rectifier *		3,500		116
Intuit *		115,637		6,140
IPG Photonics *		1,600		92
JDS Uniphase *		3,700		77
Juniper Networks *		81,567		3,433
Kla-Tencor		1,400		66
Lam Research *		15,100		856
Lender Processing Services		1,632		53
Lexmark International, Cl A *		27,400		1,015
Loral Space & Communications *		800		62
LSI Logic *		204,900		1,393
Marvell Technology Group *		57,600		896
Mastercard, Cl A		50,362		12,677
Maxim Integrated Products (A)		4,600		118
Microchip Technology (A)		2,350		89
Micron Technology * (A)		128,900		1,477
Microsoft		897,536		22,762
Monster Worldwide *		3,200		51
Motorola Solutions *		6,400		286
National Semiconductor		9,100		130
NetApp * (A)		129,163		6,223
Novell *		13,200		78
Novellus Systems *		3,400		126
Nuance Communications *		202,300		3,957
Nvidia *		266,076		4,912
Oracle		471,051		15,719
Polycom *		69,764		3,617
QLogic *		4,200		78
Qualcomm		482,910		26,478
Rackspace Hosting * (A)		45,600		1,954
Rambus * (A)		5,000		99
Red Hat *		36,400		1,652
Research In Motion *		147,110		8,322
Rovi *		3,923		211
Salesforce.com * (A)		45,335		6,056
SanDisk *		56,277		2,594
Seagate Technology *		88,600		1,276
Sina * (A)		35,434		3,793
Symantec *		73,114		1,356
TE Connectivity		12,900		449
Tech Data *		22,300		1,134
Teradata *		63,400		3,214
Teradyne * (A)		9,800		175
Texas Instruments		404,212		13,970
Total System Services		3,100		56
Trimble Navigation *		45,178		2,283
Verigy *		863		12
VeriSign (A)		84,754		3,069

Description	Shares		Market Value ($ Thousands)
Visa, Cl A (A)		104,450	$	7,690
Vishay Intertechnology * (A)		81,300		1,442
Vishay Precision Group * (A)		5,807		91
VistaPrint *		1,200		62
VMware, Cl A *		2,000		163
WebMD Health, Cl A *		1,796		96
Western Digital *		36,650		1,367
Xerox		218,428		2,326
Xilinx (A)		2,300		75
Yahoo! *		14,850		247
Zebra Technologies, Cl A *		2,400		94
				388,816
Materials — 3.3%
Air Products & Chemicals		2,850		257
AK Steel Holding (A)		2,313		37
Alcoa (A)		43,800		773
Allegheny Technologies (A)		84,183		5,701
Alpha Natural Resources * (A)		2,600		154
Ashland		23,300		1,346
Ball		19,600		703
Bemis		2,400		79
Cabot		28,400		1,315
Celanese, Ser A		16,800		745
CF Industries Holdings		7,400		1,012
Cliffs Natural Resources		1,800		177
Dow Chemical		104,975		3,963
E.I. Du Pont de Nemours		15,316		842
Eagle Materials		753		23
Eastman Chemical		33,200		3,297
Ecolab		2,400		123
Freeport-McMoRan Copper & Gold, Cl B		191,218		10,622
Greif, Cl A		1,500		98
H.B. Fuller		8,800		189
Huntsman		4,200		73
International Flavors & Fragrances		1,400		87
International Paper		107,000		3,229
Lubrizol		24,400		3,269
Martin Marietta Materials (A)		550		49
MeadWestvaco		7,400		225
Monsanto		47,720		3,448
Mosaic		13,500		1,063
Nalco Holding		115,863		3,164
Newmont Mining		4,000		218
Nucor (A)		18,800		865
OM Group *		2,300		84
Owens-Illinois *		21,200		640
Potash Corp of Saskatchewan		60,015		3,537
PPG Industries		18,100		1,723
Praxair		4,400		447
Reliance Steel & Aluminum		4,700		272
Rock-Tenn, Cl A (A)		13,000		901
RPM International		1,500		36
Sealed Air		6,700		179
Sherwin-Williams (A)		1,700		143
Sigma-Aldrich		2,200		140
Sonoco Products		1,500		54
Southern Copper		4,057		163
Steel Dynamics		17,000		319
Syngenta ADR (A)		60,100		3,917

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
TPC Group *		7,600	$	219
United States Steel		1,568		85
Vulcan Materials (A)		1,097		50
Walter Energy		526		71
Westlake Chemical		1,300		73
				60,199
Telecommunication Services — 3.2%
American Tower, Cl A *		146,364		7,585
AT&T		863,487		26,423
CenturyTel (A)		10,568		439
Crown Castle International *		139,900		5,953
MetroPCS Communications * (A)		3,342		54
NII Holdings *		2,900		121
Qwest Communications International		19,518		133
SBA Communications, Cl A *		2,100		83
Telephone & Data Systems		1,900		64
Telephone & Data Systems, Cl L		1,300		38
US Cellular *		26,776		1,379
USA Mobility		4,200		61
Verizon Communications		413,427		15,933
Windstream		8,323		108
				58,374
Utilities — 2.7%
AES *		370,450		4,816
Alliant Energy		35,200		1,370
Ameren (A)		50,300		1,412
American Electric Power		140,900		4,951
American Water Works		16,200		454
Centerpoint Energy		4,900		86
CMS Energy (A)		63,700		1,251
Constellation Energy Group		38,947		1,212
Dominion Resources		10,166		454
DTE Energy		32,800		1,606
Duke Energy		13,844		251
Dynegy, Cl A *		1,360		8
Edison International		99,700		3,648
Energen		35,850		2,263
Entergy		56,748		3,814
Exelon		105,076		4,333
FirstEnergy (A)		3,953		147
GenOn Energy *		160,178		610
Great Plains Energy		3,500		70
Hawaiian Electric Industries (A)		3,200		80
MDU Resources Group		53,900		1,238
National Fuel Gas		1,300		96
NextEra Energy		4,538		250
NiSource		12,500		240
NRG Energy *		45,500		980
NSTAR		7,000		324
NV Energy		36,000		536
OGE Energy		31,874		1,612
Oneok		4,000		268
PG&E		14,666		648
Pinnacle West Capital		25,300		1,083
PPL		17,800		450
Progress Energy		5,500		254
Public Service Enterprise Group		134,900		4,251

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Questar		3,500	$	61
Sempra Energy		51,147		2,736
Southern		7,164		273
Southern Union		2,900		83
Wisconsin Energy		2,000		61
Xcel Energy		8,453		202
				48,482
Total Common Stock (Cost $1,357,189) ($ Thousands)				1,750,212
AFFILIATED PARTNERSHIP — 5.0%
SEI Liquidity Fund, L.P. 0. 200% ** †† (B)		93,468,811		89,537
Total Affiliated Partnership (Cost $93,469) ($ Thousands)				89,537
CASH EQUIVALENT — 3.2%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080% ** ††		57,753,974		57,754
Total Cash Equivalent (Cost $57,754) ($ Thousands)				57,754
U.S. TREASURY OBLIGATIONS (C) — 0.4%
U.S. Treasury Bills
0.174%, 06/30/11		6,834		6,832
0.150%, 06/16/11		520		520
Total U.S. Treasury Obligations (Cost $7,352) ($ Thousands)				7,352
	Number of Rights
RIGHTS — 0.0%
Celgene		6,000		15
Total Rights (Cost $32) ($Thousands)				15
Total Investments — 105.2% (Cost $1,515,796) ($ Thousands)			$	1,904,870

7 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		697		Jun-2011	$	984
S&P Mid 400 Index E-MINI		58		Jun-2011		209
					$	1,193

For the period ended March 31, 2011, the total number of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,811,426 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This Security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $91,032 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $89,537 ($Thousands).

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,750,212	$	—	$	—	$	1,750,212
Affiliated Partnership		—		89,537		—		89,537
Cash Equivalent		57,754		—		—		57,754
U.S. Treasury Obligations		—		7,352		—		7,352
Rights		15		—		—		15
Total Investments in Securities	$	1,807,981	$	96,889	$	—	$	1,904,870

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	1,193	$	—	$	—	$	1,193

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

S & P 500 Index Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.4%
Consumer Discretionary — 10.2%
Abercrombie & Fitch, Cl A		12,200	$	716
Amazon.com *		43,900		7,908
Apollo Group, Cl A *		17,503		730
Autonation * (A)		8,226		291
Autozone *		3,094		847
Bed Bath & Beyond *		31,233		1,508
Best Buy (A)		39,641		1,139
Big Lots *		7,713		335
Cablevision Systems, Cl A		30,200		1,045
Carmax * (A)		29,700		953
Carnival		54,884		2,105
CBS, Cl B		81,601		2,043
Coach		36,010		1,874
Comcast, Cl A		345,622		8,544
Darden Restaurants		18,413		905
DeVry		6,400		352
DIRECTV, Cl A *		98,000		4,586
Discovery Communications, Cl A * (A)		33,900		1,353
DR Horton		30,449		355
Expedia (A)		28,300		641
Family Dollar Stores		13,822		709
Ford Motor *		464,180		6,921
Fortune Brands		19,119		1,183
GameStop, Cl A * (A)		21,200		478
Gannett (A)		26,647		406
Gap		52,131		1,181
Genuine Parts		20,936		1,123
Goodyear Tire & Rubber *		23,593		353
H&R Block (A)		33,804		566
Harley-Davidson		31,308		1,330
Harman International Industries		9,800		459
Hasbro		15,891		744
Home Depot		201,396		7,464
International Game Technology		32,356		525
Interpublic Group		66,101		831
J.C. Penney (A)		31,480		1,130
Johnson Controls		81,957		3,407
Kohl’s		35,247		1,870
Leggett & Platt		15,154		371
Lennar, Cl A (A)		18,807		341
Limited Brands		35,127		1,155
Lowe’s		173,036		4,573
Macy’s		55,564		1,348
Marriott International, Cl A (A)		37,552		1,336
Mattel		42,618		1,063
McDonald’s		131,070		9,973
McGraw-Hill		36,521		1,439
NetFlix * (A)		5,500		1,305
Newell Rubbermaid		32,747		626
News, Cl A		281,233		4,938
Nike, Cl B		47,494		3,595
Nordstrom		22,602		1,014
Omnicom Group		37,904		1,860
O’Reilly Automotive *		18,400		1,057
Polo Ralph Lauren		8,700		1,076
priceline.com *		6,180		3,130
Pulte Homes * (A)		32,182		238

Description	Shares		Market Value ($ Thousands)
RadioShack		12,125	$	182
Ross Stores		16,034		1,140
Scripps Networks Interactive, Cl A		12,300		616
Sears Holdings * (A)		4,765		394
Snap-On		8,153		490
Stanley Black & Decker		21,735		1,665
Staples		92,214		1,791
Starbucks		93,658		3,461
Starwood Hotels & Resorts Worldwide		22,835		1,327
Target		87,419		4,372
Tiffany		16,573		1,018
Time Warner		138,612		4,948
Time Warner Cable, Cl A		43,183		3,081
TJX		48,767		2,425
Urban Outfitters *		17,500		522
VF (A)		11,514		1,135
Viacom, Cl B		74,201		3,452
Walt Disney		234,727		10,114
Washington Post, Cl B (A)		655		287
Whirlpool		10,205		871
Wyndham Worldwide (A)		24,402		776
Wynn Resorts		10,000		1,273
Yum! Brands		56,770		2,917
				157,605
Consumer Staples — 9.9%
Altria Group		261,656		6,811
Archer-Daniels-Midland		77,366		2,786
Avon Products		51,351		1,389
Brown-Forman, Cl B		13,895		949
Campbell Soup (A)		25,875		857
Clorox (A)		18,342		1,285
Coca-Cola		286,653		19,019
Coca-Cola Enterprises		43,617		1,191
Colgate-Palmolive		61,893		4,999
ConAgra Foods		57,852		1,374
Constellation Brands, Cl A *		20,600		418
Costco Wholesale		54,118		3,968
CVS Caremark		167,935		5,764
Dean Foods *		19,500		195
Dr Pepper Snapple Group		26,900		1,000
Estee Lauder, Cl A		13,400		1,291
General Mills		78,182		2,858
Hershey		20,512		1,115
HJ Heinz		41,249		2,014
Hormel Foods		19,400		540
JM Smucker		15,848		1,131
Kellogg		30,567		1,650
Kimberly-Clark		49,999		3,263
Kraft Foods, Cl A		216,098		6,777
Kroger		77,159		1,849
Lorillard		17,976		1,708
McCormick		17,861		854
Mead Johnson Nutrition, Cl A		24,534		1,421
Molson Coors Brewing, Cl B (A)		21,046		987
PepsiCo		196,885		12,681
Philip Morris International		222,865		14,626
Procter & Gamble		349,201		21,511
Reynolds American (A)		44,280		1,573
Safeway		44,046		1,037

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

S & P 500 Index Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Sara Lee		76,687	$	1,355
SUPERVALU (A)		20,197		180
SYSCO (A)		71,320		1,976
Tyson Foods, Cl A		40,490		777
Walgreen		116,344		4,670
Wal-Mart Stores		243,844		12,692
Whole Foods Market (A)		19,300		1,272
				153,813
Energy — 12.9%
Anadarko Petroleum		61,080		5,004
Apache		47,300		6,192
Baker Hughes		54,449		3,998
Cabot Oil & Gas		13,600		720
Cameron International *		30,400		1,736
Chesapeake Energy		82,300		2,759
Chevron		250,278		26,887
ConocoPhillips		177,343		14,163
Consol Energy		26,900		1,443
Denbury Resources * (A)		53,300		1,300
Devon Energy		53,313		4,893
Diamond Offshore Drilling (A)		9,600		746
El Paso		92,994		1,674
EOG Resources		33,644		3,987
EQT		19,900		993
Exxon Mobil		617,798		51,975
FMC Technologies *		15,100		1,427
Halliburton		112,179		5,591
Helmerich & Payne		14,300		982
Hess		36,375		3,099
Marathon Oil		89,056		4,748
Massey Energy (A)		13,600		930
Murphy Oil		24,063		1,767
Nabors Industries *		37,878		1,151
National Oilwell Varco		51,168		4,056
Newfield Exploration *		16,900		1,285
Noble (A)		30,700		1,400
Noble Energy		21,000		2,030
Occidental Petroleum		100,859		10,539
Peabody Energy (A)		32,400		2,331
Pioneer Natural Resources (A)		13,800		1,406
QEP Resources		23,300		945
Range Resources		21,200		1,239
Rowan *		17,497		773
Schlumberger		169,743		15,830
Southwestern Energy * (A)		41,500		1,783
Spectra Energy		81,461		2,214
Sunoco		12,957		591
Tesoro * (A)		20,600		553
Valero Energy		71,208		2,123
Williams		73,465		2,291
				199,554
Financials — 15.4%
ACE		41,100		2,659
Aflac		57,308		3,025
Allstate		67,659		2,150
American Express		129,415		5,850
American International Group * (A)		17,808		626
Ameriprise Financial		31,784		1,942
AON		41,129		2,178

Description	Shares		Market Value ($ Thousands)
Apartment Investment & Management, Cl A †		11,839	$	301
Assurant		11,700		451
AvalonBay Communities †		11,208		1,346
Bank of America		1,253,828		16,713
Bank of New York Mellon		151,686		4,531
BB&T (A)		87,097		2,391
Berkshire Hathaway, Cl B *		215,147		17,993
Boston Properties † (A)		18,200		1,726
Capital One Financial		55,162		2,866
CB Richard Ellis Group, Cl A *		38,600		1,031
Charles Schwab (A)		124,527		2,245
Chubb		38,556		2,364
Cincinnati Financial (A)		22,079		724
Citigroup *		3,611,685		15,964
CME Group		8,107		2,445
Comerica (A)		23,583		866
Discover Financial Services		71,630		1,728
E*Trade Financial *		29,443		460
Equity Residential †		35,540		2,005
Federated Investors, Cl B (A)		13,345		357
Fifth Third Bancorp		112,011		1,555
First Horizon National		36,636		411
Franklin Resources		18,415		2,303
Genworth Financial, Cl A *		64,600		869
Goldman Sachs Group		64,556		10,230
Hartford Financial Services Group (A)		53,286		1,435
HCP †		50,700		1,924
Health Care † (A)		22,500		1,180
Host Hotels & Resorts † (A)		86,048		1,515
Hudson City Bancorp		69,400		672
Huntington Bancshares		114,475		760
IntercontinentalExchange *		8,700		1,075
Invesco		55,400		1,416
Janus Capital Group		16,777		209
JPMorgan Chase		494,457		22,794
Keycorp		117,083		1,040
Kimco Realty † (A)		54,200		994
Legg Mason		20,500		740
Leucadia National		26,700		1,002
Lincoln National		41,598		1,250
Loews		37,849		1,631
M&T Bank		15,561		1,377
Marsh & McLennan		68,150		2,032
Marshall & Ilsley		55,770		446
MetLife		130,126		5,821
Moody’s (A)		27,408		929
Morgan Stanley		191,061		5,220
NASDAQ OMX Group * (A)		20,700		535
Northern Trust		29,105		1,477
NYSE Euronext		34,600		1,217
People’s United Financial (A)		51,200		644
Plum Creek Timber † (A)		21,735		948
PNC Financial Services Group		64,175		4,042
Principal Financial Group		38,248		1,228
Progressive		80,068		1,692
Prologis †		73,260		1,171
Prudential Financial		61,066		3,760
Public Storage † (A)		17,528		1,944
Regions Financial		166,663		1,210
Simon Property Group †		37,302		3,997

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

S & P 500 Index Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
SLM *		65,843	$	1,007
State Street		60,991		2,741
SunTrust Banks		67,696		1,952
T. Rowe Price Group		32,208		2,139
Torchmark		11,105		738
Travelers		59,452		3,536
Unum Group		37,352		980
US Bancorp		237,306		6,272
Ventas † (A)		20,800		1,129
Vornado Realty Trust †		19,473		1,704
Wells Fargo		653,863		20,727
Weyerhaeuser †		63,540		1,563
XL Group, Cl A		37,305		918
Zions Bancorporation (A)		23,960		552
				237,590
Health Care — 10.8%
Abbott Laboratories		191,746		9,405
Aetna		48,202		1,804
Agilent Technologies *		43,506		1,948
Allergan		37,366		2,654
AmerisourceBergen (A)		32,692		1,293
Amgen *		116,918		6,249
Baxter International		71,538		3,847
Becton Dickinson		28,262		2,250
Biogen Idec * (A)		30,600		2,246
Boston Scientific *		181,312		1,304
Bristol-Myers Squibb		211,475		5,589
C.R. Bard		10,888		1,081
Cardinal Health		44,355		1,824
CareFusion *		24,177		682
Celgene *		57,400		3,302
Cephalon * (A)		10,200		773
Cerner * (A)		9,500		1,056
Cigna		32,071		1,420
Coventry Health Care *		20,813		664
Covidien		59,700		3,101
DaVita *		11,300		966
Dentsply International		19,800		732
Edwards Lifesciences *		14,300		1,244
Eli Lilly		125,030		4,397
Express Scripts *		64,204		3,571
Forest Laboratories *		37,563		1,213
Genzyme *		30,532		2,325
Gilead Sciences *		99,772		4,234
Hospira *		22,004		1,215
Humana *		19,997		1,399
Intuitive Surgical *		5,120		1,707
Johnson & Johnson		339,082		20,091
Laboratory Corp of America Holdings * (A)		11,963		1,102
Life Technologies *		23,943		1,255
McKesson		30,769		2,432
Medco Health Solutions *		49,716		2,792
Medtronic		133,217		5,242
Merck		383,344		12,654
Mylan Laboratories * (A)		57,411		1,302
Patterson		13,700		441
PerkinElmer		16,740		440
Pfizer		995,776		20,224
Quest Diagnostics		18,824		1,087
St. Jude Medical		41,856		2,146

Description	Shares		Market Value ($ Thousands)
Stryker (A)		41,242	$	2,507
Tenet Healthcare *		66,076		492
Thermo Fisher Scientific *		50,043		2,780
UnitedHealth Group		134,547		6,082
Varian Medical Systems *		14,100		954
Waters *		12,297		1,069
Watson Pharmaceuticals * (A)		16,671		934
WellPoint		46,198		3,224
Zimmer Holdings * (A)		23,655		1,432
				166,177
Industrials — 10.9%
3M		87,882		8,217
Avery Dennison		15,215		638
Boeing		92,132		6,811
C.H. Robinson Worldwide (A)		19,900		1,475
Caterpillar		79,797		8,885
Cintas		14,807		448
CSX		46,550		3,659
Cummins		24,140		2,646
Danaher		67,896		3,524
Deere		52,202		5,058
Dover		22,337		1,469
Dun & Bradstreet		6,900		554
Eaton		40,538		2,248
Emerson Electric		92,906		5,428
Equifax		17,225		669
Expeditors International of Washington		26,700		1,339
Fastenal (A)		19,500		1,264
FedEx		38,505		3,602
Flowserve		7,600		979
Fluor		22,444		1,654
General Dynamics		46,526		3,562
General Electric		1,323,674		26,540
Goodrich		14,920		1,276
Honeywell International		96,255		5,747
Huntington Ingalls Industries *		6,187		257
Illinois Tool Works		61,724		3,316
Ingersoll-Rand (A)		40,700		1,966
ITT		24,200		1,453
Jacobs Engineering Group *		16,800		864
Joy Global		12,600		1,245
L-3 Communications Holdings		13,223		1,035
Lockheed Martin		36,194		2,910
Masco (A)		48,568		676
Norfolk Southern		45,126		3,126
Northrop Grumman		37,119		2,328
PACCAR (A)		44,191		2,313
Pall		13,195		760
Parker Hannifin		20,271		1,919
Pitney Bowes (A)		22,475		577
Precision Castparts		17,200		2,532
Quanta Services *		29,300		657
Raytheon		45,768		2,328
Republic Services		40,383		1,213
Robert Half International (A)		19,927		610
Rockwell Automation		16,926		1,602
Rockwell Collins		20,778		1,347
Roper Industries (A)		12,500		1,081
RR Donnelley & Sons		21,011		398
Ryder System		5,854		296

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

S & P 500 Index Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Southwest Airlines (A)		98,049	$	1,239
Stericycle * (A)		11,400		1,011
Textron (A)		36,898		1,010
Tyco International		60,800		2,722
Union Pacific		60,894		5,988
United Parcel Service, Cl B		122,611		9,113
United Technologies		114,432		9,687
Waste Management (A)		60,128		2,245
WW Grainger		6,865		945
				168,461
Information Technology — 17.6%
Adobe Systems *		61,736		2,047
Advanced Micro Devices * (A)		77,663		668
Akamai Technologies *		23,900		908
Altera (A)		38,351		1,688
Amphenol, Cl A		22,900		1,246
Analog Devices		35,699		1,406
Apple *		114,431		39,873
Applied Materials		167,950		2,623
Autodesk *		30,217		1,333
Automatic Data Processing		59,750		3,066
BMC Software *		21,049		1,047
Broadcom, Cl A		58,336		2,297
CA		45,427		1,099
Cisco Systems		689,604		11,827
Citrix Systems *		23,442		1,722
Cognizant Technology Solutions, Cl A *		36,800		2,996
Computer Sciences		20,433		996
Compuware *		23,975		277
Corning		190,778		3,936
Dell *		206,574		2,997
eBay *		141,932		4,405
Electronic Arts *		44,378		867
EMC *		258,640		6,867
F5 Networks *		10,200		1,046
Fidelity National Information Services		35,065		1,146
First Solar * (A)		7,140		1,148
Fiserv *		17,580		1,103
Flir Systems (A)		21,700		751
Google, Cl A *		31,091		18,226
Harris		17,400		863
Hewlett-Packard		269,565		11,044
Intel		680,715		13,730
International Business Machines		151,437		24,695
Intuit *		33,786		1,794
Iron Mountain (A)		27,600		862
Jabil Circuit		20,279		414
JDS Uniphase *		22,956		478
Juniper Networks *		67,300		2,832
Kla-Tencor		22,571		1,069
Lexmark International, Cl A *		7,939		294
Linear Technology		29,894		1,005
LSI Logic *		74,346		506
Mastercard, Cl A		11,800		2,970
MEMC Electronic Materials *		22,700		294
Microchip Technology (A)		24,700		939
Micron Technology *		114,069		1,307
Microsoft		917,893		23,278

Description	Shares		Market Value ($ Thousands)
Molex (A)		13,460	$	338
Monster Worldwide * (A)		18,234		290
Motorola Mobility Holdings *		35,588		868
Motorola Solutions *		40,729		1,820
National Semiconductor		33,537		481
NetApp * (A)		43,776		2,109
Novell *		30,389		180
Novellus Systems *		9,127		339
Nvidia *		76,148		1,406
Oracle		481,488		16,067
Paychex (A)		42,456		1,331
Qualcomm		203,732		11,171
Red Hat *		24,900		1,130
SAIC *		39,744		672
Salesforce.com * (A)		15,200		2,030
SanDisk *		29,200		1,346
Symantec *		100,047		1,855
Tellabs		40,599		213
Teradata *		22,368		1,134
Teradyne * (A)		20,807		371
Texas Instruments		143,649		4,965
Total System Services		19,780		356
VeriSign		23,300		844
Visa, Cl A		59,572		4,386
Western Digital *		30,400		1,134
Western Union		78,912		1,639
Xerox		173,606		1,849
Xilinx (A)		34,509		1,132
Yahoo! * (A)		158,238		2,635
				272,076
Materials — 3.6%
Air Products & Chemicals		26,026		2,347
Airgas		12,800		850
AK Steel Holding (A)		11,600		183
Alcoa (A)		128,435		2,267
Allegheny Technologies (A)		13,359		905
Ball		20,482		734
Bemis (A)		11,390		374
CF Industries Holdings		9,390		1,284
Cliffs Natural Resources		16,111		1,583
Dow Chemical		143,275		5,409
E.I. Du Pont de Nemours		115,335		6,340
Eastman Chemical		9,808		974
Ecolab		27,730		1,415
FMC		9,700		824
Freeport-McMoRan Copper & Gold, Cl B		116,636		6,479
International Flavors & Fragrances		10,894		679
International Paper		52,270		1,578
MeadWestvaco		23,615		716
Monsanto		66,448		4,801
Newmont Mining		60,208		3,286
Nucor (A)		37,882		1,743
Owens-Illinois *		17,800		537
PPG Industries		19,745		1,880
Praxair		37,399		3,800
Sealed Air		21,928		585
Sherwin-Williams (A)		12,016		1,009
Sigma-Aldrich (A)		16,136		1,027
Titanium Metals * (A)		9,500		177

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

S & P 500 Index Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
United States Steel (A)		17,026	$	918
Vulcan Materials (A)		17,249		787
				55,491
Telecommunication Services — 3.0%
American Tower, Cl A *		48,800		2,529
AT&T		737,040		22,553
CenturyTel (A)		37,792		1,570
Frontier Communications (A)		130,925		1,076
MetroPCS Communications *		36,200		588
Qwest Communications International		208,926		1,427
Sprint Nextel * (A)		357,122		1,657
Verizon Communications		350,998		13,528
Windstream (A)		64,746		833
				45,761
Utilities — 3.1%
AES *		78,190		1,016
Ameren		31,844		894
American Electric Power		60,215		2,116
Centerpoint Energy		56,168		986
CMS Energy (A)		33,492		658
Consolidated Edison		36,333		1,843
Constellation Energy Group		27,199		847
Dominion Resources (A)		72,340		3,233
DTE Energy		22,345		1,094
Duke Energy (A)		160,122		2,906
Edison International		38,953		1,425
Entergy		21,864		1,470
Exelon		80,654		3,326
FirstEnergy (A)		59,110		2,192
Integrys Energy Group		7,834		396
NextEra Energy		50,520		2,785
Nicor		3,925		211
NiSource (A)		37,879		726
Northeast Utilities		23,700		820
NRG Energy *		26,700		575
Oneok		14,300		956
Pepco Holdings (A)		30,800		575
PG&E		47,129		2,082
Pinnacle West Capital		11,549		494
PPL		57,871		1,464
Progress Energy		35,083		1,619
Public Service Enterprise Group		60,930		1,920
SCANA (A)		15,500		610
Sempra Energy		28,965		1,550
Southern		103,235		3,934
TECO Energy		30,312		569
Wisconsin Energy		31,200		952
Xcel Energy		60,319		1,441
				47,685
Total Common Stock (Cost $697,970) ($ Thousands)				1,504,213

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 4.5%
SEI Liquidity Fund, L.P., 0.210% ** †† (B)		72,200,007	$	69,569
Total Affiliated Partnership (Cost $72,200) ($ Thousands)				69,569
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.080%** ††		40,549,189		40,549
Total Cash Equivalent (Cost $40,549) ($ Thousands)				40,549
U.S. TREASURY OBLIGATIONS — 0.2%
United States Treasury Bills (C) (D)
0.098%, 04/07/11	$	1,400		1,400
0.065%, 05/19/11		2,100		2,100
Total U.S. Treasury Obligations (Cost $3,500) ($ Thousands)				3,500
Total Investments — 104.7% (Cost $814,219) ($ Thousands)			$	1,617,831

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index EMINI		673		Jun-2011	$	651

For the period ended March 31, 2011, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,544,805 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $70,256 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $69,569 ($ Thousands).

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

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

Cl — Class

L.P. — Limited Partnership

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,504,213	$	—	$	—	$	1,504,213
Affiliated Partnership		—		69,569		—		69,569
Cash Equivalent		40,549		—		—		40,549
U.S. Treasury Obligations		—		3,500		—		3,500
Total Investments in Securities	$	1,544,762	$	73,069	$	—	$	1,617,831

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	651	$	—	$	—	$	651

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

For the six month ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.2%
Consumer Discretionary — 12.3%
1-800-FLOWERS.COM, Cl A *		7,720	$	25
AFC Enterprises *		24,046		364
American Public Education * (A)		20,344		823
Ameristar Casinos (A)		32,040		569
ANN *		1,350		39
Bebe Stores		6,500		38
Belo, Cl A *		22,300		197
Big 5 Sporting Goods		8,600		103
Blue Nile * (A)		1,200		65
Blyth		3,300		107
Body Central *		6,300		146
Brinker International		18,663		472
Brown Shoe		30,900		378
Brunswick (A)		19,009		483
Cabela’s * (A)		21,075		527
California Pizza Kitchen *		11,400		192
Callaway Golf (A)		31,048		212
Carter’s *		6,500		186
Casual Male Retail Group *		40,500		199
Cato, Cl A		19,494		478
CEC Entertainment		13,601		513
Cheesecake Factory *		9,316		280
Chico’s FAS		34,070		508
Childrens Place Retail Stores *		17,105		852
Cooper Tire & Rubber		14,460		372
Cracker Barrel Old Country Store (A)		12,008		590
CROCS *		57,850		1,032
Dana Holding *		43,300		753
Deckers Outdoor *		8,960		772
Denny’s *		25,200		102
Destination Maternity		8,200		189
Domino’s Pizza *		3,100		57
Eastman Kodak * (A)		47,350		153
Entercom Communications * (A)		22,448		247
Exide Technologies *		9,400		105
Finish Line, Cl A		30,900		613
Foot Locker		250		5
Gaylord Entertainment * (A)		24,644		855
Genesco *		10,063		405
HOT Topic		36,800		210
HSN *		13,055		418
Insight Enterprises *		3,981		68
Isle of Capri Casinos *		25,683		244
Jones Group		75,450		1,037
Kirkland’s *		22,932		354
Knology *		10,236		132
Lakeland Industries *		8,800		78
La-Z-Boy, Cl Z *		24,200		231
Libbey *		25,000		413
Life Time Fitness * (A)		25,424		949
Lincoln Educational Services		12,400		197
Maidenform Brands *		4,900		140
MDC Partners, Cl A		29,900		501
Meredith (A)		9,980		339
Meritage Homes * (A)		10,256		248
Monro Muffler (A)		7,350		242
New Frontier Media *		49,300		87
OfficeMax * (A)		25,522		330
Overstock.com * (A)		4,113		65

Description	Shares		Market Value ($ Thousands)
Oxford Industries (A)		18,500	$	633
Pacific Sunwear of California *		88,645		320
Penske Auto Group *		15,300		306
PEP Boys-Manny Moe & Jack		41,964		533
PetMed Express (A)		22,100		350
PF Chang’s China Bistro		5,700		263
Pier 1 Imports *		54,300		551
Pinnacle Entertainment *		28,300		386
Polaris Industries (A)		1,000		87
Pool		4,600		111
Pre-Paid Legal Services *		3,600		238
Quiksilver *		113		—
ReachLocal *		12,200		244
Regis (A)		9,700		172
Retail Ventures *		14,900		257
Ruby Tuesday *		26,730		350
Ryland Group		33,859		538
Scholastic		414		11
Sealy *		3,500		9
Shoe Carnival *		800		23
Shuffle Master *		33,700		360
Shutterfly *		32,175		1,685
Sinclair Broadcast Group, Cl A		2,400		30
Skechers U.S.A., Cl A *		10,400		214
Sotheby’s (A)		10,500		552
Stage Stores		29,183		561
Stamps.com		950		13
Steiner Leisure *		4,400		204
Steven Madden *		7,125		334
Stoneridge *		26,750		391
Sturm Ruger (A)		25,880		595
Summit Hotel Properties * †		19,000		189
SuperMedia *		5,900		37
Systemax *		300		4
Talbots *		4,850		29
Tempur-Pedic International *		14,052		712
Tenneco *		16,580		704
Tesla Motors * (A)		8,700		241
Timberland, Cl A *		2,900		120
Titan International (A)		2,250		60
Ulta Salon Cosmetics & Fragrance *		10,200		491
Under Armour, Cl A * (A)		1,100		75
Universal Technical Institute		12,000		233
Valassis Communications *		1,100		32
Warnaco Group *		800		46
Whistler Blackcomb Holdings		12,400		150
				33,733
Consumer Staples — 2.0%
B&G Foods, Cl A		2,500		47
Casey’s General Stores		9,016		352
China-Biotics * (A)		13,000		104
Chiquita Brands International *		57,700		885
Cosan SA Industria e Comercio (Brazil)		8,300		130
Darling International *		25,300		389
Hain Celestial Group * (A)		9,956		321
Heckmann *		9,200		60
J&J Snack Foods		10,390		489
Kulim Malaysia		80,800		89
Mead Johnson Nutrition, Cl A		400		23
Medifast * (A)		4,533		90

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares			Market Value ($ Thousands)
Nu Skin Enterprises, Cl A (A)		8,200		$	236
Pantry *		34,900			517
Ruddick (A)		15,179			586
Spartan Stores		31,454			465
TreeHouse Foods * (A)		7,992			455
USANA Health Sciences *		400			14
Viterra, Cl Common Subscription Recei		14,900			180
					5,432
Energy — 8.9%
Approach Resources *		3,800			128
Berry Petroleum, Cl A (A)		29,143			1,470
BPZ Resources * (A)		54,300			288
Brigham Exploration * (A)		13,250			493
CARBO Ceramics (A)		4,500			635
Carrizo Oil & Gas *		12,000			443
Cheniere Energy *		6,370			59
Clayton Williams Energy *		5,550			587
Clean Energy Fuels * (A)		12,200			200
Cloud Peak Energy *		17,600			380
Complete Production Services *		35,331			1,124
Comstock Resources * (A)		48,700			1,507
Contango Oil & Gas *		1,615			102
Crosstex Energy		5,600			56
CVR Energy *		4,100			95
Delek US Holdings (A)		4,900			66
Dril-Quip *		3,500			277
Energy XXI Bermuda *		3,645			124
Exterran Holdings * (A)		2,950			70
Forest Oil *		18,075			684
Frontier Oil		2,650			78
Frontline		2,760			68
GeoMet *		21,900			36
Global Geophysical Services *		6,400			93
Golar LNG		950			24
Goodrich Petroleum * (A)		46,871			1,042
Gulfport Energy *		5,700			206
Helix Energy Solutions Group * (A)		22,827			393
Holly		1,000			61
Houston American Energy (A)		9,124			141
ION Geophysical *		28,100			357
Karoon Gas Australia *		12,166			90
Key Energy Services *		64,198			998
Kodiak Oil & Gas * (A)		86,434			579
Lufkin Industries		4,889			457
Magnum Hunter Resources * (A)		57,265			491
Matrix Service *		17,800			247
McMoRan Exploration * (A)		3,200			57
Natural Gas Services Group *		1,100			19
Newpark Resources *		91,051			716
North American Energy Partners *		24,975			308
Northern Oil And Gas * (A)		13,370			357
Oilsands Quest * (A)		336,400			161
OYO Geospace *		350			34
Panhandle Oil and Gas, Cl A		50			2
Patriot Coal * (A)		10,613	��		274
Penn Virginia		9,100			154
PetroHawk Energy *		62,853			1,542
Petroleum Development *		5,869			282
Petroquest Energy *		15,000			140

Description	Shares		Market Value ($ Thousands)
Porto Energy *		138,400	$	128
Quicksilver Resources *		54,609		781
Rosetta Resources *		450		21
Scorpio Tankers * (A)		93,074		961
Ship Finance International (A)		4,050		84
SM Energy		8,200		608
StealthGas *		20,100		126
Stone Energy *		10,400		347
Superior Energy Services *		100		4
Swift Energy *		4,000		171
Teekay Shipping		2,050		76
Tesoro *		2,729		73
Tetra Technologies *		19,900		306
Tidewater		280		17
Triangle Petroleum *		16,900		140
Unit *		100		6
Uranium Energy * (A)		44,568		178
USEC * (A)		16,200		71
Vaalco Energy *		26,840		208
Vantage Drilling * (A)		82,700		149
Venoco *		12,800		219
W&T Offshore (A)		33,900		773
Warren Resources *		37,500		191
World Fuel Services		8,950		363
				24,196
Financials — 17.3%
Alterra Capital Holdings (A)		9,900		221
American Campus Communities † (A)		5,600		185
American Capital *		15,788		156
American Capital Agency †		12,450		363
American Equity Investment Life Holding		10,700		140
Amtrust Financial Services (A)		16,150		308
Anworth Mortgage Asset †		22,500		160
Associated Banc-Corp (A)		32,135		477
Associated Estates Realty †		27,915		443
Astoria Financial		4,050		58
Banco Latinoamericano de Exportaciones, Cl E		1,950		34
Bancorp *		1,250		12
Bancorp Rhode Island		5,200		161
Bancorpsouth (A)		35,974		556
Berkshire Hills Bancorp (A)		17,805		371
BGC Partners, Cl A (A)		14,700		137
BioMed Realty Trust †		39,185		745
Boston Private Financial Holdings (A)		57,618		407
Brandywine Realty Trust †		31,185		379
Brasil Brokers Participacoes		19,700		101
Calamos Asset Management, Cl A		1,800		30
Campus Crest Communities †		38,200		452
Capstead Mortgage †		21,500		275
Cardinal Financial		19,500		227
Cardtronics *		1,600		32
Cathay General Bancorp		26,000		443
CBL & Associates Properties †		3,350		58
Cedar Shopping Centers †		30,074		181
Centerstate Banks		2,381		17
Chatham Lodging Trust †		8,700		141
Chemical Financial		950		19

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Chimera Investment † (A)		56,200	$	223
CNO Financial Group *		19,659		148
CoBiz Financial		24,542		171
Cohen & Steers (A)		1,400		42
Colonial Properties Trust †		14,050		270
Community Bank System		3,800		92
Cowen Group, Cl A * (A)		44,100		177
Crawford, Cl B		300		1
CreXus Investment †		40,200		459
Delphi Financial Group, Cl A		12,100		372
Developers Diversified Realty † (A)		32,342		453
DiamondRock Hospitality †		58,786		657
Dollar Financial * (A)		12,043		250
Duff & Phelps		8,400		134
DuPont Fabros Technology † (A)		23,218		563
Eagle Bancorp *		25,676		361
EastGroup Properties † (A)		2,122		93
Education Realty Trust †		111,342		894
eHealth *		2,700		36
EMC Insurance Group		200		5
Employers Holdings		21,870		452
Encore Bancshares *		12,250		149
Encore Capital Group *		200		5
Endurance Specialty Holdings		500		24
Enterprise Financial Services		101		1
Equity Lifestyle Properties †		2,162		125
Equity One †		2,350		44
ESSA Bancorp (A)		8,486		112
Excel Trust † (A)		33,210		392
FBL Financial Group, Cl A		343		11
FBR Capital Markets *		86,700		310
Financial Engines * (A)		16,200		447
First Cash Financial Services *		672		26
First Commonwealth Financial		4,750		33
First Financial Bancorp		31,140		520
First Midwest Bancorp		1,346		16
First Potomac Realty Trust †		23,305		367
FirstMerit		28,750		490
Flushing Financial		11,400		170
FNB (Pennsylvania)		600		6
Fpic Insurance Group *		9,625		365
Fulton Financial		37,780		420
Gain Capital Holdings *		21,900		168
General Shopping Brasil (Brazil) *		11,700		79
Getty Realty †		3,663		84
Global Indemnity, Cl A *		10,300		226
Gluskin Sheff + Associates		5,300		119
Great American Group *		54,800		16
Greenhill		250		16
Hancock Holding (A)		13,350		438
Hanover Insurance Group		23,405		1,059
Harleysville Group		657		22
Hatteras Financial †		3,350		94
Heartland Financial USA		100		2
Highwoods Properties † (A)		32,102		1,124
Home Bancshares		13,700		312
Home Properties † (A)		5,340		315
Hudson Valley Holding		5,797		128
Infinity Property & Casualty		500		30
Inland Real Estate †		53,687		512
Kennedy-Wilson Holdings * (A)		11,400		124
Knight Capital Group, Cl A *		14,100		189

Description	Shares		Market Value ($ Thousands)
LaSalle Hotel Properties †		17,710	$	478
Lexington Realty Trust † (A)		80,577		753
LTC Properties †		15,146		429
Maiden Holdings		31,400		235
MarketAxess Holdings		18,493		448
MB Financial		24,450		512
Meadowbrook Insurance Group		108,113		1,119
Medical Properties Trust †		17,900		207
MF Global Holdings * (A)		9,225		76
MFA Financial †		43,475		357
MGIC Investment * (A)		84,660		753
Mid-America Apartment Communities † (A)		8,796		565
NASB Financial		100		2
National Financial Partners * (A)		26,860		396
National Penn Bancshares		101,341		784
National Retail Properties † (A)		32,280		843
Nelnet, Cl A		11,400		249
Newcastle Investment * †		1,250		8
Northwest Bancshares		15,900		199
Old National Bancorp		38,325		411
Omega Healthcare Investors †		1,100		25
Oppenheimer Holdings, Cl A		200		7
Pacific Continental		19,050		194
PacWest Bancorp (A)		18,405		400
PHH *		200		4
Platinum Underwriters Holdings		14,050		535
Popular *		11,350		33
Post Properties †		16,350		642
Potlatch †		4,977		200
Primus Guaranty *		464		2
ProAssurance *		6,640		421
Prosperity Bancshares		13,225		566
Protective Life		2,600		69
Provident Financial Services (A)		2,400		36
Radian Group (A)		85,230		580
Renasant (A)		11,100		188
RLI (A)		7,080		408
S&T Bancorp		300		6
Safeguard Scientifics *		35,789		728
Sandy Spring Bancorp		22,670		419
SCBT Financial		7,700		256
Seacoast Banking Corp of Florida *		51,084		81
Selective Insurance Group		1,750		30
Senior Housing Properties Trust †		1,950		45
Signature Bank NY *		600		34
Simmons First National, Cl A		6,800		184
Sovran Self Storage †		1,500		59
Starwood Property Trust †		10,000		223
Stifel Financial * (A)		2,346		168
Sunstone Hotel Investors * †		52,030		530
Susquehanna Bancshares		63,440		593
SVB Financial Group *		6,880		392
Synovus Financial (A)		115,940		278
Tanger Factory Outlet Centers †		4,400		115
Taubman Centers †		1,400		75
THL Credit		13,900		190
Titanium Asset Management *		4,111		4
Titanium Asset Management PIPE * (B) (C)		2,000		2
Tower Group		5,846		141
Trustco Bank NY (A)		14,589		87

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Trustmark (A)		19,486	$	456
Umpqua Holdings		4,132		47
United Bankshares (A)		505		13
United Financial Bancorp		7,200		119
Uranium Participation *		23,800		161
U-Store-It Trust †		46,100		485
Validus Holdings		9,500		317
ViewPoint Financial Group		23,160		301
Waddell & Reed Financial, Cl A		13,475		547
Walter Investment Management †		1,200		19
Washington Federal		22,630		392
Washington Real Estate Investment Trust † (A)		19,250		599
Webster Financial		23,700		508
Western Alliance Bancorp *		69,612		572
Whitney Holding		39,716		541
Wintrust Financial (A)		20,727		762
World Acceptance * (A)		9,891		645
WSFS Financial		14,526		684
Zions Bancorporation		8,350		193
				47,367
Health Care — 10.3%
Abaxis *		21,750		627
Accuray *		20,000		181
Air Methods * (A)		4,305		289
Alere * (A)		10,600		415
Align Technology * (A)		43,685		895
Alkermes *		7,600		98
Allscripts Healthcare Solutions *		800		17
Almost Family * (A)		1,600		60
Amedisys * (A)		9,575		335
AMERIGROUP *		7,349		472
AMN Healthcare Services *		21,300		184
Amsurg * (A)		10,050		256
Analogic		901		51
Angiodynamics *		1,400		21
Arena Pharmaceuticals * (A)		103,579		144
Ariad Pharmaceuticals *		26,500		199
Arthrocare *		1,100		37
Assisted Living Concepts, Cl A *		6,400		250
Brookdale Senior Living, Cl A *		100		3
Bruker BioSciences * (A)		32,233		672
Cardiome Pharma *		39,634		170
Catalyst Health Solutions *		1,100		61
Cepheid * (A)		3,100		87
Chemed		8,058		537
Chindex International *		100		2
Conmed *		11,010		289
Cooper		9,242		642
Cubist Pharmaceuticals *		3,382		85
Dionex *		1,600		189
Durect *		123,950		446
Emergent Biosolutions *		20,550		497
Emeritus *		100		3
Ensign Group		6,100		195
ePocrates *		15,075		298
eResearchTechnology *		39,850		270
Exactech *		6,100		107
Five Star Quality Care *		50		—
Gen-Probe *		1,150		76
Greatbatch *		11,235		297
Haemonetics *		400		26

Description	Shares		Market Value ($ Thousands)
Halozyme Therapeutics *		12,700	$	85
Health Management Associates, Cl A *		70,750		771
Health Net *		250		8
Healthsouth *		800		20
Healthspring *		100		4
HeartWare International * (A)		2,189		187
Hill-Rom Holdings		7,450		283
HMS Holdings *		2,100		172
ICU Medical *		19,995		875
Immucor *		1,200		24
Immunogen * (A)		20,500		186
Impax Laboratories *		38,952		991
Incyte * (A)		14,900		236
Inspire Pharmaceuticals *		39,700		157
InterMune *		800		38
Invacare (A)		24,033		748
Kendle International *		600		6
Kensey Nash *		3,900		97
Kindred Healthcare * (A)		18,467		441
LCA-Vision * (A)		1,300		9
LHC Group *		6,000		180
LifePoint Hospitals *		14,500		583
Magellan Health Services *		24,838		1,219
Masimo		16,793		556
Medical Action Industries *		33,700		283
Medicines *		16,000		261
Medicis Pharmaceutical, Cl A		19,547		626
Medivation * (A)		3,726		70
Mednax *		7,670		511
Meridian Bioscience		3,150		76
Merit Medical Systems *		388		8
Momenta Pharmaceuticals *		1,315		21
Nektar Therapeutics * (A)		2,759		26
Neurocrine Biosciences *		4,681		36
NuVasive * (A)		30,274		766
NxStage Medical *		18,250		401
Omnicell *		4,379		67
Optimer Pharmaceuticals *		12,003		142
Owens & Minor		1,800		58
Par Pharmaceutical *		2,950		92
Parexel International *		19,181		478
PDL BioPharma		75,061		435
Pharmaceutical Product Development		2,307		64
Pharmasset *		2,596		204
Pozen *		56,705		304
Providence Service *		20,810		312
Questcor Pharmaceuticals * (A)		65,025		937
Quidel * (A)		1,600		19
RehabCare Group *		15,700		579
Rigel Pharmaceuticals *		22,600		161
Salix Pharmaceuticals *		22,375		784
Savient Pharmaceuticals * (A)		2,471		26
Select Medical Holdings *		1,781		14
SIGA Technologies * (A)		6,793		82
Sirona Dental Systems *		6,100		306
Spectrum Pharmaceuticals * (A)		8,400		75
STERIS		21,248		734
Sunrise Senior Living * (A)		48,000		573
Symmetry Medical *		6,700		66
Targacept *		12,200		324
Team Health Holdings *		2,913		51

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Theravance * (A)		6,600	$	160
Triple-S Management, Cl B *		1,061		22
WellCare Health Plans *		8,790		369
Zoll Medical *		8,452		379
				28,261
Industrials — 16.9%
AAR * (A)		24,209		671
ABM Industries (A)		11,825		300
Acacia Research - Acacia Technologies *		7,535		258
ACCO Brands *		6,020		57
Actuant, Cl A		23,800		690
Advanced Battery Technologies * (A)		10,700		21
Aegean Marine Petroleum Network		59,700		487
AerCap Holdings *		89,703		1,128
Air Transport Services Group *		10,900		92
Aircastle		393		5
Alaska Air Group *		2,100		133
Alexander & Baldwin		9,900		452
Alliant Techsystems		1,035		73
Altra Holdings *		1,550		37
American Science & Engineering		650		60
American Superconductor * (A)		2,450		61
Ameron International		5,340		373
AO Smith		7,767		344
APAC Customer Services *		51,529		310
Apogee Enterprises		814		11
Applied Industrial Technologies		19,300		642
Astec Industries *		150		6
Atlas Air Worldwide Holdings *		6,423		448
Avis Budget Group * (A)		1,631		29
BE Aerospace *		14,600		519
Beacon Roofing Supply * (A)		7,000		143
Belden		16,800		631
Blount International *		6,688		107
BlueLinx Holdings *		682		2
Briggs & Stratton (A)		10,750		243
Brink’s		518		17
Builders FirstSource *		1,012		3
CAE		50		2
CAI International *		13,175		341
Carlisle		4,400		196
Celadon Group *		39,211		637
Cenveo *		6,502		42
Ceradyne *		12,111		546
Clean Harbors *		1,500		148
Coleman Cable *		887		8
Columbus McKinnon *		22,550		416
Consolidated Graphics *		10,611		580
Copa Holdings, Cl A		11,208		592
Corporate Executive Board		9,784		395
Corrections Corp of America *		50		1
CRA International *		8,500		245
Crane		12,137		588
Cubic		17,090		983
Curtiss-Wright		15,937		560
Deluxe		1,400		37
Dolan *		2,600		32
Dollar Thrifty Automotive Group *		3,000		200
Ducommun		200		5

Description	Shares		Market Value ($ Thousands)
Dycom Industries *		30,250	$	525
Dynamic Materials		18,349		513
EMCOR Group *		38,474		1,191
Encore Wire		600		15
EnerNOC * (A)		2,400		46
Ennis		1,800		31
EnPro Industries *		2,600		94
ESCO Technologies		12,090		461
Force Protection *		29,000		142
Franklin Electric		2,200		102
FTI Consulting * (A)		18,500		709
G&K Services		18,766		624
Generac Holdings *		6,600		134
General Cable *		1,650		71
Genesee & Wyoming, Cl A *		9,000		524
Geo Group *		33,950		870
Global Defense Technology & Systems *		11,790		286
Global Power Equipment Group *		2,500		69
Gorman-Rupp		100		4
Graco		700		32
GrafTech International * (A)		13,400		276
Granite Construction (A)		5,400		152
Great Lakes Dredge & Dock		22,300		170
Greenbrier * (A)		23,350		663
Griffon *		1,792		23
H&E Equipment Services *		9,400		183
Hawaiian Holdings * (A)		119,425		718
Heico		600		37
Hexcel *		40,825		804
Higher One Holdings * (A)		2,050		30
Huron Consulting Group *		12,000		332
ICF International *		550		11
Innerworkings * (A)		82,157		606
Insituform Technologies, Cl A *		900		24
Interface, Cl A		26,500		490
JetBlue Airways * (A)		26,500		166
Kadant *		18,612		487
Kaman (A)		1,500		53
KAR Auction Services *		344		5
Kaydon		22,305		874
Kelly Services, Cl A *		3,384		73
Keyw Holding * (A)		24,301		298
Kirby *		3,100		177
Knight Transportation		25,700		495
Knoll		5,000		105
Korn/Ferry International *		1,300		29
Kratos Defense & Security Solutions *		15,200		216
LB Foster, Cl A		10,368		447
LSI Industries		494		3
Lydall *		1,300		12
Manitowoc		3,489		76
MasTec *		600		12
Mcgrath Rentcorp		500		14
Meritor * (A)		43,592		740
Metalico *		5,317		33
Michael Baker *		7,182		209
Miller Industries		1,361		22
Mine Safety Appliances		1,900		70
Mistras Group *		2,756		47
Mobile Mini *		31,772		763
Mueller Industries		4,192		153

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Mueller Water Products, Cl A (A)		56,850	$	255
MYR Group *		200		5
NACCO Industries, Cl A		2,500		277
Navigant Consulting *		26,200		262
Navistar International *		1,150		80
Nordson		2,000		230
Northwest Pipe *		300		7
Old Dominion Freight Line *		13,081		459
Pacer International *		28,200		148
PMFG *		100		2
Polypore International *		24,533		1,413
PowerSecure International *		2,400		21
Quanex Building Products		32,180		632
Raven Industries		2,928		180
RBC Bearings *		700		27
Regal-Beloit		550		41
Republic Airways Holdings *		35,900		231
Resources Connection		24,525		476
Robbins & Myers		25,385		1,167
Rollins		15,150		308
RSC Holdings * (A)		15,650		225
Rush Enterprises, Cl A *		1,862		37
Ryder System		1,250		63
SeaCube Container Leasing		13,300		213
Shaw Group *		1,400		49
Simpson Manufacturing		11,800		347
Standard Parking *		700		12
Standard Register		1,250		4
Standex International (A)		6,100		231
Sterling Construction *		883		15
Sun Hydraulics		300		13
Swift Transporation, Cl A *		13,900		204
TAL International Group (A)		34,848		1,264
Teleflex		5,000		290
Tennant		4,747		200
Tetra Tech *		18,076		446
Textainer Group Holdings (A)		8,200		305
Titan Machinery * (A)		5,309		134
Tredegar		1,800		39
Trex * (A)		650		21
Trimas *		200		4
Trinity Industries		5,500		202
TrueBlue *		10,100		170
Tutor Perini		19,331		471
United Continental Holdings * (A)		2,350		54
United Rentals * (A)		15,775		525
United Stationers		2,000		142
US Airways Group * (A)		76,800		669
US Ecology		2,100		37
Vitran *		25,580		361
VSE		200		6
Wabash National *		134,592		1,559
Watsco (A)		1,150		80
WESCO International *		1,225		77
Woodward		3,200		110
Xerium Technologies *		300		7
				46,255
Information Technology — 19.2%
ACI Worldwide *		8,000		262
Acme Packet *		15,600		1,107
Adtran		8,890		377
Advent Software * (A)		7,482		215

Description	Shares		Market Value ($ Thousands)
Aeroflex Holding *		20,100	$	366
Amkor Technology * (A)		10,500		71
Anadigics *		5,300		24
Ancestry.com *		31,575		1,119
Anixter International		4,950		346
Applied Micro Circuits *		38,200		396
Arris Group *		14,100		180
Aruba Networks * (A)		6,850		232
Aviat Networks *		41,909		217
Avid Technology *		34,217		763
AVX		5,600		83
Benchmark Electronics *		19,130		363
Blackbaud		7,950		217
Blackboard * (A)		1,250		45
Blue Coat Systems *		5,600		158
Brightpoint *		10,950		119
BroadSoft * (A)		25,125		1,198
Brocade Communications Systems *		30,000		184
Cabot Microelectronics *		3,700		193
CACI International, Cl A *		1,100		67
Cadence Design Systems *		1,250		12
Cavium Networks *		300		13
CDC, Cl A *		1,421		4
CDC Software ADR *		46,300		221
Checkpoint Systems *		1,600		36
Ciber *		141,275		947
Ciena * (A)		34,525		896
Cirrus Logic * (A)		30,950		651
Cognex		3,550		100
Coherent *		4,900		285
CommVault Systems *		19,892		793
Comverse Technology *		18,900		142
Constant Contact * (A)		29,831		1,041
CoreLogic		800		15
CSG Systems International *		12,800		255
CTS		4,647		50
Cymer *		3,500		198
Cypress Semiconductor *		2,900		56
Daktronics		2,450		26
Digi International *		29,700		314
Digital River * (A)		23,370		875
Diodes * (A)		16,000		545
DST Systems		100		5
DTS *		4,565		213
Earthlink		67,525		529
Echo Global Logistics * (A)		400		5
EchoStar, Cl A *		100		4
Electro Rent		1,150		20
Electronics for Imaging *		2,300		34
Emulex *		7,200		77
Entegris *		29,250		256
Entropic Communications * (A)		10,200		86
Epicor Software *		1,300		14
Fabrinet *		7,800		157
Fairchild Semiconductor International * (A)		38,721		705
Finisar *		1,000		24
Forrester Research (A)		3,396		130
Fortinet *		1,600		70
GSI Commerce * (A)		1,550		45
Hackett Group *		88,000		338
Heartland Payment Systems (A)		9,950		174

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Hittite Microwave *		8,550	$	545
iGate (A)		2,050		39
Imation *		18,248		203
Ingram Micro, Cl A *		3,500		74
Inphi *		20,525		431
Integral Systems *		9,100		111
Integrated Device Technology * (A)		130,891		965
InterDigital (A)		11,400		544
Intermec *		450		5
iSoftstone Holdings ADR *		19,550		362
IXYS *		2,200		30
j2 Global Communications * (A)		31,333		925
JDA Software Group *		25,929		785
KIT Digital * (A)		15,997		193
Knot * (A)		18,300		220
Kulicke & Soffa Industries * (A)		35,646		333
Lattice Semiconductor *		134,400		793
Lawson Software *		35,660		431
LivePerson *		1,800		23
LogMein * (A)		8,000		337
Loral Space & Communications *		1,900		147
LTX-Credence *		18,733		171
Manhattan Associates *		13,600		445
Mantech International, Cl A * (A)		5,550		235
MAXIMUS		8,600		698
MEMC Electronic Materials *		2,800		36
Mentor Graphics *		38,976		570
Methode Electronics		15,494		187
Micrel		1,250		17
Microsemi *		1,450		30
MicroStrategy, Cl A *		3,609		485
Mitel Networks *		35,900		169
MKS Instruments		3,800		127
ModusLink Global Solutions		2,950		16
MoneyGram International *		100		—
Monotype Imaging Holdings *		100		1
Move *		8,600		21
MTS Systems		1,750		80
Multi-Fineline Electronix *		100		3
National Instruments		2,301		75
NCR *		1,700		32
Netgear *		5,800		188
Netlogic Microsystems * (A)		24,315		1,022
Netscout Systems *		12,050		329
NetSuite * (A)		10,331		300
Novatel Wireless * (A)		20,600		113
Novell *		8,700		52
Oclaro *		1,800		21
Omnivision Technologies *		8,000		284
OpenTable * (A)		8,750		931
OSI Systems *		3,500		131
Parametric Technology *		64,781		1,457
Park Electrochemical		14,125		456
Parkervision * (A)		78,100		55
PC Connection *		100		1
Pegasystems (A)		2,530		96
Photronics * (A)		55,279		496
Plantronics		26,650		976
Plexus *		12,600		442
PMC - Sierra *		17,100		128
Power Integrations		6,850		263
Power-One * (A)		56,200		492

Description	Shares		Market Value ($ Thousands)
Progress Software *		3,010	$	88
QLIK Technologies *		450		12
Quality Systems (A)		5,096		425
Quantum * (A)		58,331		147
Quest Software *		22,888		581
Rackspace Hosting * (A)		4,250		182
Rambus * (A)		2,300		46
RealD * (A)		9,450		259
Renaissance Learning		100		1
RF Micro Devices *		4,000		26
RightNow Technologies * (A)		5,620		176
Riverbed Technology *		21,772		820
Rogers *		1,150		52
Rosetta Stone * (A)		30,454		402
Rubicon Technology * (A)		26,775		741
Sanmina-SCI *		5,524		62
Sapient *		30,484		349
SAVVIS *		1,650		61
Scansource *		1,922		73
Seachange International *		19,300		183
Silicon Image *		78,300		702
SRA International, Cl A *		1,800		51
Standard Microsystems *		2,450		60
STEC * (A)		2,250		45
SuccessFactors * (A)		6,600		258
Sycamore Networks		34,600		845
Synaptics * (A)		1,050		28
SYNNEX * (A)		2,000		65
Syntel		12,592		658
Taleo, Cl A *		11,575		413
Tech Data *		1,450		74
Tekelec *		700		6
TeleCommunication Systems, Cl A *		100		—
TeleNav *		14,400		171
TeleTech Holdings *		11,453		222
Teradyne * (A)		50,570		901
Terremark Worldwide *		200		4
TIBCO Software *		55,600		1,515
Travelzoo *		1,518		101
TriQuint Semiconductor *		50		1
TTM Technologies *		21,348		388
Ultimate Software Group *		1,457		86
Ultra Clean Holdings *		29,570		306
Unisys * (A)		5,050		158
United Online		17,500		110
Universal Display * (A)		6,350		349
Valueclick * (A)		50,100		724
Vasco Data Security International *		200		3
Veeco Instruments * (A)		1,850		94
VeriFone Holdings *		8,257		454
VistaPrint *		15,773		819
Vocus *		5,200		134
WebMD Health, Cl A *		100		5
Websense *		4,090		94
Zoran *		18,100		188
				52,508
Materials — 6.0%
AK Steel Holding (A)		3,150		50
Allied Nevada Gold *		11,900		422
AM Castle *		500		9

7 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
AMCOL International		5,993	$	216
Aptargroup		3,100		156
Arch Chemicals		700		29
Balchem		1,600		60
Boise		450		4
Carpenter Technology		20,540		877
Clearwater Paper *		6,100		497
Coeur d’Alene Mines *		8,252		287
Contango ORE *		1		—
Cytec Industries		761		41
Ferro *		24,450		406
Georgia Gulf *		136		5
Globe Specialty Metals		69,073		1,572
Golden Star Resources *		31,300		93
Graham Packaging *		11,208		195
H.B. Fuller		4,400		95
Haynes International		10,301		571
Horsehead Holding *		49,326		841
Innophos Holdings		16,093		742
James River Coal * (A)		12,300		297
Koppers Holdings		4,450		190
Materion *		7,200		294
Metals USA Holdings *		3,742		61
Minerals Technologies		7,376		505
Myers Industries		1,949		19
New Gold *		16,300		191
NewMarket		4,322		684
Noranda Aluminum Holding *		17,208		276
Olin		3,104		71
Omnova Solutions *		5,000		39
PolyOne		90,884		1,291
Quaker Chemical		8,541		343
Rockwood Holdings *		4,100		202
Romarco Minerals *		67,000		153
Royal Gold		200		11
RTI International Metals *		28,191		878
Sandstorm Gold *		200,000		185
Schnitzer Steel Industries, Cl A		6,476		421
Schulman A		2,450		61
Sensient Technologies		12,430		445
Silgan Holdings		10,845		414
Solutia *		17,250		438
Spartech *		2,541		18
Stillwater Mining *		8,600		197
Temple-Inland		1,100		26
Universal Stainless & Alloy *		5,300		179
Westlake Chemical		100		6
Worthington Industries (A)		15,811		331
WR Grace *		22,478		861
Zep		100		2
				16,257
Telecommunication Services — 0.8%
Alaska Communications Systems Group (A)		7,800		83
Cogent Communications Group *		12,018		172
Consolidated Communications Holdings		237		5
Fairpoint Communications *		23,600		398
Global Crossing *		5,054		70
Leap Wireless International *		11,800		183
Neutral Tandem *		25,300		373
PAETEC Holding *		65,100		217

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Shenandoah Telecommunications		2,800	$	51
USA Mobility		17,500		253
Vonage Holdings *		60,800		277
				2,082
Utilities — 2.5%
California Water Service Group		3,300		122
Chesapeake Utilities		10,095		420
Cia de Saneamento de Minas Gerais-COPASA (Brazil)		8,000		135
Cleco		29,525		1,012
El Paso Electric *		16,370		498
Idacorp		12,000		457
New Jersey Resources		10,304		442
Nicor		2,400		129
PNM Resources		35,694		533
Portland General Electric		38,795		922
UIL Holdings (A)		29,939		914
Unisource Energy		4,500		163
Vectren		16,576		451
Westar Energy (A)		6,000		158
WGL Holdings		12,760		498
				6,854
Total Common Stock (Cost $210,557) ($ Thousands)				262,945
PREFERRED STOCK — 0.1%
Callaway Golf (B)		600		70
GeoMet *		5,409		65
Grubb & Ellis (B)		800		46
Grubb & Ellis Cumulative *		900		49
Total Preferred Stock (Cost $293) ($ Thousands)				230
CONVERTIBLE BOND — 0.0%
Energy — 0.0%
Rentech CV to 249.2522
4.000%, 04/15/13 (D)		86		79
Total Convertible Bond (Cost $67) ($ Thousands)				79
CORPORATE OBLIGATION — 0.0%
Financials — 0.0%
Scorpio Mining PIPE
7.000%, 05/05/11 (C)		21		20
Total Corporate Obligation (Cost $19) ($ Thousands)				20
	Number of Warrants
WARRANTS — 0.0%
Kulim Malaysia		10,100		—
Oilsands Quest Expires 05/12/11 *		253		—
Sandstorm Gold Expires 2014 *		12,375		5
Total Warrants (Cost $—) ($Thousands)				5

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Fund

March 31, 2011

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 21.2%
SEI Liquidity Fund, L.P., 0.200% ** †† (D)		58,038,580		58,039
Total Affiliated Partnership (Cost $58,039) ($ Thousands)				58,039
CASH EQUIVALENT — 3.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.080%** ††		9,019,026		9,019
Total Cash Equivalent (Cost $9,019) ($ Thousands)				9,019
U.S. TREASURY OBLIGATIONS — 0.6%
U.S. Treasury Bills (E) (F)
0.155%, 06/09/11	$	233		233
0.154%, 06/30/11		1,488		1,488
Total U.S. Treasury Obligations (Cost $1,721) ($ Thousands)				1,721
Total Investments — 121.4% (Cost $279,715) ($ Thousands)			$	332,058

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		91		Jun-2011	$	374

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $273,426 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $56,406 ($ Thousands).

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

(C) Securities considered restricted. The total value of such securities as of March 31, 2011 was $22 ($ Thousands) and represented 0.01% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan The total market value of such securities as of March 31, 2011 was $58,039 ($Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

CV — Convertible

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

Ser — Series

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

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	262,939	$	4	$	2	$	262,945
Preferred Stock		—		230		—		230
Convertible Bond		—		79		—		79
Corporate Obligation		—		—		20		20
Warrants		—		5		—		5
Affiliated Partnership		—		58,039		—		58,039
Cash Equivalent		9,019		—		—		9,019
U.S. Treasury Obligations		—		1,721		—		1,721
Total Investments in Securities	$	271,958	$	60,078	$	22	$	332,058
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	374	$	—	$	—	$	374

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

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

	Common Stock			Corporate Obligation
Beginning balance as of October 1, 2010	$	6		$	19
Accrued discounts/premiums		—			—
Realized gain/(loss)		—			—
Change in unrealized appreciation/(depreciation)		(4	)		1
Net purchases/sales		—			—
Net transfer in and/or out of Level 3		—			—
Ending balance as of March 31, 2011	$	2		$	20
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(4	)	$	1

For the six month ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

9 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.7% ‡
Consumer Discretionary — 8.4%
AFC Enterprises *		47,767	$	723
American Eagle Outfitters		90,069		1,431
American Greetings, Cl A (A)		21,400		505
Ameristar Casinos (A)		56,185		997
ANN * (A)		41,897		1,220
Arbitron		11,300		452
Arctic Cat *		25,400		395
Belo, Cl A *		117,345		1,034
Big Lots *		16,200		704
Blyth		6,475		210
Bob Evans Farms (A)		14,000		456
Body Central *		20,300		472
Brown Shoe (A)		89,100		1,089
Callaway Golf (A)		124,926		852
Casual Male Retail Group * (A)		132,600		651
Cato, Cl A		15,700		385
Chico’s FAS		67,675		1,008
Childrens Place Retail Stores *		6,900		344
Coinstar * (A)		19,800		909
Cooper Tire & Rubber		95,982		2,471
Cracker Barrel Old Country Store (A)		3,200		157
CSS Industries		24,100		454
Ethan Allen Interiors (A)		48,593		1,064
Foot Locker		34,400		678
Gaylord Entertainment * (A)		21,235		736
hhgregg * (A)		68,897		922
Insight Enterprises *		34,400		586
International Speedway, Cl A		31,615		942
Jack in the Box * (A)		39,700		900
Jakks Pacific * (A)		39,700		768
Jones Group		129,305		1,778
Journal Communications, Cl A *		107,100		642
Kirkland’s *		40,780		630
Lakeland Industries *		28,551		255
La-Z-Boy, Cl Z *		78,220		747
Libbey *		81,360		1,343
Lincoln Educational Services		22,600		359
Matthews International, Cl A		35,300		1,361
MDC Partners, Cl A		97,000		1,627
Men’s Wearhouse		39,572		1,071
Meredith (A)		51,525		1,748
New Frontier Media *		159,800		283
O’Charleys *		7,000		42
Oxford Industries		12,100		414
Pacific Sunwear of California * (A)		176,070		636
Penske Auto Group * (A)		43,100		863
PEP Boys-Manny Moe & Jack (A)		83,348		1,059
PetMed Express (A)		32,200		511
Pinnacle Entertainment *		56,215		766
Pool		14,800		357
RadioShack		48,800		732
Regis (A)		59,082		1,048
Rent-A-Center		73,400		2,562
Ruby Tuesday * (A)		29,900		392
Ryland Group		22,610		360
Scholastic (A)		25,700		695

Description	Shares		Market Value ($ Thousands)
Scientific Games, Cl A *		71,341	$	624
Shoe Carnival *		2,470		69
Sinclair Broadcast Group, Cl A		44,400		557
Skechers U.S.A., Cl A *		4,200		86
Stage Stores		54,700		1,051
Sturm Ruger (A)		28,700		659
Talbots * (A)		121,458		734
Universal Electronics *		7,100		210
				49,786
Consumer Staples — 3.4%
Cal-Maine Foods (A)		44,900		1,325
Casey’s General Stores		28,051		1,094
Central Garden and Pet *		59,320		523
Central Garden and Pet, Cl A *		53,208		490
Chiquita Brands International * (A)		215,500		3,306
Corn Products International		45,588		2,362
Darling International *		29,400		452
Dole Food * (A)		54,444		742
Fresh Del Monte Produce		19,500		509
Ingles Markets, Cl A		31,975		634
J&J Snack Foods		12,890		607
Nash Finch (A)		10,700		406
Pantry *		183,301		2,718
Prestige Brands Holdings *		94,618		1,088
Ruddick (A)		12,800		494
Seneca Foods, Cl A * (A)		20,800		621
Spartan Stores		62,478		924
Universal		32,500		1,415
Village Super Market, Cl A		761		22
Weis Markets		12,900		522
				20,254
Energy — 5.9%
Alon USA Energy (A)		22,900		314
Approach Resources *		12,400		417
Atwood Oceanics *		12,300		571
Berry Petroleum, Cl A (A)		65,450		3,302
BPZ Resources * (A)		87,100		462
Cal Dive International *		90,987		635
Complete Production Services *		25,475		810
Comstock Resources * (A)		48,500		1,501
Delek US Holdings (A)		8,400		114
Forest Oil *		68,900		2,606
GeoMet *		71,040		116
Global Geophysical Services *		20,900		302
Goodrich Petroleum * (A)		101,647		2,259
Gulfmark Offshore, Cl A *		13,500		601
Key Energy Services * (A)		219,472		3,413
Magnum Hunter Resources * (A)		113,745		975
Matrix Service *		55,200		767
Natural Gas Services Group *		3,690		66
Newpark Resources * (A)		130,800		1,028
Northern Oil And Gas * (A)		22,980		614
Parker Drilling * (A)		86,700		599
Patterson-UTI Energy		14,100		414
Penn Virginia		49,100		833
Scorpio Tankers * (A)		188,900		1,949
SEACOR Holdings		9,800		906
SM Energy (A)		16,285		1,208
StealthGas *		65,500		409

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Superior Energy Services *		35,400	$	1,452
Swift Energy *		49,149		2,098
Tesoro *		42,300		1,135
Tidewater (A)		11,100		664
USEC * (A)		134,800		593
W&T Offshore (A)		36,100		823
World Fuel Services		21,700		881
				34,837
Financials — 34.9%
1st Source		30,000		601
Abington Bancorp		5,500		67
Advance America Cash Advance Centers		86,400		458
Agree Realty † (A)		16,100		361
Alexandria Real Estate Equities † (A)		27,000		2,105
Alliance Financial		2,500		83
Allied World Assurance Holdings		13,600		853
Alterra Capital Holdings (A)		56,100		1,253
AMB Property † (A)		53,200		1,914
American Assets Trust †		14,000		298
American Campus Communities † (A)		17,900		591
American Capital Agency †		32,010		933
American Equity Investment Life Holding (A)		45,500		597
Ameris Bancorp		16,994		173
Ames National		1,700		32
Anworth Mortgage Asset † (A)		68,800		488
Ashford Hospitality Trust † (A)		49,100		541
Aspen Insurance Holdings (A)		16,000		441
Associated Banc-Corp (A)		63,830		948
Astoria Financial		59,900		861
Bancfirst		4,400		188
Banco Latinoamericano de Exportaciones, Cl E		52,800		922
Bancorp *		15,100		139
Bancorp Rhode Island		18,500		571
Bancorpsouth (A)		43,432		671
Bank of Marin Bancorp (A)		2,200		82
Bank of the Ozarks (A)		10,800		472
BankFinancial		11,100		102
Berkshire Hills Bancorp (A)		40,960		854
BGC Partners, Cl A (A)		77,700		722
BioMed Realty Trust †		51,645		982
BofI Holding *		2,200		34
Boston Private Financial Holdings (A)		292,299		2,067
Boston Properties †		17,600		1,669
Brandywine Realty Trust †		113,240		1,375
Brookfield Asset Management, Cl A		43,100		1,399
Brookline Bancorp		50,900		536
Bryn Mawr Bank		2,400		49
Camden National		14,900		510
Camden Property Trust †		33,571		1,908
Campus Crest Communities †		123,600		1,462
Capital City Bank Group (A)		6,400		81
CapLease †		102,100		560
Capstead Mortgage †		38,400		491

Description	Shares		Market Value ($ Thousands)
Cardinal Financial		70,056	$	817
Cathay General Bancorp (A)		133,200		2,271
CBL & Associates Properties † (A)		124,634		2,171
Chatham Lodging Trust †		28,500		463
Chemical Financial		6,000		120
Chimera Investment † (A)		184,100		729
Citizens & Northern		4,300		72
Citizens Republic Bancorp *		61,236		54
City Holding (A)		14,000		495
CNB Financial		3,800		55
CNO Financial Group *		105,500		792
CoBiz Financial		72,447		504
Columbia Banking System		15,000		288
CommonWealth REIT †		18,100		470
Community Bank System (A)		37,600		913
Community Trust Bancorp (A)		8,300		230
CreXus Investment †		93,200		1,064
CVB Financial (A)		125,604		1,169
Danvers Bancorp		3,700		79
Delphi Financial Group, Cl A (A)		39,200		1,204
Douglas Emmett † (A)		181,600		3,405
Duke Realty †		161,900		2,268
DuPont Fabros Technology † (A)		31,470		763
Dynex Capital † (A)		43,600		439
Eagle Bancorp *		56,297		791
East West Bancorp		1,900		42
Education Realty Trust †		235,320		1,890
Employers Holdings (A)		154,676		3,196
Encore Bancshares * (A)		39,990		485
Encore Capital Group *		23,000		545
Endurance Specialty Holdings		56,224		2,745
Enterprise Financial Services		6,400		90
Equity One † (A)		73,911		1,387
Equity Residential †		27,300		1,540
ESB Financial (A)		1,700		25
ESSA Bancorp (A)		28,200		372
Excel Trust † (A)		65,962		778
FBL Financial Group, Cl A (A)		34,600		1,063
FBR Capital Markets *		284,100		1,017
Federated Investors, Cl B (A)		54,194		1,450
Financial Institutions		6,100		107
First Bancorp (A)		11,500		157
First BanCorp * (A)		1,880		9
First Busey		31,300		159
First Commonwealth Financial		88,000		603
First Community Bancshares		10,700		152
First Defiance Financial		2,900		41
First Financial		5,800		193
First Financial Bancorp		79,379		1,325
First Financial Holdings		28,456		322
First Horizon National (A)		97,178		1,089
First Interstate Bancsystem, Cl A		12,600		171
First Merchants		28,200		233
First Midwest Bancorp		126,019		1,486
First of Long Island		2,100		58
First Potomac Realty Trust †		45,990		724
FirstMerit (A)		137,779		2,351
Flagstar Bancorp *		5,240		8
Flushing Financial		68,400		1,019
FNB (Pennsylvania) (A)		153,000		1,613

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Forest City Enterprises, Cl A * (A)		109,979	$	2,071
Fpic Insurance Group *		16,600		629
German American Bancorp		700		12
GFI Group		104,300		523
Glacier Bancorp (A)		13,100		197
Global Indemnity, Cl A *		33,500		736
Great American Group *		181,900		55
Great Southern Bancorp (A)		4,800		103
Hancock Holding (A)		87,212		2,864
Hanover Insurance Group		24,445		1,106
Hatteras Financial †		43,600		1,226
HCP †		69,400		2,633
Heartland Financial USA		4,600		78
Hercules Technology Growth Capital		45,600		502
Heritage Financial *		7,000		99
Highwoods Properties † (A)		49,480		1,732
Home Bancshares		59,650		1,357
Home Properties †		7,030		414
Horace Mann Educators		99,228		1,667
Hospitality Properties Trust †		34,300		794
Host Hotels & Resorts † (A)		118,810		2,092
Hudson Pacific Properties †		9,000		132
Hudson Valley Holding		7,560		166
IBERIABANK (A)		30,573		1,838
Independent Bank (A)		10,600		286
Infinity Property & Casualty (A)		41,289		2,456
International Bancshares (A)		62,800		1,152
Investors Bancorp *		41,000		610
Kaiser Federal Financial Group		3,075		38
Kennedy-Wilson Holdings * (A)		34,400		374
Lakeland Bancorp		11,235		117
Lakeland Financial		8,400		191
LaSalle Hotel Properties †		35,180		950
Lexington Realty Trust † (A)		105,110		983
Mack-Cali Realty †		24,400		827
Maiden Holdings		101,800		762
MainSource Financial Group (A)		66,007		661
MarketAxess Holdings		36,737		889
MB Financial		36,500		765
Meadowbrook Insurance Group		304,428		3,151
Merchants Bancshares		2,200		58
Meridian Interstate Bancorp *		4,600		65
Metro Bancorp *		10,900		135
MFA Financial †		309,287		2,536
MGIC Investment * (A)		58,800		523
Mid-America Apartment Communities †		38,405		2,466
Midsouth Bancorp		1,800		26
MidWestOne Financial Group		2,000		30
Montpelier Re Holdings (A)		23,800		421
Nara Bancorp *		40,800		392
NASB Financial		300		5
National Bankshares (A)		2,300		66
National Financial Partners * (A)		53,350		787
National Penn Bancshares		312,674		2,420
National Retail Properties † (A)		34,320		897
NBT Bancorp		19,200		438
Nelnet, Cl A		83,500		1,823
NewAlliance Bancshares (A)		47,100		699
Northrim BanCorp		1,100		21

Description	Shares		Market Value ($ Thousands)
Northwest Bancshares		52,875	$	663
OceanFirst Financial		37,650		525
Ocwen Financial * (A)		57,700		636
Old National Bancorp		90,820		974
OmniAmerican Bancorp *		5,300		84
Oriental Financial Group		41,300		518
Orrstown Financial Services		3,100		87
Pacific Continental		6,700		68
PacWest Bancorp (A)		96,452		2,098
Park National (A)		6,849		458
Peapack Gladstone Financial		2,715		36
Pebblebrook Hotel Trust †		31,300		693
Pennsylvania Real Estate Investment Trust † (A)		42,600		608
Peoples Bancorp		5,200		63
PHH * (A)		21,700		472
Pico Holdings *		30,300		911
Pinnacle Financial Partners * (A)		36,600		605
Platinum Underwriters Holdings		91,534		3,487
Plum Creek Timber † (A)		78,400		3,419
Porter Bancorp		1,486		12
Potlatch † (A)		10,200		410
Presidential Life		13,900		132
PrivateBancorp, Cl A (A)		40,500		619
ProAssurance *		47,819		3,030
Prosperity Bancshares (A)		53,365		2,282
Provident Financial Services (A)		45,900		679
Public Storage †		17,600		1,952
Radian Group (A)		152,900		1,041
RAIT Financial Trust † (A)		29,400		72
Regency Centers † (A)		48,200		2,096
Reinsurance Group of America, Cl A		23,235		1,459
Renasant (A)		49,800		846
Republic Bancorp, Cl A		50,170		977
Rockville Financial *		4,702		49
S&T Bancorp (A)		23,500		507
Safeguard Scientifics *		71,088		1,447
Safety Insurance Group		9,700		447
Sandy Spring Bancorp		53,501		988
Saul Centers †		18,209		811
SCBT Financial		28,100		935
Selective Insurance Group		26,700		462
Sierra Bancorp		37,700		421
Signature Bank NY * (A)		13,395		755
Simmons First National, Cl A		24,400		661
Simon Property Group †		19,818		2,124
Southside Bancshares (A)		29,743		636
Southwest Bancorp		26,500		376
StanCorp Financial Group (A)		12,100		558
Starwood Property Trust †		32,800		731
State Bancorp		7,500		78
StellarOne		12,200		173
Sterling Bancorp, Cl N		21,300		213
Sterling Bancshares		1,100		9
Stewart Information Services (A)		1,600		17
Stifel Financial * (A)		7,692		552
Suffolk Bancorp (A)		4,800		101
Susquehanna Bancshares		85,200		797
SVB Financial Group *		26,770		1,524
SWS Group (A)		79,800		484
SY Bancorp (A)		4,600		116

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Synovus Financial (A)		235,460	$	565
TCF Financial (A)		89,577		1,421
Terreno Realty † (A)		8,000		138
Territorial Bancorp		6,200		124
Texas Capital Bancshares *		2,300		60
THL Credit		45,800		626
Tompkins Financial, Cl US (A)		5,970		248
Trico Bancshares (A)		8,300		135
Trustco Bank NY (A)		60,500		359
Trustmark		42,300		991
UDR †		74,500		1,816
UMB Financial		20,800		777
Umpqua Holdings (A)		29,200		334
Union First Market Bankshares		7,800		88
United Bankshares (A)		7,500		199
United Financial Bancorp		31,100		513
Validus Holdings		46,100		1,536
Ventas † (A)		15,600		847
Verde Realty PIPE * (B)		21,100		356
ViewPoint Financial Group		76,040		989
Virginia Commerce Bancorp * (A)		18,600		107
Vornado Realty Trust †		23,697		2,073
Walter Investment
Management †		34,600		558
Washington Banking		9,200		130
Washington Federal		39,090		678
Washington Real Estate
Investment Trust † (A)		31,000		964
Washington Trust Bancorp		5,400		128
Waterstone Financial *		3,300		10
Webster Financial (A)		84,615		1,813
WesBanco		15,300		317
West Bancorporation		5,800		46
West Coast Bancorp * (A)		69,900		243
Westamerica Bancorporation (A)		2,200		113
Western Alliance Bancorp *		61,500		506
Whitney Holding		93,000		1,267
Wilshire Bancorp (A)		46,100		226
Wintrust Financial (A)		5,800		213
WSFS Financial		40,729		1,918
Zions Bancorporation (A)		83,855		1,934
				205,911
Health Care — 5.3%
Accuray *		64,790		585
Alere * (A)		34,200		1,339
AMN Healthcare Services *		78,000		675
Amsurg *		59,335		1,510
Assisted Living Concepts, Cl A *		20,800		814
Brookdale Senior Living, Cl A *		91,200		2,554
Cambrex *		110,700		609
Conmed *		63,370		1,665
Continucare *		139,100		744
Cross Country Healthcare *		15,600		122
Cubist Pharmaceuticals *		21,000		530
Enzon Pharmaceuticals * (A)		41,000		447
eResearchTechnology *		73,200		496
Exactech *		20,374		358
Greatbatch *		22,315		590
Healthsouth *		47,272		1,181
ICON ADR *		19,976		431

Description	Shares		Market Value ($ Thousands)
ICU Medical *		27,800	$	1,217
Immucor *		9,000		178
Invacare (A)		27,014		841
Kindred Healthcare * (A)		40,300		962
Kinetic Concepts *		11,100		604
Magellan Health Services *		34,305		1,684
Medical Action Industries *		109,100		916
Medicis Pharmaceutical, Cl A		17,100		548
Mednax *		11,460		763
Metropolitan Health Networks * (A)		141,300		668
Par Pharmaceutical *		32,500		1,010
Patterson		36,749		1,183
PDL BioPharma (A)		64,700		375
PharMerica *		72,800		833
Providence Service *		63,050		945
RehabCare Group *		50,800		1,873
Skilled Healthcare Group, Cl A *		73,300		1,055
Symmetry Medical *		21,600		212
Universal American Financial		37,800		866
				31,383
Industrials — 16.3%
Acuity Brands (A)		3,100		182
Aegean Marine Petroleum Network (A)		191,200		1,560
Air Transport Services Group *		35,600		301
Aircastle		104,000		1,255
Alamo Group		17,000		467
Alaska Air Group *		16,100		1,021
Alexander & Baldwin (A)		19,665		898
Allegiant Travel, Cl A		1,500		66
Ameron International		10,605		740
Ampco-Pittsburgh		27,200		750
Astec Industries *		28,500		1,063
BE Aerospace *		24,234		861
Beacon Roofing Supply * (A)		22,500		461
Belden		64,932		2,438
Brady, Cl A		34,200		1,221
Briggs & Stratton		36,296		822
Celadon Group *		25,900		420
Clean Harbors *		12,127		1,197
Columbus McKinnon *		64,200		1,185
Comfort Systems USA		75,400		1,061
Consolidated Graphics *		11,500		628
Courier		25,688		359
CRA International *		16,800		484
Cubic		15,155		871
Deluxe (A)		35,500		942
EMCOR Group *		101,035		3,129
EnPro Industries * (A)		27,900		1,013
ESCO Technologies		24,015		916
Force Protection *		90,500		443
FTI Consulting * (A)		107,100		4,105
G&K Services		93,455		3,107
Gardner Denver		12,929		1,009
Genco Shipping & Trading * (A)		21,500		231
Generac Holdings *		21,400		434
Geo Group *		110,000		2,820
Global Defense Technology & Systems *		22,983		557

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Global Power Equipment
Group * (A)		7,890	$	217
GrafTech International * (A)		19,300		398
Granite Construction (A)		55,400		1,557
Hawaiian Holdings * (A)		293,785		1,766
IDEX		29,588		1,292
Interface, Cl A		64,815		1,198
JetBlue Airways * (A)		85,800		538
Kadant *		76,863		2,013
Kaydon		85,370		3,346
Kirby *		17,700		1,014
LB Foster, Cl A		19,560		843
Mistras Group *		7,200		124
Mueller Industries		25,900		949
NACCO Industries, Cl A		7,400		819
Navigant Consulting *		82,110		820
Orion Marine Group * (A)		132,602		1,424
Quad *		20,900		889
Quanex Building Products (A)		79,590		1,563
Republic Airways Holdings * (A)		137,900		887
Robbins & Myers		25,395		1,168
Ryder System		29,500		1,493
School Specialty * (A)		117,755		1,684
Skywest		40,400		683
Spirit Aerosystems Holdings, Cl A * (A)		50,100		1,286
Standex International		15,300		580
Swift Transporation, Cl A *		45,100		663
SYKES Enterprises *		76,600		1,514
TAL International Group (A)		55,365		2,008
Teledyne Technologies *		63,027		3,259
Teleflex (A)		51,309		2,975
Terex * (A)		38,749		1,435
Tetra Tech *		71,142		1,757
Towers Watson, Cl A		58,979		3,271
Trinity Industries		17,900		656
Triumph Group (A)		15,206		1,345
TrueBlue *		27,900		469
Tutor Perini		81,700		1,990
US Airways Group * (A)		243,700		2,122
VSE		13,900		413
Wabash National *		135,100		1,564
Watts Water Technologies, Cl A (A)		30,414		1,162
WESCO International * (A)		20,605		1,288
Woodward		27,400		947
				96,406
Information Technology — 12.3%
Adtran		17,660		750
Aeroflex Holding *		65,400		1,191
Arris Group *		40,900		521
Arrow Electronics *		34,200		1,432
Avid Technology *		46,403		1,035
Benchmark Electronics *		63,200		1,199
Black Box		12,300		432
Brightpoint *		70,400		763
Brocade Communications Systems *		255,422		1,571
CACI International, Cl A *		45,252		2,775
CDC Software ADR *		151,600		723
Ciber *		190,200		1,274

Description	Shares		Market Value ($ Thousands)
Coherent *		38,240	$	2,222
Comtech Telecommunications		41,881		1,138
CSG Systems International *		34,100		680
CTS		41,000		443
Diebold (A)		76,628		2,717
Digi International *		96,200		1,016
Digital River * (A)		118,790		4,446
Earthlink (A)		297,905		2,333
Emulex *		152,528		1,627
Entegris *		88,300		774
Fair Isaac		19,500		616
Fairchild Semiconductor International * (A)		75,300		1,371
Hackett Group *		284,900		1,094
Imation *		30,500		340
Integrated Device Technology * (A)		181,160		1,335
Intermec * (A)		149,443		1,613
Intersil, Cl A (A)		70,400		877
j2 Global Communications * (A)		33,790		997
Jack Henry & Associates		17,500		593
Lattice Semiconductor *		41,400		244
Lawson Software * (A)		261,932		3,169
Lexmark International, Cl A *		32,100		1,189
Littelfuse		22,614		1,291
LTX-Credence *		21,466		196
Manhattan Associates *		41,900		1,371
Mantech International, Cl A * (A)		30,700		1,301
MicroStrategy, Cl A *		15,600		2,098
Multi-Fineline Electronix *		30,200		852
Orbotech *		39,700		510
Parametric Technology *		110,205		2,479
Photronics * (A)		117,200		1,051
Plantronics		13,800		506
Power-One * (A)		68,600		600
Progress Software *		35,750		1,040
Pulse Electronics (A)		63,300		383
Radisys *		49,600		430
RF Micro Devices *		99,900		640
Rosetta Stone * (A)		7,800		103
Rudolph Technologies *		66,100		723
SRA International, Cl A *		34,300		973
SYNNEX * (A)		16,300		534
Synopsys *		55,725		1,541
Tech Data *		19,100		971
TNS *		61,189		953
Ultra Clean Holdings * (A)		88,335		913
Ultratech *		42,400		1,247
United Online (A)		88,200		556
Varian Semiconductor Equipment Associates *		3,400		166
Websense * (A)		43,500		999
Xyratex *		131,975		1,475
Zebra Technologies, Cl A *		41,273		1,620
Zoran *		48,400		503
				72,525
Materials — 5.0%
Aptargroup		14,266		715
Buckeye Technologies		44,000		1,198
Cytec Industries		21,329		1,160
Eagle Materials		9,700		293

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Glatfelter		51,600	$	688
Globe Specialty Metals		66,000		1,502
Graham Packaging *		16,900		295
H.B. Fuller		80,800		1,736
Huntsman		55,407		963
Innophos Holdings		40,905		1,886
Innospec *		39,900		1,274
Minerals Technologies		24,850		1,703
Myers Industries		44,400		441
Neenah Paper		34,100		749
NewMarket		9,000		1,424
OM Group *		55,048		2,011
Packaging Corp of America		39,005		1,127
PolyOne		118,995		1,691
Quaker Chemical		14,400		578
RTI International Metals *		88,529		2,758
Schweitzer-Mauduit International		29,879		1,512
Sensient Technologies		66,510		2,384
Silgan Holdings (A)		21,540		821
Stepan		9,583		695
				29,604
Telecommunication Services — 0.7%
Atlantic Telegraph-Network		17,500		651
Cincinnati Bell * (A)		162,800		436
Fairpoint Communications *		76,360		1,288
Neutral Tandem *		97,300		1,435
Premiere Global Services *		11,000		84
USA Mobility		37,600		545
				4,439
Utilities — 4.5%
AGL Resources		57,812		2,303
Allete		32,100		1,251
Avista		20,800		481
California Water Service Group		10,700		398
Chesapeake Utilities		20,056		835
Cleco		78,640		2,697
El Paso Electric *		41,400		1,259
Great Plains Energy (A)		140,724		2,817
Idacorp		33,629		1,281
Nicor		7,800		419
NorthWestern (A)		32,700		991
Portland General Electric		278,098		6,610
South Jersey Industries (A)		12,351		691
Southwest Gas (A)		6,900		269
UIL Holdings (A)		51,410		1,569
Vectren		31,500		857
Westar Energy (A)		23,996		634
WGL Holdings		25,345		988
				26,350
Total Common Stock (Cost $458,210) ($ Thousands)				571,495
EXCHANGE TRADED FUND — 0.2%
iShares Russell 2000 Index Fund (A)		17,190		1,447
Total Exchange Traded Fund (Cost $1,384) ($ Thousands)				1,447

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
PREFERRED STOCK — 0.0%
Energy — 0.0%
GeoMet *		17,765	$	213
Total Preferred Stock (Cost $174) ($ Thousands)				213
	Number of Warrants
WARRANTS — 0.0%
Washington Mutual Expires 2050 (C)		27,042		24
Total Warrants (Cost $—) ($Thousands)				24
AFFILIATED PARTNERSHIP — 22.6%
SEI Liquidity Fund, L.P., 0.200% ** †† (D)		137,345,313		133,381
Total Affiliated Partnership (Cost $137,345) ($ Thousands)				133,381
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.080%** ††		20,499,056		20,499
Total Cash Equivalent (Cost $20,499) ($ Thousands)				20,499
U.S. TREASURY OBLIGATIONS — 0.4%
U.S. Treasury Bills (E) (F)
0.167%, 06/30/11	$	1,173		1,172
0.150%, 06/16/11		1,029		1,029
Total U.S. Treasury Obligations (Cost $2,201) ($ Thousands)				2,201
	Number of Rights
RIGHTS — 0.0%
Ligand Pharma Expires 01/05/12		108,850		—
Total Rights (Cost $—) ($Thousands)				—
Total Investments — 123.4% (Cost $619,813) ($ Thousands)			$	729,260

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		117		Jun-2011	$	445

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Value Fund

March 31, 2011

Percentages are based on Net Assets of $590,801 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

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

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 5).

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $133,869 ($ Thousands)

(B) Securities considered restricted. The total value of such securities as of March 31, 2011 was $356 ($ Thousands) and represented 0.06% of Net Assets.

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

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $133,381 ($ Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	571,139	$	—	$	356	$	571,495
Exchange Traded Fund		1,447		—		—		1,447
Preferred Stock		—		213		—		213
Rights		—		—		—		—
Warrants		24		—		—		24
Affiliated Partnership		—		133,381		—		133,381
Cash Equivalent		20,499		—		—		20,499
U.S. Treasury Obligations		—		2,201		—		2,201
Total Investments in Securities	$	593,109	$	135,795	$	356	$	729,260

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	445	$	—	$	—	$	445

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

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

	Common Stock
Beginning balance as of October 1, 2010	$	398
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(42	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of March 31, 2011	$	356
Changes in unrealized gains (losses included in earnings to securities still held at reporting date	$	(42	)

For the six month period ended March 31, 2011, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no transfers between Level 2 and Level 3 assets and liabilities.

7 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6% ‡
Consumer Discretionary — 15.6%
1-800-FLOWERS.COM, Cl A *		16,500	$	54
American Axle & Manufacturing Holdings *		21,851		275
American Public Education * (A)		46,129		1,866
Ameristar Casinos (A)		1,600		28
ANN *		18,260		532
Bebe Stores		16,400		96
Belo, Cl A *		54,000		476
Big 5 Sporting Goods (A)		12,100		144
Blue Nile * (A)		6,254		338
Bon-Ton Stores (A)		9,293		144
Brinker International		33,337		843
Brown Shoe		23,496		287
Brunswick (A)		45,100		1,147
Buffalo Wild Wings *		946		51
Cabela’s * (A)		46,875		1,172
California Pizza Kitchen *		33,800		571
Capella Education * (A)		6,200		309
Cato, Cl A		20,406		500
Cheesecake Factory *		25,084		755
Childrens Place Retail Stores * (A)		16,000		797
Chipotle Mexican Grill, Cl A * (A)		1,400		381
Cooper Tire & Rubber		16,360		421
Cracker Barrel Old Country Store (A)		24,609		1,209
CROCS *		146,225		2,609
Dana Holding *		120,000		2,087
Deckers Outdoor *		23,376		2,014
Denny’s * (A)		121,200		492
Dick’s Sporting Goods *		20,220		809
Domino’s Pizza *		39,749		733
DSW, Cl A * (A)		1,800		72
Eastman Kodak * (A)		64,100		207
Entercom Communications * (A)		1,500		16
Exide Technologies *		19,900		223
Finish Line, Cl A		85,000		1,687
Fossil *		4,500		421
Gentex		572		17
Goodyear Tire & Rubber *		1,500		22
Grand Canyon Education * (A)		3,544		51
Guess?		2,500		98
Harman International Industries		3,300		155
Hibbett Sports *		2,600		93
HSN *		37,945		1,215
Insight Enterprises *		10,150		173
Interval Leisure Group *		4,200		69
Jarden		50,365		1,792
Kirkland’s *		9,498		147
Knology *		19,664		254
Libbey *		2,200		36
Liberty Media - Capital, Ser A *		4,100		302
Life Time Fitness * (A)		56,476		2,107
Lithia Motors, Cl A		500		7
Live Nation * (A)		122,985		1,230
Maidenform Brands *		14,600		417
Meritage Homes * (A)		58,570		1,413
Monro Muffler (A)		27,450		905
National CineMedia		69,875		1,305

Description	Shares		Market Value ($ Thousands)
NVR *		1,560	$	1,179
Overstock.com * (A)		4,406		69
Oxford Industries (A)		30,300		1,036
PetMed Express (A)		30,600		485
PetSmart		29,275		1,199
PF Chang’s China Bistro (A)		12,200		564
Phillips-Van Heusen		3,600		234
Pier 1 Imports *		143,700		1,459
Polaris Industries (A)		3,000		261
Pre-Paid Legal Services * (A)		8,900		587
Quiksilver *		291,805		1,290
ReachLocal * (A)		27,400		548
Retail Ventures *		42,300		730
Saks * (A)		246,715		2,790
Shuffle Master *		74,900		800
Shutterfly *		79,325		4,154
Sirius XM Radio * (A)		64,600		107
Sotheby’s (A)		21,190		1,115
Stamps.com		4,019		54
Steven Madden *		15,850		744
Stoneridge *		56,925		832
Sturm Ruger (A)		54,020		1,241
SuperMedia * (A)		13,400		84
Talbots * (A)		218,845		1,322
Tempur-Pedic International *		41,880		2,122
Tenneco *		23,030		978
Timberland, Cl A *		12,600		520
Tractor Supply (A)		28,478		1,705
True Religion Apparel * (A)		52,980		1,243
Tupperware Brands		417		25
Ulta Salon Cosmetics & Fragrance *		25,792		1,241
Under Armour, Cl A * (A)		9,500		647
Universal Technical Institute		21,000		408
Valassis Communications *		1,900		55
Warnaco Group *		10,698		612
Williams-Sonoma		4,000		162
Winnebago Industries * (A)		4,600		62
Zumiez * (A)		93,695		2,476
				70,714
Consumer Staples — 1.0%
B&G Foods, Cl A		10,400		195
Darling International *		64,400		990
Heckmann *		9,600		63
J&J Snack Foods		8,100		381
Lancaster Colony (A)		34,698		2,103
Medifast * (A)		25,367		501
Nash Finch		4,588		174
Nu Skin Enterprises, Cl A (A)		14,500		417
USANA Health Sciences *		700		24
				4,848
Energy — 8.4%
Arch Coal (A)		2,800		101
Brigham Exploration * (A)		39,390		1,465
CARBO Ceramics (A)		20,800		2,935
Carrizo Oil & Gas *		26,675		985
Cheniere Energy * (A)		12,500		116
Clayton Williams Energy *		14,300		1,512
Clean Energy Fuels * (A)		14,100		231
Cloud Peak Energy *		35,900		775
Complete Production Services *		5,600		178

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Comstock Resources * (A)		107,529	$	3,327
Contango Oil & Gas *		4,085		258
Core Laboratories		500		51
Crosstex Energy		11,600		115
Delek US Holdings (A)		4,965		67
Dresser-Rand Group * (A)		26,715		1,432
Dril-Quip *		11,200		885
Energy XXI Bermuda *		18,810		641
Frontline		13,753		341
Goodrich Petroleum * (A)		94,269		2,095
Gulf Island Fabrication		3,717		120
Gulfport Energy *		10,800		390
Holly		4,400		267
Houston American Energy (A)		25,200		388
Infinity Bio-Energy *		741,494		—
ION Geophysical * (A)		72,700		923
Kodiak Oil & Gas * (A)		19,100		128
L&L Energy * (A)		7,760		54
McMoRan Exploration * (A)		5,500		97
North American Energy Partners *		55,500		684
Northern Oil And Gas *		600		16
PetroHawk Energy *		139,684		3,428
Petroquest Energy *		31,900		299
Quicksilver Resources *		121,344		1,737
Rosetta Resources *		300		14
RPC (A)		10,150		257
Scorpio Tankers *		77,290		798
Ship Finance International (A)		11,500		238
SM Energy		3,500		260
Stone Energy *		27,500		918
Targa Resources		43,325		1,570
Tesoro * (A)		14,200		381
Tetra Technologies *		24,200		373
Vaalco Energy * (A)		79,560		617
Venoco *		39,600		677
W&T Offshore (A)		87,900		2,003
Western Refining * (A)		1,214		21
World Fuel Services		88,062		3,576
				37,744
Financials — 5.3%
Alexander’s †		300		122
American Capital *		36,400		360
American Equity Investment Life Holding		28,500		374
Bank of Hawaii (A)		1,000		48
BGC Partners, Cl A (A)		25,300		235
CapitalSource		147,990		1,042
Cardtronics *		89,879		1,829
Cash Store Financial Services		74,705		1,082
CNO Financial Group *		45,400		341
Credit Acceptance * (A)		18,271		1,292
DuPont Fabros Technology † (A)		3,027		74
E*Trade Financial *		8,900		139
EastGroup Properties † (A)		3,378		149
Eaton Vance		38,945		1,256
eHealth * (A)		4,300		57
Equity Lifestyle Properties †		3,438		198
FBL Financial Group, Cl A		2,500		77
Financial Engines * (A)		61,171		1,686
First Cash Financial Services *		1,028		40

Description	Shares		Market Value ($ Thousands)
Home Properties † (A)		2,800	$	165
Jones Lang LaSalle		18,875		1,883
LPL Investment Holdings * (A)		53,395		1,912
MarketAxess Holdings		129,232		3,128
MGIC Investment * (A)		188,169		1,673
Mid-America Apartment Communities †		5,749		369
MSCI, Cl A *		31,677		1,166
National Health Investors † (A)		2,300		110
Nelnet, Cl A		7,700		168
Omega Healthcare Investors † (A)		1,700		38
Portfolio Recovery Associates *		3,300		281
Potlatch †		4,623		186
Protective Life		13,200		350
Signature Bank NY *		4,900		277
Stifel Financial *		2,033		146
Susquehanna Bancshares		15,000		140
SVB Financial Group *		21,470		1,222
Tanger Factory Outlet Centers †		13,200		346
Titanium Asset Management PIPE * (B) (C)		140,900		127
Tower Group		7,054		170
Value Creation * (C)		145,600		180
Washington Real Estate Investment Trust † (A)		3,100		96
				24,534
Health Care — 14.9%
Abaxis *		49,473		1,427
Abiomed *		15,800		230
Achillion Pharmaceuticals *		115,125		823
Air Methods * (A)		12,795		860
Align Technology * (A)		95,225		1,950
Alkermes *		8,700		113
Almost Family * (A)		2,800		105
Amedisys * (A)		19,525		683
AMERIGROUP *		3,031		195
Analogic		556		31
Ariad Pharmaceuticals * (A)		74,500		560
ATHENAHEALTH INC * (A)		45,640		2,060
Bruker BioSciences * (A)		96,914		2,021
Cardiome Pharma * (A)		88,692		380
Catalyst Health Solutions *		38,520		2,154
Cepheid * (A)		19,107		535
Chemed		23,633		1,574
Computer Programs & Systems		3,554		228
Conceptus * (A)		80,815		1,168
Corvel *		2,473		132
Cubist Pharmaceuticals * (A)		7,218		182
Dionex *		5,514		651
Durect *		275,853		993
Emergent Biosolutions *		57,200		1,382
ePocrates *		33,525		664
eResearchTechnology *		24,400		165
Exact Sciences *		8,518		63
Exelixis *		6,600		74
Five Star Quality Care *		5,300		43
Gen-Probe *		18,800		1,247
Haemonetics *		18,260		1,197
Halozyme Therapeutics * (A)		19,900		134

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Health Management Associates, Cl A *		36,342	$	396
Health Net *		12,200		399
Healthsouth *		28,822		720
Healthspring *		1,100		41
HeartWare International * (A)		26,806		2,293
Hill-Rom Holdings		13,500		513
HMS Holdings *		5,300		434
Human Genome Sciences *		1,800		49
Idenix Pharmaceuticals *		3,100		10
Immucor *		23,366		462
Immunogen * (A)		32,100		291
Impax Laboratories *		57,400		1,461
Incyte * (A)		95,275		1,510
Inspire Pharmaceuticals *		77,900		308
InterMune *		3,200		151
Landauer		73		5
Magellan Health Services *		1,600		79
Masimo		37,341		1,236
Medicines *		27,500		448
Medicis Pharmaceutical, Cl A		11,820		379
Medivation * (A)		6,374		119
Meridian Bioscience		21,301		511
Momenta Pharmaceuticals *		2,600		41
MWI Veterinary Supply *		18,582		1,499
Myriad Genetics *		44,970		906
National Healthcare		3,306		154
Nektar Therapeutics * (A)		22,791		216
Neogen *		3,100		128
Neurocrine Biosciences * (A)		46,069		350
NPS Pharmaceuticals *		7,527		72
NuVasive * (A)		67,268		1,703
NxStage Medical * (A)		51,100		1,123
Obagi Medical Products * (A)		10,733		136
Omeros *		2,500		20
Omnicare (A)		45,980		1,379
Omnicell *		100,886		1,538
Optimer Pharmaceuticals * (A)		18,697		221
Orthofix International *		1,594		52
Owens & Minor		18,671		606
Parexel International *		37,079		923
PDL BioPharma (A)		283,437		1,644
Pharmacyclics * (A)		8,600		51
Pharmasset *		9,204		724
Pozen *		126,182		677
Providence Service *		11,542		173
PSS World Medical * (A)		60,490		1,642
Questcor Pharmaceuticals * (A)		168,575		2,429
Rural *		3,300		56
Salix Pharmaceuticals *		90,140		3,158
Savient Pharmaceuticals * (A)		8,429		89
Seattle Genetics * (A)		62,350		971
Select Medical Holdings *		13,371		108
Sequenom *		1,268		8
SIGA Technologies * (A)		13,807		167
Sirona Dental Systems *		15,984		802
Spectrum Pharmaceuticals * (A)		34,700		309
STERIS		43,052		1,487
Sunrise Senior Living * (A)		122,100		1,457
SXC Health Solutions *		4,300		236
Targacept *		32,500		864
Team Health Holdings *		11,100		194

Description	Shares		Market Value ($ Thousands)
Techne		26,965	$	1,931
Theravance * (A)		10,300		250
Triple-S Management, Cl B *		3,238		67
United Therapeutics *		500		34
Universal American Financial		2,200		50
Zoll Medical *		18,800		842
				67,326
Industrials — 16.9%
AAR *		2,000		55
Acacia Research - Acacia Technologies *		36,221		1,239
ACCO Brands *		36,557		349
Actuant, Cl A		16,153		468
Acuity Brands (A)		11,117		650
Advanced Battery Technologies * (A)		58,000		113
AerCap Holdings *		199,360		2,506
Alaska Air Group *		3,200		203
Albany International, Cl A		3,900		97
Allegiant Travel, Cl A (A)		1,000		44
Alliant Techsystems		400		28
Altra Holdings *		7,300		172
American Science & Engineering		2,800		259
American Superconductor * (A)		7,500		187
APAC Customer Services *		65,471		393
Applied Industrial Technologies		25,900		862
Armstrong World Industries		7,065		327
Badger Meter		1,235		51
Barnes Group (A)		62,379		1,302
Belden		21,800		819
Blount International *		16,238		259
BlueLinx Holdings *		1,700		6
Brady, Cl A		4,024		144
Briggs & Stratton (A)		26,476		600
Brink’s		5,500		182
CAI International *		29,275		757
Celadon Group *		70,120		1,139
Cenveo *		32,630		213
Clean Harbors * (A)		2,200		217
Coleman Cable * (A)		4,388		39
Consolidated Graphics *		9,400		514
Copa Holdings, Cl A		24,918		1,316
Copart *		34,610		1,500
Corporate Executive Board		21,734		877
Corrections Corp of America *		13,000		317
CoStar Group * (A)		40,810		2,558
Cubic		24,183		1,391
Curtiss-Wright		1,995		70
Dolan *		7,500		91
Dollar Thrifty Automotive Group *		4,500		300
Dynamic Materials		40,650		1,136
Encore Wire		1,600		39
EnerNOC * (A)		15,000		287
EnPro Industries * (A)		2,700		98
Franklin Electric		10,200		471
Gardner Denver		21,070		1,644
GenCorp *		17,480		105
General Cable *		5,000		216
Genesee & Wyoming, Cl A *		4,030		234

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Geo Group *		1,000	$	26
Gorman-Rupp		800		31
GrafTech International * (A)		15,800		326
Greenbrier *		3,300		94
Griffon *		4,300		56
Hawaiian Holdings * (A)		28,900		173
Heico (A)		2,200		138
Hexcel *		63,425		1,249
Higher One Holdings * (A)		3,000		43
Horizon Lines, Cl A (A)		139,671		119
Huron Consulting Group *		26,675		739
IHS, Cl A *		14,525		1,289
Innerworkings * (A)		182,615		1,348
Insperity		11,487		349
Interface, Cl A		133,705		2,472
Kadant *		900		24
Kaman (A)		21,798		767
Kaydon		17,300		678
Kelly Services, Cl A * (A)		9,900		215
Keyw Holding * (A)		54,021		663
Knight Transportation		57,200		1,101
Knoll		14,300		300
Landstar System		42,200		1,928
LB Foster, Cl A		2,900		125
LSI Industries		1,700		12
Manitowoc (A)		15,400		337
Meritor * (A)		74,000		1,256
Metalico * (A)		43,499		271
Michael Baker *		1,518		44
Miller Industries		2,200		36
Mine Safety Appliances (A)		11,100		407
Mistras Group *		3,350		57
Mobile Mini *		70,617		1,696
Mueller Industries		13,600		498
MYR Group *		300		7
NACCO Industries, Cl A		6,700		741
Navigant Consulting *		3,300		33
Nordson		16,410		1,888
Omega Flex *		100		1
Pacer International *		63,200		332
Polypore International * (A)		62,425		3,594
Quanex Building Products		25,500		501
Raven Industries		8,472		520
RBC Bearings *		6,300		241
Resources Connection		136,055		2,638
Ritchie Bros. Auctioneers (A)		67,835		1,909
Rollins		78,692		1,597
Simpson Manufacturing		31,900		940
Standard Parking *		91,325		1,622
Sterling Construction *		1,304		22
Sun Hydraulics		3,500		151
TAL International Group		51,800		1,879
Teledyne Technologies *		5,229		270
Tennant (A)		9,053		381
Tetra Tech *		2,500		62
Textainer Group Holdings		3,700		137
Timken		1,200		63
Titan Machinery * (A)		11,476		290
TransDigm Group *		18,970		1,590
Tredegar		8,379		181
TrueBlue *		9,600		161
Tutor Perini		8,072		197

Description	Shares		Market Value ($ Thousands)
United Rentals * (A)		32,725	$	1,089
United Stationers		10,798		767
US Ecology		3,300		57
Vitran *		57,198		806
VSE		600		18
Wabash National *		85,050		985
Wabtec		23,670		1,606
Watsco (A)		9,230		643
Watts Water Technologies, Cl A		1,300		50
WESCO International * (A)		26,350		1,647
Woodward		6,983		241
				75,568
Information Technology — 30.3%
ACI Worldwide *		32,755		1,074
Acme Packet *		40,400		2,867
Actuate *		28,296		147
Adtran		11,641		494
Advanced Energy Industries *		6,900		113
Advent Software * (A)		52,212		1,497
Amkor Technology * (A)		61,856		417
Anadigics *		42,400		190
Ancestry.com * (A)		96,875		3,434
Anixter International		17,946		1,254
AOL *		64,849		1,267
Applied Micro Circuits *		59,700		620
Ariba *		9,000		307
Arris Group *		12,700		162
Aruba Networks * (A)		17,353		587
AsiaInfo-Linkage * (A)		50,795		1,100
Atmel *		242,110		3,300
AVX		11,400		170
Blackbaud		30,400		828
Blackboard * (A)		48,667		1,764
Blue Coat Systems *		22,620		637
Brightpoint *		68,241		740
BroadSoft * (A)		55,750		2,659
Brooks Automation *		6,100		84
Cabot Microelectronics *		2,249		118
Ceva *		125,695		3,360
Ciber *		183,500		1,230
Ciena * (A)		76,750		1,992
Cirrus Logic * (A)		82,900		1,743
Cognex		8,209		232
Coherent *		8,400		488
CommVault Systems *		47,570		1,897
Constant Contact * (A)		67,709		2,363
CSG Systems International *		26,000		518
CTS		13,304		144
Cypress Semiconductor *		13,100		254
Daktronics		15,830		170
DG FastChannel * (A)		42,480		1,369
Diodes * (A)		13,087		446
DTS *		45,790		2,135
Earthlink		40,071		314
Echo Global Logistics * (A)		1,900		25
Emulex *		14,422		154
Entegris * (A)		64,100		562
Entropic Communications * (A)		34,400		291
Epicor Software *		4,600		51
Euronet Worldwide *		83,177		1,608
Finisar * (A)		14,700		362

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Forrester Research (A)		5,404	$	207
Fortinet * (A)		10,800		475
Gartner *		49,905		2,080
GSI Commerce * (A)		2,600		76
Heartland Payment Systems (A)		39,508		693
Hittite Microwave *		26,616		1,697
iGate (A)		21,600		405
Ingram Micro, Cl A *		18,400		387
Inphi *		46,065		968
InterDigital (A)		29,500		1,407
International Rectifier *		56,535		1,869
iSoftstone Holdings ADR *		43,400		803
IXYS *		22,166		298
j2 Global Communications * (A)		47,825		1,411
Jack Henry & Associates		4,500		152
Kenexa *		6,600		182
Kulicke & Soffa Industries * (A)		53,700		502
Lattice Semiconductor *		339,100		2,001
Lawson Software *		33,300		403
Lexmark International, Cl A *		8,052		298
LogMein * (A)		29,600		1,248
Loral Space & Communications *		4,600		357
LTX-Credence *		30,366		277
Manhattan Associates *		23,800		779
MAXIMUS		21,500		1,745
Methode Electronics		75,474		912
Micrel		25,574		345
MicroStrategy, Cl A *		17,478		2,350
MIPS Technologies * (A)		19,394		203
MKS Instruments		12,800		426
Multi-Fineline Electronix *		10,155		287
National Instruments		10,300		337
Netlogic Microsystems * (A)		54,022		2,270
Netscout Systems *		41,646		1,138
NetSuite * (A)		22,992		669
Oclaro * (A)		9,500		109
Omnivision Technologies *		27,900		991
OpenTable * (A)		39,800		4,233
Parametric Technology *		53,000		1,192
Park Electrochemical		18,175		586
Pegasystems (A)		19,169		727
Photronics * (A)		14,100		126
Plantronics		64,984		2,380
Plexus *		5,225		183
Power Integrations		16,900		648
Power-One * (A)		115,600		1,011
Progress Software *		4,789		139
PROS Holdings *		93,734		1,366
QLIK Technologies * (A)		49,675		1,292
Quality Systems (A)		17,763		1,480
Quantum * (A)		73,900		186
Quest Software *		101,462		2,576
Rackspace Hosting * (A)		18,900		810
Rambus * (A)		18,300		362
RealD * (A)		21,000		575
RF Micro Devices *		90,041		577
RightNow Technologies * (A)		24,164		756
Riverbed Technology *		75,763		2,853
Rofin-Sinar Technologies *		5,564		220
Rogers *		454		20
Rosetta Stone * (A)		67,643		894

Description	Shares		Market Value ($ Thousands)
Rubicon Technology * (A)		61,975	$	1,715
Sanmina-SCI *		31,400		352
SAVVIS *		1,700		63
Scansource *		10,290		391
Silicon Image *		198,000		1,776
Solera Holdings		1,000		51
Sonus Networks *		13,600		51
SS&C Technologies Holdings *		87,500		1,787
Standard Microsystems *		6,706		165
STEC * (A)		6,400		129
SuccessFactors * (A)		14,900		582
Sycamore Networks		76,925		1,879
Synaptics * (A)		6,154		166
SYNNEX * (A)		4,300		141
Syntel		41,114		2,147
Taleo, Cl A *		25,875		922
Tech Data *		7,600		387
TeleTech Holdings *		27,547		534
Teradyne * (A)		103,125		1,837
Tessera Technologies *		9,357		171
TIBCO Software *		105,800		2,883
Travelzoo * (A)		5,200		346
Trimble Navigation *		27,195		1,374
TTM Technologies *		19,500		354
Ultimate Software Group *		4,143		243
Ultra Clean Holdings *		3,000		31
Unisys * (A)		8,657		270
United Online (A)		56,761		358
Universal Display * (A)		11,900		655
Valueclick * (A)		97,278		1,407
Vasco Data Security International *		19,352		266
Veeco Instruments * (A)		24,981		1,270
VeriFone Holdings *		20,450		1,124
VirnetX Holding		3,724		74
VistaPrint * (A)		84,041		4,362
Vocus *		88,106		2,278
Volterra Semiconductor *		8,761		218
Websense * (A)		4,910		113
Wright Express *		3,200		166
Zoran *		10,100		105
				136,630
Materials — 5.4%
AEP Industries *		200		6
AK Steel Holding (A)		7,000		111
Allied Nevada Gold *		26,100		926
Alpha Natural Resources *		3,500		208
Balchem		10,900		409
Carpenter Technology		7,000		299
Clearwater Paper *		14,600		1,188
Compass Minerals International (A)		2,000		187
Ferro *		63,400		1,052
Georgia Gulf *		3,400		126
Globe Specialty Metals		110,600		2,517
Golden Star Resources *		58,500		174
Graham Packaging *		22,500		392
H.B. Fuller		15,057		323
Haynes International		23,681		1,313
Horsehead Holding *		109,625		1,869
Innophos Holdings		12,587		580

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
James River Coal * (A)		27,600	$	667
KMG Chemicals (A)		1,600		31
Koppers Holdings		19,898		850
Kraton Performance Polymers *		2,200		84
Materion *		17,900		730
Metals USA Holdings *		4,000		66
Minerals Technologies		900		62
Nalco Holding		41,730		1,140
Neenah Paper		6,127		135
NewMarket		8,628		1,365
Omnova Solutions *		6,300		50
PolyOne		75,145		1,068
Rock-Tenn, Cl A (A)		7,438		516
Rockwood Holdings *		14,400		709
Schulman A		5,303		131
Solutia *		62,144		1,578
Stillwater Mining *		20,457		469
STR Holdings * (A)		27,350		525
Walter Energy		1,600		217
Wausau Paper		10,201		78
Westlake Chemical		6,500		365
Worthington Industries (A)		3,600		75
WR Grace *		67,631		2,590
Zep		2,100		36
				25,217
Telecommunication Services — 0.8%
Alaska Communications Systems Group (A)		18,200		194
Cogent Communications Group *		23,095		330
Global Crossing * (A)		20,671		288
SBA Communications, Cl A *		26,155		1,038
Shenandoah Telecommunications		4,300		78
USA Mobility		39,300		569
Vonage Holdings * (A)		202,300		922
				3,419
Total Common Stock (Cost $331,732) ($ Thousands)				446,000
	Number of Warrants
WARRANTS — 0.0%
Rentech
Expires 04/25/12 * (C)		19,400		—
Titanium Asset Management
Expires 06/21/11 * (C)		147,800		—
Total Warrants (Cost $—) ($Thousands)				—
AFFILIATED PARTNERSHIP — 28.5%
SEI Liquidity Fund, L.P., 0.200% ** †† (D)		132,260,747		129,129
Total Affiliated Partnership (Cost $132,261) ($ Thousands)				129,129

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.080%** ††		9,494,348	$	9,494
Total Cash Equivalent (Cost $9,494) ($ Thousands)				9,494
U.S. TREASURY OBLIGATIONS — 0.4%
U.S. Treasury Bills (F) (E)
0.175%, 06/30/11	$	897		897
0.150%, 06/16/11		716		716
Total U.S. Treasury Obligations (Cost $1,613) ($ Thousands)				1,613
Total Investments — 129.6% (Cost $475,100) ($ Thousands)			$	586,236

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		75		Jun-2011	$	291

For the period ended March 31, 2011, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on Net Assets of $452,501 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

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

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $128,837 ($ Thousands).

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

(C) Securities considered restricted. The total value of such securities as of March 31, 2011 was $307 ($ Thousands) and represented 0.07% of Net Assets.

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was 129,129 ($Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PIPE — Private Investment in Public Entity

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

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Small Cap Growth Fund

March 31, 2011

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	445,693	$	180	$	127	$	446,000
Cash Equivalent		9,494		—		—		9,494
U.S. Treasury Obligations		—		1,613		—		1,613
Affiliated Partnership		—		129,129		—		129,129
Warrants		—		—		—		—
Total Investments in Securities	$	445,187	$	130,922	$	127	$	586,236

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	291	$	—	$	—	$	291

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

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

	Common Stock
Beginning balance as of October 1, 2010	$	403
Accrued discounts/premiums		—
Realized gain/(loss)		—
Change in unrealized appreciation/(depreciation)		(276	)
Net purchases/sales		—
Net transfer in and/or out of Level 3		—
Ending balance as of March 31, 2011	$	127
Changes in unrealized gains (losses) included in earnings related to securities still held at reporting date	$	(276	)

For the six month ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

7 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.5%
Consumer Discretionary — 14.6%
1-800-FLOWERS.COM, Cl A *		3,876	$	13
Aeropostale * (A)		2,250		55
AFC Enterprises * (A)		30,297		458
American Axle & Manufacturing Holdings *		3,800		48
American Eagle Outfitters		54,462		865
American Greetings, Cl A (A)		18,000		425
Amerigon * (A)		3,300		50
Ameristar Casinos (A)		19,720		350
ANN * (A)		15,793		460
Apollo Group, Cl A *		11,793		492
Arbitron		800		32
Ascent Media, Cl A *		1,500		73
Autoliv (A)		7,400		549
Autonation * (A)		1,400		50
Bally Technologies * (A)		3,100		117
Belo, Cl A *		26,735		236
Big Lots *		28,950		1,257
Biglari Holdings *		90		38
BJ’s Restaurants * (A)		1,500		59
Blue Nile * (A)		950		51
Bon-Ton Stores (A)		100		2
BorgWarner * (A)		4,300		343
Boyd Gaming * (A)		3,600		34
Bridgepoint Education *		48,092		822
Brinker International		15,400		390
Brown Shoe (A)		2,700		33
Brunswick (A)		21,930		558
Buffalo Wild Wings *		7,600		414
Build-A-Bear Workshop * (A)		2,700		16
Cabela’s * (A)		8,400		210
Cablevision Systems, Cl A		12,050		417
Callaway Golf (A)		28,552		195
Capella Education * (A)		700		35
Carmax * (A)		3,100		100
Carter’s * (A)		2,200		63
Cato, Cl A (A)		9,700		238
CBS, Cl B		9,550		239
Central European Media Enterprises, Cl A *		700		15
Cheesecake Factory * (A)		12,770		384
Chico’s FAS (A)		51,635		769
Childrens Place Retail Stores * (A)		3,980		198
Chipotle Mexican Grill, Cl A *		1,200		327
Christopher & Banks (A)		2,500		16
Cinemark Holdings (A)		23,660		458
Coinstar *		11,367		522
Columbia Sportswear (A)		7,400		440
Cooper Tire & Rubber (A)		36,142		930
Cracker Barrel Old Country Store (A)		7,608		374
CROCS * (A)		22,450		400
Deckers Outdoor *		100		9
Dick’s Sporting Goods *		24,937		997
Dillard’s, Cl A (A)		3,400		136
DineEquity *		800		44
Dollar Tree *		2,700		150
Domino’s Pizza * (A)		26,335		485

Description	Shares		Market Value ($ Thousands)
Domino’s Pizza UK & IRL		53,591	$	368
DR Horton		4,800		56
DreamWorks Animation SKG, Cl A *		600		17
DSW, Cl A * (A)		10,300		412
Eastman Kodak * (A)		10,950		35
Estacio Participacoes		32,060		527
Ethan Allen Interiors (A)		12,208		267
Expedia		17,151		389
Express		23,520		460
Foot Locker (A)		2,900		57
Fortune Brands		648		40
Fossil *		6,100		571
GameStop, Cl A *		13,051		294
Gannett		14,400		219
Gap (A)		17,872		405
Gaylord Entertainment *		33,311		1,155
Genesco * (A)		8,000		322
Gentex		13,511		409
Goodyear Tire & Rubber *		6,100		91
Group 1 Automotive (A)		1,200		51
Guess?		7,792		307
Hanesbrands *		29,640		801
Harley-Davidson		15,568		662
Harman International Industries		14,014		656
Harte-Hanks		1,800		21
Helen of Troy *		2,400		70
hhgregg * (A)		15,749		211
HOT Topic		6,800		39
Hyatt Hotels, Cl A *		13,417		577
Iconix Brand Group * (A)		1,300		28
Insight Enterprises * (A)		18,607		317
Intercontinental Hotels Group ADR (A)		19,950		414
International Game Technology		24,054		390
International Speedway, Cl A		8,127		242
Interpublic Group		113,232		1,423
Isle of Capri Casinos *		3,300		31
ITT Educational Services * (A)		700		51
Jakks Pacific *		12,500		242
Jarden		2,100		75
Jones Group		42,622		586
Journal Communications, Cl A * (A)		39,400		236
K12 * (A)		1,000		34
KB Home (A)		5,300		66
Kenneth Cole Productions, Cl A *		1,600		21
Kirkland’s *		13,370		206
Lamar Advertising, Cl A * (A)		1,300		48
Las Vegas Sands *		3,893		164
Leggett & Platt		2,000		49
Lennar, Cl A (A)		2,600		47
Liberty Media - Capital, Ser A *		700		52
Life Time Fitness * (A)		800		30
Limited Brands		400		13
Lincoln Educational Services		10,300		164
Live Nation *		59,416		594
LKQ *		33,649		811
Lodgenet Entertainment * (A)		7,900		29
Lululemon Athletica * (A)		2,200		196

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Lumber Liquidators Holdings * (A)		14,480	$	362
Marriott International, Cl A		5,600		199
Men’s Wearhouse (A)		9,946		269
Meredith (A)		8,400		285
Meritage Homes *		1,800		43
Modine Manufacturing * (A)		2,100		34
Mohawk Industries *		5,100		312
Morningstar (A)		300		18
National CineMedia		48,013		896
National Presto Industries		100		11
NetFlix * (A)		3,150		748
New York Times, Cl A *		4,800		46
Newell Rubbermaid		12,800		245
NVR *		100		76
Orient-Express Hotels, Cl A * (A)		5,400		67
Overstock.com *		1,368		21
Pacific Sunwear of California *		57,720		208
Panera Bread, Cl A * (A)		700		89
Penn National Gaming *		8,734		324
Penske Auto Group * (A)		1,800		36
PEP Boys-Manny Moe & Jack (A)		30,523		388
PetSmart		500		20
PF Chang’s China Bistro (A)		400		19
Phillips-Van Heusen		15,247		991
Pinnacle Entertainment *		18,430		251
Polaris Industries		11,253		979
Polo Ralph Lauren		900		111
Pre-Paid Legal Services * (A)		6,200		409
RadioShack		17,600		264
Red Robin Gourmet Burgers *		800		22
Regal Entertainment Group, Cl A		2,700		36
Regis (A)		8,759		155
Ross Stores		900		64
Royal Caribbean Cruises *		1,600		66
Ruby Tuesday * (A)		24,600		323
Ryland Group (A)		9,510		151
Sauer-Danfoss * (A)		6,100		311
Scholastic (A)		2,700		73
Scientific Games, Cl A *		119,846		1,047
Scripps Networks Interactive, Cl A		2,040		102
Sealy * (A)		5,500		14
Service International		6,700		74
Shutterfly * (A)		9,100		476
Signet Jewelers * (A)		3,000		138
Sinclair Broadcast Group, Cl A		21,800		273
Sirius XM Radio * (A)		43,100		72
Sotheby’s (A)		1,400		74
Stage Stores (A)		24,401		469
Stamps.com		606		8
Standard-Pacific *		4,600		17
Staples		1,000		19
Starwood Hotels & Resorts Worldwide		3,550		206
Stewart Enterprises, Cl A (A)		2,900		22
Strayer Education (A)		200		26
Talbots * (A)		33,064		200
Tempur-Pedic International * (A)		31,180		1,580
Tenneco * (A)		5,250		223

Description	Shares		Market Value ($ Thousands)
Thor Industries		14,480	$	483
Timberland, Cl A *		1,400		58
Titan International (A)		1,900		51
Ulta Salon Cosmetics & Fragrance * (A)		11,800		568
Under Armour, Cl A * (A)		8,080		550
Urban Outfitters *		11,347		339
WABCO Holdings *		5,779		356
Warnaco Group * (A)		2,460		141
Warner Music Group * (A)		5,700		39
Weight Watchers International		2,900		203
Whirlpool		5,900		504
WMS Industries *		18,527		655
Wolverine World Wide		700		26
World Wrestling Entertainment, Cl A (A)		900		11
Wyndham Worldwide		4,300		137
				50,572
Consumer Staples — 3.2%
BJ’s Wholesale Club *		600		29
Boston Beer, Cl A * (A)		800		74
Cal-Maine Foods (A)		7,000		206
Casey’s General Stores (A)		7,112		278
Central European Distribution *		1,200		14
Central Garden and Pet *		13,519		119
Central Garden and Pet, Cl A * (A)		20,550		189
Chiquita Brands International * (A)		6,300		97
Church & Dwight		1,600		127
ConAgra Foods		19,828		471
Constellation Brands, Cl A *		21,482		436
Corn Products International		10,421		540
Darling International * (A)		2,400		37
Diamond Foods (A)		9,300		519
Dole Food * (A)		13,795		188
Fresh Del Monte Produce (A)		10,000		261
Fresh Market * (A)		7,250		274
Green Mountain Coffee Roasters * (A)		21,960		1,419
Hansen Natural *		2,375		143
Herbalife		7,500		610
J&J Snack Foods (A)		5,525		260
Kroger		20,734		497
Lancaster Colony (A)		1,200		73
Mead Johnson Nutrition, Cl A		4,250		246
Molson Coors Brewing, Cl B		11,719		549
Nash Finch		2,160		82
Nu Skin Enterprises, Cl A		900		26
Omega Protein *		23,400		316
Pantry * (A)		16,069		238
Prestige Brands Holdings * (A)		21,629		248
Ralcorp Holdings *		1,000		68
Reddy Ice Holdings *		5,700		17
Ruddick (A)		889		34
Safeway		4,150		98
Schiff Nutrition International (A)		2,200		20
Seneca Foods, Cl A * (A)		6,519		195
Snyders-Lance (A)		800		16
Spartan Stores		20,485		303
Spectrum Brands Holdings * (A)		1,100		31

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
SUPERVALU (A)		17,700	$	158
SYSCO		15,711		435
TreeHouse Foods * (A)		1,800		102
United Natural Foods * (A)		9,050		406
Universal (A)		5,400		235
USANA Health Sciences * (A)		400		14
Vector Group (A)		3,045		53
Village Super Market, Cl A		800		23
Weis Markets (A)		5,100		206
Whole Foods Market		2,700		178
				11,158
Energy — 6.6%
Arch Coal		6,700		241
ATP Oil & Gas * (A)		1,700		31
Atwood Oceanics *		8,300		386
Berry Petroleum, Cl A		29,925		1,510
Bill Barrett * (A)		1,000		40
Brigham Exploration * (A)		18,957		705
Bristow Group *		700		33
Cabot Oil & Gas		11,400		604
CARBO Ceramics		1,150		162
Carrizo Oil & Gas * (A)		1,700		63
Cheniere Energy * (A)		491		4
Clean Energy Fuels * (A)		6,400		105
Complete Production Services *		14,150		450
Concho Resources *		500		54
Contango Oil & Gas * (A)		500		32
Core Laboratories (A)		2,450		250
Crosstex Energy		2,569		25
CVR Energy * (A)		2,800		65
Denbury Resources *		2,748		67
Dresser-Rand Group *		5,840		313
Dril-Quip * (A)		5,600		443
Energy XXI Bermuda * (A)		5,159		176
EQT		9,126		455
EXCO Resources		1,800		37
Exterran Holdings * (A)		12,194		289
FMC Technologies *		1,800		170
Forest Oil *		11,770		445
Frontier Oil		2,450		72
Frontline (A)		13,059		323
General Maritime (A)		34,800		71
Global Industries *		37,800		370
Golar LNG (A)		3,750		96
Goodrich Petroleum * (A)		27,274		606
Green Plains Renewable Energy *		250		3
Gulfmark Offshore, Cl A *		8,700		387
Helix Energy Solutions Group * (A)		1,800		31
Helmerich & Payne		1,300		89
Hess		1,100		94
Holly		4,850		295
Hornbeck Offshore Services * (A)		17,890		552
International Coal Group * (A)		11,600		131
ION Geophysical * (A)		34,150		433
Key Energy Services * (A)		59,668		928
Magnum Hunter Resources *		37,290		320
Massey Energy		1,050		72
McMoRan Exploration *		5,950		105

Description	Shares		Market Value ($ Thousands)
Mitcham Industries *		3,000	$	41
Murphy Oil		7,690		565
Nabors Industries *		18,481		562
National Oilwell Varco		1,800		143
Newfield Exploration *		6,593		501
Newpark Resources * (A)		2,700		21
Nordic American Tanker Shipping, Cl US (A)		10,834		269
Northern Oil And Gas * (A)		9,635		257
Oceaneering International *		1,000		90
Oil States International * (A)		1,150		88
Patterson-UTI Energy		8,850		260
Peabody Energy		1,500		108
PetroHawk Energy *		2,800		69
Petroquest Energy * (A)		4,900		46
Pioneer Natural Resources (A)		4,410		449
Quicksilver Resources *		3,900		56
Range Resources (A)		8,045		470
Rosetta Resources * (A)		12,300		585
Rowan *		800		35
SandRidge Energy * (A)		10,700		137
SEACOR Holdings		1,700		157
Ship Finance International (A)		8,429		175
SM Energy (A)		7,190		533
Southwestern Energy *		1,000		43
Spectra Energy		16,561		450
Stone Energy * (A)		7,700		257
Sunoco		800		36
Superior Energy Services *		1,300		53
Swift Energy * (A)		11,735		501
Tesoro *		31,400		842
Tidewater		11,291		676
Ultra Petroleum *		900		44
USEC *		56,525		249
Venoco *		1,500		26
W&T Offshore		19,400		442
Western Refining * (A)		16,500		280
Whiting Petroleum *		12,240		899
Willbros Group * (A)		1,500		17
World Fuel Services (A)		11,300		459
				23,024
Financials — 15.9%
1st Source		2,900		58
Acadia Realty Trust †		1,500		28
Advance America Cash Advance Centers (A)		39,200		208
Affiliated Managers Group *		500		55
Alexander’s †		100		41
Alexandria Real Estate Equities † (A)		400		31
Allied World Assurance Holdings		8,439		529
Altisource Portfolio Solutions *		1,400		43
AMB Property †		2,100		76
American Campus Communities † (A)		1,000		33
American Capital *		24,675		244
American Capital Agency † (A)		8,067		235
American Equity Investment Life Holding (A)		10,800		142

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
American Financial Group		16,700	$	585
American National Insurance		700		55
Ameriprise Financial		7,843		479
Anworth Mortgage Asset †		24,200		172
Apartment Investment & Management, Cl A †		1,800		46
Arch Capital Group *		300		30
Ares Capital		13,829		234
Argo Group International Holdings		600		20
Arlington Asset Investment, Cl A		400		12
Artio Global Investors, Cl A (A)		7,700		124
Aspen Insurance Holdings		8,500		234
Associated Banc-Corp		20,925		311
Assured Guaranty (A)		2,600		39
Astoria Financial (A)		5,220		75
Axis Capital Holdings		900		31
Banco Latinoamericano de Exportaciones, Cl E (A)		20,200		353
Bancorpsouth (A)		17,694		273
Bank of Hawaii		900		43
Berkshire Hills Bancorp		11,590		242
BGC Partners, Cl A (A)		40,700		378
BioMed Realty Trust †		18,330		349
BlackRock Kelso Capital (A)		2,400		24
BofI Holding *		50		1
Boston Private Financial Holdings		18,134		128
Boston Properties † (A)		4,655		442
Brandywine Realty Trust †		46,205		561
BRE Properties, Cl A †		1,000		47
Calamos Asset Management, Cl A (A)		2,089		35
Camden Property Trust † (A)		600		34
Capstead Mortgage † (A)		25,075		320
Cardinal Financial (A)		17,045		199
Cardtronics * (A)		2,085		42
Cathay General Bancorp (A)		2,100		36
CB Richard Ellis Group, Cl A *		23,070		616
CBL & Associates Properties † (A)		40,425		704
Centerstate Banks		1,126		8
Central Pacific Financial * (A)		665		14
Century Bancorp, Cl A (A)		2,700		72
Chemical Financial		2,950		59
Chimera Investment †		39,000		154
City National		600		34
CNA Financial		12,400		366
CNO Financial Group *		74,083		556
CoBiz Financial		15,978		111
Colonial Properties Trust †		4,500		87
Columbia Banking System		1,000		19
Comerica		13,495		496
Commerce Bancshares		1,527		62
CommonWealth REIT †		18,600		483
Community Bank System (A)		11,300		274
Cousins Properties † (A)		14,402		120
Credit Acceptance *		150		11
Cullen/Frost Bankers		1,650		97
CVB Financial (A)		26,839		250
DCT Industrial Trust †		9,100		51
Delphi Financial Group, Cl A		1,100		34

Description	Shares		Market Value ($ Thousands)
Developers Diversified Realty † (A)		2,300	$	32
Digital Realty Trust † (A)		300		17
Dime Community Bancshares (A)		1,700		25
Dollar Financial * (A)		3,300		68
Douglas Emmett †		1,400		26
Duke Realty †		4,500		63
DuPont Fabros Technology † (A)		11,215		272
E*Trade Financial *		17,000		266
Eagle Bancorp *		16,720		235
East West Bancorp		1,200		26
EastGroup Properties † (A)		2,100		92
Eaton Vance (A)		6,429		207
Education Realty Trust †		68,655		551
EMC Insurance Group (A)		2,070		51
Employers Holdings		39,640		819
Encore Capital Group * (A)		11,100		263
Endurance Specialty Holdings		23,528		1,149
Enstar Group *		400		40
Entertainment Properties Trust † (A)		1,000		47
Equity Lifestyle Properties †		800		46
Equity One † (A)		17,996		338
Erie Indemnity, Cl A		2,000		142
Essex Property Trust † (A)		400		50
Evercore Partners, Cl A		10,870		373
Everest Re Group		4,400		388
Excel Trust †		21,626		255
FBL Financial Group, Cl A (A)		2,700		83
Federal Agricultural Mortgage, Cl C (A)		7,400		141
Federal Realty Investment Trust †		500		41
Federated Investors, Cl B (A)		32,907		880
FelCor Lodging Trust * † (A)		6,100		37
Fifth Street Finance (A)		2,100		28
Fifth Third Bancorp		32,878		456
Financial Institutions		1,100		19
First BanCorp * (A)		1,660		8
First Financial Bancorp (A)		11,799		197
First Financial Holdings		1,000		11
First Horizon National		32,651		366
First Midwest Bancorp		20,189		238
First Niagara Financial Group		400		5
First Potomac Realty Trust †		15,075		237
FirstMerit (A)		29,180		498
Flagstone Reinsurance Holdings (A)		6,300		57
Flushing Financial		3,100		46
FNB (Pennsylvania) (A)		11,200		118
Franklin Street Properties † (A)		5,100		72
Fulton Financial		4,400		49
Gabelli Asset Management *		12		1
GAMCO Investors, Cl A		400		18
Getty Realty † (A)		3,100		71
GFI Group (A)		37,700		189
Global Indemnity, Cl A *		540		12
Green Dot, Cl A * (A)		4,440		191
Greenlight Capital Re *		1,000		28
Hancock Holding (A)		17,765		583
Hanover Insurance Group		18,832		852

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Harleysville Group (A)		600	$	20
Hatteras Financial †		3,700		104
Health Care † (A)		500		26
Healthcare Realty Trust †		1,000		23
Hercules Technology Growth Capital (A)		25,984		286
Hersha Hospitality Trust, Cl A † (A)		4,600		27
Highwoods Properties † (A)		7,840		275
Home Properties † (A)		2,705		160
Horace Mann Educators (A)		22,588		379
Hospitality Properties Trust †		28,700		664
Host Hotels & Resorts † (A)		26,735		471
Huntington Bancshares (A)		36,200		240
IBERIABANK (A)		5,366		323
Independent Bank (A)		800		22
Infinity Property & Casualty (A)		9,254		551
Inland Real Estate †		3,000		29
Investors Real Estate Trust †		1,800		17
Janus Capital Group (A)		1,700		21
Jones Lang LaSalle		1,004		100
Justice Holdings *		22,019		348
KBW (A)		900		24
Kennedy-Wilson Holdings *		300		3
Kilroy Realty † (A)		1,325		51
Kite Realty Group Trust †		3,700		20
Knight Capital Group, Cl A * (A)		4,200		56
LaSalle Hotel Properties † (A)		12,935		349
Lexington Realty Trust † (A)		62,267		582
Liberty Property Trust †		16,462		542
LTC Properties †		3,016		86
M&T Bank (A)		858		76
Macerich †		2,101		104
Maiden Holdings		700		5
MarketAxess Holdings (A)		13,843		335
MB Financial		1,000		21
MBIA * (A)		5,600		56
Meadowbrook Insurance Group (A)		63,412		656
Medical Properties Trust † (A)		5,500		64
Mercury General		500		20
MF Global Holdings * (A)		14,649		121
MFA Financial † (A)		135,652		1,112
Mid-America Apartment Communities † (A)		10,393		667
Montpelier Re Holdings (A)		15,200		269
Moody’s (A)		14,250		483
MSCI, Cl A *		2,550		94
NASB Financial		50		1
NASDAQ OMX Group *		100		3
National Financial Partners *		17,490		258
National Health Investors † (A)		800		38
National Penn Bancshares		36,582		283
National Retail Properties † (A)		12,850		336
National Western Life Insurance, Cl A		200		32
Nationwide Health Properties †		1,000		43
NBT Bancorp (A)		800		18
Netspend Holdings *		14,496		152
NewAlliance Bancshares (A)		9,600		143
Northfield Bancorp (A)		800		11
Ocwen Financial * (A)		4,200		46

Description	Shares		Market Value ($ Thousands)
Old National Bancorp (A)		28,005	$	300
Omega Healthcare Investors † (A)		5,100		114
One Liberty Properties †		140		2
OneBeacon Insurance Group, Cl A		1,300		18
Oppenheimer Holdings, Cl A		240		8
Oriental Financial Group		13,000		163
PacWest Bancorp (A)		15,805		344
Park National (A)		300		20
Parkway Properties † (A)		20,600		350
PartnerRe		9,204		729
Pennsylvania Real Estate Investment Trust † (A)		23,500		335
People’s United Financial		48,149		606
PHH * (A)		1,000		22
Platinum Underwriters Holdings (A)		15,465		589
Plum Creek Timber †		50		2
PMI Group *		100		—
Popular *		40,600		118
Portfolio Recovery Associates * (A)		400		34
Post Properties † (A)		1,200		47
PrivateBancorp, Cl A		8,400		129
ProAssurance * (A)		21,774		1,380
Prospect Capital (A)		2,612		32
Prosperity Bancshares		8,610		368
Protective Life		13,306		353
Provident Financial Services		1,900		28
Pzena Investment Management, Cl A (A)		5,500		39
Radian Group (A)		3,700		25
RAIT Financial Trust † (A)		42,000		103
Ramco-Gershenson Properties †		2,300		29
Raymond James Financial		12,871		492
Redwood Trust † (A)		13,392		208
Regency Centers † (A)		2,650		115
Regions Financial		31,400		228
Reinsurance Group of America, Cl A		13,473		846
Resource Capital † (A)		2,600		17
S&T Bancorp (A)		7,900		171
Safeguard Scientifics *		23,304		474
Sandy Spring Bancorp		14,712		272
Selective Insurance Group (A)		7,850		136
Senior Housing Properties Trust †		5,150		119
Signature Bank NY * (A)		3,062		173
SL Green Realty †		700		53
Solar Capital		3,900		93
Sovran Self Storage †		3,550		140
StanCorp Financial Group		11,800		544
Sterling Bancshares		7,100		61
Stratus Properties *		1,900		25
Sun Communities † (A)		1,400		50
Sunstone Hotel Investors * †		5,500		56
Susquehanna Bancshares (A)		12,441		116
SVB Financial Group * (A)		12,530		713
SWS Group		39,800		242
Synovus Financial (A)		144,099		346

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Tanger Factory Outlet Centers † (A)		2,000	$	53
Taubman Centers †		7,150		383
TCF Financial (A)		50,562		802
TD Ameritrade Holding		14,309		299
Teton Advisors, Cl A		6		—
TFS Financial		9,100		97
Tower Group (A)		2,500		60
TradeStation Group *		1,800		13
Transatlantic Holdings		600		29
Trustco Bank NY (A)		15,089		90
Trustmark (A)		900		21
UDR † (A)		1,400		34
Umpqua Holdings (A)		1,200		14
United Bankshares (A)		4,300		114
United Fire & Casualty (A)		4,000		81
Unitrin		16,500		510
Unum Group		42,556		1,117
U-Store-It Trust † (A)		3,500		37
Validus Holdings		8,900		297
Valley National Bancorp		6,105		85
Waddell & Reed Financial, Cl A		900		37
Walter Investment Management † (A)		2,657		43
Washington Federal		23,315		404
Washington Real Estate Investment Trust † (A)		700		22
Webster Financial		21,245		455
Weingarten Realty Investors † (A)		1,600		40
WesBanco (A)		12,800		265
Westamerica Bancorporation		18		1
Whitney Holding (A)		21,258		290
Willis Group Holdings		12,652		511
Wintrust Financial (A)		600		22
World Acceptance * (A)		800		52
WR Berkley		5,400		174
WSFS Financial		6,341		299
Zions Bancorporation (A)		47,930		1,105
				54,807
Health Care — 9.8%
Abaxis * (A)		1,600		46
Accelrys *		2,507		20
Accuray * (A)		1,900		17
Acorda Therapeutics *		26,641		618
Affymax * (A)		5,700		33
Affymetrix * (A)		4,300		22
Air Methods *		600		40
Alexion Pharmaceuticals *		6,050		597
Align Technology *		3,800		78
Allscripts Healthcare Solutions *		28,300		594
Amedisys * (A)		1,400		49
AMERIGROUP * (A)		1,275		82
AmerisourceBergen		12,580		498
Amsurg * (A)		15,096		384
Amylin Pharmaceuticals *		3,200		36
Analogic (A)		774		44
Ardea Biosciences *		4,119		118
ATHENAHEALTH INC * (A)		1,600		72
Auxilium Pharmaceuticals * (A)		33,495		719
Bio-Reference Labs *		1,000		22

Description	Shares		Market Value ($ Thousands)
Brookdale Senior Living, Cl A *		2,750	$	77
Bruker BioSciences *		7,600		158
Capital Senior Living *		3,600		38
Catalyst Health Solutions *		13,103		733
Celgene *		622		36
Centene *		1,500		49
Cephalon * (A)		6,700		508
Cerner * (A)		300		33
Charles River Laboratories International *		700		27
Chemed		3,314		221
Conmed *		6,975		183
Cooper (A)		8,185		568
Corvel *		193		10
Covance * (A)		7,350		402
Coventry Health Care *		31,350		1,000
Cubist Pharmaceuticals * (A)		2,000		51
Cyberonics * (A)		11,500		366
Dendreon *		1,100		41
Dentsply International		8,460		313
Dionex *		500		59
Edwards Lifesciences *		4,800		418
Emdeon, Cl A *		4,400		71
Emeritus * (A)		1,400		36
Endo Pharmaceuticals Holdings *		11,600		443
Enzon Pharmaceuticals * (A)		2,600		28
Exelixis * (A)		25,800		292
Express Scripts *		1,400		78
Forest Laboratories *		8,900		288
Gen-Probe *		19,180		1,273
Gentiva Health Services * (A)		700		20
Geron * (A)		8,900		45
Greatbatch *		9,315		246
Halozyme Therapeutics * (A)		2,500		17
Health Management Associates, Cl A *		28,739		313
Health Net *		13,863		453
Healthsouth * (A)		12,391		310
Healthspring * (A)		2,400		90
HeartWare International * (A)		4,951		423
Henry Schein *		200		14
Hill-Rom Holdings (A)		4,950		188
Hologic *		21,849		485
Humana		5,500		385
Idexx Laboratories * (A)		3,500		270
Illumina * (A)		1,000		70
Immucor *		1,950		39
Impax Laboratories *		11,790		300
Incyte * (A)		15,130		240
Invacare		8,857		276
Isis Pharmaceuticals * (A)		3,300		30
Jazz Pharmaceuticals *		4,000		127
Kindred Healthcare *		100		2
Kinetic Concepts * (A)		5,800		316
LHC Group * (A)		500		15
Life Technologies *		1,637		86
LifePoint Hospitals *		11,642		468
Lincare Holdings (A)		14,300		424
Magellan Health Services *		10,350		508
MannKind *		9,300		34
Mednax *		6,598		440

6
SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Meridian Bioscience		3,050	$	73
Merit Medical Systems *		2,500		49
Metropolitan Health Networks * (A)		64,900		307
Mettler Toledo International *		400		69
Momenta Pharmaceuticals * (A)		1,300		21
MWI Veterinary Supply *		2,700		218
Mylan Laboratories *		26,105		592
Myriad Genetics * (A)		2,200		44
Myriad Pharmaceuticals *		550		2
Nektar Therapeutics * (A)		9,700		92
Neogen * (A)		900		37
Neurocrine Biosciences * (A)		3,851		29
NuVasive * (A)		10,890		276
Obagi Medical Products * (A)		1,600		20
Omeros * (A)		200		2
Omnicare (A)		15,000		450
Omnicell * (A)		1,300		20
Onyx Pharmaceuticals * (A)		27,059		952
Orthofix International * (A)		600		19
Owens & Minor (A)		4,527		147
Par Pharmaceutical * (A)		7,070		220
Parexel International * (A)		16,180		403
Patterson (A)		25,066		807
PDL BioPharma (A)		54,950		319
PerkinElmer		17,291		454
Perrigo		9,810		780
Pharmaceutical Product Development		30,030		832
Pharmasset * (A)		4,150		327
PharMerica * (A)		32,100		367
Providence Service *		3,423		51
PSS World Medical * (A)		1,400		38
Quest Diagnostics		7,176		414
Regeneron Pharmaceuticals * (A)		10,540		474
RehabCare Group *		800		30
ResMed * (A)		1,200		36
Salix Pharmaceuticals * (A)		9,290		325
Sciclone Pharmaceuticals * (A)		41,200		166
Seattle Genetics * (A)		20,800		324
Select Medical Holdings * (A)		13,945		112
Sirona Dental Systems *		18,030		904
SXC Health Solutions *		11,880		651
Symmetry Medical *		1,500		15
Team Health Holdings *		3,200		56
Techne		61		4
Tenet Healthcare *		14,100		105
Theravance * (A)		1,400		34
Thermo Fisher Scientific *		1,600		89
Thoratec *		1,500		39
TomoTherapy * (A)		17,200		79
Triple-S Management, Cl B *		600		12
United Therapeutics * (A)		3,050		204
Universal Health Services, Cl B		700		35
US Physical Therapy		900		20
Valeant Pharmaceuticals International		17,712		882
Vertex Pharmaceuticals * (A)		6,950		333
Viropharma *		1,100		22
Volcano * (A)		17,220		441
Waters *		225		20

Description	Shares		Market Value ($ Thousands)
Watson Pharmaceuticals *		5,300	$	297
WellCare Health Plans * (A)		15,600		654
Zoll Medical *		10,600		475
				33,792
Industrials — 17.4%
AAON		1,500		49
AAR * (A)		3,930		109
ABM Industries (A)		300		8
Acacia Research - Acacia Technologies *		745		25
ACCO Brands * (A)		32,645		311
Actuant, Cl A		5,450		158
Acuity Brands (A)		500		29
Advisory Board * (A)		12,060		621
Aecom Technology *		24,250		672
AerCap Holdings *		5,570		70
AGCO *		9,750		536
Aircastle (A)		14,073		170
Airtran Holdings * (A)		2,900		21
Albany International, Cl A (A)		2,000		50
Alexander & Baldwin		6,445		294
Alliant Techsystems (A)		2,838		201
Altra Holdings * (A)		1,768		42
American Reprographics *		700		7
American Science & Engineering		350		32
American Superconductor * (A)		5,500		137
Ameron International		3,475		242
Ametek		425		19
Ampco-Pittsburgh (A)		8,000		221
AMR *		4,000		26
AO Smith (A)		7,700		341
Arkansas Best (A)		900		23
Atlas Air Worldwide Holdings *		14,134		985
Avery Dennison		11,806		495
Barnes Group (A)		1,100		23
BE Aerospace *		17,139		609
Beacon Roofing Supply *		3,300		68
Belden (A)		17,892		672
Blount International *		3,242		52
BlueLinx Holdings *		240		1
Brady, Cl A (A)		7,818		279
Briggs & Stratton (A)		39,964		905
Brink’s		4,400		146
Bucyrus International, Cl A		2,750		251
C.H. Robinson Worldwide (A)		344		25
CAE		50		2
Carlisle		600		27
Cenveo *		5,785		38
Chart Industries *		3,250		179
Chicago Bridge & Iron		650		26
Cintas		19,293		584
Clean Harbors * (A)		7,442		734
CNH Global		1,960		95
Coleman Cable *		906		8
Colfax * (A)		7,500		172
Columbus McKinnon *		2,399		44
Commercial Vehicle Group *		18,500		330
Consolidated Graphics *		200		11
Con-way		11,340		446
Copa Holdings, Cl A		9,020		476

7 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Corporate Executive Board		23,233	$	938
Corrections Corp of America *		22,975		561
CoStar Group * (A)		1,100		69
Courier (A)		5,852		82
Crane		8,600		417
Cubic		4,970		286
Cummins		2,000		219
Delta Air Lines *		18,060		177
Deluxe (A)		11,400		303
DigitalGlobe * (A)		12,810		359
Dollar Thrifty Automotive Group *		3,000		200
Dover		7,803		513
EMCOR Group * (A)		23,760		736
Encore Wire		550		13
Energy Conversion Devices * (A)		9,900		22
EnergySolutions (A)		3,600		21
EnerNOC * (A)		5,150		98
Ennis (A)		2,200		37
EnPro Industries * (A)		9,700		352
ESCO Technologies		7,875		300
Esterline Technologies *		6,423		454
Flowserve		4,671		602
Fluor		6,504		479
Forward Air (A)		1,000		31
Foster Wheeler *		8,160		307
Franklin Electric (A)		500		23
G&K Services		25,062		833
Gardner Denver		15,285		1,193
GATX		2,300		89
General Cable * (A)		17,000		736
Geo Group * (A)		16,450		422
GeoEye * (A)		700		29
Global Defense Technology & Systems *		7,533		182
Goodrich		1,600		137
Gorman-Rupp (A)		1,489		59
Graco		2,650		121
GrafTech International * (A)		2,200		45
Granite Construction (A)		1,500		42
Greenbrier * (A)		946		27
Griffon *		3,638		48
Harsco		3,200		113
Hawaiian Holdings *		31,400		189
Heico		400		25
Heidrick & Struggles International (A)		700		19
Herman Miller		1,500		41
Hertz Global Holdings * (A)		52,250		817
Hexcel * (A)		3,450		68
Higher One Holdings * (A)		700		10
HNI (A)		1,400		44
ICF International *		200		4
IDEX		5,506		240
IHS, Cl A *		6,599		586
Innerworkings *		148		1
Insituform Technologies, Cl A *		2,650		71
Insperity (A)		300		9
Interface, Cl A (A)		29,745		550
Interline Brands *		1,300		27
International Shipholding (A)		5,600		140
JB Hunt Transport Services		18,150		824

Description	Shares		Market Value ($ Thousands)
John Bean Technologies (A)		1,377	$	26
Joy Global		1,800		178
Kadant * (A)		21,466		562
Kaman		2,057		72
Kansas City Southern *		10,350		564
KAR Auction Services *		1,677		26
Kaydon (A)		20,519		804
KBR		9,300		351
Kelly Services, Cl A *		2,200		48
Kennametal		21,623		843
Kirby *		1,100		63
Korn/Ferry International *		1,200		27
Layne Christensen *		1,000		34
LB Foster, Cl A (A)		6,807		293
Lennox International (A)		2,400		126
Lincoln Electric Holdings		2,555		194
Localiza Rent a Car		30,040		480
LSI Industries		229		2
M&F Worldwide * (A)		550		14
Manitowoc		13,600		298
Manpower		12,599		792
Masco		27,994		390
MasTec * (A)		7,600		158
Meritor * (A)		41,770		709
Metalico * (A)		2,800		17
Michael Baker *		100		3
Middleby * (A)		500		47
Miller Industries		920		15
Mine Safety Appliances (A)		4,300		158
Mistras Group * (A)		479		8
Moog, Cl A *		2,300		106
Mueller Industries (A)		1,611		59
NACCO Industries, Cl A (A)		400		44
Navigant Consulting *		500		5
Navistar International *		22,213		1,540
NCI Building Systems * (A)		3,160		40
Nordson		1,650		190
Northwest Pipe *		200		5
Old Dominion Freight Line * (A)		17,310		607
Orbital Sciences * (A)		4,400		83
Orion Marine Group * (A)		19,270		207
Oshkosh Truck *		16,343		578
Pall		2,300		133
Park-Ohio Holdings * (A)		2,900		60
Pentair		500		19
Pitney Bowes (A)		17,724		455
PowerSecure International * (A)		750		7
Quanex Building Products		13,380		263
Quanta Services *		20,756		465
Regal-Beloit		5,400		399
Republic Services		16,080		483
Resources Connection		33,781		655
Ritchie Bros. Auctioneers		9,544		269
Robbins & Myers		8,325		383
Robert Half International		1,400		43
Roper Industries		5,150		445
RR Donnelley & Sons		15,000		284
RSC Holdings * (A)		25,440		366
Rush Enterprises, Cl A *		5,580		111
Ryder System		10,200		516
School Specialty * (A)		16,060		230
Sensata Technologies Holding *		12,300		427

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Shaw Group *		7,050	$	250
Skywest (A)		11,800		200
Spirit Aerosystems Holdings, Cl A *		15,378		395
Standard Parking * (A)		821		15
Standex International (A)		9,300		352
Steelcase, Cl A		24,800		282
Stericycle *		1,000		89
Sterling Construction *		577		10
Sun Hydraulics (A)		400		17
SYKES Enterprises *		57,926		1,145
TAL International Group (A)		17,755		644
Teledyne Technologies *		11,856		613
Teleflex (A)		16,006		928
Tennant (A)		641		27
Terex * (A)		8,858		328
Tetra Tech *		16,613		410
Thomas & Betts *		1,000		60
Timken		17,896		936
Titan Machinery * (A)		4,223		107
Towers Watson, Cl A		17,075		947
Trex * (A)		14,221		464
Triumph Group (A)		4,276		378
TrueBlue * (A)		43,690		734
Tutor Perini (A)		12,709		310
Tyco International		3,723		167
United Continental Holdings * (A)		20,971		482
United Rentals * (A)		25,460		847
United Stationers (A)		7,325		520
Universal Forest Products		3,400		125
URS *		9,189		423
US Ecology		111		2
USG * (A)		1,100		18
UTI Worldwide		15,393		312
Verisk Analytics, Cl A *		4,050		133
Vicor (A)		2,300		38
Vitran *		21,400		302
VSE		100		3
Wabtec		1,800		122
Watsco (A)		5,300		369
Watts Water Technologies, Cl A (A)		6,952		265
Werner Enterprises		17,410		461
WESCO International *		24,373		1,523
Woodward		600		21
				59,990
Information Technology — 18.4%
AAC Acoustic Technologies
Holdings		126,340		341
Acme Packet * (A)		6,780		481
Adobe Systems *		15,166		503
Adtran (A)		16,380		696
Advanced Analogic Technologies * (A)		3,400		13
Advanced Energy Industries * (A)		1,400		23
Advanced Micro Devices *		7,300		63
Advent Software * (A)		1,000		29
Agilysys *		2,874		17

Description	Shares		Market Value ($ Thousands)
Akamai Technologies *		3,700	$	141
Alliance Data Systems * (A)		16,454		1,413
Amkor Technology * (A)		11,550		78
Analog Devices		13,121		517
Ancestry.com *		9,140		324
Anixter International (A)		7,153		500
Ansys *		16,700		905
Applied Micro Circuits * (A)		35,370		367
Ariba *		17,320		591
Arris Group * (A)		7,200		92
Arrow Electronics *		1,900		80
Aruba Networks * (A)		13,040		441
Aspen Technology *		1,750		26
Atheros Communications *		2,200		98
ATMI *		800		15
Avid Technology *		15,212		339
Avnet *		8,300		283
AVX		3,900		58
Benchmark Electronics *		12,100		230
Black Box (A)		5,800		204
Blackbaud (A)		3,648		99
Blackboard * (A)		12,940		469
Blue Coat Systems *		13,957		393
BMC Software *		1,700		85
Booz Allen Hamilton Holding, Cl A *		13,801		249
Brightpoint * (A)		30,833		334
Broadridge Financial Solutions		1,700		39
BroadSoft *		9,210		439
Brocade Communications Systems *		150,023		923
CACI International, Cl A * (A)		7,027		431
Cadence Design Systems * (A)		68,277		666
Cavium Networks * (A)		19,816		890
CDC, Cl A * (A)		2,186		6
Checkpoint Systems *		5,727		129
Ciena * (A)		1,200		31
Cognex (A)		4,400		124
Cognizant Technology Solutions, Cl A *		1,800		147
Cogo Group *		2,650		21
Coherent *		9,389		546
CommVault Systems *		8,050		321
Computer Sciences		6,900		336
Comtech Telecommunications (A)		9,974		271
Comverge * (A)		2,600		12
Concur Technologies * (A)		9,240		512
Constant Contact * (A)		2,400		84
Convergys * (A)		27,500		395
CoreLogic		4,400		81
Cray *		426		3
Cree *		1,200		55
CSG Systems International *		18,434		368
CTS (A)		25,601		277
Cymer *		10,305		583
Cypress Semiconductor *		26,360		511
Daktronics		3,450		37
DealerTrack Holdings *		1,100		25
Deltek * (A)		4,687		36
Demand Media * (A)		15,170		357
DG FastChannel * (A)		800		26

9 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Dice Holdings * (A)		29,910	$	452
Diebold		9,855		350
Digital River * (A)		21,121		791
Diodes *		1,800		61
Dolby Laboratories, Cl A *		6,932		341
DST Systems		3,800		201
Earthlink (A)		48,460		379
Echo Global Logistics * (A)		1,204		16
EchoStar, Cl A *		4,350		165
Electronics for Imaging *		5,540		82
Emulex * (A)		36,767		392
Epicor Software *		2,707		30
Equinix *		500		46
Euronet Worldwide *		15,887		307
Evergreen Solar * (A)		1,950		3
F5 Networks *		4,350		446
Factset Research Systems		300		31
Fair Isaac (A)		800		25
Fairchild Semiconductor International *		30,900		562
Fidelity National Information Services		1,180		39
Finisar * (A)		11,610		286
FleetCor Technologies *		14,700		480
Flir Systems		2,400		83
Formfactor * (A)		1,600		17
Forrester Research (A)		11,100		425
Fortinet *		5,160		227
Gartner *		16,267		678
Genpact *		1,200		17
Global Payments		500		24
GSI Commerce * (A)		74,954		2,194
Harris		11,700		580
Heartland Payment Systems (A)		12,110		212
hiSoft Technology International ADR *		11,600		217
Hittite Microwave * (A)		500		32
Hughes Communications *		1,600		95
IAC *		1,300		40
iGate		950		18
Informatica *		2,900		151
Ingram Micro, Cl A *		6,050		127
Integrated Device Technology *		45,580		336
InterDigital (A)		1,000		48
Intermec * (A)		20,603		222
International Rectifier *		1,600		53
Intersil, Cl A		9,022		112
Itron *		3,299		186
Ixia * (A)		12,230		194
j2 Global Communications *		11,775		347
JA Solar Holdings ADR *		40,067		280
Jabil Circuit		54,060		1,104
JDS Uniphase *		15,970		333
L-1 Identity Solutions, Cl 1 * (A)		2,100		25
Lawson Software * (A)		26,789		324
Lender Processing Services		3,100		100
Lexmark International, Cl A *		11,350		420
Limelight Networks * (A)		3,000		21
Littelfuse (A)		5,169		295
LivePerson *		14,308		181
LogMein * (A)		2,550		107
LoopNet * (A)		1,700		24

Description	Shares		Market Value ($ Thousands)
Loral Space & Communications *		800	$	62
LSI Logic *		5,300		36
Mantech International, Cl A *		900		38
Measurement Specialties * (A)		2,900		99
MEMC Electronic Materials *		1,950		25
Mentor Graphics * (A)		2,400		35
Methode Electronics (A)		10,717		129
Micrel		7,100		96
Micros Systems *		9,987		494
Microsemi * (A)		60,572		1,254
Molex (A)		24,850		624
Monolithic Power Systems * (A)		3,928		56
Monster Worldwide *		17,313		275
Motorola Solutions *		2,500		112
Move * (A)		12,257		29
MTS Systems		1,569		71
Multi-Fineline Electronix *		500		14
Nanometrics *		200		4
National Instruments		18,347		601
Netgear * (A)		1,800		58
NetSuite * (A)		1,650		48
Network Engines *		1,550		3
NeuStar, Cl A *		1,000		26
Novell *		6,500		39
Novellus Systems *		1,600		59
Omnivision Technologies * (A)		2,450		87
OpenTable * (A)		2,900		308
Parametric Technology * (A)		47,135		1,060
Pegasystems (A)		11,040		419
Photronics * (A)		7,834		70
Plantronics (A)		1,100		40
PMC - Sierra *		128,873		967
Polycom * (A)		19,790		1,026
Power Integrations (A)		10,950		420
Power-One * (A)		3,350		29
Pulse Electronics (A)		19,700		119
QLIK Technologies *		600		16
QLogic *		1,200		22
Quality Systems		9,607		801
Quest Software *		8,610		219
QuinStreet * (A)		22,100		502
Radisys * (A)		4,840		42
Rambus * (A)		11,300		224
RealD * (A)		13,920		381
RealNetworks * (A)		11,200		42
RealPage * (A)		12,780		354
Red Hat *		1,700		77
RF Micro Devices *		6,100		39
Riverbed Technology * (A)		2,000		75
Rofin-Sinar Technologies * (A)		12,000		474
Rovi * (A)		724		39
S1 *		3,900	��	26
SAIC *		34,200		579
Salesforce.com * (A)		400		53
Sanmina-SCI *		6,002		67
Sapient *		41,176		471
SAVVIS *		2,475		92
Scansource *		2,750		105
Semtech * (A)		3,100		78
Silicon Graphics International * (A)		2,400		51

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Silicon Laboratories *		2,950	$	127
Skyworks Solutions * (A)		23,560		764
SolarWinds * (A)		26,000		610
Solera Holdings		2,000		102
STEC * (A)		10,150		204
SuccessFactors * (A)		20,440		799
SunPower, Cl A * (A)		5,400		93
Supertex * (A)		900		20
Symantec *		22,866		424
Synaptics * (A)		4,050		110
SYNNEX * (A)		4,018		132
Synopsys *		34,148		944
Syntel (A)		15,900		830
Take-Two Interactive Software * (A)		2,400		37
Taleo, Cl A *		3,392		121
Tech Data *		17,215		876
Tekelec *		3,400		28
Tellabs		7,100		37
Teradata *		3,650		185
Teradyne * (A)		4,032		72
Tessera Technologies *		1,500		27
TIBCO Software * (A)		36,950		1,007
TiVo *		39,424		345
TNS * (A)		13,970		217
Totvs		17,850		342
Travelzoo *		491		33
Trimble Navigation *		4,900		248
TTM Technologies * (A)		1,950		35
Ultimate Software Group * (A)		800		47
Ultra Clean Holdings *		19,255		199
Unisys * (A)		5,423		169
United Online (A)		50,530		319
Valueclick * (A)		13,822		200
Varian Semiconductor Equipment Associates *		13,125		639
Vasco Data Security International * (A)		1,000		14
Veeco Instruments * (A)		5,250		267
Velti * (A)		34,460		434
VeriSign		500		18
Viasat * (A)		1,100		44
Virtusa * (A)		1,600		30
Vishay Intertechnology * (A)		36,900		655
Vishay Precision Group *		1,484		23
VistaPrint *		21,597		1,121
WebMD Health, Cl A * (A)		1,721		92
Western Digital *		15,900		593
Wright Express * (A)		21,175		1,098
Xyratex * (A)		24,773		277
Zebra Technologies, Cl A *		10,333		405
				63,587
Materials — 5.6%
Airgas		800		53
AK Steel Holding (A)		7,300		115
Albemarle		4,500		269
Alcoa		20,021		353
Allegheny Technologies (A)		8,296		562
Alpha Natural Resources * (A)		9,900		588
AMCOL International (A)		1,500		54
Aptargroup		5,061		254

Description	Shares		Market Value ($ Thousands)
Ashland		2,600	$	150
Ball		6,000		215
Bemis		11,994		394
Boise (A)		37,800		346
Cabot		4,420		205
Celanese, Ser A		10,713		475
Century Aluminum *		5,100		95
Clearwater Paper *		400		33
Coeur d’Alene Mines *		3,300		115
Compass Minerals International		1,100		103
Contango ORE *		50		1
Crown Holdings * (A)		4,800		185
Cytec Industries		9,927		540
Eagle Materials		700		21
Eastman Chemical		6,900		685
Ferro *		2,550		42
FMC		1,800		153
Georgia Gulf *		2,350		87
Glatfelter (A)		1,700		23
Globe Specialty Metals		5,200		118
Graham Packaging * (A)		7,171		125
Greif, Cl A		1,550		101
H.B. Fuller (A)		7,800		168
Horsehead Holding * (A)		2,100		36
Huntsman		37,829		658
Innophos Holdings		16,579		765
Intrepid Potash *		5,550		193
James River Coal * (A)		11,500		278
Kaiser Aluminum (A)		3,500		172
KMG Chemicals (A)		400		8
Koppers Holdings (A)		3,847		164
LSB Industries * (A)		9,800		389
Lubrizol		5,300		710
Metals USA Holdings * (A)		2,641		43
Methanex (A)		17,040		532
Minerals Technologies		4,804		329
Mosaic		400		32
Nalco Holding		11,000		300
Neenah Paper (A)		6,342		139
NewMarket (A)		792		125
Nucor		10,848		499
Olin (A)		2,550		58
OM Group * (A)		9,200		336
Owens-Illinois *		17,680		534
Packaging Corp of America		24,978		722
PolyOne (A)		64,925		923
Reliance Steel & Aluminum		800		46
Rock-Tenn, Cl A (A)		300		21
Royal Gold		1,350		71
RPM International		900		21
RTI International Metals * (A)		20,078		626
Schnitzer Steel Industries, Cl A		2,550		166
Schulman A (A)		13,472		333
Schweitzer-Mauduit International (A)		7,729		391
Scotts Miracle-Gro, Cl A		1,500		87
Sensient Technologies (A)		12,435		446
Silgan Holdings (A)		13,280		506
Solutia * (A)		23,533		598
Spartech * (A)		3,077		22
Stillwater Mining * (A)		11,900		273
STR Holdings * (A)		12,700		244

11 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Temple-Inland		6,000	$	140
Texas Industries (A)		600		27
Thompson Creek Metals * (A)		4,000		50
Titanium Metals *		300		6
Walter Energy		2,100		284
Westlake Chemical (A)		1,715		96
Worthington Industries (A)		3,000		63
WR Grace * (A)		5,800		222
Zep		300		5
				19,317
Telecommunication Services — 1.4%
AboveNet		400		26
Alaska Communications Systems Group (A)		13,220		141
American Tower, Cl A *		1,015		53
Cincinnati Bell *		4,400		12
Cogent Communications Group * (A)		3,986		57
Consolidated Communications Holdings (A)		1,600		30
Frontier Communications		5,100		42
General Communication, Cl A *		5,600		61
Global Crossing * (A)		4,300		60
MetroPCS Communications *		54,814		890
Neutral Tandem *		2,400		35
NII Holdings * (A)		50,073		2,086
PAETEC Holding * (A)		6,400		21
Price Communication *		3,800		—
Qwest Communications International		11,800		81
SBA Communications, Cl A *		25,422		1,009
tw telecom, Cl A * (A)		2,600		50
USA Mobility (A)		15,500		224
				4,878
Utilities — 3.6%
AGL Resources		31,422		1,252
American States Water (A)		1,700		61
American Water Works		446		12
Avista (A)		16,100		372
Black Hills		2,735		92
CH Energy Group (A)		1,000		51
Chesapeake Utilities		6,976		290
Cleco (A)		11,450		393
CMS Energy (A)		32,100		630
Consolidated Edison		173		9
Constellation Energy Group		21,275		662
DPL		10,600		291
Dynegy, Cl A * (A)		15,000		85
Edison International		9,184		336
El Paso Electric		4,700		143
Empire District Electric (A)		4,603		100
Energen		2,800		177
GenOn Energy *		44,400		169
Great Plains Energy (A)		60,174		1,205
Hawaiian Electric Industries		7,180		178
Idacorp (A)		3,157		120
ITC Holdings		2,428		170
Laclede Group (A)		2,600		99
MDU Resources Group		20,000		459

Description	Shares		Market Value ($ Thousands)
MGE Energy (A)		1,600	$	65
New Jersey Resources (A)		750		32
Northeast Utilities		4,000		138
Northwest Natural Gas (A)		400		19
NorthWestern		900		27
NRG Energy *		2,400		52
Oneok		600		40
Pepco Holdings (A)		2,200		41
Pinnacle West Capital		5,500		235
PNM Resources (A)		1,700		25
Portland General Electric (A)		72,172		1,715
SCANA		12,159		479
Sempra Energy		1,600		86
South Jersey Industries (A)		2,823		158
Southern Union		600		17
TECO Energy		18,923		355
UGI		4,300		142
UIL Holdings (A)		10,445		319
Westar Energy		5,472		145
WGL Holdings		8,310		324
Wisconsin Energy		3,800		116
Xcel Energy		18,831		450
				12,336
Total Common Stock (Cost $246,369) ($ Thousands)				333,461
EXCHANGE TRADED FUND — 0.1%
iShares Russell 2000 Index Fund		4,244		357
Total Exchange Traded Fund (Cost $340) ($ Thousands)				357
CLOSED-END FUND — 0.0%
Financials — 0.0%
Kayne Anderson Energy Development (A)		800		16
Total Closed-End Fund (Cost $9) ($ Thousands)				16
AFFILIATED PARTNERSHIP — 31.8%
SEI Liquidity Fund, L.P. 0.200% **†† (B)		110,343,286		109,784
Total Affiliated Partnership (Cost $110,343) ($ Thousands)				109,784
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%**††		12,022,161		12,022
Total Cash Equivalent (Cost $12,022) ($ Thousands)				12,022

12 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

Description	Face Amount ($ Thousands)/ Number of Rights		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (C) — 0.3%
U.S. Treasury Bills
0.175%, 06/30/11	$	434	$	434
0.150%, 06/16/11		636		636
Total U.S. Treasury Obligations (Cost $1,070) ($ Thousands)				1,070
RIGHTS — 0.0%
Central Pacific Financial Expires 04/01/11		665		9
Endo Pharmaceuticals		1,900		—
Ligand Pharma Expires 01/05/12		29,750		—
Total Rights (Cost $93) ($Thousands)				9
Total Investments — 132.2% (Cost $370,246) ($ Thousands)			$	456,719

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
Russell 2000 Index E-MINI		62		Jun-2011	$	250
S&P Mid 400 Index E-MINI		43		Jun-2011		149
					$	399

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $345,414 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $113,947 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $109,784 ($Thousands).

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

13 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Small Cap Fund

March 31, 2011

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	333,461	$	—	$	—	$	333,461
Exchange Traded Fund		357		—		—		357
Closed-End Fund		16		—		—		16
Affiliated Partnership		—		109,784		—		109,784
Cash Equivalent		12,022		—		—		12,022
U.S. Treasury Obligations		—		1,070		—		1,070
Rights		9		—		—		9
Total Investments in Securities		$345,865		$110,854	$	—	$	456,719
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	399	$	—	$	—	$	399

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Mid-Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 91.9%
Consumer Discretionary — 14.0%
American Eagle Outfitters		54,848	$	872
Apollo Group, Cl A *		12,108		505
Autoliv (A)		3,200		238
Autozone *		700		192
Bed Bath & Beyond *		3,300		159
CBS, Cl B		3,300		83
Chipotle Mexican Grill, Cl A *		300		82
Coach		7,000		364
Darden Restaurants		1,900		93
DeVry		1,400		77
Dick’s Sporting Goods *		14,687		587
DISH Network, Cl A *		600		14
Dollar Tree *		5,400		300
Expedia		18,791		426
Federal Mogul, Cl A *		900		22
Fossil *		3,100		290
GameStop, Cl A *		14,415		325
Gap		30,733		697
Gentex		11,951		362
Genuine Parts		3,600		193
Global Sources *		3,200		37
Guess?		10,248		403
Harley-Davidson		19,837		843
Harman International Industries		19,509		913
Hyatt Hotels, Cl A *		14,803		637
International Game Technology		41,357		671
Interpublic Group		131,321		1,651
iRobot *		300		10
Liberty Media - Interactive, Cl A *		11,300		181
Liberty Media - Starz, Ser A *		1,000		77
Limited Brands		7,600		250
Live Nation *		65,179		652
LKQ *		22,605		545
Macy’s		12,300		298
Marriott International, Cl A		11,080		394
Mattel		10,200		255
McGraw-Hill		6,600		260
Mohawk Industries *		5,398		330
National CineMedia		51,618		964
Panera Bread, Cl A *		2,100		267
Penn National Gaming *		10,110		375
PetSmart		400		16
Phillips-Van Heusen		16,790		1,092
Polaris Industries		12,308		1,071
priceline.com *		733		371
Ross Stores		4,700		334
Scientific Games, Cl A *		115,437		1,009
Scripps Networks Interactive, Cl A		300		15
Signet Jewelers *		500		23
Sinclair Broadcast Group, Cl A		1,500		19
Superior Industries International		1,800		46
TJX		2,200		109
TRW Automotive Holdings *		5,000		275
Tupperware Brands		3,300		197
Urban Outfitters *		19,510		582
VF		1,800		178
WABCO Holdings *		6,669		411
Whirlpool (A)		900		77

Description	Shares		Market Value ($ Thousands)
Williams-Sonoma		6,100	$	247
WMS Industries *		12,728		450
Wyndham Worldwide		1,300		41
				22,457
Consumer Staples — 3.6%
ConAgra Foods		39,997		950
Constellation Brands, Cl A *		40,541		822
Corn Products International		1,900		98
Dr Pepper Snapple Group		2,500		93
Herbalife		2,300		187
HJ Heinz		2,000		98
Hormel Foods		4,800		134
JM Smucker		1,300		93
Kroger		35,654		855
Lorillard		2,300		219
Mead Johnson Nutrition, Cl A		1,000		58
Molson Coors Brewing, Cl B (A)		24,052		1,128
Smithfield Foods *		9,700		233
SYSCO		27,016		748
Tyson Foods, Cl A		7,200		138
				5,854
Energy — 7.8%
Brigham Exploration *		11,310		421
Cameron International *		3,100		177
Concho Resources *		7,544		810
CVR Energy *		1,700		39
EQT (A)		15,693		783
Helmerich & Payne		4,100		282
Holly		3,600		219
Marathon Oil		4,000		213
McDermott International *		11,000		279
Murphy Oil		15,074		1,107
Nabors Industries *		40,180		1,221
Newfield Exploration *		14,238		1,082
Noble Energy		600		58
Oil States International *		2,700		205
PetroHawk Energy *		15,300		375
Pioneer Natural Resources (A)		7,584		773
QEP Resources		13,901		564
Range Resources (A)		25,537		1,493
Spectra Energy		28,478		774
Sunoco		1,800		82
Valero Energy		13,300		397
Weatherford International *		13,600		307
Western Refining *		1,500		25
Whiting Petroleum *		10,868		798
				12,484
Financials — 13.7%
Allied World Assurance Holdings		8,384		526
American Financial Group		4,700		165
American National Insurance		500		40
Ameriprise Financial		17,401		1,063
Annaly Capital Management †		7,400		129
Assurant		3,200		123
Banco Latinoamericano de Exportaciones, Cl E		700		12
Bancorp Rhode Island		1,100		34
BOK Financial (A)		3,800		196
Boston Properties †		8,014		760
Brandywine Realty Trust †		2,500		30

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Mid-Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Capitol Federal Financial		1,700	$	19
CB Richard Ellis Group, Cl A *		25,556		683
Cedar Shopping Centers †		3,700		22
Chatham Lodging Trust †		1,200		20
Chimera Investment †		39,300		156
CIT Group *		3,100		132
Citizens & Northern		900		15
CNA Financial		6,300		186
Comerica (A)		21,487		789
CommonWealth REIT †		3,850		100
Community Trust Bancorp		300		8
Discover Financial Services		2,000		48
Duke Realty †		6,000		84
East West Bancorp		2,500		55
Endurance Specialty Holdings		15,865		775
Equity Lifestyle Properties †		1,100		63
Equity Residential †		200		11
Erie Indemnity, Cl A		900		64
Everest Re Group		2,500		220
Ezcorp, Cl A *		700		22
Federated Investors, Cl B (A)		32,074		858
Fifth Third Bancorp		77,526		1,076
First Citizens BancShares, Cl A		100		20
First Commonwealth Financial		1,800		12
Fulton Financial		10,000		111
Global Indemnity, Cl A *		2,000		44
Hanover Insurance Group		8,480		384
Hospitality Properties Trust †		4,900		114
Host Hotels & Resorts †		46,024		811
Huntington Bancshares		24,800		165
Jones Lang LaSalle		3,000		299
Keycorp		16,600		148
Kimco Realty †		2,900		53
Lakeland Financial		500		11
Lazard, Cl A		2,600		108
Liberty Property Trust †		31,786		1,046
Lincoln National		1,900		57
Mack-Cali Realty †		3,200		109
Maiden Holdings		1,100		8
MFA Financial †		10,600		87
NASDAQ OMX Group *		600		15
Nelnet, Cl A		4,200		92
OneBeacon Insurance Group, Cl A		4,700		64
PartnerRe		10,322		818
People’s United Financial (A)		59,099		744
Piedmont Office Realty Trust, Cl A †		5,000		97
ProAssurance *		13,295		842
Raymond James Financial		18,004		688
Reinsurance Group of America, Cl A		16,250		1,020
Resource Capital † (A)		6,600		44
Senior Housing Properties Trust †		9,300		214
SLM *		15,200		232
Sunstone Hotel Investors * †		6,600		67
SunTrust Banks		6,100		176
Symetra Financial		6,800		92
Synovus Financial (A)		155,241		373
T. Rowe Price Group		600		40
TCF Financial (A)		47,954		761
Unitrin		3,400		105

Description	Shares		Market Value ($ Thousands)
Univest Corp of Pennsylvania		900	$	16
Unum Group		34,660		910
Vornado Realty Trust †		2,835		248
Waddell & Reed Financial, Cl A		3,700		150
Washington Federal		9,400		163
WesBanco		4,300		89
Willis Group Holdings		21,781		879
Winthrop Realty Trust †		7,300		89
Zions Bancorporation (A)		36,384		839
				21,938
Health Care — 10.1%
Acorda Therapeutics *		28,485		661
Aetna		5,200		195
Agilent Technologies *		4,600		206
AmerisourceBergen		21,633		856
Auxilium Pharmaceuticals *		25,878		556
Baxter International		400		21
Becton Dickinson		700		56
Biogen Idec *		300		22
Bruker BioSciences * (A)		2,200		46
C.R. Bard		1,800		179
CareFusion *		7,300		206
Cigna		1,300		57
Coventry Health Care *		6,200		198
Covidien		1,400		73
Dentsply International		9,050		335
Endo Pharmaceuticals Holdings *		3,600		137
Forest Laboratories *		20,181		652
Gen-Probe *		7,998		530
Health Net *		5,900		193
Hill-Rom Holdings		5,000		190
Hologic *		37,566		834
Humana *		4,100		287
Intuitive Surgical *		600		200
Life Technologies *		6,100		320
Lincare Holdings		13,953		414
Medco Health Solutions *		2,800		157
Mettler Toledo International *		700		120
Mylan Laboratories *		30,575		693
Myriad Genetics *		600		12
Onyx Pharmaceuticals *		20,000		704
Patterson		26,795		862
PerkinElmer		19,830		521
Perrigo		8,784		699
Pharmaceutical Product Development		1,500		42
Quest Diagnostics		16,740		966
Shire ADR		17,618		1,535
SXC Health Solutions *		5,500		301
Valeant Pharmaceuticals International		15,022		748
Varian Medical Systems *		300		20
Vertex Pharmaceuticals *		12,738		610
Warner Chilcott, Cl A		25,235		587
Waters *		1,600		139
				16,140
Industrials — 14.8%
Amerco *		300		29
Ametek		5,250		230
Armstrong World Industries		3,400		158
Avery Dennison		24,901		1,045

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Mid-Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Chicago Bridge & Iron		3,700	$	150
Cintas		33,177		1,004
Cooper Industries, Cl A		4,500		292
Crane		1,000		48
Cummins		2,300		252
Delta Air Lines *		14,200		139
Dover		18,617		1,224
DXP Enterprises *		800		18
Eaton		7,600		421
Equifax		600		23
FedEx		1,800		169
Flowserve		6,141		791
Fluor		11,182		824
Franklin Electric		500		23
Gardner Denver		15,708		1,226
Great Lakes Dredge & Dock		1,800		14
Hertz Global Holdings *		61,056		954
IHS, Cl A *		7,292		647
ITT		17,973		1,079
Joy Global		400		39
KBR		3,700		140
Kennametal		20,674		806
M&F Worldwide *		500		13
Manpower		14,251		896
Masco (A)		48,139		670
Navistar International *		8,243		571
Norfolk Southern		600		42
Oshkosh Truck *		8,781		311
Pall		500		29
Parker Hannifin		4,200		398
Pitney Bowes (A)		30,512		784
Quanta Services *		18,600		417
Regal-Beloit		4,160		307
Republic Services		34,851		1,047
Rockwell Automation		3,700		350
Roper Industries		1,600		139
Spirit Aerosystems Holdings, Cl A * (A)		26,444		679
Teleflex		13,762		798
Thomas & Betts *		9,618		572
Timken		21,828		1,142
Toro		900		60
Towers Watson, Cl A		13,469		747
TrueBlue *		3,000		50
Tyco International		200		9
URS *		9,305		428
UTI Worldwide		19,076		386
WESCO International *		14,782		924
WW Grainger (A)		1,800		248
				23,762
Information Technology — 14.2%
Acme Packet *		400		28
Activision Blizzard		61,618		676
Adobe Systems *		26,074		865
Akamai Technologies *		5,100		194
Alliance Data Systems *		16,974		1,458
Amdocs *		3,000		86
Analog Devices		25,388		1,000
Atmel *		18,800		256
Autodesk *		7,800		344
Avago Technologies		7,400		230

Description	Shares		Market Value ($ Thousands)
Avnet *		700	$	24
AVX		3,100		47
BMC Software *		900		45
Booz Allen Hamilton Holding, Cl A *		16,297		293
Brocade Communications Systems *		118,368		728
CA		10,500		254
Citrix Systems *		1,000		73
Dolby Laboratories, Cl A *		8,110		399
EchoStar, Cl A *		5,100		193
F5 Networks *		1,900		195
Factset Research Systems (A)		1,800		188
Fiserv *		2,200		138
FleetCor Technologies *		16,013		523
Gartner *		13,757		573
GSI Commerce *		77,300		2,263
Harris		6,000		298
IAC *		1,300		40
Ingram Micro, Cl A *		5,900		124
Intuit *		7,100		377
Itron *		800		45
JA Solar Holdings ADR *		43,844		307
Kla-Tencor		3,500		166
Lam Research *		5,900		334
Lexmark International, Cl A *		500		19
Marvell Technology Group *		49,919		776
Maxim Integrated Products		300		8
Micros Systems *		9,929		491
Microsemi *		57,990		1,201
Molex (A)		32,844		825
Monster Worldwide *		17,181		273
Novellus Systems *		6,200		230
Nvidia *		14,300		264
PMC - Sierra *		131,319		985
Red Hat *		4,000		182
Seagate Technology *		4,200		60
Symantec *		39,321		729
Synopsys *		43,716		1,209
Teradata *		2,600		132
Tivo *		37,274		326
VistaPrint *		16,186		840
Wright Express *		22,010		1,141
Xerox		29,200		311
Zebra Technologies, Cl A *		2,600		102
				22,868
Materials — 6.1%
Albemarle		2,500		150
Alcoa (A)		34,422		608
Allegheny Technologies (A)		14,264		966
Alpha Natural Resources * (A)		4,400		261
Ashland		1,300		75
Ball		2,200		79
Bemis (A)		20,624		676
Cabot		2,600		120
Celanese, Ser A		20,334		902
CF Industries Holdings		2,100		287
Cliffs Natural Resources		1,200		118
Ecolab		17,312		883
Huntsman		34,587		601
International Paper		10,600		320

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Mid-Cap Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Lubrizol		600	$	80
MeadWestvaco		4,700		143
Nalco Holding		3,800		104
Nucor (A)		18,654		858
Owens-Illinois *		27,652		835
Packaging Corp of America		26,264		759
Reliance Steel & Aluminum		3,700		214
Schnitzer Steel Industries, Cl A		1,500		98
Solutia *		14,910		379
Steel Dynamics		11,900		223
TPC Group *		200		6
				9,745
Telecommunication Services — 2.5%
AboveNet (A)		1,000		65
MetroPCS Communications *		59,257		962
NII Holdings *		44,224		1,843
SBA Communications, Cl A *		28,114		1,116
Telephone & Data Systems		400		13
USA Mobility		3,300		48
				4,047
Utilities — 5.1%
AGL Resources		25,977		1,035
Alliant Energy		2,700		105
Ameren		1,500		42
American Water Works		8,100		227
Atmos Energy		4,600		157
Constellation Energy Group		25,622		798
DTE Energy		2,600		127
Duke Energy		1,900		35
Edison International		21,410		783
Energen		2,200		139
Entergy		1,700		114
Great Plains Energy (A)		46,432		930
NiSource		2,600		50
PG&E		400		18
Pinnacle West Capital		1,900		81
Portland General Electric		28,180		670
PPL		11,000		278
Questar		2,100		36
SCANA		23,204		913
Sempra Energy		5,500		294
TECO Energy		30,366		570
Xcel Energy		32,381		774
				8,176
Total Common Stock (Cost $123,694) ($ Thousands)				147,471
AFFILIATED PARTNERSHIP — 7.8%
SEI Liquidity Fund, L.P., 0.200% ** †† (B)		12,956,936		12,631
Total Affiliated Partnership (Cost $12,957) ($ Thousands)				12,631

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CASH EQUIVALENT — 7.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.080%** ††		12,337,176	$	12,337
Total Cash Equivalent (Cost $12,337) ($ Thousands)				12,337
U.S. TREASURY OBLIGATION — 0.5%
U.S. Treasury Bills (C) (D)
0.168%, 06/30/11	$	759		759
Total U.S. Treasury Obligation (Cost $759) ($ Thousands)				759
Total Investments — 107.9% (Cost $149,747) ($ Thousands)			$	173,198

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P Mid 400 Index E-MINI		110		Jun-2011	$	324

For the period ended March 31, 2011, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $160,466 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2011. The total market value of securities on loan at March 31, 2011 was $12,645 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2011 was $12,631 ($Thousands).

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

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

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

The following is a summary of the inputs used as of March 31, 2011, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	147,471	$	—	$	—	$	147,471
U.S. Treasury Obligation		—		759		—		759
Cash Equivalent		12,337		—		—		12,337
Affiliated Partnership		—		12,631		—		12,631
Total Investments in Securities	$	159,808	$	13,390	$	—	$	173,198
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	324	$	—	$	—	$	324

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

For the six month ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.2%
Consumer Discretionary — 5.6%
Advance Auto Parts		13,800	$	906
Autozone *		1,300		356
Canadian Tire, Cl A		28,100		1,859
Choice Hotels International		22,000		855
Cinemark Holdings		46,300		896
DeVry		7,200		396
DIRECTV, Cl A *		25,400		1,189
Discovery Communications, Cl A *		23,900		953
DreamWorks Animation SKG, Cl A *		27,700		774
Family Dollar Stores		23,100		1,186
GameStop, Cl A *		42,500		957
Gap		63,600		1,441
Gildan Activewear		20,600		675
H&R Block		132,500		2,218
Hillenbrand		67,900		1,460
Hyatt Hotels, Cl A *		22,000		947
ITT Educational Services *		13,400		967
Panera Bread, Cl A *		8,800		1,117
priceline.com *		7,997		4,050
Regal Entertainment Group, Cl A		37,600		507
Shaw Communications, Cl B		43,900		925
Target		38,600		1,930
TJX		20,900		1,039
				27,603
Consumer Staples — 19.5%
Altria Group		138,171		3,597
Archer-Daniels-Midland		53,500		1,927
BJ’s Wholesale Club *		19,400		947
Brown-Forman, Cl B		51,146		3,493
Bunge		5,178		375
Casey’s General Stores		32,200		1,256
Church & Dwight		13,700		1,087
Coca-Cola Enterprises		146,412		3,997
ConAgra Foods		107,200		2,546
Corn Products International		22,645		1,173
CVS Caremark		82,600		2,835
Flowers Foods		80,123		2,182
Fresh Del Monte Produce		31,800		830
General Mills		29,100		1,064
Hansen Natural *		59,658		3,593
Hershey		90,511		4,919
Hormel Foods		266,980		7,433
JM Smucker		8,200		585
Kellogg		16,600		896
Kimberly-Clark		115,678		7,551
Kroger		126,700		3,037
Lorillard		84,891		8,065
McCormick		75,607		3,616
Metro, Cl A		48,500		2,304
Molson Coors Brewing, Cl B		19,700		924
Nash Finch		13,900		527
Philip Morris International		58,315		3,827
Ralcorp Holdings *		13,900		951
Reynolds American		166,641		5,921
Ruddick		21,700		837
Safeway		114,000		2,684
SYSCO		119,692		3,315

Description	Shares		Market Value ($ Thousands)
Walgreen		97,900	$	3,930
Wal-Mart Stores		76,300		3,971
				96,195
Energy — 4.2%
Berry Petroleum, Cl A		16,400		827
Chevron		55,700		5,984
ConocoPhillips		35,700		2,851
Dresser-Rand Group *		15,300		821
Exxon Mobil		62,000		5,216
Holly		15,700		954
Lufkin Industries		11,600		1,084
Murphy Oil		7,000		514
PetroHawk Energy *		50,100		1,229
Range Resources		17,700		1,035
				20,515
Financials — 12.5%
Allied World Assurance Holdings		30,223		1,895
American Campus Communities †		25,800		851
Arch Capital Group *		16,081		1,595
Aspen Insurance Holdings		8,746		241
Bank of Hawaii		75,073		3,590
BOK Financial		14,046		726
Brown & Brown		30,300		782
Canadian Imperial Bank of Commerce (A)		14,700		1,263
Capitol Federal Financial		58,177		656
Chubb		52,400		3,213
CIT Group *		5,038		214
Commerce Bancshares		105,133		4,252
Corporate Office Properties Trust †		24,100		871
Cullen/Frost Bankers		53,929		3,183
East West Bancorp		11,805		259
Endurance Specialty Holdings		27,588		1,347
Erie Indemnity, Cl A		14,200		1,010
Essex Property Trust †		8,000		992
Everest Re Group		15,400		1,358
Federated Investors, Cl B		35,400		947
First Citizens BancShares, Cl A		6,291		1,262
Fulton Financial		67,100		745
HCC Insurance Holdings		15,200		476
Health Care †		20,200		1,059
Home Properties †		15,200		896
Hudson City Bancorp		79,600		770
MFA Financial †		253,500		2,079
National Bank of Canada		22,100		1,790
Nationwide Health Properties †		12,400		527
New York Community Bancorp		52,277		902
PartnerRe		17,490		1,386
Piedmont Office Realty Trust, Cl A †		46,900		910
Prosperity Bancshares		24,500		1,048
Public Storage †		4,100		455
Realty Income †		26,100		912
RenaissanceRe Holdings		41,416		2,857
Senior Housing Properties Trust †		15,100		348
Tanger Factory Outlet Centers †		34,400		903
TFS Financial		104,300		1,108
Tower Group		47,500		1,141
Transatlantic Holdings		17,300		842
Travelers		55,300		3,289

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Validus Holdings		92,000	$	3,066
Valley National Bancorp		42,100		588
Washington Real Estate Investment Trust †		12,400		386
White Mountains Insurance Group		900		328
WR Berkley		78,400		2,525
				61,843
Health Care — 21.6%
Abbott Laboratories		164,819		8,084
Aetna		70,900		2,654
Alexion Pharmaceuticals *		34,092		3,364
AmerisourceBergen		131,747		5,212
Amgen *		113,676		6,076
Baxter International		58,000		3,119
Beckman Coulter		17,400		1,445
Becton Dickinson		53,064		4,225
Biogen Idec *		99,079		7,272
C.R. Bard		38,791		3,852
Cardinal Health		146,625		6,031
Cephalon *		27,500		2,084
Edwards Lifesciences *		6,300		548
Eli Lilly		165,393		5,817
Emergency Medical Services, Cl A *		8,800		560
Endo Pharmaceuticals Holdings *		46,300		1,767
Forest Laboratories *		106,026		3,425
Genzyme *		10,404		792
Gilead Sciences *		51,600		2,190
Health Net *		22,200		726
Henry Schein *		21,308		1,495
Hill-Rom Holdings		6,726		256
Johnson & Johnson		34,200		2,026
LifePoint Hospitals *		40,000		1,607
Magellan Health Services *		19,300		947
McKesson		62,235		4,920
Medtronic		52,100		2,050
Merck		140,200		4,628
Myriad Genetics *		38,700		780
Owens & Minor		28,400		922
Par Pharmaceutical *		24,300		755
Patterson		30,300		975
Pfizer		125,200		2,543
SXC Health Solutions *		56,265		3,083
Techne		65,106		4,662
United Therapeutics *		14,000		938
UnitedHealth Group		58,500		2,644
WellPoint		34,500		2,408
				106,882
Industrials — 5.0%
Alliant Techsystems		11,500		813
C.H. Robinson Worldwide		13,400		993
Clarcor		14,400		647
Clean Harbors *		9,400		928
Huntington Ingalls Industries *		6,933		288
ITT		27,900		1,675
KBR		32,100		1,213
L-3 Communications Holdings		40,800		3,195
Landstar System		21,700		991
Lennox International		19,600		1,031
Lincoln Electric Holdings		13,800		1,048

Description	Shares		Market Value ($ Thousands)
Lockheed Martin		37,600	$	3,023
Northrop Grumman		41,600		2,609
Raytheon		68,500		3,484
Rollins		47,850		971
Unifirst		13,700		726
Union Pacific		3,600		354
United Continental Holdings *		10,452		240
Woodward		17,300		598
				24,827
Information Technology — 10.3%
Activision Blizzard		84,200		924
Adtran		20,200		858
Amdocs *		69,207		1,997
Analog Devices		49,938		1,966
Avago Technologies		34,500		1,073
CGI Group, Cl A *		36,400		762
Cisco Systems		57,900		993
Cognizant Technology Solutions, Cl A *		49,193		4,004
Computer Sciences		46,166		2,250
EchoStar, Cl A *		25,500		965
Flir Systems		15,200		526
Global Payments		16,200		792
Harris		49,500		2,455
Hewlett-Packard		68,400		2,802
Ingram Micro, Cl A *		47,700		1,003
Intel		69,000		1,392
International Business Machines		22,761		3,712
Jack Henry & Associates		11,200		379
Lam Research *		17,629		999
Microsoft		148,600		3,768
National Semiconductor		65,400		938
SAIC *		208,600		3,530
TE Connectivity		28,000		975
Tech Data *		29,463		1,499
Texas Instruments		173,398		5,993
WebMD Health, Cl A *		66,649		3,560
Zebra Technologies, Cl A *		22,400		879
				50,994
Materials — 2.3%
Aptargroup		18,800		942
Ball		43,700		1,567
Compass Minerals International		10,300		963
Greif, Cl A		11,800		772
Intrepid Potash *		14,500		505
Newmont Mining		55,962		3,055
Sealed Air		58,800		1,567
Silgan Holdings		24,800		946
Sonoco Products		26,000		942
				11,259
Telecommunication Services — 2.7%
AT&T		182,100		5,572
BCE		56,400		2,045
MetroPCS Communications *		119,778		1,945
NTT DoCoMo ADR		73,700		1,297
SK Telecom ADR		64,700		1,217
Verizon Communications		35,000		1,349
				13,425
Utilities — 12.5%
AGL Resources		22,900		912

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

U.S. Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Alliant Energy		53,200	$	2,071
Ameren		71,700		2,013
American Electric Power		45,300		1,592
American Water Works		36,800		1,032
Atmos Energy		96,100		3,277
Avista		40,900		946
Cia de Saneamento Basico do Estado de Sao Paulo ADR		23,300		1,369
Consolidated Edison		20,300		1,030
DPL		147,761		4,050
DTE Energy		72,982		3,573
Duke Energy		19,400		352
Edison International		25,900		948
El Paso Electric *		49,800		1,514
Entergy		33,400		2,245
Great Plains Energy		76,800		1,538
Hawaiian Electric Industries		37,000		918
Idacorp		22,500		857
Integrys Energy Group		40,996		2,071
ITC Holdings		3,991		279
Nicor		37,938		2,037
NSTAR		96,167		4,450
OGE Energy		19,900		1,006
Pepco Holdings		48,000		895
PG&E		44,600		1,970
Piedmont Natural Gas		28,200		856
Portland General Electric		70,400		1,673
Public Service Enterprise Group		45,400		1,430
SCANA		66,240		2,608
Sempra Energy		13,000		695
Southern		4,289		163
TECO Energy		25,900		486
UGI		142,437		4,686
Vectren		31,200		849
WGL Holdings		21,800		850
Wisconsin Energy		142,032		4,332
				61,573
Total Common Stock (Cost $394,625) ($ Thousands)				475,116
CASH EQUIVALENT — 3.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%** ††		17,721,319		17,721
Total Cash Equivalent (Cost $17,721) ($ Thousands)				17,721
U.S. TREASURY OBLIGATION (B)— 0.2%
U.S. Treasury Bill
0.186%, 06/30/11		1,071		1,071
Total U.S. Treasury Obligation (Cost $1,070) ($ Thousands)				1,071
Total Investments — 100.0% (Cost $413,416) ($ Thousands)			$	493,908

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		174		Jun-2011	$	167

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $493,878 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

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

Cl — Class

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	475,116	$	—	$	—	$	475,116
Cash Equivalent		17,721		—		—		17,721
U.S. Treasury Obligation		—		1,071		—		1,071
Total Investments in Securities	$	492,837	$	1,071	$	—	$	493,908

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures*	$	167	$	—	$	—	$	167

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 89.3%
Australia — 8.4%
AGL Energy		97,388	$	1,441
Amcor		137,642		1,005
ARB		82,544		705
Caltex Australia		8,347		135
CFS Retail Property Trust †		1,840,362		3,502
Coal & Allied Industries		10,711		1,324
Coca-Cola Amatil		230,220		2,795
Cochlear		15,506		1,331
CSL		179,905		6,648
CSR		61,750		209
Decmil Group *		35,178		126
Foster’s Group		177,644		1,051
Goodman Fielder		301,577		384
Hansen Technologies		41,039		38
Maryborough Sugar Factory		38,132		142
McPherson’s		16,139		53
Metcash		1,026,398		4,416
RHG *		39,595		40
SP AusNet, Cl Miscellaneous		736,068		670
TABCORP Holdings		618,510		4,791
Tatts Group		1,375,607		3,329
Thorn Group		39,896		90
Woolworths		165,711		4,606
				38,831
Austria — 0.1%
Oesterreichische Post		10,096		346
				346
Belgium — 2.7%
Belgacom		61,307		2,378
Colruyt		86,957		4,585
Delhaize Group		15,625		1,274
Intervest Offices †		868		31
Mobistar		62,394		4,332
				12,600
Bermuda — 0.0%
Transport International Holdings		14,000		43
				43
Canada — 10.7%
Alimentation Couche Tard, Cl B		97,000		2,542
Barrick Gold		2,000		104
BCE		80,113		2,908
Brookfield Properties		11,600		204
Canadian National Railway		15,507		1,166
Canadian Tire, Cl A		4,278		283
Canadian Utilities, Cl A		15,721		856
Cash Store Financial Services		5,200		75
Centerra Gold		23,900		427
CGI Group, Cl A *		167,100		3,492
Cogeco Cable		1,900		88
Constellation Software		1,000		66
Empire, Cl A		58,530		3,218
Enbridge		1,000		61
Fairfax Financial Holdings		600		226
Fortis		24,454		832
Genworth MI Canada		7,091		191
George Weston		47,040		3,195
Goldcorp		47,000		2,336

Description	Shares		Market Value ($ Thousands)
IGM Financial		1,900	$	96
Intact Financial (A)		8,200		424
K-Bro Linen		2,100		49
Laurentian Bank of Canada		1,800		94
Loblaw		38,815		1,550
Manitoba Telecom Services		12,334		381
Maple Leaf Foods		9,500		120
Metro, Cl A		114,968		5,460
National Bank of Canada		12,513		1,013
Open Text *		9,300		576
Paladin Labs *		1,100		39
Premium Brands Holdings		14,400		253
Richmont Mines *		10,538		70
Rogers Communications, Cl B		114,252		4,139
Saputo		126,187		5,677
Sears Canada		4,500		93
Shoppers Drug Mart		32,900		1,348
TELUS, Cl A		26,000		1,259
Tim Hortons		700		32
TMX Group		28,810		1,150
TransCanada		25,900		1,047
Yamana Gold		138,000		1,699
Yellow Media		109,794		622
				49,461
Cayman Islands — 0.1%
Fresh Del Monte Produce		13,711		358
Pacific Textile Holdings		21,000		12
				370
China — 0.0%
China Minzhong Food *		61,000		79
				79
Denmark — 1.9%
Coloplast, Cl B		27,673		4,013
H Lundbeck		34,972		812
Novo Nordisk, Cl B		31,269		3,934
				8,759
Finland — 0.9%
Kesko, Cl B		22,110		1,035
Olvi, Cl A		850		45
Orion, Cl B		122,720		2,982
Tietoenator		10,784		197
				4,259
France — 1.6%
Boiron		6,078		257
Bonduelle S.C.A.		533		50
Canal +		13,049		103
France Telecom		17,346		389
PagesJaunes Groupe		67,489		677
Sanofi-Aventis		16,432		1,154
Sartorius Stedim Biotech		1,980		116
Societe BIC		48,757		4,340
Tessi		439		42
Vilmorin & Cie		2,340		281
				7,409
Germany — 2.0%
Carl Zeiss Meditec		40,911		865
Constantin Medien *		14,561		48
Deutsche Telekom		131,877		2,034
Fresenius		26,440		2,449

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Fresenius Medical Care		30,961	$	2,082
Gerry Weber International		2,066		121
Hornbach Holding		217		29
Sto		367		64
Suedzucker		53,154		1,484
XING *		910		54
				9,230
Hong Kong — 4.0%
Cheung Kong Infrastructure Holdings		118,000		557
CLP Holdings		676,000		5,467
HongKong Electric Holdings		929,000		6,211
Link †		1,658,000		5,190
NAM TAI Electronics		10,190		66
PCCW		1,156,000		481
Yue Yuen Industrial Holdings		138,500		441
				18,413
Ireland — 0.1%
Kerry Group, Cl A		8,802		328
				328
Israel — 0.9%
Check Point Software Technologies *		42,697		2,180
El Al Israel Airlines *		65,866		26
Frutarom Industries		9,172		98
Fundtech *		2,266		39
NetVision		3,127		42
NICE Systems *		1,373		51
Orbotech *		29,341		377
RADVision *		3,282		37
Shamir Optical Industry		5,782		79
Silicom *		8,718		160
Teva Pharmaceutical Industries		18,991		954
				4,043
Italy — 1.9%
CSP International Fashion Group		6,238		10
DiaSorin		5,332		235
Finmeccanica		30,450		384
Parmalat		516,950		1,734
Recordati		11,386		115
Reply		1,356		40
Snam Rete Gas		894,920		5,037
Terna Rete Elettrica Nazionale		286,068		1,371
				8,926
Japan — 18.5%
ABC-Mart		3,200		117
Ajis		1,300		21
Alfresa Holdings		4,500		174
Alpen		7,500		130
Amiyaki Tei		13		42
Artnature		3,900		37
Asahi Net		9,000		34
ASKUL		2,600		38
Benefit One		79		55
BML		2,800		79
Central Japan Railway		452		3,594
Chubu Electric Power		212,900		4,752
Circle K Sunkus		9,600		147
Cleanup		3,600		24

Description	Shares		Market Value ($ Thousands)
Coca-Cola Central Japan		35,300	$	481
Dena		67,600		2,451
Dr Ci:Labo		40		149
Duskin		18,200		339
Dydo Drinco		10,500		410
Electric Power Development		12,700		393
Faith		242		32
FamilyMart		94,500		3,563
Fuji Heavy Industries		116,000		750
Fuji Oil		95,400		1,255
Hachijuni Bank		62,000		359
Haruyama Trading		2,000		10
Hiday Hidaka		3,100		45
Hokkaido Electric Power		6,900		134
Hokuriku Electric Power		11,500		262
Idemitsu Kosan		35,800		4,207
Infocom		195		196
Ito En		48,600		850
Itochu Techno-Solutions		3,900		127
Itochu-Shokuhin		3,900		132
Iyo Bank		23,000		192
Japan Retail Fund Investment, Cl A †		84		132
JX Holdings		34,000		230
Kaken Pharmaceutical		13,000		156
Kamigumi		150,000		1,287
Kansai Electric Power		135,700		2,965
Kasumi		16,300		88
Kato Sangyo		4,100		71
Keihin Electric Express Railway		128,000		925
Kewpie		113,100		1,370
Kobayashi Pharmaceutical		31,500		1,465
Koito Manufacturing		28,000		450
Kojima		6,600		40
Kokuyo		20,000		153
Komatsu Seiren		5,000		23
Kose		6,900		172
Kyushu Electric Power		67,400		1,322
Lawson		64,300		3,111
Lion		372,000		1,899
Marudai Food		82,000		259
Maruzen Showa Unyu		7,000		25
Matsuya Foods		10,900		199
Maxvalu Tokai		3,300		42
McDonald’s Holdings Japan		56,700		1,374
MEIJI Holdings		11,900		480
Mikuni Coca-Cola Bottling		19,700		176
Ministop		10,400		171
Miraca Holdings		32,300		1,241
Mitsubishi Tanabe Pharma		39,800		648
Mizuno		8,000		34
Morinaga Milk Industry		83,025		298
NEC Mobiling		1,700		52
Nichii Gakkan		5,100		40
Nichirei		48,000		206
Nichireki		5,000		25
Nihon Shokuhin Kako		2,000		10
Nippon Telegraph & Telephone		41,900		1,888
Nissin Food Products		4,300		152
Nitori Holdings		13,700		1,208
Noevir Holdings *		4,800		54
NTT DoCoMo		3,098		5,465

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Ohsho Food Service		3,400	$	81
Okumura		68,000		286
Oracle Japan		27,100		1,133
Oriental Land		43,000		3,429
Osaka Gas		186,000		745
Plenus		5,400		83
Prima Meat Packers		114,000		139
Rinnai		5,900		393
Rock Field		3,300		55
Ryoshoku		3,000		63
Saizeriya		22,600		347
Sankyo		9,100		468
Santen Pharmaceutical		17,600		704
Sega Sammy Holdings		180,000		3,141
Shikoku Electric Power		25,900		707
Shizuoka Gas		46,500		290
Showa Shell Sekiyu		31,000		325
Studio Alice		8,900		96
Suzuken		39,600		1,048
Takeda Pharmaceutical		100,900		4,724
Teikoku Sen-I, Cl I		6,000		39
Toho Gas		357,000		1,848
Tokyo Gas		962,000		4,411
TonenGeneral Sekiyu		216,000		2,676
Torii Pharmaceutical		3,200		64
Toyo Suisan Kaisha		9,000		196
Trancom		1,300		22
Tsuruha Holdings		1,800		82
USS		5,150		402
Wacoal Holdings		2,000		25
West Japan Railway		287		1,111
Yamazaki Baking		57,000		666
				85,286
Jersey — 0.3%
Shire		44,484		1,292
				1,292
Luxembourg — 0.1%
Millicom International Cellular		5,983		573
				573
Netherlands — 0.9%
Koninklijke Ahold		150,078		2,017
Royal Dutch Shell, Cl A		56,710		2,064
				4,081
New Zealand — 0.2%
Auckland International Airport		75,643		128
Port of Tauranga		6,763		42
Restaurant Brands New Zealand		21,157		37
Sky City Entertainment Group		28,562		74
Telecom Corp of New Zealand		523,948		803
				1,084
Norway — 0.0%
Leroey Seafood Group		1,268		39
				39
Portugal — 0.2%
Portucel Empresa Produtora de Pasta e Papel		122,445		431
Semapa-Sociedade de Investimento e Gestao		25,343		303
				734

Description	Shares		Market Value ($ Thousands)
Singapore — 0.1%
Broadway Industrial Group		110,000	$	84
ComfortDelGro		81,000		100
MobileOne		21,000		40
				224
Spain — 1.0%
Amadeus IT Holding, Cl A *		52,716		1,010
Ebro Foods		89,480		2,106
Endesa *		6,904		214
Telefonica		15,974		400
Viscofan		26,583		1,056
				4,786
Sweden — 1.4%
Acando		23,179		58
Axfood		54,594		2,035
Betsson		28,428		628
Industrial & Financial Systems, Cl B		2,550		45
Loomis, Cl B		5,690		90
Swedish Match		67,592		2,249
Telefonaktiebolaget LM Ericsson, Cl B		30,531		394
TeliaSonera		123,698		1,070
				6,569
Switzerland — 2.4%
Allreal Holding		2,176		338
Bell Holding		13		30
BKW FMB Energie		3,536		251
Bossard Holding		293		49
Charles Voegele Holding *		2,916		215
Emmi		1,224		280
LifeWatch		199		2
Mobilezone Holding		10,699		129
Nestle		35,946		2,069
Novartis		29,138		1,587
Orior *		660		41
Phoenix Mecano		44		32
Schindler Holding		491		60
Swisscom		6,636		2,970
Synthes		22,233		3,018
Vetropack Holding		17		35
				11,106
United Kingdom — 5.5%
Associated British Foods		6,055		96
AstraZeneca		151,330		6,945
British American Tobacco		27,298		1,095
Centrica		1,148,232		5,987
Cranswick		2,974		40
Devro		70,129		318
Fiberweb		4,598		6
Greggs		52,952		432
Imperial Tobacco Group		12,919		399
JD Sports Fashion		2,922		42
LSL Property Services		9,779		38
Reckitt Benckiser Group		31,334		1,608
Robert Wiseman Dairies		15,028		83
Royal Dutch Shell, Cl A		23,825		865
Scottish & Southern Energy		100,445		2,030
Smith & Nephew		28,987		327

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Tesco		256,610	$	1,567
Unilever		9,803		298
Vodafone Group		540,027		1,528
WM Morrison Supermarkets		411,943		1,823
				25,527
United States — 23.4%
Abbott Laboratories		26,416		1,296
ACI Worldwide *		1,973		65
Advance Auto Parts		31,442		2,063
Altria Group		77,642		2,021
American Dental Partners *		2,986		39
AmerisourceBergen		133,473		5,280
Amgen *		32,542		1,739
Annaly Capital Management †		237,283		4,141
AT&T		70,185		2,148
Autozone *		7,704		2,107
Becton Dickinson		14,739		1,174
Biogen Idec *		29,955		2,199
Boston Beer, Cl A *		1,127		104
Bristol-Myers Squibb		77,038		2,036
Brown-Forman, Cl B		4,576		313
C.R. Bard		32,833		3,261
CACI International, Cl A *		5,941		364
Campbell Soup		73,367		2,429
Cephalon *		107,693		8,161
Chemed		9,505		633
Chesapeake Utilities		1,436		60
Clorox		16,893		1,184
Coca-Cola		31,396		2,083
Colgate-Palmolive		13,008		1,050
ConAgra Foods		87,155		2,070
ConocoPhillips		16,325		1,304
Dollar Tree *		39,476		2,192
DPL		57,219		1,568
Dynamics Research *		12,745		209
Eli Lilly		61,641		2,168
ePlus *		1,500		40
Family Dollar Stores		48,294		2,478
Flowers Foods		77,311		2,105
Forest Laboratories *		59,349		1,917
General Mills		60,701		2,219
Greatbatch *		12,636		334
Hershey		37,482		2,037
Hormel Foods		150,580		4,192
Insmed *		1,399		9
Intel		53,300		1,075
J&J Snack Foods		2,568		121
JM Smucker		16,311		1,164
John B. Sanfilippo & Son *		7,000		82
Johnson & Johnson		32,310		1,914
Kensey Nash *		5,596		139
Kimberly-Clark		58,956		3,848
Lockheed Martin		29,400		2,364
Lorillard		37,157		3,530
Magellan Health Services *		31,723		1,557
MAXIMUS		7,874		639
Maxygen		10,528		55
McDonald’s		15,843		1,205
Metropolitan Health Networks *		40,352		191
Miller Industries		7,271		118
Nabi Biopharmaceuticals *		17,745		103

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
National Beverage		9,557	$	131
National Healthcare		981		46
Oil-Dri Corp of America		3,429		73
Owens & Minor		29,982		974
Papa John’s International *		18,498		586
Par Pharmaceutical *		43,241		1,344
PG&E		22,887		1,011
Pharmaceutical Product Development		6,780		188
Portland General Electric		42,900		1,020
Primerica *		15,100		385
Procter & Gamble		31,232		1,924
Providence Service *		12,214		183
Ross Stores		12,840		913
Schiff Nutrition International		15,935		145
Seneca Foods, Cl A *		24,525		733
Southern		58,560		2,232
Sturm Ruger		5,854		135
Telephone & Data Systems		7,505		253
Territorial Bancorp		7,233		144
TJX		29,510		1,468
TPC Group *		7,806		225
USA Mobility		45,501		659
Verizon Communications		53,999		2,081
Wal-Mart Stores		43,151		2,246
				107,996
Total Common Stock (Cost $365,454) ($ Thousands)				412,394
PREFERRED STOCK — 0.0%
Germany — 0.0%
Henkel & KGaA		2,256		140
Total Preferred Stock (Cost $131) ($ Thousands)				140
CASH EQUIVALENT — 5.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%** ††		24,264,905		24,265
Total Cash Equivalent (Cost $24,265) ($ Thousands)				24,265
U.S. TREASURY OBLIGATION — 0.6%
U.S. Treasury Bill
0.182%, 06/30/11 (B) (C)		2,625		2,624
Total U.S. Treasury Obligation (Cost $2,623) ($ Thousands)				2,624
Total Investments — 95.2% (Cost $392,473) ($ Thousands)			$	439,423

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
DJ Euro Stoxx 50 Index		106		Jun-2011	$	134
FTSE Index		38		Jun-2011		104
Hang Seng Index		12		Apr-2011		26
S&P 500 Index E-MINI		233		Jun-2011		240
SPI 200 Index		16		Jul-2011		91
					$	595

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A summary of the outstanding forward foreign currency contracts held by the Fund at March 31, 2011, is as follows:

Maturity Date		Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
04/28/11	AUD		38,234	USD	39,122	$	(292	)
04/28/11	CAD		46,218	USD	47,380		(119	)
04/28/11	EUR		54,936	USD	77,444		(472	)
04/28/11	GBP		19,871	USD	31,804		(36	)
04/28/11	JPY		8,639,213	USD	105,664		1,392
04/28/11	USD		139	AUD	135		–
04/28/11	USD		83	CAD	81		–
						$	473

Percentages are based on Net Assets of $461,639 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

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

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

5 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Global Managed Volatility Fund

March 31, 2011

AUD — Australian Dollar

CAD — Canadian Dollar

Cl — Class

EUR — Euro

GBP — British Pound Sterling

JPY — Japanese Yen

USD — United States Dollar

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	412,394	$	—	$	—	$	412,394
Preferred Stock		140		—		—		140
Cash Equivalent		24,265		—		—		24,265
U.S. Treasury Obligation		—		2,624		—		2,624
Total Investments in Securities	$	436,799	$	2,624	$	—	$	439,423

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	595	$	—	$	—	$	595
Forwards*		—		473		—		473
Total Other Financial Instruments	$	595	$	473	$	—	$	1,068

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.6%
Consumer Discretionary — 6.3%
Advance Auto Parts		7,700	$	505
Amazon.com *		1,490		268
Autozone *		800		219
Canadian Tire, Cl A		14,800		979
Choice Hotels International		12,300		478
Cinemark Holdings		10,600		205
DeVry		6,400		352
DIRECTV, Cl A *		14,200		665
Discovery Communications, Cl A *		13,400		535
DreamWorks Animation SKG, Cl A *		17,900		500
Family Dollar Stores		12,100		621
GameStop, Cl A *		23,700		534
Gap		35,400		802
Genuine Parts		3,800		204
Gildan Activewear		8,100		265
H&R Block		70,700		1,184
Hillenbrand		37,800		813
Hyatt Hotels, Cl A *		12,300		530
ITT Educational Services *		7,500		541
McDonald’s		15,902		1,210
Panera Bread, Cl A *		4,900		622
priceline.com *		5,605		2,839
Regal Entertainment Group, Cl A		34,400		464
Shaw Communications, Cl B		23,700		499
Target		20,100		1,005
TJX		10,500		522
				17,361
Consumer Staples — 22.6%
Altria Group		79,714		2,075
Archer-Daniels-Midland		16,700		602
BJ’s Wholesale Club *		10,600		517
Brown-Forman, Cl B		20,990		1,434
Campbell Soup		5,832		193
Casey’s General Stores		17,900		698
Church & Dwight		33,558		2,663
Clorox		11,132		780
Coca-Cola		27,334		1,813
Coca-Cola Enterprises		43,100		1,177
Colgate-Palmolive		19,247		1,554
ConAgra Foods		59,700		1,418
CVS Caremark		46,000		1,579
Flowers Foods		18,000		490
Fresh Del Monte Produce		17,700		462
General Mills		64,531		2,359
Hansen Natural *		3,700		223
Hershey		19,454		1,057
HJ Heinz		19,711		962
Hormel Foods		160,462		4,467
JM Smucker		23,806		1,700
Kellogg		45,872		2,476
Kimberly-Clark		63,894		4,170
Kroger		79,538		1,906
Lorillard		49,759		4,728
McCormick		34,139		1,633
Metro, Cl A		21,100		1,002
Molson Coors Brewing, Cl B		11,000		516
Nash Finch		7,700		292

Description	Shares		Market Value ($ Thousands)
PepsiCo		16,000	$	1,030
Philip Morris International		34,312		2,252
Procter & Gamble		23,377		1,440
Ralcorp Holdings *		7,700		527
Reynolds American		105,415		3,745
Ruddick		12,100		467
Safeway		63,500		1,495
Walgreen		54,500		2,188
Wal-Mart Stores		77,801		4,050
				62,140
Energy — 4.2%
Berry Petroleum, Cl A		10,100		509
Chevron		29,600		3,180
ConocoPhillips		20,200		1,613
Dresser-Rand Group *		11,300		606
Exxon Mobil		33,800		2,844
Holly		8,800		535
Lufkin Industries		6,500		608
Murphy Oil		2,600		191
PetroHawk Energy *		28,000		687
Range Resources		11,700		684
				11,457
Financials — 10.7%
Allied World Assurance Holdings		8,000		502
American Campus Communities †		14,400		475
Associated Banc-Corp		13,600		202
Brown & Brown		20,900		539
Canadian Imperial Bank of Commerce (A)		6,200		533
Capitol Federal Financial		117,412		1,323
Chubb		29,100		1,784
Commerce Bancshares		46,008		1,860
Corporate Office Properties Trust †		13,500		488
Cullen/Frost Bankers		20,432		1,206
Endurance Specialty Holdings		11,000		537
Erie Indemnity, Cl A		7,900		562
Essex Property Trust †		4,500		558
Everest Re Group		8,600		758
Federated Investors, Cl B		19,800		530
First Citizens BancShares, Cl A		2,500		501
Fulton Financial		33,900		377
HCC Insurance Holdings		7,500		235
Health Care †		9,100		477
Home Properties †		8,400		495
Hudson City Bancorp		44,500		431
MFA Financial †		91,500		750
National Bank of Canada		9,300		753
Nationwide Health Properties †		10,400		443
PartnerRe		5,500		436
People’s United Financial		94,699		1,191
Piedmont Office Realty Trust, Cl A †		26,200		509
Prosperity Bancshares		13,700		586
Public Storage †		4,700		521
Realty Income †		14,600		510
RenaissanceRe Holdings		8,000		552
Senior Housing Properties Trust †		8,900		205
Tanger Factory Outlet Centers †		19,200		504
TFS Financial		135,324		1,437
Tower Group		16,700		401

1 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Transatlantic Holdings		9,600	$	467
Travelers		30,800		1,832
Validus Holdings		44,000		1,467
Wesco Financial		3,688		1,435
WR Berkley		35,600		1,147
				29,519
Health Care — 18.2%
Abbott Laboratories		60,827		2,984
Aetna		36,100		1,351
Alexion Pharmaceuticals *		28,601		2,822
Allscripts Healthcare Solutions *		83,517		1,753
AmerisourceBergen		64,037		2,533
Amgen *		23,900		1,278
Baxter International		28,000		1,506
Beckman Coulter		9,700		806
Becton Dickinson		24,040		1,914
Biogen Idec *		26,000		1,908
C.R. Bard		9,642		957
Cardinal Health		30,400		1,251
Cephalon *		15,300		1,159
Edwards Lifesciences *		11,752		1,022
Eli Lilly		58,958		2,074
Emergency Medical Services, Cl A *		5,000		318
Endo Pharmaceuticals Holdings *		25,900		988
Genzyme *		11,936		909
Gilead Sciences *		28,700		1,218
Health Net *		12,300		402
Henry Schein *		29,829		2,093
Johnson & Johnson		43,884		2,600
Laboratory Corp of America Holdings *		12,299		1,133
LifePoint Hospitals *		15,000		603
Magellan Health Services *		10,800		530
McKesson		8,600		680
Medtronic		29,000		1,141
Merck		77,500		2,558
Myriad Genetics *		21,600		435
Owens & Minor		15,800		513
Par Pharmaceutical *		13,500		420
Patterson		16,900		544
Pfizer		105,229		2,137
Quest Diagnostics		3,400		196
Techne		27,621		1,978
United Therapeutics *		7,800		523
UnitedHealth Group		32,600		1,474
WellPoint		19,200		1,340
				50,051
Industrials — 5.8%
Alliant Techsystems		6,400		452
C.H. Robinson Worldwide		7,500		556
Clarcor		9,900		445
Clean Harbors *		5,100		503
Huntington Ingalls Industries *		3,867		161
ITT		15,500		931
KBR		17,900		676
L-3 Communications Holdings		21,600		1,692
Landstar System		12,100		553
Lennox International		11,000		578
Lincoln Electric Holdings		7,700		584
Lockheed Martin		20,900		1,680

Description	Shares		Market Value ($ Thousands)
Northrop Grumman		23,200	$	1,455
Raytheon		35,600		1,811
Rollins		26,700		542
Stericycle *		28,597		2,536
Unifirst		7,600		403
Union Pacific		2,000		196
Woodward		9,800		339
				16,093
Information Technology — 10.6%
Activision Blizzard		47,000		516
Adtran		11,300		480
Amdocs *		18,000		519
Applied Materials		22,282		348
Automatic Data Processing		6,090		313
Avago Technologies		19,300		600
CGI Group, Cl A *		12,200		255
Cisco Systems		32,200		552
Computer Sciences		16,400		799
EchoStar, Cl A *		14,300		541
Flir Systems		8,500		294
Global Payments		10,000		489
Google, Cl A *		3,373		1,977
Harris		25,600		1,270
Hewlett-Packard		38,100		1,561
IAC *		74,514		2,302
Ingram Micro, Cl A *		26,600		560
Intel		32,200		650
International Business Machines		23,800		3,881
Jack Henry & Associates		10,500		356
Microchip Technology		20,833		792
Microsoft		82,700		2,097
National Instruments		39,871		1,307
National Semiconductor		36,400		522
SAIC *		114,200		1,932
TE Connectivity		15,600		543
Tech Data *		10,800		549
Texas Instruments		38,600		1,334
WebMD Health, Cl A *		17,243		921
Zebra Technologies, Cl A *		22,532		884
				29,144
Materials — 2.2%
Aptargroup		10,500		527
Ball		20,200		724
Compass Minerals International		5,800		543
Greif, Cl A		6,700		438
Intrepid Potash *		8,600		299
Newmont Mining		17,628		962
Royal Gold		11,907		624
Sealed Air		32,800		875
Silgan Holdings		13,800		526
Sonoco Products		14,500		525
				6,043
Telecommunication Services — 2.7%
AT&T		87,700		2,684
BCE		34,000		1,233
CenturyTel		15,387		639
MetroPCS Communications *		40,700		661
NTT DoCoMo ADR		41,000		721
SK Telecom ADR		36,000		677
Telephone & Data Systems		4,700		159

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2011

Description	Shares		Market Value ($ Thousands)
Verizon Communications		19,500	$	751
				7,525
Utilities — 12.3%
AGL Resources		12,800		510
Alliant Energy		26,800		1,043
Ameren		31,000		870
American Electric Power		20,500		720
American Water Works		20,600		578
Atmos Energy		53,600		1,828
Avista		22,800		527
Cia de Saneamento Basico do Estado de Sao Paulo ADR		12,900		757
Consolidated Edison		33,550		1,702
DPL		48,400		1,327
DTE Energy		26,100		1,278
Edison International		14,500		531
El Paso Electric *		27,700		842
Entergy		17,600		1,183
Great Plains Energy		42,800		857
Hawaiian Electric Industries		33,732		836
Idacorp		12,600		480
NSTAR		61,189		2,831
OGE Energy		38,501		1,947
Pepco Holdings		27,100		505
PG&E		25,000		1,104
Piedmont Natural Gas		15,700		476
Portland General Electric		34,400		818
Public Service Enterprise Group		25,300		797
SCANA		29,710		1,170
Sempra Energy		8,800		471
Southern		51,822		1,975
TECO Energy		27,000		507
UGI		32,000		1,053
Vectren		43,188		1,175
WGL Holdings		12,200		476
Wisconsin Energy		82,950		2,530
				33,704
Total Common Stock (Cost $219,515) ($ Thousands)				263,037
CASH EQUIVALENT — 4.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.080%** ††		10,912,616		10,913
Total Cash Equivalent (Cost $10,913) ($ Thousands)				10,913
U.S. TREASURY OBLIGATION — 0.2%
U.S. Treasury Bill 0.175%, 06/30/11 (B) (C)		481		480
Total U.S. Treasury Obligation (Cost $480) ($ Thousands)				480
Total Investments — 99.8% (Cost $230,908) ($ Thousands)			$	274,430

3 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Schedule of Investments (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2011

A summary of the open futures contracts held by the Fund at March 31, 2011, is as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		95		Jun-2011	$	94

For the period ended March 31, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $275,035 ($Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2011.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

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

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

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

ADR — American Depositary Receipt

Cl — Class

The following is a summary of the inputs used as of March 31, 2011 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	263,037	$	—	$	—	$	263,037
Cash Equivalent		10,913		—		—		10,913
U.S. Treasury Obligation		—		480		—		480
Total Investments in Securities	$	273,950	$	480	$	—	$	274,430

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*	$	94	$	—	$	—	$	94

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

For the six month period ended March 31, 2011, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the six month period ended March 31, 2011, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2011

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

The Registrant has a standing Nominating Committee (the “Committee”) currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Registrant’s Board of Trustees (the “Board”). Pursuant to the Committee’s Charter, adopted on June 18, 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11. Controls and Procedures.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Items 12. Exhibits.

(a)(1) Not applicable for semi-annual report.

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

(b) Officer certifications as required by Rule 30a-2(b) under the Act of 1940, as amended (17 CFR 270.30a-2(b)) also accompany this filing as an exhibit.

SIGNATURES

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

SEI Institutional Managed Trust
By	/S/    ROBERT A. NESHER
	Robert A. Nesher, President & CEO

Date: May 31, 2011

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

By	/S/    ROBERT A. NESHER
	Robert A. Nesher, President & CEO

Date: May 31, 2011

By	/S/    PETER A. RODRIGUEZ
	Peter A. Rodriguez, Controller & CFO
Date: May 31, 2011