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)

Timothy D. Barto, Esq.

SEI Investments Co.

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

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

Date of fiscal year end: September 30, 2022

Date of reporting period: March 31, 2022

Item 1. Reports to Stockholders.

MARCH 31, 2022

SEMI-ANNUAL REPORT

SEI Institutional Managed Trust

❯ Large Cap Fund

❯ Large Cap Value Fund

❯ Large Cap Growth Fund

❯ Large Cap Index Fund

❯ Tax-Managed Large Cap Fund

❯ S&P 500 Index Fund

❯ Small Cap Fund

❯ Small Cap Value Fund

❯ Small Cap Growth Fund

❯ Tax-Managed Small/Mid Cap Fund

❯ Mid-Cap Fund

❯ U.S. Managed Volatility Fund

❯ Global Managed Volatility Fund

❯ Tax-Managed Managed Volatility Fund

❯ Tax-Managed International Managed
Volatility Fund

❯ Real Estate Fund

❯ Core Fixed Income Fund

❯ High Yield Bond Fund

❯ Conservative Income Fund

❯ Tax-Free Conservative Income Fund

❯ Real Return Fund

❯ Dynamic Asset Allocation Fund

❯ Multi-Strategy Alternative Fund

❯ Multi-Asset Accumulation Fund

❯ Multi-Asset Income Fund

❯ Multi-Asset Inflation Managed Fund

❯ Multi-Asset Capital Stability Fund

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

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

seic.com

TABLE OF CONTENTS

Schedules of Investments	1
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities	324
Statements of Operations/Consolidated Statements of Operations	336
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	342
Consolidated Statement of Cash Flows	350
Financial Highlights/Consolidated Financial Highlights	351
Notes to Financial Statements/Consolidated Notes to Financial Statements	364
Disclosure of Fund Expenses	412
Review of the Liquidity Risk Management Program	415
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	416

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

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

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 5.4%
Alphabet Inc, Cl A *		5,281	$	14,688
Alphabet Inc, Cl C *		11,403		31,848
AT&T Inc		233,505		5,518
Comcast Corp, Cl A		142,077		6,652
Fox Corp, Cl A		48,678		1,920
Live Nation Entertainment Inc *		32,710		3,848
Meta Platforms, Cl A *		81,408		18,102
Nexstar Media Group Inc, Cl A		4,242		800
Paramount Global, Cl B		22,664		857
Snap Inc, Cl A *		77,887		2,803
TEGNA Inc		167,044		3,742
T-Mobile US Inc *		52,721		6,767
Verizon Communications Inc		280,734		14,301
				111,846
Consumer Discretionary — 10.5%
Advance Auto Parts Inc		7,936		1,642
Airbnb, Cl A *		14,798		2,542
Alibaba Group Holding ADR *		32,484		3,534
Amazon.com Inc, Cl A *		14,275		46,536
AutoZone Inc *		1,843		3,768
Best Buy Co Inc		38,681		3,516
Booking Holdings Inc *		2,518		5,913
BorgWarner		232,311		9,037
Capri Holdings Ltd *		66,333		3,409
Carnival Corp *		59,440		1,202
Dick's Sporting Goods Inc		36,476		3,648
Dillard's Inc, Cl A		8,887		2,385
Dollar General Corp		41,094		9,149
DR Horton Inc		43,190		3,218
eBay Inc		56,727		3,248
Foot Locker Inc, Cl A		23,394		694
Ford Motor Co		147,806		2,499
General Motors Co *		239,785		10,488

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Goodyear Tire & Rubber Co/The *		38,367	$	548
Harley-Davidson Inc, Cl A		49,267		1,941
Kohl's Corp		40,786		2,466
Lear Corp		26,627		3,797
Lennar Corp, Cl A		6,546		531
Lowe's Cos Inc		60,506		12,234
Magna International Inc, Cl A		49,219		3,165
MercadoLibre Inc *		869		1,034
MGM Resorts International		147,405		6,182
NIKE Inc, Cl B		89,182		12,000
O'Reilly Automotive Inc *		4,642		3,180
PulteGroup Inc		217,624		9,119
Ross Stores Inc		113,243		10,244
Royal Caribbean Cruises Ltd *		5,535		464
Starbucks Corp		76,846		6,991
Target Corp, Cl A		35,789		7,595
Tesla Inc *		9,964		10,737
Thor Industries Inc		33,250		2,617
Vail Resorts Inc		2,934		764
Whirlpool Corp		27,260		4,710
				216,747
Consumer Staples — 6.1%
Altria Group Inc		159,288		8,323
Archer-Daniels-Midland Co		5,437		491
Coca-Cola Co/The		146,094		9,058
Coca-Cola Europacific Partners PLC		143,598		6,980
Conagra Brands Inc		265,977		8,929
General Mills Inc		33,531		2,271
Ingredion Inc		89,406		7,792
J M Smucker Co/The		79,930		10,823
Kraft Heinz Co/The		12,498		492
Kroger Co/The		341,553		19,595
Molson Coors Beverage Co, Cl B		30,456		1,626
Mondelez International Inc, Cl A		22,726		1,427
PepsiCo Inc		66,095		11,063
Philip Morris International Inc		159,775		15,009
Procter & Gamble Co/The		15,081		2,304
Sysco Corp, Cl A		116,826		9,539
Tyson Foods Inc, Cl A		110,651		9,917
Walgreens Boots Alliance Inc		38,917		1,742
				127,381
Energy — 3.3%
Baker Hughes Co, Cl A		205,270		7,474
BP PLC ADR		63,887		1,878
Canadian Natural Resources Ltd		111,301		6,898
Chevron Corp		79,273		12,908
ConocoPhillips		92,165		9,217
Devon Energy Corp		137,918		8,155
Exxon Mobil Corp		7,057		583
HF Sinclair Corp *		50,627		2,017
Marathon Petroleum Corp		98,016		8,380

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Phillips 66		43,346	$	3,745
Shell PLC ADR		17,117		940
Valero Energy Corp		54,263		5,510
				67,705
Financials — 14.9%
Aflac Inc		94,072		6,057
American Financial Group Inc/OH		4,314		628
Ameriprise Financial Inc		25,172		7,561
Bank of America Corp		375,037		15,459
Bank of New York Mellon Corp/The		19,244		955
Berkshire Hathaway Inc, Cl B *		69,418		24,498
Capital One Financial Corp		95,467		12,534
Charles Schwab Corp/The		122,378		10,318
Citigroup Inc		192,008		10,253
Citizens Financial Group Inc		39,251		1,779
Discover Financial Services		32,032		3,530
Essent Group Ltd		25,116		1,035
Everest Re Group Ltd		1,843		556
FactSet Research Systems Inc		944		410
Fifth Third Bancorp		146,251		6,295
First American Financial Corp		21,368		1,385
First Republic Bank/CA		85,489		13,858
Goldman Sachs Group Inc/The		3,354		1,107
Hartford Financial Services Group Inc/The		89,538		6,430
JPMorgan Chase & Co		90,222		12,299
KeyCorp		130,168		2,913
KKR & Co Inc		55,247		3,230
Markel Corp *		11,289		16,654
Marsh & McLennan Cos Inc		72,500		12,355
Moody's Corp		38,887		13,121
Morgan Stanley		71,661		6,263
Popular Inc		60,934		4,981
Progressive Corp/The		73,727		8,404
Radian Group Inc		16,498		366
Regions Financial Corp		247,865		5,517
S&P Global Inc		33,921		13,914
Signature Bank/New York NY, Cl B		17,706		5,197
SLM Corp		302,734		5,558
Starwood Property Trust Inc ‡		68,519		1,656
State Street Corp		138,447		12,062
Synchrony Financial		217,031		7,555
Two Harbors Investment Corp ‡		79,147		438
Upstart Holdings Inc *(A)		23,745		2,590
US Bancorp		323,806		17,210
Voya Financial Inc		62,675		4,158
Wells Fargo & Co		114,665		5,557
Willis Towers Watson PLC		63,313		14,956
Zions Bancorp NA		71,519		4,689
				306,291
Health Care — 14.3%
AbbVie Inc		59,751		9,686

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Agilent Technologies Inc		48,305	$	6,392
AmerisourceBergen Corp, Cl A		88,432		13,681
Amgen Inc, Cl A		57,858		13,991
AstraZeneca PLC ADR		84,193		5,586
Baxter International Inc		113,683		8,815
Biogen Inc *		2,286		481
Bristol-Myers Squibb Co		155,447		11,352
Cardinal Health Inc		7,743		439
Catalent Inc *		50,581		5,609
Cigna Corp		1,877		450
CVS Health Corp		196,030		19,840
Danaher Corp, Cl A		43,061		12,631
DaVita Inc *		4,103		464
Dentsply Sirona Inc		125,463		6,175
Dexcom Inc *		7,937		4,061
GlaxoSmithKline PLC ADR		38,133		1,661
HCA Healthcare Inc		20,926		5,245
Humana Inc		27,959		12,167
IDEXX Laboratories Inc *		778		426
Intra-Cellular Therapies Inc, Cl A *		29,591		1,811
Jazz Pharmaceuticals PLC *		28,183		4,387
Johnson & Johnson		217,191		38,493
McKesson Corp		23,309		7,136
Medtronic PLC		92,217		10,232
Merck & Co Inc		91,347		7,495
Mettler-Toledo International Inc *		11,204		15,385
Natera Inc *		10,452		425
Organon & Co		18,713		654
Perrigo Co PLC		30,088		1,156
Pfizer Inc		274,526		14,212
Regeneron Pharmaceuticals Inc *		10,283		7,182
Thermo Fisher Scientific Inc		11,874		7,013
UnitedHealth Group Inc		56,475		28,801
Zimmer Biomet Holdings Inc		86,090		11,011
				294,545
Industrials — 11.6%
AerCap Holdings NV *		62,810		3,158
AGCO Corp		45,371		6,626
Alaska Air Group Inc *		32,243		1,870
Allison Transmission Holdings Inc		48,690		1,912
American Airlines Group Inc *(A)		141,464		2,582
AMETEK Inc		39,693		5,286
Cummins Inc		34,196		7,014
Delta Air Lines Inc, Cl A *		46,513		1,841
Dover Corp		39,611		6,215
Eaton Corp PLC		36,869		5,595
Emerson Electric Co		61,931		6,072
FedEx Corp		33,861		7,835
Fortive Corp		169,478		10,326
General Electric Co		75,955		6,950
GXO Logistics Inc *		101,310		7,227
Honeywell International Inc		118,454		23,049

2

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huntington Ingalls Industries Inc, Cl A		16,114	$	3,214
IDEX Corp		15,417		2,956
Ingersoll Rand Inc		172,860		8,703
L3Harris Technologies Inc		25,133		6,245
Lockheed Martin Corp		10,419		4,599
ManpowerGroup Inc		29,203		2,743
MDU Resources Group Inc		97,537		2,599
Northrop Grumman Corp		2,095		937
Owens Corning		34,317		3,140
Parker-Hannifin Corp, Cl A		25,904		7,351
Robert Half International Inc		9,389		1,072
Rockwell Automation Inc		9,451		2,647
Roper Technologies Inc		21,548		10,176
Ryder System Inc		16,364		1,298
Snap-on Inc		8,649		1,777
Stanley Black & Decker Inc		65,678		9,181
Textron Inc		87,866		6,535
Timken Co/The		72,653		4,410
TransDigm Group Inc *		23,745		15,471
Uber Technologies Inc *		99,982		3,567
Union Pacific Corp		11,599		3,169
United Airlines Holdings Inc *		23,047		1,068
United Parcel Service Inc, Cl B		61,103		13,104
Vertiv Holdings Co, Cl A		203,407		2,848
WW Grainger Inc		30,209		15,581
XPO Logistics Inc *		33,373		2,430
				240,379
Information Technology — 24.2%
Adobe Inc *		45,772		20,855
Advanced Micro Devices Inc *		93,683		10,243
Amdocs Ltd		39,822		3,274
Amkor Technology Inc		51,908		1,127
Amphenol Corp, Cl A		107,406		8,093
Apple Inc		389,147		67,949
Applied Materials Inc		89,544		11,802
Arrow Electronics Inc, Cl A *		5,863		696
Automatic Data Processing Inc		26,457		6,020
Bill.com Holdings Inc *		13,507		3,063
Block, Cl A *		17,306		2,347
Cadence Design Systems Inc *		17,486		2,876
Cisco Systems Inc/Delaware		151,519		8,449
Crowdstrike Holdings Inc, Cl A *		15,771		3,581
Dell Technologies Inc, Cl C		4,018		202
Dlocal Ltd/Uruguay, Cl A *		43,400		1,357
DXC Technology Co *		70,284		2,293
Fortinet Inc *		4,834		1,652
Global Payments Inc		148,513		20,323
Hewlett Packard Enterprise Co		262,573		4,388
HP Inc		173,068		6,282
Intel Corp		188,169		9,326
International Business Machines Corp		24,273		3,156
Intuit Inc		55,738		26,801

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jabil Inc		68,671	$	4,239
Juniper Networks Inc		88,541		3,290
KLA Corp		35,944		13,158
Marqeta Inc, Cl A *		157,775		1,742
Microchip Technology Inc		299,789		22,526
Micron Technology Inc		89,890		7,001
Microsoft Corp		227,275		70,071
Motorola Solutions Inc		54,849		13,284
NetApp Inc		21,914		1,819
NVIDIA Corp		58,514		15,966
NXP Semiconductors NV		55,285		10,232
Oracle Corp, Cl B		105,989		8,768
Paychex Inc		25,882		3,532
PayPal Holdings Inc *		52,273		6,045
Qorvo Inc *		3,170		393
QUALCOMM Inc		65,060		9,942
salesforce.com *		67,308		14,291
SAP SE ADR (A)		74,822		8,302
Seagate Technology Holdings PLC		65,533		5,891
Snowflake, Cl A *		5,280		1,210
SolarEdge Technologies Inc *		3,670		1,183
Teradyne Inc		32,165		3,803
Twilio Inc, Cl A *		11,340		1,869
Unity Software Inc *		27,102		2,689
VeriSign Inc *		3,953		879
Visa Inc, Cl A		110,461		24,497
Vishay Intertechnology Inc		115,899		2,272
VMware Inc, Cl A *		3,246		370
Vontier Corp		467,725		11,876
Xerox Holdings Corp		64,050		1,292
				498,587
Materials — 4.7%
Air Products and Chemicals Inc		58,182		14,540
Alcoa Corp		20,652		1,859
Avery Dennison Corp		25,187		4,382
Berry Global Group Inc *		13,761		798
Cabot Corp		21,441		1,467
Celanese Corp, Cl A		39,097		5,586
Crown Holdings Inc		72,495		9,068
DuPont de Nemours Inc		38,689		2,847
Eastman Chemical Co		73,135		8,195
Ecolab Inc		48,809		8,618
Huntsman Corp		195,900		7,348
International Flavors & Fragrances Inc		6,489		852
International Paper Co		39,192		1,809
Linde PLC		11,766		3,759
Newmont Corp		63,436		5,040
PPG Industries Inc		47,902		6,279
Reliance Steel & Aluminum Co		17,345		3,180
Steel Dynamics Inc		30,626		2,555
Sylvamo Corp *		11,192		372
Vulcan Materials Co		40,048		7,357

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Westrock Co		8,670	$	408
				96,319
Real Estate — 1.9%
American Tower Corp, Cl A ‡		55,725		13,999
Crown Castle International Corp ‡		56,880		10,500
Extra Space Storage Inc ‡		26,122		5,371
Gaming and Leisure Properties Inc ‡		87,103		4,088
Iron Mountain Inc ‡		24,500		1,358
Omega Healthcare Investors Inc ‡		54,474		1,697
Sabra Health Care Inc ‡		81,408		1,212
Service Properties Trust ‡		153,125		1,352
Simon Property Group Inc ‡		2,930		385
				39,962
Utilities — 2.2%
CenterPoint Energy Inc		237,187		7,267
Edison International		30,933		2,168
FirstEnergy Corp		184,987		8,484
NiSource Inc		291,584		9,272
NRG Energy Inc		85,945		3,297
PPL Corp		210,324		6,007
UGI Corp		139,722		5,061
Vistra Corp		157,982		3,673
				45,229

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $1,271,929) ($ Thousands)			$	2,044,991
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
0.300% **†(B)		8,016,529		8,022
Total Affiliated Partnership
(Cost $8,015) ($ Thousands)				8,022
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		15,375,599		15,376
Total Cash Equivalent
(Cost $15,376) ($ Thousands)				15,376
Total Investments in Securities — 100.2%
(Cost $1,295,320) ($ Thousands)			$	2,068,389

A list of the open futures contracts held at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		38		Jun-2022	$	7,914	$	8,608	$	694
S&P Mid Cap 400 Index E-MINI		3		Jun-2022		813		807		(6	)
					$	8,727	$	9,415	$	688

	Percentages are based on Net Assets of $2,064,459 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022 was $7,588 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 10. The total market value of such securities as of March 31, 2022 was $8,022 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		2,044,991		–		–		2,044,991
Affiliated Partnership		–		8,022		–		8,022
Cash Equivalent		15,376		–		–		15,376
Total Investments in Securities		2,060,367		8,022		–		2,068,389

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		694			–		–		694
Unrealized Depreciation		(6	)		–		–		(6	)
Total Other Financial Instruments		688			–		–		688

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

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

4

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	16,145	$	58,569	$	(66,692	)	$	—	$	—	$	8,022		8,016,529	$	9	$	—
SEI Daily Income Trust, Government Fund, Cl F		19,853		188,608		(193,086	)		1		—		15,376		15,375,599		2		—
Totals	$	35,998	$	247,177	$	(259,778	)	$	1	$	—	$	23,398			$	11	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Value Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.4%
Communication Services — 5.3%
AT&T Inc		1,031,235	$	24,368
BCE Inc		292,660		16,231
Comcast Corp, Cl A		189,923		8,892
Fox Corp, Cl A		114,572		4,520
Meta Platforms Inc, Cl A *		20,795		4,624
Omnicom Group Inc		9,725		825
Paramount Global, Cl B		47,731		1,805
TEGNA Inc		136,100		3,049
T-Mobile US Inc *		49,749		6,385
Verizon Communications Inc		194,012		9,883
				80,582
Consumer Discretionary — 7.0%
Best Buy Co Inc		62,685		5,698
Booking Holdings Inc *		144		338
Carnival Corp *		89,490		1,810
Dick's Sporting Goods Inc		21,511		2,152
Dillard's Inc, Cl A (A)		12,276		3,295
DR Horton Inc		14,920		1,112
eBay Inc		41,518		2,377
Foot Locker Inc, Cl A		38,308		1,136
Ford Motor Co		192,027		3,247
General Motors Co *		254,453		11,130
Genuine Parts Co		132,329		16,676
Goodyear Tire & Rubber Co/The *		72,101		1,030
Harley-Davidson Inc, Cl A		28,479		1,122
Kohl's Corp		11,762		711
Lear Corp		12,142		1,731
Lennar Corp, Cl A		8,202		666
Lowe's Cos Inc		52,140		10,542
Magna International Inc, Cl A		24,663		1,586
PulteGroup Inc		215,305		9,021
Target Corp, Cl A		106,998		22,707
Thor Industries Inc		49,688		3,911

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whirlpool Corp		24,849	$	4,293
				106,291
Consumer Staples — 8.4%
Altria Group Inc		207,317		10,832
Archer-Daniels-Midland Co		6,119		552
Conagra Brands Inc		146,906		4,932
Diageo PLC ADR		39,610		8,046
General Mills Inc		4,632		314
Ingredion Inc		83,947		7,316
J M Smucker Co/The		17,549		2,376
Kimberly-Clark Corp		79,941		9,846
Kraft Heinz Co/The		56,221		2,214
Kroger Co/The		353,379		20,273
Molson Coors Beverage Co, Cl B		115,655		6,174
Philip Morris International Inc		185,286		17,406
Procter & Gamble Co/The		27,721		4,236
Tyson Foods Inc, Cl A		162,855		14,597
Unilever PLC ADR		172,247		7,849
Walgreens Boots Alliance Inc		220,812		9,886
Walmart Inc		16,311		2,429
				129,278
Energy — 6.6%
BP PLC ADR		127,923		3,761
Canadian Natural Resources Ltd		64,557		4,001
Chevron Corp		181,774		29,598
ConocoPhillips		235,354		23,535
Devon Energy Corp		76,634		4,532
Exxon Mobil Corp		206,807		17,080
HF Sinclair Corp *		55,971		2,231
Marathon Petroleum Corp		77,250		6,605
Phillips 66		31,140		2,690
Shell PLC ADR		21,424		1,177
Valero Energy Corp		42,991		4,365
				99,575
Financials — 19.7%
Aflac Inc		88,114		5,674
Allstate Corp/The		34,766		4,815
American Financial Group Inc/OH		21,126		3,076
Ameriprise Financial Inc		26,001		7,810
Annaly Capital Management Inc ‡		292,976		2,062
Bank of America Corp		623,733		25,710
Bank of New York Mellon Corp/The		191,211		9,490
Berkshire Hathaway Inc, Cl B *		40,463		14,280
Capital One Financial Corp		28,002		3,677
Chubb Ltd		94,141		20,137
Citigroup Inc		538,848		28,775
Citizens Financial Group Inc		104,794		4,750
Discover Financial Services		37,526		4,135
Essent Group Ltd		27,172		1,120
Fifth Third Bancorp		113,014		4,864
First American Financial Corp		19,225		1,246

6

SEI Institutional Managed Trust /Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Goldman Sachs Group Inc/The		7,938	$	2,620
Hartford Financial Services Group Inc/The		40,505		2,909
JPMorgan Chase & Co		171,797		23,419
KeyCorp		125,944		2,819
KKR & Co Inc		30,397		1,777
Lincoln National Corp		29,914		1,955
MetLife Inc		85,353		5,998
Morgan Stanley		244,546		21,373
New York Community Bancorp Inc		262,592		2,815
Popular Inc		58,412		4,775
Principal Financial Group Inc, Cl A		5,676		417
Prudential Financial Inc		60,510		7,150
Radian Group Inc		35,327		784
Regions Financial Corp		201,984		4,496
Reinsurance Group of America Inc, Cl A		7,288		798
SLM Corp		294,104		5,400
State Street Corp		47,517		4,140
Synchrony Financial		153,808		5,354
T Rowe Price Group Inc		14,576		2,204
Travelers Cos Inc/The		50,275		9,187
Truist Financial Corp		211,571		11,996
Two Harbors Investment Corp ‡		400,964		2,217
Unum Group		55,915		1,762
Voya Financial Inc		103,747		6,884
Wells Fargo & Co		345,185		16,728
Willis Towers Watson PLC		16,379		3,869
Zions Bancorp NA		79,407		5,206
				300,673
Health Care — 16.8%
AbbVie Inc		27,630		4,479
Amgen Inc, Cl A		23,430		5,666
AstraZeneca PLC ADR		55,676		3,694
Biogen Inc *		10,497		2,211
Bristol-Myers Squibb Co		183,512		13,402
Cardinal Health Inc		117,940		6,687
Cigna Corp		22,581		5,411
CVS Health Corp		192,828		19,516
DaVita Inc *		25,118		2,841
Eli Lilly & Co		44,303		12,687
Gilead Sciences Inc		101,959		6,062
GlaxoSmithKline PLC ADR		91,555		3,988
HCA Healthcare Inc		16,836		4,219
Hologic Inc *		14,121		1,085
Intra-Cellular Therapies Inc, Cl A *		47,260		2,892
Jazz Pharmaceuticals PLC *		42,734		6,653
Johnson & Johnson		171,729		30,436
McKesson Corp		41,748		12,780
Medtronic PLC		177,966		19,745
Merck & Co Inc		324,440		26,620
Novartis AG ADR		151,068		13,256
Organon & Co		16,136		563
Pfizer Inc		746,292		38,636

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Regeneron Pharmaceuticals Inc *		4,915	$	3,433
Viatris Inc, Cl W *		291,220		3,168
Zimmer Biomet Holdings Inc		46,730		5,977
				256,107
Industrials — 11.4%
3M Co		61,376		9,138
AerCap Holdings NV *		64,608		3,248
AGCO Corp		31,476		4,596
Alaska Air Group Inc *		72,619		4,213
Allison Transmission Holdings Inc		68,559		2,692
Cummins Inc		46,257		9,488
Delta Air Lines Inc, Cl A *		130,072		5,147
FedEx Corp		36,932		8,546
General Dynamics Corp		66,258		15,980
Huntington Ingalls Industries Inc, Cl A		16,362		3,263
Johnson Controls International PLC		316,498		20,753
L3Harris Technologies Inc		7,044		1,750
Lockheed Martin Corp		13,601		6,003
ManpowerGroup Inc		42,383		3,981
MDU Resources Group Inc		165,732		4,417
Northrop Grumman Corp		9,987		4,466
Owens Corning		23,991		2,195
PACCAR Inc		15,496		1,365
Raytheon Technologies Corp		209,293		20,735
Ryder System Inc		27,424		2,176
Siemens AG ADR (B)		165,998		11,477
Snap-on Inc		18,548		3,811
Textron Inc		60,851		4,526
Timken Co/The		50,058		3,038
United Airlines Holdings Inc *		50,687		2,350
United Parcel Service Inc, Cl B		68,760		14,746
				174,100
Information Technology — 10.8%
Amdocs Ltd		68,616		5,641
Amkor Technology Inc		108,102		2,348
Applied Materials Inc		46,847		6,174
Arrow Electronics Inc, Cl A *		43,920		5,210
Broadcom Inc		21,761		13,703
Cisco Systems Inc/Delaware		349,960		19,514
Cognizant Technology Solutions Corp, Cl A		43,081		3,863
DXC Technology Co *		52,976		1,729
Global Payments Inc		21,490		2,941
Hewlett Packard Enterprise Co		260,289		4,349
HP Inc		338,314		12,281
Intel Corp		576,838		28,588
International Business Machines Corp		35,900		4,668
Jabil Inc		72,955		4,504
Juniper Networks Inc		180,394		6,703
Micron Technology Inc		69,408		5,406
Microsoft Corp		39,275		12,109
Oracle Corp, Cl B		77,414		6,404

SEI Institutional Managed Trust /Semi-Annual Report / March 31, 2022

7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seagate Technology Holdings PLC		48,818	$	4,389
Teradyne Inc		64,935		7,677
Vontier Corp		151,323		3,842
Xerox Holdings Corp		94,367		1,903
				163,946
Materials — 5.2%
Alcoa Corp		31,150		2,804
Berry Global Group Inc *		26,280		1,523
Cabot Corp		34,131		2,335
Celanese Corp, Cl A		37,090		5,299
Crown Holdings Inc		50,076		6,264
Dow Inc		216,621		13,803
DuPont de Nemours Inc		48,652		3,580
Eastman Chemical Co		75,341		8,443
Huntsman Corp		176,182		6,609
International Paper Co		111,708		5,155
LyondellBasell Industries NV, Cl A		37,839		3,891
Newmont Corp		68,478		5,441
O-I Glass Inc, Cl I *		82,301		1,085
Reliance Steel & Aluminum Co		30,915		5,668
Steel Dynamics Inc		52,464		4,377
Sylvamo Corp *		10,155		338
Westrock Co		60,481		2,844
				79,459
Real Estate — 3.3%
Boston Properties Inc ‡		78,831		10,153
Gaming and Leisure Properties Inc ‡		57,665		2,706
Healthpeak Properties Inc ‡		418,197		14,357
Iron Mountain Inc ‡		48,524		2,689
Omega Healthcare Investors Inc ‡		84,133		2,622
Sabra Health Care Inc ‡		182,928		2,724
Service Properties Trust ‡		175,225		1,547
Simon Property Group Inc ‡		18,953		2,493
VICI Properties Inc ‡		388,030		11,043
				50,334

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 4.9%
Duke Energy Corp		121,006	$	13,512
Edison International		69,402		4,865
Evergy Inc		43,069		2,943
Exelon Corp		38,178		1,818
FirstEnergy Corp		97,676		4,479
NextEra Energy Inc		246,928		20,917
NiSource Inc		254,781		8,102
NRG Energy Inc		70,556		2,707
PPL Corp		244,221		6,975
UGI Corp		140,166		5,077
Vistra Corp		121,405		2,823
				74,218
Total Common Stock
(Cost $1,005,158) ($ Thousands)				1,514,563
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.300% **†(C)		3,570,343		3,571
Total Affiliated Partnership
(Cost $3,571) ($ Thousands)				3,571
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		8,165,707		8,166
Total Cash Equivalent
(Cost $8,166) ($ Thousands)				8,166
Total Investments in Securities — 100.1%
(Cost $1,016,895) ($ Thousands)			$	1,526,300

A list of the open futures contracts held at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		10		Jun-2022	$	2,277	$	2,265	$	(12	)
S&P Mid Cap 400 Index E-MINI		5		Jun-2022		1,360		1,344		(16	)
					$	3,637	$	3,609	$	(28	)

8

SEI Institutional Managed Trust /Semi-Annual Report / March 31, 2022

	Percentages are based on Net Assets of $1,524,128 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022 was $3,274 ($ Thousands).
(B)	Securities considered illiquid. The total value of such securities as of March 31, 2022 was $11,477 ($ Thousands) and represented 0.8% of the Net Assets of the Fund.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $3,571 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,514,563		–		–		1,514,563
Affiliated Partnership		–		3,571		–		3,571
Cash Equivalent		8,166		–		–		8,166
Total Investments in Securities		1,522,729		3,571		–		1,526,300

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(28	)		–		–		(28	)
Total Other Financial Instruments		(28	)		–		–		(28	)

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	6,431	$	63,423	$	(66,283	)	$	—	$	—	$	3,571		3,570,343	$	13	$	—
SEI Daily Income Trust, Government Fund, Cl F		20,275		83,974		(96,083	)		—		—		8,166		8,165,707		2		—
Totals	$	26,706	$	147,397	$	(162,366	)	$	—	$	—	$	11,737			$	15	$	—

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

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

SEI Institutional Managed Trust /Semi-Annual Report / March 31, 2022

9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Growth Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.0%
Communication Services — 8.1%
Alphabet Inc, Cl A *		15,233	$	42,368
Alphabet Inc, Cl C *		18,932		52,877
Interpublic Group of Cos Inc/The		10,780		382
Live Nation Entertainment Inc *		92,316		10,860
Meta Platforms, Cl A *		71,747		15,954
Netflix Inc *		8,949		3,352
News Corp, Cl A		13,708		304
Snap Inc, Cl A *		191,724		6,900
				132,997
Consumer Discretionary — 16.1%
Airbnb, Cl A *		39,990		6,869
Alibaba Group Holding ADR *		94,749		10,309
Amazon.com Inc, Cl A *		23,735		77,375
AutoZone Inc *		11,437		23,384
Booking Holdings Inc *		3,078		7,229
Boyd Gaming Corp		5,872		386
Capri Holdings Ltd *		183,231		9,416
General Motors Co *		168,776		7,382
Home Depot Inc/The		33,965		10,167
Lennar Corp, Cl A		95,925		7,786
Lithia Motors Inc, Cl A		23,529		7,062
LKQ Corp		6,783		308
Lowe's Cos Inc		70,462		14,247
Lululemon Athletica Inc *		791		289
McDonald's Corp		1,208		299
MercadoLibre Inc *		263		313
MGM Resorts International		295,346		12,387
NIKE Inc, Cl B		101,099		13,604
O'Reilly Automotive Inc *		2,291		1,569
Starbucks Corp		3,336		303
Tapestry Inc		9,239		343
Target Corp, Cl A		8,555		1,815
Tesla Inc *		37,817		40,752
TJX Cos Inc/The		179,607		10,881

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vail Resorts Inc		3,917	$	1,019
Williams-Sonoma Inc		1,706		247
Yum! Brands Inc		2,484		294
				266,035
Consumer Staples — 4.5%
Albertsons Cos Inc, Cl A		11,879		395
Altria Group Inc		7,475		391
Bunge Ltd		51,088		5,661
Coca-Cola Co/The		5,062		314
Colgate-Palmolive Co		126,428		9,587
Costco Wholesale Corp		27,757		15,984
Estee Lauder Cos Inc/The, Cl A		1,080		294
Herbalife Nutrition Ltd *		9,269		281
Hershey Co/The		34,978		7,577
Kroger Co/The		9,071		520
Monster Beverage Corp *		4,095		327
PepsiCo Inc		144,602		24,204
Philip Morris International Inc		3,609		339
Procter & Gamble Co/The		57,976		8,859
				74,733
Energy — 0.9%
ConocoPhillips		97,010		9,701
EOG Resources Inc		29,556		3,524
Pioneer Natural Resources Co		3,447		862
				14,087
Financials — 6.1%
Apollo Global Management		5,039		312
Blackstone Inc, Cl A (A)		70,354		8,931
CME Group Inc		42,935		10,213
FactSet Research Systems Inc		23,101		10,029
Moody's Corp		53,749		18,135
MSCI Inc, Cl A		28,383		14,273
PacWest Bancorp		157,799		6,806
Raymond James Financial Inc		3,922		431
S&P Global Inc		35,415		14,527
Signature Bank/New York NY, Cl B		30,817		9,044
SVB Financial Group, Cl B *		6,511		3,643
Upstart Holdings Inc *(B)		45,036		4,913
				101,257
Health Care — 9.4%
Abbott Laboratories		62,441		7,391
AbbVie Inc		82,232		13,331
Align Technology Inc *		10,030		4,373
Baxter International Inc		59,947		4,648
Becton Dickinson and Co		26,444		7,034
Catalent Inc *		112,009		12,422
Danaher Corp, Cl A		84,302		24,728
Dexcom Inc *		6,636		3,395
Johnson & Johnson		82,583		14,636
Mettler-Toledo International Inc *		5,526		7,588

10

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pfizer Inc		20,599	$	1,066
Stryker Corp		7,155		1,913
UnitedHealth Group Inc		103,695		52,881
Veeva Systems Inc, Cl A *		1,386		295
				155,701
Industrials — 7.3%
AMETEK Inc		65,938		8,782
Builders FirstSource Inc *		4,249		274
Carrier Global Corp		231,650		10,626
Eaton Corp PLC		115,704		17,559
Expeditors International of Washington Inc		2,941		304
Generac Holdings Inc *		9,373		2,786
Graco Inc		154,734		10,788
Middleby Corp/The *		52,511		8,609
Otis Worldwide Corp		108,620		8,358
Tetra Tech Inc		44,285		7,304
Textron Inc		88,153		6,557
TransDigm Group Inc *		18,558		12,091
Uber Technologies Inc *		225,733		8,054
Union Pacific Corp		49,523		13,530
United Parcel Service Inc, Cl B		1,463		314
XPO Logistics Inc *		54,289		3,952
				119,888
Information Technology — 40.9%
Accenture PLC, Cl A		955		322
Adobe Inc *		52,893		24,099
Advanced Micro Devices Inc *		185,471		20,279
Analog Devices Inc		75,509		12,473
Apple Inc		746,056		130,269
Applied Materials Inc		147,886		19,491
Arista Networks Inc *		20,133		2,798
Autodesk Inc, Cl A *		1,172		251
Bill.com Holdings Inc *		25,259		5,729
Block, Cl A *		26,927		3,651
Broadcom Inc		25,830		16,265
Cadence Design Systems Inc *		23,173		3,811
Cisco Systems Inc/Delaware		5,747		320
Concentrix Corp		1,580		263
Crowdstrike Holdings Inc, Cl A *		36,215		8,224
Datadog Inc, Cl A *		2,041		309
Dlocal Ltd/Uruguay, Cl A *		123,216		3,852
Dolby Laboratories Inc, Cl A		3,861		302
Dropbox Inc, Cl A *		11,560		269
EPAM Systems Inc *		1,465		435
F5 Inc, Cl A *		1,586		331
Fair Isaac Corp *		633		295
Fortinet Inc *		16,370		5,594
HP Inc		117,238		4,256
Intuit Inc		77,941		37,477
Jabil Inc		5,634		348
Keysight Technologies Inc *		1,770		280

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Manhattan Associates Inc *		2,228	$	309
Marqeta Inc, Cl A *		371,766		4,104
Mastercard Inc, Cl A		73,838		26,388
Micron Technology Inc		106,204		8,272
Microsoft Corp		563,760		173,813
Monolithic Power Systems Inc		656		319
NetApp Inc		20,218		1,678
NVIDIA Corp		212,225		57,908
ON Semiconductor Corp *		30,798		1,928
Oracle Corp, Cl B		187,663		15,525
Palo Alto Networks Inc *		2,477		1,542
Paychex Inc		27,125		3,702
PayPal Holdings Inc *		61,719		7,138
QUALCOMM Inc		58,041		8,870
salesforce.com *		45,023		9,559
ServiceNow Inc *		13,964		7,776
Snowflake, Cl A *		13,362		3,062
SolarEdge Technologies Inc *		13,934		4,492
Twilio Inc, Cl A *		25,048		4,128
Ubiquiti Inc		1,325		386
Unity Software Inc *		60,005		5,953
VeriSign Inc *		3,525		784
Visa Inc, Cl A		118,050		26,180
				675,809
Materials — 3.0%
Freeport-McMoRan Inc, Cl B		163,528		8,134
Linde PLC		25,606		8,179
Louisiana-Pacific Corp		82,297		5,112
Mosaic Co/The		131,878		8,770
Sherwin-Williams Co/The, Cl A		51,570		12,873
Steel Dynamics Inc		80,473		6,714
				49,782
Real Estate — 0.7%
CBRE Group Inc, Cl A *		26,536		2,429
Crown Castle International Corp ‡		42,247		7,799
Duke Realty Corp ‡		11,139		647
Invitation Homes Inc ‡		8,797		353
Jones Lang LaSalle Inc *‡		1,312		314
Rayonier Inc ‡		9,022		371
				11,913
Utilities — 0.0%
NextEra Energy Inc		4,139		351
Total Common Stock
(Cost $791,260) ($ Thousands)				1,602,553

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

11

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
0.300% **†(C)		4,903,850	$	4,905
Total Affiliated Partnership
(Cost $4,904) ($ Thousands)				4,905

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 3.0%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		49,502,068	$	49,502
Total Cash Equivalent
(Cost $49,502) ($ Thousands)				49,502
Total Investments in Securities — 100.3%
(Cost $845,666) ($ Thousands)			$	1,656,960

A list of the open futures contracts held at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		200		Jun-2022	$	44,724	$	45,308	$	584

	Percentages are based on Net Assets of $1,651,919 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
†	Investment in Affiliated Security (see Note 6).
‡	Real Estate Investment Trust.
(A)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $8,931 ($ Thousands), or 0.5% of the Net Assets of the Fund (See Note 2).
(B)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022 was $4,364 ($ Thousands).
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $4,905 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instrument carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,602,553		–		–		1,602,553
Affiliated Partnership		–		4,905		–		4,905
Cash Equivalent		49,502		–		–		49,502
Total Investments in Securities		1,652,055		4,905		–		1,656,960

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		584		–		–		584
Total Other Financial Instruments		584		–		–		584

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	122	$	10,699	$	(5,916	)	$	—	$	—	$	4,905		4,903,850	$	2	$	—
SEI Daily Income Trust, Government Fund, Cl F		15,702		183,793		(149,993	)		—		—		49,502		49,502,068		1		—
Totals	$	15,824	$	194,492	$	(155,909	)	$	—	$	—	$	54,407			$	3	$	—

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

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

12

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.2%
Communication Services — 8.8%
Activision Blizzard Inc		19,981	$	1,601
Alphabet Inc, Cl A *		7,797		21,686
Alphabet Inc, Cl C *		7,163		20,006
Altice USA Inc, Cl A *		5,800		72
AT&T Inc		184,991		4,371
Cable One Inc		138		202
Charter Communications Inc, Cl A *		3,136		1,711
Comcast Corp, Cl A		116,529		5,456
Discovery Inc, Cl A *		4,400		110
Discovery Inc, Cl C *		8,312		208
DISH Network Corp, Cl A *		6,511		206
Electronic Arts Inc		7,206		912
Fox Corp, Cl A		8,131		321
Fox Corp, Cl B		3,800		138
IAC/InterActiveCorp *		1,998		200
Interpublic Group of Cos Inc/The		10,100		358
Liberty Broadband Corp, Cl A *		600		79
Liberty Broadband Corp, Cl C *		3,658		495
Liberty Media Corp-Liberty Formula One, Cl A *		700		44
Liberty Media Corp-Liberty Formula One, Cl C *		5,100		356
Liberty Media Corp-Liberty SiriusXM *		6,698		306
Live Nation Entertainment Inc *		3,590		422
Loyalty Ventures Inc *		510		8
Lumen Technologies		26,295		296
Madison Square Garden Sports Corp *		453		81
Match Group Inc *		7,299		794
Meta Platforms Inc, Cl A *		59,878		13,314
Netflix Inc *		11,177		4,187
New York Times Co/The, Cl A		4,312		198
News Corp, Cl A		10,300		228
News Corp, Cl B		3,200		72

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nexstar Media Group Inc, Cl A		1,000	$	189
Omnicom Group Inc		5,426		461
Paramount Global, Cl A		219		9
Paramount Global, Cl B		15,153		573
Pinterest Inc, Cl A *		14,576		359
Playtika Holding Corp *		2,800		54
Roku Inc, Cl A *		3,045		381
Sirius XM Holdings Inc (A)		22,118		146
Skillz Inc, Cl A *(A)		7,400		22
Spotify Technology SA *		3,560		538
Take-Two Interactive Software Inc, Cl A *		2,987		459
T-Mobile US Inc *		15,217		1,953
TripAdvisor Inc *		2,600		71
Twitter Inc *		20,180		781
Verizon Communications Inc		109,073		5,556
Vimeo Inc *		3,917		47
Walt Disney Co/The *		47,040		6,452
World Wrestling Entertainment Inc, Cl A		1,200		75
Zynga Inc, Cl A *		26,331		243
				96,807
Consumer Discretionary — 11.8%
ADT Inc		4,000		30
Advance Auto Parts Inc		1,617		335
Amazon.com Inc, Cl A *		11,262		36,714
Aptiv PLC *		6,953		832
Aramark		5,891		222
AutoNation Inc *		1,094		109
AutoZone Inc *		533		1,090
Bath & Body Works Inc		6,200		296
Best Buy Co Inc		6,180		562
Booking Holdings Inc *		1,062		2,494
BorgWarner		6,200		241
Boyd Gaming Corp		2,200		145
Bright Horizons Family Solutions Inc *		1,500		199
Brunswick Corp/DE		2,000		162
Burlington Stores Inc *		1,753		319
Caesars Entertainment Inc *		5,300		410
Capri Holdings Ltd *		3,700		190
CarMax Inc *		4,200		405
Carnival Corp *		22,127		447
Carter's Inc		1,100		101
Carvana Co, Cl A *		2,068		247
Chegg Inc *		3,387		123
Chipotle Mexican Grill Inc, Cl A *		726		1,149
Choice Hotels International Inc		928		132
Churchill Downs Inc		961		213
Columbia Sportswear Co		1,000		91
Darden Restaurants Inc		3,299		439
Deckers Outdoor Corp *		750		205
Dick's Sporting Goods Inc		1,592		159
Dollar General Corp		6,045		1,346
Dollar Tree Inc *		5,718		916

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

13

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Domino's Pizza Inc		960	$	391
DoorDash, Cl A *		3,764		441
DR Horton Inc		8,538		636
DraftKings Inc, Cl A *		8,200		160
eBay Inc		16,306		934
Etsy Inc *		3,304		411
Expedia Group Inc *		3,724		729
Five Below Inc *		1,383		219
Floor & Decor Holdings Inc, Cl A *		2,700		219
Foot Locker Inc, Cl A		2,400		71
Ford Motor Co		101,185		1,711
Frontdoor Inc *		2,210		66
GameStop Corp, Cl A *(A)		1,700		283
Gap Inc/The		5,300		75
Garmin Ltd		3,957		469
General Motors Co *		35,549		1,555
Gentex Corp		6,235		182
Genuine Parts Co		3,576		451
Grand Canyon Education Inc *		1,000		97
H&R Block Inc		4,200		109
Hanesbrands Inc		9,000		134
Harley-Davidson Inc, Cl A		4,100		162
Hasbro Inc		3,302		271
Hilton Worldwide Holdings Inc		7,084		1,075
Home Depot Inc/The		27,080		8,106
Hyatt Hotels Corp, Cl A *		1,294		124
Kohl's Corp		3,625		219
Las Vegas Sands Corp *		8,546		332
Lear Corp		1,594		227
Leggett & Platt Inc		3,600		125
Lennar Corp, Cl A		6,689		543
Lennar Corp, Cl B		450		31
Leslie's Inc *		4,400		85
Lithia Motors Inc, Cl A		800		240
LKQ Corp		6,988		317
Lowe's Cos Inc		17,526		3,544
Lululemon Athletica Inc *		2,984		1,090
Marriott International Inc/MD, Cl A		7,055		1,240
Marriott Vacations Worldwide Corp		1,100		173
Mattel Inc *		8,900		198
McDonald's Corp		19,398		4,797
MGM Resorts International		9,853		413
Mister Car Wash Inc *		2,100		31
Mohawk Industries Inc *		1,402		174
Newell Brands Inc, Cl B		9,770		209
NIKE Inc, Cl B		32,144		4,325
Nordstrom Inc		3,000		81
Norwegian Cruise Line Holdings Ltd *		9,763		214
NVR Inc *		84		375
Ollie's Bargain Outlet Holdings Inc *		1,661		71
O'Reilly Automotive Inc *		1,774		1,215
Peloton Interactive Inc, Cl A *		7,927		209

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penn National Gaming Inc *		4,200	$	178
Penske Automotive Group Inc, Cl A		800		75
Petco Health & Wellness Co Inc, Cl A *		1,300		25
Planet Fitness Inc, Cl A *		2,200		186
Polaris Inc		1,531		161
Pool Corp		1,021		432
PulteGroup Inc		6,500		272
PVH Corp		1,849		142
QuantumScape, Cl A *(A)		6,600		132
Qurate Retail Inc		9,765		46
Ralph Lauren Corp, Cl A		1,184		134
RH *		453		148
Rivian Automotive, Cl A *(A)		3,800		191
Ross Stores Inc		9,044		818
Royal Caribbean Cruises Ltd *		5,723		479
Service Corp International/US		4,100		270
Six Flags Entertainment Corp *		2,100		91
Skechers USA Inc, Cl A *		3,453		141
Starbucks Corp		29,801		2,711
Tapestry Inc		6,908		257
Target Corp, Cl A		12,369		2,625
Tempur Sealy International Inc		4,700		131
Terminix Global Holdings Inc *		3,200		146
Tesla Inc *		21,595		23,271
Thor Industries Inc		1,400		110
TJX Cos Inc/The		30,859		1,869
Toll Brothers Inc		2,900		136
TopBuild Corp *		800		145
Tractor Supply Co		2,901		677
Travel + Leisure Co		2,263		131
Ulta Beauty Inc *		1,331		530
Under Armour Inc, Cl A *		4,815		82
Under Armour Inc, Cl C *		5,600		87
Vail Resorts Inc		1,070		278
VF Corp		8,464		481
Victoria's Secret & Co *		1,866		96
Vroom Inc *		3,100		8
Wayfair Inc, Cl A *		2,023		224
Wendy's Co/The		4,600		101
Whirlpool Corp		1,438		248
Williams-Sonoma Inc		1,900		276
Wyndham Hotels & Resorts Inc		2,363		200
Wynn Resorts Ltd *		2,715		217
YETI Holdings Inc *		2,300		138
Yum China Holdings Inc		11,185		465
Yum! Brands Inc		7,509		890
				130,333
Consumer Staples — 5.7%
Albertsons Cos Inc, Cl A		4,100		136
Altria Group Inc		47,250		2,469
Archer-Daniels-Midland Co		14,388		1,299
Beyond Meat Inc *(A)		1,500		72

14

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boston Beer Co Inc/The, Cl A *		279	$	108
Brown-Forman Corp, Cl A		1,140		72
Brown-Forman Corp, Cl B		4,722		317
Bunge Ltd		3,600		399
Campbell Soup Co		5,000		223
Casey's General Stores Inc		896		178
Church & Dwight Co Inc		6,210		617
Clorox Co/The		3,171		441
Coca-Cola Co/The		100,824		6,251
Colgate-Palmolive Co		21,579		1,636
Conagra Brands Inc		12,049		405
Constellation Brands Inc, Cl A		4,086		941
Costco Wholesale Corp		11,492		6,618
Coty Inc, Cl A *		9,339		84
Darling Ingredients Inc *		4,123		331
Estee Lauder Cos Inc/The, Cl A		5,924		1,613
Flowers Foods Inc		4,900		126
Freshpet Inc *		1,100		113
General Mills Inc		15,561		1,054
Grocery Outlet Holding Corp *		2,300		75
Hain Celestial Group Inc/The *		2,200		76
Herbalife Nutrition Ltd *		2,774		84
Hershey Co/The		3,810		825
Hormel Foods Corp		7,337		378
Ingredion Inc		1,710		149
J M Smucker Co/The		2,754		373
Kellogg Co		6,585		425
Keurig Dr Pepper Inc		18,185		689
Kimberly-Clark Corp		8,690		1,070
Kraft Heinz Co/The		17,949		707
Kroger Co/The		18,888		1,084
Lamb Weston Holdings Inc		3,700		222
McCormick & Co Inc/MD		6,482		647
Molson Coors Beverage Co, Cl B		4,595		245
Mondelez International Inc, Cl A		35,646		2,238
Monster Beverage Corp *		9,539		762
Olaplex Holdings *		2,100		33
PepsiCo Inc		35,878		6,005
Philip Morris International Inc		40,363		3,792
Pilgrim's Pride Corp *		1,300		32
Post Holdings Inc *		1,407		97
Procter & Gamble Co/The		62,420		9,538
Reynolds Consumer Products Inc		1,500		44
Seaboard Corp		6		25
Spectrum Brands Holdings Inc		1,057		94
Sysco Corp, Cl A		13,163		1,075
Tyson Foods Inc, Cl A		7,408		664
US Foods Holding Corp *		5,697		214
Walgreens Boots Alliance Inc		18,541		830
Walmart Inc		36,661		5,460
				63,455

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energy — 3.7%
Antero Midstream Corp		8,900	$	97
APA		9,300		384
Baker Hughes Co, Cl A		19,202		699
Cheniere Energy Inc		6,073		842
Chevron Corp		50,148		8,166
ConocoPhillips		34,151		3,415
Continental Resources Inc/OK, Cl A		1,600		98
Coterra Energy Inc		20,714		559
Devon Energy Corp		17,461		1,032
Diamondback Energy Inc, Cl A		4,629		635
DT Midstream Inc		2,506		136
EOG Resources Inc		15,082		1,798
EQT Corp		7,767		267
Exxon Mobil Corp		109,863		9,074
Halliburton Co		22,845		865
Hess Corp		7,149		765
HF Sinclair Corp		4,000		159
Kinder Morgan Inc		50,234		950
Marathon Oil Corp		19,992		502
Marathon Petroleum Corp		15,912		1,361
New Fortress Energy Inc, Cl A		700		30
NOV Inc		10,000		196
Occidental Petroleum Corp		21,823		1,238
ONEOK Inc		11,561		817
Phillips 66		12,062		1,042
Pioneer Natural Resources Co		5,613		1,403
Schlumberger NV, Cl A		36,175		1,494
Targa Resources Corp		5,800		438
Texas Pacific Land Corp		149		202
Valero Energy Corp		10,574		1,074
Williams Cos Inc/The		31,373		1,048
				40,786
Financials — 11.4%
Affiliated Managers Group Inc		1,071		151
Aflac Inc		16,646		1,072
AGNC Investment Corp ‡		13,728		180
Alleghany Corp *		354		300
Allstate Corp/The		7,280		1,008
Ally Financial Inc		8,658		376
American Express Co		16,014		2,995
American Financial Group Inc/OH		1,743		254
American International Group Inc		21,503		1,350
Ameriprise Financial Inc		2,875		864
Annaly Capital Management Inc ‡		36,274		255
Aon PLC, Cl A		5,647		1,839
Apollo Global Management		9,547		592
Arch Capital Group Ltd *		9,589		464
Ares Management Corp, Cl A		3,600		292
Arthur J Gallagher & Co		5,305		926
Assurant Inc		1,500		273
Assured Guaranty Ltd		1,814		115

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

15

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axis Capital Holdings Ltd		2,023	$	122
Bank of America Corp		184,493		7,605
Bank of Hawaii Corp		1,048		88
Bank of New York Mellon Corp/The		18,985		942
Bank OZK		3,200		137
Berkshire Hathaway Inc, Cl B *		47,629		16,809
BlackRock Inc		3,723		2,845
Blackstone Inc, Cl A (B)		18,099		2,297
BOK Financial Corp		800		75
Brighthouse Financial Inc *		2,100		108
Brown & Brown Inc		6,100		441
Capital One Financial Corp		10,663		1,400
Carlyle Group Inc/The		4,200		205
Cboe Global Markets Inc		2,800		320
Charles Schwab Corp/The		38,916		3,281
Chubb Ltd		11,110		2,376
Cincinnati Financial Corp		3,900		530
Citigroup Inc		51,380		2,744
Citizens Financial Group Inc		11,059		501
CME Group Inc		9,306		2,214
CNA Financial Corp		652		32
Comerica Inc		3,353		303
Commerce Bancshares Inc/MO		2,780		199
Credit Acceptance Corp, Cl A *		217		119
Cullen/Frost Bankers Inc		1,514		210
Discover Financial Services		7,471		823
East West Bancorp Inc		3,600		284
Equitable Holdings Inc		9,100		281
Erie Indemnity Co, Cl A		656		116
Evercore Inc, Cl A		983		109
Everest Re Group Ltd		1,051		317
FactSet Research Systems Inc		942		409
Fidelity National Financial Inc		7,010		342
Fifth Third Bancorp		17,600		758
First American Financial Corp		2,800		181
First Citizens BancShares Inc/NC, Cl A		319		212
First Hawaiian Inc		3,500		98
First Horizon Corp		13,900		327
First Republic Bank/CA		4,631		751
FNB Corp/PA		9,200		115
Franklin Resources Inc		7,400		207
Globe Life Inc		2,601		262
GoHealth Inc, Cl A *		900		1
Goldman Sachs Group Inc/The		8,497		2,805
Hanover Insurance Group Inc/The, Cl A		889		133
Hartford Financial Services Group Inc/The		8,659		622
Huntington Bancshares Inc/OH		37,438		547
Interactive Brokers Group Inc, Cl A		2,121		140
Intercontinental Exchange Inc		14,412		1,904
Invesco Ltd		8,562		197
Janus Henderson Group PLC		4,500		158
Jefferies Financial Group Inc		5,600		184

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
JPMorgan Chase & Co		76,182	$	10,385
Kemper Corp, Cl A		1,555		88
KeyCorp		24,188		541
KKR & Co Inc		14,500		848
Lazard Ltd, Cl A (B)		2,700		93
Lemonade Inc *(A)		1,059		28
Lincoln National Corp		4,677		306
Loews Corp		5,489		356
LPL Financial Holdings Inc		2,092		382
M&T Bank Corp		3,353		568
Markel Corp *		350		516
MarketAxess Holdings Inc		948		323
Marsh & McLennan Cos Inc		13,195		2,249
Mercury General Corp		700		39
MetLife Inc		18,015		1,266
MGIC Investment Corp		8,200		111
Moody's Corp		4,179		1,410
Morgan Stanley		34,262		2,994
Morningstar Inc, Cl A		600		164
MSCI Inc, Cl A		2,087		1,050
Nasdaq Inc, Cl A		3,000		535
New Residential Investment Corp ‡		11,140		122
New York Community Bancorp Inc		12,000		129
Northern Trust Corp		5,350		623
Old Republic International Corp		7,200		186
OneMain Holdings Inc, Cl A		2,781		132
PacWest Bancorp		3,000		129
People's United Financial Inc		11,224		224
Pinnacle Financial Partners Inc		1,900		175
PNC Financial Services Group Inc/The		10,956		2,021
Popular Inc		2,100		172
Primerica Inc		981		134
Principal Financial Group Inc, Cl A		6,634		487
Progressive Corp/The		15,107		1,722
Prosperity Bancshares Inc		2,300		160
Prudential Financial Inc		9,762		1,154
Raymond James Financial Inc		4,805		528
Regions Financial Corp		25,012		557
Reinsurance Group of America Inc, Cl A		1,724		189
RenaissanceRe Holdings Ltd		1,075		171
Rocket Cos Inc, Cl A (A)		3,700		41
S&P Global Inc		9,011		3,696
SEI Investments Co †		2,800		169
Signature Bank/New York NY, Cl B		1,578		463
SLM Corp		7,140		131
Starwood Property Trust Inc ‡		7,600		184
State Street Corp		9,509		828
Stifel Financial Corp		2,700		183
SVB Financial Group, Cl B *		1,464		819
Synchrony Financial		13,568		472
Synovus Financial Corp		3,700		181
T Rowe Price Group Inc		5,871		888

16

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TFS Financial Corp		1,417	$	24
Tradeweb Markets Inc, Cl A		2,700		237
Travelers Cos Inc/The		6,270		1,146
Truist Financial Corp		34,327		1,946
Umpqua Holdings Corp		5,519		104
Unum Group		5,175		163
Upstart Holdings Inc *		1,200		131
US Bancorp		34,680		1,843
UWM Holdings Corp		2,800		13
Virtu Financial Inc, Cl A		2,200		82
Voya Financial Inc		2,900		192
W R Berkley Corp		5,350		356
Webster Financial Corp		4,568		256
Wells Fargo & Co		100,704		4,880
Western Alliance Bancorp		2,700		224
White Mountains Insurance Group Ltd		79		90
Willis Towers Watson PLC		3,250		768
Wintrust Financial Corp		1,500		139
Zions Bancorp NA		3,800		249
				125,657
Health Care — 13.3%
10X Genomics Inc, Cl A *		2,198		167
Abbott Laboratories		45,008		5,327
AbbVie Inc		45,823		7,428
ABIOMED Inc *		1,198		397
Acadia Healthcare Co Inc, Cl A *		2,300		151
Adaptive Biotechnologies Corp *		2,900		40
Agilent Technologies Inc		7,754		1,026
agilon health Inc *		4,370		111
Align Technology Inc *		2,051		894
Alnylam Pharmaceuticals Inc *		3,127		511
Amedisys Inc *		800		138
AmerisourceBergen Corp, Cl A		3,795		587
Amgen Inc, Cl A		14,479		3,501
Anthem Inc		6,363		3,126
Avantor Inc *		15,720		532
Azenta		1,900		157
Baxter International Inc		12,965		1,005
Becton Dickinson and Co		7,453		1,982
Biogen Inc *		3,759		792
BioMarin Pharmaceutical Inc *		4,667		360
Bio-Rad Laboratories Inc, Cl A *		556		313
Bio-Techne Corp		1,068		462
Boston Scientific Corp *		36,638		1,623
Bristol-Myers Squibb Co		56,454		4,123
Bruker Corp		2,700		174
Cardinal Health Inc		7,200		408
Catalent Inc *		4,423		491
Centene Corp *		14,981		1,261
Cerner Corp		7,900		739
Certara Inc *		2,800		60
Change Healthcare Inc *		6,535		142

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Charles River Laboratories International Inc *		1,253	$	356
Chemed Corp		415		210
Cigna Corp		8,421		2,018
Cooper Cos Inc/The, Cl A		1,304		545
CureVac NV *		1,400		27
CVS Health Corp		34,108		3,452
Danaher Corp, Cl A		16,468		4,831
DaVita Inc *		1,600		181
Definitive Healthcare Corp, Cl A *		300		7
Dentsply Sirona Inc		5,600		276
Dexcom Inc *		2,518		1,288
Edwards Lifesciences Corp, Cl A *		15,947		1,877
Elanco Animal Health Inc *		11,477		299
Eli Lilly & Co		22,000		6,300
Encompass Health Corp		2,600		185
Enovis Corp *		3,500		139
Envista Holdings Corp *		4,100		200
Exact Sciences Corp *		4,400		308
Exelixis Inc *		7,900		179
Figs Inc, Cl A *		1,900		41
Gilead Sciences Inc		32,444		1,929
Globus Medical Inc, Cl A *		2,100		155
Guardant Health Inc *		2,409		160
HCA Healthcare Inc		6,349		1,591
Henry Schein Inc *		3,647		318
Hologic Inc *		6,400		492
Horizon Therapeutics PLC *		5,700		600
Humana Inc		3,375		1,469
ICU Medical Inc *		519		116
IDEXX Laboratories Inc *		2,205		1,206
Illumina Inc *		3,828		1,338
Incyte Corp *		4,743		377
Insulet Corp *		1,719		458
Integra LifeSciences Holdings Corp *		1,900		122
Intuitive Surgical Inc *		9,207		2,778
Ionis Pharmaceuticals Inc *		3,700		137
Iovance Biotherapeutics Inc *		4,000		67
IQVIA Holdings Inc *		4,905		1,134
Jazz Pharmaceuticals PLC *		1,580		246
Johnson & Johnson		68,380		12,119
Laboratory Corp of America Holdings		2,437		643
Maravai LifeSciences Holdings Inc, Cl A *		3,000		106
Masimo Corp *		1,300		189
McKesson Corp		3,942		1,207
Medtronic PLC		34,803		3,861
Merck & Co Inc		65,602		5,383
Mettler-Toledo International Inc *		593		814
Mirati Therapeutics Inc *		1,100		90
Moderna Inc *		8,781		1,513
Molina Healthcare Inc *		1,495		499
Natera Inc *		2,200		89

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

17

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nektar Therapeutics, Cl A *		4,500	$	24
Neurocrine Biosciences Inc *		2,484		233
Novavax Inc *		2,000		147
Novocure Ltd *		2,575		213
Oak Street Health Inc *		2,500		67
Organon & Co		6,470		226
Penumbra Inc *		900		200
PerkinElmer Inc		3,241		565
Perrigo Co PLC		3,493		134
Pfizer Inc		144,821		7,497
Premier Inc, Cl A		3,000		107
QIAGEN NV *		6,000		294
Quest Diagnostics Inc		3,100		424
Quidel Corp *		1,000		112
Regeneron Pharmaceuticals Inc *		2,646		1,848
Repligen Corp *		1,450		273
ResMed Inc		3,753		910
Royalty Pharma PLC, Cl A		8,400		327
Sage Therapeutics Inc *		1,300		43
Sarepta Therapeutics Inc *		2,200		172
Seagen Inc *		3,507		505
Signify Health Inc, Cl A *		1,800		33
Sotera Health Co *		2,700		58
STERIS PLC		2,240		542
Stryker Corp		9,066		2,424
Syneos Health Inc, Cl A *		2,559		207
Tandem Diabetes Care Inc *		1,562		182
Teladoc Health Inc *		3,910		282
Teleflex Inc		1,239		440
Thermo Fisher Scientific Inc		10,225		6,039
Ultragenyx Pharmaceutical Inc *		1,700		123
United Therapeutics Corp *		1,172		210
UnitedHealth Group Inc		24,426		12,457
Universal Health Services Inc, Cl B		1,875		272
Veeva Systems Inc, Cl A *		3,568		758
Vertex Pharmaceuticals Inc *		6,611		1,725
Viatris Inc, Cl W *		31,030		338
Waters Corp *		1,599		496
West Pharmaceutical Services Inc		1,891		777
Zimmer Biomet Holdings Inc		5,422		693
Zimvie *		562		13
Zoetis Inc, Cl A		12,325		2,324
				146,667
Industrials — 8.4%
3M Co		14,795		2,203
A O Smith Corp		3,300		211
Acuity Brands Inc		919		174
Advanced Drainage Systems Inc		1,600		190
AECOM		3,400		261
AGCO Corp		1,600		234
Air Lease Corp, Cl A		2,800		125
Alaska Air Group Inc *		3,200		186

Description	Shares			Market Value ($ Thousands)
COMMON STOCK (continued)
Allegion PLC		2,350		$	258
Allison Transmission Holdings Inc		2,800			110
AMERCO		237			141
American Airlines Group Inc *		16,472			301
AMETEK Inc		5,983			797
Armstrong World Industries Inc		1,300			117
Axon Enterprise Inc *		1,643			226
AZEK Co Inc/The, Cl A *		3,000			75
Boeing Co/The *		13,838			2,650
Booz Allen Hamilton Holding Corp, Cl A		3,340			293
Builders FirstSource Inc *		4,900			316
BWX Technologies Inc, Cl W		2,300			124
Carlisle Cos Inc		1,324			326
Carrier Global Corp		22,152			1,016
Caterpillar Inc, Cl A		13,991			3,117
CH Robinson Worldwide Inc		3,355			361
ChargePoint Holdings Inc *		5,900			117
Cintas Corp		2,265			964
Clarivate PLC *		11,900			199
Clean Harbors Inc *		1,300			145
Copa Holdings SA, Cl A *		833			70
Copart Inc *		5,414			679
Core & Main Inc, Cl A *		1,600			39
CoStar Group Inc *		10,200			679
Crane Co, Cl A		1,300			141
CSX Corp		57,176			2,141
Cummins Inc		3,719			763
Curtiss-Wright Corp		1,000			150
Deere & Co		7,195			2,989
Delta Air Lines Inc, Cl A *		16,621			658
Donaldson Co Inc, Cl A		3,300			171
Dover Corp		3,751			589
Driven Brands Holdings Inc *		1,300			34
Dun & Bradstreet Holdings Inc *		4,300			75
Eaton Corp PLC		10,311			1,565
Emerson Electric Co		15,446			1,514
Equifax Inc		3,148			746
Expeditors International of Washington Inc		4,400			454
Fastenal Co, Cl A		14,787	��		878
FedEx Corp		6,360			1,472
Flowserve Corp		3,400			122
Fluence Energy Inc, Cl A *		900			12
Fortive Corp		8,459			515
Fortune Brands Home & Security Inc		3,461			257
FTI Consulting Inc *		852			134
Gates Industrial Corp PLC *		2,600			39
Generac Holdings Inc *		1,600			476
General Dynamics Corp		6,455			1,557
General Electric Co		28,266			2,586
Graco Inc		4,300			300
GXO Logistics Inc *		2,433			174
Hayward Holdings Inc *		1,400			23

18

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HEICO Corp		1,150	$	177
HEICO Corp, Cl A		2,000		254
Hexcel Corp, Cl A		2,200		131
Honeywell International Inc		17,796		3,463
Howmet Aerospace Inc		10,000		359
Hubbell Inc, Cl B		1,405		258
Huntington Ingalls Industries Inc, Cl A		1,027		205
IAA Inc *		3,600		138
IDEX Corp		2,003		384
Illinois Tool Works Inc		8,189		1,715
Ingersoll Rand Inc		10,249		516
ITT Inc		2,248		169
Jacobs Engineering Group Inc		3,295		454
JB Hunt Transport Services Inc		2,169		436
JetBlue Airways Corp *		8,197		123
Johnson Controls International PLC		18,126		1,189
Kirby Corp *		1,600		116
Knight-Swift Transportation Holdings Inc, Cl A		4,227		213
L3Harris Technologies Inc		5,102		1,268
Landstar System Inc		946		143
Legalzoom.com Inc *		2,700		38
Leidos Holdings Inc		3,700		400
Lennox International Inc		878		226
Lincoln Electric Holdings Inc		1,442		199
Lockheed Martin Corp		6,258		2,762
Lyft Inc, Cl A *		7,700		296
ManpowerGroup Inc		1,388		130
Masco Corp		6,200		316
MasTec Inc *		1,500		131
MDU Resources Group Inc		5,300		141
Mercury Systems Inc *		1,500		97
Middleby Corp/The *		1,439		236
MSA Safety Inc		958		127
MSC Industrial Direct Co Inc, Cl A		1,179		100
Nielsen Holdings PLC		9,100		248
Nordson Corp		1,543		350
Norfolk Southern Corp		6,215		1,773
Northrop Grumman Corp		3,777		1,689
nVent Electric PLC		4,400		153
Old Dominion Freight Line Inc, Cl A		2,670		797
Oshkosh Corp		1,700		171
Otis Worldwide Corp		11,026		848
Owens Corning		2,660		243
PACCAR Inc		8,855		780
Parker-Hannifin Corp, Cl A		3,356		952
Pentair PLC		4,200		228
Plug Power Inc *		13,200		378
Quanta Services Inc		3,700		487
Raytheon Technologies Corp		38,740		3,838
Regal Rexnord Corp		1,700		253
Republic Services Inc		5,446		722

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Robert Half International Inc		2,800	$	320
Rockwell Automation Inc		3,049		854
Rollins Inc		6,000		210
Roper Technologies Inc		2,740		1,294
Ryder System Inc		1,400		111
Schneider National Inc, Cl B		1,500		38
Science Applications International Corp		1,500		138
Sensata Technologies Holding PLC		4,100		209
Shoals Technologies Group Inc, Cl A *		2,694		46
SiteOne Landscape Supply Inc *		1,152		186
Snap-on Inc		1,319		271
Southwest Airlines Co, Cl A *		15,244		698
Spirit AeroSystems Holdings Inc, Cl A		2,700		132
Stanley Black & Decker Inc		4,157		581
Stericycle Inc, Cl A *		2,400		141
Sunrun Inc *		5,209		158
Textron Inc		5,738		427
Timken Co/The		1,700		103
Toro Co/The		2,700		231
Trane Technologies PLC		5,982		913
TransDigm Group Inc *		1,375		896
TransUnion		4,900		506
Trex Co Inc *		3,000		196
TuSimple Holdings Inc, Cl A *		3,500		43
Uber Technologies Inc *		41,729		1,489
Union Pacific Corp		16,736		4,572
United Airlines Holdings Inc *		8,273		384
United Parcel Service Inc, Cl B		18,796		4,031
United Rentals Inc *		1,845		655
Univar Solutions Inc *		4,300		138
Valmont Industries Inc		559		133
Verisk Analytics Inc, Cl A		4,149		891
Vertiv Holdings Co, Cl A		8,500		119
Virgin Galactic Holdings Inc *		4,828		48
Waste Management Inc		10,950		1,736
Watsco Inc		876		267
Westinghouse Air Brake Technologies Corp		4,566		439
Woodward Inc		1,542		193
WW Grainger Inc		1,211		625
XPO Logistics Inc *		2,533		184
Xylem Inc/NY		4,638		395
				93,060
Information Technology — 27.8%
Accenture PLC, Cl A		16,547		5,580
Adobe Inc *		12,204		5,560
Advanced Micro Devices Inc *		42,332		4,629
Akamai Technologies Inc *		4,200		501
Allegro MicroSystems Inc *		1,000		28
Alteryx Inc, Cl A *		1,536		110
Amdocs Ltd		3,200		263
Amphenol Corp, Cl A		15,132		1,140
Analog Devices Inc		13,537		2,236

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

19

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Anaplan Inc *		3,700	$	241
ANSYS Inc *		2,275		723
Apple Inc		400,512		69,933
Applied Materials Inc		22,997		3,031
Arista Networks Inc *		6,252		869
Arrow Electronics Inc, Cl A *		1,731		205
Aspen Technology Inc *		1,742		288
Atlassian Corp PLC, Cl A *		3,643		1,070
Autodesk Inc, Cl A *		5,682		1,218
Automatic Data Processing Inc		10,874		2,474
Avalara Inc *		2,243		223
Avnet Inc		2,700		110
Bentley Systems Inc, Cl B		3,600		159
Bill.com Holdings Inc *		2,409		546
Black Knight Inc *		4,000		232
Block, Cl A *		12,453		1,689
Bread Financial Holdings		1,276		72
Broadcom Inc		10,505		6,615
Broadridge Financial Solutions Inc		2,981		464
C3.ai Inc, Cl A *		1,600		36
CACI International Inc, Cl A *		592		178
Cadence Design Systems Inc *		7,102		1,168
CDK Global Inc		2,976		145
CDW Corp/DE		3,545		634
Ceridian HCM Holding Inc *		3,455		236
Ciena Corp *		4,000		243
Cirrus Logic Inc *		1,500		127
Cisco Systems Inc/Delaware		109,475		6,104
Citrix Systems Inc		3,202		323
Cloudflare Inc, Cl A *		6,800		814
Cognex Corp		4,400		339
Cognizant Technology Solutions Corp, Cl A		13,661		1,225
Coherent Inc *		643		176
CommScope Holding Co Inc *		5,100		40
Concentrix Corp		1,100		183
Corning Inc, Cl B		19,814		731
Coupa Software Inc *		1,912		194
Crowdstrike Holdings Inc, Cl A *		5,141		1,167
Datadog Inc, Cl A *		6,600		1,000
Datto Holding Corp *		500		13
Dell Technologies Inc, Cl C		7,087		356
DocuSign Inc, Cl A *		5,020		538
Dolby Laboratories Inc, Cl A		1,653		129
DoubleVerify Holdings Inc *		1,400		35
Dropbox Inc, Cl A *		7,800		181
Duck Creek Technologies Inc *		1,900		42
DXC Technology Co *		6,281		205
Dynatrace Inc *		5,100		240
Elastic NV *		2,000		178
Enphase Energy Inc *		3,340		674
Entegris Inc		3,500		459
EPAM Systems Inc *		1,353		401

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Euronet Worldwide Inc *		1,300	$	169
Everbridge Inc *		1,000		44
F5 Inc, Cl A *		1,581		330
Fair Isaac Corp *		619		289
Fastly Inc, Cl A *		2,700		47
Fidelity National Information Services Inc, Cl B		15,719		1,579
First Solar Inc *		2,800		234
Fiserv Inc, Cl A *		15,428		1,564
Five9 Inc *		1,800		199
FleetCor Technologies Inc *		2,111		526
Fortinet Inc *		3,486		1,191
Gartner Inc *		2,125		632
Genpact Ltd		4,700		205
Global Payments Inc		7,277		996
GLOBALFOUNDRIES Inc *		1,400		87
Globant SA *		1,100		288
GoDaddy Inc, Cl A *		4,325		362
Guidewire Software Inc, Cl Z *		2,182		206
Hewlett Packard Enterprise Co		33,907		567
HP Inc		28,001		1,016
HubSpot Inc *		1,125		534
Informatica Inc, Cl A		900		18
Intel Corp		104,676		5,188
International Business Machines Corp		23,137		3,008
Intuit Inc		6,869		3,303
IPG Photonics Corp *		972		107
Jabil Inc		3,600		222
Jack Henry & Associates Inc		1,854		365
Jamf Holding Corp *		1,290		45
Juniper Networks Inc		8,300		308
Keysight Technologies Inc *		4,732		748
KLA Corp		3,989		1,460
Kyndryl Holdings Inc *		6,077		80
Lam Research Corp		3,675		1,976
Littelfuse Inc		600		150
Lumentum Holdings Inc *		1,900		185
Mandiant Inc *		6,124		137
Manhattan Associates Inc *		1,605		223
Marvell Technology Inc		21,759		1,560
Mastercard Inc, Cl A		22,437		8,019
Microchip Technology Inc		14,050		1,056
Micron Technology Inc		28,973		2,257
Microsoft Corp		195,523		60,282
MKS Instruments Inc		1,400		210
MongoDB Inc, Cl A *		1,619		718
Monolithic Power Systems Inc		1,184		575
Motorola Solutions Inc		4,315		1,045
N-able Inc *		1,050		10
National Instruments Corp		3,527		143
nCino *		1,500		61
NCR Corp *		3,423		138

20

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NetApp Inc		5,800	$	481
New Relic Inc *		1,400		94
NortonLifeLock Inc		14,101		374
Nutanix Inc, Cl A *		5,559		149
NVIDIA Corp		62,054		16,932
NXP Semiconductors NV		6,865		1,271
Okta Inc, Cl A *		3,216		485
ON Semiconductor Corp *		10,957		686
Oracle Corp, Cl B		41,693		3,449
Palantir Technologies Inc, Cl A *		43,320		595
Palo Alto Networks Inc *		2,560		1,594
Paychex Inc		8,290		1,131
Paycom Software Inc *		1,266		439
Paycor HCM Inc *		900		26
Paylocity Holding Corp *		1,000		206
PayPal Holdings Inc *		30,420		3,518
Paysafe Ltd *		8,800		30
Pegasystems Inc		1,100		89
Procore Technologies Inc *		1,600		93
PTC Inc *		2,765		298
Pure Storage Inc, Cl A *		7,000		247
Qorvo Inc *		2,824		350
QUALCOMM Inc		29,243		4,469
RingCentral Inc, Cl A *		2,155		253
Sabre Corp *		8,600		98
Salesforce *		24,254		5,150
ServiceNow Inc *		5,202		2,897
Shift4 Payments Inc, Cl A *		1,100		68
Skyworks Solutions Inc		4,226		563
Smartsheet Inc, Cl A *		3,100		170
Snowflake, Cl A *		5,200		1,191
SolarWinds Corp		1,050		14
Splunk Inc *		4,082		607
SS&C Technologies Holdings Inc		5,800		435
StoneCo Ltd, Cl A *		5,800		68
Switch Inc, Cl A		3,100		96
Synopsys Inc *		3,892		1,297
TD SYNNEX		1,100		114
Teledyne Technologies Inc *		1,149		543
Teradata Corp *		2,897		143
Teradyne Inc		4,254		503
Texas Instruments Inc		23,938		4,392
Thoughtworks Holding Inc *		1,100		23
Trade Desk Inc/The, Cl A *		11,251		779
Trimble Inc *		6,500		469
Twilio Inc, Cl A *		4,258		702
Tyler Technologies Inc *		1,060		472
Ubiquiti Inc		169		49
Unity Software Inc *		3,953		392
Universal Display Corp		1,142		191
VeriSign Inc *		2,508		558
Viasat Inc *		1,900		93

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Visa Inc, Cl A		43,032	$	9,543
VMware Inc, Cl A		5,775		658
Vontier Corp		4,463		113
Western Digital Corp *		8,092		402
Western Union Co/The		10,000		187
WEX Inc *		1,095		195
Wix.com Ltd *		1,400		146
Wolfspeed *		3,030		345
Workday Inc, Cl A *		4,994		1,196
Xerox Holdings Corp		3,200		65
Zebra Technologies Corp, Cl A *		1,338		554
Zendesk Inc *		3,152		379
Zoom Video Communications Inc, Cl A *		5,600		656
Zscaler Inc *		2,026		489
				307,649
Materials — 2.4%
Air Products and Chemicals Inc		5,710		1,427
Albemarle Corp		3,056		676
Alcoa Corp		4,800		432
Amcor PLC		39,500		447
AptarGroup Inc		1,700		200
Ardagh Metal Packaging *		3,850		31
Ashland Global Holdings Inc		1,300		128
Avery Dennison Corp		2,123		369
Axalta Coating Systems Ltd *		5,400		133
Ball Corp		8,235		741
Berry Global Group Inc *		3,577		207
Celanese Corp, Cl A		2,838		405
CF Industries Holdings Inc		5,537		571
Chemours Co/The		4,200		132
Cleveland-Cliffs Inc *		11,500		370
Corteva Inc		18,834		1,083
Crown Holdings Inc		3,200		400
Diversey Holdings Ltd *		2,200		17
Dow Inc		19,075		1,215
DuPont de Nemours Inc		13,238		974
Eagle Materials Inc		959		123
Eastman Chemical Co		3,432		385
Ecolab Inc		6,488		1,145
Element Solutions Inc		6,100		134
FMC Corp		3,310		435
Freeport-McMoRan Inc, Cl B		37,802		1,880
Graphic Packaging Holding Co		7,500		150
Huntsman Corp		5,305		199
International Flavors & Fragrances Inc		6,569		863
International Paper Co		10,091		466
Louisiana-Pacific Corp		2,200		137
LyondellBasell Industries NV, Cl A		6,661		685
Martin Marietta Materials Inc, Cl A		1,574		606
Mosaic Co/The		9,600		638
NewMarket Corp		182		59
Newmont Corp		20,755		1,649

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

21

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nucor Corp		7,041	$	1,047
Olin Corp		3,700		193
Packaging Corp of America		2,427		379
PPG Industries Inc		6,088		798
Reliance Steel & Aluminum Co		1,587		291
Royal Gold Inc, Cl A		1,647		233
RPM International Inc		3,300		269
Scotts Miracle-Gro Co/The, Cl A		1,077		132
Sealed Air Corp		3,800		254
Sherwin-Williams Co/The, Cl A		6,242		1,558
Silgan Holdings Inc		2,230		103
Sonoco Products Co		2,600		163
Southern Copper Corp		2,200		167
Steel Dynamics Inc		4,849		405
Sylvamo Corp *		935		31
United States Steel Corp		6,700		253
Valvoline Inc		4,600		145
Vulcan Materials Co		3,439		632
Westlake		832		103
Westrock Co		6,800		320
				26,988
Real Estate — 3.3%
Alexandria Real Estate Equities Inc ‡		4,348		875
American Campus Communities Inc ‡		3,600		202
American Homes 4 Rent, Cl A ‡		7,600		304
American Tower Corp, Cl A ‡		11,684		2,935
Americold Realty Trust ‡		7,100		198
Apartment Income Corp ‡		3,965		212
AvalonBay Communities Inc ‡		3,628		901
Boston Properties Inc ‡		4,062		523
Brixmor Property Group Inc ‡		7,600		196
Camden Property Trust ‡		2,569		427
CBRE Group Inc, Cl A *		8,700		796
Cousins Properties Inc ‡		3,800		153
Crown Castle International Corp ‡		11,186		2,065
CubeSmart ‡		5,600		291
Digital Realty Trust Inc, Cl A ‡		7,237		1,026
Douglas Emmett Inc ‡		4,200		140
Duke Realty Corp ‡		9,900		575
EPR Properties, Cl A ‡		1,900		104
Equinix Inc ‡		2,336		1,732
Equity LifeStyle Properties Inc ‡		4,500		344
Equity Residential ‡		9,583		862
Essex Property Trust Inc ‡		1,717		593
Extra Space Storage Inc ‡		3,400		699
Federal Realty Investment Trust ‡		2,046		250
First Industrial Realty Trust Inc ‡		3,400		211
Gaming and Leisure Properties Inc ‡		6,010		282
Healthcare Trust of America Inc, Cl A ‡		5,700		179
Healthpeak Properties Inc ‡		13,970		480
Highwoods Properties Inc ‡		2,778		127
Host Hotels & Resorts Inc ‡		18,402		358

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Howard Hughes Corp/The *‡		1,063	$	110
Hudson Pacific Properties Inc ‡		3,800		105
Invitation Homes Inc ‡		15,500		623
Iron Mountain Inc ‡		7,400		410
JBG SMITH Properties ‡		3,100		91
Jones Lang LaSalle Inc *‡		1,303		312
Kilroy Realty Corp ‡		3,000		229
Kimco Realty Corp ‡		14,905		368
Lamar Advertising Co, Cl A ‡		2,200		256
Life Storage Inc ‡		2,151		302
Medical Properties Trust Inc ‡		15,135		320
Mid-America Apartment Communities Inc ‡		3,000		628
National Retail Properties Inc ‡		4,500		202
Omega Healthcare Investors Inc ‡		6,245		195
Opendoor Technologies *‡		12,400		107
Orion Office Inc ‡		1,443		20
Park Hotels & Resorts Inc ‡		6,400		125
Prologis Inc ‡		19,120		3,088
Public Storage ‡		3,956		1,544
Rayonier Inc ‡		3,700		152
Realty Income Corp ‡		14,639		1,015
Regency Centers Corp ‡		4,300		307
Rexford Industrial Realty Inc ‡		4,100		306
SBA Communications Corp, Cl A ‡		2,837		976
Simon Property Group Inc ‡		8,435		1,110
SL Green Realty ‡		1,730		140
Spirit Realty Capital Inc ‡		3,278		151
STORE Capital Corp ‡		6,400		187
Sun Communities Inc ‡		2,983		523
UDR Inc ‡		8,200		470
Ventas Inc ‡		10,390		642
VICI Properties Inc ‡		16,394		467
Vornado Realty Trust ‡		4,600		208
Welltower Inc ‡		11,200		1,077
Weyerhaeuser Co ‡		19,297		731
WP Carey Inc ‡		4,890		395
Zillow Group Inc, Cl A *‡		1,600		77
Zillow Group Inc, Cl C *‡		4,300		212
				36,221
Utilities — 2.6%
AES Corp/The		17,200		443
Alliant Energy Corp		6,521		407
Ameren Corp		6,625		621
American Electric Power Co Inc		12,929		1,290
American Water Works Co Inc		4,727		782
Atmos Energy Corp		3,466		414
Avangrid Inc		1,600		75
Brookfield Renewable, Cl A		3,400		149
CenterPoint Energy Inc		15,455		474
CMS Energy Corp		7,510		525
Consolidated Edison Inc		9,179		869
Constellation Energy		8,513		479

22

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dominion Energy Inc		20,802	$	1,768
DTE Energy Co		5,013		663
Duke Energy Corp		19,912		2,223
Edison International		9,649		676
Entergy Corp		5,189		606
Essential Utilities Inc		5,900		302
Evergy Inc		5,917		404
Eversource Energy		8,898		785
Exelon Corp		25,239		1,202
FirstEnergy Corp		14,200		651
Hawaiian Electric Industries Inc		2,800		118
IDACORP Inc, Cl A		1,300		150
National Fuel Gas Co		2,300		158
NextEra Energy Inc		50,745		4,299
NiSource Inc		10,100		321
NRG Energy Inc		6,200		238
OGE Energy Corp		5,100		208
PG&E Corp *		51,306		613
Pinnacle West Capital Corp		2,900		227
PPL Corp		19,403		554
Public Service Enterprise Group Inc		13,004		910
Sempra Energy		8,231		1,384
Southern Co/The		27,362		1,984
UGI Corp		5,330		193
Vistra Corp		12,269		285
WEC Energy Group Inc		8,184		817

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		13,890	$	1,002
				29,269
Total Common Stock
(Cost $730,150) ($ Thousands)				1,096,892
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.300% **†(C)		912,070		912
Total Affiliated Partnership
(Cost $912) ($ Thousands)				912
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		8,537,560		8,538
Total Cash Equivalent
(Cost $8,538) ($ Thousands)				8,538
Total Investments in Securities — 100.1%
(Cost $739,600) ($ Thousands)			$	1,106,342

A list of the open futures contracts held by the Fund at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		36		Jun-2022	$	7,563	$	8,155	$	592
S&P Mid Cap 400 Index E-MINI		2		Jun-2022		510		538		28
					$	8,073	$	8,693	$	620

	Percentages are based on a Net Assets of $1,105,308 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $868 ($ Thousands).
(B)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $2,390 ($ Thousands), or 0.2% of Net Assets (See Note 2).
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $912 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

23

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Large Cap Index Fund (Concluded)

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,096,892		–		–		1,096,892
Affiliated Partnership		–		912		–		912
Cash Equivalent		8,538		–		–		8,538
Total Investments in Securities		1,105,430		912		–		1,106,342

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		620		–		–		620
Total Other Financial Instruments		620		–		–		620

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Investments Co	$	172	$	—	$	(6	)	$	(1	)	$	4	$	169		2,800	$	1	$	—
SEI Liquidity Fund, L.P.		545		2,602		(2,235	)		—			—		912		912,070		4		—
Daily Income Trust, Government Fund, CL F		12,691		71,507		(75,660	)		—			—		8,538		8,537,560		1
Totals	$	13,408	$	74,109	$	(77,901	)	$	(1	)	$	4	$	9,619			$	6	$	—

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

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

24

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Large Cap Fund

^† Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.8%
Communication Services — 5.3%
Alphabet Inc, Cl A *		26,214	$	72,910
Alphabet Inc, Cl C *		22,848		63,814
AT&T Inc		209,514		4,951
BCE Inc		433,577		24,046
Charter Communications Inc, Cl A *		14,409		7,860
Comcast Corp, Cl A		121,805		5,703
Electronic Arts Inc		48,975		6,196
Meta Platforms, Cl A *		135,757		30,187
Omnicom Group Inc		97,998		8,318
Paramount Global, Cl B		245,524		9,283
TEGNA Inc		153,973		3,449
Verizon Communications Inc		97,068		4,945
Walt Disney Co/The *		22,000		3,018
				244,680
Consumer Discretionary — 10.5%
Amazon.com Inc, Cl A *		18,448		60,140
AutoZone Inc *		16,513		33,762
Best Buy Co Inc		185,088		16,825
Booking Holdings Inc *		2,537		5,958
BorgWarner		89,239		3,471
Brinker International Inc *		141,821		5,412
Carnival Corp *(A)		357,842		7,236
Darden Restaurants Inc		3,127		416
Dick's Sporting Goods Inc		94,331		9,435
Dollar General Corp		222,711		49,582
Domino's Pizza Inc		16,892		6,875
DR Horton Inc		16,198		1,207
eBay Inc		127,055		7,275
Foot Locker Inc, Cl A		65,687		1,948
Genuine Parts Co		79,642		10,036
Goodyear Tire & Rubber Co/The *		406,438		5,808
Harley-Davidson Inc, Cl A		88,020		3,468

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Home Depot Inc/The		28,380	$	8,495
Lear Corp		89,362		12,742
Lowe's Cos Inc		328,236		66,366
Magna International Inc, Cl A		19,822		1,275
NIKE Inc, Cl B		357,743		48,138
O'Reilly Automotive Inc *		1,906		1,306
PulteGroup Inc		251,522		10,539
Ross Stores Inc		102,513		9,273
Royal Caribbean Cruises Ltd *		71,822		6,017
Starbucks Corp		68,046		6,190
Target Corp, Cl A		184,721		39,201
TJX Cos Inc/The		374,562		22,691
TopBuild Corp *		37,122		6,734
Victoria's Secret & Co *		5,411		278
Whirlpool Corp		59,551		10,289
				478,388
Consumer Staples — 7.6%
Altria Group Inc		439,996		22,990
Archer-Daniels-Midland Co		50,878		4,592
Coca-Cola Co/The		123,765		7,673
Conagra Brands Inc		261,734		8,786
Constellation Brands Inc, Cl A		10,975		2,528
Costco Wholesale Corp		18,347		10,565
Diageo PLC ADR		73,341		14,899
Estee Lauder Cos Inc/The, Cl A		35,000		9,531
Hershey Co/The		26,426		5,725
Ingredion Inc		26,094		2,274
J M Smucker Co/The		115,422		15,629
Kimberly-Clark Corp		41,873		5,157
Kraft Heinz Co/The		115,076		4,533
Kroger Co/The		867,257		49,754
Lamb Weston Holdings Inc		16,377		981
Molson Coors Beverage Co, Cl B		246,452		13,156
Mondelez International Inc, Cl A		24,475		1,536
Monster Beverage Corp *		13,727		1,097
PepsiCo Inc		208,587		34,913
Philip Morris International Inc		372,863		35,027
Procter & Gamble Co/The		233,806		35,726
Sysco Corp, Cl A		72,279		5,902
Tyson Foods Inc, Cl A		253,116		22,687
Unilever PLC ADR		212,720		9,694
Walgreens Boots Alliance Inc		303,967		13,609
Walmart Inc		58,060		8,646
				347,610
Energy — 3.8%
BP PLC ADR		82,387		2,422
Canadian Natural Resources Ltd		293,668		18,201
Chevron Corp		212,408		34,586
ConocoPhillips		223,162		22,316
Devon Energy Corp		667,803		39,487
Exxon Mobil Corp		129,439		10,690

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

25

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HF Sinclair Corp *		40,846	$	1,628
Marathon Petroleum Corp		154,884		13,243
Phillips 66		109,951		9,499
Valero Energy Corp		173,346		17,602
				169,674
Financials — 16.4%
Aflac Inc		136,144		8,766
Allstate Corp/The		59,438		8,233
American Financial Group Inc/OH		11,100		1,616
Ameriprise Financial Inc		82,444		24,763
Assurant Inc		36,000		6,546
Assured Guaranty Ltd		31,872		2,029
Bank of America Corp		1,487,091		61,298
Berkshire Hathaway Inc, Cl B *		102,774		36,270
Capital One Financial Corp		43,778		5,748
Charles Schwab Corp/The		172,552		14,548
Citigroup Inc		172,068		9,189
Citizens Financial Group Inc		326,590		14,804
CME Group Inc		77,815		18,509
Comerica Inc		87,667		7,928
Discover Financial Services		126,480		13,937
Everest Re Group Ltd		38,172		11,504
FactSet Research Systems Inc		11,209		4,866
Fifth Third Bancorp		589,594		25,376
First Republic Bank/CA		40,000		6,484
Goldman Sachs Group Inc/The		21,644		7,145
Hartford Financial Services Group Inc/The		66,936		4,807
Intercontinental Exchange Inc		58,438		7,721
JPMorgan Chase & Co		462,568		63,057
KeyCorp		778,006		17,412
KKR & Co Inc		144,796		8,466
Lincoln National Corp		232,070		15,168
Markel Corp *		9,073		13,385
Marsh & McLennan Cos Inc		138,328		23,574
MFA Financial Inc *‡		511,037		2,059
Moody's Corp		263,689		88,971
Morgan Stanley		311,935		27,263
MSCI Inc, Cl A		66,312		33,347
Navient Corp		263,511		4,490
PNC Financial Services Group Inc/The		42,198		7,783
Popular Inc		125,661		10,272
Progressive Corp/The		44,272		5,047
Prudential Financial Inc		17,700		2,092
Regions Financial Corp		599,114		13,336
S&P Global Inc		18,482		7,581
SLM Corp		230,135		4,225
State Street Corp		59,446		5,179
T Rowe Price Group Inc		24,474		3,700
Travelers Cos Inc/The		119,703		21,873
Truist Financial Corp		178,724		10,134
Two Harbors Investment Corp ‡		632,373		3,497
US Bancorp		423,749		22,522

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Voya Financial Inc		156,840	$	10,406
Wells Fargo & Co		92,870		4,501
Zions Bancorp NA		291,086		19,084
				750,511
Health Care — 15.3%
Abbott Laboratories		84,496		10,001
AbbVie Inc		92,048		14,922
AmerisourceBergen Corp, Cl A		137,635		21,294
Amgen Inc, Cl A		145,948		35,293
Anthem Inc		10,844		5,327
AstraZeneca PLC ADR		122,916		8,154
Baxter International Inc		28,000		2,171
Becton Dickinson and Co		113,758		30,260
Biogen Inc *		23,794		5,011
Bristol-Myers Squibb Co		192,866		14,085
Cardinal Health Inc		66,612		3,777
Centene Corp *		30,902		2,602
Cigna Corp		27,340		6,551
CVS Health Corp		379,134		38,372
DaVita Inc *		31,137		3,522
Edwards Lifesciences Corp, Cl A *		61,914		7,288
Eli Lilly & Co		110,545		31,657
Gilead Sciences Inc		120,443		7,160
HCA Healthcare Inc		109,165		27,359
Horizon Therapeutics PLC *		73,523		7,735
Humana Inc		19,358		8,424
IDEXX Laboratories Inc *		41,683		22,803
Intuitive Surgical Inc *		23,007		6,941
Johnson & Johnson		633,113		112,207
McKesson Corp		12,923		3,956
Medtronic PLC		102,808		11,407
Merck & Co Inc		589,244		48,347
Mettler-Toledo International Inc *		28,371		38,959
Novo Nordisk A/S ADR		78,688		8,738
Organon & Co		26,217		916
Pfizer Inc		815,680		42,228
United Therapeutics Corp *		38,304		6,872
UnitedHealth Group Inc		167,008		85,169
Veeva Systems Inc, Cl A *		13,636		2,897
Vertex Pharmaceuticals Inc *		2,503		653
Viatris Inc, Cl W *		87,616		953
Zoetis Inc, Cl A		63,768		12,026
				696,037
Industrials — 9.7%
A O Smith Corp		24,954		1,594
AGCO Corp		52,600		7,681
Carlisle Cos Inc		6,137		1,509
Carrier Global Corp		357,041		16,377
Caterpillar Inc, Cl A		32,511		7,244
Chart Industries Inc *		45,019		7,733
Cummins Inc		8,214		1,685

26

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Deere & Co		27,326	$	11,353
Delta Air Lines Inc, Cl A *		128,832		5,098
Eaton Corp PLC		55,761		8,462
Expeditors International of Washington Inc		45,987		4,744
FedEx Corp		20,626		4,773
Fortive Corp		25,423		1,549
Graco Inc		542,313		37,810
Honeywell International Inc		61,532		11,973
Huntington Ingalls Industries Inc, Cl A		66,686		13,300
Illinois Tool Works Inc		47,481		9,943
Johnson Controls International PLC		494,338		32,414
L3Harris Technologies Inc		25,220		6,266
Lockheed Martin Corp		19,019		8,395
ManpowerGroup Inc		18,167		1,706
Middleby Corp/The *		100,000		16,394
Northrop Grumman Corp		16,563		7,407
Oshkosh Corp		61,954		6,236
Otis Worldwide Corp		66,354		5,106
PACCAR Inc		43,000		3,787
Raytheon Technologies Corp		247,761		24,546
Robert Half International Inc		25,692		2,934
Roper Technologies Inc		63,187		29,839
Siemens AG ADR (B)		311,780		21,556
Southwest Airlines Co, Cl A *		86,460		3,960
SPX Corp *		148,826		7,353
Stanley Black & Decker Inc		20,000		2,796
Textron Inc		190,528		14,171
Timken Co/The		112,333		6,819
TransDigm Group Inc *		24,275		15,816
United Parcel Service Inc, Cl B		165,593		35,513
Waste Management Inc		18,232		2,890
WW Grainger Inc		64,211		33,119
				441,851
Information Technology — 22.2%
Adobe Inc *		132,912		60,557
Amphenol Corp, Cl A		321,266		24,207
Analog Devices Inc		101,656		16,792
Apple Inc		867,090		151,403
Applied Materials Inc		148,944		19,631
Arista Networks Inc *		90,886		12,631
ASML Holding NV, Cl G		12,522		8,364
Broadcom Inc		17,131		10,787
Cadence Design Systems Inc *		15,000		2,467
Cisco Systems Inc/Delaware		592,458		33,035
Citrix Systems Inc *		44,716		4,512
Cognizant Technology Solutions Corp, Cl A		8,912		799
Corning Inc, Cl B		208,252		7,687
Dropbox Inc, Cl A *		83,470		1,941
F5 Inc, Cl A *		53,596		11,199
Fair Isaac Corp *		2,194		1,023
Hewlett Packard Enterprise Co		307,307		5,135
HP Inc		480,394		17,438

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Intel Corp		605,024	$	29,985
International Business Machines Corp		6,932		901
Intuit Inc		155,816		74,923
Jabil Inc		65,470		4,041
Juniper Networks Inc		88,346		3,283
Keysight Technologies Inc *		96,705		15,277
Lam Research Corp		10,701		5,753
Manhattan Associates Inc *		15,331		2,127
Marvell Technology		74,923		5,373
Mastercard Inc, Cl A		168,189		60,107
Microchip Technology Inc		554,907		41,696
Micron Technology Inc		156,515		12,191
Microsoft Corp		486,353		149,947
Motorola Solutions Inc		22,111		5,355
NetApp Inc		45,929		3,812
Oracle Corp, Cl B		512,747		42,420
QUALCOMM Inc		67,431		10,305
Salesforce *		15,984		3,394
SAP SE ADR (A)		158,471		17,584
Seagate Technology Holdings PLC		112,151		10,082
ServiceNow Inc *		12,689		7,066
Texas Instruments Inc		44,297		8,128
VeriSign Inc *		91,384		20,329
Visa Inc, Cl A		275,684		61,138
Vishay Intertechnology Inc		240,771		4,719
Vontier Corp		545,167		13,842
Western Digital Corp *		33,750		1,676
Xerox Holdings Corp		253,986		5,123
Zendesk Inc *		29,165		3,508
				1,013,693
Materials — 5.2%
Air Products and Chemicals Inc		38,206		9,548
Cabot Corp		119,095		8,147
Celanese Corp, Cl A		28,298		4,043
Corteva Inc		64,004		3,679
Dow Inc		162,912		10,381
DuPont de Nemours Inc		43,599		3,208
Eastman Chemical Co		165,233		18,516
Ecolab Inc		52,198		9,216
Huntsman Corp		531,983		19,955
Ingevity Corp *		14,131		905
International Paper Co		135,045		6,232
Linde PLC		123,959		39,596
LyondellBasell Industries NV, Cl A		74,826		7,694
Newmont Corp		78,336		6,224
O-I Glass Inc, Cl I *		451,358		5,949
Reliance Steel & Aluminum Co		11,055		2,027
Sherwin-Williams Co/The, Cl A		199,665		49,840
Steel Dynamics Inc		348,240		29,054
Sylvamo Corp *		12,276		408

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

27

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Large Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Westrock Co		27,405	$	1,289
				235,911
Real Estate — 1.8%
American Tower Corp, Cl A ‡		101,757		25,563
Brandywine Realty Trust ‡		24,300		344
CBRE Group Inc, Cl A *		41,173		3,768
Crown Castle International Corp ‡		40,644		7,503
Diversified Healthcare Trust ‡		303,753		972
Equinix Inc ‡		1,986		1,473
Healthpeak Properties Inc ‡		502,660		17,256
Invitation Homes Inc ‡		28,203		1,133
Public Storage ‡		4,106		1,603
SBA Communications Corp, Cl A ‡		25,216		8,677
Service Properties Trust ‡		461,799		4,078
Welltower Inc ‡		90,435		8,694
				81,064
Utilities — 2.0%
Ameren Corp		65,226		6,115
American Electric Power Co Inc		57,553		5,742
Constellation Energy		59,660		3,356
Duke Energy Corp		94,914		10,598
Edison International		79,466		5,570
Exelon Corp		178,980		8,525
FirstEnergy Corp		73,115		3,353
NextEra Energy Inc		192,725		16,326
NiSource Inc		700,009		22,260
NRG Energy Inc		55,000		2,110

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPL Corp		241,001	$	6,883
UGI Corp		29,973		1,086
Vistra Corp		40,284		937
				92,861
Total Common Stock
(Cost $1,558,835) ($ Thousands)				4,552,280
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
0.300% **†(C)		15,724,788		15,728
Total Affiliated Partnership
(Cost $15,726) ($ Thousands)				15,728
CASH EQUIVALENT — 0.1%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		6,172,949		6,173
Total Cash Equivalent
(Cost $6,173) ($ Thousands)				6,173
Total Investments in Securities — 100.3%
(Cost $1,580,734) ($ Thousands)			$	4,574,181

	Percentages are based on a Net Assets of $4,561,856 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $12,657 ($ Thousands).
(B)	Securities considered illiquid. The total value of such securities as of March 31, 2022 was $21,556 ($ Thousands) and represented 0.5% of Net Assets.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $15,728 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		4,552,280		–		–		4,552,280
Affiliated Partnership		–		15,728		–		15,728
Cash Equivalent		6,173		–		–		6,173
Total Investments in Securities		4,558,453		15,728		–		4,574,181

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

28

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 03/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	21,438	$	174,854	$	(180,565	)	$	(1	)	$	2	$	15,728		15,724,788	$	23	$	—
SEI Daily Income Trust, Government Fund, Cl F		28,361		286,305		(308,493	)		—			—		6,173		6,172,949		2		—
Totals	$	49,799	$	461,159	$	(489,058	)	$	(1	)	$	2	$	21,901			$	25	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

29

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

S&P 500 Index Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.6%
Communication Services — 9.3%
Activision Blizzard Inc		19,990	$	1,601
Alphabet Inc, Cl A *		7,730		21,500
Alphabet Inc, Cl C *		7,139		19,939
AT&T Inc		183,317		4,332
Charter Communications Inc, Cl A *		3,033		1,655
Comcast Corp, Cl A		116,196		5,440
Discovery Inc, Cl A *		4,400		109
Discovery Inc, Cl C *		7,896		197
DISH Network Corp, Cl A *		6,438		204
Electronic Arts Inc		7,278		921
Fox Corp, Cl A		8,286		327
Fox Corp, Cl B		3,833		139
Interpublic Group of Cos Inc/The		10,201		362
Live Nation Entertainment Inc *		3,500		412
Lumen Technologies		23,970		270
Match Group Inc *		7,300		794
Meta Platforms Inc, Cl A *		59,254		13,176
Netflix Inc *		11,370		4,259
News Corp, Cl A		10,175		225
News Corp, Cl B		3,000		68
Omnicom Group Inc		5,304		450
Paramount Global, Cl B		15,521		587
Take-Two Interactive Software Inc, Cl A *		3,000		461
T-Mobile US Inc *		15,100		1,938
Twitter Inc *		20,500		793
Verizon Communications Inc		107,853		5,494
Walt Disney Co/The *		46,735		6,410
				92,063
Consumer Discretionary — 12.0%
Advance Auto Parts Inc		1,600		331
Amazon.com Inc, Cl A *		11,248		36,668
Aptiv PLC *		6,970		835
AutoZone Inc *		547		1,118
Bath & Body Works Inc		6,627		317
Best Buy Co Inc		5,554		505

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Booking Holdings Inc *		1,061	$	2,492
BorgWarner		6,200		241
Caesars Entertainment Inc *		5,500		426
CarMax Inc *		4,200		405
Carnival Corp *		20,884		422
Chipotle Mexican Grill Inc, Cl A *		724		1,145
Darden Restaurants Inc		3,318		441
Dollar General Corp		5,981		1,332
Dollar Tree Inc *		5,754		922
Domino's Pizza Inc		964		392
DR Horton Inc		8,258		615
eBay Inc		16,049		919
Etsy Inc *		3,300		410
Expedia Group Inc *		3,755		735
Ford Motor Co		100,970		1,707
Garmin Ltd		3,871		459
General Motors Co *		37,313		1,632
Genuine Parts Co		3,636		458
Hasbro Inc		3,396		278
Hilton Worldwide Holdings Inc *		7,200		1,093
Home Depot Inc/The		26,777		8,015
Las Vegas Sands Corp *		8,900		346
Lennar Corp, Cl A		6,716		545
LKQ Corp		7,000		318
Lowe's Cos Inc		17,306		3,499
Marriott International Inc/MD, Cl A *		7,024		1,235
McDonald's Corp		19,133		4,731
MGM Resorts International		9,700		407
Mohawk Industries Inc *		1,400		174
Newell Brands Inc, Cl B		9,855		211
NIKE Inc, Cl B		32,823		4,417
Norwegian Cruise Line Holdings Ltd *		9,500		208
NVR Inc *		86		384
O'Reilly Automotive Inc *		1,767		1,210
Penn National Gaming Inc *		4,300		182
Pool Corp		1,065		450
PulteGroup Inc		6,299		264
PVH Corp		1,859		143
Ralph Lauren Corp, Cl A		1,205		137
Ross Stores Inc		9,036		817
Royal Caribbean Cruises Ltd *		5,800		486
Starbucks Corp		29,517		2,685
Tapestry Inc		6,719		250
Target Corp, Cl A		12,328		2,616
Tesla Inc *		21,527		23,198
TJX Cos Inc/The		30,586		1,853
Tractor Supply Co		2,880		672
Ulta Beauty Inc *		1,347		536
Under Armour Inc, Cl A *		4,805		82
Under Armour Inc, Cl C *		5,449		85
VF Corp		8,265		470
Whirlpool Corp		1,512		261

30

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wynn Resorts Ltd *		2,700	$	215
Yum! Brands Inc		7,370		874
				118,274
Consumer Staples — 6.0%
Altria Group Inc		46,873		2,449
Archer-Daniels-Midland Co		14,375		1,297
Brown-Forman Corp, Cl B		4,765		319
Campbell Soup Co		5,284		236
Church & Dwight Co Inc		6,200		616
Clorox Co/The		3,142		437
Coca-Cola Co/The		99,849		6,191
Colgate-Palmolive Co		21,695		1,645
Conagra Brands Inc		12,465		419
Constellation Brands Inc, Cl A		4,207		969
Costco Wholesale Corp		11,356		6,539
Estee Lauder Cos Inc/The, Cl A		5,950		1,620
General Mills Inc		15,586		1,055
Hershey Co/The		3,712		804
Hormel Foods Corp		7,308		377
J M Smucker Co/The		2,753		373
Kellogg Co		6,667		430
Kimberly-Clark Corp		8,603		1,060
Kraft Heinz Co/The		18,208		717
Kroger Co/The		17,136		983
Lamb Weston Holdings Inc		3,800		228
McCormick & Co Inc/MD		6,432		642
Molson Coors Beverage Co, Cl B		4,851		259
Mondelez International Inc, Cl A		35,620		2,236
Monster Beverage Corp *		9,654		771
PepsiCo Inc		35,559		5,952
Philip Morris International Inc		39,787		3,738
Procter & Gamble Co/The		61,527		9,401
Sysco Corp, Cl A		13,120		1,071
Tyson Foods Inc, Cl A		7,503		673
Walgreens Boots Alliance Inc		18,357		822
Walmart Inc		36,356		5,414
				59,743
Energy — 3.9%
APA		9,400		389
Baker Hughes Co, Cl A		22,749		828
Chevron Corp		49,478		8,056
ConocoPhillips		33,490		3,349
Coterra Energy Inc		20,813		561
Devon Energy Corp		16,113		953
Diamondback Energy Inc, Cl A		4,351		597
EOG Resources Inc		15,046		1,794
Exxon Mobil Corp		108,746		8,981
Halliburton Co		22,942		869
Hess Corp		7,075		757
Kinder Morgan Inc		49,982		945
Marathon Oil Corp		20,256		509

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marathon Petroleum Corp		14,858	$	1,270
Occidental Petroleum Corp		22,762		1,292
ONEOK Inc		11,409		806
Phillips 66		12,087		1,044
Pioneer Natural Resources Co		5,866		1,467
Schlumberger NV, Cl A		36,000		1,487
Valero Energy Corp		10,521		1,068
Williams Cos Inc/The		31,169		1,041
				38,063
Financials — 11.1%
Aflac Inc		15,434		994
Allstate Corp/The		7,159		992
American Express Co		15,790		2,953
American International Group Inc		21,335		1,339
Ameriprise Financial Inc		2,835		852
Aon PLC, Cl A		5,549		1,807
Arthur J Gallagher & Co		5,349		934
Assurant Inc		1,405		255
Bank of America Corp		182,643		7,529
Bank of New York Mellon Corp/The		18,999		943
Berkshire Hathaway Inc, Cl B *		47,013		16,591
BlackRock Inc		3,680		2,812
Brown & Brown Inc		6,100		441
Capital One Financial Corp		10,593		1,391
Cboe Global Markets Inc		2,800		320
Charles Schwab Corp/The		38,636		3,257
Chubb Ltd		11,039		2,361
Cincinnati Financial Corp		3,883		528
Citigroup Inc		51,051		2,726
Citizens Financial Group Inc		11,100		503
CME Group Inc		9,212		2,191
Comerica Inc		3,392		307
Discover Financial Services		7,430		819
Everest Re Group Ltd		1,037		313
FactSet Research Systems Inc		1,000		434
Fifth Third Bancorp		17,511		754
First Republic Bank/CA		4,559		739
Franklin Resources Inc		7,238		202
Globe Life Inc		2,439		245
Goldman Sachs Group Inc/The		8,759		2,891
Hartford Financial Services Group Inc/The		8,586		617
Huntington Bancshares Inc/OH		36,814		538
Intercontinental Exchange Inc		14,405		1,903
Invesco Ltd		8,900		205
JPMorgan Chase & Co		75,869		10,342
KeyCorp		23,783		532
Lincoln National Corp		4,298		281
Loews Corp		4,962		322
M&T Bank Corp		3,325		564
MarketAxess Holdings Inc		1,000		340
Marsh & McLennan Cos Inc		12,959		2,208
MetLife Inc		18,039		1,268

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

31

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Moody's Corp		4,123	$	1,391
Morgan Stanley		36,404		3,182
MSCI Inc, Cl A		2,063		1,037
Nasdaq Inc, Cl A		2,959		527
Northern Trust Corp		5,309		618
People's United Financial Inc		11,100		222
PNC Financial Services Group Inc/The		10,784		1,989
Principal Financial Group Inc, Cl A		6,257		459
Progressive Corp/The		14,985		1,708
Prudential Financial Inc		9,666		1,142
Raymond James Financial Inc		4,758		523
Regions Financial Corp		24,163		538
S&P Global Inc		9,059		3,716
Signature Bank/New York NY, Cl B		1,600		470
State Street Corp		9,345		814
SVB Financial Group, Cl B *		1,538		860
Synchrony Financial		13,363		465
T Rowe Price Group Inc		5,793		876
Travelers Cos Inc/The		6,156		1,125
Truist Financial Corp		34,296		1,945
US Bancorp		34,723		1,846
W R Berkley Corp		5,400		360
Wells Fargo & Co		99,887		4,840
Willis Towers Watson PLC		3,169		749
Zions Bancorp NA		3,860		253
				109,198
Health Care — 13.6%
Abbott Laboratories		45,399		5,373
AbbVie Inc		45,413		7,362
ABIOMED Inc *		1,200		398
Agilent Technologies Inc		7,715		1,021
Align Technology Inc *		1,833		799
AmerisourceBergen Corp, Cl A		3,896		603
Amgen Inc, Cl A		14,422		3,487
Anthem Inc		6,240		3,065
Baxter International Inc		12,835		995
Becton Dickinson and Co		7,321		1,947
Biogen Inc *		3,806		802
Bio-Rad Laboratories Inc, Cl A *		571		322
Bio-Techne Corp		1,000		433
Boston Scientific Corp *		36,612		1,622
Bristol-Myers Squibb Co		56,012		4,091
Cardinal Health Inc		7,059		400
Catalent Inc *		4,400		488
Centene Corp *		15,008		1,264
Cerner Corp		7,700		720
Charles River Laboratories International Inc *		1,300		369
Cigna Corp		8,243		1,975
Cooper Cos Inc/The, Cl A		1,304		545
CVS Health Corp		33,676		3,408
Danaher Corp, Cl A		16,307		4,783

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DaVita Inc *		1,605	$	182
Dentsply Sirona Inc		5,709		281
Dexcom Inc *		2,448		1,252
Edwards Lifesciences Corp, Cl A *		16,049		1,889
Eli Lilly & Co		20,363		5,831
Gilead Sciences Inc		32,284		1,919
HCA Healthcare Inc		6,159		1,544
Henry Schein Inc *		3,600		314
Hologic Inc *		6,400		492
Humana Inc		3,270		1,423
IDEXX Laboratories Inc *		2,223		1,216
Illumina Inc *		3,996		1,396
Incyte Corp *		4,900		389
Intuitive Surgical Inc *		9,227		2,784
IQVIA Holdings Inc *		4,908		1,135
Johnson & Johnson		67,612		11,983
Laboratory Corp of America Holdings *		2,410		635
McKesson Corp		3,803		1,164
Medtronic PLC		34,572		3,836
Merck & Co Inc		64,876		5,323
Mettler-Toledo International Inc *		590		810
Moderna Inc *		9,100		1,568
Molina Healthcare Inc *		1,500		500
Organon & Co		6,617		231
PerkinElmer Inc		3,198		558
Pfizer Inc		144,256		7,468
Quest Diagnostics Inc		3,024		414
Regeneron Pharmaceuticals Inc *		2,724		1,903
ResMed Inc		3,709		900
STERIS PLC		2,545		615
Stryker Corp		8,577		2,293
Teleflex Inc		1,229		436
Thermo Fisher Scientific Inc		10,128		5,982
UnitedHealth Group Inc		24,206		12,344
Universal Health Services Inc, Cl B		1,900		275
Vertex Pharmaceuticals Inc *		6,481		1,691
Viatris Inc, Cl W *		31,357		341
Waters Corp *		1,601		497
West Pharmaceutical Services Inc		1,859		764
Zimmer Biomet Holdings Inc		5,422		694
Zoetis Inc, Cl A		12,186		2,298
				133,842
Industrials — 7.8%
3M Co		14,676		2,185
A O Smith Corp		3,400		217
Alaska Air Group Inc *		3,200		186
Allegion PLC		2,270		249
American Airlines Group Inc *		16,809		307
AMETEK Inc		5,900		786
Boeing Co/The *		14,035		2,688
Carrier Global Corp		21,944		1,007
Caterpillar Inc, Cl A		13,834		3,083

32

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CH Robinson Worldwide Inc		3,405	$	367
Cintas Corp		2,285		972
Copart Inc *		5,500		690
CSX Corp		57,056		2,137
Cummins Inc		3,698		759
Deere & Co		7,197		2,990
Delta Air Lines Inc, Cl A *		16,613		657
Dover Corp		3,737		586
Eaton Corp PLC		10,208		1,549
Emerson Electric Co		15,315		1,502
Equifax Inc		3,089		732
Expeditors International of Washington Inc		4,327		446
Fastenal Co, Cl A		14,718		874
FedEx Corp		6,211		1,437
Fortive Corp		9,287		566
Fortune Brands Home & Security Inc		3,500		260
Generac Holdings Inc *		1,654		492
General Dynamics Corp		5,959		1,437
General Electric Co		28,288		2,588
Honeywell International Inc		17,577		3,420
Howmet Aerospace Inc		9,678		348
Huntington Ingalls Industries Inc, Cl A		1,047		209
IDEX Corp		1,900		364
Illinois Tool Works Inc		7,365		1,542
Ingersoll Rand Inc		10,433		525
Jacobs Engineering Group Inc		3,304		455
JB Hunt Transport Services Inc		2,151		432
Johnson Controls International PLC		17,999		1,180
L3Harris Technologies Inc		5,009		1,245
Leidos Holdings Inc		3,600		389
Lockheed Martin Corp		6,235		2,752
Masco Corp		6,284		320
Nielsen Holdings PLC		9,300		253
Nordson Corp		1,400		318
Norfolk Southern Corp		6,186		1,764
Northrop Grumman Corp		3,787		1,694
Old Dominion Freight Line Inc, Cl A		2,344		700
Otis Worldwide Corp		10,922		840
PACCAR Inc		8,867		781
Parker-Hannifin Corp, Cl A		3,271		928
Pentair PLC		4,266		231
Quanta Services Inc		3,700		487
Raytheon Technologies Corp		38,351		3,799
Republic Services Inc		5,383		713
Robert Half International Inc		2,832		323
Rockwell Automation Inc		2,930		821
Rollins Inc		5,900		207
Roper Technologies Inc		2,665		1,259
Snap-on Inc		1,353		278
Southwest Airlines Co, Cl A *		15,362		704
Stanley Black & Decker Inc		4,222		590
Textron Inc		5,707		425

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Trane Technologies PLC		6,008	$	918
TransDigm Group Inc *		1,360		886
Union Pacific Corp		16,302		4,454
United Airlines Holdings Inc *		8,400		389
United Parcel Service Inc, Cl B		18,672		4,004
United Rentals Inc *		1,814		644
Verisk Analytics Inc, Cl A		4,089		878
Waste Management Inc		9,928		1,574
Westinghouse Air Brake Technologies Corp		4,790		461
WW Grainger Inc		1,139		587
Xylem Inc/NY		4,700		401
				77,241
Information Technology — 27.9%
Accenture PLC, Cl A		16,208		5,466
Adobe Inc *		12,152		5,537
Advanced Micro Devices Inc *		42,021		4,595
Akamai Technologies Inc *		4,204		502
Amphenol Corp, Cl A		15,418		1,162
Analog Devices Inc		13,472		2,225
ANSYS Inc *		2,207		701
Apple Inc		398,123		69,516
Applied Materials Inc		22,841		3,010
Arista Networks Inc *		5,764		801
Autodesk Inc, Cl A *		5,664		1,214
Automatic Data Processing Inc		10,815		2,461
Broadcom Inc		10,612		6,682
Broadridge Financial Solutions Inc		3,044		474
Cadence Design Systems Inc *		7,100		1,168
CDW Corp/DE		3,447		617
Ceridian HCM Holding Inc *		3,500		239
Cisco Systems Inc/Delaware		108,361		6,042
Citrix Systems Inc *		3,242		327
Cognizant Technology Solutions Corp, Cl A		13,505		1,211
Corning Inc, Cl B		19,208		709
DXC Technology Co *		6,230		203
Enphase Energy Inc *		3,400		686
EPAM Systems Inc *		1,400		415
F5 Inc, Cl A *		1,528		319
Fidelity National Information Services Inc, Cl B		15,665		1,573
Fiserv Inc, Cl A *		15,320		1,553
FleetCor Technologies Inc *		2,029		505
Fortinet Inc *		3,458		1,182
Gartner Inc *		2,056		612
Global Payments Inc		7,283		997
Hewlett Packard Enterprise Co		33,091		553
HP Inc		27,972		1,015
Intel Corp		104,697		5,189
International Business Machines Corp		23,048		2,997
Intuit Inc		7,303		3,512
IPG Photonics Corp *		900		99
Jack Henry & Associates Inc		1,900		374

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

33

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Juniper Networks Inc		8,400	$	312
Keysight Technologies Inc *		4,700		742
KLA Corp		3,877		1,419
Lam Research Corp		3,574		1,921
Mastercard Inc, Cl A		22,177		7,926
Microchip Technology Inc		14,308		1,075
Micron Technology Inc		28,769		2,241
Microsoft Corp		192,577		59,373
Monolithic Power Systems Inc		1,100		534
Motorola Solutions Inc		4,330		1,049
NetApp Inc		5,785		480
NortonLifeLock Inc		15,147		402
NVIDIA Corp		64,186		17,514
NXP Semiconductors NV		6,776		1,254
Oracle Corp, Cl B		40,504		3,351
Paychex Inc		8,269		1,128
Paycom Software Inc *		1,259		436
PayPal Holdings Inc *		29,949		3,464
PTC Inc *		2,700		291
Qorvo Inc *		2,800		348
QUALCOMM Inc		28,915		4,419
Salesforce *		25,247		5,361
Seagate Technology Holdings PLC		5,200		467
ServiceNow Inc *		5,167		2,877
Skyworks Solutions Inc		4,216		562
SolarEdge Technologies Inc *		1,300		419
Synopsys Inc *		3,907		1,302
TE Connectivity Ltd		8,409		1,101
Teledyne Technologies Inc *		1,211		572
Teradyne Inc		4,160		492
Texas Instruments Inc		23,703		4,349
Trimble Inc *		6,500		469
Tyler Technologies Inc *		1,060		472
VeriSign Inc *		2,455		546
Visa Inc, Cl A		42,544		9,435
Western Digital Corp *		8,074		401
Zebra Technologies Corp, Cl A *		1,319		546
				275,493
Materials — 2.6%
Air Products and Chemicals Inc		5,666		1,416
Albemarle Corp		2,957		654
Amcor PLC		38,732		439
Avery Dennison Corp		2,164		376
Ball Corp		8,372		754
Celanese Corp, Cl A		2,752		393
CF Industries Holdings Inc		5,550		572
Corteva Inc		18,673		1,073
Dow Inc		18,906		1,205
DuPont de Nemours Inc		13,199		971
Eastman Chemical Co		3,320		372
Ecolab Inc		6,416		1,133
FMC Corp		3,300		434

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Freeport-McMoRan Inc, Cl B		37,809	$	1,881
International Flavors & Fragrances Inc		6,573		863
International Paper Co		10,052		464
Linde PLC		13,196		4,215
LyondellBasell Industries NV, Cl A		6,774		697
Martin Marietta Materials Inc, Cl A		1,619		623
Mosaic Co/The		9,609		639
Newmont Corp		20,525		1,631
Nucor Corp		7,027		1,045
Packaging Corp of America		2,400		375
PPG Industries Inc		6,105		800
Sealed Air Corp		3,828		256
Sherwin-Williams Co/The, Cl A		6,185		1,544
Vulcan Materials Co		3,349		615
Westrock Co		6,684		314
				25,754
Real Estate — 2.7%
Alexandria Real Estate Equities Inc ‡		3,760		757
American Tower Corp, Cl A ‡		11,641		2,924
AvalonBay Communities Inc ‡		3,572		887
Boston Properties Inc ‡		3,700		476
CBRE Group Inc, Cl A *		8,609		788
Crown Castle International Corp ‡		11,061		2,042
Digital Realty Trust Inc, Cl A ‡		7,269		1,031
Duke Realty Corp ‡		9,900		575
Equinix Inc ‡		2,261		1,677
Equity Residential ‡		8,844		795
Essex Property Trust Inc ‡		1,621		560
Extra Space Storage Inc ‡		3,399		699
Federal Realty Investment Trust ‡		1,800		220
Healthpeak Properties Inc ‡		14,000		481
Host Hotels & Resorts Inc ‡		18,574		361
Iron Mountain Inc ‡		7,538		418
Kimco Realty Corp ‡		16,013		395
Mid-America Apartment Communities Inc ‡		3,000		628
Prologis Inc ‡		19,020		3,071
Public Storage ‡		3,887		1,517
Realty Income Corp ‡		14,500		1,005
Regency Centers Corp ‡		3,999		285
SBA Communications Corp, Cl A ‡		2,749		946
Simon Property Group Inc ‡		8,406		1,106
UDR Inc ‡		7,500		430
Ventas Inc ‡		10,332		638
Vornado Realty Trust ‡		4,077		185
Welltower Inc ‡		11,200		1,077
Weyerhaeuser Co ‡		19,161		726
				26,700
Utilities — 2.7%
AES Corp/The		17,290		445
Alliant Energy Corp		6,500		406
Ameren Corp		6,653		624

34

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
American Electric Power Co Inc		12,915	$	1,289
American Water Works Co Inc		4,645		769
Atmos Energy Corp		3,400		406
CenterPoint Energy Inc		16,285		499
CMS Energy Corp		7,501		525
Consolidated Edison Inc		9,033		855
Constellation Energy		8,451		475
Dominion Energy Inc		20,868		1,773
DTE Energy Co		4,945		654
Duke Energy Corp		19,816		2,213
Edison International		9,857		691
Entergy Corp		5,126		598
Evergy Inc		5,899		403
Eversource Energy		8,835		779
Exelon Corp		25,155		1,198
FirstEnergy Corp		14,123		648
NextEra Energy Inc		50,380		4,268
NiSource Inc		10,144		323
NRG Energy Inc		6,313		242
Pinnacle West Capital Corp		2,949		230
PPL Corp		19,171		547

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Public Service Enterprise Group Inc		12,930	$	905
Sempra Energy		8,245		1,386
Southern Co/The		27,235		1,975
WEC Energy Group Inc		8,119		810
Xcel Energy Inc		13,836		999
				26,935
Total Common Stock
(Cost $249,606) ($ Thousands)				983,306
CASH EQUIVALENT — 0.3%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		3,429,528		3,430
Total Cash Equivalent
(Cost $3,430) ($ Thousands)				3,430
Total Investments in Securities — 99.9%
(Cost $253,036) ($ Thousands)			$	986,736

A list of the open futures contracts held by the Fund at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		22		Jun-2022	$	4,725	$	4,984	$	258

	Percentages are based on a Net Assets of $988,040 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		983,306		–		–		983,306
Cash Equivalent		3,430		–		–		3,430
Total Investments in Securities		986,736		–		–		986,736

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		258		–		–		258
Total Other Financial Instruments		258		–		–		258

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

35

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

S&P 500 Index Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	103	$	389	$	(489	)	$	(3	)	$	—	$	—		—	$	—	$	—
SEI Daily Income Trust, Government Fund, Cl F		7,294		41,523		(45,387	)		—			—		3,430		3,429,528		—		—
Totals	$	7,397	$	41,912	$	(45,876	)	$	(3	)	$	—	$	3,430			$	—	$	—

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

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

36

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Fund

^† Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.8%
Communication Services — 3.7%
Advantage Solutions *		11,302	$	72
Cable One Inc		945		1,384
Cargurus Inc, Cl A *		33,692		1,431
Cars.com Inc *		31,710		458
Cinemark Holdings Inc *		255,320		4,412
Clear Channel Outdoor Holdings Inc, Cl A *		397,612		1,376
Cogent Communications Holdings Inc		22,218		1,474
Gannett Co Inc *		105,267		475
Hemisphere Media Group Inc, Cl A *		27,152		124
Integral Ad Science Holding *		77,120		1,064
Liberty Latin America Ltd, Cl A *		34,460		334
Liberty TripAdvisor Holdings Inc, Cl A *		100,237		205
Lions Gate Entertainment Corp, Cl A *(A)		273,571		4,445
MediaAlpha Inc, Cl A *		11,110		184
Nexstar Media Group Inc, Cl A		15,782		2,975
Ooma Inc *		28,163		422
TEGNA Inc		75,017		1,680
Ziff Davis Inc *		9,060		877
				23,392
Consumer Discretionary — 13.3%
1-800-Flowers.com Inc, Cl A *		11,300		144
Aaron's Co Inc/The		62,637		1,258
Academy Sports & Outdoors Inc		14,790		583
Advance Auto Parts Inc		7,670		1,587
American Eagle Outfitters Inc (A)		281,496		4,729
American Public Education Inc *		40,268		855
Arko Corp		26,700		243
Beazer Homes USA Inc, Cl A *		58,407		889
Biglari Holdings Inc, Cl B *		2,576		372
Bloomin' Brands Inc		148,612		3,261
Bluegreen Vacations Holding, Cl A *		15,208		450

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boot Barn Holdings Inc *		7,299	$	692
Boyd Gaming Corp		9,032		594
Brinker International Inc *		77,624		2,962
Brunswick Corp/DE		20,805		1,683
Buckle Inc/The		5,800		192
Caleres Inc		32,530		629
Callaway Golf Co *		40,306		944
Carriage Services Inc		10,389		554
Carter's Inc		28,244		2,598
Cato Corp/The, Cl A		28,081		412
Cavco Industries Inc *		2,613		629
Century Casinos *		27,552		329
Churchill Downs Inc		8,324		1,846
Chuy's Holdings Inc *		14,373		388
Citi Trends Inc *		3,970		122
Conn's Inc *		23,614		364
Container Store Group Inc/The *		75,720		619
Dave & Buster's Entertainment Inc *		27,497		1,350
Domino's Pizza Inc		3,420		1,392
Dorman Products Inc *		8,436		802
Dutch Bros, Cl A *(A)		8,904		492
El Pollo Loco Holdings Inc *		61,850		719
Ethan Allen Interiors Inc		45,650		1,190
Everi Holdings Inc *		31,586		663
Fiesta Restaurant Group Inc *		17,297		129
Funko Inc, Cl A *		14,300		247
Genesco Inc *		3,040		193
Golden Entertainment Inc *		12,514		727
Goodyear Tire & Rubber Co/The *		55,372		791
Hamilton Beach Brands Holding Co, Cl A		19,181		223
Haverty Furniture Cos Inc		34,149		936
Hibbett Inc		12,303		546
Hilton Grand Vacations Inc *		15,001		780
Hooker Furnishings		26,837		508
Hyatt Hotels Corp, Cl A *		5,727		547
Johnson Outdoors Inc, Cl A		4,481		348
KB Home		38,826		1,257
Latham Group *		11,960		158
Lazydays Holdings Inc *		53,294		1,075
Lifetime Brands Inc		15,275		196
Liquidity Services Inc *		15,180		260
LL Flooring Holdings *		30,982		434
Lovesac Co/The *		28,120		1,520
Macy's Inc		47,308		1,152
Marine Products Corp		12,986		150
MarineMax Inc *		6,130		247
MasterCraft Boat Holdings Inc *		30,100		741
Mattel Inc *		25,202		560
Modine Manufacturing Co *		275,494		2,482
Monarch Casino & Resort Inc *		24,906		2,173
Monro Inc		27,814		1,233
Motorcar Parts of America *		8,770		156

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

37

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Movado Group Inc		25,552	$	998
Murphy USA Inc		17,787		3,557
Noodles & Co, Cl A *		25,815		154
OneWater Marine Inc, Cl A *		17,764		612
Oxford Industries Inc, Cl A		7,032		636
Party City Holdco *		41,300		148
Pool Corp		3,277		1,386
Porch Group *		21,400		149
RealReal Inc/The *		71,290		518
Scientific Games Corp, Cl A *		9,390		552
SeaWorld Entertainment Inc *		23,695		1,764
Shoe Carnival Inc		23,518		686
Shutterstock Inc		23,342		2,173
Signet Jewelers Ltd		8,702		633
Skechers USA Inc, Cl A *		12,437		507
Skyline Champion Corp *		10,866		596
Steven Madden Ltd		34,590		1,337
Superior Group of Cos Inc		11,757		210
Taylor Morrison Home Corp, Cl A *		55,490		1,510
Tenneco Inc, Cl A *		18,570		340
Tilly's Inc, Cl A *		36,913		345
Unifi Inc *		54,080		979
Urban Outfitters Inc *		60,764		1,526
Vera Bradley Inc *		311,665		2,390
Vista Outdoor Inc *		15,160		541
Vivint Smart Home *		69,799		472
Wingstop Inc, Cl A		8,845		1,038
Winmark Corp		3,008		662
WW International Inc *		80,010		818
Xponential Fitness, Cl A *		19,000		445
YETI Holdings Inc *		10,830		650
Zumiez Inc *		11,582		443
				85,080
Consumer Staples — 3.1%
Andersons Inc/The		28,910		1,453
Cal-Maine Foods Inc		15,801		873
Casey's General Stores Inc		7,173		1,421
Central Garden & Pet Co, Cl A *		9,460		416
Energizer Holdings Inc		11,689		360
Hain Celestial Group Inc/The *		19,176		660
Hostess Brands Inc, Cl A *		145,576		3,194
Ingles Markets Inc, Cl A		8,040		716
Ingredion Inc		18,274		1,593
Inter Parfums Inc		22,811		2,009
MGP Ingredients Inc		19,060		1,631
Natural Grocers by Vitamin Cottage Inc		56,125		1,100
Performance Food Group Co *		11,771		599
Seneca Foods Corp, Cl A *		18,572		957
Spectrum Brands Holdings Inc		4,284		380
TreeHouse Foods Inc *		41,579		1,341
Veru Inc *		29,572		143
Village Super Market Inc, Cl A		18,788		460

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Weis Markets Inc		8,630	$	616
				19,922
Energy — 7.7%
Alto Ingredients *		142,485		972
Antero Resources Corp *		23,307		711
Berry Corp		29,385		303
Cactus Inc, Cl A		37,357		2,120
California Resources		11,727		525
Centennial Resource Development Inc/DE, Cl A *		53,351		431
Centrus Energy, Cl A *		23,490		792
ChampionX Corp		29,408		720
Chesapeake Energy Corp		7,559		658
Comstock Resources *		57,505		750
Coterra Energy Inc		54,660		1,474
Delek US Holdings Inc *		254,935		5,410
Diamondback Energy Inc, Cl A		10,913		1,496
Dorian LPG Ltd *		13,650		198
Earthstone Energy Inc, Cl A *		55,739		704
Enviva (B)		8,399		665
Expro Group Holdings *		36,669		652
Falcon Minerals Corp		19,200		129
Frontline Ltd *(A)		56,482		497
Gevo *		108,970		510
Golar LNG Ltd *		37,805		937
Helmerich & Payne Inc		33,800		1,446
International Seaways Inc		19,210		347
Magnolia Oil & Gas Corp, Cl A		25,109		594
Matador Resources Co		11,714		621
Murphy Oil Corp		16,009		647
Nabors Industries Ltd *		4,203		642
National Energy Services Reunited Corp *		16,734		141
NexTier Oilfield Solutions Inc *		77,973		720
Northern Oil and Gas		76,933		2,169
Oasis Petroleum Inc		18,178		2,659
Ovintiv Inc		34,591		1,870
Par Pacific Holdings *		31,160		406
Patterson-UTI Energy Inc		40,388		625
PDC Energy Inc, Cl A		41,146		2,990
Range Resources Corp *		18,797		571
REX American Resources Corp *		6,681		665
RPC Inc *		61,249		653
Scorpio Tankers Inc		32,688		699
Select Energy Services Inc, Cl A *		91,224		782
SFL Corp Ltd		64,286		654
SilverBow Resources Inc *		20,779		665
SM Energy Co		20,525		799
Solaris Oilfield Infrastructure Inc, Cl A		58,146		656
Southwestern Energy Co *		449,916		3,226
Talos Energy Inc *		22,790		360
Vertex Energy *(A)		53,349		530
W&T Offshore Inc *		240,870		920

38

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whiting Petroleum		15,888	$	1,295
				49,006
Financials — 18.0%
AFC Gamma ‡		12,310		235
Amalgamated Financial Corp		19,440		349
Amerant Bancorp Inc, Cl A		21,523		680
American Equity Investment Life Holding Co		118,453		4,727
Arrow Financial Corp		5,378		174
AssetMark Financial Holdings *		62,677		1,395
Atlanticus Holdings *		10,771		558
Axos Financial Inc *		12,841		596
B Riley Financial Inc		5,941		416
Banco Latinoamericano de Comercio Exterior SA, Cl E		11,510		179
Bank of Marin Bancorp		9,639		338
Bank of NT Butterfield & Son Ltd/The		46,002		1,651
Bank OZK		40,967		1,749
BankUnited Inc		150,443		6,613
Bankwell Financial Group Inc		18,466		625
Bridgewater Bancshares Inc *		12,880		215
Byline Bancorp Inc		42,386		1,131
Capital Bancorp Inc		9,996		229
Capstar Financial Holdings Inc		8,296		175
Carter Bankshares Inc *		15,208		264
Cathay General Bancorp		17,699		792
Central Pacific Financial Corp		19,330		539
Chimera Investment Corp ‡		115,737		1,393
CNO Financial Group Inc		186,027		4,667
Cohen & Steers Inc		26,743		2,297
Columbia Financial Inc *		28,627		616
Crawford & Co, Cl A		31,430		238
CrossFirst Bankshares *		24,550		387
Cullen/Frost Bankers Inc		4,193		580
Curo Group Holdings Corp		31,388		410
Dynex Capital Inc ‡		65,719		1,065
Enova International Inc *		8,640		328
Equity Bancshares Inc, Cl A		5,280		171
Essent Group Ltd		15,922		656
Evercore Inc, Cl A		6,221		692
EZCORP Inc, Cl A *		58,050		351
FactSet Research Systems Inc		3,268		1,419
Farmers & Merchants Bancorp		3,663		132
Farmers National Banc Corp		19,290		329
Financial Institutions Inc		11,596		349
First BanCorp/Puerto Rico		56,728		744
First Bancshares Inc/The		5,003		168
First Commonwealth Financial Corp		161,191		2,444
First Community Bankshares Inc		17,640		498
First Financial Corp/IN		5,780		250
First Internet Bancorp		11,329		487
First Interstate BancSystem Inc, Cl A		40,183		1,478
First Northwest Bancorp		16,383		362

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First of Long Island Corp/The		12,271	$	239
Flushing Financial Corp		11,467		256
FNB Corp/PA		292,573		3,643
Focus Financial Partners Inc, Cl A *		11,947		546
Globe Life Inc		11,621		1,169
Green Dot Corp, Cl A *		50,353		1,384
Greenhill & Co Inc		23,187		359
Greenlight Capital Re Ltd, Cl A *		21,520		152
Hamilton Lane Inc, Cl A		15,452		1,194
Hanmi Financial Corp		23,660		582
Hanover Insurance Group Inc/The, Cl A		12,009		1,796
HarborOne Bancorp Inc		35,602		499
HBT Financial Inc		20,650		375
Hercules Capital Inc, Cl A (A)		57,884		1,046
Heritage Commerce Corp		14,671		165
Heritage Insurance Holdings Inc		25,012		179
Home BancShares Inc/AR		73,001		1,650
HomeTrust Bancshares Inc		12,200		360
Hope Bancorp Inc		39,591		637
Independent Bank Corp/MI		25,550		562
Lakeland Bancorp Inc		34,210		571
LendingClub *		27,518		434
Macatawa Bank Corp		18,306		165
MarketAxess Holdings Inc		2,969		1,010
Mercantile Bank Corp		7,270		258
Merchants Bancorp/IN		16,680		457
Metrocity Bankshares Inc		7,602		179
Metropolitan Bank Holding Corp *		10,684		1,087
MGIC Investment Corp		74,989		1,016
Morningstar Inc, Cl A		5,128		1,401
Mr Cooper Group Inc *		12,400		566
National Western Life Group Inc, Cl A		750		158
Nicolet Bankshares Inc *		13,493		1,263
NMI Holdings Inc, Cl A *		38,050		785
Northrim BanCorp Inc		4,046		176
OFG Bancorp		73,050		1,946
OFS Capital Corp		23,531		306
Old National Bancorp/IN, Cl A		182,981		2,997
Old Second Bancorp Inc		11,150		162
OP Bancorp		51,491		713
Oportun Financial Corp *		16,613		239
Oppenheimer Holdings Inc, Cl A		24,720		1,077
Origin Bancorp Inc		23,565		997
PacWest Bancorp		109,371		4,717
PCSB Financial Corp		17,970		343
Peapack-Gladstone Financial Corp		9,550		332
Peoples Bancorp Inc/OH		16,900		529
Pinnacle Financial Partners Inc		24,271		2,235
Piper Sandler Cos		4,763		625
Popular Inc		6,325		517
Preferred Bank/Los Angeles CA		8,750		648
Prosperity Bancshares Inc		20,352		1,412

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

39

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Provident Bancorp Inc		12,606	$	204
Provident Financial Services Inc		22,193		519
Pzena Investment Management Inc, Cl A		57,535		461
QCR Holdings Inc		5,497		311
RBB Bancorp		20,540		482
Regional Management Corp		17,609		855
ServisFirst Bancshares Inc		14,243		1,357
South State Corp		5,585		456
StepStone Group Inc, Cl A		14,875		492
Stewart Information Services Corp		11,679		708
StoneX Group Inc *		7,177		533
Towne Bank/Portsmouth VA		20,410		611
Trean Insurance Group Inc *		37,533		176
TriState Capital Holdings Inc *		14,438		480
Umpqua Holdings Corp		222,463		4,196
Universal Insurance Holdings Inc		66,197		893
Univest Financial Corp		55,277		1,479
Virtu Financial Inc, Cl A		16,694		621
Virtus Investment Partners Inc		2,940		706
Walker & Dunlop Inc		1,373		178
Washington Federal Inc		21,117		693
Waterstone Financial Inc		41,867		810
Webster Financial Corp		12,455		699
Western Alliance Bancorp		22,681		1,878
Wintrust Financial Corp		22,570		2,097
WisdomTree Investments Inc		26,240		154
				114,304
Health Care — 10.1%
Acumen Pharmaceuticals *		30,926		121
Aerie Pharmaceuticals Inc *		20,460		186
Affimed NV *		39,680		174
Albireo Pharma Inc *		7,560		226
Allscripts Healthcare Solutions Inc *		29,141		656
AMN Healthcare Services Inc *		7,728		806
Amneal Pharmaceuticals Inc *		34,870		145
Amphastar Pharmaceuticals Inc *		43,219		1,552
AnaptysBio Inc *		38,722		958
Anika Therapeutics Inc *		8,116		204
Apyx Medical Corp *		21,770		142
Arcturus Therapeutics Holdings Inc *		30,540		823
Arcus Biosciences Inc *		11,845		374
Arcutis Biotherapeutics *		8,650		167
Atea Pharmaceuticals Inc *		82,770		598
Aveanna Healthcare Holdings *		27,960		95
Avid Bioservices Inc *		14,876		303
Avidity Biosciences Inc *		28,230		521
BioAtla *		30,910		155
BioCryst Pharmaceuticals Inc *		34,656		563
Biohaven Pharmaceutical Holding Co Ltd *		11,369		1,348
BioLife Solutions *		15,540		353
Black Diamond Therapeutics *		51,610		143
Catalyst Pharmaceuticals Inc *		189,096		1,568

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chemed Corp		3,582	$	1,814
Co-Diagnostics Inc *(A)		168,926		1,044
Collegium Pharmaceutical Inc *		68,823		1,401
Computer Programs and Systems Inc *		8,140		280
Cross Country Healthcare Inc *		56,869		1,232
CTI BioPharma *(A)		111,265		520
Curis *		70,110		167
Cutera Inc *		14,730		1,016
Cytokinetics *		13,858		510
DermTech *		21,120		310
Eagle Pharmaceuticals Inc/DE *		18,874		934
Encompass Health Corp		23,221		1,651
Endo International PLC *		145,260		336
Ensign Group Inc/The		23,800		2,142
Envista Holdings Corp *		43,655		2,126
Evolent Health Inc, Cl A *		19,077		616
Generation Bio Co *		35,081		257
Harmony Biosciences Holdings *		11,611		565
HealthStream Inc *		10,820		216
ImmunityBio *		32,100		180
Innoviva Inc *		32,903		637
Inspire Medical Systems Inc *		2,370		608
Instil Bio *		22,100		238
Integra LifeSciences Holdings Corp *		16,522		1,062
Intra-Cellular Therapies Inc, Cl A *		14,848		909
Invacare Corp *		137,970		195
iRadimed Corp *		3,811		171
iRhythm Technologies Inc *		4,843		763
iTeos Therapeutics Inc *		31,503		1,014
IVERIC bio Inc *		31,505		530
Kezar Life Sciences *		34,302		570
Kiniksa Pharmaceuticals Ltd, Cl A *		16,451		164
Krystal Biotech Inc *		7,169		477
Lantheus Holdings Inc *		15,000		830
LeMaitre Vascular Inc		36,935		1,716
Lexicon Pharmaceuticals Inc *		65,750		137
Meridian Bioscience Inc *		17,932		466
Merit Medical Systems Inc *		10,192		678
Myriad Genetics Inc *		21,001		529
NextGen Healthcare Inc *		35,802		749
Nkarta *		26,510		302
NuVasive Inc *		12,492		708
Ocular Therapeutix *		176,843		875
Option Care Health Inc *		52,337		1,495
Organogenesis Holdings Inc, Cl A *		57,823		441
ORIC Pharmaceuticals Inc *		20,320		109
Pacira BioSciences Inc *		9,347		713
Passage Bio *		47,580		147
Personalis Inc *		63,467		520
PMV Pharmaceuticals Inc *		9,730		203
Precigen *		256,330		541
Precision BioSciences Inc *		75,383		232

40

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prestige Consumer Healthcare Inc, Cl A *		39,948	$	2,115
Privia Health Group *		7,110		190
Prometheus Biosciences *		15,651		591
Puma Biotechnology Inc *		60,740		175
Quest Diagnostics Inc		10,745		1,471
Radius Health Inc *		25,500		225
Rigel Pharmaceuticals Inc *		131,166		392
Rubius Therapeutics Inc *		31,210		172
Sana Biotechnology Inc *		127,590		1,054
Seer Inc, Cl A *		12,760		194
Selecta Biosciences *		98,420		121
Sensus Healthcare Inc *		63,598		644
Seres Therapeutics Inc *		26,000		185
Sharps Compliance Corp *		26,790		158
Shockwave Medical Inc *		4,418		916
Sierra Oncology *		17,456		559
SIGA Technologies Inc *		86,464		613
Singular Genomics Systems *		45,680		288
STERIS PLC		8,574		2,073
Stoke Therapeutics Inc *		7,904		166
Surface Oncology Inc *		99,943		294
Sutro Biopharma Inc *		17,887		147
Syndax Pharmaceuticals Inc *		11,833		206
Syros Pharmaceuticals Inc *		77,054		92
Tenet Healthcare Corp *		16,488		1,417
US Physical Therapy Inc		10,102		1,005
Utah Medical Products Inc		1,766		159
Vanda Pharmaceuticals Inc *		17,800		201
Verve Therapeutics Inc *		8,543		195
Viemed Healthcare Inc *		98,034		488
				64,733
Industrials — 18.0%
AAR Corp *		12,004		581
ABM Industries Inc		46,319		2,133
Acacia Research Corp *		44,550		201
ACCO Brands Corp		603,282		4,826
Air Lease Corp, Cl A		36,333		1,622
Air Transport Services Group Inc *		17,431		583
Allied Motion Technologies Inc		4,925		147
Allison Transmission Holdings Inc		40,399		1,586
Altra Industrial Motion Corp		33,853		1,318
API Group *		24,979		525
Applied Industrial Technologies Inc, Cl A		7,933		814
Argan Inc		16,477		669
ASGN Inc *		6,276		732
Atkore Inc *		10,937		1,077
Atlas Air Worldwide Holdings Inc *		16,210		1,400
Barrett Business Services Inc		1,740		135
BlueLinx Holdings *		5,049		363
BWX Technologies Inc, Cl W		40,742		2,194
CACI International Inc, Cl A *		5,324		1,604
Carlisle Cos Inc		8,262		2,032

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Casella Waste Systems Inc, Cl A *		7,995	$	701
CIRCOR International Inc *		27,792		740
Clean Harbors Inc *		19,171		2,140
Concrete Pumping Holdings *		19,500		131
Costamare Inc		39,644		676
Covenant Logistics Group Inc, Cl A		22,696		489
CRA International Inc		12,466		1,050
Curtiss-Wright Corp		4,104		616
Daseke Inc *		128,561		1,295
Desktop Metal, Cl A *		75,120		356
Ducommun Inc *		11,002		576
DXP Enterprises Inc/TX *		9,175		249
Eagle Bulk Shipping Inc		9,971		679
EMCOR Group Inc		15,439		1,739
Encore Wire Corp		1,078		123
Enerpac Tool Group Corp, Cl A		26,624		583
Ennis Inc		8,356		154
EnPro Industries Inc		14,196		1,387
Evoqua Water Technologies Corp *		15,372		722
First Advantage *		31,890		644
Fluor Corp *		20,343		584
Forrester Research Inc *		24,044		1,357
Forward Air Corp		7,266		710
Franklin Covey Co *		34,030		1,539
Franklin Electric Co Inc		9,039		751
Gates Industrial Corp PLC *		63,393		955
GATX		11,133		1,373
Genco Shipping & Trading Ltd		27,407		647
GFL Environmental		50,044		1,628
Global Industrial		24,258		782
GMS Inc *		15,224		758
H&E Equipment Services Inc		15,914		693
Harsco Corp *		41,457		507
Heidrick & Struggles International Inc		33,469		1,325
Helios Technologies Inc		8,987		721
Herc Holdings Inc		2,683		448
Heritage-Crystal Clean Inc *		35,376		1,048
Hexcel Corp, Cl A		16,359		973
Hillenbrand Inc		22,234		982
Hub Group Inc, Cl A *		8,676		670
Huntington Ingalls Industries Inc, Cl A		5,949		1,186
Huron Consulting Group Inc *		18,840		863
Infrastructure and Energy Alternatives Inc *		82,776		981
INNOVATE *		36,307		134
Insperity Inc, Cl A		15,228		1,529
Insteel Industries Inc		9,381		347
ITT Inc		18,871		1,419
JetBlue Airways Corp *		183,038		2,736
Kadant Inc		3,880		753
KBR Inc		16,000		876
Kelly Services Inc, Cl A		26,848		582
Kforce Inc		11,662		863

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

41

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Korn Ferry		31,875	$	2,070
Landstar System Inc		9,310		1,404
Manitowoc Co Inc/The *		11,250		170
ManTech International Corp/VA, Cl A		15,587		1,343
Masonite International Corp *		12,242		1,089
Matson Inc		12,529		1,511
Matthews International Corp, Cl A		30,926		1,001
Miller Industries Inc/TN		4,949		139
MRC Global Inc *		57,760		688
Mueller Industries Inc		15,134		820
NN Inc, Cl A *		207,761		598
Nordson Corp		5,466		1,241
Northwest Pipe Co *		10,341		263
Park Aerospace Corp		39,470		515
Quanex Building Products Corp		45,933		964
Radiant Logistics Inc *		61,802		394
Regal Rexnord Corp		18,654		2,775
Resources Connection Inc		90,694		1,555
Rush Enterprises Inc, Cl A		15,879		808
Safe Bulkers Inc		42,600		203
Saia Inc *		2,861		698
Shyft Group Inc/The		12,246		442
Simpson Manufacturing Co Inc		5,912		645
Snap-on Inc		6,299		1,294
SP Plus Corp *		13,444		422
SPX FLOW Inc		12,769		1,101
Standex International Corp		24,984		2,496
Sterling Construction Co Inc *		14,870		399
Sun Country Airlines Holdings *		6,550		172
Terex Corp		14,972		534
Tetra Tech Inc		6,736		1,111
Textainer Group Holdings Ltd		26,852		1,022
Titan International Inc *		56,109		827
Titan Machinery Inc *		12,184		344
TPI Composites *		16,540		233
TriNet Group Inc *		7,977		785
Triton International Ltd		21,055		1,478
UFP Industries Inc		30,073		2,320
UniFirst Corp/MA		6,148		1,133
Univar Solutions Inc *		17,779		571
Universal Logistics Holdings Inc		8,740		176
US Xpress Enterprises Inc, Cl A *		33,200		129
Vectrus Inc *		13,330		478
Veritiv Corp *		8,700		1,162
Watts Water Technologies Inc, Cl A		4,554		636
WESCO International Inc *		16,712		2,175
WillScot Mobile Mini Holdings, Cl A *		17,180		672
Yellow Corp *		127,036		891
Zurn Water Solutions		14,021		496
				114,705
Information Technology — 12.9%
A10 Networks Inc		123,557		1,724

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alkami Technology *		15,740	$	225
Alpha & Omega Semiconductor Ltd *		10,359		566
Ambarella Inc *		4,484		470
Arlo Technologies *		72,605		643
AudioCodes Ltd		47,404		1,211
Aviat Networks *		15,520		478
Avid Technology Inc *		21,927		765
Axcelis Technologies Inc *		20,870		1,576
AXT Inc *		33,424		235
Belden Inc		28,616		1,585
Benefitfocus Inc *		14,334		181
Box Inc, Cl A *		48,867		1,420
Broadridge Financial Solutions Inc		8,369		1,303
BTRS Holdings, Cl 1 *		25,900		194
Cantaloupe *		20,511		139
Casa Systems Inc *		49,606		224
Cass Information Systems Inc		8,830		326
ChannelAdvisor Corp *		14,400		239
Clearfield *		9,687		632
CMC Materials Inc		2,330		432
Cognex Corp		11,688		902
Concentrix Corp		2,303		384
CSG Systems International Inc		22,020		1,400
Digi International Inc *		29,171		628
Diodes Inc *		8,213		714
eGain Corp *		26,931		312
EMCORE Corp *		41,170		152
ePlus Inc *		11,629		652
ExlService Holdings Inc *		14,121		2,023
Extreme Networks Inc *		92,298		1,127
Fabrinet *		7,350		773
Hackett Group Inc/The		54,377		1,254
Harmonic Inc, Cl A *		108,914		1,012
I3 Verticals Inc, Cl A *		8,772		244
Ichor Holdings Ltd *		11,880		423
Information Services Group Inc		95,611		651
International Money Express Inc *		85,903		1,770
Jack Henry & Associates Inc		8,913		1,756
Juniper Networks Inc		19,745		734
Kimball Electronics Inc *		7,649		153
Kulicke & Soffa Industries Inc		30,242		1,694
Lattice Semiconductor Corp *		12,377		754
Limelight Networks Inc *		125,489		655
Littelfuse Inc		5,941		1,482
Lumentum Holdings Inc *		22,592		2,205
MACOM Technology Solutions Holdings Inc *		19,172		1,148
MaxLinear, Cl A *		21,052		1,228
Mitek Systems Inc *		15,216		223
NetScout Systems Inc *		21,767		698
NVE Corp		14,841		808
ON24 *		11,140		147

42

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Onto Innovation Inc *		14,138	$	1,228
PDF Solutions Inc *		41,472		1,156
Photronics Inc *		237,650		4,033
Power Integrations Inc		28,212		2,615
Pure Storage Inc, Cl A *		19,759		698
Qualys Inc *		5,648		804
Rackspace Technology Inc *(A)		119,969		1,339
Rambus Inc *		27,535		878
Rimini Street Inc *		94,083		546
Rogers Corp *		6,897		1,874
ScanSource Inc *		5,410		188
SecureWorks Corp, Cl A *		10,929		145
Semtech Corp *		9,074		629
Silicon Motion Technology Corp ADR		30,113		2,012
SiTime Corp *		5,615		1,392
SMART Global Holdings Inc *		21,962		567
Sprout Social Inc, Cl A *		7,137		572
SPS Commerce Inc *		4,889		641
StarTek Inc *		50,382		223
Super Micro Computer Inc *		146,085		5,561
Switch Inc, Cl A		57,423		1,770
Synaptics Inc *		7,212		1,439
Tenable Holdings Inc *		14,951		864
TTEC Holdings Inc		14,764		1,218
Universal Display Corp		8,445		1,410
Veeco Instruments Inc *		39,185		1,065
Viant Technology, Cl A *		30,650		201
Viavi Solutions Inc *		105,068		1,690
Vishay Intertechnology Inc		69,208		1,356
Vishay Precision Group Inc *		32,870		1,057
Zeta Global Holdings Corp, Cl A *		47,883		611
Zuora Inc, Cl A *		35,700		535
				82,991
Materials — 5.6%
AdvanSix Inc		10,560		540
Alamos Gold Inc, Cl A		70,604		594
Allegheny Technologies Inc *		22,186		595
Alpha Metallurgical Resources *		5,300		699
American Vanguard Corp, Cl B		13,290		270
Avient Corp		3,392		163
Axalta Coating Systems Ltd *		33,500		823
Cabot Corp		29,430		2,013
Century Aluminum Co *		73,547		1,935
Chase		640		56
Commercial Metals Co, Cl A		113,867		4,739
Hawkins Inc		5,214		239
Huntsman Corp		20,171		757
Ingevity Corp *		11,751		753
Innospec Inc		13,932		1,289
Koppers Holdings Inc		6,652		183
Kronos Worldwide Inc		53,092		824
Livent Corp *		75,680		1,973

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LSB Industries Inc *		62,269	$	1,360
Materion Corp		8,892		762
MP Materials *(A)		9,987		573
O-I Glass Inc, Cl I *		79,957		1,054
Quaker Chemical Corp		6,099		1,054
Ramaco Resources Inc		71,468		1,129
Reliance Steel & Aluminum Co		12,620		2,314
Ryerson Holding Corp		44,084		1,544
Sealed Air Corp		11,119		745
Silgan Holdings Inc		29,311		1,355
SunCoke Energy Inc		162,960		1,452
TimkenSteel Corp *		28,156		616
Tredegar Corp		18,730		225
United States Steel Corp		17,561		663
Valvoline Inc		36,751		1,160
Warrior Met Coal Inc		34,709		1,288
				35,739
Real Estate — 3.8%
Acadia Realty Trust ‡		30,187		654
American Campus Communities Inc ‡		25,672		1,437
Ashford Hospitality Trust *‡		25,110		256
Corporate Office Properties Trust ‡		24,874		710
EastGroup Properties Inc ‡		5,535		1,125
eXp World Holdings Inc ‡(A)		52,309		1,107
Fathom Holdings *‡		12,766		137
First Industrial Realty Trust Inc ‡		7,905		490
Forestar Group Inc *‡		46,812		831
Gladstone Land Corp ‡		16,301		594
Independence Realty Trust ‡		45,780		1,211
Innovative Industrial Properties Inc, Cl A ‡		7,625		1,566
Kennedy-Wilson Holdings Inc ‡		97,842		2,386
LXP Industrial Trust, Cl B ‡		53,636		842
Marcus & Millichap Inc ‡		13,957		735
National Storage Affiliates Trust ‡		13,915		873
Newmark Group Inc, Cl A ‡		195,435		3,111
NexPoint Residential Trust Inc ‡		35,911		3,243
Outfront Media Inc ‡		29,255		832
RE/MAX Holdings Inc, Cl A ‡		5,360		149
Rexford Industrial Realty Inc ‡		5,563		415
RPT Realty ‡		44,817		617
St Joe Co/The ‡		10,350		613
Tejon Ranch Co *		11,019		201
Urstadt Biddle Properties Inc, Cl A ‡		11,050		208
				24,343
Utilities — 1.6%
Algonquin Power & Utilities Corp (A)		113,687		1,764
Artesian Resources Corp, Cl A		5,926		288
Black Hills Corp, Cl A		14,315		1,103
IDACORP Inc, Cl A		11,518		1,329
Otter Tail Corp		13,675		855
Portland General Electric Co		59,502		3,281

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

43

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pure Cycle Corp *		21,905	$	263
Spire Inc		10,915		783
Unitil Corp		7,236		361
Via Renewables Inc, Cl A		39,118		322
				10,349
Total Common Stock
(Cost $506,385) ($ Thousands)				624,564
AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P.
0.300% **†(C)		15,173,456		15,175
Total Affiliated Partnership
(Cost $15,174) ($ Thousands)				15,175
CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		13,881,999		13,882
Total Cash Equivalent
(Cost $13,882) ($ Thousands)				13,882
Total Investments in Securities — 102.3%
(Cost $535,441) ($ Thousands)			$	653,621

	Percentages are based on a Net Assets of $638,680 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $14,296 ($ Thousands).
(B)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $665 ($ Thousands), or 0.1% of Net Assets (See Note 2).
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $15,175 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		624,564		–		–		624,564
Affiliated Partnership		–		15,175		–		15,175
Cash Equivalent		13,882		–		–		13,882
Total Investments in Securities		638,446		15,175		–		653,621

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

44

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 03/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	15,536	$	42,445	$	(42,805	)	$	(1	)	$	—	$	15,175		15,173,456	$	28	$	—
SEI Daily Income Trust, Government Fund, Cl F		6,482		95,740		(88,340	)		—			—		13,882		13,881,999		1		—
Totals	$	22,018	$	138,185	$	(131,145	)	$	(1	)	$	—	$	29,057			$	29	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

45

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Value Fund

^† Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.7%
Communication Services — 6.1%
AMC Networks Inc, Cl A *		20,653	$	839
Audacy Inc, Cl A *		82,881		240
Cars.com Inc *		42,095		607
Cinemark Holdings Inc *		179,162		3,096
Entravision Communications Corp, Cl A		19,817		127
Gray Television Inc		46,957		1,036
IDT Corp, Cl B *		1,416		48
John Wiley & Sons Inc, Cl A		59,491		3,155
Liberty TripAdvisor Holdings Inc, Cl A *		27,691		57
Lions Gate Entertainment Corp, Cl A *(A)		189,515		3,080
Nexstar Media Group Inc, Cl A		41,990		7,914
Scholastic Corp, Cl B		8,113		327
Telephone and Data Systems Inc		30,563		577
Telesat Corp *		4,164		69
Yelp Inc, Cl A *		5,085		173
Ziff Davis Inc *		57,539		5,569
				26,914
Consumer Discretionary — 11.1%
Aaron's Co Inc/The		35,883		721
American Axle & Manufacturing Holdings Inc *		84,183		653
American Eagle Outfitters Inc (A)		166,688		2,800
Bassett Furniture Industries Inc		3,083		51
Big 5 Sporting Goods Corp (A)		6,921		119
Big Lots Inc		20,958		725
Biglari Holdings Inc, Cl B *		332		48
Bloomin' Brands Inc		105,963		2,325
Brinker International Inc *		53,480		2,041
Carter's Inc		15,684		1,443
Cato Corp/The, Cl A		6,012		88
Dana Inc		58,292		1,024
Dave & Buster's Entertainment Inc *		9,966		489
Dick's Sporting Goods Inc		8,899		890
Ethan Allen Interiors Inc		18,068		471
Fossil Group Inc *		13,698		132

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Genesco Inc *		10,333	$	657
G-III Apparel Group Ltd *		32,101		868
Goodyear Tire & Rubber Co/The *		90,384		1,292
Group 1 Automotive Inc		10,117		1,698
H&R Block Inc		46,398		1,208
Haverty Furniture Cos Inc		29,997		823
Helen of Troy Ltd *		8,750		1,714
Hibbett Inc		8,744		388
KB Home		23,651		766
Laureate Education Inc, Cl A *		7,838		93
La-Z-Boy Inc, Cl Z		33,499		883
Lithia Motors Inc, Cl A		13,834		4,152
Macy's Inc		25,693		626
MarineMax Inc *		6,515		262
MDC Holdings Inc		27,854		1,054
Meritage Homes Corp *		13,815		1,095
Modine Manufacturing Co *		199,219		1,795
Murphy USA Inc		4,224		845
ODP Corp/The *		20,477		938
Perdoceo Education Corp *		21,965		252
Rent-A-Center Inc/TX		13,868		349
Sally Beauty Holdings Inc *		58,486		914
Shoe Carnival Inc		1,654		48
Signet Jewelers Ltd		2,876		209
Skechers USA Inc, Cl A *		8,688		354
Sleep Number Corp *		5,573		283
Smith & Wesson Brands Inc		15,629		237
Sonic Automotive Inc, Cl A		25,792		1,096
Sturm Ruger & Co Inc		8,809		613
Taylor Morrison Home Corp, Cl A *		39,040		1,063
Tri Pointe Homes Inc *		90,501		1,817
Tupperware Brands Corp *		32,959		641
Urban Outfitters Inc *		24,246		609
Vera Bradley Inc *		223,781		1,716
Victoria's Secret & Co *		57,642		2,961
Vista Outdoor Inc *		2,670		95
Zumiez Inc *		5,915		226
				48,660
Consumer Staples — 3.6%
Coca-Cola Consolidated Inc		2,234		1,110
Edgewell Personal Care Co		29,211		1,071
Energizer Holdings Inc		25,335		779
Ingles Markets Inc, Cl A		17,998		1,603
Ingredion Inc		10,500		915
Nature's Sunshine Products Inc *		3,728		63
Nu Skin Enterprises Inc, Cl A		15,992		766
Oil-Dri Corp of America		767		22
Seneca Foods Corp, Cl A *		2,096		108
SpartanNash Co		52,618		1,736
Spectrum Brands Holdings Inc		43,721		3,879
Sprouts Farmers Market Inc *		53,486		1,711
TreeHouse Foods Inc *		9,400		303

46

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Universal Corp/VA		20,714	$	1,203
Village Super Market Inc, Cl A		15,813		387
Weis Markets Inc		5,072		362
				16,018
Energy — 7.0%
Arch Resources Inc		1,717		236
Berry Corp		20,192		208
Bristow Group *		5,698		211
California Resources		11,200		501
Centrus Energy, Cl A *		1,232		41
Chesapeake Energy Corp		16,273		1,416
CNX Resources Corp *		7,097		147
Comstock Resources *		69,595		908
CONSOL Energy Inc *		9,498		357
Delek US Holdings Inc *		178,733		3,793
DHT Holdings Inc		43,347		251
Dorian LPG Ltd *		11,812		171
DT Midstream Inc		42,344		2,298
Helix Energy Solutions Group Inc *		31,169		149
HF Sinclair Corp *		58,788		2,343
Magnolia Oil & Gas Corp, Cl A		127,855		3,024
National Energy Services Reunited Corp *		60,681		510
Oasis Petroleum Inc		6,100		892
PDC Energy Inc, Cl A		30,352		2,206
Peabody Energy Corp *		18,377		451
Rattler Midstream LP (B)		88,527		1,237
REX American Resources Corp *		700		70
SFL Corp Ltd		73,295		746
Southwestern Energy Co *		417,125		2,991
Viper Energy Partners LP (B)		89,621		2,650
W&T Offshore Inc *		198,511		758
Whiting Petroleum		7,989		651
World Fuel Services Corp		42,895		1,160
				30,376
Financials — 24.3%
Amalgamated Financial Corp		4,740		85
A-Mark Precious Metals *		2,836		219
American Equity Investment Life Holding Co		87,005		3,472
American National Group Inc		5,892		1,114
Apollo Commercial Real Estate Finance Inc ‡		30,011		418
Arbor Realty Trust Inc ‡		74,360		1,269
Associated Banc-Corp		79,983		1,820
Assured Guaranty Ltd		11,112		708
Axis Capital Holdings Ltd		16,951		1,025
B Riley Financial Inc		8,061		564
Banco Latinoamericano de Comercio Exterior SA, Cl E		42,011		655
BankUnited Inc		71,974		3,164
Bar Harbor Bankshares		4,295		123
BGC Partners Inc, Cl A		577,900		2,543

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Blue Ridge Bankshares		5,854	$	89
Business First Bancshares Inc		6,100		148
Camden National Corp		22,847		1,075
Capital Bancorp Inc		2,753		63
Capstar Financial Holdings Inc		4,690		99
Carter Bankshares Inc *		9,529		166
Cathay General Bancorp		28,821		1,290
Central Pacific Financial Corp		19,941		556
Civista Bancshares Inc		4,598		111
CNB Financial Corp/PA		5,249		138
CNO Financial Group Inc		251,179		6,302
Columbia Banking System Inc		81,666		2,635
Community Trust Bancorp Inc		11,246		463
CoreCivic Inc *‡		21,375		239
Cowen Inc, Cl A		8,497		230
Crawford & Co, Cl A		5,820		44
Customers Bancorp Inc *		11,772		614
Donegal Group Inc, Cl A		1,187		16
Donnelley Financial Solutions Inc *		9,066		302
Enact Holdings *		4,921		109
Enova International Inc *		11,068		420
EZCORP Inc, Cl A *		15,967		96
Federal Agricultural Mortgage Corp, Cl C		8,554		928
Federated Hermes Inc, Cl B		29,804		1,015
Financial Institutions Inc		5,000		151
First BanCorp/Puerto Rico		55,241		725
First Bank		5,328		76
First Busey Corp		14,310		363
First Commonwealth Financial Corp		184,657		2,799
First Financial Corp/IN		3,662		158
First Horizon Corp		34,316		806
First Internet Bancorp		3,094		133
First Merchants Corp		53,336		2,219
Flagstar Bancorp Inc		23,048		977
Flushing Financial Corp		52,314		1,169
FNB Corp/PA		260,600		3,244
FS Bancorp Inc		2,368		73
FS KKR Capital Corp		34,292		783
Fulton Financial Corp		68,912		1,145
GAMCO Investors Inc, Cl A		2,021		45
Genworth Financial Inc, Cl A *		155,025		586
Great Southern Bancorp Inc		7,642		451
Green Dot Corp, Cl A *		35,461		974
Greenlight Capital Re Ltd, Cl A *		9,501		67
Hancock Whitney Corp, Cl A		34,122		1,779
Hanmi Financial Corp		32,533		801
Hanover Insurance Group Inc/The, Cl A		6,673		998
HarborOne Bancorp Inc		49,254		691
HBT Financial Inc		4,307		78
Hercules Capital Inc, Cl A		53,213		962
Heritage Insurance Holdings Inc		8,487		61
Hilltop Holdings Inc		45,744		1,345

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

47

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Home Bancorp Inc		2,407	$	98
HomeStreet Inc		24,499		1,161
Hope Bancorp Inc		106,379		1,711
Independent Bank Corp/MI		6,527		144
Invesco Mortgage Capital Inc ‡(A)		214,093		488
Investors Bancorp Inc		105,587		1,576
Kearny Financial Corp/MD		55,694		717
Luther Burbank Corp		5,628		75
Merchants Bancorp/IN		6,916		189
MFA Financial Inc ‡		158,170		637
MGIC Investment Corp		69,400		940
Mid Penn Bancorp Inc		2,996		80
Midland States Bancorp Inc		6,748		195
MidWestOne Financial Group Inc		4,386		145
Navient Corp		66,037		1,125
New Mountain Finance Corp		39,866		552
New Residential Investment Corp ‡		126,001		1,383
Northrim BanCorp Inc		2,043		89
OceanFirst Financial Corp		15,000		302
OFG Bancorp		128,960		3,435
Old National Bancorp/IN, Cl A		175,071		2,868
Oppenheimer Holdings Inc, Cl A		5,744		250
Orrstown Financial Services Inc		3,706		85
Pacific Premier Bancorp Inc		53,290		1,884
PacWest Bancorp		205,737		8,873
Peapack-Gladstone Financial Corp		5,631		196
PennantPark Investment Corp		70,604		549
PennyMac Financial Services Inc		12,591		670
PennyMac Mortgage Investment Trust ‡		55,820		943
Peoples Bancorp Inc/OH		17,717		555
Peoples Financial Services Corp		2,329		118
Popular Inc		20,194		1,651
QCR Holdings Inc		4,995		283
Radian Group Inc		95,708		2,126
RBB Bancorp		4,906		115
Redwood Trust Inc ‡		47,809		503
Republic Bancorp Inc/KY, Cl A		10,785		485
Republic First Bancorp Inc *		13,454		69
Sculptor Capital Management Inc, Cl A *(B)		8,025		112
Sierra Bancorp		4,596		115
Simmons First National Corp, Cl A		43,370		1,137
SiriusPoint Ltd *		22,552		169
SmartFinancial Inc		2,299		59
South Plains Financial Inc		3,554		94
Spirit of Texas Bancshares Inc		4,058		107
Starwood Property Trust Inc ‡		161,434		3,902
Stewart Information Services Corp		1,532		93
Summit Financial Group Inc		3,790		97
Synovus Financial Corp		17,731		869
Tiptree Inc		8,692		112
Two Harbors Investment Corp ‡		49,203		272
Umpqua Holdings Corp		156,729		2,956

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Insurance Holdings Corp		8,099	$	27
Universal Insurance Holdings Inc		25,705		347
Western Asset Mortgage Capital Corp ‡		31,327		54
Zions Bancorp NA		13,214		866
				106,639
Health Care — 5.3%
Alkermes PLC *		1,146		30
Amneal Pharmaceuticals Inc *		104,939		438
Atea Pharmaceuticals Inc *		5,280		38
Catalyst Pharmaceuticals Inc *		27,542		228
Co-Diagnostics Inc *(A)		116,824		722
Collegium Pharmaceutical Inc *		55,426		1,129
Computer Programs and Systems Inc *		20,363		702
Eagle Pharmaceuticals Inc/DE *		3,458		171
Emergent BioSolutions *		4,989		205
Endo International PLC *		104,583		242
Enovis Corp *		118,401		4,711
Fulgent Genetics Inc *		6,173		385
Innoviva Inc *		99,124		1,918
Ironwood Pharmaceuticals Inc, Cl A *		170,352		2,143
iTeos Therapeutics Inc *		6,770		218
MEDNAX Inc *		16,321		383
National HealthCare Corp		3,566		250
NextGen Healthcare Inc *		13,285		278
Owens & Minor Inc		23,121		1,018
Patterson Cos Inc		16,197		524
Prestige Consumer Healthcare Inc, Cl A *		24,063		1,274
Retractable Technologies Inc *		6,968		33
Select Medical Holdings Corp		67,571		1,621
Sharps Compliance Corp *		6,058		36
Syneos Health Inc, Cl A *		46,501		3,764
Utah Medical Products Inc		1,015		91
Vanda Pharmaceuticals Inc *		81,088		917
				23,469
Industrials — 13.5%
ABM Industries Inc		37,600		1,731
ACCO Brands Corp		540,106		4,321
Allison Transmission Holdings Inc		27,486		1,079
American Woodmark Corp *		7,405		362
Apogee Enterprises Inc		16,789		797
ArcBest Corp		19,580		1,576
Argan Inc		5,193		211
Atkore Inc *		20,035		1,972
Atlas Air Worldwide Holdings Inc *		30,643		2,647
Beacon Roofing Supply Inc *		397		24
Boise Cascade Co		11,842		823
BWX Technologies Inc, Cl W		52,333		2,819
Costamare Inc		13,883		237
Covenant Logistics Group Inc, Cl A		3,762		81
Crane Co, Cl A		11,713		1,268
Deluxe Corp		14,236		430

48

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Eagle Bulk Shipping Inc		2,647	$	180
EMCOR Group Inc		12,134		1,367
Encore Wire Corp		4,462		509
Ennis Inc		24,415		451
Fluor Corp *		16,945		486
Genco Shipping & Trading Ltd		10,261		242
GXO Logistics Inc *		33,825		2,413
Hawaiian Holdings Inc *		28,192		555
Heidrick & Struggles International Inc		6,004		238
Hillenbrand Inc		50,339		2,223
Hub Group Inc, Cl A *		1,102		85
IAA Inc *		23,929		915
Interface Inc, Cl A		42,614		578
JetBlue Airways Corp *		128,503		1,921
Kaman Corp, Cl A		36,768		1,599
KAR Auction Services Inc *		182,889		3,301
Kelly Services Inc, Cl A		45,013		976
Kforce Inc		1,372		101
ManpowerGroup Inc		8,010		752
Matson Inc		3,755		453
Matthews International Corp, Cl A		21,107		683
MDU Resources Group Inc		42,508		1,133
Mesa Air Group Inc *		10,833		48
Miller Industries Inc/TN		2,469		70
Moog Inc, Cl A		13,952		1,225
MRC Global Inc *		9,307		111
Mueller Industries Inc		19,260		1,043
NN Inc, Cl A *		142,749		411
Park-Ohio Holdings Corp		11,948		168
Preformed Line Products Co		972		62
Primoris Services Corp		38,234		911
Quanex Building Products Corp		9,039		190
Resources Connection Inc		5,627		96
Rush Enterprises Inc, Cl A		19,398		988
Rush Enterprises Inc, Cl B		1,900		92
Ryder System Inc		11,404		905
Safe Bulkers Inc		16,916		81
SkyWest Inc *		11,100		320
Steelcase Inc, Cl A		616		7
Timken Co/The		16,716		1,015
Titan Machinery Inc *		5,761		163
Triton International Ltd		26,923		1,889
TrueBlue Inc *		13,677		395
Tutor Perini Corp *		11,956		129
UFP Industries Inc		3,950		305
Vectrus Inc *		5,393		193
Veritiv Corp *		629		84
Wabash National Corp		49,949		741
Werner Enterprises Inc		26,535		1,088
WESCO International Inc *		14,696		1,913
XPO Logistics Inc *		41,317		3,008
				59,190

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 10.5%
ACI Worldwide Inc *		116,511	$	3,669
Amkor Technology Inc		123,239		2,677
Avaya Holdings Corp *		29,245		370
Avnet Inc		23,714		963
Benchmark Electronics Inc		38,798		971
Cirrus Logic Inc *		6,577		558
Cognyte Software Ltd *		101,491		1,148
Conduent Inc *		52,230		269
CSG Systems International Inc		17,466		1,110
Daktronics Inc *		11,475		44
Diodes Inc *		10,089		878
Ebix Inc		9,807		325
EchoStar Corp, Cl A *		11,616		283
Euronet Worldwide Inc *		18,041		2,348
Insight Enterprises Inc *		12,285		1,318
Jabil Inc		34,789		2,147
Kimball Electronics Inc *		954		19
Lumentum Holdings Inc *		8,337		814
Methode Electronics Inc		25,796		1,116
NCR Corp *		24,070		967
NETGEAR Inc *		8,504		210
NetScout Systems Inc *		13,643		438
Photronics Inc *		130,454		2,214
Rimini Street Inc *		7,649		44
Sanmina Corp *		57,070		2,307
ScanSource Inc *		17,671		615
Silicon Motion Technology Corp ADR		80,076		5,351
SMART Global Holdings Inc *		3,166		82
StarTek Inc *		8,352		37
Super Micro Computer Inc *		83,519		3,180
TD SYNNEX		10,047		1,037
Teledyne Technologies Inc *		4,501		2,127
TTM Technologies Inc *		68,736		1,019
Unisys Corp *		5,249		113
Verint Systems Inc *		64,080		3,313
Vishay Intertechnology Inc		91,407		1,791
Xperi Holding Corp		31,871		552
				46,424
Materials — 8.3%
AdvanSix Inc		26,096		1,333
Alamos Gold Inc, Cl A		47,103		397
Ashland Global Holdings Inc		34,772		3,422
Axalta Coating Systems Ltd *		122,788		3,018
Cabot Corp		12,346		845
Century Aluminum Co *		33,953		893
Chemours Co/The		23,284		733
Clearwater Paper Corp *		4,709		132
Commercial Metals Co, Cl A		108,958		4,535
FMC Corp		29,497		3,881
FutureFuel Corp		8,285		81
Greif Inc, Cl A		30,113		1,959

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

49

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huntsman Corp		31,497	$	1,181
Ingevity Corp *		11,011		705
Koppers Holdings Inc		27,212		749
Kronos Worldwide Inc		1,434		22
Louisiana-Pacific Corp		13,430		834
Minerals Technologies Inc		1,214		80
O-I Glass Inc, Cl I *		55,028		725
Rayonier Advanced Materials Inc *		20,369		134
Resolute Forest Products Inc *		90,972		1,174
Schnitzer Steel Industries Inc, Cl A		14,969		778
Schweitzer-Mauduit International Inc		15,151		417
Silgan Holdings Inc		134,866		6,235
SunCoke Energy Inc		24,702		220
TimkenSteel Corp *		8,192		179
Tredegar Corp		8,765		105
Trinseo PLC		14,911		715
Valhi Inc		1,055		31
Warrior Met Coal Inc		14,117		524
Worthington Industries Inc		12,294		632
				36,669
Real Estate — 7.2%
Acadia Realty Trust ‡		1,711		37
Alexander & Baldwin Inc ‡		11,983		278
American Assets Trust Inc ‡		23,777		901
Brandywine Realty Trust ‡		64,071		906
Brixmor Property Group Inc ‡		23,666		611
CareTrust Inc ‡		24,788		478
Chatham Lodging Trust *‡		49,254		679
City Office Inc ‡		31,760		561
Corporate Office Properties Trust ‡		26,549		758
CTO Realty Growth Inc ‡		1,705		113
DiamondRock Hospitality Co *‡		6,801		69
Diversified Healthcare Trust ‡		48,583		155
Franklin Street Properties Corp ‡		99,335		586
Gaming and Leisure Properties Inc ‡		95,498		4,482
Global Net Lease Inc ‡		34,674		545
Hersha Hospitality Trust, Cl A *‡		34,997		318
Howard Hughes Corp/The *‡		20,179		2,091
Industrial Logistics Properties Trust ‡		40,027		907
Kite Realty Group Trust ‡		45,271		1,031
LXP Industrial Trust, Cl B ‡		3,503		55
Medical Properties Trust Inc ‡		208,923		4,417
Newmark Group Inc, Cl A ‡		177,141		2,820
Office Properties Income Trust ‡		21,409		551
Paramount Group Inc ‡		2,496		27
Pebblebrook Hotel Trust ‡		4,494		110
Piedmont Office Realty Trust Inc, Cl A ‡		73,033		1,258
PotlatchDeltic Corp ‡		17,526		924
Realogy Holdings Corp *		35,243		553
Retail Value Inc *‡		4,979		15
RLJ Lodging Trust ‡		19,162		270
Sabra Health Care Inc ‡		124,988		1,861

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Service Properties Trust ‡		30,253	$	267
SITE Centers Corp ‡		4,500		75
Summit Hotel Properties Inc *‡		4,100		41
Sunstone Hotel Investors Inc *‡		18,735		221
Tanger Factory Outlet Centers Inc ‡		65,177		1,120
Uniti Group Inc ‡		87,353		1,202
Urstadt Biddle Properties Inc, Cl A ‡		8,782		165
Xenia Hotels & Resorts Inc *‡		5,988		115
				31,573
Utilities — 0.8%
National Fuel Gas Co		29,858		2,051
Northwest Natural Holding Co		6,391		331
Portland General Electric Co		9,978		550
Southwest Gas Holdings Inc		3,316		260
Unitil Corp		1,500		75
Via Renewables Inc, Cl A		4,287		35
				3,302
Total Common Stock
(Cost $324,928) ($ Thousands)				429,234
AFFILIATED PARTNERSHIP — 1.5%
SEI Liquidity Fund, L.P.
0.300% **†(C)		6,841,400		6,844
Total Affiliated Partnership
(Cost $6,842) ($ Thousands)				6,844
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
0.110 %**†		10,126,575		10,127
Total Cash Equivalent
(Cost $10,127) ($ Thousands)				10,127
Total Investments in Securities — 101.5%
(Cost $341,897) ($ Thousands)			$	446,205

	Percentages are based on a Net Assets of $439,486 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $4,374 ($ Thousands).
(B)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $3,999 ($ Thousands), or 0.9% of Net Assets (See Note 2).

50

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

(C) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $6,844 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		429,234		–		–		429,234
Affiliated Partnership		–		6,844		–		6,844
Cash Equivalent		10,127		–		–		10,127
Total Investments in Securities		439,361		6,844		–		446,205

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	7,204	$	16,461	$	(16,816	)	$	(5	)	$	—	$	6,844		6,841,400	$	10	$	—
SEI Daily Income Trust, Government Fund, Cl F		10,633		45,135		(45,641	)		—			—		10,127		10,126,575		1		—
Totals	$	17,837	$	61,596	$	(62,457	)	$	(5	)	$	—	$	16,971			$	11	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

51

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Growth Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.7%
Communication Services — 1.9%
Cargurus Inc, Cl A *		17,519	$	744
Cars.com Inc *		45,612		658
Clear Channel Outdoor Holdings Inc, Cl A *		191,974		664
Gogo Inc *(A)		46,470		886
Nexstar Media Group Inc, Cl A		3,048		575
Reservoir Media *(A)		67,063		659
Sinclair Broadcast Group Inc, Cl A		26,180		734
TechTarget Inc *		3,042		247
WideOpenWest Inc *		5,875		102
Yelp Inc, Cl A *		13,028		444
Ziff Davis Inc *		7,068		684
ZipRecruiter, Cl A *		46,604		1,071
				7,468
Consumer Discretionary — 10.5%
2U Inc *		62,113		825
Arko Corp		56,744		516
Asbury Automotive Group Inc *		6,354		1,018
Bluegreen Vacations Holding, Cl A *		3,060		90
Boyd Gaming Corp		7,505		494
Canada Goose Holdings Inc *		12,417		327
Carriage Services Inc		13,938		743
Carter's Inc		7,500		690
Century Communities Inc		6,246		335
Clarus Corp		46,387		1,057
Cooper-Standard Holdings Inc *		30,074		264
Crocs Inc *		2,634		201
Dave & Buster's Entertainment Inc *		12,206		599
Dutch Bros, Cl A *(A)		6,490		359
Everi Holdings Inc *		50,983		1,071
Frontdoor *		87,766		2,620
Funko Inc, Cl A *		37,496		647
Golden Entertainment Inc *		12,947		752
Grand Canyon Education Inc *		20,083		1,950

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gray Television Inc		29,539	$	652
Hanesbrands Inc		111,290		1,657
Hyatt Hotels Corp, Cl A *		4,648		444
Macy's Inc		29,043		707
Malibu Boats Inc, Cl A *		8,714		505
MarineMax Inc *		10,740		432
Mattel Inc *		20,861		463
Monarch Casino & Resort Inc *		5,871		512
Movado Group Inc		12,616		493
Murphy USA Inc		4,113		822
Oxford Industries Inc, Cl A		7,717		698
Papa John's International Inc, Cl A		8,776		924
Patrick Industries Inc		13,191		795
PlayAGS Inc *		186,766		1,246
Red Rock Resorts Inc, Cl A		23,798		1,156
RH *		371		121
Sally Beauty Holdings Inc *		153,235		2,395
SeaWorld Entertainment Inc *		12,283		914
Shoe Carnival Inc		35,134		1,024
Shutterstock Inc		6,635		618
Signet Jewelers Ltd		11,276		820
Skechers USA Inc, Cl A *		68,510		2,792
Skyline Champion Corp *		4,748		261
Sonic Automotive Inc, Cl A		8,437		359
Sonos Inc *		11,322		319
Standard Motor Products Inc		11,476		495
Stoneridge Inc *		23,102		480
Stride Inc *		28,204		1,025
Taylor Morrison Home Corp, Cl A *		45,937		1,250
Vista Outdoor Inc *		40,169		1,434
Winnebago Industries		5,121		277
Xponential Fitness, Cl A *		15,137		355
				41,003
Consumer Staples — 1.7%
Andersons Inc/The		20,639		1,037
BJ's Wholesale Club Holdings Inc *		5,995		406
Central Garden & Pet Co, Cl A *		9,272		408
Hostess Brands Inc, Cl A *		28,397		623
MGP Ingredients Inc (A)		15,412		1,319
Nu Skin Enterprises Inc, Cl A		11,264		539
Performance Food Group Co *		9,746		496
Sprouts Farmers Market Inc *		17,665		565
Turning Point Brands Inc		17,297		588
United Natural Foods Inc *		16,655		689
				6,670
Energy — 7.9%
Antero Resources Corp *		25,854		789
Cactus Inc, Cl A		10,504		596
California Resources		26,237		1,173
Centennial Resource Development Inc/DE, Cl A *		189,010		1,525

52

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chesapeake Energy Corp		27,628	$	2,404
Earthstone Energy Inc, Cl A *		57,939		732
Enviva (B)		6,945		550
Frontline Ltd *		62,699		552
Laredo Petroleum *		9,854		780
Magnolia Oil & Gas Corp, Cl A		74,697		1,767
Matador Resources Co		44,432		2,354
Murphy Oil Corp		15,507		627
NexTier Oilfield Solutions Inc *		130,972		1,210
Northern Oil and Gas		40,184		1,133
Oasis Petroleum Inc		7,285		1,066
Oceaneering International Inc, Cl A *		82,466		1,250
Ovintiv Inc		35,775		1,934
Patterson-UTI Energy Inc		66,243		1,025
PBF Energy Inc, Cl A *		39,817		970
PDC Energy Inc, Cl A		24,941		1,813
Peabody Energy Corp *		4,806		118
Range Resources Corp *		15,151		460
Ranger Oil, Cl A *		20,368		703
RPC Inc *		109,893		1,172
Select Energy Services Inc, Cl A *		62,973		540
SM Energy Co		20,658		805
Southwestern Energy Co *		81,699		586
Vertex Energy *(A)		37,032		368
Whiting Petroleum		23,792		1,939
				30,941
Financials — 8.4%
Amerant Bancorp Inc, Cl A		5,820		184
Arbor Realty Trust Inc ‡		15,257		260
Associated Banc-Corp		53,333		1,214
Atlantic Union Bankshares		12,544		460
Axos Financial Inc *		6,738		313
Banc of California Inc		10,585		205
Banner Corp		19,298		1,130
Build Acquisition *		61,998		608
Capitol Federal Financial Inc		108,862		1,184
Cathay General Bancorp		15,691		702
Central Pacific Financial Corp		17,749		495
CNO Financial Group Inc		19,733		495
Cowen Inc, Cl A		17,226		467
Cullen/Frost Bankers Inc		2,837		393
Customers Bancorp Inc *		5,019		262
Donnelley Financial Solutions Inc *		4,635		154
Enterprise Financial Services Corp		10,772		510
First Bank		21,953		312
First Financial Bankshares Inc, Cl A		9,805		433
First Merchants Corp		12,907		537
Fulton Financial Corp		50,504		839
Great Ajax Corp ‡		53,114		623
Hancock Whitney Corp, Cl A		10,132		528
Hanmi Financial Corp		19,982		492

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡		5,112	$	242
HBT Financial Inc		21,927		399
Home Bancorp Inc		5,751		235
HomeStreet Inc		17,553		832
Hope Bancorp Inc		48,253		776
Houlihan Lokey Inc, Cl A		15,228		1,337
LendingClub *		3,791		60
Mercantile Bank Corp		22,352		792
Metropolitan Bank Holding Corp *		5,729		583
MGIC Investment Corp		24,246		329
Mr Cooper Group Inc *		28,034		1,280
MVB Financial Corp		5,912		245
Navient Corp		33,989		579
Nicolet Bankshares Inc *		5,622		526
OceanFirst Financial Corp		29,723		597
Oportun Financial Corp *		7,954		114
Orrstown Financial Services Inc		5,121		117
Piper Sandler Cos		5,716		750
Provident Financial Services Inc		37,075		868
Radian Group Inc		16,584		368
RBB Bancorp		16,941		398
Regional Management Corp		3,650		177
RLI Corp		4,787		530
Selective Insurance Group Inc		6,978		624
ServisFirst Bancshares Inc		7,991		761
South Plains Financial Inc		8,114		216
Stewart Information Services Corp		16,157		979
Stifel Financial Corp		6,391		434
StoneX Group Inc *		4,796		356
Tishman Speyer Innovation II *		63,249		625
Towne Bank/Portsmouth VA		15,623		468
Value Creation *(C) (E)		145,600		61
Virtu Financial Inc, Cl A		13,148		489
Virtus Investment Partners Inc		1,805		433
Warrior Technologies Acquisition *		73,115		730
Washington Federal Inc		24,533		805
West BanCorp Inc		10,168		277
WisdomTree Investments Inc		168,312		988
				33,180
Health Care — 20.2%
4D Molecular Therapeutics *		38,117		576
Absci *(A)		41,628		351
ACADIA Pharmaceuticals Inc *		4,638		112
Aeglea BioTherapeutics *		78,313		180
Albireo Pharma Inc *		30,443		908
Allscripts Healthcare Solutions Inc *		52,901		1,191
AMN Healthcare Services Inc *		23,048		2,405
Amphastar Pharmaceuticals Inc *		95,390		3,425
Antares Pharma Inc *		84,886		348
Arbutus Biopharma Corp *		73,832		220
Arcus Biosciences Inc *		15,207		480

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

53

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Artivion *		46,721	$	999
Arvinas Inc *		8,054		542
Avanos Medical Inc *		36,885		1,236
Avid Bioservices Inc *		19,092		389
Axogen Inc *		73,851		586
BioCryst Pharmaceuticals Inc *		43,999		715
Biohaven Pharmaceutical Holding Co Ltd *		6,986		828
C4 Therapeutics *		17,969		436
Cano Health *		65,353		415
Cardiovascular Systems Inc *		34,077		770
CareDx Inc *		45,421		1,680
Castle Biosciences Inc *		9,781		439
Catalyst Pharmaceuticals Inc *		193,752		1,606
Certara Inc *		33,351		716
Codex DNA *(A)		–		—
Collegium Pharmaceutical Inc *		19,944		406
Community Health Systems Inc *		84,727		1,006
CorVel Corp *		1,759		296
Cross Country Healthcare Inc *		51,844		1,123
CTI BioPharma *(A)		124,800		583
Cutera Inc *		8,115		560
Cytokinetics *		23,411		862
DICE Therapeutics *		24,651		472
Dynavax Technologies Corp *		72,828		789
Eagle Pharmaceuticals Inc/DE *		14,739		729
Ensign Group Inc/The		20,430		1,839
Envista Holdings Corp *		21,586		1,051
Erasca *(A)		44,827		386
Evelo Biosciences *		28,654		97
Evolent Health Inc, Cl A *		19,021		614
Halozyme Therapeutics Inc *		20,552		820
Harmony Biosciences Holdings *		8,867		431
HealthEquity Inc *		34,234		2,309
Heron Therapeutics Inc *		106,638		610
ImmunoGen Inc *		15,787		75
Inhibrx Inc *		26,193		584
Inotiv *		20,007		524
Instil Bio *		40,256		433
Integer Holdings Corp *		10,728		864
Intercept Pharmaceuticals *(A)		59,471		968
Intra-Cellular Therapies Inc, Cl A *		18,599		1,138
iRadimed Corp *		10,140		455
iRhythm Technologies Inc *		5,636		888
Ironwood Pharmaceuticals Inc, Cl A *		112,864		1,420
iTeos Therapeutics Inc *		41,484		1,335
IVERIC bio Inc *		53,853		906
Kezar Life Sciences *		50,750		844
Kiniksa Pharmaceuticals Ltd, Cl A *		106,512		1,059
Krystal Biotech Inc *		7,298		486
Lantheus Holdings Inc *		20,020		1,107
LivaNova PLC *		9,633		788
MaxCyte *		86,509		605

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MEDNAX Inc *		20,211	$	475
Medpace Holdings Inc *		6,299		1,030
Merit Medical Systems Inc *		50,535		3,362
Mesa Laboratories Inc		1,960		500
Nevro Corp *		7,740		560
NextGen Healthcare Inc *		60,345		1,262
Omnicell Inc *		7,132		924
Option Care Health Inc *		65,793		1,879
Organogenesis Holdings Inc, Cl A *		26,551		202
Owens & Minor Inc		6,802		299
Pacira BioSciences Inc *		13,642		1,041
Paragon 28 *(A)		33,417		559
PMV Pharmaceuticals Inc *		32,466		676
Precision BioSciences Inc *		23,830		73
Prestige Consumer Healthcare Inc, Cl A *		41,518		2,198
Progyny *		4,087		210
Prometheus Biosciences *		21,114		797
Quidel Corp *		17,042		1,917
REGENXBIO Inc *		20,393		677
Relay Therapeutics Inc *		21,594		646
Sierra Oncology *		26,250		841
Sight Sciences *		53,736		621
Sonendo *(A)		97,117		389
SpringWorks Therapeutics Inc *		12,964		732
Syneos Health Inc, Cl A *		25,008		2,024
Talis Biomedical *(A)		81,687		115
Tenet Healthcare Corp *		23,633		2,032
Travere Therapeutics *		29,806		768
Veracyte Inc *		32,810		905
Vir Biotechnology *		19,143		492
				79,221
Industrials — 18.2%
AAR Corp *		8,625		418
ABM Industries Inc		39,516		1,819
ACV Auctions, Cl A *		95,180		1,410
Air Transport Services Group Inc *		12,198		408
Alight *		128,908		1,283
Applied Industrial Technologies Inc, Cl A		8,255		847
ArcBest Corp		12,330		993
Atkore Inc *		15,730		1,548
Atlas Air Worldwide Holdings Inc *		21,861		1,888
Avis Budget Group Inc *		2,002		527
Beacon Roofing Supply Inc *		24,517		1,453
BlueLinx Holdings *		18,663		1,341
Boise Cascade Co		19,137		1,329
Byrna Technologies *(A)		65,174		532
Cimpress PLC *		12,495		795
Clean Harbors Inc *		16,977		1,895
Costamare Inc		15,492		264
Curtiss-Wright Corp		3,526		529
Daseke Inc *		53,708		541
Eagle Bulk Shipping Inc		12,176		829

54

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EMCOR Group Inc		12,001	$	1,352
Evoqua Water Technologies Corp *		15,642		735
First Advantage *		77,500		1,565
Fluor Corp *		17,769		510
Forrester Research Inc *		28,015		1,581
Forward Air Corp		20,000		1,956
GATX		13,331		1,644
Genco Shipping & Trading Ltd		81,587		1,927
GMS Inc *		15,701		781
Heartland Express Inc		17,258		243
Heidrick & Struggles International Inc		15,745		623
Herc Holdings Inc		9,716		1,623
Heritage-Crystal Clean Inc *		110,900		3,284
Hillenbrand Inc		34,271		1,514
Hub Group Inc, Cl A *		6,341		490
Hudson Technologies Inc *		199,819		1,241
Interface Inc, Cl A		32,366		439
John Bean Technologies Corp, Cl A		4,526		536
KBR Inc		15,719		860
Kforce Inc		13,304		984
Kirby Corp *		21,197		1,530
Korn Ferry		26,667		1,732
Legalzoom.com Inc *(A)		16,549		234
Matson Inc		35,846		4,324
MYR Group Inc *		532		50
NOW Inc *		66,301		731
Ritchie Bros Auctioneers Inc		40,451		2,388
Shyft Group Inc/The		2,223		80
Simpson Manufacturing Co Inc		4,474		488
SP Plus Corp *		24,173		758
Standex International Corp		4,981		498
Tennant Co		24,536		1,933
Textainer Group Holdings Ltd		16,086		612
Titan Machinery Inc *		24,117		682
TriNet Group Inc *		20,725		2,039
Triton International Ltd		18,653		1,309
TrueBlue Inc *		76,729		2,217
UFP Industries Inc		6,012		464
Univar Solutions Inc *		15,075		484
Veritiv Corp *		5,776		772
WESCO International Inc *		6,769		881
WillScot Mobile Mini Holdings, Cl A *		38,430		1,504
Zurn Water Solutions		23,926		847
				71,094
Information Technology — 19.9%
8x8 Inc *		87,777		1,105
A10 Networks Inc		87,391		1,219
Actua Corp *(C)		105,055		1
Alkami Technology *		52,426		750
Allegro MicroSystems Inc *		35,115		997
Alpha & Omega Semiconductor Ltd *		26,869		1,468
Altair Engineering Inc, Cl A *		6,765		436

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arlo Technologies *		82,831	$	734
Asure Software Inc *(A)		79,004		470
Avid Technology Inc *		13,027		454
Axcelis Technologies Inc *		16,270		1,229
Belden Inc		35,115		1,945
Box Inc, Cl A *		56,681		1,647
CACI International Inc, Cl A *		1,615		487
ChannelAdvisor Corp *		35,091		581
Cirrus Logic Inc *		4,592		389
Clearfield *		17,871		1,166
Concentrix Corp		2,581		430
Consensus Cloud Solutions Inc *		14,659		881
CSG Systems International Inc		22,681		1,442
CTS Corp		73,495		2,597
Datto Holding Corp *		57,664		1,541
Diodes Inc *		20,164		1,754
EVERTEC Inc		20,287		830
Evo Payments Inc, Cl A *		19,987		462
ExlService Holdings Inc *		7,833		1,122
Extreme Networks Inc *		204,402		2,496
ForgeRock, Cl A *(A)		63,840		1,399
I3 Verticals Inc, Cl A *		19,483		543
International Money Express Inc *		60,461		1,246
Juniper Networks Inc		59,539		2,213
KnowBe4, Cl A *		30,494		702
Kulicke & Soffa Industries Inc		28,756		1,611
Latch *(A)		103,863		444
Lattice Semiconductor Corp *		12,604		768
Limelight Networks Inc *		118,762		620
MACOM Technology Solutions Holdings Inc *		5,711		342
MaxLinear, Cl A *		20,512		1,197
Mimecast Ltd *		38,092		3,031
Model N Inc *		33,091		890
Momentive Global *		145,597		2,367
Onto Innovation Inc *		21,067		1,831
PDF Solutions Inc *		29,078		810
Perficient Inc *		11,709		1,289
Photronics Inc *		121,358		2,059
Ping Identity Holding Corp *		69,411		1,904
Power Integrations Inc		10,638		986
Progress Software Corp		9,166		432
Pure Storage Inc, Cl A *		36,382		1,285
Rambus Inc *		31,662		1,010
Repay Holdings Corp, Cl A *		30,910		457
SiTime Corp *		2,924		725
SMART Global Holdings Inc *		57,881		1,495
SPS Commerce Inc *		6,725		882
Sumo Logic *		34,530		403
Super Micro Computer Inc *		54,434		2,072
Synaptics Inc *		6,432		1,283
TTEC Holdings Inc		12,788		1,055

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

55

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Small Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ultra Clean Holdings Inc *		25,457	$	1,079
Upland Software Inc *		50,994		898
Veeco Instruments Inc *		59,846		1,627
Verint Systems Inc *		28,008		1,448
Verra Mobility Corp, Cl A *		87,569		1,426
Vertex, Cl A *		40,925		628
Viavi Solutions Inc *		75,585		1,215
Vishay Intertechnology Inc		87,548		1,716
Zeta Global Holdings Corp, Cl A *		61,539		785
Zuora Inc, Cl A *		72,647		1,088
				77,894
Materials — 4.0%
AdvanSix Inc		34,360		1,756
Allegheny Technologies Inc *		18,680		501
Cabot Corp		10,005		684
Century Aluminum Co *		35,815		942
Commercial Metals Co, Cl A		40,198		1,673
Huntsman Corp		19,409		728
LSB Industries Inc *		38,626		844
Materion Corp		7,087		608
MP Materials *		8,093		464
Ramaco Resources Inc		23,148		366
Reliance Steel & Aluminum Co		2,908		533
Sealed Air Corp		11,148		747
Silgan Holdings Inc		10,875		503
SunCoke Energy Inc		70,709		630
TimkenSteel Corp *		78,535		1,718
Trinseo PLC		19,075		914
Tronox Holdings		22,239		440
United States Steel Corp		14,698		555
Warrior Met Coal Inc		24,802		920
				15,526
Real Estate — 4.4%
Centerspace ‡		6,371		625
Cushman & Wakefield PLC *‡		29,415		604
Easterly Government Properties Inc, Cl A ‡		24,774		524
EastGroup Properties Inc ‡		9,370		1,905
First Industrial Realty Trust Inc ‡		9,595		594
Four Corners Property Trust Inc ‡		16,726		452
Gladstone Land Corp ‡		22,525		820
Independence Realty Trust ‡		82,976		2,194
National Storage Affiliates Trust ‡		31,936		2,004
Newmark Group Inc, Cl A ‡		81,085		1,291
NexPoint Residential Trust Inc ‡		12,740		1,151
Phillips Edison & Co Inc * ‡		16,155		556
PotlatchDeltic Corp ‡		9,581		505
Rexford Industrial Realty Inc ‡		7,079		528
SITE Centers Corp ‡		64,434		1,077
St Joe Co/The ‡		13,239		784
STAG Industrial Inc ‡		15,339		634
Tanger Factory Outlet Centers Inc ‡(A)		48,917		841

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Uniti Group Inc ‡		9,381	$	129
				17,218
Utilities — 0.6%
Chesapeake Utilities Corp		4,216		581
Otter Tail Corp		11,753		735
PNM Resources Inc		11,477		547
Portland General Electric Co		7,094		391
				2,254
Total Common Stock
(Cost $335,193) ($ Thousands)				382,469
AFFILIATED PARTNERSHIP — 2.5%
SEI Liquidity Fund, L.P.
0.300% **†(D)		9,907,759		9,905
Total Affiliated Partnership
(Cost $9,909) ($ Thousands)				9,905
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		9,155,485		9,155
Total Cash Equivalent
(Cost $9,155) ($ Thousands)				9,155
Total Investments in Securities — 102.5%
(Cost $354,257) ($ Thousands)			$	401,529

56

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open futures contracts held at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Russell 2000 Index E-MINI		3		Jun-2022	$	311	$	310	$	(1	)

	Percentages are based on a Net Assets of $391,650 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 2). The total market value of securities on loan at March 31, 2022, was $9,242 ($ Thousands).
(B)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $550 ($ Thousands), or 0.1% of Net Assets (See Note 2).
(C)	Level 3 security in accordance with fair value hierarchy.
(D)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $9,905 ($ Thousands).
(E)	Securities considered restricted. The total market value of such securities as of March 31, 2022 was $61 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

Cl — Class

PLC — Public Limited Company

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		382,407		–		62		382,469
Affiliated Partnership		–		9,905		–		9,905
Cash Equivalent		9,155		–		–		9,155
Total Investments in Securities		391,562		9,905		62		401,529

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

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

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)			Value 03/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	162,855	$	199,348	$	(352,293	)	$	(1	)	$	(4	)	$	9,905		9,907,759	$	80	$	—
SEI Daily Income Trust, Government Fund, Cl F		6,747		33,166		(30,758	)		—			—			9,155		9,155,485		1		—
Totals	$	169,602	$	232,514	$	(383,051	)	$	(1	)	$	(4	)	$	19,060			$	81	$	—

Amounts designated as “—” are either $0 or have been rounded to $0. The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

57

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Small/Mid Cap Fund

^† Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.0%
Communication Services — 5.9%
Anterix Inc *		4,500	$	261
ATN International Inc		4,899		195
Cable One Inc		1,150		1,684
Cargurus Inc, Cl A *		21,229		901
Cinemark Holdings Inc *		412,152		7,122
Clear Channel Outdoor Holdings Inc, Cl A *		514,862		1,781
Cogent Communications Holdings Inc		18,392		1,220
Electronic Arts Inc		2,290		290
IAC/InterActiveCorp *		3,105		311
Interpublic Group of Cos Inc/The		24,754		878
John Wiley & Sons Inc, Cl A		50,049		2,654
Lions Gate Entertainment Corp, Cl A *		438,977		7,133
Match Group Inc *		1,449		158
Nexstar Media Group Inc, Cl A		68,960		12,998
Ooma Inc *		12,922		194
Scholastic Corp, Cl B		17,216		693
Shenandoah Telecommunications Co		11,000		259
Take-Two Interactive Software Inc, Cl A *		3,431		528
World Wrestling Entertainment Inc, Cl A		36,605		2,286
Ziff Davis Inc *		178,049		17,231
				58,777
Consumer Discretionary — 9.8%
Advance Auto Parts Inc		10,274		2,126
American Eagle Outfitters Inc (A)		354,746		5,960
Arko Corp		61,059		556
Asbury Automotive Group Inc *		3,907		626
AutoNation Inc *		1,730		172
Bloomin' Brands Inc		223,951		4,913
Boot Barn Holdings Inc *		8,000		758
Bright Horizons Family Solutions Inc *		1,538		204
Brinker International Inc *		101,423		3,870
Carriage Services Inc		26,433		1,410

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Carter's Inc		33,149	$	3,049
Cavco Industries Inc *		2,010		484
Dave & Buster's Entertainment Inc *		43,840		2,153
Deckers Outdoor Corp *		3,400		931
Dillard's Inc, Cl A		1,100		295
Dorman Products Inc *		2,086		198
Etsy Inc *		25,651		3,188
Everi Holdings Inc *		43,485		913
Gentex Corp		5,944		173
Golden Entertainment Inc *		27,272		1,584
Group 1 Automotive Inc		4,472		751
Haverty Furniture Cos Inc		17,831		489
Helen of Troy Ltd *		17,376		3,403
Hibbett Inc		17,681		784
Hilton Grand Vacations Inc *		15,934		829
Inspired Entertainment Inc *		43,346		533
LCI Industries		24,809		2,575
Lithia Motors Inc, Cl A		24,454		7,339
LKQ Corp		54,656		2,482
Macy's Inc		37,996		926
MarineMax Inc *		3,516		142
Modine Manufacturing Co *		557,125		5,020
Monarch Casino & Resort Inc *		17,106		1,492
Movado Group Inc		18,795		734
Murphy USA Inc		11,043		2,208
Ollie's Bargain Outlet Holdings Inc *		3,893		167
Overstock.com *		6,768		298
Papa John's International Inc, Cl A		1		—
Penske Automotive Group Inc, Cl A		2,500		234
PetMed Express Inc		7,500		193
Pool Corp		16,686		7,056
Rent-A-Center Inc/TX		14,529		366
Scientific Games Corp, Cl A *		18,500		1,087
SeaWorld Entertainment Inc *		21,440		1,596
Service Corp International/US		8,000		527
Signet Jewelers Ltd		15,111		1,099
Skechers USA Inc, Cl A *		37,863		1,543
Skyline Champion Corp *		13,372		734
Sleep Number Corp *		4,521		229
Standard Motor Products Inc		10,345		446
Steven Madden Ltd		36,598		1,414
Strategic Education Inc		19,509		1,295
Stride Inc *		41,300		1,500
Taylor Morrison Home Corp, Cl A *		95,826		2,608
Urban Outfitters Inc *		72,105		1,811
Vail Resorts Inc		9,517		2,477
Vera Bradley Inc *		69,323		532
Victoria's Secret & Co *		90,905		4,669
Whirlpool Corp		3,320		574
Williams-Sonoma Inc		7,799		1,131
Winmark Corp		1,200		264

58

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
XPEL Inc *		3,742	$	197
				97,317
Consumer Staples — 3.7%
Andersons Inc/The		1,174		59
BellRing Brands *		13,293		307
BJ's Wholesale Club Holdings Inc *		24,382		1,648
Casey's General Stores Inc		6,437		1,276
Central Garden & Pet Co, Cl A *		27,121		1,106
Coca-Cola Consolidated Inc		2,500		1,242
Darling Ingredients Inc *		16,819		1,352
Flowers Foods Inc		23,770		611
Fresh Del Monte Produce Inc		5,227		135
Freshpet Inc *		8,866		910
Hostess Brands Inc, Cl A *		87,053		1,910
Ingles Markets Inc, Cl A		6,621		590
Ingredion Inc		9,898		863
Inter Parfums Inc		5,276		465
J & J Snack Foods Corp		7,030		1,090
John B Sanfilippo & Son Inc		13,714		1,144
Kroger Co/The		6,156		353
Lancaster Colony Corp		5,300		791
Medifast Inc		25,737		4,395
Natural Grocers by Vitamin Cottage Inc		20,047		393
Performance Food Group Co *		6,364		324
Post Holdings Inc *		7,519		521
PriceSmart Inc		12,923		1,019
Sanderson Farms Inc		680		128
Seaboard Corp		144		606
Seneca Foods Corp, Cl A *		315		16
SpartanNash Co		5,962		197
Spectrum Brands Holdings Inc		77,108		6,841
Sprouts Farmers Market Inc *		27,834		890
Universal Corp/VA		27,163		1,577
US Foods Holding Corp *		10,313		388
USANA Health Sciences Inc *		7,864		625
Village Super Market Inc, Cl A		38,992		955
WD-40 Co		2,556		468
Weis Markets Inc		27,069		1,933
				37,128
Energy — 4.4%
ChampionX Corp		42,026		1,029
Coterra Energy Inc		133,993		3,614
Delek US Holdings Inc *		438,856		9,313
DT Midstream Inc		55,000		2,984
Golar LNG Ltd *		62,294		1,544
International Seaways Inc		9,285		168
Magnolia Oil & Gas Corp, Cl A		154,597		3,656
Marathon Petroleum Corp		7,296		624
Ovintiv Inc		27,987		1,513
Pioneer Natural Resources Co		13,312		3,328
Rattler Midstream LP (B)		197,239		2,755

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SFL Corp Ltd		76,798	$	782
SilverBow Resources Inc *		40,942		1,310
SM Energy Co		30,466		1,187
Southwestern Energy Co *		436,877		3,132
Teekay Tankers Ltd, Cl A *		5,352		74
Viper Energy Partners LP (B)		185,573		5,487
Whiting Petroleum		15,000		1,223
				43,723
Financials — 17.3%
1st Source Corp		2,118		98
Alerus Financial Corp		8,000		221
Alleghany Corp *		1,001		848
Allstate Corp/The		1,408		195
A-Mark Precious Metals *		7,917		612
Amerant Bancorp Inc, Cl A		36,960		1,168
American Equity Investment Life Holding Co		171,804		6,857
American Financial Group Inc/OH		13,674		1,991
Ameriprise Financial Inc		4,701		1,412
Arch Capital Group Ltd *		10,008		485
Argo Group International Holdings Ltd		6,242		258
Arrow Financial Corp		20,564		667
AssetMark Financial Holdings *		5,200		116
Assurant Inc		5,558		1,011
Axos Financial Inc *		48,113		2,232
Bank OZK		55,988		2,391
BankUnited Inc		129,943		5,712
Bankwell Financial Group Inc		45,273		1,532
BGC Partners Inc, Cl A		1,099,126		4,836
Brown & Brown Inc		8,000		578
Byline Bancorp Inc		51,814		1,382
Camden National Corp		18,864		887
Canadian Imperial Bank of Commerce		3,321		404
Capital City Bank Group Inc		9,652		254
Cathay General Bancorp		16,447		736
Cboe Global Markets Inc		4,686		536
City Holding Co		3,570		281
CNB Financial Corp/PA		44,272		1,165
CNO Financial Group Inc		289,034		7,252
Cohen & Steers Inc		6,952		597
Columbia Banking System Inc		130,235		4,203
Columbia Financial Inc *		91,296		1,964
Community Trust Bancorp Inc		27,038		1,114
Consumer Portfolio Services Inc *		21,424		218
Customers Bancorp Inc *		9,126		476
Diamond Hill Investment Group Inc		2,001		375
Donnelley Financial Solutions Inc *		69,539		2,313
Eagle Bancorp Inc		29,167		1,663
Employers Holdings Inc		17,888		734
Equity Bancshares Inc, Cl A		1,815		59
Evercore Inc, Cl A		1,110		123
Everest Re Group Ltd		6,060		1,827
FactSet Research Systems Inc		2,257		980

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

59

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Farmers & Merchants Bancorp		9,387	$	339
Farmers National Banc Corp		24,544		419
Financial Institutions Inc		51,330		1,547
First American Financial Corp		3,200		207
First BanCorp/Puerto Rico		40,000		525
First Citizens BancShares Inc/NC, Cl A		775		516
First Commonwealth Financial Corp		316,920		4,804
First Community Bankshares Inc		66,479		1,875
First Interstate BancSystem Inc, Cl A		70,724		2,600
First Merchants Corp		77,646		3,230
First Northwest Bancorp		13,455		297
First of Long Island Corp/The		2,969		58
FirstCash Holdings		10,332		727
FNB Corp/PA		494,669		6,159
Focus Financial Partners Inc, Cl A *		21,000		960
Glacier Bancorp Inc, Cl A		18,951		953
Goldman Sachs Group Inc/The		3,195		1,055
Great Southern Bancorp Inc		13,042		770
Hanover Insurance Group Inc/The, Cl A		25,705		3,843
HomeStreet Inc		10,400		493
HomeTrust Bancshares Inc		4,975		147
Horace Mann Educators Corp, Cl A		21,962		919
Houlihan Lokey Inc, Cl A		8,726		766
Independent Bank Corp/MI		15,560		342
MarketAxess Holdings Inc		350		119
Merchants Bancorp/IN		59,391		1,626
Mercury General Corp		3,404		187
MidWestOne Financial Group Inc		1,805		60
Morgan Stanley		7,661		670
Morningstar Inc, Cl A		5,718		1,562
NBT Bancorp Inc		4,784		173
OFG Bancorp		133,441		3,555
OFS Capital Corp		11,119		145
Old National Bancorp/IN, Cl A		168,281		2,756
OP Bancorp		97,566		1,351
Oppenheimer Holdings Inc, Cl A		5,000		218
Origin Bancorp Inc		47,311		2,001
Pacific Premier Bancorp Inc		84,780		2,997
PacWest Bancorp		433,442		18,694
PCSB Financial Corp		20,078		384
Piper Sandler Cos		8,823		1,158
PJT Partners Inc		14,364		907
Popular Inc		11,261		921
Preferred Bank/Los Angeles CA		3,404		252
Provident Financial Services Inc		24,819		581
Reinsurance Group of America Inc, Cl A		7,938		869
RenaissanceRe Holdings Ltd		7,345		1,164
Republic Bancorp Inc/KY, Cl A		19,982		898
Safety Insurance Group Inc		7,585		689
Selective Insurance Group Inc		19,688		1,759
ServisFirst Bancshares Inc		26,000		2,478
Sierra Bancorp		36,085		901

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Starwood Property Trust Inc ‡		310,592	$	7,507
Stewart Information Services Corp		21,161		1,283
Stifel Financial Corp		5,705		387
SVB Financial Group, Cl B *		3,699		2,069
Tompkins Financial Corp		4,432		347
Towne Bank/Portsmouth VA		51,090		1,530
TPG RE Finance Trust Inc ‡		58,414		690
TriCo Bancshares		22,196		888
TrustCo Bank NY		1,832		58
UMH Properties Inc ‡		42,338		1,041
Umpqua Holdings Corp		229,225		4,323
United Fire Group Inc		57,059		1,773
Univest Financial Corp		50,690		1,356
Virtus Investment Partners Inc		2,322		557
W R Berkley Corp		10,500		699
Washington Federal Inc		23,307		765
Waterstone Financial Inc		67,740		1,310
				171,972
Health Care — 9.8%
ABIOMED Inc *		967		320
ACADIA Pharmaceuticals Inc *		33,435		810
Aclaris Therapeutics Inc *		24,952		430
Aerie Pharmaceuticals Inc *		106,389		968
Albireo Pharma Inc *		27,109		809
AmerisourceBergen Corp, Cl A		4,713		729
AMN Healthcare Services Inc *		37,327		3,894
Amphastar Pharmaceuticals Inc *		22,931		823
AnaptysBio Inc *		9,019		223
Arcutis Biotherapeutics *		16,936		326
Ascendis Pharma ADR *		4,500		528
AtriCure Inc *		14,000		919
Atrion Corp		317		226
Biohaven Pharmaceutical Holding Co Ltd *		23,890		2,833
Bio-Techne Corp		3,600		1,559
Catalent Inc *		16,500		1,830
Charles River Laboratories International Inc *		7,525		2,137
Chemed Corp		5,665		2,870
Co-Diagnostics Inc *		43,552		269
Collegium Pharmaceutical Inc *		21,114		430
Computer Programs and Systems Inc *		21,134		728
CorVel Corp *		3,132		528
Cross Country Healthcare Inc *		59,888		1,298
Eagle Pharmaceuticals Inc/DE *		16,752		829
Emergent BioSolutions Inc *		28,281		1,161
Enanta Pharmaceuticals Inc *		8,000		569
Encompass Health Corp		19,928		1,417
Enovis Corp *		180,874		7,197
Ensign Group Inc/The		4,885		440
Global Blood Therapeutics Inc *		23,123		801
Globus Medical Inc, Cl A *		14,804		1,092
Henry Schein Inc *		12,500		1,090

60

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ICON PLC ADR *		7,886	$	1,918
ICU Medical Inc *		5,669		1,262
IDEXX Laboratories Inc *		458		251
Incyte Corp *		3,300		262
Insmed Inc *		31,452		739
Inspire Medical Systems Inc *		5,312		1,364
Ironwood Pharmaceuticals Inc, Cl A *		4,658		59
iTeos Therapeutics Inc *		7,949		256
Jazz Pharmaceuticals PLC *		5,000		778
Karyopharm Therapeutics Inc *		174,871		1,289
LeMaitre Vascular Inc		3,528		164
LHC Group Inc *		6,905		1,164
Ligand Pharmaceuticals Inc *		28,582		3,215
Masimo Corp *		3,863		562
Medpace Holdings Inc *		9,937		1,626
Meridian Bioscience Inc *		15,000		389
Merit Medical Systems Inc *		12,000		798
Mesa Laboratories Inc		885		226
Mettler-Toledo International Inc *		411		564
ModivCare Inc *		4,264		492
Myriad Genetics Inc *		29,139		734
National HealthCare Corp		12,608		885
Natus Medical Inc *		37,120		976
Neogen Corp, Cl B *		3,595		111
Neurocrine Biosciences Inc *		10,038		941
NextGen Healthcare Inc *		30,828		645
Novocure Ltd *		2,480		205
Omnicell Inc *		3,179		412
Option Care Health Inc *		42,714		1,220
Orthofix Medical Inc *		26,260		859
Pacira BioSciences Inc *		44,489		3,395
Penumbra Inc *		1,427		317
PerkinElmer Inc		12,707		2,217
Perrigo Co PLC		9,500		365
Phibro Animal Health Corp, Cl A		39,436		787
Premier Inc, Cl A		80,870		2,878
Prestige Consumer Healthcare Inc, Cl A *		53,159		2,814
Puma Biotechnology Inc *		89,277		257
QIAGEN NV *		7,511		368
Repligen Corp *		1,304		245
Revance Therapeutics Inc *		82,213		1,603
Sensus Healthcare Inc *		79,644		806
Shockwave Medical Inc *		8,500		1,763
SIGA Technologies Inc *		21,561		153
Supernus Pharmaceuticals Inc *		34,658		1,120
Syneos Health Inc, Cl A *		96,849		7,840
Teleflex Inc		8,291		2,942
Tenet Healthcare Corp *		13,477		1,158
United Therapeutics Corp *		7,055		1,266
Utah Medical Products Inc		6,164		554
				97,297

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industrials — 14.2%
A O Smith Corp		4,400	$	281
ABM Industries Inc		7,283		335
ACCO Brands Corp		967,988		7,744
Advanced Drainage Systems Inc		16,174		1,922
AECOM		13,579		1,043
Applied Industrial Technologies Inc, Cl A		12,000		1,232
Armstrong World Industries Inc		25,821		2,324
Atkore Inc *		40,352		3,972
Atlas Air Worldwide Holdings Inc *		53,933		4,658
Boise Cascade Co		4,228		294
Builders FirstSource Inc *		23,370		1,508
BWX Technologies Inc, Cl W		75,554		4,069
Casella Waste Systems Inc, Cl A *		5,000		438
CBIZ Inc *		2,449		103
Cintas Corp		3,186		1,355
Clean Harbors Inc *		7,022		784
CoStar Group Inc *		44,460		2,962
CRA International Inc		11,678		984
CSW Industrials Inc		1,824		215
Curtiss-Wright Corp		15,306		2,298
EMCOR Group Inc		19,007		2,141
Ennis Inc		34,657		640
Evoqua Water Technologies Corp *		9,047		425
Exponent Inc		30,000		3,242
Forrester Research Inc *		26,788		1,511
Forward Air Corp		9,500		929
Franklin Covey Co *		7,902		357
Franklin Electric Co Inc		10,000		830
FTI Consulting Inc *		10,890		1,712
GMS Inc *		5,209		259
Gorman-Rupp Co/The		8,693		312
GXO Logistics Inc *		78,605		5,608
Heartland Express Inc		29,517		415
Heidrick & Struggles International Inc		21,771		862
Helios Technologies Inc		11,524		925
Heritage-Crystal Clean Inc *		29,302		868
Hillenbrand Inc		8,146		360
Hub Group Inc, Cl A *		12,964		1,001
IAA Inc *		84,934		3,249
ICF International Inc, Cl A		4,655		438
IDEX Corp		4,000		767
JetBlue Airways Corp *		289,186		4,323
Kadant Inc		16,160		3,138
Kaman Corp, Cl A		59,436		2,584
KAR Auction Services Inc *		251,151		4,533
Kforce Inc		14,301		1,058
L3Harris Technologies Inc		2,036		506
Landstar System Inc		8,600		1,297
ManTech International Corp/VA, Cl A		12,947		1,116
Masonite International Corp *		34,953		3,109
Matson Inc		26,632		3,212

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

61

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Matthews International Corp, Cl A		81,245	$	2,629
MDU Resources Group Inc		14,335		382
Meritor Inc *		39,622		1,409
MSA Safety Inc		10,698		1,420
MSC Industrial Direct Co Inc, Cl A		3,679		314
MYR Group Inc *		22,025		2,071
NN Inc, Cl A *		27,623		80
Old Dominion Freight Line Inc, Cl A		9,957		2,974
Park Aerospace Corp		50,943		665
Radiant Logistics Inc *		49,017		312
RBC Bearings Inc *		4,000		776
Regal Rexnord Corp		4,682		697
Resources Connection Inc		21,841		374
Rush Enterprises Inc, Cl A		38,922		1,982
Saia Inc *		7,000		1,707
Schneider National Inc, Cl B		13,231		337
Science Applications International Corp		10,962		1,010
Shyft Group Inc/The		28,592		1,033
Simpson Manufacturing Co Inc		8,867		967
SPX FLOW Inc		19,418		1,674
Standex International Corp		5,842		584
Tennant Co		4,158		328
Tetra Tech Inc		27,739		4,575
Textainer Group Holdings Ltd		56,064		2,134
Toro Co/The		2,800		239
Trinity Industries Inc		25,657		882
TrueBlue Inc *		35,900		1,037
UFP Industries Inc		9,396		725
United Rentals Inc *		4,375		1,554
Veritiv Corp *		3,299		441
Werner Enterprises Inc		29,446		1,207
WESCO International Inc *		54,000		7,028
Westinghouse Air Brake Technologies Corp		3,600		346
XPO Logistics Inc *		86,612		6,305
Zurn Water Solutions		21,000		743
				141,189
Information Technology — 17.5%
A10 Networks Inc		136,224		1,900
ACI Worldwide Inc *		348,764		10,983
Agilysys Inc *		13,470		537
Alpha & Omega Semiconductor Ltd *		39,527		2,160
Amdocs Ltd		14,000		1,151
American Software Inc/GA, Cl A		30,440		634
Amkor Technology Inc		50,512		1,097
ANSYS Inc *		2,600		826
Arista Networks Inc *		9,952		1,383
Arrow Electronics Inc, Cl A *		2,358		280
Aspen Technology Inc *		25,476		4,213
Avid Technology Inc *		29,838		1,040
Axcelis Technologies Inc *		22,971		1,735
Belden Inc		21,158		1,172
Broadridge Financial Solutions Inc		1,700		265

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cadence Design Systems Inc *		12,100	$	1,990
Calix Inc *		48,212		2,069
Cass Information Systems Inc		9,000		332
CDK Global Inc		7,509		365
ChannelAdvisor Corp *		51,607		855
Cognyte Software Ltd *		177,097		2,003
CommVault Systems Inc *		26,733		1,774
Concentrix Corp		2,138		356
Consensus Cloud Solutions Inc *		40,554		2,438
CoreCard Corp *		358		10
CSG Systems International Inc		37,468		2,382
Diodes Inc *		15,000		1,305
Entegris Inc		17,353		2,278
EPAM Systems Inc *		5,310		1,575
ePlus Inc *		12,285		689
Euronet Worldwide Inc *		57,909		7,537
EVERTEC Inc		63,730		2,608
ExlService Holdings Inc *		24,383		3,493
Extreme Networks Inc *		99,244		1,212
Fair Isaac Corp *		2,500		1,166
Gartner Inc *		1,518		451
Genpact Ltd		30,604		1,332
Global Payments Inc		1,009		138
GoDaddy Inc, Cl A *		36,208		3,031
Hackett Group Inc/The		37,239		859
Ichor Holdings Ltd *		16,589		591
II-VI Inc *		15,210		1,103
Information Services Group Inc		137,001		933
Insight Enterprises Inc *		21,641		2,322
International Money Express Inc *		1,250		26
Jack Henry & Associates Inc		7,500		1,478
Lattice Semiconductor Corp *		37,782		2,303
Lumentum Holdings Inc *		21,910		2,138
MACOM Technology Solutions Holdings Inc *		12,485		747
Manhattan Associates Inc *		10,280		1,426
MAXIMUS Inc		35,530		2,663
MicroStrategy Inc, Cl A *		726		353
Mimecast Ltd *		12,000		955
Monolithic Power Systems Inc		6,335		3,077
NCR Corp *		26,596		1,069
NetScout Systems Inc *		1,866		60
NVE Corp		14,133		770
ON Semiconductor Corp *		106,610		6,675
OSI Systems Inc *		184		16
Palo Alto Networks Inc *		786		489
PDF Solutions Inc *		2,074		58
Perficient Inc *		12,505		1,377
Photronics Inc *		204,266		3,466
Power Integrations Inc		20,000		1,854
Progress Software Corp		5,788		273
PTC Inc *		19,109		2,058

62

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qualys Inc *		12,997	$	1,851
Rackspace Technology Inc *		5,159		58
Radware Ltd *		26,112		835
Rambus Inc *		12,784		408
RingCentral Inc, Cl A *		773		91
Semtech Corp *		69,289		4,804
Shutterstock Inc		21,003		1,955
Silicon Motion Technology Corp ADR		204,056		13,635
SiTime Corp *		5,000		1,239
SolarWinds Corp *		372		5
SPS Commerce Inc *		16,563		2,173
Super Micro Computer Inc *		194,900		7,420
Synopsys Inc *		5,999		1,999
Teledyne Technologies Inc *		16,712		7,899
Tenable Holdings Inc *		29,500		1,705
Teradyne Inc		11,312		1,337
Trade Desk Inc/The, Cl A *		18,960		1,313
TTEC Holdings Inc		31,473		2,597
Tucows Inc, Cl A *		1,294		88
Tyler Technologies Inc *		4,508		2,006
Usio Inc *		6,978		25
Verint Systems Inc *		112,718		5,827
Vishay Intertechnology Inc		50,519		990
Wix.com Ltd *		11,682		1,220
WNS Holdings Ltd ADR *		26,370		2,254
Zuora Inc, Cl A *		24,069		360
				173,998
Materials — 6.8%
Alamos Gold Inc, Cl A		33,344		281
Albemarle Corp		4,500		995
Ashland Global Holdings Inc		55,852		5,496
Avery Dennison Corp		2,472		430
Avient Corp		22,000		1,056
Axalta Coating Systems Ltd *		164,272		4,038
Balchem Corp		14,444		1,975
Cabot Corp		7,000		479
Century Aluminum Co *		184,374		4,851
Commercial Metals Co, Cl A		248,063		10,324
Crown Holdings Inc		4,800		600
FMC Corp		89,883		11,826
Fortitude Gold Corp		40,846		300
Hawkins Inc		12,136		557
Ingevity Corp *		36,000		2,307
Louisiana-Pacific Corp		15,859		985
LSB Industries Inc *		45,000		983
Materion Corp		9,421		808
NewMarket Corp		5,572		1,807
Novagold Resources Inc *		107,764		833
Packaging Corp of America		2,600		406
Ramaco Resources Inc		93,658		1,480
Royal Gold Inc, Cl A		8,757		1,237
Ryerson Holding Corp		2,873		101

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Silgan Holdings Inc		257,609	$	11,909
Stepan Co		9,000		889
TriMas Corp		23,190		744
Warrior Met Coal Inc		5,392		200
				67,897
Real Estate — 6.5%
Acadia Realty Trust ‡		11,809		256
Alexander & Baldwin Inc ‡		8,975		208
Alexander's Inc ‡		3,523		903
American Homes 4 Rent, Cl A ‡		10,000		400
Armada Hoffler Properties Inc ‡		22,422		327
Camden Property Trust ‡		13,101		2,177
Centerspace ‡		15,417		1,513
City Office Inc ‡		17,779		314
Community Healthcare Trust Inc ‡		384		16
CubeSmart ‡		15,004		781
EastGroup Properties Inc ‡		14,800		3,009
Equity LifeStyle Properties Inc ‡		20,564		1,573
First Industrial Realty Trust Inc ‡		24,000		1,486
FRP Holdings Inc *		4,575		264
Gaming and Leisure Properties Inc ‡		167,435		7,858
Getty Realty Corp ‡		28,351		811
Gladstone Commercial Corp ‡		44,848		988
Howard Hughes Corp/The *‡		55,490		5,749
Independence Realty Trust ‡		113,415		2,999
Invitation Homes Inc ‡		32,569		1,309
Kennedy-Wilson Holdings Inc ‡		67,500		1,646
Kite Realty Group Trust ‡		34,895		795
Lamar Advertising Co, Cl A ‡		4,000		465
Life Storage Inc ‡		4,650		653
Medical Properties Trust Inc ‡		410,854		8,685
National Storage Affiliates Trust ‡		25,689		1,612
Newmark Group Inc, Cl A ‡		488,682		7,780
NexPoint Residential Trust Inc ‡		5,000		452
Outfront Media Inc ‡		49,774		1,415
PS Business Parks Inc ‡		6,125		1,029
RMR Group Inc/The, Cl A ‡		23,159		720
RPT Realty ‡		148,901		2,050
Saul Centers Inc ‡		20,589		1,085
Sun Communities Inc ‡		1,653		290
Terreno Realty Corp ‡		15,348		1,137
Universal Health Realty Income Trust ‡		12,222		713
Urstadt Biddle Properties Inc, Cl A ‡		15,480		291
Ventas Inc ‡		7,436		459
				64,218
Utilities — 2.1%
American States Water Co		6,000		534
Artesian Resources Corp, Cl A		30,081		1,460
Brookfield Infrastructure, Cl A		8,000		604
Chesapeake Utilities Corp		6,037		832
Essential Utilities Inc		15,000		767

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

63

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Small/Mid Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hawaiian Electric Industries Inc		21,153	$	895
IDACORP Inc, Cl A		10,909		1,258
MGE Energy Inc		21,134		1,686
Middlesex Water Co		22,660		2,383
NiSource Inc		15,000		477
Northwest Natural Holding Co		36,396		1,882
NorthWestern Corp		5,270		319
Otter Tail Corp		29,000		1,813
Portland General Electric Co		43,378		2,392
SJW Group		8,500		591
Spire Inc		16,000		1,148
UGI Corp		6,450		234
Unitil Corp		17,644		880
York Water Co/The		18,850		848
				21,003
Total Common Stock
(Cost $566,167) ($ Thousands)				974,519
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, L.P.
0.300% **†(C)		6,872,719		6,880
Total Affiliated Partnership
(Cost $6,872) ($ Thousands)				6,880
CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		22,146,815		22,147
Total Cash Equivalent
(Cost $22,147) ($ Thousands)				22,147
Total Investments in Securities — 100.9%
(Cost $595,186) ($ Thousands)			$	1,003,546

	Percentages are based on a Net Assets of $994,563 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 2). The total market value of securities on loan at March 31, 2022, was $3,972 ($ Thousands).
(B)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $8,242 ($ Thousands), or 0.8% of Net Assets (See Note 2).
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $6,880 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		974,519		–		–		974,519
Affiliated Partnership		–		6,880		–		6,880
Cash Equivalent		22,147		–		–		22,147
Total Investments in Securities		996,666		6,880		–		1,003,546

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 03/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	8,126	$	37,005	$	(38,251	)	$	—	$	—	$	6,880		6,872,719	$	10	$	—
SEI Daily Income Trust, Government Fund, Cl F		14,569		79,799		(72,221	)		—		—		22,147		22,146,815		2		—
Totals	$	22,695	$	116,804	$	(110,472	)	$	—	$	—	$	29,027			$	12	$	—

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

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

64

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Mid-Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.7%
Communication Services — 2.0%
Fox Corp, Cl A		1,440	$	57
Liberty Media Corp-Liberty SiriusXM *		2,651		121
News Corp, Cl A		7,561		168
News Corp, Cl B		7,090		160
Nexstar Media Group Inc, Cl A		2,170		409
Pinterest Inc, Cl A *		5,895		145
Playtika Holding Corp *		3,105		60
Roku Inc, Cl A *		673		84
Spotify Technology SA *		684		103
Take-Two Interactive Software Inc, Cl A *		939		144
Twitter Inc *		3,479		135
				1,586
Consumer Discretionary — 10.6%
Advance Auto Parts Inc		754		156
AutoNation Inc *		3,049		304
AutoZone Inc *		374		765
BorgWarner		5,866		228
Boyd Gaming Corp		3,304		217
Capri Holdings Ltd *		2,270		117
Carter's Inc		3,650		336
Carvana Co, Cl A *		589		70
Chipotle Mexican Grill Inc, Cl A *		114		180
Columbia Sportswear Co		4,493		407
Dollar Tree Inc *		2,305		369
DR Horton Inc		3,706		276
Harley-Davidson Inc, Cl A		7,606		300
Hasbro Inc		2,567		210
Lennar Corp, Cl A		3,420		278
Lennar Corp, Cl B		1,585		108
LKQ Corp		5,866		266
Lululemon Athletica Inc *		491		179
Mattel Inc *		4,780		106
NVR Inc *		99		442
O'Reilly Automotive Inc *		629		431

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penske Automotive Group Inc, Cl A		1,488	$	139
Pool Corp		277		117
PVH Corp		2,059		158
RH *		422		138
Six Flags Entertainment Corp *		3,120		136
Tapestry Inc		6,897		256
Toll Brothers Inc		11,640		547
Tractor Supply Co		844		197
Ulta Beauty Inc *		297		118
Wendy's Co/The		3,940		87
Williams-Sonoma Inc		881		128
Yum! Brands Inc		3,735		443
				8,209
Consumer Staples — 3.4%
Casey's General Stores Inc		938		186
Constellation Brands Inc, Cl A		1,018		234
Coty Inc, Cl A *		23,710		213
Darling Ingredients Inc *		5,335		429
Hain Celestial Group Inc/The *		3,367		116
Hershey Co/The		1,341		291
Ingredion Inc		3,973		346
Kellogg Co		2,033		131
Lamb Weston Holdings Inc		3,167		190
TreeHouse Foods Inc *		6,915		223
Tyson Foods Inc, Cl A		2,865		257
				2,616
Energy — 8.2%
Antero Midstream Corp		18,440		200
Baker Hughes Co, Cl A		8,612		314
ChampionX Corp		7,990		196
Coterra Energy Inc		12,712		343
Diamondback Energy Inc, Cl A		1,961		269
DT Midstream Inc		10,145		550
Halliburton Co		4,907		186
Hess Corp		1,782		191
HF Sinclair Corp *		15,585		621
Marathon Petroleum Corp		7,165		613
Occidental Petroleum Corp		1,222		69
ONEOK Inc		2,415		171
Phillips 66		4,045		349
Pioneer Natural Resources Co		3,201		800
Targa Resources Corp		7,616		575
Valero Energy Corp		6,104		620
Williams Cos Inc/The		8,812		294
				6,361
Financials — 16.2%
Affiliated Managers Group Inc		2,938		414
Ally Financial Inc		6,781		295
American International Group Inc		4,847		304
Ameriprise Financial Inc		1,344		404
Arch Capital Group Ltd *		16,868		817

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

65

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Mid-Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axis Capital Holdings Ltd		1,270	$	77
Cboe Global Markets Inc		2,474		283
Chimera Investment Corp ‡		18,240		220
CNA Financial Corp		1,490		72
Comerica Inc		1,084		98
Discover Financial Services		1,933		213
Everest Re Group Ltd		2,185		658
Fidelity National Financial Inc		10,832		529
First American Financial Corp		2,817		183
First Republic Bank/CA		1,145		186
Franklin Resources Inc		7,190		201
Globe Life Inc		787		79
Hartford Financial Services Group Inc/The		1,899		136
Interactive Brokers Group Inc, Cl A		4,624		305
Janus Henderson Group PLC		7,122		249
Lazard Ltd, Cl A (A)		5,572		192
Lincoln National Corp		2,034		133
Loews Corp		890		58
MSCI Inc, Cl A		218		110
Nasdaq Inc, Cl A		462		82
New York Community Bancorp Inc		11,935		128
Old Republic International Corp		7,038		182
OneMain Holdings Inc, Cl A		4,835		229
PacWest Bancorp		11,953		516
Pinnacle Financial Partners Inc		3,161		291
Popular Inc		2,256		185
Primerica Inc		977		134
Progressive Corp/The		3,005		343
Prosperity Bancshares Inc		2,904		201
Raymond James Financial Inc		1,932		212
Regions Financial Corp		3,604		80
Reinsurance Group of America Inc, Cl A		3,541		388
RenaissanceRe Holdings Ltd		905		143
Rocket Cos Inc, Cl A		10,040		112
Signature Bank/New York NY, Cl B		1,268		372
SLM Corp		22,995		422
Stifel Financial Corp		8,358		567
Synchrony Financial		9,670		337
T Rowe Price Group Inc		986		149
Umpqua Holdings Corp		4,080		77
Upstart Holdings Inc *		760		83
Virtu Financial Inc, Cl A		11,575		431
W R Berkley Corp		2,063		137
Webster Financial Corp		1,505		84
Western Alliance Bancorp		3,985		330
Zions Bancorp NA		1,265		83
				12,514
Health Care — 10.6%
Agilent Technologies Inc		4,116		545
AmerisourceBergen Corp, Cl A		2,085		323
Avantor Inc *		2,186		74
Bio-Rad Laboratories Inc, Cl A *		147		83

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bio-Techne Corp		292	$	126
Centene Corp *		5,923		499
Cerner Corp		3,388		317
Chemed Corp		765		387
Encompass Health Corp		5,858		416
Envista Holdings Corp *		5,310		259
Hologic Inc *		8,762		673
IDEXX Laboratories Inc *		890		487
IQVIA Holdings Inc *		1,778		411
Jazz Pharmaceuticals PLC *		504		78
Laboratory Corp of America Holdings *		1,225		323
McKesson Corp		1,998		612
Mettler-Toledo International Inc *		241		331
Organon & Co		4,650		162
QIAGEN NV *		1,420		70
Quest Diagnostics Inc		1,165		159
Quidel Corp *		770		87
Repligen Corp *		1,335		251
Royalty Pharma PLC, Cl A		7,173		280
Sage Therapeutics Inc *		3,500		116
Signify Health Inc, Cl A *		5,450		99
Teladoc Health Inc *		1,765		127
Veeva Systems Inc, Cl A *		2,089		444
Waters Corp *		1,013		314
Zimmer Biomet Holdings Inc		1,699		217
				8,270
Industrials — 11.8%
A O Smith Corp		4,320		276
AerCap Holdings NV *		3,592		181
Allegion PLC		2,188		240
AMETEK Inc		1,197		159
Booz Allen Hamilton Holding Corp, Cl A		2,692		237
Carlisle Cos Inc		1,002		246
Clean Harbors Inc *		5,651		631
Copa Holdings SA, Cl A *		850		71
Dover Corp		2,875		451
Expeditors International of Washington Inc		1,220		126
Fastenal Co, Cl A		3,047		181
Fortune Brands Home & Security Inc		2,451		182
GXO Logistics Inc *		1,140		81
HEICO Corp, Cl A		1,150		146
Hexcel Corp, Cl A		3,561		212
Huntington Ingalls Industries Inc, Cl A		518		103
JB Hunt Transport Services Inc		550		111
Knight-Swift Transportation Holdings Inc, Cl A		2,826		143
Landstar System Inc		1,408		212
Leidos Holdings Inc		1,698		183
ManpowerGroup Inc		2,459		231
Masco Corp		1,242		63
MasTec Inc *		858		75
Old Dominion Freight Line Inc, Cl A		1,690		505

66

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Otis Worldwide Corp		9,245	$	711
Owens Corning		879		81
Parker-Hannifin Corp, Cl A		1,837		521
Plug Power Inc *		3,478		100
Regal Rexnord Corp		3,186		474
Republic Services Inc		1,024		136
Robert Half International Inc		3,713		424
Rockwell Automation Inc		615		172
Ryder System Inc		3,630		288
Schneider National Inc, Cl B		5,190		132
Snap-on Inc		1,067		219
Trane Technologies PLC		853		130
Univar Solutions Inc *		4,440		143
Watsco Inc		523		159
Westinghouse Air Brake Technologies Corp		2,574		248
WW Grainger Inc		470		242
				9,226
Information Technology — 16.1%
Akamai Technologies Inc *		2,730		326
Amdocs Ltd		3,196		263
Amphenol Corp, Cl A		935		70
Arrow Electronics Inc, Cl A *		2,505		297
Avalara Inc *		1,040		104
Avnet Inc		8,325		338
Bill.com Holdings Inc *		1,611		365
Cadence Design Systems Inc *		1,605		264
CDW Corp/DE		2,098		375
Cirrus Logic Inc *		1,400		119
Corning Inc, Cl B		1,520		56
Coupa Software Inc *		614		62
Crowdstrike Holdings Inc, Cl A *		1,768		402
Datadog Inc, Cl A *		1,615		245
DocuSign Inc, Cl A *		1,917		205
Dynatrace Inc *		4,923		232
Enphase Energy Inc *		1,757		355
EPAM Systems Inc *		251		74
Euronet Worldwide Inc *		902		117
F5 Inc, Cl A *		1,262		264
Fair Isaac Corp *		143		67
FleetCor Technologies Inc *		817		204
Global Payments Inc		1,655		226
HP Inc		16,487		598
HubSpot Inc *		487		231
Jabil Inc		11,903		735
Keysight Technologies Inc *		913		144
Mandiant Inc *		3,680		82
Manhattan Associates Inc *		2,295		318
Marvell Technology Inc		2,675		192
Microchip Technology Inc		1,916		144
MongoDB Inc, Cl A *		259		115
Monolithic Power Systems Inc		420		204
Motorola Solutions Inc		3,023		732

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Okta Inc, Cl A *		687	$	104
ON Semiconductor Corp *		2,207		138
Palantir Technologies Inc, Cl A *		13,227		182
Palo Alto Networks Inc *		716		446
Paycom Software Inc *		300		104
PTC Inc *		1,605		173
Qorvo Inc *		3,300		410
Rackspace Technology Inc *		15,348		171
Skyworks Solutions Inc		3,509		467
Smartsheet Inc, Cl A *		2,286		125
SS&C Technologies Holdings Inc		4,110		308
StoneCo Ltd, Cl A *		5,290		62
Synopsys Inc *		744		248
TD SYNNEX		1,490		154
Trade Desk Inc/The, Cl A *		1,620		112
Unity Software Inc *		886		88
Universal Display Corp		1,569		262
VeriSign Inc *		312		69
Vontier Corp		7,219		183
Western Digital Corp *		1,726		86
Zebra Technologies Corp, Cl A *		328		136
				12,553
Materials — 4.2%
Amcor PLC		12,451		141
Axalta Coating Systems Ltd *		8,917		219
Berry Global Group Inc *		4,410		256
Chemours Co/The		4,209		133
Eagle Materials Inc		870		112
FMC Corp		2,898		381
Livent Corp *		13,780		359
LyondellBasell Industries NV, Cl A		2,397		246
NewMarket Corp		423		137
Olin Corp		2,164		113
Packaging Corp of America		770		120
Reliance Steel & Aluminum Co		2,326		427
Scotts Miracle-Gro Co/The, Cl A		1,143		141
Silgan Holdings Inc		6,778		313
Valvoline Inc		4,985		157
				3,255
Real Estate — 9.2%
Alexandria Real Estate Equities Inc ‡		1,668		336
American Campus Communities Inc ‡		6,619		371
Apartment Income Corp ‡		4,460		238
AvalonBay Communities Inc ‡		294		73
Boston Properties Inc ‡		1,468		189
CBRE Group Inc, Cl A *		5,280		483
Cousins Properties Inc ‡		2,120		85
Digital Realty Trust Inc, Cl A ‡		1,062		151
Douglas Emmett Inc ‡		3,500		117
EPR Properties, Cl A ‡		4,380		240
Essex Property Trust Inc ‡		1,071		370

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

67

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Mid-Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Extra Space Storage Inc ‡		856	$	176
First Industrial Realty Trust Inc ‡		1,980		123
Gaming and Leisure Properties Inc ‡		6,450		303
Healthpeak Properties Inc ‡		3,829		131
Highwoods Properties Inc ‡		2,949		135
Host Hotels & Resorts Inc ‡		7,758		151
Invitation Homes Inc ‡		2,405		97
Jones Lang LaSalle Inc *‡		1,550		371
Kilroy Realty Corp ‡		1,260		96
Lamar Advertising Co, Cl A ‡		760		88
Mid-America Apartment Communities Inc ‡		536		112
National Retail Properties Inc ‡		14,111		634
Omega Healthcare Investors Inc ‡		4,425		138
SBA Communications Corp, Cl A ‡		330		114
Simon Property Group Inc ‡		1,993		262
SL Green Realty ‡		1,060		86
Spirit Realty Capital Inc ‡		2,825		130
STORE Capital Corp ‡		11,990		351
Ventas Inc ‡		4,763		294
VICI Properties Inc ‡		6,145		175
Welltower Inc ‡		2,687		258
Weyerhaeuser Co ‡		2,540		96
WP Carey Inc ‡		2,241		181
				7,155
Utilities — 5.4%
Brookfield Renewable, Cl A		6,230		273
CenterPoint Energy Inc		11,783		361
CMS Energy Corp		850		59
Consolidated Edison Inc		810		77

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		1,949	$	258
Entergy Corp		3,983		465
Evergy Inc		5,853		400
Eversource Energy		1,820		161
FirstEnergy Corp		5,373		246
Hawaiian Electric Industries Inc		4,330		183
IDACORP Inc, Cl A		1,502		173
National Fuel Gas Co		1,280		88
NiSource Inc		9,656		307
NRG Energy Inc		5,990		230
PPL Corp		10,580		302
UGI Corp		4,683		170
WEC Energy Group Inc		2,885		288
Xcel Energy Inc		2,510		181
				4,222
Total Common Stock
(Cost $70,836) ($ Thousands)				75,967
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		1,464,918		1,465
Total Cash Equivalent
(Cost $1,465) ($ Thousands)				1,465
Total Investments in Securities — 99.6%
(Cost $72,301) ($ Thousands)			$	77,432

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P Mid Cap 400 Index E-MINI		1		Jun-2022	$	271	$	269	$	(2	)

	Percentages are based on a Net Assets of $77,755 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $192 ($ Thousands), or 0.2% of Net Assets (See Note 2).

Cl — Class

Ltd. — Limited

As of March 31, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

68

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$	1,223	$	39,872	$	(39,630	)	$	—	$	—	$	1,465		1,464,918	$	—	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

69

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

U.S. Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.9%
Communication Services — 7.3%
Alphabet Inc, Cl A *		739	$	2,055
Alphabet Inc, Cl C *		848		2,368
AT&T Inc		297,600		7,032
Comcast Corp, Cl A		155,458		7,279
Electronic Arts Inc		11,364		1,438
Entravision Communications Corp, Cl A		5,988		38
Fox Corp, Cl A		145,851		5,754
Fox Corp, Cl B		47,400		1,720
IDT Corp, Cl B *		448		15
iHeartMedia Inc *		5,647		107
IMAX Corp *		8,496		161
Interpublic Group of Cos Inc/The		12,482		443
Liberty Latin America Ltd, Cl A *		9,870		96
Omnicom Group Inc		167,982		14,258
Scholastic Corp, Cl B		8,466		341
SK Telecom Co Ltd ADR		84,213		2,158
Verizon Communications Inc		441,899		22,511
World Wrestling Entertainment Inc, Cl A (A)		41,148		2,569
				70,343
Consumer Discretionary — 8.0%
Amazon.com Inc, Cl A *		928		3,025
AutoZone Inc *		3,355		6,860
Canadian Tire Corp Ltd, Cl A		23,000		3,476
Choice Hotels International Inc		5,535		785
DR Horton Inc		26,000		1,937
eBay Inc		80,200		4,592
Gentex Corp		36,745		1,072
Graham Holdings Co, Cl B		323		198
H&R Block Inc		156,500		4,075
Hilton Worldwide Holdings Inc *		3,011		457
Honda Motor Co Ltd ADR		145,242		4,105
Marriott International Inc/MD, Cl A *		9,982		1,754
Mattel Inc *		1,223		27

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Murphy USA Inc		23,400	$	4,679
ONE Group Hospitality *		9,833		103
Service Corp International/US		100,743		6,631
Standard Motor Products Inc		3,879		167
Sturm Ruger & Co Inc		61,800		4,303
Target Corp, Cl A		92,203		19,567
Toyota Motor Corp ADR (A)		33,700		6,074
Vail Resorts Inc		8,574		2,232
				76,119
Consumer Staples — 16.2%
Albertsons Cos Inc, Cl A		18,782		625
Altria Group Inc		125,362		6,550
Andersons Inc/The		8,466		426
Archer-Daniels-Midland Co		64,900		5,858
Bunge Ltd		12,999		1,440
Calavo Growers Inc		1,459		53
Cal-Maine Foods Inc		9,703		536
Campbell Soup Co		24,481		1,091
Church & Dwight Co Inc		37,671		3,744
Coca-Cola Co/The		86,388		5,356
Coca-Cola Consolidated Inc		743		369
Colgate-Palmolive Co		70,432		5,341
Conagra Brands Inc		263,428		8,843
Costco Wholesale Corp		5,829		3,357
Energizer Holdings Inc		7,845		241
Flowers Foods Inc		128,023		3,292
General Mills Inc		178,033		12,057
Hain Celestial Group Inc/The *		12,759		439
Hershey Co/The		20,479		4,436
Hormel Foods Corp		68,674		3,539
Hostess Brands Inc, Cl A *		23,387		513
Inter Parfums Inc		192		17
J & J Snack Foods Corp		3,397		527
J M Smucker Co/The		101,383		13,728
John B Sanfilippo & Son		6,501		542
Kellogg Co		92,900		5,991
Keurig Dr Pepper Inc		15,032		570
Kraft Heinz Co/The		219,400		8,642
Kroger Co/The		390,208		22,386
Lancaster Colony Corp		1,570		234
Mondelez International Inc, Cl A		35,719		2,242
Natural Grocers by Vitamin Cottage Inc		4,622		91
PepsiCo Inc		7,630		1,277
PriceSmart Inc		6,291		496
Procter & Gamble Co/The		30,018		4,587
Reynolds Consumer Products Inc		47,175		1,384
Seaboard Corp		63		265
Simply Good Foods Co/The *		10,014		380
Tootsie Roll Industries Inc		13,247		463
Turning Point Brands Inc		10,972		373
Tyson Foods Inc, Cl A		155,880		13,972
Universal Corp/VA		9,102		529

70

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
USANA Health Sciences Inc *		5,415	$	430
Vector Group Ltd		29,933		360
Walmart Inc		20,951		3,120
WD-40 Co		1,205		221
Weis Markets Inc		58,268		4,162
Whole Earth Brands Inc *		37,293		267
				155,362
Energy — 2.1%
Arch Resources Inc		162		22
California Resources		3,981		178
Cheniere Energy Inc		8,478		1,176
Chevron Corp		49,000		7,979
DT Midstream Inc		23,349		1,267
EOG Resources Inc		10,634		1,268
Exxon Mobil Corp		19,779		1,633
Kinder Morgan Inc		317,300		6,000
SFL Corp Ltd		13,683		139
				19,662
Financials — 11.1%
Aflac Inc		221,967		14,293
AGNC Investment Corp ‡		13,127		172
Alerus Financial Corp		3,428		95
Allstate Corp/The		115,300		15,970
Amerant Bancorp Inc, Cl A		5,035		159
American Financial Group Inc/OH		14,800		2,155
Annaly Capital Management Inc ‡		253,100		1,782
Argo Group International Holdings Ltd		6,456		267
Axis Capital Holdings Ltd		21,687		1,311
BancFirst Corp		2,417		201
Bank of New York Mellon Corp/The		198,000		9,827
Berkshire Hathaway Inc, Cl B *		42,879		15,132
Business First Bancshares Inc		657		16
Byline Bancorp Inc		6,272		167
Canadian Imperial Bank of Commerce		29,300		3,560
Cboe Global Markets Inc		23,007		2,633
Chimera Investment Corp ‡		27,207		328
Columbia Financial Inc *		16,142		347
Community Bank System Inc		5,489		385
CVB Financial Corp		2,734		63
Eastern Bankshares Inc		18,921		408
Employers Holdings Inc		4,563		187
Equity Bancshares Inc, Cl A		3,742		121
Everest Re Group Ltd		12,673		3,819
First Financial Bankshares Inc, Cl A		3,640		161
First Financial Corp/IN		6,284		272
GCM Grosvenor Inc		18,847		183
Hanover Insurance Group Inc/The, Cl A		32,398		4,844
Hartford Financial Services Group Inc/The		69,100		4,962
HCI Group Inc		2,058		140
HomeTrust Bancshares Inc		2,001		59
Houlihan Lokey Inc, Cl A		3,301		290

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		1,017	$	22
Intercontinental Exchange Inc		1,676		221
Invesco Mortgage Capital Inc ‡(A)		37,633		86
Kearny Financial Corp/MD		29,890		385
Loblaw Cos Ltd		61,600		5,532
Marsh & McLennan Cos Inc		30,566		5,209
Mercury General Corp		11,804		649
MFA Financial Inc ‡		60,903		245
Midland States Bancorp Inc		4,982		144
Morningstar Inc, Cl A		7,799		2,130
National Bank Holdings Corp, Cl A		6,100		246
New York Mortgage Trust ‡		41,829		153
NI Holdings Inc *		1,671		28
PCSB Financial Corp		10,218		195
Ready Capital Corp ‡		16,092		242
Safety Insurance Group Inc		3,396		309
StepStone Group Inc, Cl A		918		30
Stewart Information Services Corp		5,524		335
Univest Financial Corp		7,325		196
Virtu Financial Inc, Cl A		108,117		4,024
Waterstone Financial Inc		17,358		336
Zions Bancorp NA		22,767		1,493
				106,519
Health Care — 17.7%
Abbott Laboratories		2,382		282
AbbVie Inc		98,118		15,906
AdaptHealth Corp, Cl A *		4,881		78
Agilent Technologies Inc		2,779		368
Alkermes PLC *		8,160		215
Amgen Inc, Cl A		42,500		10,277
AnaptysBio Inc *		3,636		90
Becton Dickinson and Co		2,810		748
Bio-Rad Laboratories Inc, Cl A *		2,669		1,503
Bio-Techne Corp		4,595		1,990
Bristol-Myers Squibb Co		175,120		12,789
Catalyst Pharmaceuticals Inc *		40,816		338
Cerner Corp		38,118		3,566
Citius Pharmaceuticals Inc *(A)		62,211		111
Computer Programs and Systems Inc *		1,830		63
CONMED Corp		377		56
CVS Health Corp		112,110		11,347
Danaher Corp, Cl A		8,429		2,473
Dentsply Sirona Inc		33,857		1,667
Eagle Pharmaceuticals Inc/DE *		7,233		358
Exelixis Inc *		49,864		1,130
Gilead Sciences Inc		241,618		14,364
Harvard Bioscience Inc *		5,515		34
HealthStream Inc *		8,625		172
Henry Schein Inc *		2,487		217
Horizon Therapeutics PLC *		12,024		1,265
iRadimed Corp *		5,739		257
Ironwood Pharmaceuticals Inc, Cl A *		22,391		282

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

71

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
iTeos Therapeutics Inc *		7,644	$	246
Johnson & Johnson		98,436		17,446
Masimo Corp *		6,220		905
McKesson Corp		29,000		8,878
Merck & Co Inc		286,662		23,520
Mesa Laboratories Inc		902		230
Mettler-Toledo International Inc *		746		1,024
Myriad Genetics Inc *		8,994		227
Natus Medical Inc *		16,661		438
Omnicell Inc *		357		46
Organogenesis Holdings Inc, Cl A *		12,509		95
Organon & Co		24,839		868
Orthofix Medical Inc *		1,216		40
Pacira BioSciences Inc *		4,236		323
Patterson Cos Inc		10,125		328
Pfizer Inc		380,856		19,717
Premier Inc, Cl A		80,070		2,850
Prestige Consumer Healthcare Inc, Cl A *		2,817		149
QIAGEN NV *		1,966		96
Quest Diagnostics Inc		27,500		3,764
Sharps Compliance Corp *		6,133		36
SIGA Technologies Inc *		30,170		214
Thermo Fisher Scientific Inc		2,151		1,271
United Therapeutics Corp *		8,122		1,457
Viemed Healthcare Inc *		27,213		136
West Pharmaceutical Services Inc		5,479		2,250
XBiotech Inc		5,948		51
				168,551
Industrials — 9.5%
3M Co		25,636		3,817
Allison Transmission Holdings Inc		133,047		5,223
AMERCO *		3,381		2,018
Brink's Co/The		2,465		168
CBIZ Inc *		11,109		466
CH Robinson Worldwide Inc		38,842		4,184
Cummins Inc		31,600		6,481
Encore Wire Corp		290		33
Expeditors International of Washington Inc		35,097		3,621
Exponent Inc		525		57
Franklin Covey Co *		2,173		98
FTI Consulting Inc *		20,104		3,161
General Dynamics Corp		19,972		4,817
Heidrick & Struggles International Inc		7,375		292
Huntington Ingalls Industries Inc, Cl A		29,262		5,836
Kforce Inc		3,627		268
Korn Ferry		1,553		101
L3Harris Technologies Inc		24,000		5,963
Landstar System Inc		6,835		1,031
Lockheed Martin Corp		13,700		6,047
ManpowerGroup Inc		15,201		1,428
Matson Inc		3,464		418
National Presto Industries		5,194		400

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Northrop Grumman Corp		29,432	$	13,163
Old Dominion Freight Line Inc, Cl A		1,460		436
Otis Worldwide Corp		12,518		963
Republic Services Inc		22,100		2,928
Resources Connection Inc		7,613		130
Robert Half International Inc		32,370		3,696
Snap-on Inc		20,400		4,192
Steelcase Inc, Cl A		11,390		136
Toro Co/The		11,834		1,012
United Parcel Service Inc, Cl B		7,545		1,618
Vectrus Inc *		3,659		131
Waste Management Inc		18,300		2,901
Werner Enterprises Inc		78,888		3,234
				90,468
Information Technology — 16.1%
A10 Networks Inc		19,606		274
ACI Worldwide Inc *		490		15
Adobe Inc *		140		64
Amdocs Ltd		258,882		21,283
Arrow Electronics Inc, Cl A *		26,900		3,191
Autodesk Inc, Cl A *		2,867		615
Aviat Networks Inc *		5,439		167
Avnet Inc		61,200		2,484
Black Knight Inc *		48,458		2,810
Box Inc, Cl A *		2,482		72
Broadridge Financial Solutions Inc		11,303		1,760
Cadence Design Systems Inc *		11,043		1,816
Canon Inc ADR (A)		130,800		3,180
CDK Global Inc		65,389		3,183
Cisco Systems Inc/Delaware		256,100		14,280
Consensus Cloud Solutions Inc *		11,533		693
CSG Systems International Inc		3,958		252
Datto Holding Corp *		51,377		1,373
Dolby Laboratories Inc, Cl A		14,345		1,122
Hackett Group Inc/The		9,794		226
Hewlett Packard Enterprise Co		307,700		5,142
Intel Corp		339,000		16,801
InterDigital Inc		6,798		434
International Business Machines Corp		102,708		13,354
Intuit Inc		3,096		1,489
Jack Henry & Associates Inc		1,684		332
Jamf Holding Corp *		41,985		1,461
Juniper Networks Inc		66,000		2,452
Microsoft Corp		6,806		2,098
Open Text Corp		57,000		2,419
Oracle Corp, Cl B		298,849		24,724
OSI Systems Inc *		5,696		485
Progress Software Corp		9,638		454
Rackspace Technology Inc *		11,689		130
Sapiens International Corp NV		15,878		403
Seagate Technology Holdings PLC		106,500		9,574
SPS Commerce Inc *		1,550		203

72

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SS&C Technologies Holdings Inc		29,769	$	2,233
Synopsys Inc *		7,230		2,410
VeriSign Inc *		1,146		255
Western Union Co/The		497,500		9,323
Xperi Holding Corp		1,825		32
				155,068
Materials — 2.9%
Ardagh Metal Packaging *		22,533		183
Balchem Corp		1,406		192
Berry Global Group Inc *		56,349		3,266
International Paper Co		65,600		3,028
NewMarket Corp		17,896		5,805
Packaging Corp of America		32,800		5,120
Sealed Air Corp		65,400		4,379
Silgan Holdings Inc		114,637		5,300
Valvoline Inc		17,887		565
				27,838
Real Estate — 3.2%
Acadia Realty Trust ‡		7,013		152
Agree Realty Corp ‡		2,543		169
Alexander & Baldwin Inc ‡		1,724		40
Alexander's Inc ‡		1,405		360
Brandywine Realty Trust ‡		248,750		3,517
Broadstone Net Lease, Cl A ‡		11,514		251
City Office Inc ‡		11,287		199
CubeSmart ‡		13,204		687
Douglas Elliman Inc ‡		13,100		96
Easterly Government Properties Inc, Cl A ‡		3,302		70
Equity Commonwealth *‡		24,805		700
Extra Space Storage Inc ‡		11,356		2,335
Forestar Group Inc *‡		1,666		30
Iron Mountain Inc ‡		146,700		8,129
Jones Lang LaSalle Inc *‡		7,921		1,897
National Storage Affiliates Trust ‡		4,292		269
Orion Office Inc ‡		8,717		122
Postal Realty Trust, Cl A ‡		17,323		291
PS Business Parks Inc ‡		2,276		382
Public Storage ‡		12,790		4,992
Realty Income Corp ‡		73,700		5,107
Retail Opportunity Investments Corp ‡		11,041		214
RMR Group Inc/The, Cl A ‡		9,071		282
RPT Realty ‡		8,047		111
SITE Centers Corp ‡		7,573		126
				30,528
Utilities — 4.8%
American States Water Co		6,028		537
Artesian Resources Corp, Cl A		348		17
Avista Corp		11,110		502
Black Hills Corp, Cl A		1,432		110
California Water Service Group, Cl A		4,760		282
Chesapeake Utilities Corp		4,205		579

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consolidated Edison Inc		9,752	$	923
Constellation Energy		20,333		1,144
DTE Energy Co		29,400		3,887
Entergy Corp		29,700		3,468
Evergy Inc		204,537		13,978
Exelon Corp		61,000		2,905
Hawaiian Electric Industries Inc		32,436		1,372
National Fuel Gas Co		78,800		5,414
Northwest Natural Holding Co		3,253		168
Portland General Electric Co		180,692		9,965
Pure Cycle Corp *		7,590		91
SJW Group		3,675		256
Unitil Corp		4,734		236
				45,834
Total Common Stock
(Cost $703,332) ($ Thousands)				946,292
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, L.P.
0.300% **†(B)		6,750,498		6,751
Total Affiliated Partnership
(Cost $6,751) ($ Thousands)				6,751
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		9,793,421		9,793
Total Cash Equivalent
(Cost $9,793) ($ Thousands)				9,793
Total Investments in Securities — 100.6%
(Cost $719,876) ($ Thousands)			$	962,836

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

73

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

U.S. Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		20		Jun-2022	$	4,453	$	4,531	$	78

	Percentages are based on a Net Assets of $957,451 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $6,541 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $6,751 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		946,292		–		–		946,292
Affiliated Partnership		–		6,751		–		6,751
Cash Equivalent		9,793		–		–		9,793
Total Investments in Securities		956,085		6,751		–		962,836

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		78		–		–		78
Total Other Financial Instruments		78		–		–		78

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	9,275	$	40,368	$	(42,892	)	$	—	$	—	$	6,751		6,750,498	$	27	$	—
SEI Daily Income Trust, Government Fund, Cl F		13,076		150,517		(153,800	)		—		—		9,793		9,793,421		1		—
Totals	$	22,351	$	190,885	$	(196,692	)	$	—	$	—	$	16,544			$	28	$	—

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

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

74

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Global Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6%
Australia — 0.3%
Medibank Pvt Ltd		15,714	$	36
Newcrest Mining Ltd		82,974		1,666
Sonic Healthcare Ltd		44,461		1,180
				2,882
Austria — 0.1%
Oberbank AG		81		9
Telekom Austria AG, Cl A		44,848		348
voestalpine AG		28,773		863
				1,220
Belgium — 0.5%
Ackermans & van Haaren		429		80
KBC Group NV		38,015		2,748
Solvay SA		20,355		2,016
				4,844
Brazil — 0.1%
Yara International ASA		16,089		810
Canada — 4.7%
BCE Inc		147,478		8,179
Canadian Utilities Ltd, Cl A		78,800		2,418
Emera Inc		101,746		5,048
Empire Co Ltd, Cl A		83,912		2,979
George Weston Ltd		95,421		11,761
Loblaw Cos Ltd		148,626		13,349
Metro Inc/CN, Cl A		24,700		1,423
Power Corp of Canada (A)		47,200		1,462
Royal Bank of Canada		1,800		198
TMX Group Ltd		3,700		381
				47,198
China — 0.6%
BOC Hong Kong Holdings Ltd		1,053,500		3,975
CITIC Telecom International Holdings		1,597,000		587
Kerry Logistics Network Ltd		174,054		398

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wilmar International Ltd		219,200	$	761
				5,721
Denmark — 1.9%
AP Moller - Maersk A/S, Cl B		2,080		6,321
Carlsberg A/S, Cl B		22,777		2,807
Coloplast A/S, Cl B		17,854		2,731
Danske Bank A/S		75,885		1,274
Novo Nordisk A/S, Cl B		39,672		4,430
Novozymes A/S, Cl B		11,863		819
Pandora A/S		2,035		196
Schouw & Co A/S		43		4
Spar Nord Bank		6,812		90
Sparekassen Sjaelland-Fyn AS		997		31
				18,703
Finland — 0.7%
Elisa Oyj		66,230		4,020
Orion Oyj, Cl B		68,418		3,123
				7,143
France — 1.4%
ABC arbitrage		4,265		35
Carrefour SA		197,629		4,306
Ipsen SA		10,956		1,378
La Francaise des Jeux SAEM		11,997		479
Orange SA		70,215		834
Pernod Ricard SA		1,407		311
Publicis Groupe SA		612		37
Sanofi		57,923		5,959
Technip Energies		33,670		414
Wendel SA		3,741		383
				14,136
Germany — 0.9%
Beiersdorf AG		1,744		184
Commerzbank AG *		28,234		216
Henkel AG & Co KGaA		38,068		2,526
McKesson Europe AG		874		22
Merck KGaA		28,435		5,993
Uniper SE		6,085		157
				9,098
Hong Kong — 2.8%
Bank of East Asia Ltd		103,685		162
CK Infrastructure Holdings Ltd		15,500		104
CLP Holdings Ltd, Cl B		853,156		8,314
Dah Sing Banking Group Ltd		70,498		62
Far East Consortium International ‡		334,000		113
HK Electric Investments & HK Electric Investments Ltd		2,268,500		2,216
HKT Trust & HKT Ltd		2,051,000		2,816
Hong Kong & China Gas Co Ltd		2,865,000		3,466
Langham Hospitality Investments and Langham Hospitality Investments Ltd ‡		425,500		50

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

75

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Link REIT ‡		166,300	$	1,417
Miramar Hotel & Investment		49,000		78
MTR Corp Ltd		118,500		641
PCCW Ltd		4,732,000		2,665
Power Assets Holdings Ltd		577,000		3,758
Prosperity ‡		203,000		74
Regal Hotels International Holdings Ltd *		174,000		70
SmarTone Telecommunications Holdings		163,760		87
Sun Hung Kai Properties Ltd ‡		109,500		1,300
VTech Holdings Ltd		58,569		426
WH Group Ltd		358,500		225
				28,044
Ireland — 0.3%
Kerry Group PLC, Cl A		28,815		3,245
Israel — 2.5%
Bank Hapoalim BM		487,732		4,827
Bank Leumi Le-Israel BM		412,905		4,470
Bezeq The Israeli Telecommunication Corp Ltd *		885,649		1,524
Check Point Software Technologies Ltd *		70,189		9,704
First International Bank of Israel		24,926		1,074
Isracard Ltd		5		–
Israel Discount Bank Ltd, Cl A		18,910		118
Mizrahi Tefahot Bank Ltd		42,655		1,673
Neto Malinda Trading Ltd *		3,781		185
Neto ME Holdings Ltd		982		70
Radware Ltd *		29,598		946
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		2,332		186
Retailors Ltd		3,159		74
ZIM Integrated Shipping Services		3,653		266
				25,117
Italy — 1.4%
A2A SpA		351,046		606
ACEA SpA		28,012		518
Credito Emiliano SpA		29,015		192
Eni SpA		529,978		7,801
Hera SpA		359,103		1,334
Iren SpA		1,054,947		2,809
Orsero SpA		2,595		41
Recordati SpA		10,314		521
				13,822
Japan — 8.1%
Ahjikan Co Ltd		1,976		14
Aichi Electric Co Ltd		600		13
Akita Bank		2,000		28
Alinco Inc		2,700		19
Araya Industrial Co Ltd		2,600		35
Arcs Co Ltd		38,300		665
Asante Inc		5,100		61
Atsugi Co Ltd *		5,850		29

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axial Retailing Inc		3,600	$	95
Belc Co Ltd		4,300		192
Calbee Inc (A)		39,600		765
Canon Marketing Japan Inc		7,100		146
Cawachi Ltd (A)		27,300		504
C'BON COSMETICS Co Ltd		1,100		16
Computer Engineering & Consulting		18,100		190
CONEXIO Corp		3,300		38
Create Medic Co Ltd		5,677		46
DyDo Group Holdings Inc		7,890		305
Earth Chemical		21,200		969
Eizo Corp		8,600		253
FAN Communications Inc		8,000		28
Fujicco Co Ltd		16,200		257
Fujiya Co Ltd		8,200		164
Gakkyusha Co Ltd		2,200		28
Global One Real Estate Investment ‡		386		356
Hagihara Industries Inc		9,300		86
Heiwado Co Ltd		10,000		156
Hitachi Ltd		569		29
Hitachi Metals Ltd *		127,800		2,147
Hokkaido Gas Co Ltd		2,400		29
Hokuto Corp (A)		44,600		699
Hyakujushi Bank		6,900		94
IT Holdings		2,900		68
Itochu-Shokuhin Co Ltd		2,003		80
Japan Oil Transportation Co Ltd		2,100		46
Japan Post Insurance Co Ltd (A)		59,700		1,040
Japan Tobacco Inc		397,100		6,804
Kaken Pharmaceutical Co Ltd (A)		23,200		740
Kakiyasu Honten Co Ltd		1,131		23
Kato Sangyo Co Ltd		27,200		707
KDDI Corp (A)		287,600		9,459
KFC Holdings Japan Ltd		4,000		93
Kyokuyo Co Ltd		5,100		139
KYORIN Holdings Inc (A)		104,700		1,524
Lawson Inc		32,100		1,235
Maezawa Kasei Industries Co		2,400		25
Marimo Regional Revitalization REIT Inc ‡		75		81
Marubeni Corp		69,200		804
Marvelous Inc		5,300		31
McDonald's Holdings Co Japan Ltd		25,100		1,047
MEIJI Holdings Co Ltd		4,300		234
Ministop Co Ltd		9,100		109
Miroku Jyoho Service Co Ltd		6,500		76
Mitsubishi Shokuhin Co Ltd		18,900		467
Miyoshi Oil & Fat Co Ltd		16,300		155
Mochida Pharmaceutical Co Ltd		6,100		187
Mori Hills REIT Investment Corp ‡		165		205
Morozoff Ltd		1,200		30
MOS Food Services Inc		4,700		111
MS&AD Insurance Group Holdings Inc		26,300		856

76

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares			Market Value ($ Thousands)
COMMON STOCK (continued)
Musashi Co Ltd		2,400		$	34
Natori Co Ltd		500			8
Nichirin Co Ltd		2,600			33
Nihon Chouzai Co Ltd		25,200			274
Nippn Corp		111,234			1,518
Nippon BS Broadcasting Corp (A)		1,700			14
Nippon Express Holdings Inc		7,900			543
Nippon Kanzai Co Ltd		6,700			155
Nippon Telegraph & Telephone Corp (A)		347,900			10,139
Nisshin Oillio Group Ltd/The		14,852			348
Nissin Electric Co Ltd		6,600			79
Nissin Foods Holdings Co Ltd		5,500			388
Nittoc Construction Co Ltd		10,000			58
Ohsho Food Service Corp		2,000			98
Okinawa Cellular Telephone Co		3,500			142
Okinawa Electric Power Co Inc/The		21,400			243
Ooedo Onsen Reit Investment Corp ‡		67			38
Oracle Corp Japan		12,400			864
Osaki Electric Co Ltd		13,700			53
Otsuka Holdings Co Ltd		19,400			672
OUG Holdings Inc		2,236	��		50
Plenus Co Ltd		14,200			235
Rock Field Co Ltd		3,100			38
Sakata Seed Corp		2,600			79
San Holdings Inc		3,800			49
San ju San Financial Group		6,900			84
San-A Co Ltd, Cl A		13,200			448
Sankyo Co Ltd		33,700			938
Shinmaywa Industries		8,000			60
Showa Sangyo Co Ltd		18,600			400
SKY Perfect JSAT Holdings Inc (A)		80,000			272
Softbank Corp		861,700			10,116
Sompo Holdings Inc		15,000			657
SOSiLA Logistics REIT ‡		33			44
SRA Holdings Inc		3,200			73
ST Corp		2,300			29
Sugi Holdings Co Ltd		22,000			1,094
Sundrug Co Ltd		55,400			1,354
Suzuden Corp		2,100			38
Takamatsu Construction Group		2,900			49
Takasago International		2,300			52
Tekken Corp		6,000			91
Toho Holdings Co Ltd		3,311			50
TOKAI Holdings		24,600			174
Tokyo Gas Co Ltd		28,700			527
Tosoh Corp		35,800			531
Towa Bank Ltd		7,100			31
Toyo Kanetsu		1,900			38
Toyo Suisan Kaisha Ltd		5,900			212
Trend Micro Inc/Japan		105,000			6,168
Tsuruha Holdings Inc		2,700			172
Unicafe Inc		6,400			51

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Unicharm Corp		53,200	$	1,902
United Super Markets Holdings Inc		101,800		881
Valor Holdings Co Ltd		6,500		113
Vital KSK Holdings Inc		46,400		280
Wowow Inc		7,424		98
XYMAX REIT Investment Corp ‡		105		108
Yakult Honsha Co Ltd (A)		16,800		901
Yaoko Co Ltd (A)		6,100		333
ZOZO Inc		35,500		952
				80,305
Netherlands — 1.7%
Aegon NV		82,480		439
Heineken Holding NV		1,881		148
ING Groep NV		105,961		1,116
JDE Peet's NV		15,328		441
Koninklijke Ahold Delhaize NV		151,653		4,896
Koninklijke KPN NV		633,337		2,215
Randstad NV		13,938		841
Shell PLC		132,404		3,657
Wolters Kluwer NV		26,902		2,878
				16,631
New Zealand — 0.2%
Freightways Ltd		34,341		294
Heartland Group Holdings		81,990		128
Spark New Zealand Ltd		414,669		1,320
Trustpower Ltd		8,293		41
Vector Ltd		34,384		96
Warehouse Group Ltd/The		25,590		59
				1,938
Norway — 1.5%
AF Gruppen ASA		449		10
Aker BP ASA		11,260		423
Bouvet ASA		2,334		19
DNB Bank ASA		137,598		3,132
Equinor ASA		167,654		6,280
Gjensidige Forsikring ASA		55,455		1,385
Kongsberg Gruppen ASA		25,271		1,012
Odfjell Drilling Ltd *		13,187		36
Odfjell Technology Ltd *		2,198		5
Sparebank 1 Oestlandet		3,854		62
SpareBank 1 SR-Bank		26,137		401
Sparebanken Vest		7,263		86
Telenor ASA		140,456		2,040
Veidekke ASA		21,684		302
				15,193
Portugal — 0.5%
Corticeira Amorim SGPS		2,886		32
Jeronimo Martins SGPS SA		117,170		2,828
Navigator Co SA/The		35,864		134

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

77

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
REN - Redes Energeticas Nacionais SGPS SA		471,024	$	1,494
				4,488
Singapore — 0.4%
Bukit Sembawang Estates Ltd ‡		11,700		43
Fraser and Neave Ltd		20,400		21
Jardine Cycle & Carriage Ltd		60,000		1,107
Kimly Ltd		90,400		26
Sheng Siong Group Ltd		1,367,374		1,535
Singapore Technologies Engineering Ltd		373,000		1,132
				3,864
Spain — 0.4%
Banco Bilbao Vizcaya Argentaria SA		95,851		550
Banco Santander SA		23,026		79
Cia de Distribucion Integral Logista Holdings		43,768		809
Enagas SA		88,871		1,985
Endesa SA		12,583		276
Financiera Alba		1,963		115
				3,814
Sweden — 0.8%
Axfood AB (A)		207,257		6,809
Essity AB, Cl B		47,942		1,141
Investor AB, Cl A		15,531		366
				8,316
Switzerland — 5.9%
AEVIS VICTORIA SA		1,506		30
Allreal Holding AG, Cl A ‡		8,266		1,778
Berner Kantonalbank AG		135		33
BKW AG		7,977		1,003
Chocoladefabriken Lindt & Spruengli AG		162		1,934
Emmi AG		1,122		1,230
LEM Holding SA		29		70
Luzerner Kantonalbank AG		151		71
Mobimo Holding AG ‡		1,713		549
Novartis AG		104,649		9,209
Plazza AG ‡		133		50
PSP Swiss Property AG ‡		19,524		2,576
Roche Holding AG-BR		1,683		738
Roche Holding AG-Genusschein		27,125		10,778
SGS SA, Cl B (A)		910		2,535
SKAN Group AG		1,091		76
Sonova Holding AG		19,796		8,271
St Galler Kantonalbank AG		381		191
Straumann Holding AG		670		1,074
Swiss Life Holding AG		2,412		1,550
Swiss Prime Site AG ‡		2,580		255
Swisscom AG (A)		23,620		14,222
TX Group AG		491		82
Valiant Holding AG		826		86
				58,391

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Kingdom — 2.1%
Alliance Pharma PLC		7,738	$	12
Big Yellow Group PLC ‡		9,108		185
British Land Co PLC ‡		94,402		658
Bunzl PLC		16,031		627
Genus PLC		5,958		222
Howden Joinery Group PLC		41,252		414
Imperial Brands PLC		89,700		1,900
J Sainsbury PLC		996,991		3,318
Liberty Global PLC, Cl A *		28,939		738
Liberty Global PLC, Cl C *		73,900		1,915
Linde PLC		12,877		4,113
M&G PLC		424,707		1,238
National Grid PLC		14,786		229
Reckitt Benckiser Group PLC		21,185		1,633
Rightmove PLC		36,023		299
Sage Group PLC/The		40,584		373
Tesco PLC		663,758		2,408
Unilever PLC		23,783		1,085
				21,367
United States — 58.6%
Communication Services — 5.1%
Alphabet Inc, Cl A *		4,401		12,241
Alphabet Inc, Cl C *		867		2,421
AT&T Inc		436,095		10,305
Comcast Corp, Cl A		8,307		389
Electronic Arts Inc		918		116
Fox Corp, Cl A		54,494		2,150
Fox Corp, Cl B		51,090		1,853
Liberty Media Corp-Liberty Formula One, Cl C *		3,780		264
Liberty Media Corp-Liberty SiriusXM *		5,335		244
Meta Platforms Inc, Cl A *		110		24
Omnicom Group Inc		52,730		4,476
Scholastic Corp, Cl B		21,265		857
Verizon Communications Inc		284,487		14,492
Yelp Inc, Cl A *		21,438		731
				50,563
Consumer Discretionary — 0.9%
AutoZone Inc *		2,255		4,610
Domino's Pizza Inc		3,538		1,440
O'Reilly Automotive Inc *		931		638
Target Corp, Cl A		11,799		2,504
				9,192
Consumer Staples — 14.7%
Archer-Daniels-Midland Co		23,870		2,154
Casey's General Stores Inc		31,854		6,313
Church & Dwight Co Inc		64,379		6,398
Clorox Co/The		26,573		3,694
Coca-Cola Co/The		28,036		1,738
Colgate-Palmolive Co		109,565		8,308
Conagra Brands Inc		2,371		80

78

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		25,455	$	14,658
Flowers Foods Inc		163,399		4,201
General Mills Inc		130,077		8,809
Hershey Co/The		55,262		11,971
Hormel Foods Corp		25,051		1,291
J M Smucker Co/The		30,046		4,069
John B Sanfilippo & Son Inc		7,496		626
Kellogg Co		108,918		7,024
Kimberly-Clark Corp		36,795		4,532
Kroger Co/The		66,834		3,834
McCormick & Co Inc/MD		15,300		1,527
Mondelez International Inc, Cl A		119,899		7,527
Nestle SA		14,084		1,836
PepsiCo Inc		41,651		6,972
Philip Morris International Inc		74,471		6,996
Procter & Gamble Co/The		70,137		10,717
Tyson Foods Inc, Cl A		39,748		3,563
USANA Health Sciences Inc *		14,391		1,143
Walgreens Boots Alliance Inc		29,149		1,305
Walmart Inc		97,994		14,593
				145,879
Financials — 4.6%
American Business Bank *		1,369		57
Aon PLC, Cl A		7,297		2,376
Arthur J Gallagher & Co		9,479		1,655
Berkshire Hathaway Inc, Cl A *		11		5,818
Berkshire Hathaway Inc, Cl B *		23,023		8,125
Brown & Brown Inc		60,046		4,340
Cboe Global Markets Inc		23,313		2,668
CME Group Inc		18,243		4,339
First American Financial Corp		15,426		1,000
Intercontinental Exchange Inc		56,045		7,404
Marsh & McLennan Cos Inc		46,568		7,936
Nelnet Inc, Cl A		1,938		165
Sixth Street Specialty Lending Inc		51		1
Waterstone Financial Inc		21,532		416
				46,300
Health Care — 11.6%
Abbott Laboratories		26,368		3,121
AbbVie Inc		54,728		8,872
Agilent Technologies Inc		28,328		3,749
Becton Dickinson and Co		10,447		2,779
Bio-Rad Laboratories Inc, Cl A *		10,079		5,677
Bristol-Myers Squibb Co		17,139		1,252
Cerner Corp		61,826		5,784
Chemed Corp		11,106		5,626
CVS Health Corp		26,200		2,652
Gilead Sciences Inc		188,593		11,212
GlaxoSmithKline PLC		408,444		8,852
HCA Healthcare Inc		3,113		780
Henry Schein Inc *		26,827		2,339
IDEXX Laboratories Inc *		2,756		1,508

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Johnson & Johnson		75,374	$	13,358
Laboratory Corp of America Holdings *		10,862		2,864
Masimo Corp *		3,706		539
McKesson Corp		22,786		6,975
Merck & Co Inc		35,949		2,950
Mettler-Toledo International Inc *		4,082		5,605
Molina Healthcare Inc *		3,647		1,217
National HealthCare Corp		9,320		655
Pfizer Inc		88,931		4,604
Prestige Consumer Healthcare Inc, Cl A *		31,741		1,680
Quest Diagnostics Inc		979		134
Regeneron Pharmaceuticals Inc *		3,423		2,391
Vertex Pharmaceuticals Inc *		10,620		2,771
Waters Corp *		16,583		5,147
West Pharmaceutical Services Inc		882		362
				115,455
Industrials — 4.2%
3M Co		17,240		2,567
A O Smith Corp		13,271		848
AMERCO		3,942		2,353
CH Robinson Worldwide Inc		38,279		4,123
Expeditors International of Washington Inc		97,942		10,104
Ferguson PLC		44,670		6,045
General Dynamics Corp		25,860		6,237
Graco Inc		17,242		1,202
Lockheed Martin Corp		724		319
Northrop Grumman Corp		449		201
Robert Half International Inc		62,710		7,160
Waste Management Inc		2,314		367
				41,526
Information Technology — 10.5%
Accenture PLC, Cl A		14,351		4,840
Amdocs Ltd		33,775		2,777
Arista Networks Inc *		45,981		6,390
Arrow Electronics Inc, Cl A *		4,726		561
Avnet Inc		16,532		671
Broadcom Inc		7,828		4,929
Cadence Design Systems Inc *		7,616		1,252
Ciena Corp *		68,243		4,138
Cisco Systems Inc/Delaware		197,494		11,012
CommVault Systems Inc *		50,741		3,367
Dell Technologies Inc, Cl C		10,610		532
F5 Inc, Cl A *		5,654		1,181
Fair Isaac Corp *		5,805		2,708
Fortinet Inc *		16,530		5,649
HP Inc		39,179		1,422
Jack Henry & Associates Inc		5,917		1,166
Juniper Networks Inc		279,235		10,377
Keysight Technologies Inc *		17,847		2,819
Microsoft Corp		26,043		8,029
Motorola Solutions Inc		34,285		8,304
National Instruments Corp		30,794		1,250

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

79

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NetApp Inc		14,925	$	1,239
NetScout Systems Inc *		31,539		1,012
Oracle Corp, Cl B		131,464		10,876
Paychex Inc		9,973		1,361
Progress Software Corp		5,104		240
SS&C Technologies Holdings Inc		70,682		5,303
Synopsys Inc *		612		204
VMware Inc, Cl A		11,189		1,274
				104,883
Materials — 4.4%
AptarGroup Inc		12,155		1,428
Ecolab Inc		33,173		5,857
Huntsman Corp		7,340		275
Materion Corp		15,591		1,337
Newmont Corp		78,468		6,234
Packaging Corp of America		38,067		5,943
Reliance Steel & Aluminum Co		53,828		9,870
Royal Gold Inc, Cl A		29,362		4,148
Sealed Air Corp		2,589		174
Sherwin-Williams Co/The, Cl A		11,298		2,820
Silgan Holdings Inc		87,612		4,050
Sonoco Products Co		23,538		1,473
Valvoline Inc		9,738		307
				43,916
Real Estate — 0.7%
Extra Space Storage Inc ‡		11,284		2,320
Public Storage ‡		11,664		4,552
Varia US Properties AG ‡		560		35
				6,907
Utilities — 1.9%
American Electric Power Co Inc		9,451		943
American Water Works Co Inc		8,307		1,375
Consolidated Edison Inc		23,418		2,217
DTE Energy Co		26,116		3,453
Duke Energy Corp		29,177		3,258
Hawaiian Electric Industries Inc		34,368		1,454
NiSource Inc		9,494		302
PPL Corp		74,291		2,122
UGI Corp		62,114		2,250
WEC Energy Group Inc		13,217		1,319
				18,693
				583,314
Unites States — 0.2%
Amcor PLC		188,272		2,133
Total Common Stock
(Cost $855,209) ($ Thousands)				981,737

Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK — 0.1%
Germany — 0.1%
Fuchs Petrolub (B)		4,331	$	158
Henkel AG & Co KGaA(B)		20,419		1,371
				1,529
Total Preferred Stock
(Cost $1,974) ($ Thousands)				1,529
AFFILIATED PARTNERSHIP — 4.2%
SEI Liquidity Fund, L.P.
0.300% **†(C)		41,851,468		41,856
Total Affiliated Partnership
(Cost $41,856) ($ Thousands)				41,856
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		4,911,691		4,912
Total Cash Equivalent
(Cost $4,912) ($ Thousands)				4,912
Total Investments in Securities — 103.4%
(Cost $903,951) ($ Thousands)			$	1,030,034

80

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Euro STOXX 50		9		Jun-2022	$	363	$	383	$	14
FTSE 100 Index		2		Jun-2022		196		197		1
S&P 500 Index E-MINI		10		Jun-2022		2,124		2,265		142
SPI 200 Index		2		Jun-2022		278		281		3
TOPIX Index		2		Jun-2022		324		321		(5	)
					$	3,285	$	3,447	$	155

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BARCLAY BANK PLC		05/03/22		GBP	160,209		USD	81,114	$	(175	)
BNP Paribas		04/04/22 - 05/04/22		SGD	5,603		USD	4,131		(10	)
BNP Paribas		04/04/22		AUD	10,814		USD	7,859		(262	)
BNP Paribas		04/04/22		CAD	21,060		USD	16,625		(236	)
BNP Paribas		04/04/22		CHF	28,667		USD	31,198		47
BNP Paribas		04/04/22		SEK	34,699		USD	3,630		(93	)
BNP Paribas		04/04/22		DKK	85,193		USD	12,821		78
BNP Paribas		04/04/22		HKD	153,862		USD	19,685		39
Brown Brothers Harriman		04/04/22 - 05/02/22		NZD	59		USD	40		(1	)
Brown Brothers Harriman		05/04/22		SGD	18		USD	13		—
Brown Brothers Harriman		04/04/22 - 05/04/22		SGD	169		USD	125		—
Brown Brothers Harriman		04/04/22		USD	353		SGD	479		1
Brown Brothers Harriman		04/04/22		USD	374		SEK	3,608		13
Brown Brothers Harriman		04/04/22		USD	441		NZD	649		11
Brown Brothers Harriman		04/04/22 - 05/02/22		USD	8		NZD	11		—
Brown Brothers Harriman		04/04/22		USD	358		NOK	3,194		7
Brown Brothers Harriman		04/04/22		USD	125		NOK	1,082		(1	)
Brown Brothers Harriman		04/04/22		USD	615		AUD	836		13
Brown Brothers Harriman		04/04/22 - 05/03/22		GBP	311		USD	411		1
Brown Brothers Harriman		04/04/22 - 05/03/22		GBP	499		USD	654		(3	)
Brown Brothers Harriman		04/04/22		USD	1,102		CAD	1,402		21
Brown Brothers Harriman		05/03/22		USD	6		HKD	45		—
Brown Brothers Harriman		04/04/22		USD	1,263		HKD	9,879		(2	)
Brown Brothers Harriman		04/04/22		USD	476		GBP	363		2
Brown Brothers Harriman		04/04/22		USD	857		GBP	644		(10	)
Brown Brothers Harriman		04/04/22 - 05/02/22		AUD	1,451		USD	1,065		(25	)
Brown Brothers Harriman		04/04/22		USD	1,572		DKK	10,603		14
Brown Brothers Harriman		05/02/22		CAD	82		USD	65		—
Brown Brothers Harriman		04/04/22 - 05/02/22		CAD	1,565		USD	1,233		(19	)
Brown Brothers Harriman		04/04/22 - 05/02/22		USD	1,548		CHF	1,436		13
Brown Brothers Harriman		04/04/22 - 05/02/22		USD	237		CHF	218		(1	)
Brown Brothers Harriman		04/04/22 - 05/02/22		USD	101		JPY	12,236		—
Brown Brothers Harriman		04/04/22		USD	1,977		JPY	227,893		(99	)
Brown Brothers Harriman		04/04/22		CHF	369		USD	401		—
Brown Brothers Harriman		04/04/22		CHF	1,980		USD	2,120		(32	)
Brown Brothers Harriman		04/04/22		USD	2,766		EUR	2,514		32
Brown Brothers Harriman		05/02/22		EUR	116		USD	130		—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

81

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Global Managed Volatility Fund (Concluded)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/04/22 - 05/02/22		EUR	2,991		USD	3,294	$	(34	)
Brown Brothers Harriman		05/02/22		SEK	163		USD	18		—
Brown Brothers Harriman		04/04/22 - 05/02/22		SEK	5,144		USD	534		(18	)
Brown Brothers Harriman		04/04/22 - 05/02/22		DKK	314		USD	47		—
Brown Brothers Harriman		04/04/22 - 05/02/22		DKK	6,819		USD	1,009		(11	)
Brown Brothers Harriman		04/04/22 - 05/03/22		HKD	13,512		USD	1,728		2
Brown Brothers Harriman		04/04/22 - 05/02/22		NOK	252		USD	29		—
Brown Brothers Harriman		04/04/22 - 05/02/22		NOK	29,418		USD	3,298		(66	)
Brown Brothers Harriman		04/04/22		JPY	619,280		USD	5,258		156
Brown Brothers Harriman		04/04/22 - 05/02/22		JPY	47,031		USD	386		(2	)
Standard Chartered		04/04/22		GBP	10,315		USD	13,832		250
Standard Chartered		04/04/22		EUR	34,883		USD	38,930		118
Standard Chartered		04/04/22		JPY	4,961,962		USD	43,231		2,350
Standard Chartered		05/02/22		JPY	5,394,024		USD	44,302		(169	)
Standard Chartered		05/02/22		SEK	35,253		USD	3,798		13
Standard Chartered		05/02/22		DKK	79,903		USD	11,967		4
Standard Chartered		05/03/22		HKD	155,485		USD	19,871		11
Westpac Banking		04/04/22		NZD	1,759		USD	1,191		(33	)
Westpac Banking		05/02/22		EUR	34,701		USD	38,634		(3	)
									$	1,891

	Percentages are based on a Net Assets of $995,782 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $41,874 ($ Thousands).
(B)	There is currently no rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $41,856 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

REIT — Real Estate investment Trust

S&P— Standard & Poor's

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX — Tokyo Price Index

USD — U.S. Dollar

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		981,737		–		–		981,737
Preferred Stock		1,371		158		–		1,529
Affiliated Partnership		–		41,856		–		41,856
Cash Equivalent		4,912		–		–		4,912
Total Investments in Securities		988,020		42,014		–		1,030,034

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		160			–			–		160
Unrealized Depreciation		(5	)		–			–		(5	)
Forwards Contracts*
Unrealized Appreciation		–			3,196			–		3,196
Unrealized Depreciation		–			(1,305	)		–		(1,305	)
Total Other Financial Instruments		155			1,891			–		2,046

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

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

82

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	13,534	$	76,128	$	(47,806	)	$	(1	)	$	1	$	41,856		41,851,468	$	21	$	—
SEI Daily Income Trust, Government Fund, Cl F		9,489		60,766		(65,343	)		—			—		4,912		4,911,691		1		—
Totals	$	23,023	$	136,894	$	(113,149	)	$	(1	)	$	1	$	46,768			$	22	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

83

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 2.5%
Activision Blizzard Inc		36,557	$	2,929
Alphabet Inc, Cl A *		1,342		3,733
Alphabet Inc, Cl C *		590		1,648
Fox Corp, Cl A		83,711		3,302
Fox Corp, Cl B		20,928		759
John Wiley & Sons Inc, Cl A		55,857		2,962
Madison Square Garden Entertainment Corp *		12,894		1,074
Madison Square Garden Sports Corp *		8,586		1,540
Netflix Inc *		2,009		753
New York Times Co/The, Cl A		79,939		3,664
Take-Two Interactive Software Inc, Cl A *		14,286		2,196
Zynga Inc, Cl A *		161,144		1,489
				26,049
Consumer Discretionary — 6.5%
Amazon.com Inc, Cl A *		229		746
AutoZone Inc *		10,000		20,446
Darden Restaurants Inc		15,105		2,008
Dick's Sporting Goods Inc (A)		32,489		3,250
Dollar General Corp		8,848		1,970
Domino's Pizza Inc		2,404		978
eBay Inc		122,000		6,986
Frontdoor Inc *		25,609		764
Graham Holdings Co, Cl B		4,037		2,469
McDonald's Corp		25,821		6,385
Target Corp, Cl A		76,997		16,340
Toyota Motor Corp ADR (A)		38,500		6,940
				69,282
Consumer Staples — 15.8%
Altria Group Inc		51,246		2,677
Bunge Ltd		11,344		1,257
Campbell Soup Co		38,780		1,728
Church & Dwight Co Inc		65,117		6,471

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Clorox Co/The		11,028	$	1,533
Coca-Cola Co/The		63,107		3,913
Coca-Cola Europacific Partners PLC		49,400		2,401
Colgate-Palmolive Co		96,311		7,303
Costco Wholesale Corp		13,236		7,622
General Mills Inc		51,227		3,469
Hershey Co/The		35,196		7,625
Hormel Foods Corp		125,879		6,488
J M Smucker Co/The		26,111		3,536
Kellogg Co		91,886		5,926
Kimberly-Clark Corp		2,775		342
Kroger Co/The		385,532		22,118
Lamb Weston Holdings Inc		28,333		1,698
McCormick & Co Inc/MD		78,204		7,805
Metro Inc/CN, Cl A		58,400		3,364
PepsiCo Inc		56,305		9,424
Procter & Gamble Co/The		50,025		7,644
Sanderson Farms Inc		20,200		3,787
Tyson Foods Inc, Cl A		183,000		16,402
Walmart Inc		220,879		32,893
				167,426
Energy — 0.4%
DT Midstream Inc		19,049		1,034
Williams Cos Inc/The		101,321		3,385
				4,419
Financials — 12.2%
Aflac Inc		112,800		7,263
Allstate Corp/The		65,446		9,065
American Financial Group Inc/OH		41,500		6,043
Assurant Inc		10,566		1,921
Bank of America Corp		7,089		292
Bank of Hawaii Corp		15,469		1,298
Bank of New York Mellon Corp/The		72,600		3,603
Berkshire Hathaway Inc, Cl B *		64,800		22,869
Cboe Global Markets Inc		46,588		5,331
Chubb Ltd		12,399		2,652
Cullen/Frost Bankers Inc		10,482		1,451
Everest Re Group Ltd		39,096		11,783
Hanover Insurance Group Inc/The, Cl A		30,304		4,531
MGIC Investment Corp		141,647		1,919
Morningstar Inc, Cl A		21,864		5,973
National Bank of Canada		54,700		4,197
Progressive Corp/The		115,800		13,200
RenaissanceRe Holdings Ltd		31,431		4,982
TFS Financial Corp		125,478		2,083
Travelers Cos Inc/The		83,472		15,253
Upstart Holdings Inc *		2,752		300
White Mountains Insurance Group Ltd		2,847		3,235
				129,244
Health Care — 20.3%
AbbVie Inc		53,300		8,641

84

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ABIOMED Inc *		6,106	$	2,023
AmerisourceBergen Corp, Cl A		14,727		2,278
Amgen Inc, Cl A		16,800		4,063
Anthem Inc		44,047		21,637
AstraZeneca PLC ADR		93,200		6,183
Baxter International Inc		37,184		2,883
Bio-Rad Laboratories Inc, Cl A *		4,035		2,273
Bristol-Myers Squibb Co		132,638		9,687
Chemed Corp		1,680		851
CVS Health Corp		31,417		3,180
Danaher Corp, Cl A		4,391		1,288
Eli Lilly & Co		95,629		27,385
Gilead Sciences Inc		24,174		1,437
Humana Inc		29,627		12,893
Johnson & Johnson		176,016		31,195
McKesson Corp		8,957		2,742
Merck & Co Inc		177,062		14,528
Mettler-Toledo International Inc *		3,168		4,350
Organon & Co		24,129		843
Pfizer Inc		367,569		19,029
Premier Inc, Cl A		67,410		2,399
Quest Diagnostics Inc		50,752		6,946
Reata Pharmaceuticals Inc, Cl A *		6,330		207
Thermo Fisher Scientific Inc		6,544		3,865
UnitedHealth Group Inc		35,650		18,180
Zoetis Inc, Cl A		18,364		3,463
				214,449
Industrials — 10.3%
3M Co		15,668		2,333
Carrier Global Corp		50,700		2,326
CH Robinson Worldwide Inc		34,716		3,739
Cummins Inc		13,400		2,749
EMCOR Group Inc		13,365		1,505
General Dynamics Corp		30,100		7,260
L3Harris Technologies Inc		26,704		6,635
Landstar System Inc		11,414		1,722
Lockheed Martin Corp		5,885		2,598
Northrop Grumman Corp		40,245		17,998
Quanta Services Inc		37,697		4,961
Raytheon Technologies Corp		135,100		13,384
Republic Services Inc		146,100		19,358
Schneider National Inc, Cl B		108,955		2,778
Waste Management Inc		124,467		19,728
				109,074
Information Technology — 20.6%
Amdocs Ltd		227,100		18,670
Apple Inc		291,300		50,864
Atlassian Corp PLC, Cl A *		9,066		2,664
Automatic Data Processing Inc		12,312		2,801
Ciena Corp *		29,458		1,786
Cisco Systems Inc/Delaware		323,319		18,028

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CSG Systems International Inc		37,600	$	2,390
DocuSign Inc, Cl A *		11,775		1,261
F5 Inc, Cl A *		24,793		5,181
Intel Corp		307,300		15,230
Jack Henry & Associates Inc		10,939		2,156
Marvell Technology Inc		24,484		1,756
Microsoft Corp		92,212		28,430
Motorola Solutions Inc		87,963		21,305
NetApp Inc		46,295		3,842
Oracle Corp, Cl B		215,117		17,797
Qorvo Inc *		29,520		3,663
Seagate Technology Holdings PLC		63,600		5,718
Synopsys Inc *		41,600		13,864
				217,406
Materials — 2.5%
AptarGroup Inc		6,262		736
Avery Dennison Corp		31,600		5,497
Corteva Inc		84,619		4,864
Royal Gold Inc, Cl A		15,384		2,173
Sealed Air Corp		136,300		9,127
Silgan Holdings Inc		81,300		3,759
				26,156
Real Estate — 0.3%
Equity LifeStyle Properties Inc ‡		29,390		2,248
SBA Communications Corp, Cl A ‡		4,204		1,446
				3,694
Utilities — 7.3%
Ameren Corp		74,283		6,965
American Electric Power Co Inc		84,897		8,470
DTE Energy Co		38,099		5,037
Duke Energy Corp		41,536		4,638
Entergy Corp		26,600		3,106
Eversource Energy		82,362		7,263
National Fuel Gas Co		34,340		2,359
NextEra Energy Inc		105,783		8,961
Portland General Electric Co		73,374		4,047
Public Service Enterprise Group Inc		183,544		12,848
Southern Co/The		83,686		6,068
WEC Energy Group Inc		75,896		7,575
				77,337
Total Common Stock
(Cost $451,744) ($ Thousands)				1,044,536

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

85

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed Managed Volatility Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
0.300% **†(B)		9,654,831	$	9,655
Total Affiliated Partnership
(Cost $9,656) ($ Thousands)				9,655
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		13,893,933		13,894
Total Cash Equivalent
(Cost $13,894) ($ Thousands)				13,894
Total Investments in Securities — 100.9%
(Cost $475,294) ($ Thousands)			$	1,068,085

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		26		Jun-2022	$	5,911	$	5,890	$	(21	)

	Percentages are based on Net Assets of $1,058,308 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022 was $6,139 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $9,655 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,044,536		–		–		1,044,536
Affiliated Partnership		–		9,655		–		9,655
Cash Equivalent		13,894		–		–		13,894
Total Investments in Securities		1,058,430		9,655		–		1,068,085

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(21	)		–		–		(21	)
Total Other Financial Instruments		(21	)		–		–		(21	)

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

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

86

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	4,919	$	41,368	$	(36,632	)	$	—	$	—	$	9,655		9,654,831	$	11	$	—
SEI Daily Income Trust, Government Fund, Cl F		18,450		75,130		(79,686	)		—		—		13,894		13,893,933		2		—
Totals	$	23,369	$	116,498	$	(116,318	)	$	—	$	—	$	23,549			$	13	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

87

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed International Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.5%
Australia — 6.3%
Abacus Property Group ‡		158,019	$	390
AGL Energy Ltd		212,782		1,230
Ansell Ltd		33,091		638
ASX Ltd		5,643		344
Aurizon Holdings Ltd		606,674		1,675
Bendigo & Adelaide Bank		74,373		570
BHP Group Ltd		27,722		1,078
Charter Hall Long Wale ‡		89,728		357
Coles Group Ltd		70,257		942
CSL Ltd		3,288		659
Deterra Royalties		101,448		366
Dexus ‡		42,121		344
EBOS Group Ltd		5,627		162
Elders Ltd		53,869		536
Endeavour Group Ltd		21,286		116
Glencore PLC		57,001		373
Harvey Norman Holdings Ltd		469,181		1,876
Inghams Group Ltd		376,651		863
JB Hi-Fi Ltd		41,355		1,676
Medibank Pvt Ltd		47,280		109
Metcash Ltd, Cl A		327,149		1,110
Newcrest Mining Ltd		13,198		265
Orora Ltd		461,555		1,244
REA Group Ltd		3,994		402
Rio Tinto Ltd		14,158		1,263
Rio Tinto PLC		6,903		550
Rio Tinto PLC ADR		2,248		181
Sonic Healthcare Ltd		62,555		1,660
Telstra Corp Ltd, Cl B		502,620		1,483
Treasury Wine Estates Ltd		37,848		327
Vicinity Centres ‡		81,726		113
Wesfarmers Ltd		30,590		1,153

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Woolworths Group Ltd		17,215	$	480
				24,535
Austria — 0.9%
CA Immobilien Anlagen AG ‡		4,737		148
Erste Group Bank AG		6,526		239
EVN AG		6,728		174
Mayr Melnhof Karton AG		3,798		681
Oesterreichische Post AG (A)		32,046		1,145
S IMMO AG ‡		9,548		235
Telekom Austria AG, Cl A		81,520		633
voestalpine AG		3,496		105
				3,360
Belgium — 1.0%
Ageas		27,240		1,382
Etablissements Franz Colruyt NV		35,595		1,482
Proximus SADP		31,281		586
UCB SA, Cl A		4,841		583
				4,033
Brazil — 0.1%
Yara International ASA		7,926		399
Canada — 2.7%
Bank of Nova Scotia, Cl C		13,689		982
Canadian Imperial Bank of Commerce		15,826		1,923
Canadian Tire Corp Ltd, Cl A		17,338		2,620
Cogeco Communications Inc		18,559		1,538
Empire Co Ltd, Cl A		34,652		1,230
Loblaw Cos Ltd		24,108		2,165
				10,458
China — 0.5%
BOC Hong Kong Holdings Ltd		291,500		1,100
Lee & Man Paper Manufacturing Ltd		697,000		363
Wilmar International Ltd		124,500		432
				1,895
Denmark — 2.8%
AP Moller - Maersk A/S, Cl B		384		1,167
Carlsberg A/S, Cl B		9,406		1,159
Coloplast A/S, Cl B		10,603		1,622
Danske Bank A/S		60,283		1,012
Genmab A/S *		1,478		541
Jyske Bank A/S *		8,740		480
Novo Nordisk A/S, Cl B		16,930		1,890
Royal Unibrew A/S		2,426		229
Scandinavian Tobacco Group A/S		73,722		1,584
Solar A/S, Cl B		3,143		350
Sydbank A/S		22,507		776
UIE		564		169
				10,979
Finland — 1.6%
Elisa Oyj		14,473		878

88

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fortum Oyj		5,932	$	108
Kemira Oyj		45,914		605
Kesko Oyj, Cl B		61,076		1,690
Orion Oyj, Cl B		31,149		1,422
TietoEVRY Oyj		44,315		1,187
Tokmanni Group Corp		11,828		198
Valmet Oyj		4,395		137
				6,225
France — 8.7%
Air Liquide SA		3,658		643
Arkema SA		3,435		413
AXA SA		58,735		1,726
BNP Paribas SA		3,209		184
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		4,916		118
Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France		1,336		122
Caisse Regionale de Credit Agricole Mutuel Sud Rhone Alpes		484		76
Caisse Regionale De Credit Agricole Mutuel Toulouse 31		1,278		109
Carrefour SA		180,783		3,939
Cie Generale des Etablissements Michelin SCA		17,959		2,446
Credit Agricole SA		22,471		271
Danone SA		14,006		779
Dassault Systemes		10,987		543
Engie SA		41,332		546
Hermes International		565		804
Ipsen SA		3,500		440
Legrand SA		9,769		934
L'Oreal SA		3,678		1,482
Metropole Television SA		61,738		1,223
Orange SA		303,697		3,607
Pernod Ricard SA		6,112		1,350
Publicis Groupe SA		1,746		106
Sanofi		68,990		7,097
Sartorius Stedim Biotech		869		359
SEB SA		1,787		251
Societe BIC SA		25,897		1,316
Societe Generale SA		7,829		211
Stellantis		9,533		156
Teleperformance		308		118
Thales SA, Cl A		6,701		848
TOTAL SA		19,480		990
Virbac SA		506		204
Vivendi SA		39,336		516
				33,927
Germany — 5.4%
adidas AG		674		159
BASF SE		9,111		522

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bayerische Motoren Werke AG		3,506	$	304
Beiersdorf AG		8,145		860
Deutsche Post AG		37,481		1,801
Deutsche Telekom AG		184,690		3,479
E.ON SE		251,237		2,936
Freenet AG		58,729		1,577
Hannover Rueck SE		1,509		258
Henkel AG & Co KGaA		5,568		369
Hornbach Holding AG & Co KGaA		12,407		1,572
Knorr-Bremse AG		7,844		605
Mercedes-Benz Group AG		3,730		263
Merck KGaA		11,111		2,342
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		6,021		1,620
QIAGEN NV *		6,304		311
Siemens Healthineers AG		6,608		412
Sirius Real Estate Ltd ‡		87,389		144
Talanx AG		3,767		167
Uniper SE		47,292		1,225
Vonovia SE ‡		3,062		144
				21,070
Hong Kong — 3.3%
Chevalier International Holdings		78,000		93
China Motor Bus Co Ltd ‡		9,200		109
CK Hutchison Holdings Ltd		154,500		1,132
CK Infrastructure Holdings Ltd		94,000		629
CLP Holdings Ltd, Cl B		115,500		1,126
Dah Sing Banking Group Ltd		340,000		301
HK Electric Investments & HK Electric Investments Ltd		1,490,000		1,456
HKT Trust & HKT Ltd		904,000		1,241
Hutchison Telecommunications Hong Kong Holdings		1,162,000		187
Kerry Properties Ltd ‡		395,000		1,110
Link ‡		58,800		501
Pacific Textiles Holdings		576,000		267
PCCW Ltd		1,434,704		808
Power Assets Holdings Ltd		205,500		1,338
SmarTone Telecommunications Holdings		328,500		175
VTech Holdings Ltd		286,300		2,081
WH Group Ltd		314,500		198
				12,752
Indonesia — 0.1%
First Resources Ltd		314,800		477
Ireland — 0.2%
Dole PLC		11,373		141
ICON PLC ADR *		406		99
Kerry Group PLC, Cl A		3,719		419
				659
Israel — 1.5%
Albaad Massuot Yitzhak Ltd *		8,411		85

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

89

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank Hapoalim BM		61,461	$	608
Bank Leumi Le-Israel BM		125,017		1,354
Check Point Software Technologies Ltd *		12,153		1,680
Elbit Systems Ltd		2,917		639
Kerur Holdings Ltd		4,093		109
Mizrahi Tefahot Bank Ltd		12,013		471
Nice Ltd *		945		207
Radware Ltd *		18,970		607
Shufersal Ltd		26,493		240
				6,000
Italy — 2.4%
A2A SpA		695,413		1,199
ACEA SpA		34,866		644
Assicurazioni Generali SpA		22,202		509
Enel SpA		99,794		670
Eni SpA		175,272		2,580
Hera SpA		309,958		1,152
Iren SpA		38,535		103
Terna - Rete Elettrica Nazionale		41,284		357
UnipolSai Assicurazioni SpA		724,945		2,157
				9,371
Japan — 22.6%
AEON Investment Corp ‡		918		1,141
Aozora Bank Ltd (A)		37,600		794
Arcs Co Ltd		43,600		758
Bandai Namco Holdings Inc		2,300		175
Bridgestone Corp		32,900		1,277
Brother Industries Ltd		33,600		614
Canon Inc		104,200		2,557
Choushimaru Co Ltd		10,500		100
Chubu Electric Power Co Inc		10,000		104
COMSYS Holdings Corp		6,300		138
Daicel Corp (A)		83,800		559
Daiichi Sankyo Co Ltd		7,500		164
Daiki Aluminium Industry Co Ltd (A)		18,900		244
Dairei Co Ltd		6,300		98
Daito Trust Construction Co Ltd		6,300		671
DCM Holdings Co Ltd		151,200		1,309
Earth Corp		13,200		603
EDION Corp (A)		75,700		705
EXEO Group Inc		8,300		154
Ezaki Glico Co Ltd		4,900		150
FUJIFILM Holdings Corp		9,400		575
Fujitsu Ltd		1,500		225
Hokkaido Gas Co Ltd		9,800		119
Honda Motor Co Ltd		32,300		917
Hoya Corp		1,500		170
Inaba Denki Sangyo Co Ltd		50,800		1,035
Inpex Corp		39,500		467
ITOCHU Corp (A)		124,300		4,219
Itochu Enex Co Ltd		119,800		1,010

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Itoham Yonekyu Holdings		30,700	$	163
Iwatani Corp		11,200		474
Japan Post Bank Co Ltd (A)		139,500		1,122
Japan Post Holdings Co Ltd		212,600		1,563
Japan Tobacco Inc		125,300		2,147
JXTG Holdings Inc (A)		302,500		1,138
Kadoya Sesame Mills Inc		2,600		80
Kaken Pharmaceutical Co Ltd (A)		46,800		1,493
Kamigumi Co Ltd		75,300		1,358
Kaneka Corp		20,500		594
Kato Sangyo Co Ltd		8,700		226
KDDI Corp (A)		165,700		5,450
Keihanshin Building Co Ltd ‡		14,200		175
Keiyo Co Ltd		32,400		237
Kinden Corp		69,800		902
Kobayashi Pharmaceutical Co		1,200		97
Kurimoto Ltd		6,800		88
Kyokuyo Co Ltd		3,800		104
KYORIN Holdings Inc (A)		12,100		176
Kyushu Electric Power Co Inc		21,500		144
Lawson Inc		31,300		1,204
Lintec Corp		41,400		824
Lion Corp		17,100		191
Maruichi Steel Tube Ltd (A)		27,500		622
McDonald's Holdings Co Japan Ltd		38,400		1,602
Medipal Holdings Corp		57,500		949
MEIJI Holdings Co Ltd		18,200		989
Mirait Holdings Corp		41,400		661
Mitsubishi Electric Corp		9,100		105
Mitsubishi Shokuhin Co Ltd		33,300		823
Miyoshi Oil & Fat Co Ltd		10,200		97
Mizuho Financial Group Inc (A)		246,480		3,143
MS&AD Insurance Group Holdings Inc		33,000		1,073
Nintendo Co Ltd		700		353
Nippn Corp		57,000		778
Nippo Corp *(A)		–		–
Nippon Express Holdings Inc		10,600		729
Nippon Kanzai Co Ltd		5,500		127
Nippon Telegraph & Telephone Corp (A)		231,300		6,741
Nippon Television Holdings		69,200		722
Nisshin Oillio Group Ltd/The		29,000		679
Nissin Foods Holdings Co Ltd		2,500		176
Nitto Fuji Flour Milling Co Ltd		8,000		298
Nomura Holdings Inc (A)		262,100		1,099
Okinawa Cellular Telephone Co		3,100		126
Ono Pharmaceutical Co Ltd		14,600		367
Oracle Corp Japan		1,500		105
ORIX Corp		60,100		1,198
Otsuka Corp		9,100		323
Otsuka Holdings Co Ltd		6,200		215
OUG Holdings Inc		4,800		108
Pola Orbis Holdings Inc		15,600		204

90

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rengo Co Ltd		107,600	$	689
Resona Holdings Inc		24,700		106
Ricoh Co Ltd (A)		22,000		191
Sankyo Co Ltd		38,600		1,075
Sankyu Inc		16,800		549
Sawai Group Holdings		5,400		198
Secom Co Ltd		1,400		102
Seino Holdings Co Ltd		85,400		778
Sekisui House Ltd		47,800		927
Seven & i Holdings Co Ltd		8,100		386
Shimamura Co Ltd		1,200		107
Shin-Keisei Electric Railway Co Ltd		5,700		96
Shionogi & Co Ltd		3,400		210
Softbank Corp		163,500		1,919
Sompo Holdings Inc		16,900		741
Sugi Holdings Co Ltd		2,500		124
Sumitomo Corp		24,000		416
Sumitomo Mitsui Financial Group Inc		57,900		1,843
Sumitomo Osaka Cement Co Ltd (A)		32,100		880
Sundrug Co Ltd		3,600		88
Suzuken Co Ltd/Aichi Japan		8,900		265
Taisho Pharmaceutical Holdings Co Ltd		1,950		91
Teijin Ltd (A)		52,300		584
Toho Holdings Co Ltd (A)		13,800		209
Tohoku Electric Power Co Inc		108,100		632
Tokio Marine Holdings Inc		14,900		867
Tokyo Gas Co Ltd		27,000		496
Tosoh Corp		7,100		105
Towa Pharmaceutical Co Ltd (A)		15,400		347
Toyo Suisan Kaisha Ltd		26,800		962
Toyota Motor Corp (A)		42,300		767
Trend Micro Inc/Japan		32,700		1,921
Tsuruha Holdings Inc		5,200		331
Unicharm Corp		2,000		71
Valor Holdings Co Ltd		26,800		464
Yamada Denki Co Ltd (A)		614,100		1,912
Yamaguchi Financial Group		139,700		775
Yamato Holdings Co Ltd		5,200		98
Yellow Hat Ltd		11,200		144
Zaoh Co Ltd		8,700		138
				88,018
Jordan — 0.2%
Hikma Pharmaceuticals PLC		31,242		850
Luxembourg — 0.2%
Eurofins Scientific		7,872		783
Netherlands — 3.4%
ABN AMRO Bank NV		11,695		150
ASR Nederland NV		3,778		177
Heineken Holding NV		1,435		113
Heineken NV		7,612		729
JDE Peet's NV		18,070		520
Koninklijke Ahold Delhaize NV		203,347		6,565

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Koninklijke KPN NV		75,711	$	265
NN Group NV		57,352		2,918
Randstad NV		1,570		95
Signify NV		18,561		869
Universal Music Group NV		8,632		230
Wolters Kluwer NV		7,765		831
				13,462
New Zealand — 0.8%
Arvida Group Ltd		92,473		111
Fisher & Paykel Healthcare Corp Ltd		34,373		580
Freightways Ltd		77,215		663
Mainfreight Ltd		13,312		773
Mercury NZ Ltd		109,078		450
Meridian Energy Ltd		35,190		123
Spark New Zealand Ltd		143,962		458
				3,158
Norway — 1.6%
American Shipping Co		28,476		106
Austevoll Seafood ASA		41,885		653
DNB Bank ASA		22,448		511
Equinor ASA		14,620		548
Norsk Hydro ASA		104,457		1,024
Orkla ASA		265,871		2,377
Sparebank 1 Oestlandet		6,917		111
SpareBank 1 SMN		6,562		106
SpareBank 1 SR-Bank		17,208		264
Telenor ASA		25,285		367
				6,067
Portugal — 0.7%
Jeronimo Martins SGPS SA		86,576		2,089
NOS SGPS SA		37,349		158
Sonae SGPS		467,890		541
				2,788
Singapore — 3.1%
DBS Group Holdings Ltd		121,600		3,197
Great Eastern Holdings Ltd		6,700		106
Jardine Cycle & Carriage Ltd		129,200		2,385
Mapletree Logistics Trust ‡		154,270		210
Olam Group Ltd		140,500		182
Oversea-Chinese Banking Corp Ltd		266,300		2,421
Sasseur Real Estate Investment Trust ‡		161,100		101
Sheng Siong Group Ltd		383,000		430
Singapore Post Ltd		217,600		104
Straits Trading Co Ltd		74,500		175
United Overseas Bank Ltd		113,700		2,671
Venture Corp Ltd		17,400		225
				12,207
South Africa — 0.2%
Anglo American PLC		16,607		874

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

91

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thungela Resources Ltd *		1,394	$	18
				892
Spain — 2.2%
Aena SME SA *		727		122
CaixaBank SA		37,980		129
Cia de Distribucion Integral Logista Holdings		75,134		1,389
Ebro Foods SA		40,375		714
Enagas SA		11,935		267
Endesa SA		105,051		2,301
Faes Farma SA		125,662		515
Iberdrola SA		151,573		1,665
Red Electrica Corp SA (A)		44,724		925
Repsol SA, Cl A		38,924		512
				8,539
Sweden — 1.6%
Axfood AB		54,195		1,780
Epiroc AB, Cl B		14,793		269
Essity AB, Cl B		14,592		347
KNOW IT AB		7,589		254
Nordea Bank Abp, Cl A		56,350		587
Nyfosa AB ‡		18,745		270
Samhallsbyggnadsbolaget i Norden ‡		93,792		424
Svenska Cellulosa AB SCA, Cl B		11,438		224
Swedbank AB, Cl A		11,408		171
Swedish Match AB		140,856		1,068
Telefonaktiebolaget LM Ericsson, Cl B		52,150		480
Telia Co AB		142,933		577
				6,451
Switzerland — 9.7%
Adecco Group AG		7,959		361
Alcon Inc		4,687		373
ALSO Holding AG		606		148
Baloise Holding AG		11,303		2,022
Banque Cantonale Vaudoise		2,566		223
Barry Callebaut AG		401		943
Basellandschaftliche Kantonalbank		303		294
Berner Kantonalbank AG		473		115
BKW AG		15,147		1,905
Chocoladefabriken Lindt & Spruengli AG		126		2,051
Dormakaba Holding AG		276		142
Emmi AG		905		992
EMS-Chemie Holding AG		1,134		1,105
Geberit AG		318		196
Helvetia Holding AG		6,900		902
Intershop Holding AG ‡		203		141
Kuehne + Nagel International AG		410		117
Novartis AG		46,064		4,053
PSP Swiss Property AG ‡		3,835		506
Roche Holding AG-BR		262		115
Roche Holding AG-Genusschein		21,623		8,592

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Romande Energie Holding SA		76	$	101
Schindler Holding AG		2,723		585
SGS SA, Cl B		48		134
Sika AG		2,182		725
Sonova Holding AG		3,097		1,294
Swiss Life Holding AG		4,709		3,026
Swiss Prime Site AG ‡		10,011		991
Swisscom AG (A)		6,786		4,086
Thurgauer Kantonalbank		927		113
TX Group AG		1,296		216
Valiant Holding AG		11,491		1,192
Vifor Pharma AG		566		101
				37,860
United Kingdom — 10.4%
3i Group PLC		26,140		477
Associated British Foods PLC		17,260		376
Atalaya Mining PLC		70,542		377
Auto Trader Group PLC		82,006		684
B&M European Value Retail SA		190,763		1,338
BAE Systems PLC		480,992		4,549
Big Yellow Group PLC ‡		5,610		114
BP PLC		20,073		98
BP PLC ADR		18,564		546
British American Tobacco PLC		49,933		2,101
British Land Co PLC ‡		118,272		824
Britvic PLC		17,747		186
BT Group PLC, Cl A		789,651		1,885
Bunzl PLC		40,782		1,595
CareTech Holdings PLC		22,562		206
Computacenter PLC		13,861		533
Dechra Pharmaceuticals PLC		5,120		274
Diageo PLC		12,148		616
Direct Line Insurance Group		325,141		1,178
Finsbury Food Group PLC		134,390		118
Howden Joinery Group PLC		9,726		98
HSBC Holdings PLC		182,427		1,254
Imperial Brands PLC		139,728		2,960
Inchcape PLC		47,148		412
Intertek Group PLC		7,052		483
J Sainsbury PLC		704,299		2,344
Kingfisher PLC		308,194		1,035
National Grid PLC		140,036		2,166
Nomad Foods Ltd *		6,450		146
Premier Foods PLC		509,318		763
QinetiQ Group PLC		414,692		1,670
Real Estate Investors PLC ‡		198,216		103
Reckitt Benckiser Group PLC		14,620		1,127
RELX PLC		3,418		107
Sage Group PLC/The		90,246		831
ScS Group PLC		48,694		126
Tate & Lyle PLC		332,021		3,211
Tesco PLC		616,580		2,237

92

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Unilever PLC		6,651	$	303
Vodafone Group PLC		422,923		690
YouGov PLC		14,322		258
				40,399
United States — 2.3%
Ferguson PLC		3,469		469
GlaxoSmithKline PLC		304,859		6,607
Nestle SA		10,269		1,339
QIAGEN NV *		7,592		372
Taro Pharmaceutical Industries Ltd *		2,122		92
				8,879
Total Common Stock
(Cost $310,663) ($ Thousands)				376,493
PREFERRED STOCK — 0.5%
Germany — 0.5%
Draegerwerk AG & Co KGaA (B)		8,845		492
Fuchs Petrolub (B)		19,129		695
Henkel AG & Co KGaA(B)		10,506		706
				1,893
Total Preferred Stock
(Cost $2,178) ($ Thousands)				1,893
AFFILIATED PARTNERSHIP — 10.4%
SEI Liquidity Fund, L.P.
0.300% **†(C)		40,472,189		40,478
Total Affiliated Partnership
(Cost $40,478) ($ Thousands)				40,478
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		4,341,473		4,341
Total Cash Equivalent
(Cost $4,341) ($ Thousands)				4,341
Total Investments in Securities — 108.5%
(Cost $357,660) ($ Thousands)			$	423,205

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

93

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Managed International Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Euro STOXX 50		32		Jun-2022	$	1,298	$	1,361	$	46
FTSE 100 Index		7		Jun-2022		665		690		20
Hang Seng Index		1		May-2022		139		141		2
SPI 200 Index		3		Jun-2022		410		421		6
TOPIX Index		5		Jun-2022		782		802		23
					$	3,294	$	3,415	$	97

	Percentages are based on a Net Assets of $390,021 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022, was $37,697 ($ Thousands).
(B)	There is currently no rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $40,478 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

FTSE— Financial Times Stock Exchange

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

SPI — Share Price Index

TOPIX — Tokyo Price Index

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		376,493		—		—		376,493
Preferred Stock		1,198		695		—		1,893
Affiliated Partnership		—		40,478		—		40,478
Cash Equivalent		4,341		—		—		4,341
Total Investments in Securities		382,032		41,173		—		423,205

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		97		–		–		97
Total Other Financial Instruments		97		–		–		97

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	19,946	$	61,971	$	(41,439	)	$	—	$	—	$	40,478		40,472,189	$	112	$	—
SEI Daily Income Trust, Government Fund, Cl F		8,193		12,172		(16,024	)		—		—		4,341		4,341,473		—		—
Totals	$	28,139	$	74,143	$	(57,463	)	$	—	$	—	$	44,819			$	112	$	—

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

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

94

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Real Estate Fund

^† Percentages are based on total investments.

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 98.3%
Real Estate — 98.3%
Acadia Realty Trust ‡		65,892	$	1,428
Alexandria Real Estate Equities Inc ‡		17,478		3,517
American Campus Communities Inc ‡		25,949		1,452
American Homes 4 Rent, Cl A ‡		74,856		2,996
American Tower Corp, Cl A ‡		15,500		3,894
Americold Realty Trust ‡		24,081		671
Apple Hospitality Inc ‡		41,490		746
AvalonBay Communities Inc ‡		21,100		5,241
Brixmor Property Group Inc ‡		111,910		2,888
Cousins Properties Inc ‡		45,601		1,837
Digital Realty Trust Inc, Cl A ‡		29,640		4,203
Diversified Healthcare Trust ‡		44,267		142
Duke Realty Corp ‡		66,280		3,848
Empire State Realty Trust Inc, Cl A ‡		47,310		465
Equinix Inc ‡		11,722		8,693
Equity Residential ‡		56,490		5,080
Extra Space Storage Inc ‡		11,190		2,301
First Industrial Realty Trust Inc ‡		33,200		2,055
Host Hotels & Resorts Inc ‡		91,820		1,784
Hudson Pacific Properties Inc ‡		52,031		1,444
Invitation Homes Inc ‡		106,150		4,265
JBG SMITH Properties ‡		47,343		1,383
Kilroy Realty Corp ‡		36,390		2,781
Life Storage Inc ‡		27,740		3,896
Medical Properties Trust Inc ‡		22,940		485
Mid-America Apartment Communities Inc ‡		19,277		4,038
Omega Healthcare Investors Inc ‡		30,810		960
Park Hotels & Resorts Inc ‡		39,410		770
Phillips Edison & Co Inc *‡		31,144		1,071
Prologis Inc ‡		71,750		11,586
Public Storage ‡		18,212		7,108
Rexford Industrial Realty Inc ‡		35,360		2,637
RPT Realty ‡		66,010		909
Sabra Health Care Inc ‡		72,243		1,076
SBA Communications Corp, Cl A ‡		5,870		2,020
Simon Property Group Inc ‡		31,230		4,109
Sun Communities Inc ‡		21,822		3,825
Sunstone Hotel Investors Inc *‡		33,420		394
UDR Inc ‡		59,046		3,387
Ventas Inc ‡		78,510		4,849
Veris Residential Inc *‡		64,920		1,129
Vornado Realty Trust ‡		2		—
Welltower Inc ‡		39,830		3,829
WeWork Inc, Cl A *(A)		27,824		190

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Xenia Hotels & Resorts Inc *‡		66,160	$	1,276
				122,658
Total Common Stock
(Cost $85,320) ($ Thousands)				122,658
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.300% **†(B)		200,145		203
Total Affiliated Partnership
(Cost $200) ($ Thousands)				203
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		2,337,886		2,338
Total Cash Equivalent
(Cost $2,338) ($ Thousands)				2,338
Total Investments in Securities — 100.4%
(Cost $87,858) ($ Thousands)			$	125,199

	Percentages are based on a Net Assets of $124,743 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
†	Investment in Affiliated Security (see Note 6).
‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 2). The total market value of securities on loan at March 31, 2022, was $190 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $203 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		122,658		–		–		122,658
Affiliated Partnership		–		203		–		203
Cash Equivalent		2,338		–		–		2,338
Total Investments in Securities		124,996		203		–		125,199

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

95

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Real Estate Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 03/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	—	$	878	$	(678	)	$	—	$	3	$	203		200,145	$	1	$	—
SEI Daily Income Trust, Government Fund, Cl F		2,210		33,730		(33,602	)		—		—		2,338		2,337,886		—		—
Totals	$	2,210	$	34,608	$	(34,280	)	$	—	$	3	$	2,541			$	1	$	—

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

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

96

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 32.1%
Communication Services — 3.1%
Alphabet
2.050%, 08/15/2050	$	400	$	316
1.100%, 08/15/2030 (A)		240		210
0.800%, 08/15/2027 (A)		220		199
0.450%, 08/15/2025 (A)		110		103
Altice France
5.500%, 10/15/2029 (B)		210		188
AT&T
6.500%, 09/01/2037		1,335		1,651
5.550%, 08/15/2041 (A)		130		151
5.350%, 09/01/2040 (A)		130		149
5.250%, 03/01/2037 (A)		2,420		2,751
5.150%, 03/15/2042		25		28
4.850%, 03/01/2039		750		816
4.750%, 05/15/2046		1,600		1,738
4.500%, 05/15/2035 (A)		445		471
4.350%, 03/01/2029		240		254
4.350%, 06/15/2045		350		353
3.800%, 02/15/2027		318		325
3.800%, 12/01/2057		5,775		5,269
3.650%, 06/01/2051 (A)		257		234
3.650%, 09/15/2059 (A)		814		714
3.550%, 09/15/2055		487		430
3.500%, 06/01/2041		342		315
3.500%, 09/15/2053		5,781		5,073
3.500%, 02/01/2061		320		272
3.300%, 02/01/2052 (A)		566		485

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.100%, 02/01/2043	$	1,141	$	985
3.000%, 06/30/2022		180		180
2.550%, 12/01/2033 (A)		1,745		1,550
2.300%, 06/01/2027 (A)		750		715
2.250%, 02/01/2032 (A)		262		232
1.700%, 03/25/2026		2,732		2,586
1.650%, 02/01/2028 (A)		2,005		1,827
CCO Holdings
4.750%, 02/01/2032 (B)		250		233
4.500%, 08/15/2030 (B)		50		47
4.500%, 05/01/2032		1,240		1,134
Charter Communications Operating
6.834%, 10/23/2055		70		83
6.484%, 10/23/2045		110		125
6.384%, 10/23/2035		10		11
5.750%, 04/01/2048		1,097		1,166
5.500%, 04/01/2063 (A)		320		322
5.375%, 04/01/2038		663		681
5.375%, 05/01/2047 (A)		141		144
5.250%, 04/01/2053 (A)		1,650		1,661
4.908%, 07/23/2025 (A)		2,534		2,628
4.800%, 03/01/2050 (A)		2,410		2,289
4.400%, 04/01/2033 (A)		800		798
4.400%, 12/01/2061		277		241
4.200%, 03/15/2028 (A)		1,263		1,276
3.900%, 06/01/2052		884		746
3.750%, 02/15/2028		85		84
3.500%, 06/01/2041		424		352
3.500%, 03/01/2042		963		796
2.250%, 01/15/2029 (A)		247		222
Comcast
7.050%, 03/15/2033 (A)		90		118
6.500%, 11/15/2035		97		125
4.400%, 08/15/2035		1,770		1,912
4.250%, 10/15/2030 (A)		730		779
4.200%, 08/15/2034		220		235
4.150%, 10/15/2028		2,220		2,333
4.000%, 03/01/2048		70		72
3.999%, 11/01/2049		199		201
3.969%, 11/01/2047		78		79
3.950%, 10/15/2025		90		93
3.750%, 04/01/2040 (A)		200		201
3.700%, 04/15/2024 (A)		580		592
3.450%, 02/01/2050		80		75
3.400%, 04/01/2030 (A)		1,260		1,276
3.400%, 07/15/2046 (A)		60		56
3.300%, 04/01/2027 (A)		190		192
3.250%, 11/01/2039		60		57
3.150%, 03/01/2026		390		393
2.937%, 11/01/2056 (B)		533		440
2.887%, 11/01/2051 (A)(B)		823		694
2.800%, 01/15/2051 (A)		280		236

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

97

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.650%, 08/15/2062 (A)	$	797	$	616
2.450%, 08/15/2052		160		127
1.500%, 02/15/2031 (A)		2,045		1,782
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		188
Comcast Cable Holdings
10.125%, 04/15/2022		45		45
Corning
5.450%, 11/15/2079		725		801
DISH DBS
7.750%, 07/01/2026		120		119
5.875%, 11/15/2024		410		409
5.750%, 12/01/2028 (B)		30		28
5.250%, 12/01/2026 (B)		170		162
5.125%, 06/01/2029		280		238
Fox
5.476%, 01/25/2039		520		589
3.500%, 04/08/2030		310		307
Level 3 Financing
3.875%, 11/15/2029 (B)		2,165		1,992
3.400%, 03/01/2027 (A)(B)		1,455		1,371
Netflix
5.875%, 11/15/2028		614		677
5.375%, 11/15/2029 (B)		447		484
3.625%, 06/15/2025 (A)(B)		36		36
NTT Finance
1.162%, 04/03/2026 (B)		2,250		2,074
Paramount Global
6.875%, 04/30/2036		620		758
5.900%, 10/15/2040		455		514
4.750%, 05/15/2025		1,035		1,075
4.200%, 05/19/2032		970		971
SES Global Americas Holdings GP
5.300%, 03/25/2044 (B)		1,200		1,163
Sky
3.750%, 09/16/2024 (B)		1,090		1,108
Sprint Spectrum
5.152%, 03/20/2028 (B)		3,552		3,740
4.738%, 03/20/2025 (B)		5,107		5,214
Telefonica Emisiones
5.213%, 03/08/2047		150		161
T-Mobile USA
4.375%, 04/15/2040		1,730		1,737
3.875%, 04/15/2030		4,590		4,608
3.750%, 04/15/2027		2,195		2,208
3.500%, 04/15/2025		1,910		1,923
3.500%, 04/15/2031 (B)		1,820		1,713
3.400%, 10/15/2052 (B)		1,230		1,046
3.375%, 04/15/2029		3,447		3,279
2.875%, 02/15/2031		458		413
2.700%, 03/15/2032 (A)(B)		70		64
2.625%, 02/15/2029 (A)		330		301

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.550%, 02/15/2031 (A)	$	1,159	$	1,051
2.250%, 02/15/2026 (A)(B)		3,301		3,110
Verizon Communications
5.500%, 03/16/2047 (A)		60		75
5.250%, 03/16/2037 (A)		805		938
4.862%, 08/21/2046 (A)		470		539
4.500%, 08/10/2033		620		665
4.400%, 11/01/2034		2,887		3,072
4.329%, 09/21/2028 (A)		1,330		1,403
4.272%, 01/15/2036		78		82
4.125%, 08/15/2046		320		329
4.016%, 12/03/2029 (A)		714		741
4.000%, 03/22/2050		170		173
3.875%, 02/08/2029 (A)		210		218
3.850%, 11/01/2042		610		608
3.700%, 03/22/2061 (A)		980		908
3.550%, 03/22/2051 (A)		960		902
3.400%, 03/22/2041		130		122
3.150%, 03/22/2030 (A)		360		354
3.000%, 03/22/2027 (A)		140		138
2.875%, 11/20/2050 (A)		1,679		1,403
2.650%, 11/20/2040		2,295		1,952
2.625%, 08/15/2026 (A)		1,000		978
2.550%, 03/21/2031		3,216		2,988
2.355%, 03/15/2032 (A)(B)		4,718		4,261
2.100%, 03/22/2028 (A)		400		373
1.750%, 01/20/2031 (A)		410		357
1.680%, 10/30/2030 (A)		643		561
Vmed O2 UK Financing I
4.750%, 07/15/2031 (B)		630		594
Vodafone Group
5.250%, 05/30/2048		1,810		2,027
5.000%, 05/30/2038		160		174
4.875%, 06/19/2049 (A)		1,544		1,680
4.375%, 05/30/2028		670		701
4.250%, 09/17/2050		128		128
Walt Disney
6.650%, 11/15/2037 (A)		235		313
6.200%, 12/15/2034		65		82
4.700%, 03/23/2050		355		412
4.625%, 03/23/2040		765		847
3.600%, 01/13/2051 (A)		1,095		1,083
2.750%, 09/01/2049 (A)		159		135
				136,286
Consumer Discretionary — 2.1%
Advance Auto Parts
3.900%, 04/15/2030		479		477
Amazon.com
4.950%, 12/05/2044		500		607
4.250%, 08/22/2057		110		124
4.050%, 08/22/2047		380		413

98

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 08/22/2037	$	910	$	963
3.150%, 08/22/2027 (A)		680		689
3.100%, 05/12/2051 (A)		429		403
2.875%, 05/12/2041		1,355		1,251
2.800%, 08/22/2024 (A)		245		247
2.700%, 06/03/2060		315		260
2.500%, 06/03/2050 (A)		1,182		987
2.100%, 05/12/2031 (A)		1,520		1,412
1.650%, 05/12/2028 (A)		985		916
1.500%, 06/03/2030		350		313
1.200%, 06/03/2027 (A)		672		620
1.000%, 05/12/2026 (A)		2,187		2,052
0.800%, 06/03/2025 (A)		560		530
AutoNation
4.750%, 06/01/2030		1,424		1,484
BMW US Capital
3.800%, 04/06/2023 (B)		700		710
3.700%, 04/01/2032 (B)		632		639
Comcast
4.000%, 08/15/2047		90		92
Cox Communications
4.800%, 02/01/2035 (B)		890		936
2.600%, 06/15/2031 (B)		915		827
CSC Holdings
4.500%, 11/15/2031 (B)		1,000		896
3.375%, 02/15/2031 (A)(B)		200		169
Daimler Finance North America
2.700%, 06/14/2024 (B)		595		590
0.750%, 03/01/2024 (B)		980		940
Dick's Sporting Goods
4.100%, 01/15/2052		1,020		871
Dollar General
3.250%, 04/15/2023		50		50
Ford Motor
5.291%, 12/08/2046 (A)		99		96
4.750%, 01/15/2043		262		238
3.250%, 02/12/2032 (A)		480		429
Ford Motor Credit
5.125%, 06/16/2025		400		408
5.113%, 05/03/2029		420		422
4.950%, 05/28/2027		850		864
4.271%, 01/09/2027		700		690
4.250%, 09/20/2022		1,000		1,006
4.125%, 08/17/2027		200		195
4.000%, 11/13/2030		470		443
3.815%, 11/02/2027		261		247
3.810%, 01/09/2024		300		300
3.625%, 06/17/2031		1,102		995
2.900%, 02/16/2028		200		181
2.900%, 02/10/2029		572		510
2.700%, 08/10/2026 (A)		1,232		1,146

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Motors
6.600%, 04/01/2036	$	40	$	46
6.250%, 10/02/2043 (A)		260		295
6.125%, 10/01/2025		320		344
5.950%, 04/01/2049 (A)		80		89
5.400%, 10/02/2023		190		197
5.150%, 04/01/2038		240		244
4.875%, 10/02/2023 (A)		315		325
General Motors Financial
4.350%, 01/17/2027		110		112
4.250%, 05/15/2023		110		111
4.150%, 06/19/2023		83		84
3.450%, 04/10/2022		415		415
3.150%, 06/30/2022		870		872
3.100%, 01/12/2032 (A)		819		736
Hanesbrands
4.875%, 05/15/2026 (A)(B)		210		211
4.625%, 05/15/2024 (B)		30		30
Hilton Domestic Operating
5.750%, 05/01/2028 (B)		150		155
5.375%, 05/01/2025 (B)		460		470
Home Depot
4.250%, 04/01/2046		48		53
3.900%, 12/06/2028		40		42
3.900%, 06/15/2047 (A)		60		63
3.750%, 02/15/2024 (A)		66		67
3.625%, 04/15/2052		568		564
3.350%, 04/15/2050		710		669
3.300%, 04/15/2040		484		466
3.250%, 04/15/2032		790		790
3.125%, 12/15/2049 (A)		622		569
2.875%, 04/15/2027		632		630
2.700%, 04/15/2030 (A)		320		310
2.500%, 04/15/2027 (A)		280		275
2.375%, 03/15/2051 (A)		512		411
Hyundai Capital America MTN
2.000%, 06/15/2028 (B)		320		284
1.300%, 01/08/2026 (B)		673		616
0.800%, 01/08/2024 (A)(B)		608		580
Hyundai Capital Services
2.125%, 04/24/2025 (B)		500		479
Las Vegas Sands
3.200%, 08/08/2024		1,370		1,308
2.900%, 06/25/2025		210		196
Lennar
4.750%, 11/29/2027 (A)		410		427
4.500%, 04/30/2024 (A)		1,583		1,623
Lowe's
5.000%, 04/15/2040		965		1,075
4.500%, 04/15/2030 (A)		200		214
4.450%, 04/01/2062		221		230
4.250%, 04/01/2052		506		523

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

99

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.350%, 04/01/2027	$	379	$	381
Magallanes
5.391%, 03/15/2062 (B)		794		820
5.141%, 03/15/2052 (B)		4,197		4,294
5.050%, 03/15/2042 (B)		3,398		3,466
4.279%, 03/15/2032 (B)		3,791		3,808
4.054%, 03/15/2029 (B)		1,242		1,248
3.755%, 03/15/2027 (A)(B)		1,167		1,165
3.638%, 03/15/2025 (B)		634		638
Marriott International
5.750%, 05/01/2025 (A)		196		208
4.625%, 06/15/2030		1,141		1,182
3.500%, 10/15/2032		483		460
2.850%, 04/15/2031		421		384
McDonald's MTN
4.875%, 12/09/2045		260		289
4.450%, 03/01/2047		240		258
4.450%, 09/01/2048		72		77
4.200%, 04/01/2050 (A)		530		553
3.800%, 04/01/2028		665		684
3.700%, 01/30/2026 (A)		220		225
3.625%, 09/01/2049		402		385
3.600%, 07/01/2030		290		295
3.500%, 03/01/2027 (A)		510		519
3.500%, 07/01/2027		200		203
3.300%, 07/01/2025		320		324
1.450%, 09/01/2025		80		76
MDC Holdings
6.000%, 01/15/2043		30		31
Newell Brands
4.450%, 04/01/2026		110		110
4.100%, 04/01/2023		278		281
NIKE
3.375%, 03/27/2050 (A)		520		517
3.250%, 03/27/2040		210		204
2.850%, 03/27/2030		150		148
2.750%, 03/27/2027 (A)		410		408
2.400%, 03/27/2025		260		258
Nissan Motor
4.345%, 09/17/2027 (A)(B)		1,100		1,084
3.522%, 09/17/2025 (B)		1,190		1,166
3.043%, 09/15/2023 (A)(B)		580		579
QVC
4.850%, 04/01/2024 (A)		370		378
Sands China
5.400%, 08/08/2028		320		314
5.125%, 08/08/2025		380		377
3.800%, 01/08/2026 (A)		420		397
3.100%, 03/08/2029 (B)		690		586
2.550%, 03/08/2027 (B)		460		400
Starbucks
3.500%, 11/15/2050 (A)		625		581

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.350%, 03/12/2050	$	120	$	108
3.000%, 02/14/2032 (A)		1,325		1,264
1.300%, 05/07/2022		408		408
Tapestry
3.050%, 03/15/2032 (A)		1,144		1,040
Target
2.950%, 01/15/2052 (A)		719		661
2.250%, 04/15/2025		450		444
Time Warner Cable
7.300%, 07/01/2038		530		643
6.750%, 06/15/2039		10		12
6.550%, 05/01/2037 (A)		268		308
5.875%, 11/15/2040		1,405		1,510
5.500%, 09/01/2041		1,599		1,660
Time Warner Entertainment
8.375%, 07/15/2033 (A)		270		353
Toll Brothers Finance
4.375%, 04/15/2023		120		121
Virgin Media Secured Finance
5.500%, 05/15/2029 (B)		250		248
VOC Escrow
5.000%, 02/15/2028 (B)		380		353
Volkswagen Group of America Finance
2.900%, 05/13/2022 (B)		1,455		1,457
1.250%, 11/24/2025 (B)		1,345		1,240
0.875%, 11/22/2023 (A)(B)		1,055		1,019
Wynn Macau
5.625%, 08/26/2028 (B)		500		434
5.125%, 12/15/2029 (A)(B)		200		170
				89,052
Consumer Staples — 1.6%
Alimentation Couche-Tard
3.550%, 07/26/2027 (B)		650		647
Altria Group
6.200%, 02/14/2059		76		85
5.950%, 02/14/2049		960		1,039
5.800%, 02/14/2039		1,190		1,283
4.800%, 02/14/2029		28		29
4.400%, 02/14/2026		514		532
3.875%, 09/16/2046 (A)		240		203
3.400%, 02/04/2041		600		492
2.450%, 02/04/2032 (A)		2,595		2,256
2.350%, 05/06/2025		270		262
Anheuser-Busch
4.900%, 02/01/2046		5,890		6,550
4.700%, 02/01/2036		907		973
3.650%, 02/01/2026 (A)		1,135		1,160
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		645		786
5.450%, 01/23/2039		645		753
4.750%, 01/23/2029		120		130

100

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.600%, 04/15/2048 (A)	$	1,700	$	1,835
4.500%, 06/01/2050		670		716
4.375%, 04/15/2038		953		1,001
4.350%, 06/01/2040		560		583
4.000%, 04/13/2028 (A)		160		166
3.750%, 07/15/2042 (A)		523		498
3.500%, 06/01/2030 (A)		200		203
Archer-Daniels-Midland
2.900%, 03/01/2032		638		624
Bacardi
4.450%, 05/15/2025 (B)		1,840		1,883
BAT Capital
5.650%, 03/16/2052 (A)		850		862
5.282%, 04/02/2050 (A)		1,260		1,246
4.540%, 08/15/2047		2,583		2,305
4.390%, 08/15/2037		232		216
3.984%, 09/25/2050 (A)		460		373
3.734%, 09/25/2040 (A)		10		8
3.557%, 08/15/2027		3,000		2,920
3.222%, 08/15/2024		167		167
2.259%, 03/25/2028 (A)		315		283
Bunge Finance
3.750%, 09/25/2027		439		441
2.750%, 05/14/2031 (A)		159		146
1.630%, 08/17/2025 (A)		558		529
Cargill
1.375%, 07/23/2023 (B)		440		435
Coca-Cola
3.375%, 03/25/2027		380		389
2.600%, 06/01/2050 (A)		190		162
2.500%, 06/01/2040 (A)		20		18
1.450%, 06/01/2027 (A)		490		460
Constellation Brands
4.400%, 11/15/2025 (A)		415		428
Consumers Energy
2.500%, 05/01/2060 (A)		272		207
Costco Wholesale
3.000%, 05/18/2027 (A)		284		286
2.750%, 05/18/2024		183		184
1.600%, 04/20/2030		450		403
1.375%, 06/20/2027 (A)		780		725
Danone
2.947%, 11/02/2026 (A)(B)		470		467
2.589%, 11/02/2023 (B)		1,370		1,368
Diageo Investment
2.875%, 05/11/2022		370		370
GSK Consumer Healthcare Capital US
4.000%, 03/24/2052 (B)		509		510
3.625%, 03/24/2032 (B)		1,617		1,616
3.375%, 03/24/2027 (A)(B)		1,331		1,331
3.375%, 03/24/2029 (A)(B)		943		933

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hershey
0.900%, 06/01/2025	$	130	$	122
Imperial Brands Finance
3.500%, 07/26/2026 (A)(B)		635		621
3.125%, 07/26/2024 (B)		2,250		2,229
JBS USA LUX
3.750%, 12/01/2031 (B)		350		325
3.000%, 02/02/2029 (B)		1,205		1,115
3.000%, 05/15/2032 (A)(B)		1,520		1,368
Keurig Dr Pepper
4.417%, 05/25/2025		280		289
Kraft Heinz Foods
7.125%, 08/01/2039 (B)		10		13
6.875%, 01/26/2039		40		49
6.750%, 03/15/2032 (A)		10		12
5.500%, 06/01/2050		220		250
5.200%, 07/15/2045		360		390
5.000%, 06/04/2042 (A)		1,250		1,335
4.875%, 10/01/2049 (A)		2,370		2,497
4.625%, 10/01/2039		10		10
4.375%, 06/01/2046		160		158
4.250%, 03/01/2031		110		113
3.000%, 06/01/2026 (A)		380		375
Kroger
4.450%, 02/01/2047		130		138
Land O' Lakes
6.000%, 11/15/2022 (B)		1,020		1,034
Mars
3.200%, 04/01/2030 (B)		210		208
2.700%, 04/01/2025 (B)		370		367
2.375%, 07/16/2040 (B)		300		251
Molson Coors Beverage
4.200%, 07/15/2046 (A)		1,113		1,080
3.500%, 05/01/2022		100		100
Mondelez International
1.500%, 05/04/2025 (A)		660		630
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (B)		290		290
PepsiCo
3.100%, 07/17/2022		59		59
2.875%, 10/15/2049 (A)		60		56
2.625%, 03/19/2027 (A)		50		50
2.250%, 03/19/2025		50		49
1.625%, 05/01/2030		440		396
0.750%, 05/01/2023 (A)		530		522
Philip Morris International
4.500%, 03/20/2042		130		130
2.500%, 08/22/2022		590		593
2.500%, 11/02/2022		680		683
2.100%, 05/01/2030 (A)		290		261
1.125%, 05/01/2023		280		277

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

101

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Procter & Gamble
3.000%, 03/25/2030	$	240	$	241
2.800%, 03/25/2027		80		80
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (B)		1,860		1,856
Reynolds American
8.125%, 05/01/2040		570		711
7.250%, 06/15/2037		390		456
5.850%, 08/15/2045		3,140		3,231
Walmart
3.300%, 04/22/2024 (A)		60		61
2.500%, 09/22/2041 (A)		160		142
1.800%, 09/22/2031 (A)		110		100
1.500%, 09/22/2028 (A)		435		399
				70,199
Energy — 3.0%
Aker BP
4.000%, 01/15/2031 (B)		456		454
Apache
7.750%, 12/15/2029		140		165
5.350%, 07/01/2049		230		221
5.250%, 02/01/2042		90		90
5.100%, 09/01/2040 (A)		205		207
4.750%, 04/15/2043		390		369
4.250%, 01/15/2044		890		779
BP Capital Markets
3.535%, 11/04/2024		100		102
3.506%, 03/17/2025		520		530
BP Capital Markets America
3.790%, 02/06/2024		100		102
3.633%, 04/06/2030		320		326
3.410%, 02/11/2026 (A)		1,110		1,122
3.194%, 04/06/2025		835		841
3.119%, 05/04/2026 (A)		230		230
3.000%, 02/24/2050 (A)		940		812
2.939%, 06/04/2051		319		272
Cameron LNG
3.302%, 01/15/2035 (B)		660		620
2.902%, 07/15/2031 (A)(B)		140		134
Canadian Natural Resources
6.450%, 06/30/2033		50		59
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		935
Cheniere Energy
4.625%, 10/15/2028		260		261
Cheniere Energy Partners
4.000%, 03/01/2031		100		97
3.250%, 01/31/2032 (B)		530		482
Chevron
3.191%, 06/24/2023 (A)		22		22
2.895%, 03/03/2024 (A)		560		566

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.355%, 12/05/2022	$	15	$	15
1.995%, 05/11/2027 (A)		425		408
1.554%, 05/11/2025 (A)		520		502
Chevron USA
3.850%, 01/15/2028		200		208
3.250%, 10/15/2029		50		51
1.018%, 08/12/2027 (A)		200		182
Conoco Funding
7.250%, 10/15/2031		180		237
ConocoPhillips
5.900%, 10/15/2032 (A)		10		12
5.900%, 05/15/2038		420		515
4.150%, 11/15/2034		280		286
Continental Resources
5.750%, 01/15/2031 (A)(B)		370		405
4.900%, 06/01/2044 (A)		80		79
4.500%, 04/15/2023		250		253
4.375%, 01/15/2028		520		527
3.800%, 06/01/2024 (A)		200		201
2.268%, 11/15/2026 (B)		2,070		1,933
Coterra Energy
4.375%, 06/01/2024 (B)		210		214
4.375%, 03/15/2029 (A)(B)		780		813
3.900%, 05/15/2027 (B)		970		977
DCP Midstream Operating
6.450%, 11/03/2036 (B)		110		127
Devon Energy
8.250%, 08/01/2023		50		53
7.875%, 09/30/2031		660		856
5.875%, 06/15/2028		40		42
5.600%, 07/15/2041 (A)		490		565
5.250%, 10/15/2027		46		48
5.000%, 06/15/2045		1,232		1,341
4.750%, 05/15/2042		187		198
4.500%, 01/15/2030		304		314
Diamondback Energy
4.400%, 03/24/2051		706		716
3.500%, 12/01/2029		500		495
3.250%, 12/01/2026 (A)		30		30
3.125%, 03/24/2031		479		457
Ecopetrol
5.875%, 05/28/2045 (A)		1,276		1,118
4.625%, 11/02/2031		160		145
4.125%, 01/16/2025		203		200
Energy Transfer
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(C)(D)		570		556
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.134%(C)(D)		500		486
6.500%, 02/01/2042		45		52

102

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.694%(C)(D)	$	200	$	197
6.250%, 04/15/2049 (A)		130		149
6.250%, ICE LIBOR USD 3 Month + 4.028%(C)(D)		90		77
6.125%, 12/15/2045		286		315
6.100%, 02/15/2042		167		182
5.500%, 06/01/2027 (A)		118		127
5.400%, 10/01/2047		1,888		1,977
5.350%, 05/15/2045		465		479
5.300%, 04/01/2044		640		658
5.300%, 04/15/2047		845		868
5.250%, 04/15/2029		1,165		1,243
5.150%, 03/15/2045		738		745
5.000%, 05/15/2050		1,285		1,300
4.950%, 05/15/2028		1,164		1,206
4.950%, 06/15/2028 (A)		180		189
4.500%, 11/01/2023		690		700
4.400%, 03/15/2027		536		545
4.000%, 10/01/2027		1,280		1,288
3.750%, 05/15/2030		1,250		1,230
Eni
4.000%, 09/12/2023 (B)		1,940		1,966
Enterprise Products Operating
7.550%, 04/15/2038		40		53
5.700%, 02/15/2042		40		46
5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (C)		150		139
4.850%, 03/15/2044		430		456
4.800%, 02/01/2049		60		64
4.200%, 01/31/2050 (A)		120		119
4.150%, 10/16/2028		1,605		1,669
3.950%, 01/31/2060		220		205
3.700%, 01/31/2051		270		247
3.125%, 07/31/2029 (A)		170		167
2.800%, 01/31/2030 (A)		540		519
EOG Resources
4.950%, 04/15/2050 (A)		450		551
4.375%, 04/15/2030		120		130
4.150%, 01/15/2026		340		352
3.900%, 04/01/2035		390		400
EQM Midstream Partners
5.500%, 07/15/2028		30		30
EQT
6.625%, 02/01/2025		30		32
5.000%, 01/15/2029 (A)		150		155
3.900%, 10/01/2027 (A)		650		648
3.625%, 05/15/2031 (B)		320		306
3.125%, 05/15/2026 (A)(B)		10		10
Equinor
3.000%, 04/06/2027 (A)		1,100		1,095

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.875%, 04/06/2025	$	2,225	$	2,225
Exxon Mobil
4.327%, 03/19/2050		550		613
4.114%, 03/01/2046 (A)		533		573
3.482%, 03/19/2030		460		472
3.452%, 04/15/2051 (A)		1,262		1,223
3.043%, 03/01/2026 (A)		660		666
2.992%, 03/19/2025		2,840		2,853
1.571%, 04/15/2023 (A)		50		50
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (B)		261		235
2.625%, 03/31/2036 (B)		458		411
2.160%, 03/31/2034 (B)		720		662
1.750%, 09/30/2027 (B)		1,827		1,752
Halliburton
5.000%, 11/15/2045		80		87
4.850%, 11/15/2035		60		64
3.800%, 11/15/2025 (A)		17		17
3.500%, 08/01/2023		3		3
Hess
6.000%, 01/15/2040		880		1,025
5.600%, 02/15/2041		860		966
HollyFrontier
5.875%, 04/01/2026		620		646
KazMunayGas National JSC
5.750%, 04/19/2047 (B)		340		301
Kinder Morgan
5.550%, 06/01/2045		300		335
5.200%, 03/01/2048		455		495
5.050%, 02/15/2046 (A)		170		180
4.300%, 06/01/2025		510		524
4.300%, 03/01/2028 (A)		200		207
3.600%, 02/15/2051		384		341
3.250%, 08/01/2050 (A)		300		249
3.150%, 01/15/2023 (A)		193		194
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		451
5.400%, 09/01/2044		20		22
Lukoil Capital DAC
3.600%, 10/26/2031 (B)		720		367
2.800%, 04/26/2027 (B)		705		374
Lundin Energy Finance BV
3.100%, 07/15/2031 (B)		1,629		1,509
2.000%, 07/15/2026 (B)		1,160		1,080
Marathon Oil
5.200%, 06/01/2045 (A)		206		223
MEG Energy
5.875%, 02/01/2029 (B)		80		81
MPLX
5.500%, 02/15/2049		390		432
4.950%, 03/14/2052		1,667		1,736
4.875%, 12/01/2024		320		331

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

103

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 02/15/2029 (A)	$	330	$	351
4.700%, 04/15/2048		430		433
4.500%, 04/15/2038 (A)		520		531
Northwest Pipeline
4.000%, 04/01/2027		219		225
Occidental Petroleum
7.875%, 09/15/2031		610		761
7.500%, 05/01/2031		870		1,061
6.950%, 07/01/2024		288		309
6.600%, 03/15/2046		360		423
6.450%, 09/15/2036		280		329
5.550%, 03/15/2026 (A)		110		117
4.625%, 06/15/2045		280		272
4.500%, 07/15/2044		525		502
4.400%, 04/15/2046		120		114
4.200%, 03/15/2048 (A)		170		159
4.100%, 02/15/2047 (A)		600		555
3.400%, 04/15/2026		270		268
3.000%, 02/15/2027		300		293
Oleoducto Central
4.000%, 07/14/2027 (B)		247		233
Parsley Energy
4.125%, 02/15/2028 (B)		60		60
Pertamina Persero
6.000%, 05/03/2042 (B)		300		333
Petrobras Global Finance BV
7.375%, 01/17/2027 (A)		310		344
6.900%, 03/19/2049		1,870		1,858
6.850%, 06/05/2115		820		769
6.250%, 03/17/2024		1,394		1,461
5.750%, 02/01/2029		300		312
5.299%, 01/27/2025		1,278		1,335
Petroleos Mexicanos
7.690%, 01/23/2050		150		131
6.950%, 01/28/2060		780		633
6.625%, 06/15/2035		767		688
6.375%, 01/23/2045		1,105		884
5.625%, 01/23/2046		480		362
4.875%, 01/18/2024		32		33
2.460%, 12/15/2025		738		733
2.378%, 04/15/2025		355		354
Petroleos Mexicanos MTN
6.875%, 08/04/2026 (A)		120		126
6.750%, 09/21/2047		2,970		2,414
Phillips 66
1.300%, 02/15/2026 (A)		405		378
Pioneer Natural Resources
2.150%, 01/15/2031		450		406
1.900%, 08/15/2030 (A)		859		761
1.125%, 01/15/2026		110		102
Plains All American Pipeline
3.550%, 12/15/2029		495		478

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.850%, 01/31/2023	$	250	$	250
Qatar Energy
3.300%, 07/12/2051 (B)		670		615
3.125%, 07/12/2041 (B)		670		609
2.250%, 07/12/2031 (A)(B)		1,040		957
Range Resources
5.875%, 07/01/2022		4		4
5.000%, 03/15/2023		322		324
4.875%, 05/15/2025		120		121
Reliance Industries
3.625%, 01/12/2052 (B)		2,840		2,517
2.875%, 01/12/2032 (B)		320		293
Rockies Express Pipeline
6.875%, 04/15/2040 (B)		830		820
4.950%, 07/15/2029 (B)		2,235		2,165
Ruby Pipeline
8.000%, 04/01/2022 (A)(B)(E)		1,008		930
Sabine Pass Liquefaction
5.750%, 05/15/2024 (A)		1,370		1,434
5.000%, 03/15/2027		1,265		1,338
Saudi Arabian Oil
1.625%, 11/24/2025 (B)		540		512
1.250%, 11/24/2023 (B)		450		440
Schlumberger Finance Canada
2.650%, 11/20/2022 (B)		329		331
Schlumberger Holdings
3.900%, 05/17/2028 (A)(B)		475		480
Schlumberger Investment
3.650%, 12/01/2023 (A)		61		62
Shell International Finance BV
4.550%, 08/12/2043		1,330		1,478
4.375%, 05/11/2045		470		507
4.125%, 05/11/2035		1,566		1,655
3.250%, 04/06/2050 (A)		840		788
3.000%, 11/26/2051 (A)		400		358
2.875%, 05/10/2026 (A)		900		902
2.750%, 04/06/2030 (A)		440		427
Sinopec Group Overseas Development
4.375%, 04/10/2024 (B)		1,240		1,272
Southern Natural Gas
8.000%, 03/01/2032		170		216
Southwestern Energy
5.375%, 02/01/2029		20		20
5.375%, 03/15/2030 (A)		80		81
4.750%, 02/01/2032		190		190
Tallgrass Energy Partners
6.000%, 12/31/2030 (B)		20		19
Targa Resources Partners
5.500%, 03/01/2030		130		135
5.000%, 01/15/2028		100		101
4.875%, 02/01/2031		330		333
4.000%, 01/15/2032		40		39

104

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tennessee Gas Pipeline
8.375%, 06/15/2032	$	1,140	$	1,469
2.900%, 03/01/2030 (B)		1,510		1,417
TransCanada PipeLines
4.625%, 03/01/2034		860		918
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		69
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (B)		290		277
Western Midstream Operating
5.750%, 02/01/2050		210		205
5.500%, 08/15/2048		244		241
5.300%, 03/01/2048		162		160
4.650%, 07/01/2026		40		41
4.550%, 02/01/2030 (A)		1,200		1,194
4.500%, 03/01/2028		60		61
4.000%, 07/01/2022		35		35
3.600%, 02/01/2025		390		387
1.844%, 01/13/2023 (C)		130		129
Williams
7.750%, 06/15/2031		841		1,054
7.500%, 01/15/2031		100		124
5.750%, 06/24/2044		51		59
5.400%, 03/04/2044		84		92
3.750%, 06/15/2027 (A)		1,044		1,055
				125,825
Financials — 11.1%
ABN AMRO Bank
4.750%, 07/28/2025 (B)		360		368
Alleghany
3.250%, 08/15/2051		484		420
Ally Financial
1.450%, 10/02/2023		670		654
Ambac Assurance
5.100%(B)(D)		8		10
American Express
2.550%, 03/04/2027		1,325		1,288
American International Group
4.750%, 04/01/2048		130		149
4.200%, 04/01/2028		128		133
4.125%, 02/15/2024		107		109
3.900%, 04/01/2026		530		543
3.875%, 01/15/2035		30		31
2.500%, 06/30/2025		260		254
Antares Holdings
3.750%, 07/15/2027 (B)		899		829
Aon
6.250%, 09/30/2040		19		24
2.600%, 12/02/2031		2,080		1,916
Apollo Management Holdings
5.000%, 03/15/2048 (A)(B)		295		340

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.400%, 05/27/2026 (B)	$	530	$	552
Ares Capital
3.200%, 11/15/2031		792		671
Arthur J Gallagher
3.050%, 03/09/2052		1,370		1,131
Athene Global Funding
3.205%, 03/08/2027 (B)		2,229		2,146
3.000%, 07/01/2022 (B)		211		212
2.950%, 11/12/2026 (A)(B)		2,090		2,023
2.514%, 03/08/2024 (B)		1,305		1,285
2.500%, 03/24/2028 (A)(B)		1,123		1,034
1.985%, 08/19/2028 (B)		832		731
1.730%, 10/02/2026 (B)		1,442		1,309
1.608%, 06/29/2026 (B)		1,365		1,244
0.750%, SOFRINDX + 0.700%, 05/24/2024 (B)(C)		2,025		2,001
Athene Global Funding MTN
2.646%, 10/04/2031 (B)		1,059		935
Athene Holding
4.125%, 01/12/2028		605		610
Avolon Holdings Funding
3.950%, 07/01/2024 (B)		715		713
2.875%, 02/15/2025 (A)(B)		975		936
2.528%, 11/18/2027 (B)		779		688
AXA Equitable Holdings
3.900%, 04/20/2023		500		507
Bain Capital Specialty Finance
2.550%, 10/13/2026		528		476
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (C)		2,215		2,226
3.848%, 04/12/2023		600		608
3.225%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032 (C)		800		718
2.749%, 12/03/2030		1,000		880
2.746%, 05/28/2025 (A)		1,400		1,364
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (C)		1,190		1,075
1.358%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (C)		400		402
Bank of America
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A)(C)		2,782		2,754
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (C)		3,720		3,729
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C)		4,171		3,908
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C)		2,867		2,637

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

105

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A)(C)	$	776	$	716
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C)		2,370		2,154
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (A)(C)		5,268		4,892
1.658%, U.S. SOFR + 0.910%, 03/11/2027 (C)		8,259		7,699
Bank of America MTN
5.000%, 01/21/2044		830		955
4.450%, 03/03/2026		1,157		1,197
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (A)(C)		805		863
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (A)(C)		65		67
4.250%, 10/22/2026		80		82
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (C)		179		187
4.200%, 08/26/2024 (A)		1,530		1,567
4.125%, 01/22/2024 (A)		290		298
4.100%, 07/24/2023 (A)		340		347
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A)(C)		1,630		1,687
4.000%, 04/01/2024 (A)		1,309		1,343
4.000%, 01/22/2025		1,610		1,639
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (A)(C)		1,900		1,931
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (C)		625		635
3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (A)(C)		600		607
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (C)		524		530
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A)(C)		1,364		1,366
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (C)		860		865
3.500%, 04/19/2026 (A)		944		956
3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (A)(C)		631		635
3.384%, U.S. SOFR + 1.330%, 04/02/2026 (C)		3,484		3,479
3.300%, 01/11/2023		1,200		1,213
3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (C)		240		232
3.093%, ICE LIBOR USD 3 Month + 1.090%, 10/01/2025 (C)		1,250		1,246
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (C)		265		251
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (A)(C)		902		829
2.087%, U.S. SOFR + 1.060%, 06/14/2029 (A)(C)		6,025		5,504

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.922%, U.S. SOFR + 1.370%, 10/24/2031 (C)	$	537	$	466
1.530%, U.S. SOFR + 0.650%, 12/06/2025 (A)(C)		2,280		2,180
1.319%, U.S. SOFR + 1.150%, 06/19/2026 (C)		429		402
1.197%, U.S. SOFR + 1.010%, 10/24/2026 (C)		1,440		1,331
Bank of Montreal MTN
2.650%, 03/08/2027		255		247
1.850%, 05/01/2025		880		846
Bank of New York Mellon
3.400%, 05/15/2024		530		539
Bank of New York Mellon MTN
3.250%, 09/11/2024 (A)		100		101
1.600%, 04/24/2025 (A)		260		251
Bank of Nova Scotia
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(C)(D)		510		510
1.300%, 06/11/2025 (A)		480		452
Barclays
5.088%, ICE LIBOR USD 3 Month + 3.054%, 06/20/2030 (A)(C)		1,940		2,012
4.375%, 01/12/2026 (A)		2,270		2,318
Barclays MTN
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (A)(C)		520		544
Barclays Bank
1.700%, 05/12/2022		360		360
Berkshire Hathaway Finance
4.250%, 01/15/2049		870		953
3.850%, 03/15/2052		3,107		3,177
Blackstone Private Credit Fund
4.000%, 01/15/2029 (B)		1,086		1,005
3.250%, 03/15/2027 (B)		825		756
2.625%, 12/15/2026 (B)		1,651		1,486
2.350%, 11/22/2024 (B)		661		630
Blackstone Secured Lending Fund
3.625%, 01/15/2026 (A)		670		657
BNP Paribas
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)(C)		930		950
4.625%, 03/13/2027 (B)		200		205
4.400%, 08/14/2028 (B)		1,447		1,472
3.375%, 01/09/2025 (A)(B)		290		288
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (B)(C)		600		571
BNP Paribas MTN
4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (B)(C)		400		397
3.500%, 03/01/2023 (B)		464		469

106

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.052%, U.S. SOFR + 1.507%, 01/13/2031 (B)(C)	$	200	$	187
BPCE
5.150%, 07/21/2024 (B)		410		423
Brighthouse Financial
3.850%, 12/22/2051 (A)		318		265
Brighthouse Financial Global Funding MTN
1.200%, 12/15/2023 (B)		640		621
1.000%, 04/12/2024 (B)		1,505		1,441
Brown & Brown
4.950%, 03/17/2052		158		169
4.200%, 03/17/2032		633		643
Canadian Imperial Bank of Commerce
3.600%, 04/07/2032		1,117		1,113
3.450%, 04/07/2027		2,393		2,390
3.300%, 04/07/2025		2,393		2,391
0.950%, 06/23/2023 (A)		480		471
Capital One Financial
3.273%, U.S. SOFR + 1.790%, 03/01/2030 (C)		1,850		1,786
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (C)		318		311
Cboe Global Markets
3.000%, 03/16/2032		1,330		1,288
Charles Schwab
2.900%, 03/03/2032		1,985		1,911
Chubb INA Holdings
3.350%, 05/03/2026		200		203
3.150%, 03/15/2025		74		75
2.875%, 11/03/2022		39		39
CI Financial
4.100%, 06/15/2051		1,020		900
3.200%, 12/17/2030		1,255		1,144
Citadel
4.875%, 01/15/2027 (B)		660		651
Citigroup
8.125%, 07/15/2039		1,064		1,611
6.675%, 09/13/2043		70		92
6.625%, 06/15/2032		100		121
6.300%, ICE LIBOR USD 3 Month + 3.423%(C)(D)		300		301
5.950%, ICE LIBOR USD 3 Month + 3.905%(C)(D)		700		714
5.950%, ICE LIBOR USD 3 Month + 4.068%(A)(C)(D)		360		364
5.500%, 09/13/2025		950		1,014
5.300%, 05/06/2044 (A)		225		256
4.750%, 05/18/2046		100		107
4.650%, 07/30/2045 (A)		903		991
4.650%, 07/23/2048 (A)		490		553
4.450%, 09/29/2027 (A)		1,295		1,336
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A)(C)		2,750		2,855

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.400%, 06/10/2025 (A)	$	1,080	$	1,111
4.300%, 11/20/2026 (A)		240		247
4.125%, 07/25/2028 (A)		210		213
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (C)		81		83
4.050%, 07/30/2022		70		71
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (C)		1,860		1,888
3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (A)(C)		59		59
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (C)		2,485		2,463
3.500%, 05/15/2023		630		636
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (A)(C)		990		992
3.300%, 04/27/2025		120		121
3.290%, U.S. SOFR + 1.528%, 03/17/2026 (C)		479		477
3.200%, 10/21/2026 (A)		440		437
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (C)		350		347
3.070%, U.S. SOFR + 1.280%, 02/24/2028 (A)(C)		655		638
3.057%, U.S. SOFR + 1.351%, 01/25/2033 (A)(C)		2,405		2,247
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (C)		310		284
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (A)(C)		685		618
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (A)(C)		360		323
2.014%, U.S. SOFR + 0.694%, 01/25/2026 (A)(C)		1,912		1,841
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A)(C)		500		496
1.462%, U.S. SOFR + 0.770%, 06/09/2027 (C)		1,010		928
1.281%, U.S. SOFR + 0.528%, 11/03/2025 (C)		1,285		1,223
CME Group
3.000%, 03/15/2025		51		51
2.650%, 03/15/2032		1,325		1,268
CNO Global Funding
1.750%, 10/07/2026 (B)		1,005		927
Commonwealth Bank of Australia
3.784%, 03/14/2032 (B)		441		426
Cooperatieve Rabobank UA
4.375%, 08/04/2025		2,150		2,185
3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (B)(C)		2,677		2,669

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

107

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (B)(C)	$	2,818	$	2,810
Credit Agricole MTN
4.000%, USD Swap Semi 30/360 5 Yr Curr + 1.644%, 01/10/2033 (B)(C)		250		245
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (B)(C)		400		378
Credit Suisse Group
4.282%, 01/09/2028 (B)		825		824
4.207%, ICE LIBOR USD 3 Month + 1.240%, 06/12/2024 (A)(B)(C)		300		303
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(B)(C)		730		720
3.750%, 03/26/2025		250		249
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(C)		1,960		1,768
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(C)		895		865
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (B)(C)		3,508		3,294
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (B)(C)		2,000		1,789
Credit Suisse NY
2.950%, 04/09/2025		520		514
CTR Partnership
3.875%, 06/30/2028 (B)		90		85
Danske Bank
5.375%, 01/12/2024 (B)		650		670
3.875%, 09/12/2023 (B)		200		202
3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (B)(C)		220		217
1.226%, 06/22/2024 (B)		200		191
Danske Bank MTN
4.375%, 06/12/2028 (B)		200		202
Deutsche Bank NY
3.742%, U.S. SOFR + 2.257%, 01/07/2033 (C)		1,674		1,479
DNB Bank
1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (B)(C)		2,065		1,865
1.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 09/16/2026 (B)(C)		5		5
Enstar Group
3.100%, 09/01/2031		807		722
F&G Global Funding
2.000%, 09/20/2028 (B)		1,278		1,143
1.750%, 06/30/2026 (B)		810		753
Farmers Exchange Capital
7.200%, 07/15/2048 (B)		1,021		1,347
7.050%, 07/15/2028 (B)		1,000		1,139

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (B)(C)	$	1,650	$	1,942
Federal Realty Investment Trust
3.950%, 01/15/2024 (A)		444		450
FS KKR Capital
3.250%, 07/15/2027		69		64
GA Global Funding Trust
2.250%, 01/06/2027 (B)		421		393
1.950%, 09/15/2028 (A)(B)		1,515		1,347
0.800%, 09/13/2024 (B)		1,125		1,054
Goldman Sachs Capital II
4.000%, ICE LIBOR USD 3 Month + 0.768%(C)(D)		10		8
Goldman Sachs Group
6.750%, 10/01/2037		30		38
6.250%, 02/01/2041		1,050		1,356
5.150%, 05/22/2045		820		916
4.750%, 10/21/2045		370		413
4.250%, 10/21/2025 (A)		1,120		1,147
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (A)(C)		1,300		1,331
3.814%, ICE LIBOR USD 3 Month + 1.158%, 04/23/2029 (C)		480		483
3.750%, 02/25/2026 (A)		560		569
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (A)(C)		380		380
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (C)		1,120		1,118
3.500%, 04/01/2025		540		544
3.500%, 11/16/2026 (A)		2,520		2,530
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (A)(C)		2,700		2,705
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C)		120		109
3.200%, 02/23/2023		1,815		1,831
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (C)		4,993		4,706
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (A)(C)		260		224
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (C)		2,130		1,926
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (C)		1,535		1,360
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (C)		795		739
1.757%, U.S. SOFR + 0.730%, 01/24/2025 (A)(C)		1,743		1,699
1.542%, U.S. SOFR + 0.818%, 09/10/2027 (C)		5,835		5,333
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (C)		1,150		1,060
1.217%, 12/06/2023 (A)		3,465		3,381

108

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (C)	$	4,586	$	4,445
0.657%, U.S. SOFR + 0.505%, 09/10/2024 (C)		1,607		1,554
Goldman Sachs Group MTN
4.800%, 07/08/2044 (A)		120		133
4.000%, 03/03/2024 (A)		690		704
3.850%, 07/08/2024 (A)		330		336
Guardian Life Global Funding
1.100%, 06/23/2025 (B)		190		179
Healthpeak Properties
4.000%, 06/01/2025		1,515		1,540
HSBC Bank
7.650%, 05/01/2025		500		552
HSBC Bank USA
7.000%, 01/15/2039 (A)		275		374
HSBC Holdings
4.762%, U.S. SOFR + 2.530%, 03/29/2033 (C)		1,020		1,048
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (A)(C)		945		972
4.375%, 11/23/2026		345		351
4.300%, 03/08/2026 (A)		1,710		1,755
4.250%, 03/14/2024		510		517
4.250%, 08/18/2025		560		566
3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (C)		860		860
2.999%, U.S. SOFR + 1.430%, 03/10/2026 (C)		370		363
2.871%, U.S. SOFR + 1.410%, 11/22/2032 (A)(C)		700		636
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (C)		370		336
2.206%, U.S. SOFR + 1.285%, 08/17/2029 (C)		1,930		1,736
2.099%, U.S. SOFR + 1.929%, 06/04/2026 (C)		2,640		2,511
2.013%, U.S. SOFR + 1.732%, 09/22/2028 (A)(C)		3,230		2,929
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (A)(C)		330		311
1.589%, U.S. SOFR + 1.290%, 05/24/2027 (C)		1,035		945
ILFC E-Capital Trust II
4.300%, 12/21/2065 (C)		400		324
ING Groep
4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C)		495		510
4.017%, U.S. SOFR + 1.830%, 03/28/2028 (C)		803		807
3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C)		803		807

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intercontinental Exchange
1.850%, 09/15/2032 (A)	$	1,470	$	1,270
Intesa Sanpaolo
3.375%, 01/12/2023 (B)		440		441
3.125%, 07/14/2022 (B)		600		601
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (A)(B)		2,320		2,338
Jackson Financial
3.125%, 11/23/2031 (A)(B)		1,405		1,279
JPMorgan Chase
8.750%, 09/01/2030		970		1,304
4.950%, 06/01/2045 (A)		430		486
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (C)		300		313
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (C)		84		90
4.250%, 10/01/2027 (A)		720		743
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (C)		800		827
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (C)		645		663
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A)(C)		1,480		1,504
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C)		115		116
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (C)		325		328
3.875%, 09/10/2024 (A)		1,140		1,164
3.625%, 05/13/2024 (A)		230		235
3.625%, 12/01/2027		230		231
3.200%, 01/25/2023 (A)		100		101
3.200%, 06/15/2026 (A)		400		402
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (A)(C)		130		115
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (C)		2,720		2,564
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (A)(C)		620		580
2.950%, 10/01/2026 (A)		377		374
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (A)(C)		650		634
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (C)		1,125		1,031
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (C)		2,070		1,891
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A)(C)		450		417
2.301%, U.S. SOFR + 1.160%, 10/15/2025 (A)(C)		1,392		1,363
2.182%, U.S. SOFR + 1.890%, 06/01/2028 (C)		984		923
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A)(C)		2,849		2,749

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

109

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (A)(C)	$	1,285	$	1,184
2.005%, TSFR3M + 1.585%, 03/13/2026 (C)		2,045		1,972
1.578%, U.S. SOFR + 0.885%, 04/22/2027 (C)		4,945		4,606
1.561%, U.S. SOFR + 0.605%, 12/10/2025 (A)(C)		7,090		6,786
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (C)		1,340		1,322
1.470%, U.S. SOFR + 0.765%, 09/22/2027 (C)		2,537		2,338
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (A)(C)		1,790		1,653
1.040%, TSFR3M + 0.695%, 02/04/2027 (C)		3,211		2,942
0.969%, TSFR3M + 0.580%, 06/23/2025 (C)		4,070		3,886
0.870%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (C)		1,590		1,524
KKR Group Finance II
5.500%, 02/01/2043 (B)		80		91
KKR Group Finance III
5.125%, 06/01/2044 (A)(B)		535		597
Lloyds Banking Group
4.375%, 03/22/2028		925		945
4.344%, 01/09/2048		200		195
4.050%, 08/16/2023		200		204
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (A)(C)		1,190		1,203
3.750%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.800%, 03/18/2028 (C)		2,173		2,167
3.511%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 03/18/2026 (C)		956		951
2.907%, ICE LIBOR USD 3 Month + 0.810%, 11/07/2023 (C)		1,815		1,818
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (A)(C)		2,000		1,834
Macquarie Bank
3.624%, 06/03/2030 (B)		425		401
Macquarie Group
4.442%, U.S. SOFR + 2.405%, 06/21/2033 (B)(C)		830		838
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(C)		2,045		1,863
Macquarie Group MTN
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(B)(C)		1,400		1,243

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (B)	$	88	$	79
Mercury General
4.400%, 03/15/2027		935		959
MetLife
6.400%, 12/15/2036		420		452
5.700%, 06/15/2035 (A)		15		18
MetLife Capital Trust IV
7.875%, 12/15/2037 (B)		800		954
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (B)		1,955		1,963
Mitsubishi UFJ Financial Group
2.852%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 01/19/2033 (C)		590		550
2.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032 (C)		662		595
2.341%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 01/19/2028 (C)		921		870
2.309%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032 (C)		1,042		933
1.640%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.670%, 10/13/2027 (A)(C)		1,621		1,490
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (C)		1,896		1,740
0.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.550%, 07/19/2025 (A)(C)		1,919		1,819
Morgan Stanley
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (C)		2,535		2,355
0.985%, U.S. SOFR + 0.720%, 12/10/2026 (C)		1,633		1,498
0.790%, U.S. SOFR + 0.525%, 05/30/2025 (A)(C)		2,877		2,733
Morgan Stanley MTN
4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (A)(C)		340		356
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (A)(C)		119		120
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A)(C)		1,080		1,088
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (C)		2,920		2,905
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (A)(C)		2,215		2,077
2.750%, 05/19/2022		1		1

110

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.720%, U.S. SOFR + 1.152%, 07/22/2025 (C)	$	980	$	970
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (A)(C)		520		488
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C)		2,625		2,366
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (C)		318		303
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C)		1,413		1,252
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (C)		1,300		1,256
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (C)		1,439		1,323
1.164%, U.S. SOFR + 0.560%, 10/21/2025 (A)(C)		5,685		5,400
0.864%, U.S. SOFR + 0.745%, 10/21/2025 (C)		638		601
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (A)(C)		3,183		3,056
Morgan Stanley Direct Lending Fund
4.500%, 02/11/2027 (B)		573		544
MUFG Bank
4.100%, 09/09/2023 (B)		200		204
Nasdaq
3.950%, 03/07/2052		555		538
National Securities Clearing
1.500%, 04/23/2025 (B)		330		316
1.200%, 04/23/2023 (B)		410		406
Nationwide Building Society
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)(C)		800		812
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)(C)		1,840		1,850
Nationwide Building Society MTN
3.622%, ICE LIBOR USD 3 Month + 1.181%, 04/26/2023 (B)(C)		830		830
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(B)(C)		1,375		1,308
Nationwide Mutual Insurance
3.116%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(C)		3,735		3,738
NatWest Group
4.892%, ICE LIBOR USD 3 Month + 1.754%, 05/18/2029 (C)		200		208
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (C)		830		843
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (C)		1,500		1,517
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (A)(C)		920		841

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
New York Life Global Funding
0.950%, 06/24/2025 (B)	$	340	$	318
New York Life Insurance
6.750%, 11/15/2039 (B)		345		457
Nomura Holdings
2.648%, 01/16/2025		550		535
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (B)		1,212		1,098
Ohio National Financial Services
5.800%, 01/24/2030 (B)		625		645
Owl Rock Capital
3.400%, 07/15/2026		916		860
Owl Rock Capital III
3.125%, 04/13/2027 (B)		1,020		902
OWL Rock Core Income
4.700%, 02/08/2027 (B)		727		699
Park Aerospace Holdings
5.500%, 02/15/2024 (A)(B)		212		217
5.250%, 08/15/2022 (B)		25		25
4.500%, 03/15/2023 (B)		2,070		2,085
PNC Bank
3.875%, 04/10/2025		430		438
Principal Life Global Funding II
1.250%, 06/23/2025 (B)		160		150
Prospect Capital
3.706%, 01/22/2026 (A)		500		471
Protective Life Global Funding
1.618%, 04/15/2026 (B)		2,170		2,036
Prudential Financial
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.162%, 03/01/2052 (C)		322		326
Prudential Financial MTN
5.625%, 05/12/2041		10		11
Raymond James Financial
4.950%, 07/15/2046 (A)		180		202
Royal Bank of Canada MTN
1.600%, 04/17/2023		760		756
1.150%, 06/10/2025		460		434
S&P Global
4.750%, 08/01/2028 (B)		1,215		1,305
2.700%, 03/01/2029 (B)		1,635		1,585
Santander Holdings USA
4.500%, 07/17/2025		80		82
3.450%, 06/02/2025 (A)		640		635
Santander UK Group Holdings
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (A)(C)		3,050		3,119
3.823%, ICE LIBOR USD 3 Month + 1.400%, 11/03/2028 (C)		610		600
2.469%, U.S. SOFR + 1.220%, 01/11/2028 (A)(C)		510		474

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

111

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.673%, U.S. SOFR + 0.989%, 06/14/2027 (C)	$	445	$	405
1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (A)(C)		235		216
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (A)(C)		2,475		2,354
SBL Holdings
5.000%, 02/18/2031 (B)		1,111		1,071
Scentre Group Trust 1
4.375%, 05/28/2030 (A)(B)		635		664
3.625%, 01/28/2026 (B)		635		638
Societe Generale
3.625%, 03/01/2041 (B)		645		539
Societe Generale MTN
2.625%, 01/22/2025 (B)		735		711
State Street
3.300%, 12/16/2024		70		71
Stewart Information Services
3.600%, 11/15/2031		432		393
Sumitomo Mitsui Financial Group
1.902%, 09/17/2028		2,001		1,791
1.402%, 09/17/2026 (A)		1,284		1,171
Swedbank
1.300%, 06/02/2023 (B)		580		572
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (B)		124		162
4.900%, 09/15/2044 (B)		240		265
3.300%, 05/15/2050 (B)		2,455		2,174
The Vanguard Group
3.050%, 08/22/2050		670		576
Toronto-Dominion Bank MTN
2.800%, 03/10/2027 (A)		1,485		1,458
1.150%, 06/12/2025 (A)		460		434
0.750%, 06/12/2023		910		894
Trust Fibra Uno
6.390%, 01/15/2050 (B)		344		347
UBS
0.700%, 08/09/2024 (A)(B)		2,075		1,968
UBS MTN
4.500%, 06/26/2048 (B)		440		486
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(B)(C)(D)		1,640		1,711
4.253%, 03/23/2028 (B)		350		357
4.125%, 09/24/2025 (B)		200		204
3.491%, 05/23/2023 (B)		1,650		1,652
2.859%, ICE LIBOR USD 3 Month + 0.954%, 08/15/2023 (B)(C)		200		200
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (B)(C)		210		191

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Bancorp
1.450%, 05/12/2025	$	1,020	$	975
US Bancorp MTN
2.950%, 07/15/2022		25		25
Validus Holdings
8.875%, 01/26/2040		905		1,341
WEA Finance
4.750%, 09/17/2044 (B)		230		216
3.750%, 09/17/2024 (B)		990		988
Wells Fargo
7.950%, 11/15/2029		495		631
5.375%, 11/02/2043		400		464
3.000%, 10/23/2026 (A)		1,030		1,016
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (C)		5,025		4,847
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (A)(C)		4,525		5,370
4.900%, 11/17/2045 (A)		909		1,003
4.750%, 12/07/2046		700		761
4.650%, 11/04/2044		261		277
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (C)		2,630		2,785
4.400%, 06/14/2046		1,370		1,420
4.150%, 01/24/2029 (A)		1,010		1,048
4.125%, 08/15/2023		900		920
3.750%, 01/24/2024 (A)		250		255
3.526%, U.S. SOFR + 1.510%, 03/24/2028 (A)(C)		7,124		7,110
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (C)		4,210		4,091
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (C)		1,550		1,530
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (C)		20		19
2.406%, U.S. SOFR + 1.087%, 10/30/2025 (C)		1,005		984
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (C)		900		851
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (C)		2,265		2,191
Westpac Banking
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C)		450		393
1.953%, 11/20/2028		809		745
				477,723
Health Care — 3.4%
Abbott Laboratories
4.900%, 11/30/2046		470		572
4.750%, 11/30/2036 (A)		260		302
3.750%, 11/30/2026		463		481

112

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AbbVie
4.875%, 11/14/2048	$	70	$	79
4.625%, 10/01/2042		38		40
4.550%, 03/15/2035		1,700		1,825
4.500%, 05/14/2035		510		547
4.450%, 05/14/2046		236		251
4.400%, 11/06/2042		1,000		1,055
4.300%, 05/14/2036		232		242
4.250%, 11/14/2028 (A)		335		353
4.250%, 11/21/2049 (A)		2,748		2,852
4.050%, 11/21/2039		794		816
3.800%, 03/15/2025		460		469
3.750%, 11/14/2023		100		102
3.600%, 05/14/2025 (A)		770		780
3.200%, 11/06/2022		44		44
3.200%, 11/21/2029 (A)		2,279		2,252
2.950%, 11/21/2026 (A)		380		376
2.900%, 11/06/2022		10		10
2.600%, 11/21/2024 (A)		1,820		1,807
2.300%, 11/21/2022		2,930		2,940
Advocate Health & Hospitals
2.211%, 06/15/2030 (A)		1,615		1,492
Aetna
3.875%, 08/15/2047		90		88
2.800%, 06/15/2023		2,650		2,660
Alcon Finance
3.000%, 09/23/2029 (B)		1,975		1,888
Amgen
6.375%, 06/01/2037		910		1,162
5.150%, 11/15/2041		332		373
4.663%, 06/15/2051		269		296
4.400%, 05/01/2045		375		394
4.400%, 02/22/2062 (A)		655		677
4.200%, 02/22/2052 (A)		215		222
3.625%, 05/22/2024 (A)		130		132
3.350%, 02/22/2032 (A)		455		451
3.150%, 02/21/2040		190		174
3.000%, 02/22/2029		1,375		1,350
3.000%, 01/15/2052		1,310		1,108
2.770%, 09/01/2053 (A)		263		211
2.000%, 01/15/2032 (A)		1,515		1,342
Anthem
4.625%, 05/15/2042		41		45
3.650%, 12/01/2027 (A)		220		225
3.500%, 08/15/2024		90		91
3.350%, 12/01/2024 (A)		1,425		1,436
3.125%, 05/15/2022		468		469
2.950%, 12/01/2022		661		666
AstraZeneca
2.125%, 08/06/2050 (A)		160		123
Astrazeneca Finance
1.750%, 05/28/2028 (A)		1,131		1,042

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bausch Health
7.250%, 05/30/2029 (B)	$	170	$	145
6.250%, 02/15/2029 (A)(B)		500		410
5.500%, 11/01/2025 (B)		20		20
Baxalta
3.600%, 06/23/2022		546		547
Baxter International
3.950%, 04/01/2030 (A)		425		438
BayCare Health System
3.831%, 11/15/2050		1,595		1,628
Bayer US Finance
3.375%, 10/08/2024 (A)(B)		800		799
Bayer US Finance II
4.875%, 06/25/2048 (A)(B)		1,795		1,930
4.700%, 07/15/2064 (B)		210		210
4.625%, 06/25/2038 (B)		420		436
4.375%, 12/15/2028 (B)		3,535		3,614
4.250%, 12/15/2025 (B)		2,345		2,384
Becton Dickinson
4.685%, 12/15/2044		301		323
3.734%, 12/15/2024		287		292
3.700%, 06/06/2027 (A)		121		123
3.363%, 06/06/2024 (A)		758		764
Biogen
3.625%, 09/15/2022		430		434
3.250%, 02/15/2051 (A)(B)		134		111
Bon Secours Mercy Health
3.464%, 06/01/2030		855		859
Bristol-Myers Squibb
4.550%, 02/20/2048		129		146
4.350%, 11/15/2047		51		56
3.700%, 03/15/2052		2,095		2,105
3.550%, 08/15/2022		360		363
3.400%, 07/26/2029		124		126
3.200%, 06/15/2026 (A)		506		514
2.950%, 03/15/2032 (A)		1,130		1,105
2.900%, 07/26/2024 (A)		785		791
2.750%, 02/15/2023		300		303
2.600%, 05/16/2022		550		551
Centene
4.625%, 12/15/2029		390		393
4.250%, 12/15/2027 (A)		260		261
3.375%, 02/15/2030		230		216
3.000%, 10/15/2030		3,422		3,143
2.625%, 08/01/2031		40		36
2.450%, 07/15/2028 (A)		1,745		1,594
Cigna
4.900%, 12/15/2048		830		930
4.800%, 08/15/2038		1,144		1,252
4.375%, 10/15/2028 (A)		810		852
4.125%, 11/15/2025 (A)		290		299
3.875%, 10/15/2047		570		555

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

113

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 07/15/2023 (A)	$	462	$	469
3.400%, 03/01/2027		380		384
3.400%, 03/15/2050		120		108
3.400%, 03/15/2051 (A)		588		530
CommonSpirit Health
4.350%, 11/01/2042		480		482
4.187%, 10/01/2049		635		632
2.782%, 10/01/2030		1,970		1,836
CVS Health
5.125%, 07/20/2045		670		756
5.050%, 03/25/2048		4,625		5,238
4.780%, 03/25/2038		565		617
4.300%, 03/25/2028		1,814		1,898
4.250%, 04/01/2050		30		31
4.125%, 04/01/2040		160		163
3.875%, 07/20/2025		515		526
3.750%, 04/01/2030		400		407
3.625%, 04/01/2027		690		701
3.000%, 08/15/2026		345		342
2.750%, 12/01/2022		510		512
2.700%, 08/21/2040		500		426
2.125%, 09/15/2031 (A)		370		331
1.875%, 02/28/2031		110		97
CVS Pass-Through Trust
5.926%, 01/10/2034 (B)		68		75
Danaher
2.800%, 12/10/2051 (A)		255		217
2.600%, 10/01/2050 (A)		381		315
DH Europe Finance II Sarl
2.200%, 11/15/2024 (A)		879		861
2.050%, 11/15/2022		511		512
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (A)(B)		1,345		1,244
Gilead Sciences
5.650%, 12/01/2041		35		42
4.750%, 03/01/2046		380		421
4.600%, 09/01/2035 (A)		500		544
4.500%, 02/01/2045		10		11
4.000%, 09/01/2036 (A)		286		292
3.700%, 04/01/2024 (A)		410		417
3.650%, 03/01/2026		460		468
3.250%, 09/01/2022		185		186
2.800%, 10/01/2050		513		420
2.600%, 10/01/2040		555		467
GlaxoSmithKline Capital
2.850%, 05/08/2022		30		30
HCA
5.875%, 02/01/2029		700		765
5.625%, 09/01/2028 (A)		60		65
5.500%, 06/15/2047		1,295		1,461
5.375%, 02/01/2025		1,947		2,026
5.250%, 04/15/2025 (A)		820		863

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 06/15/2026 (A)	$	650	$	686
5.250%, 06/15/2049 (A)		2,150		2,355
5.000%, 03/15/2024 (A)		155		161
4.625%, 03/15/2052 (A)(B)		827		833
4.500%, 02/15/2027 (A)		20		21
4.125%, 06/15/2029		1,500		1,529
3.625%, 03/15/2032 (A)(B)		1,005		985
3.500%, 09/01/2030		1,585		1,531
3.500%, 07/15/2051		161		140
2.375%, 07/15/2031		945		845
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (B)		855		777
Humana
4.950%, 10/01/2044		60		67
4.800%, 03/15/2047 (A)		30		34
4.625%, 12/01/2042		170		181
4.500%, 04/01/2025 (A)		80		83
3.950%, 03/15/2027 (A)		70		71
3.850%, 10/01/2024		1,470		1,493
3.700%, 03/23/2029		3,205		3,216
3.150%, 12/01/2022		560		564
2.150%, 02/03/2032 (A)		130		114
Johnson & Johnson
3.700%, 03/01/2046 (A)		170		179
3.625%, 03/03/2037		260		269
3.500%, 01/15/2048 (A)		92		94
3.400%, 01/15/2038		173		176
2.625%, 01/15/2025 (A)		86		86
2.450%, 09/01/2060 (A)		935		757
0.950%, 09/01/2027 (A)		610		558
0.550%, 09/01/2025		300		280
Mass General Brigham
3.192%, 07/01/2049		115		104
Medtronic
4.625%, 03/15/2045 (A)		9		10
3.500%, 03/15/2025		241		246
Merck
2.400%, 09/15/2022 (A)		29		29
1.450%, 06/24/2030 (A)		300		266
0.750%, 02/24/2026 (A)		530		495
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		720
Pfizer
4.000%, 12/15/2036		815		865
2.625%, 04/01/2030 (A)		440		427
2.550%, 05/28/2040 (A)		1,115		997
1.700%, 05/28/2030 (A)		420		381
0.800%, 05/28/2025 (A)		670		634
Roche Holdings
2.607%, 12/13/2051 (B)		425		368
2.314%, 03/10/2027 (B)		200		194
2.076%, 12/13/2031 (B)		1,051		967

114

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Royalty Pharma
1.200%, 09/02/2025	$	535	$	492
0.750%, 09/02/2023 (A)		925		898
RWJ Barnabas Health
3.949%, 07/01/2046 (A)		1,030		1,055
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023 (A)		959		962
Smith & Nephew
2.032%, 10/14/2030		670		582
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		1,042		969
Stryker
2.900%, 06/15/2050 (A)		159		138
Takeda Pharmaceutical
5.000%, 11/26/2028		460		499
4.400%, 11/26/2023		2,174		2,228
3.175%, 07/09/2050 (A)		376		329
3.025%, 07/09/2040		362		323
2.050%, 03/31/2030		997		900
Tenet Healthcare
4.375%, 01/15/2030 (B)		20		19
Teva Pharmaceutical Finance BV
2.950%, 12/18/2022		190		189
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025		390		410
6.000%, 04/15/2024		200		205
5.125%, 05/09/2029 (A)		1,780		1,711
4.750%, 05/09/2027		200		192
3.150%, 10/01/2026		1,340		1,213
2.800%, 07/21/2023		630		621
Thermo Fisher Scientific
2.800%, 10/15/2041		508		455
2.000%, 10/15/2031 (A)		542		487
1.750%, 10/15/2028 (A)		609		556
UnitedHealth Group
5.800%, 03/15/2036 (A)		280		347
4.625%, 07/15/2035		523		584
4.450%, 12/15/2048		90		101
4.250%, 04/15/2047		450		488
4.250%, 06/15/2048		110		120
3.875%, 12/15/2028		170		178
3.875%, 08/15/2059		360		371
3.750%, 07/15/2025 (A)		270		278
3.700%, 08/15/2049 (A)		150		152
3.500%, 06/15/2023		150		152
3.350%, 07/15/2022		28		28
3.250%, 05/15/2051 (A)		538		505
3.125%, 05/15/2060		50		44
3.050%, 05/15/2041 (A)		167		156
2.900%, 05/15/2050 (A)		570		505
2.875%, 03/15/2023		50		50

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.750%, 05/15/2040	$	245	$	220
2.375%, 10/15/2022		70		70
2.300%, 05/15/2031 (A)		80		75
2.000%, 05/15/2030		140		129
1.250%, 01/15/2026		170		160
Universal Health Services
1.650%, 09/01/2026 (B)		685		628
Utah Acquisition Sub
3.950%, 06/15/2026		1,645		1,632
Viatris
4.000%, 06/22/2050		675		567
2.700%, 06/22/2030 (A)		140		123
Wyeth
5.950%, 04/01/2037		470		598
				144,040
Industrials — 2.1%
3M
3.700%, 04/15/2050 (A)		660		666
3.050%, 04/15/2030 (A)		90		89
2.375%, 08/26/2029		390		371
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (B)		273		244
Adani Ports & Special Economic Zone
4.200%, 08/04/2027 (B)		360		351
ADT Security
4.125%, 08/01/2029 (B)		20		19
AerCap Ireland Capital DAC
4.875%, 01/16/2024 (A)		1,500		1,520
3.875%, 01/23/2028		345		336
3.500%, 01/15/2025 (A)		232		228
3.300%, 01/30/2032 (A)		3,775		3,403
3.150%, 02/15/2024		560		551
3.000%, 10/29/2028		2,375		2,190
2.450%, 10/29/2026 (A)		4,180		3,866
1.650%, 10/29/2024 (A)		1,395		1,318
1.150%, 10/29/2023		1,915		1,833
Air Lease
3.625%, 04/01/2027		221		217
3.625%, 12/01/2027		216		210
3.375%, 07/01/2025		310		306
3.250%, 03/01/2025		1,645		1,623
Air Lease MTN
2.300%, 02/01/2025 (A)		355		341
Allied Universal Holdco
6.625%, 07/15/2026 (B)		20		20
Boeing
5.930%, 05/01/2060		160		185
5.805%, 05/01/2050		1,390		1,605
5.705%, 05/01/2040		690		771
5.150%, 05/01/2030		1,035		1,104
5.040%, 05/01/2027		160		168

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

115

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 05/01/2025	$	2,075	$	2,141
4.508%, 05/01/2023		1,050		1,068
3.750%, 02/01/2050		1,052		937
3.625%, 02/01/2031		691		673
3.625%, 03/01/2048		23		20
3.550%, 03/01/2038		196		172
3.250%, 02/01/2028		687		662
3.250%, 02/01/2035		1,603		1,431
3.200%, 03/01/2029 (A)		490		467
3.100%, 05/01/2026 (A)		160		157
2.800%, 03/01/2027		190		182
2.700%, 02/01/2027 (A)		540		518
2.196%, 02/04/2026		2,149		2,032
1.433%, 02/04/2024 (A)		2,065		1,997
Builders FirstSource
4.250%, 02/01/2032 (B)		30		28
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		123
5.400%, 06/01/2041		50		60
4.150%, 12/15/2048		150		162
4.050%, 06/15/2048		124		132
2.875%, 06/15/2052 (A)		120		106
Canadian Pacific Railway
6.125%, 09/15/2115		44		56
3.000%, 12/02/2041		305		274
1.750%, 12/02/2026 (A)		155		146
1.350%, 12/02/2024		792		759
Carrier Global
3.577%, 04/05/2050 (A)		30		27
Cintas No. 2
3.700%, 04/01/2027		400		410
2.900%, 04/01/2022		400		400
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022 (A)		379		379
CoStar Group
2.800%, 07/15/2030 (B)		830		759
Crowley Conro
4.181%, 08/15/2043		425		459
Deere
3.750%, 04/15/2050 (A)		530		560
3.100%, 04/15/2030		100		100
Delta Air Lines
7.375%, 01/15/2026 (A)		580		630
7.000%, 05/01/2025 (B)		2,410		2,581
4.750%, 10/20/2028 (B)		2,329		2,347
4.500%, 10/20/2025 (B)		1,791		1,801
4.375%, 04/19/2028 (A)		153		147
3.800%, 04/19/2023		381		383
2.900%, 10/28/2024 (A)		60		59

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028	$	3,641	$	3,318
DP World MTN
5.625%, 09/25/2048 (B)		990		1,069
Eaton
7.625%, 04/01/2024		75		81
4.150%, 11/02/2042		140		146
2.750%, 11/02/2022 (A)		900		905
Emerson Electric
2.800%, 12/21/2051 (A)		280		240
Equifax
3.950%, 06/15/2023		1,612		1,628
2.600%, 12/15/2025		255		248
GE Capital International Funding Unlimited
4.418%, 11/15/2035		1,197		1,285
General Dynamics
4.250%, 04/01/2040		880		960
4.250%, 04/01/2050		200		225
3.500%, 05/15/2025		60		61
3.250%, 04/01/2025 (A)		160		162
General Electric MTN
6.750%, 03/15/2032		720		907
0.986%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (C)		2,400		2,064
GFL Environmental
4.250%, 06/01/2025 (B)		250		248
H&E Equipment Services
3.875%, 12/15/2028 (B)		70		66
Honeywell International
1.350%, 06/01/2025		310		299
Howmet Aerospace
3.000%, 01/15/2029		584		533
John Deere Capital MTN
2.350%, 03/08/2027		797		775
2.125%, 03/07/2025		478		470
L3Harris Technologies
5.054%, 04/27/2045		180		203
4.854%, 04/27/2035		80		87
Lockheed Martin
4.500%, 05/15/2036 (A)		90		99
4.070%, 12/15/2042		91		97
3.550%, 01/15/2026		1,190		1,218
3.100%, 01/15/2023		50		50
Mileage Plus Holdings
6.500%, 06/20/2027 (B)		510		532
Northrop Grumman
5.250%, 05/01/2050		350		436
4.030%, 10/15/2047		622		654
3.250%, 08/01/2023 (A)		1,652		1,670
3.250%, 01/15/2028 (A)		1,652		1,652
2.930%, 01/15/2025 (A)		810		812

116

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Otis Worldwide
3.112%, 02/15/2040	$	555	$	488
2.056%, 04/05/2025		220		214
Parker-Hannifin
2.700%, 06/14/2024		400		397
Prime Security Services Borrower
5.750%, 04/15/2026 (B)		320		326
Quanta Services
0.950%, 10/01/2024		638		605
Raytheon Technologies
4.625%, 11/16/2048		51		58
4.500%, 06/01/2042 (A)		170		187
4.450%, 11/16/2038		63		68
4.150%, 05/15/2045		59		60
4.125%, 11/16/2028 (A)		280		293
3.950%, 08/16/2025 (A)		510		526
3.150%, 12/15/2024		200		201
2.250%, 07/01/2030 (A)		420		389
Republic Services
3.950%, 05/15/2028 (A)		335		344
2.500%, 08/15/2024 (A)		635		628
1.450%, 02/15/2031		1,650		1,402
Roper Technologies
1.000%, 09/15/2025		420		390
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (B)		1,120		1,040
Southwest Airlines
5.125%, 06/15/2027 (A)		550		588
Spirit Loyalty Cayman
8.000%, 09/20/2025 (B)		375		400
Teck Resources
6.125%, 10/01/2035		327		386
Triton Container International
2.050%, 04/15/2026 (B)		755		704
Union Pacific
3.839%, 03/20/2060		1,030		1,034
3.750%, 07/15/2025		340		348
3.750%, 02/05/2070 (A)		230		224
3.500%, 02/14/2053		1,209		1,183
3.375%, 02/14/2042 (A)		384		371
3.250%, 02/05/2050 (A)		480		447
2.891%, 04/06/2036		1,595		1,490
2.800%, 02/14/2032 (A)		799		767
2.400%, 02/05/2030		628		594
United Airlines
4.625%, 04/15/2029 (B)		510		485
4.375%, 04/15/2026 (B)		300		295
United Parcel Service
5.200%, 04/01/2040		240		290
United Rentals North America
4.875%, 01/15/2028		150		152
3.875%, 11/15/2027		100		99

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 02/15/2031	$	920	$	867
3.750%, 01/15/2032		300		280
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		474		456
Vertiv Group
4.125%, 11/15/2028 (B)		140		128
XPO Logistics
6.250%, 05/01/2025 (B)		70		72
				91,356
Information Technology — 2.0%
Analog Devices
2.100%, 10/01/2031 (A)		640		590
1.700%, 10/01/2028		481		444
Apple
4.375%, 05/13/2045		360		407
4.250%, 02/09/2047		162		182
3.850%, 05/04/2043		220		231
3.200%, 05/13/2025		64		65
3.200%, 05/11/2027		232		236
2.700%, 08/05/2051		319		277
2.650%, 05/11/2050 (A)		790		688
2.650%, 02/08/2051		547		472
2.550%, 08/20/2060 (A)		271		222
2.450%, 08/04/2026		1,410		1,393
2.375%, 02/08/2041 (A)		260		227
1.700%, 08/05/2031 (A)		961		862
1.400%, 08/05/2028		2,731		2,497
1.125%, 05/11/2025 (A)		1,110		1,060
Broadcom
4.300%, 11/15/2032		1,225		1,243
4.150%, 11/15/2030		1,760		1,784
4.150%, 04/15/2032 (B)		479		478
4.000%, 04/15/2029 (B)		638		638
3.875%, 01/15/2027		242		244
3.469%, 04/15/2034 (B)		715		662
3.419%, 04/15/2033 (B)		2,053		1,916
3.187%, 11/15/2036 (B)		10		9
3.150%, 11/15/2025		419		416
3.137%, 11/15/2035 (B)		1,960		1,727
2.450%, 02/15/2031 (A)(B)		560		500
CommScope
6.000%, 03/01/2026 (A)(B)		200		202
4.750%, 09/01/2029 (B)		20		18
Dell International
6.100%, 07/15/2027		327		359
6.020%, 06/15/2026		39		42
4.900%, 10/01/2026 (A)		164		172
3.450%, 12/15/2051 (A)(B)		954		775
3.375%, 12/15/2041 (B)		795		668

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

117

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Global Payments
2.900%, 11/15/2031	$	315	$	287
2.150%, 01/15/2027 (A)		953		894
1.500%, 11/15/2024		2,526		2,415
HP
4.200%, 04/15/2032		1,116		1,112
4.000%, 04/15/2029		1,117		1,113
2.200%, 06/17/2025		746		719
Intel
4.750%, 03/25/2050 (A)		665		774
3.700%, 07/29/2025		223		228
3.250%, 11/15/2049 (A)		380		351
3.200%, 08/12/2061 (A)		260		230
3.100%, 07/29/2022 (A)		35		35
3.050%, 08/12/2051 (A)		1,733		1,541
2.800%, 08/12/2041		836		738
2.450%, 11/15/2029		319		304
1.600%, 08/12/2028		540		492
International Business Machines
3.000%, 05/15/2024 (A)		1,510		1,520
KLA
3.300%, 03/01/2050 (A)		760		716
Kyndryl Holdings
2.050%, 10/15/2026 (A)(B)		1,350		1,205
Marvell Technology
1.650%, 04/15/2026 (A)		1,030		957
Mastercard
3.850%, 03/26/2050		80		85
3.375%, 04/01/2024		80		81
Microsoft
4.100%, 02/06/2037 (A)		251		278
3.625%, 12/15/2023 (A)		89		91
3.500%, 02/12/2035 (A)		156		163
3.450%, 08/08/2036 (A)		565		588
3.300%, 02/06/2027		1,550		1,590
3.041%, 03/17/2062 (A)		199		186
2.921%, 03/17/2052		365		343
2.875%, 02/06/2024 (A)		1,010		1,023
2.700%, 02/12/2025 (A)		250		252
2.675%, 06/01/2060 (A)		156		135
2.525%, 06/01/2050		546		471
2.400%, 08/08/2026 (A)		1,700		1,686
2.375%, 05/01/2023 (A)		20		20
NVIDIA
3.700%, 04/01/2060		310		314
3.500%, 04/01/2040 (A)		430		433
3.500%, 04/01/2050 (A)		1,200		1,213
2.850%, 04/01/2030 (A)		1,560		1,535
NXP BV
3.250%, 05/11/2041 (B)		350		309
2.700%, 05/01/2025 (B)		280		271
2.650%, 02/15/2032 (B)		652		588

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Open Text Holdings
4.125%, 02/15/2030 (B)	$	20	$	19
Oracle
4.375%, 05/15/2055		613		554
3.950%, 03/25/2051		1,930		1,687
3.900%, 05/15/2035		1,720		1,617
3.800%, 11/15/2037		2,255		2,039
3.650%, 03/25/2041		332		290
3.600%, 04/01/2040		1,265		1,097
3.600%, 04/01/2050		1,460		1,211
2.950%, 11/15/2024 (A)		315		313
2.950%, 04/01/2030		860		793
2.875%, 03/25/2031 (A)		1,320		1,204
1.650%, 03/25/2026 (A)		1,030		960
PayPal Holdings
2.300%, 06/01/2030 (A)		2,845		2,648
1.650%, 06/01/2025		400		385
1.350%, 06/01/2023 (A)		390		389
Prosus
3.832%, 02/08/2051 (B)		320		233
Prosus MTN
4.027%, 08/03/2050 (B)		730		551
3.061%, 07/13/2031 (B)		2,100		1,745
Salesforce
3.700%, 04/11/2028		670		692
3.250%, 04/11/2023		480		486
Sprint
7.875%, 09/15/2023		110		117
Sprint Capital
8.750%, 03/15/2032		590		795
Tencent Holdings MTN
3.975%, 04/11/2029 (B)		600		598
3.840%, 04/22/2051 (B)		1,225		1,062
3.680%, 04/22/2041 (B)		680		601
3.595%, 01/19/2028 (B)		570		555
Texas Instruments
4.150%, 05/15/2048		300		333
1.750%, 05/04/2030 (A)		290		264
1.125%, 09/15/2026 (A)		322		301
TSMC Arizona
3.250%, 10/25/2051 (A)		290		262
1.750%, 10/25/2026		1,300		1,218
TSMC Global
1.375%, 09/28/2030 (B)		1,925		1,639
Visa
4.300%, 12/14/2045		690		774
3.650%, 09/15/2047		235		243
3.150%, 12/14/2025		1,410		1,426
VMware
4.700%, 05/15/2030 (A)		643		680
3.900%, 08/21/2027 (A)		128		130
1.800%, 08/15/2028 (A)		699		620

118

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.400%, 08/15/2026 (A)	$	1,108	$	1,017
1.000%, 08/15/2024 (A)		1,113		1,061
0.600%, 08/15/2023		1,552		1,508
Vontier
2.950%, 04/01/2031 (A)		425		377
1.800%, 04/01/2026		495		448
Workday
3.800%, 04/01/2032		350		349
3.700%, 04/01/2029		300		301
3.500%, 04/01/2027		180		180
				84,764
Materials — 0.8%
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,460
Anglo American Capital
4.750%, 04/10/2027 (B)		720		747
4.750%, 03/16/2052 (B)		496		517
4.000%, 09/11/2027 (B)		200		201
3.875%, 03/16/2029 (B)		359		359
3.625%, 09/11/2024 (B)		710		709
ArcelorMittal
7.000%, 10/15/2039		120		141
Ball
3.125%, 09/15/2031		370		331
Barrick
5.250%, 04/01/2042 (A)		80		93
Barrick North America Finance
5.750%, 05/01/2043		290		353
5.700%, 05/30/2041 (A)		509		619
Berry Global
1.570%, 01/15/2026 (A)		2,985		2,781
BHP Billiton Finance USA
5.000%, 09/30/2043 (A)		410		486
4.125%, 02/24/2042		40		42
Dow Chemical
5.250%, 11/15/2041		25		29
4.800%, 05/15/2049 (A)		360		397
3.600%, 11/15/2050 (A)		320		298
DuPont de Nemours
4.493%, 11/15/2025 (A)		830		863
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (B)		480		486
First Quantum Minerals
6.875%, 10/15/2027 (B)		220		230
Freeport-McMoRan
5.450%, 03/15/2043		785		879
4.625%, 08/01/2030 (A)		180		184
4.550%, 11/14/2024 (A)		40		41
3.875%, 03/15/2023		20		20
Glencore Funding
4.125%, 05/30/2023 (B)		200		203

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 03/12/2024 (B)	$	1,340	$	1,358
4.000%, 03/27/2027 (A)(B)		1,200		1,204
3.875%, 10/27/2027 (B)		220		219
3.000%, 10/27/2022 (B)		30		30
Hudbay Minerals
6.125%, 04/01/2029 (B)		20		21
Industrias Penoles
4.150%, 09/12/2029 (B)		1,005		1,006
International Flavors & Fragrances
5.000%, 09/26/2048 (A)		1,505		1,651
1.230%, 10/01/2025 (B)		1,835		1,699
LYB International Finance III
3.625%, 04/01/2051		471		426
3.375%, 10/01/2040 (A)		798		714
Nacional del Cobre de Chile
4.250%, 07/17/2042 (B)		425		412
Newcrest Finance Pty
3.250%, 05/13/2030 (A)(B)		630		603
OCP
5.125%, 06/23/2051 (B)		360		299
4.500%, 10/22/2025 (B)		400		400
3.750%, 06/23/2031 (B)		410		371
Orbia Advance
2.875%, 05/11/2031 (B)		780		690
1.875%, 05/11/2026 (B)		820		768
Sealed Air
1.573%, 10/15/2026 (B)		795		724
Southern Copper
5.250%, 11/08/2042 (A)		2,220		2,512
Suzano Austria GmbH
3.750%, 01/15/2031 (A)		1,400		1,318
3.125%, 01/15/2032		70		62
Teck Resources
6.250%, 07/15/2041		373		446
6.000%, 08/15/2040		30		34
5.200%, 03/01/2042 (A)		378		396
Vale Overseas
6.875%, 11/21/2036 (A)		874		1,054
6.250%, 08/10/2026		32		35
Westlake
3.375%, 08/15/2061		301		245
Westlake Chemical
3.600%, 08/15/2026		350		354
3.125%, 08/15/2051 (A)		474		390
				32,910
Real Estate — 1.0%
Agree
2.600%, 06/15/2033		160		141
2.000%, 06/15/2028		699		633

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

119

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Campus Communities Operating Partnership
3.750%, 04/15/2023	$	1,350	$	1,364
3.625%, 11/15/2027		745		739
3.300%, 07/15/2026 (A)		1,495		1,487
2.250%, 01/15/2029		481		440
American Homes 4 Rent
4.300%, 04/15/2052		287		279
3.625%, 04/15/2032		3,309		3,227
American Tower
4.050%, 03/15/2032		255		256
3.650%, 03/15/2027		797		795
1.875%, 10/15/2030		1,430		1,217
AvalonBay Communities MTN
2.450%, 01/15/2031 (A)		1,155		1,086
Boston Properties
3.800%, 02/01/2024		1,250		1,267
3.400%, 06/21/2029		720		714
Brandywine Operating Partnership
3.950%, 11/15/2027		17		17
Brixmor Operating Partnership
2.500%, 08/16/2031 (A)		388		343
2.250%, 04/01/2028		224		205
Camden Property Trust
2.800%, 05/15/2030		435		418
Crown Castle International
4.000%, 03/01/2027 (A)		160		162
2.900%, 03/15/2027		1,044		1,009
2.900%, 04/01/2041		448		371
2.100%, 04/01/2031		661		572
1.050%, 07/15/2026		961		868
CyrusOne
3.450%, 11/15/2029		760		783
2.900%, 11/15/2024		1,250		1,253
2.150%, 11/01/2030 (A)		155		155
Equinix
3.900%, 04/15/2032		770		766
2.950%, 09/15/2051		590		470
Essential Properties
2.950%, 07/15/2031		1,290		1,129
Essex Portfolio
2.550%, 06/15/2031		331		302
1.700%, 03/01/2028		840		757
Extra Space Storage
3.900%, 04/01/2029		316		317
2.350%, 03/15/2032		288		253
GLP Capital
5.375%, 04/15/2026 (A)		2,615		2,733
5.300%, 01/15/2029		1,519		1,596
5.250%, 06/01/2025		775		798
4.000%, 01/15/2030		150		146
3.350%, 09/01/2024 (A)		125		124

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Healthcare Realty Trust
3.875%, 05/01/2025	$	200	$	201
Healthcare Trust of America Holdings
3.100%, 02/15/2030		275		261
Hudson Pacific Properties
4.650%, 04/01/2029		580		608
3.950%, 11/01/2027		1,246		1,251
Invitation Homes Operating Partnership
4.150%, 04/15/2032		1,897		1,937
Kilroy Realty
2.650%, 11/15/2033 (A)		1,380		1,196
Life Storage
3.875%, 12/15/2027		915		925
Mid-America Apartments
4.300%, 10/15/2023		329		334
4.000%, 11/15/2025		393		401
3.950%, 03/15/2029		322		332
MPT Operating Partnership
5.000%, 10/15/2027 (A)		90		91
4.625%, 08/01/2029		60		59
3.500%, 03/15/2031		400		371
Realty Income
3.400%, 01/15/2028		340		339
2.850%, 12/15/2032		465		439
2.200%, 06/15/2028		344		317
Regency Centers
2.950%, 09/15/2029		697		664
Rexford Industrial Realty
2.150%, 09/01/2031 (A)		355		308
Sabra Health Care
3.900%, 10/15/2029 (A)		715		687
Simon Property Group
2.450%, 09/13/2029 (A)		1,020		950
Spirit Realty
3.400%, 01/15/2030		226		219
STORE Capital
4.625%, 03/15/2029		409		424
4.500%, 03/15/2028		1,211		1,241
2.750%, 11/18/2030		568		514
2.700%, 12/01/2031		224		198
Sun Communities Operating
2.300%, 11/01/2028		322		292
Welltower
4.500%, 01/15/2024		102		104
				43,855
Utilities — 1.9%
AEP Texas
6.650%, 02/15/2033		500		608
AES
1.375%, 01/15/2026 (A)		691		635

120

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alabama Power
3.700%, 12/01/2047	$	1,600	$	1,550
American Transmission Systems
2.650%, 01/15/2032 (B)		1,443		1,334
Baltimore Gas and Electric
2.250%, 06/15/2031		478		435
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		898
Boston Gas
4.487%, 02/15/2042 (B)		35		36
CenterPoint Energy Houston Electric
3.600%, 03/01/2052		351		351
Cleco Power
6.000%, 12/01/2040		700		857
Comision Federal de Electricidad
3.875%, 07/26/2033 (B)		270		236
Commonwealth Edison
3.850%, 03/15/2052		1,315		1,359
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,647
4.450%, 03/15/2044		1,120		1,175
3.950%, 04/01/2050		130		134
3.350%, 04/01/2030 (A)		180		179
Consumers Energy
2.650%, 08/15/2052 (A)		352		292
Dominion Energy
3.071%, 08/15/2024 (A)		980		978
DTE Electric
3.650%, 03/01/2052		255		258
2.950%, 03/01/2050		558		492
DTE Energy
2.529%, 10/01/2024 (A)		830		816
1.050%, 06/01/2025 (A)		1,831		1,713
Duke Energy
3.500%, 06/15/2051		191		174
3.150%, 08/15/2027 (A)		280		277
2.550%, 06/15/2031 (A)		3,442		3,147
2.400%, 08/15/2022		340		341
0.900%, 09/15/2025		705		655
Duke Energy Carolinas
4.250%, 12/15/2041 (A)		628		657
4.000%, 09/30/2042		1,000		1,022
3.550%, 03/15/2052		494		488
2.850%, 03/15/2032		590		570
2.550%, 04/15/2031		324		304
Duke Energy Florida
3.850%, 11/15/2042		380		375
3.200%, 01/15/2027 (A)		1,080		1,081
2.400%, 12/15/2031 (A)		476		439
Duke Energy Indiana
4.200%, 03/15/2042		30		30
2.750%, 04/01/2050		280		236

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Progress
4.100%, 05/15/2042 (A)	$	425	$	438
2.800%, 05/15/2022		25		25
2.500%, 08/15/2050 (A)		481		391
Entergy Arkansas
2.650%, 06/15/2051 (A)		1,224		998
Evergy Metro
5.300%, 10/01/2041		100		115
Eversource Energy
3.375%, 03/01/2032		317		310
2.900%, 10/01/2024		1,610		1,602
2.900%, 03/01/2027		638		625
1.400%, 08/15/2026		268		247
Exelon
5.625%, 06/15/2035		760		860
4.100%, 03/15/2052 (B)		223		226
2.750%, 03/15/2027 (B)		319		311
FirstEnergy
7.375%, 11/15/2031		3,685		4,545
4.400%, 07/15/2027		940		946
1.600%, 01/15/2026		180		167
FirstEnergy Transmission
5.450%, 07/15/2044 (B)		35		38
Florida Power & Light
2.450%, 02/03/2032 (A)		1,136		1,068
Indiana Michigan Power
4.550%, 03/15/2046		325		343
ITC Holdings
4.050%, 07/01/2023		1,152		1,163
2.700%, 11/15/2022		648		650
Jersey Central Power & Light
4.700%, 04/01/2024 (B)		700		716
2.750%, 03/01/2032 (B)		1,599		1,489
KeySpan Gas East
3.586%, 01/18/2052 (B)		2,295		2,036
2.742%, 08/15/2026 (B)		1,025		987
Metropolitan Edison
4.300%, 01/15/2029 (B)		556		578
3.500%, 03/15/2023 (B)		2,775		2,789
MidAmerican Energy
4.800%, 09/15/2043		830		944
2.700%, 08/01/2052 (A)		414		354
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (B)		162		163
Mississippi Power
4.250%, 03/15/2042		219		219
3.950%, 03/30/2028		572		581
3.100%, 07/30/2051		573		487
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025 (A)		445		431

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

121

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NextEra Energy Capital Holdings
0.650%, 03/01/2023	$	2,435	$	2,400
NiSource
5.800%, 02/01/2042		149		171
Northern States Power
3.200%, 04/01/2052		322		303
NSTAR Electric
3.100%, 06/01/2051		295		266
Oncor Electric Delivery
2.750%, 05/15/2030		1,065		1,015
2.700%, 11/15/2051 (B)		308		264
Pacific Gas and Electric
5.250%, 03/01/2052		285		290
4.950%, 07/01/2050		645		608
4.750%, 02/15/2044		160		145
4.500%, 07/01/2040		164		149
4.200%, 06/01/2041		277		241
3.950%, 12/01/2047 (A)		733		606
3.500%, 08/01/2050		130		105
3.300%, 08/01/2040 (A)		60		49
2.500%, 02/01/2031		1,595		1,376
2.100%, 08/01/2027		1,549		1,392
1.750%, 06/16/2022		690		689
1.700%, 11/15/2023 (A)		1,560		1,521
PacifiCorp
2.900%, 06/15/2052 (A)		1,585		1,385
PECO Energy
4.150%, 10/01/2044		900		932
2.850%, 09/15/2051		576		498
Pennsylvania Electric
3.250%, 03/15/2028 (B)		465		447
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (B)		500		558
Progress Energy
3.150%, 04/01/2022		280		280
Public Service Electric and Gas MTN
3.700%, 05/01/2028		1,545		1,573
2.700%, 05/01/2050		261		223
2.050%, 08/01/2050 (A)		134		99
1.900%, 08/15/2031		640		569
Public Service Enterprise Group
2.450%, 11/15/2031		409		371
1.600%, 08/15/2030		368		315
Public Service of Oklahoma
3.150%, 08/15/2051		322		284
2.200%, 08/15/2031 (A)		484		433
Sempra Energy
3.700%, 04/01/2029		474		476
Southern California Edison
4.125%, 03/01/2048		784		771
4.050%, 03/15/2042		5		5

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 08/01/2025 (A)	$	99	$	101
Southern California Gas
2.550%, 02/01/2030		900		850
Southern Gas Capital
4.400%, 05/30/2047		500		503
1.750%, 01/15/2031		504		431
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,481
Southwestern Public Service
3.750%, 06/15/2049		845		836
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (B)		226		228
Virginia Electric & Power
4.650%, 08/15/2043		585		640
2.450%, 12/15/2050		185		148
Virginia Electric and Power
2.950%, 11/15/2051		478		420
Vistra Operations
4.300%, 07/15/2029 (A)(B)		1,590		1,535
WEC Energy Group
0.800%, 03/15/2024		1,405		1,348
Wisconsin Electric Power
1.700%, 06/15/2028		255		230
				82,181
Total Corporate Obligations
(Cost $1,423,919) ($ Thousands)				1,378,191
MORTGAGE-BACKED SECURITIES — 31.6%
Agency Mortgage-Backed Obligations — 26.5%
FHLMC
7.500%, 05/01/2031 to 02/01/2038		237		255
7.000%, 05/01/2024 to 03/01/2039		70		79
6.500%, 10/01/2031 to 09/01/2039		135		145
6.000%, 09/01/2022 to 09/01/2038		175		194
5.500%, 01/01/2024 to 08/01/2037		106		115
5.000%, 05/01/2033 to 03/01/2049		4,842		5,184
4.500%, 04/01/2035 to 01/01/2050		4,366		4,586
4.000%, 01/01/2035 to 04/01/2052		20,464		21,174
3.500%, 12/01/2033 to 03/01/2052		47,321		48,070
3.000%, 03/01/2031 to 04/01/2052		49,291		48,668
2.500%, 10/01/2031 to 03/01/2052		29,270		28,155
2.000%, 09/01/2041 to 02/01/2052		19,485		18,189
1.500%, 10/01/2041 to 11/01/2041		485		440
1.471%, 07/15/2031(G)		265		208
FHLMC ARM
3.089%, ICE LIBOR USD 12 Month + 1.623%, 02/01/2050(C)		302		304
3.012%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(C)		1,657		1,664

122

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.872%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(C)	$	563	$	567
2.808%, ICE LIBOR USD 12 Month + 1.641%, 05/01/2049(C)		381		384
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		55		57
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		18		21
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		203		220
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		531		581
FHLMC CMO, Ser 2007-3281, Cl AI, IO
6.033%, 02/15/2037(C)		42		6
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		115		125
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(G)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.633%, 05/15/2038(C)		10		1
FHLMC CMO, Ser 2010-3621, Cl SB, IO
5.833%, 01/15/2040(C)		29		4
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.553%, 10/15/2041(C)		248		33
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,096		1,081
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		292		291
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		195		10
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.653%, 08/15/2039(C)		434		55
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		330		19
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		56		9
FHLMC CMO, Ser 2013-4203, Cl PS, IO
5.853%, 09/15/2042(C)		210		24
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		335		319
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		70		67
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		137		6
FHLMC CMO, Ser 2014-328, Cl S4, IO
1.679%, 02/15/2038(C)		14		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
5.603%, 05/15/2044(C)		47		7
FHLMC CMO, Ser 2014-4415, Cl IO, IO
1.570%, 04/15/2041(C)		161		7
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		571		551

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039	$	264	$	266
FHLMC CMO, Ser 2016-353, Cl S1, IO
5.603%, 12/15/2046(C)		322		47
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053		1,788		1,784
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,533		1,540
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		46		46
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,133		1,121
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		205		204
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		559		554
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		224		219
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		518		510
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		79		80
FHLMC CMO, Ser 2018-4846, Cl PF
0.747%, ICE LIBOR USD 1 Month + 0.350%, 12/15/2048(C)		90		90
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		736		733
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		917		145
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		294		44
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		780		132
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		3,405		546
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		365		62
FHLMC CMO, Ser 2020-5018, Cl IO, IO
3.500%, 10/25/2050		2,123		372
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		545		76
FHLMC CMO, Ser 2020-5018, Cl IH, IO
3.500%, 10/25/2050		1,193		207
FHLMC CMO, Ser 2020-5038, Cl IJ, IO
4.000%, 11/25/2050		2,905		544
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		163		24
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		744		123
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		2,780		464

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

123

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051	$	1,290	$	1,207
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		509		470
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		1,070		151
FHLMC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		812		802
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		472
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.070%, 05/25/2023(C)		30,462		32
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(C)		280		284
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.605%, 03/25/2027(C)		4,674		121
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
0.880%, 06/25/2029(C)		1,994		107
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.147%, 06/25/2029(C)		4,850		366
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.239%, 06/25/2029(C)		700		56
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.697%, 04/25/2030(C)		1,297		141
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
0.913%, 08/25/2023(C)		6,375		65
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.308%, 07/25/2026(C)		1,024		45
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.572%, 12/25/2027(C)		2,998		85
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
0.926%, 05/25/2028(C)		4,000		198
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.204%, 06/25/2027(C)		1,560		60
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		600
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(C)		710		663

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027	$	320	$	324
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		581
FHLMC Multifamily WI Certificates Series, Ser K141, Cl A2
2.250%, 05/25/2032		520		489
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
2.757%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(B)(C)		590		564
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
1.502%, 10/25/2037(C)		73		71
FNMA
7.500%, 10/01/2037 to 04/01/2039		81		93
7.000%, 09/01/2026 to 02/01/2039		340		371
6.500%, 05/01/2027 to 05/01/2040		119		129
6.000%, 02/01/2023 to 07/01/2041		1,229		1,346
5.500%, 02/01/2035 to 09/01/2056		3,674		3,990
5.000%, 07/01/2033 to 11/01/2049		9,922		10,698
4.500%, 04/01/2025 to 08/01/2058		22,214		23,379
4.200%, 01/01/2029		775		814
4.000%, 09/01/2033 to 08/01/2059		42,147		43,635
3.820%, 07/01/2027		113		114
3.790%, 12/01/2025		1,465		1,487
3.734%, 02/01/2048(C)		239		250
3.500%, 05/01/2033 to 04/01/2052		53,365		54,141
3.468%, 03/01/2030		99		102
3.450%, 03/01/2029		58		60
3.250%, 05/01/2029		59		61
3.160%, 05/01/2029		183		186
3.020%, 06/01/2024 to 05/01/2026		1,540		1,538
3.000%, 12/01/2031 to 07/01/2060		105,901		104,612
2.930%, 06/01/2030		77		77
2.900%, 11/01/2029		500		500
2.820%, 07/01/2027		564		567
2.790%, 08/01/2029		1,200		1,194
2.500%, 03/01/2035 to 04/01/2052		72,182		69,654
2.455%, 04/01/2040		1,920		1,689
2.260%, 04/01/2030		673		649
2.150%, 02/01/2032(C)		240		224
2.000%, 10/01/2040 to 03/01/2052		64,220		59,892
1.850%, 09/01/2035		590		548
1.500%, 12/01/2035 to 11/01/2041		9,034		8,200
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.415%, 09/25/2022(C)		4,497		–
FNMA ARM
2.361%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(C)		987		1,015

124

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.031%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(C)	$	330	$	339
2.010%, 12 Month Treas Avg + 1.924%, 11/01/2035(C)		193		201
1.930%, 12 Month Treas Avg + 1.848%, 10/01/2035(C)		46		48
1.925%, 12 Month Treas Avg + 1.854%, 10/01/2035(C)		223		232
1.877%, 12 Month Treas Avg + 1.859%, 11/01/2035(C)		42		44
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		112		113
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		74		75
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		140		152
FNMA CMO, Ser 2006-112, Cl ST, IO
6.243%, 11/25/2036(C)		237		25
FNMA CMO, Ser 2009-103, Cl MB
1.986%, 12/25/2039(C)		22		23
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(G)		505		450
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,003		1,085
FNMA CMO, Ser 2011-87, Cl SG, IO
6.093%, 04/25/2040(C)		74		4
FNMA CMO, Ser 2011-96, Cl SA, IO
6.093%, 10/25/2041(C)		576		72
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		122		4
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		24		1
FNMA CMO, Ser 2012-133, Cl CS, IO
5.693%, 12/25/2042(C)		149		24
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		385		359
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		9		10
FNMA CMO, Ser 2012-35, Cl SC, IO
6.043%, 04/25/2042(C)		91		15
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		130		142
FNMA CMO, Ser 2012-70, Cl YS, IO
6.193%, 02/25/2041(C)		1		–
FNMA CMO, Ser 2012-74, Cl SA, IO
6.193%, 03/25/2042(C)		168		18
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(G)		13		12
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(G)		26		24
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,371		1,295

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042	$	334	$	321
FNMA CMO, Ser 2013-124, Cl SB, IO
5.493%, 12/25/2043(C)		246		36
FNMA CMO, Ser 2013-126, Cl CS, IO
5.693%, 09/25/2041(C)		173		16
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,799
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		443		421
FNMA CMO, Ser 2013-54, Cl BS, IO
5.693%, 06/25/2043(C)		93		16
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		41		2
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		242		16
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		1,182		1,269
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		158		176
FNMA CMO, Ser 2013-9, Cl SA, IO
5.693%, 03/25/2042(C)		207		21
FNMA CMO, Ser 2014-47, Cl AI, IO
1.611%, 08/25/2044(C)		106		5
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		251		241
FNMA CMO, Ser 2015-55, Cl IO, IO
1.402%, 08/25/2055(C)		292		10
FNMA CMO, Ser 2015-56, Cl AS, IO
5.693%, 08/25/2045(C)		36		6
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,615		1,560
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		102		103
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,596		1,545
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		3,039		2,808
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		611		605
FNMA CMO, Ser 2017-76, Cl SB, IO
5.643%, 10/25/2057(C)		942		174
FNMA CMO, Ser 2017-85, Cl SC, IO
5.743%, 11/25/2047(C)		298		45
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,104		1,095
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		255		255
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		853		845
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		402		403

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

125

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047	$	298	$	287
FNMA CMO, Ser 2019-15, Cl AB
3.500%, 05/25/2053		1,301		1,331
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,043		1,041
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		402		392
FNMA CMO, Ser 2019-79, Cl FA
0.957%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(C)		1,493		1,502
FNMA CMO, Ser 2020-101, Cl IA, IO
3.500%, 01/25/2051		3,634		578
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		740		111
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		414		332
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		1,572		1,504
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		537		515
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		598		100
FNMA CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050		352		57
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		1,108		201
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,284		220
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		1,879		354
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		2,260		389
FNMA CMO, Ser 2020-84, Cl ID, IO
3.500%, 12/25/2050		1,109		185
FNMA CMO, Ser 2020-99, Cl IA, IO
3.500%, 09/25/2049		693		122
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		183		30
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		2,170		2,019
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		1,277		1,207
FNMA Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.757%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(C)		318		318
FNMA Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.557%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)(C)		422		422

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
3.057%, ICE LIBOR USD 1 Month + 2.600%, 05/25/2024(C)	$	418	$	419
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
3.457%, ICE LIBOR USD 1 Month + 3.000%, 07/25/2024(C)		1,556		1,564
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
4.707%, ICE LIBOR USD 1 Month + 4.250%, 01/25/2031(C)		540		541
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		656		120
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		185		30
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		142		15
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		183		9
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		770		757
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,122		1,157
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,600		284
FNMA TBA
5.000%, 04/30/2037		2,970		3,125
4.500%, 04/14/2033		1,888		1,956
4.000%, 04/01/2039 to 06/15/2045		2,721		2,762
3.500%, 04/01/2041 to 06/15/2051		27,143		27,053
3.000%, 05/25/2026 to 05/15/2051		82,162		80,280
2.500%, 04/25/2027 to 05/01/2043		153,134		146,417
2.000%, 04/15/2036 to 05/15/2051		123,066		115,034
FNMA, Ser 2014-M8, Cl X2, IO
0.301%, 06/25/2024(C)		4,993		29
FNMA, Ser 2017-M7, Cl A2
2.961%, 02/25/2027(C)		315		315
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		107
FNMA, Ser M3, Cl A2
1.764%, 11/25/2031(C)		747		673
FNMA, Ser M36, Cl X1, IO
1.460%, 09/25/2034(C)		589		54
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045(B)		1,317		–
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
2.391%, ICE LIBOR USD 1 Month + 2.150%, 01/25/2026(B)(C)		709		704

126

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA
8.000%, 11/15/2029 to 09/15/2030	$	31	$	32
7.500%, 03/15/2029 to 10/15/2037		39		42
7.000%, 09/15/2031		16		18
6.500%, 07/15/2028 to 12/15/2035		878		948
6.000%, 12/15/2028 to 10/20/2040		1,508		1,648
5.511%, 07/20/2060(C)		1		1
5.000%, 12/20/2039 to 03/20/2049		6,380		6,771
4.700%, 09/20/2061(C)		92		94
4.533%, 01/20/2069(C)		12		13
4.500%, 04/20/2041 to 12/20/2050		7,544		7,906
4.000%, 06/20/2047 to 11/20/2050		11,467		11,821
3.630%, 04/20/2063(C)		11		11
3.500%, 01/20/2046 to 10/20/2050		12,384		12,576
3.000%, 09/15/2042 to 02/20/2052		16,483		16,367
2.500%, 03/20/2051 to 04/20/2051		3,584		3,480
2.000%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2034(C)		101		105
GNMA CMO, Ser 2007-17, Cl IB, IO
5.801%, 04/20/2037(C)		307		32
GNMA CMO, Ser 2007-51, Cl SG, IO
6.131%, 08/20/2037(C)		38		3
GNMA CMO, Ser 2007-78, Cl SA, IO
6.099%, 12/16/2037(C)		372		33
GNMA CMO, Ser 2009-66, Cl XS, IO
6.369%, 07/16/2039(C)		220		21
GNMA CMO, Ser 2010-4, Cl NS, IO
5.959%, 01/16/2040(C)		2,487		373
GNMA CMO, Ser 2010-85, Cl HS, IO
6.201%, 01/20/2040(C)		9		–
GNMA CMO, Ser 2010-H11, Cl FA
1.231%, ICE LIBOR USD 1 Month + 1.000%, 06/20/2060(C)		325		327
GNMA CMO, Ser 2010-H27, Cl FA
0.486%, ICE LIBOR USD 1 Month + 0.380%, 12/20/2060(C)		911		906
GNMA CMO, Ser 2010-H28, Cl FE
0.506%, ICE LIBOR USD 1 Month + 0.400%, 12/20/2060(C)		326		324
GNMA CMO, Ser 2011-H08, Cl FG
0.586%, ICE LIBOR USD 1 Month + 0.480%, 03/20/2061(C)		320		319
GNMA CMO, Ser 2011-H08, Cl FD
0.606%, ICE LIBOR USD 1 Month + 0.500%, 02/20/2061(C)		154		153
GNMA CMO, Ser 2011-H09, Cl AF
0.606%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(C)		232		232
GNMA CMO, Ser 2012-141, Cl WA
4.529%, 11/16/2041(C)		200		209
GNMA CMO, Ser 2012-34, Cl SA, IO
5.601%, 03/20/2042(C)		285		46

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2012-43, Cl SN, IO
6.169%, 04/16/2042(C)	$	50	$	9
GNMA CMO, Ser 2012-98, Cl SA, IO
5.669%, 08/16/2042(C)		120		19
GNMA CMO, Ser 2012-H25, Cl FA
0.806%, ICE LIBOR USD 1 Month + 0.700%, 12/20/2061(C)		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.758%, 10/20/2062(C)		726		23
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		107		11
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		304		45
GNMA CMO, Ser 2014-5, Cl SP, IO
5.719%, 06/16/2043(C)		101		8
GNMA CMO, Ser 2014-H10, Cl TA
0.706%, ICE LIBOR USD 1 Month + 0.600%, 04/20/2064(C)		451		450
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		81		13
GNMA CMO, Ser 2015-H10, Cl FC
0.586%, ICE LIBOR USD 1 Month + 0.480%, 04/20/2065(C)		284		283
GNMA CMO, Ser 2015-H18, Cl FA
0.556%, ICE LIBOR USD 1 Month + 0.450%, 06/20/2065(C)		146		146
GNMA CMO, Ser 2015-H20, Cl FA
0.576%, ICE LIBOR USD 1 Month + 0.470%, 08/20/2065(C)		205		204
GNMA CMO, Ser 2016-135, Cl SB, IO
5.669%, 10/16/2046(C)		218		46
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		611		602
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.197%, 07/20/2067(C)		537		42
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.614%, 09/20/2067(C)		3,563		170
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.038%, 10/20/2067(C)		257		18
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.368%, 11/20/2067(C)		118		6
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		588		581
GNMA CMO, Ser 2018-H06, Cl PF
0.406%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(C)		343		341
GNMA CMO, Ser 2018-H07, Cl FD
0.406%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(C)		630		626
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		483		485
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		324		327

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Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049	$	374	$	370
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		701		102
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		269		38
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		348		50
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		271		39
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		183		27
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		270		39
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		998		130
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		2,280		239
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		631		95
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		252		37
GNMA CMO, Ser 2020-H09, Cl FL
1.599%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(C)		691		710
GNMA CMO, Ser 2020-H09, Cl NF
1.699%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(C)		282		287
GNMA CMO, Ser 2020-H12, Cl F
0.949%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(C)		61		60
GNMA CMO, Ser 2020-H13, Cl FA
0.899%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(C)		679		676
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,453		1,378
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		486		92
GNMA TBA
4.000%, 06/01/2039		900		911
3.500%, 05/15/2041 to 04/15/2051		10,400		10,428
3.000%, 04/15/2043 to 06/15/2051		7,900		7,788
2.500%, 04/15/2048		24,050		23,326
2.000%, 04/15/2051		6,650		6,326
GNMA, Ser 107, Cl AD
2.764%, 11/16/2047(C)		282		274
GNMA, Ser 110, Cl IO, IO
0.879%, 11/16/2063(C)		2,454		191
GNMA, Ser 2012-112, Cl IO, IO
0.132%, 02/16/2053(C)		486		2
GNMA, Ser 2012-152, Cl IO, IO
0.605%, 01/16/2054(C)		2,689		50

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-27, Cl IO, IO
0.574%, 04/16/2053(C)	$	822	$	6
GNMA, Ser 2013-96, Cl IO, IO
0.115%, 10/16/2054(C)		798		2
GNMA, Ser 2014-47, Cl IA, IO
0.144%, 02/16/2048(C)		57		1
GNMA, Ser 2014-50, Cl IO, IO
0.599%, 09/16/2055(C)		267		8
GNMA, Ser 2014-92, Cl IX, IO
0.112%, 05/16/2054(C)		2,998		22
GNMA, Ser 2015-5, Cl IK, IO
0.355%, 11/16/2054(C)		2,775		37
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		212		208
GNMA, Ser 3, Cl IO, IO
0.641%, 02/16/2061(C)		698		44
GNMA, Ser 41, Cl IO, IO
0.631%, 07/16/2058(C)		884		31
GNMA, Ser 59, Cl IO, IO
0.571%, 02/16/2062(C)		3,500		228
GNMA, Ser 60, Cl IO, IO
0.823%, 05/16/2063(C)		2,417		170
				1,134,855
Non-Agency Mortgage-Backed Obligations — 5.1%
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
2.709%, 02/25/2035(C)		15		15
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
0.737%, ICE LIBOR USD 1 Month + 0.280%, 03/25/2037(C)		801		800
Alen Mortgage Trust, Ser ACEN, Cl A
1.547%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(B)(C)		885		864
Alternative Loan Trust, Ser 2006-18CB, Cl A6
26.774%, 07/25/2036(C)		155		193
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.829%, ICE LIBOR USD 6 Month + 2.000%, 02/25/2045(C)		22		22
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.826%, ICE LIBOR USD 6 Month + 2.000%, 06/25/2045(C)		666		676
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
2.579%, ICE LIBOR USD 6 Month + 1.750%, 11/25/2045(C)		774		435

128

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
0.857%, ICE LIBOR USD 1 Month + 0.400%, 03/25/2046(C)	$	2,305	$	2,202
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049(B)(C)		49		49
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(C)		380		378
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(C)		139		136
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(C)		597		564
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(C)		5,600		5,523
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(C)		615		551
AREIT Trust, Ser CRE3, Cl A
1.185%, SOFR30A + 1.134%, 09/14/2036(B)(C)		1,083		1,080
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038(B)(C)		1,790		1,846
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.831%, 08/10/2045(B)(C)		1,625		650
BANK 2022, Ser BNK40, Cl A4
3.507%, 03/15/2064(C)		896		902
Barclays Commercial Mortgage Trust, Ser C3, Cl A3
3.319%, 05/15/2052		110		109
Bayview MSR Opportunity Master Fund Trust, Ser 2022-2, Cl A1
3.000%, 12/25/2051(B)(C)		1,973		1,874
BBCMS Mortgage Trust, Ser C15, Cl A5
3.662%, 04/15/2055(C)		406		416
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		221		229
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		649
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(B)		554		547
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
0.587%, 03/28/2037(B)(C)		490		481
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
2.978%, 05/25/2034(C)		5		5

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
2.638%, 10/25/2033(C)	$	293	$	292
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.193%, 11/25/2035(C)		2,438		627
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(C)		694		676
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041(B)(C)		1		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
0.597%, ICE LIBOR USD 1 Month + 0.140%, 03/25/2037(C)		2,779		2,618
Benchmark Mortgage Trust, Ser B31, Cl A5
2.669%, 12/15/2054		1,125		1,063
Benchmark Mortgage Trust, Ser B33, Cl A5
3.458%, 03/15/2055		935		944
Benchmark Mortgage Trust, Ser B34, Cl A5
3.786%, 04/15/2055		472		488
BMO Mortgage Trust, Ser C1, Cl A1
2.198%, 02/15/2055		800		783
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(B)		479		476
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(B)		321		318
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(B)		1,540		1,492
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
2.397%, ICE LIBOR USD 1 Month + 2.000%, 10/15/2036(B)(C)		2,303		2,260
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.317%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(C)		4,484		4,465
BX Commercial Mortgage Trust, Ser IND, Cl H
3.397%, ICE LIBOR USD 1 Month + 3.000%, 11/15/2035(B)(C)		4,102		4,051
BX Commercial Mortgage Trust, Ser XL2, Cl A
1.086%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(B)(C)		1,009		988
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(B)		610		589
BX Trust, Ser MMP, Cl A
1.397%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(B)(C)		483		478

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

129

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX, Ser MFM1, Cl A
1.097%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(B)(C)	$	735	$	719
Cali Mortgage Trust, Ser 101C, Cl A
3.957%, 03/10/2039(B)		1,280		1,295
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.467%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(B)(C)		940		936
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(C)		52		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		313
CD Commercial Mortgage Trust, Ser 2017-CD5, Cl XA, IO
0.863%, 08/15/2050(C)		8,403		263
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039(B)		1,160		1,095
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		306		307
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		373
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(B)(C)		2,840		2,559
CFK Trust, Ser MF2, Cl F
3.458%, 03/15/2039(B)(C)		2,960		2,569
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
2.594%, 02/25/2037(C)		4		4
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
2.462%, 02/25/2037(C)		7		7
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
2.286%, 06/25/2035(C)		6		6
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
1.327%, ICE LIBOR USD 1 Month + 0.930%, 11/15/2036(B)(C)		490		488
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(C)		70		70
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(B)(C)		1,476		1,387
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(B)		240		240
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,583

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.240%, 09/25/2033(C)	$	5	$	5
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A
2.500%, 05/25/2051(B)(C)		1,824		1,685
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(C)		825		777
COMM Mortgage Trust, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046(C)		15		15
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.063%, 10/10/2046(C)		70		68
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(C)		120		120
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		131
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046(B)		299		297
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		239
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.117%, 03/10/2047(C)		1,470		24
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		286
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.112%, 02/10/2048(C)		5,579		138
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(B)		410		404
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(B)		1,230		1,193
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		1,833		1,865
COMM Mortgage Trust, Ser CR14, Cl B
4.602%, 02/10/2047(C)		850		864
COMM Mortgage Trust, Ser CR26, Cl C
4.478%, 10/10/2048(C)		870		858
COMM Mortgage Trust, Ser CR6, Cl A4
3.101%, 03/10/2046		1,420		1,422
COMM Mortgage Trust, Ser CR8, Cl A5
3.612%, 06/10/2046(C)		320		322
COMM Mortgage Trust, Ser LC19, Cl A3
2.922%, 02/10/2048		1,003		993
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		368		368
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		575		578

130

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046	$	1,560	$	1,563
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		723
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045		379		379
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		588
Commercial Mortgage Trust, Ser PF1, Cl A5
2.522%, 11/15/2054		480		448
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
2.507%, ICE LIBOR USD 1 Month + 2.050%, 01/25/2040(B)(C)		278		278
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		15		15
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.547%, 10/25/2033(C)		473		466
Credit Suisse Mortgage Trust, Ser NXSR, Cl A4
3.795%, 12/15/2049(C)		730		736
Credit Suisse Mortgage Trust, Ser RIO, Cl A
4.024%, ICE LIBOR USD 1 Month + 3.024%, 12/15/2022(B)(C)		3,790		3,783
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		414		414
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		499		494
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,049		995
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		1,108		1,116
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(B)		290		245
CSMC Trust, Ser 2017-CHOP, Cl G
5.747%, ICE LIBOR USD 1 Month + 5.350%, 07/15/2032(B)(C)		1,000		885
CSMC Trust, Ser 2017-PFHP, Cl A
1.347%, ICE LIBOR USD 1 Month + 0.950%, 12/15/2030(B)(C)		1,190		1,182
CSMC Trust, Ser 2017-RPL1, Cl M2
2.973%, 07/25/2057(B)(C)		1,760		1,617
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(C)		2,189		2,151

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(C)	$	710	$	684
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(C)		1,851		1,796
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(C)		519		494
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(C)		1,787		1,693
CSMC, Ser 2014-11R, Cl 9A2
0.467%, ICE LIBOR USD 1 Month + 0.140%, 10/27/2036(B)(C)		2,064		1,737
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(B)		2,135		2,098
CSMC, Ser 2015-5R, Cl 1A1
1.024%, 09/27/2046(B)(C)		52		52
CSMC, Ser 2021-2R, Cl 1A1
1.991%, ICE LIBOR USD 1 Month + 1.750%, 07/25/2047(B)(C)		985		967
CSMC, Ser 2021-NQM8, Cl A1
1.841%, 10/25/2066(B)(C)		1,571		1,500
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(B)		1,175		1,182
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
4.935%, 01/10/2034(B)(C)		315		313
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(B)		1,240		1,172
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
1.249%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(C)		314		299
EQUS Mortgage Trust, Ser EQAZ, Cl A
1.152%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(B)(C)		816		799
EQUS Mortgage Trust, Ser EQAZ, Cl B
1.497%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(B)(C)		790		771
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(C)		153		150
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(C)		133		133
Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2
3.000%, 12/30/2051(B)(C)		1,854		1,761
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049(B)(C)		407		405
GCAT Trust, Ser 2022-INV1, Cl A1
3.000%, 12/25/2051(B)(C)		1,116		1,060

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

131

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GPMT, Ser FL3, Cl A
1.718%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(B)(C)	$	946	$	943
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(B)		1,310		1,306
GS Mortgage Securities II, Ser GC30, Cl B
4.028%, 05/10/2050(C)		480		475
GS Mortgage Securities II, Ser SRP5, Cl A
1.947%, ICE LIBOR USD 1 Month + 1.550%, 09/15/2031(B)(C)		2,724		2,457
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(C)		270		272
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047		977		989
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(C)		680		669
GS Mortgage Securities Trust, Ser GC14, Cl A5
4.243%, 08/10/2046		415		421
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		795		702
GS Mortgage Securities Trust, Ser ROSS, Cl A
1.547%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(B)(C)		2,170		2,142
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(B)		2,452		2,464
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(B)(C)		929		908
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(C)		11		11
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.579%, 10/25/2033(C)		112		118
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		9		9
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		2		3
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.709%, 05/19/2034(C)		460		460

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(B)	$	1,225	$	1,190
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
2.943%, 12/10/2041(B)(C)		1,240		1,184
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(B)		788		786
JP Morgan Mortgage Trust, Ser 2021-11, Cl A3
2.500%, 01/25/2052(B)(C)		756		698
JP Morgan Mortgage Trust, Ser 2021-3, Cl A3
2.500%, 07/25/2051(B)(C)		518		479
JP Morgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(B)(C)		1,875		1,785
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.886%, 01/15/2047(C)		130		132
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.554%, 09/15/2047(C)		120		112
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		339		340
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,792		1,765
JPMBB Commercial Mortgage Securities Trust, Ser C12, Cl A5
3.664%, 07/15/2045		605		610
JPMBB Commercial Mortgage Securities Trust, Ser C15, Cl AS
4.420%, 11/15/2045		925		941
JPMBB Commercial Mortgage Securities Trust, Ser C17, Cl A4
4.199%, 01/15/2047		210		213
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		417
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.092%, 06/12/2043(C)		234		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.222%, 02/15/2051(C)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.580%, 07/15/2047(C)		380		363

132

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.756%, 01/05/2031(B)(C)	$	1,305	$	1,309
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(B)		1,500		1,478
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046		908		920
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
2.223%, 08/25/2034(C)		27		28
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.270%, 11/25/2033(C)		12		13
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.266%, 05/25/2045(B)(C)		51		52
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(C)		118		117
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(C)		352		348
JPMorgan Mortgage Trust, Ser 2019-8, Cl A3A
3.000%, 03/25/2050(B)(C)		172		172
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(C)		175		169
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1
1.750%, 04/25/2061(B)		585		558
Lehman XS Trust, Ser 2007-16N, Cl 2A2
1.307%, ICE LIBOR USD 1 Month + 0.850%, 09/25/2047(C)		4,404		4,441
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(B)(G)		2		2
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(B)		1,154		919
Med Trust, Ser MDLN, Cl A
1.347%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(B)(C)		1,314		1,291
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
1.257%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2053(B)(C)		263		262
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
1.157%, ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(B)(C)		280		278

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
1.207%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(B)(C)	$	780	$	776
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.441%, 07/25/2033(C)		8		8
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.375%, 02/25/2034(C)		35		35
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(C)		655		621
MHC Trust, Ser MHC2, Cl A
1.247%, ICE LIBOR USD 1 Month + 0.850%, 05/15/2023(B)(C)		1,250		1,226
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(C)		837		803
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040(B)		1,750		1,626
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.408%, 08/12/2048(B)(C)		11		5
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.408%, 08/12/2048(C)		84		40
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049(C)		20		19
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(B)		760		752
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		391
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		80
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		151		150
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		252
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(C)		1,030		1,030
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C5, Cl A4
3.176%, 08/15/2045		173		173
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
5.674%, 12/12/2049(C)		54		29

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

133

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
0.968%, 11/15/2049(C)	$	2,929	$	104
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
1.247%, ICE LIBOR USD 1 Month + 0.850%, 11/15/2034(B)(C)		38		37
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
1.797%, ICE LIBOR USD 1 Month + 1.400%, 05/15/2036(B)(C)		1,720		1,697
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		512
Morgan Stanley Capital I, Ser L8, Cl AS
3.795%, 03/15/2032(C)		580		578
Morgan Stanley Capital I, Ser L8, Cl A5
3.795%, 03/15/2032(C)		312		319
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(C)		6,073		5,637
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(C)		620		597
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(C)		636		637
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(C)		178		177
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
1.207%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(B)(C)		1,957		1,945
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(C)		97		95
OBX Trust, Ser 2020-EXP1, Cl 2A1A
1.207%, ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(B)(C)		94		95
OBX Trust, Ser 2020-EXP3, Cl 2A1A
1.357%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(B)(C)		146		146
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(C)		626		590
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(B)(C)		1,792		1,733
Oceanview Mortgage Trust, Ser 2021-1, Cl A1
3.000%, 12/25/2051(B)(C)		817		775
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(B)		1,570		1,452

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
1.057%, ICE LIBOR USD 1 Month + 0.600%, 07/25/2037(C)	$	3,752	$	3,769
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(G)		2		2
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		9		9
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(B)		713		658
Radnor RE, Ser 2018-1, Cl M2
3.157%, ICE LIBOR USD 1 Month + 2.700%, 03/25/2028(B)(C)		7,270		7,157
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(C)		2,166		2,006
Rate Mortgage Trust, Ser 2021-J1, Cl A7
2.500%, 07/25/2051(B)(C)		308		293
Rate Mortgage Trust, Ser 2021-J1, Cl A1
2.500%, 07/25/2051(B)(C)		418		387
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(B)(C)		949		903
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/15/2032(B)(C)		445		446
RCKT Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(C)		523		484
RCKT Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(C)		655		602
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.840%, 12/25/2034(C)		204		197
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(C)		507		499
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(C)		2,603		2,505
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(C)		2,840		2,735
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
5.025%, 10/25/2048(B)(C)		1,195		1,168
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(C)		75		71
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043(B)(C)		390		373
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
0.645%, ICE LIBOR USD 3 Month + 0.390%, 01/21/2070(B)(C)		179		179

134

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Stack Infrastructure Issuer, Ser 1A, Cl A2
4.540%, 02/25/2044(B)	$	291	$	292
STACR Trust, Ser 2018-DNA3, Cl M2A
2.557%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(B)(C)		564		567
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(C)		374		366
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(C)		185		183
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(C)		267		263
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(C)		277		271
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
0.647%, ICE LIBOR USD 1 Month + 0.190%, 09/25/2047(C)		3,494		3,329
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
2.203%, 07/25/2033(C)		31		32
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
2.031%, 12/25/2033(C)		13		13
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(C)		630		607
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.461%, 12/10/2045(B)(C)		670		617
UBS-Barclays Commercial Mortgage Trust, Ser C4, Cl A4
2.792%, 12/10/2045		636		636
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059(B)		262		262
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)		365		365
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059(B)(C)		219		219
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(B)(C)		322		322
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(C)		344		342
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(B)		137		133
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(C)		434		420

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(C)	$	844	$	812
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(C)		601		570
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(C)		1,046		988
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(C)		774		741
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(C)		467		456
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(C)		455		446
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(B)		331		323
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.337%, 11/15/2030(B)(C)		987		992
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030(B)		110		110
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.494%, 10/25/2033(C)		22		22
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.375%, 08/25/2033(C)		13		13
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.519%, 09/25/2033(C)		24		24
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
16.207%, 06/25/2033(C)		3		3
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		56		55
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.610%, 06/25/2034(C)		13		13
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		66		68
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
2.017%, ICE LIBOR USD 1 Month + 1.560%, 10/25/2045(C)		194		198
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.977%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(C)		3,915		3,741
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
0.841%, 12 Month Treas Avg + 0.700%, 02/25/2047(C)		1,107		1,039

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

135

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
0.841%, 12 Month Treas Avg + 0.700%, 01/25/2047(C)	$	680	$	595
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022(B)(C)		167		165
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045(C)		780		784
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.305%, 07/15/2046(C)		20		19
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		570
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.234%, 11/15/2059(C)		5,010		211
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
2.872%, 05/25/2035(C)		1,416		1,284
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.201%, 06/15/2045(B)(C)		227		–
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.173%, 05/15/2045(B)(C)		779		7
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(C)		110		110
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(C)		300		296
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		289		290
				220,306
Total Mortgage-Backed Securities
(Cost $1,406,439) ($ Thousands)				1,355,161
U.S. TREASURY OBLIGATIONS — 31.4%
U.S. Treasury Bills
0.642%, 09/01/2022 (H)		11,864		11,818
0.602%, 08/25/2022 (H)		14,746		14,692
0.561%, 08/04/2022 (H)		27,100		27,025
0.345%, 07/21/2022 (H)		62,255		62,128
U.S. Treasury Bonds
2.500%, 02/15/2045		2,479		2,414
2.395%, 05/15/2049		5,380		2,790

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
2.375%, 02/15/2042	$	16,581	$	15,993
2.375%, 05/15/2051		8,520		8,349
2.250%, 05/15/2041		22,838		21,560
2.250%, 02/15/2052		40,465		38,808
2.000%, 11/15/2041		107,261		97,054
2.000%, 02/15/2050		4,840		4,360
2.000%, 08/15/2051		19,366		17,472
1.875%, 02/15/2041		2,355		2,097
1.875%, 02/15/2051		13,100		11,447
1.875%, 11/15/2051		25,309		22,201
1.750%, 08/15/2041		54,221		46,994
1.625%, 11/15/2050		13,867		11,363
1.375%, 11/15/2040		15,365		12,561
1.375%, 08/15/2050		47,701		36,715
1.250%, 05/15/2050		28,650		21,369
1.125%, 05/15/2040		13,102		10,324
1.125%, 08/15/2040		16,604		13,017
U.S. Treasury Inflation Protected Securities
0.125%, 02/15/2052		2,175		2,253
U.S. Treasury Notes
2.750%, 02/15/2028		8,032		8,173
2.500%, 02/28/2026		2,291		2,288
2.500%, 03/31/2027		80,096		80,271
2.375%, 03/31/2029		52,110		51,955
2.250%, 03/31/2024		26,343		26,307
2.125%, 05/15/2025		7,842		7,746
1.875%, 02/28/2027		82,340		80,133
1.875%, 02/28/2029		7,145		6,897
1.875%, 02/15/2032		48,742		46,807
1.750%, 03/15/2025		85,034		83,234
1.750%, 01/31/2029		597		572
1.625%, 05/15/2031		4,780		4,500
1.500%, 02/29/2024		47,782		47,086
1.500%, 09/30/2024		3,330		3,252
1.500%, 01/31/2027		34,144		32,629
1.375%, 10/31/2028		20,971		19,605
1.375%, 12/31/2028		1,792		1,675
1.250%, 12/31/2026		7,055		6,666
1.250%, 03/31/2028		260		242
1.250%, 04/30/2028		23,970		22,329
1.250%, 05/31/2028		9,290		8,649
1.250%, 06/30/2028		1,422		1,323
1.250%, 09/30/2028		5,730		5,317
1.250%, 08/15/2031		2,980		2,709
1.125%, 10/31/2026		16,800		15,802
1.125%, 08/31/2028		3,470		3,197
1.000%, 07/31/2028		4,842		4,431
0.875%, 01/31/2024		30,398		29,624
0.875%, 06/30/2026		10,802		10,089
0.750%, 12/31/2023		22,721		22,132
0.750%, 11/15/2024		2,520		2,409
0.750%, 03/31/2026		3,054		2,848

136

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.750%, 04/30/2026	$	7,900	$	7,358
0.750%, 05/31/2026		15,770		14,667
0.750%, 01/31/2028		25,600		23,222
0.625%, 11/30/2027		9,819		8,865
0.500%, 08/31/2027		7,641		6,882
0.500%, 10/31/2027		2,419		2,172
0.375%, 04/15/2024		7,023		6,746
0.375%, 11/30/2025		20,859		19,285
0.375%, 12/31/2025		5,698		5,261
0.375%, 01/31/2026		9,331		8,597
0.250%, 11/15/2023		120		116
0.250%, 05/15/2024		9,650		9,224
0.250%, 06/15/2024		7,905		7,539
0.250%, 06/30/2025		360		334
0.250%, 08/31/2025		5,837		5,401
0.250%, 09/30/2025		14,595		13,482
0.250%, 10/31/2025		11,195		10,322
0.125%, 05/31/2022		3,212		3,211
0.125%, 09/30/2022		4,853		4,831
0.125%, 12/31/2022		12,843		12,719
0.125%, 04/30/2023		22,637		22,237
0.125%, 08/31/2023		341		332
Total U.S. Treasury Obligations
(Cost $1,411,766) ($ Thousands)				1,348,504
ASSET-BACKED SECURITIES — 8.0%
Automotive — 0.9%
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2
0.420%, 03/18/2024		90		90
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/2026		1,700		1,696
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3
2.450%, 11/18/2026		274		271
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (B)		665		647
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (B)		1,550		1,504
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (B)		2,800		2,653
Avis Budget Rental Car Funding AESOP, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (B)		1,460		1,353

Description	Face Amount (Thousands)			Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (B)	$	278		$	278
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/15/2032 (B)		1,500	��		1,488
Chesapeake Funding II, Ser 2020-1A, Cl B
1.240%, 08/15/2032 (B)		1,455			1,426
Chesapeake Funding II, Ser 2020-1A, Cl D
2.830%, 08/15/2032 (B)		205			200
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (B)		1,227			1,204
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (B)		575			554
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (B)		1,010			969
Enterprise Fleet Financing, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (B)		23			23
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (B)		425			400
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl A2
0.270%, 01/16/2024		2			2
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A
1.060%, 04/15/2033 (B)		478			443
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (B)		840			828
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		656			649
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (B)		1,271			1,159
Hertz Vehicle Financing III, Ser 2022-1A, Cl A
1.990%, 06/25/2026 (B)		2,664			2,556
Hertz Vehicle Financing, Ser 2022-2A, Cl A
2.330%, 06/26/2028 (B)		1,547			1,446
Hertz Vehicle Financing, Ser 2022-4A, Cl A
3.730%, 09/25/2026 (B)		1,565			1,567
Hertz Vehicle Financing, Ser 2022-5A, Cl A
3.890%, 09/25/2028 (B)		1,565			1,565
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		566			531
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		1,061			1,047

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

137

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028	$	361	$	353
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (B)		278		276
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (B)		484		477
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (B)		605		594
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (B)		1,458		1,416
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3
0.480%, 07/15/2024		322		322
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl A2
0.280%, 04/15/2024		90		90
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B					��
0.590%, 09/15/2025		1,930		1,911
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A2
2.120%, 10/15/2026		1,730		1,729
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		1,980		1,975
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (B)		526		488
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C
2.490%, 10/15/2024 (B)		847		848
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (B)		545		542
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (B)		1,095		1,085
				38,655
Credit Cards — 0.2%
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2
1.390%, 07/15/2030		1,036		947
Capital One Multi-Asset Execution Trust, Ser 2022-A1, Cl A1
2.800%, 03/15/2027		3,137		3,115

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
1.157%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (C)	$	2,340	$	2,331
Mercury Financial Credit Card Master Trust, Ser 2022-1A, Cl B
3.200%, 09/21/2026 (B)		580		555
				6,948
Financials — 0.0%
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
1.641%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(C)		844		843
Mortgage Related Securities — 0.3%
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.507%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2034 (C)		505		495
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
1.422%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (C)		417		416
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
1.432%, ICE LIBOR USD 1 Month + 0.975%, 12/25/2034 (C)		259		255
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
1.312%, ICE LIBOR USD 1 Month + 0.855%, 08/25/2034 (C)		2,599		2,551
Citigroup Mortgage LoanTrust, Ser 2006-HE2, Cl M1
0.892%, ICE LIBOR USD 1 Month + 0.435%, 08/25/2036 (C)		3,330		3,311
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.737%, ICE LIBOR USD 1 Month + 0.280%, 05/25/2037 (C)		5,500		4,946
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
1.132%, ICE LIBOR USD 1 Month + 0.675%, 12/25/2034 (C)		281		277
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1
0.897%, ICE LIBOR USD 1 Month + 0.440%, 01/25/2036 (C)		131		131
				12,382

138

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Other Asset-Backed Securities — 6.6%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.557%, ICE LIBOR USD 1 Month + 1.100%, 12/27/2044 (B)(C)	$	1,183	$	1,173
ACRES Commercial Realty, Ser 2021-FL1, Cl A
1.641%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (B)(C)		1,760		1,734
AIG CLO, Ser 2021-1A, Cl A1R
1.374%, ICE LIBOR USD 3 Month + 1.120%, 04/20/2032 (B)(C)		3,400		3,391
American Homes 4 Rent, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (B)		1,743		1,730
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
1.317%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)(C)		3,350		3,342
Antares CLO, Ser 2021-1A, Cl A1R
1.588%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (B)(C)		1,400		1,382
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (B)		1,851		1,837
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)		1,267		1,208
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A
1.467%, ICE LIBOR USD 1 Month + 1.070%, 08/15/2034 (B)(C)		3,213		3,193
Barings CLO, Ser 2017-IA, Cl AR
1.054%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(C)		897		892
Bayview MSR Opportunity Master Fund Trust, Ser 2021-2, Cl A2
2.500%, 06/25/2051 (B)(C)		866		803
BPR Trust, Ser TY, Cl A
1.447%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038 (B)(C)		1,160		1,143
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.698%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (C)		3,050		3,058
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.258%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (C)		2,150		2,135
BSPRT Issuer, Ser 2019-FL5, Cl A
1.547%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (B)(C)		1,541		1,535

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser VOLT, Cl A
1.097%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036 (B)(C)	$	2,867	$	2,793
CARLYLE US CLO, Ser 2021-1A, Cl A1
1.381%, ICE LIBOR USD 3 Month + 1.140%, 04/15/2034 (B)(C)		1,150		1,146
CARLYLE US CLO, Ser 2021-1A, Cl A2R
1.904%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (B)(C)		1,560		1,549
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
1.858%, ICE LIBOR USD 3 Month + 1.600%, 10/25/2034 (B)(C)		3,000		2,969
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.928%, 11/25/2034		27		27
CIFC Funding, Ser 2021-7A, Cl A1
1.258%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (B)(C)		3,500		3,480
CIT Education Loan Trust, Ser 2007-1, Cl A
1.056%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (B)(C)		935		901
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.113%, 03/25/2037		893		896
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.113%, 03/25/2037		1,430		1,401
Citigroup Mortgage LoanTrust, Ser 2021-INV2, Cl A3A
2.500%, 05/25/2051 (B)(C)		532		493
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (B)		858		808
College Avenue Student Loans, Ser 2017-A, Cl A1
2.107%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (B)(C)		409		413
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (B)		260		258
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (B)		489		479
College Avenue Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (B)		654		604
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (B)		424		392
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (B)(C)		763		705

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

139

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.957%, ICE LIBOR USD 1 Month + 0.500%, 10/25/2034 (C)	$	329	$	311
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.997%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (C)		232		224
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
1.257%, ICE LIBOR USD 1 Month + 0.800%, 10/25/2047 (C)		1,313		1,284
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.537%, ICE LIBOR USD 1 Month + 0.140%, 07/15/2036 (C)		234		217
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,277		1,248
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (B)		1,276		1,263
Dryden 64 CLO, Ser 2018-64A, Cl A
1.211%, ICE LIBOR USD 3 Month + 0.970%, 04/18/2031 (B)(C)		2,340		2,328
Dryden 77 CLO, Ser 2021-77A, Cl BR
2.130%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (B)(C)		1,475		1,466
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
1.141%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (B)(C)		1,103		1,097
Educational Funding of the South, Ser 2011-1, Cl A2
0.908%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (C)		812		811
Educational Funding, Ser 2006-1A, Cl A3
0.608%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033 (B)(C)		1,753		1,386
Elmwood CLO II, Ser 2021-2A, Cl AR
1.404%, ICE LIBOR USD 3 Month + 1.150%, 04/20/2034 (B)(C)		1,800		1,782
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.457%, ICE LIBOR USD 1 Month + 1.000%, 08/25/2034 (C)		302		301
FirstKey Homes Trust, Ser 2020-SFR1, Cl A
1.339%, 08/17/2037 (B)		679		635
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (B)		3,408		3,166
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (B)		1,004		931
FirstKey Homes Trust, Ser 2021-SFR2, Cl A
1.376%, 09/17/2038 (B)		968		885

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (B)	$	1,785	$	1,666
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		200
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,936
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.211%, ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (B)(C)		1,700		1,692
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (B)		392		388
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
1.409%, ICE LIBOR USD 3 Month + 1.110%, 10/29/2029 (B)(C)		2,921		2,913
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048 (B)		978		885
GSAMP Trust, Ser 2003-SEA, Cl A1
1.257%, ICE LIBOR USD 1 Month + 0.800%, 02/25/2033 (C)		437		423
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.957%, ICE LIBOR USD 1 Month + 0.500%, 05/25/2046 (C)		3,300		3,202
GSAMP Trust, Ser 2006-NC1, Cl A3
1.037%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (C)		366		365
Higher Education Funding, Ser 2014-1, Cl A
1.548%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (B)(C)		793		793
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (B)		1,240		1,187
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)		564		551
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (B)		1,546		1,485
Home Partners of America Trust, Ser 2021-2, Cl A
1.901%, 12/17/2026 (B)		1,208		1,133
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (B)		3,510		3,480
Hotwire Funding, Ser 2021-1, Cl A2
2.311%, 11/20/2051 (B)		820		766
Invitation Homes Trust, Ser 2018-SFR2, Cl A
1.297%, ICE LIBOR USD 1 Month + 0.900%, 06/17/2037 (B)(C)		3,254		3,243
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (B)		768		794

140

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (B)	$	1,059	$	1,070
John Deere Owner Trust, Ser 2022-A, Cl A2
1.900%, 11/15/2024		340		339
JP Morgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051 (B)(C)		2,060		1,911
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		204
LCM XXI, Ser 2018-21A, Cl AR
1.134%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)(C)		490		487
LCM XXIV, Ser 2021-24A, Cl AR
1.234%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)(C)		950		944
LMREC, Ser 2019-CRE3, Cl A
1.855%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (B)(C)		4,580		4,558
LoanCore Issuer, Ser 2019-CRE2, Cl A
1.527%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2036 (B)(C)		2,241		2,240
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (B)		1,059		970
Magnetite VII, Ser 2018-7A, Cl A1R2
1.041%, ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (B)(C)		950		943
Magnetite XXVIII, Ser 2021-28A, Cl AR
1.360%, ICE LIBOR USD 3 Month + 1.130%, 01/20/2035 (B)(C)		1,800		1,779
MF1, Ser 2020-FL4, Cl A
2.143%, TSFR1M + 1.814%, 11/15/2035 (B)(C)		980		984
MF1, Ser 2021-FL7, Cl A
1.511%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (B)(C)		875		863
MF1, Ser 2022-FL8, Cl A
1.400%, SOFR30A + 1.350%, 02/19/2037 (B)(C)		2,380		2,361
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(C)		382		362
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,308		1,316
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.117%, 02/26/2029 (B)(C)		930		924
MVW, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (B)		738		699
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (B)		367		346

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
1.997%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (B)(C)	$	457	$	461
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
2.547%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (B)(C)		304		311
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (B)		338		340
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (B)		1,990		1,867
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (B)		77		77
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (B)		65		65
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (B)		1,021		1,042
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (B)		807		808
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (B)		1,178		1,171
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (B)		1,372		1,355
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (B)		2,168		2,148
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (B)		393		390
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (B)		493		484
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		190		185
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (B)		850		822
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (B)		956		925
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		121		115

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

141

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (B)	$	940	$	887
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (B)		1,564		1,487
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (B)		2,642		2,487
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (B)		2,403		2,240
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (B)		408		387
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (B)		3,562		3,443
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.967%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (C)		2,443		2,395
Navient Student Loan Trust, Ser 2014-3, Cl A
1.077%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (C)		2,134		2,120
Navient Student Loan Trust, Ser 2014-4, Cl A
1.077%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (C)		1,428		1,417
Navient Student Loan Trust, Ser 2016-2A, Cl A3
1.957%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2065 (B)(C)		1,270		1,281
Navient Student Loan Trust, Ser 2017-1A, Cl A3
1.607%, ICE LIBOR USD 1 Month + 1.150%, 07/26/2066 (B)(C)		968		956
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.507%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (B)(C)		2,900		2,894
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (B)		1,461		1,461
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (B)		508		461
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (B)		1,238		1,165
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.438%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (C)		503		493

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
0.418%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (C)	$	834	$	831
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.368%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (C)		2,879		2,868
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
1.034%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (C)		2,410		2,356
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
1.054%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (C)		2,368		2,360
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
1.114%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (C)		384		370
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
1.307%, ICE LIBOR USD 1 Month + 0.850%, 07/27/2037 (B)(C)		950		938
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.407%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (B)(C)		2,155		2,171
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (B)		1,541		1,447
Neuberger Berman CLO XVII, Ser 2020-17A, Cl AR2
1.289%, ICE LIBOR USD 3 Month + 1.030%, 04/22/2029 (B)(C)		350		349
Neuberger Berman Loan Advisers CLO 40, Ser 2021-40A, Cl A
1.301%, ICE LIBOR USD 3 Month + 1.060%, 04/16/2033 (B)(C)		2,075		2,061
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056 (B)(C)		472		450
Oak Street Investment Grade Net Lease Fund, Ser 1A, Cl A1
1.850%, 11/20/2050 (B)		1,091		1,025
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061 (B)(C)		511		480
Octagon Investment Partners 50, Ser 2021-4A, Cl AR
1.391%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (B)(C)		1,725		1,709

142

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
1.191%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (B)(C)	$	3,200	$	3,173
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (B)		553		542
Origen Manufactured Housing, Ser 2006-A, Cl A2
1.862%, 10/15/2037 (C)		701		657
Pawneee Equipment Receivables, Ser 2021-1, Cl A2
1.100%, 07/15/2027 (B)		1,040		1,006
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.350%, 08/25/2035 (B)(C)		1,046		968
Progress Residential Trust, Ser 2019-SFR2, Cl A
3.147%, 05/17/2036 (B)		99		98
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (B)		1,063		1,031
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (B)		880		866
Progress Residential Trust, Ser 2021-SFR11, Cl A
2.283%, 01/17/2039 (B)		698		646
Progress Residential Trust, Ser 2021-SFR3, Cl A
1.637%, 05/17/2026 (B)		2,382		2,214
Progress Residential Trust, Ser 2021-SFR8, Cl A
1.510%, 10/17/2038 (B)		2,185		1,981
RAMP Trust, Ser 2006-RZ3, Cl M1
0.807%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036 (C)		4,212		4,123
Rockford Tower CLO, Ser 2021-2A, Cl AR
1.580%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (B)(C)		3,150		3,119
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		1,036		1,044
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		865		873
Sierra Timeshare Receivables Funding, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (B)		699		701
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
1.156%, ICE LIBOR USD 3 Month + 0.330%, 03/15/2024 (C)		223		222

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
1.136%, ICE LIBOR USD 3 Month + 0.310%, 12/15/2038 (C)	$	1,144	$	1,119
SLM Student Loan Trust, Ser 2003-1, Cl A5C
1.576%, ICE LIBOR USD 3 Month + 0.750%, 12/15/2032 (B)(C)		600		584
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
2.026%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)(C)		1,888		1,873
SLM Student Loan Trust, Ser 2005-4, Cl A4
0.428%, ICE LIBOR USD 3 Month + 0.170%, 07/25/2040 (C)		3,000		2,861
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.418%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (C)		2,288		2,188
SLM Student Loan Trust, Ser 2007-2, Cl A4
0.318%, ICE LIBOR USD 3 Month + 0.060%, 07/25/2022 (C)		2,561		2,523
SLM Student Loan Trust, Ser 2007-7, Cl B
1.008%, ICE LIBOR USD 3 Month + 0.750%, 10/27/2070 (C)		1,050		948
SLM Student Loan Trust, Ser 2008-2, Cl A3
1.008%, ICE LIBOR USD 3 Month + 0.750%, 04/25/2023 (C)		730		717
SLM Student Loan Trust, Ser 2008-2, Cl B
1.458%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (C)		685		587
SLM Student Loan Trust, Ser 2008-3, Cl B
1.458%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (C)		685		628
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.908%, ICE LIBOR USD 3 Month + 1.650%, 07/25/2022 (C)		562		562
SLM Student Loan Trust, Ser 2008-4, Cl B
2.108%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (C)		685		663
SLM Student Loan Trust, Ser 2008-5, Cl A4
1.958%, ICE LIBOR USD 3 Month + 1.700%, 07/25/2023 (C)		94		95
SLM Student Loan Trust, Ser 2008-5, Cl B
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (C)		685		678
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.358%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (C)		2,839		2,797
SLM Student Loan Trust, Ser 2008-6, Cl B
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (C)		685		666
SLM Student Loan Trust, Ser 2008-7, Cl B
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (C)		685		681

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

143

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-8, Cl B
2.508%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (C)	$	685	$	691
SLM Student Loan Trust, Ser 2008-9, Cl A
1.758%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (C)		1,176		1,178
SLM Student Loan Trust, Ser 2008-9, Cl B
2.508%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (C)		685		682
SLM Student Loan Trust, Ser 2009-3, Cl A
1.207%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2045 (B)(C)		480		474
SLM Student Loan Trust, Ser 2010-1, Cl A
0.857%, ICE LIBOR USD 1 Month + 0.400%, 03/25/2025 (C)		316		309
SLM Student Loan Trust, Ser 2021-10A, Cl A4
1.496%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (B)(C)		1,000		1,003
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (B)		335		329
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
1.847%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (B)(C)		290		290
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
1.497%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (B)(C)		311		312
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (B)		424		426
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (B)		1,672		1,674
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (B)		1,080		1,028
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (B)		1,023		979
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (B)		3,145		2,975
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (B)		2,557		2,352
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (B)		2,193		2,085

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
1.197%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (B)(C)	$	1,274	$	1,271
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (B)		3,014		2,860
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (B)		1,451		1,389
SMB Private Education Loan Trust, Ser 2022-A, Cl APT
2.850%, 11/16/2054 (B)		974		941
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (B)		434		425
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (B)		868		810
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (B)		862		802
SoFi Professional Loan Program, Ser 2016-D, Cl A1
1.407%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2039 (B)(C)		29		29
SoFi Professional Loan Program, Ser 2016-E, Cl A1
1.307%, ICE LIBOR USD 1 Month + 0.850%, 07/25/2039 (B)(C)		23		24
SoFi Professional Loan Program, Ser 2017-A, Cl A1
1.157%, ICE LIBOR USD 1 Month + 0.700%, 03/26/2040 (B)(C)		32		32
South Carolina Student Loan, Ser 2015-A, Cl A
1.957%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (C)		1,129		1,130
Southwick Park CLO, Ser 2021-4A, Cl A1R
1.314%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (B)(C)		2,610		2,603
Stack Infrastructure Issuer, Ser 1A, Cl A2
1.893%, 08/25/2045 (B)		1,355		1,270
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056 (B)(C)		829		795
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
1.007%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (C)		386		372

144

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
0.877%, ICE LIBOR USD 1 Month + 0.420%, 02/25/2037 (C)	$	2,949	$	2,885
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		7		6
STWD, Ser 2019-FL1, Cl A
1.499%, TSFR1M + 1.194%, 07/15/2038 (B)(C)		390		388
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (B)		697		662
Symphony CLO XXVI, Ser 2021-26A, Cl AR
1.334%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2033 (B)(C)		1,140		1,136
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(C)		789		783
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
1.057%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (B)(C)		438		436
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057 (B)(C)		1,050		1,021
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (B)(C)		895		879
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.457%, ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (B)(C)		744		744
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (B)(C)		1,173		1,170
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (B)(C)		1,116		1,099
Trestles CLO IV, Ser 2021-4A, Cl B1
1.955%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (B)(C)		3,445		3,422
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (B)		452		417
TRTX Issuer, Ser 2019-FL3, Cl A
1.315%, SOFR30A + 1.264%, 10/15/2034 (B)(C)		2,306		2,301
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		188		188

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044	$	335	$	337
Vantage Data Centers Issuer, Ser 2018-2A, Cl A2
4.196%, 11/16/2043 (B)		3,374		3,377
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		610		587
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066 (B)(C)		691		648
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066 (B)(C)		2,618		2,410
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
0.747%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (C)		6,442		6,309
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R
1.751%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (B)(C)		1,000		998
ZH Trust, Ser 2021-2, Cl A
2.349%, 10/17/2027 (B)		600		594
				282,933
Total Asset-Backed Securities
(Cost $347,382) ($ Thousands)				341,761
SOVEREIGN DEBT — 1.7%
Abu Dhabi Government International Bond
3.875%, 04/16/2050(B)		2,170		2,269
2.500%, 10/11/2022(B)		1,010		1,015
Airport Authority
3.250%, 01/12/2052(B)		1,360		1,214
Argentine Republic Government International Bond
2.500%, 3.500%, 07/09/2022, 07/09/2041 (F)		1,460		515
1.125%, 1.500%, 07/09/2022, 07/09/2035 (F)		2,557		780
1.000%, 07/09/2029		203		69
0.500%, 0.750%, 07/09/2023, 07/09/2030 (F)		1,216		407
Brazilian Government International Bond
5.000%, 01/27/2045(A)		3,400		3,023
4.750%, 01/14/2050		1,300		1,088
4.625%, 01/13/2028		2,890		2,897
2.625%, 01/05/2023		200		201
Buenos Aires Government International Bond MTN
3.900%, 09/01/2037(B)		859		366

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

145

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Chile Government International Bond
4.340%, 03/07/2042	$	994	$	1,020
3.500%, 01/31/2034		239		236
China Government Bond
3.390%, 05/21/2025	CNY	2,000		322
3.310%, 11/30/2025		11,500		1,841
Colombia Government International Bond
5.625%, 02/26/2044	$	660		598
5.200%, 05/15/2049		628		535
5.000%, 06/15/2045		830		699
4.125%, 02/22/2042		680		531
3.250%, 04/22/2032(A)		670		560
Export-Import Bank of India
3.375%, 08/05/2026(B)		350		342
Indonesia Government International Bond
5.250%, 01/08/2047(B)		400		456
5.125%, 01/15/2045(B)		400		442
4.350%, 01/11/2048(A)		460		469
4.300%, 03/31/2052		409		428
3.850%, 07/18/2027(B)		800		834
3.750%, 04/25/2022(B)		740		741
3.700%, 10/30/2049(A)		1,550		1,494
3.550%, 03/31/2032		496		509
3.500%, 01/11/2028(A)		400		410
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	100,717,000		6,892
6.375%, 04/15/2032		58,803,000		3,976
Israel Government International Bond
3.375%, 01/15/2050	$	280		265
2.750%, 07/03/2030(A)		470		465
Kenya Government International Bond
7.250%, 02/28/2028(B)		200		193
6.875%, 06/24/2024		200		200
6.300%, 01/23/2034(B)		960		823
Kuwait International Government Bond
3.500%, 03/20/2027(B)		930		967
Mexico Government International Bond
6.050%, 01/11/2040(A)		1,210		1,370
4.750%, 03/08/2044		10,080		9,905
4.600%, 02/10/2048		200		190
4.500%, 04/22/2029(A)		995		1,049
4.280%, 08/14/2041		1,349		1,258
3.750%, 01/11/2028(A)		390		397
3.500%, 02/12/2034		689		640
2.659%, 05/24/2031(A)		3,760		3,422
Nigeria Government International Bond
7.143%, 02/23/2030(B)		240		226
6.500%, 11/28/2027(B)		220		209
Panama Government International Bond
4.500%, 04/01/2056		540		528
2.252%, 09/29/2032(A)		620		548

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Paraguay Government International Bond
5.400%, 03/30/2050(B)	$	591	$	598
4.950%, 04/28/2031(B)		234		245
3.849%, 06/28/2033(B)		597		576
Peruvian Government International Bond
5.625%, 11/18/2050		600		761
3.600%, 01/15/2072		709		609
2.783%, 01/23/2031		800		753
2.392%, 01/23/2026(A)		350		340
Province of Quebec Canada
2.625%, 02/13/2023		620		624
Qatar Government International Bond
4.817%, 03/14/2049(B)		1,640		1,943
4.000%, 03/14/2029(B)		880		939
3.875%, 04/23/2023		430		438
3.250%, 06/02/2026		200		204
Republic of Italy Government International Bond
3.875%, 05/06/2051		442		409
Republic of Poland Government International Bond
4.000%, 01/22/2024		1,327		1,361
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	315,940		115
7.700%, 03/16/2039		162,070		59
7.650%, 04/10/2030		63,630		23
7.250%, 05/10/2034		24,200		9
7.000%, 01/25/2023		34,160		12
7.000%, 08/16/2023		231,430		84
6.900%, 05/23/2029		452,100		165
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030	$	281		104
5.625%, 04/04/2042		2,000		660
4.875%, 09/16/2023		200		92
Saudi Government International Bond MTN
2.875%, 03/04/2023(B)		360		363
Total Sovereign Debt
(Cost $94,726) ($ Thousands)				71,320
LOAN PARTICIPATIONS — 1.5%
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		420		415
Ali Group
0.000%, 10/13/2028 (I)		930		915
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, LIBOR + 3.750%, 05/12/2028 (C)		1,255		1,234

146

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.000%, 08/17/2028	$	563	$	558
AMWINS Group Inc.
3.000%, 02/19/2028		444		437
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.709%, LIBOR + 2.500%, 10/01/2026 (C)		849		838
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
1.959%, LIBOR + 1.750%, 03/11/2025 (C)		24		23
AsplundhTree Expert, LLC
2.207%, 09/07/2027		414		409
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 11/03/2024 (C)		562		554
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.707%, LIBOR + 3.250%, 12/23/2026 (C)		329		322
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.707%, LIBOR + 3.250%, 07/31/2027 (C)		376		368
Athena Health, Term Loan, 1st Lien
4.000%, 02/15/2029 (I)		223		220
Athena Helath Group, Initial Term Loan
3.798%, 02/15/2029 (I)		1,317		1,301
Avolon TLB Borrower 1 LLC
2.750%, 12/01/2027		277		273
B.C. ULC
1.959%, LIBOR + 1.750%, 11/19/2026 (C)		1,439		1,407
Berry Global, Inc.
2.071%, 07/01/2026		678		668
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
2.750%, 08/15/2025		154		153
Brookfeild WEC Holdings
3.250%, 08/01/2025 (C)		226		222
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.506%, LIBOR + 2.750%, 06/07/2028 (C) (I)		577		568
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.207%, LIBOR + 2.750%, 12/23/2024 (C) (I)		875		869
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
3.709%, 07/21/2025		611		608
Castlelake Avia
3.576%, 10/22/2026		1,214		1,180

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, ICE LIBOR USD 1 Month + 2.500%, 03/01/2024 (C)	$	947	$	940
Charter Communications Operating Llc Lien1
2.210%, 04/30/2025		1,046		1,041
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
2.210%, LIBOR + 1.750%, 02/01/2027 (C)		158		156
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.709%, LIBOR + 2.500%, 02/02/2028 (C)		684		680
Clarios Global, Term Loan 1st Lien
3.707%, LIBOR + 3.250%, 04/30/2026 (C)		923		911
CSC Holdings LLC, Term Loan B, 1st Lien
2.647%, 01/15/2026		198		195
CSC Holdings, LLC
2.897%, LIBOR + 2.500%, 04/15/2027 (C)		216		212
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.457%, LIBOR + 4.000%, 10/16/2026 (C)		1,334		1,323
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, LIBOR + 3.750%, 04/09/2027 (C)		963		957
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.500%, LIBOR + 3.750%, 12/01/2027 (C)		198		195
Energizer Holdings
2.750%, 12/22/2027		207		204
Entain PLC
3.743%, 03/29/2027		258		255
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.947%, LIBOR + 2.500%, 11/18/2024 (C)		23		23
EyeCare Partners, LLC, Term Loan, 1st Lien
3.974%, LIBOR + 3.750%, 02/18/2027 (C)		304		300
First Eagle Holdings, Term Loan
2.724%, 02/01/2027		254		249
Fleetcor Technologies Operating Company
1.959%, 04/28/2028		447		438
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.457%, LIBOR + 2.000%, 07/03/2024 (C)		593		585

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

147

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Formula One Management Limited, Facility B3 (USD), 1st Lien
3.500%, LIBOR + 2.500%, 02/01/2024 (C)	$	50	$	50
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.209%, 11/30/2023		594		592
Froneri International Limited, Facility B2, 1st Lien
2.707%, LIBOR + 2.250%, 01/29/2027 (C)		297		291
2.459%, LIBOR + 2.250%, 01/29/2027 (C)		135		132
Gainwell Acquisition Corp., Term B Loan, 1st Lien
5.006%, LIBOR + 4.000%, 10/01/2027 (C) (I)		1,346		1,343
Garda World Security Corp
4.710%, LIBOR + 4.250%, 10/30/2026 (C)		268		265
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
3.006%, LIBOR + 2.000%, 12/30/2026 (C)		625		617
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025 (C)		57		56
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, LIBOR + 4.750%, 10/02/2025 (C)		715		709
Go Daddy Operating Company LLC, Term Loan B, 1st Lien
2.199%, 02/15/2024 (C)		240		238
1.959%, 02/15/2024 (C)		74		73
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.500%, 03/06/2028		306		305
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.457%, LIBOR + 2.000%, 11/15/2027 (C)		1,279		1,255
Harbor Freight Tools USA, Inc
3.250%, 10/19/2027		790		772
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
2.207%, LIBOR + 1.750%, 06/22/2026 (C)		1,348		1,333
Horizon Therapeudics
2.250%, 03/15/2028		1,030		1,018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hudson River Trading LLC, Term Loan, 1st Lien
3.305%, LIBOR + 3.000%, 03/20/2028 (C)	$	446	$	438
Hunter Douglas, Term Loan, 1st Lien
4.000%, 02/09/2029 (I)		1,380		1,351
Icon Public Limited Company, Lux Term Loan, 1st Lien
3.313%, 07/03/2028		737		733
Icon Public Limited Company, U.S. Term Loan, 1st Lien
3.313%, 07/03/2028		184		183
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 05/01/2026 (C)		802		796
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, LIBOR + 2.750%, 01/29/2026 (C)		436		428
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.959%, LIBOR + 2.750%, 01/26/2028 (C)		524		516
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, LIBOR + 3.500%, 05/05/2028 (C)		1,151		1,146
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.959%, LIBOR + 1.750%, 03/01/2027 (C)		1,162		1,139
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.750%, LIBOR + 5.000%, 07/27/2028 (C)		1,512		1,498
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 10/23/2028 (I)		1,010		999
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.731%, 09/18/2026		1,344		1,337
Numericable U.S. LLC, Term Loan B, 1st Lien
3.927%, 01/31/2026		212		207
Parexel International, Term Loan, 1st Lien
4.000%, 11/15/2028		470		466
PCI Gaming Authority, Term B Facility Loan
2.709%, 05/29/2026		429		425
Peraton Corp., Term B Loan, 1st Lien
4.500%, LIBOR + 3.750%, 02/01/2028 (C)		1,137		1,128

148

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.256%, LIBOR + 3.250%, 03/03/2028 (C)	$	604	$	597
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.459%, LIBOR + 3.250%, 03/05/2026 (C)		1,292		1,276
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
2.209%, 08/04/2028		1,831		1,803
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, LIBOR + 2.750%, 09/23/2026 (C)		175		173
3.500%, LIBOR + 2.750%, 09/23/2026 (C)		748		742
Project Sky, Term Loan, 1st Lien
4.250%, 10/08/2028		340		335
Quikrete Holding, Term Loan B1, 1st Lien
3.468%, 06/11/2028 (I)		460		451
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, LIBOR + 2.750%, 02/15/2028 (C)		639		626
Realpage Inc.
3.750%, 04/24/2028		1,045		1,032
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
4.197%, LIBOR + 3.750%, 11/16/2025 (C)		588		584
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
2.207%, LIBOR + 1.750%, 02/04/2027 (C)		1,198		1,177
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
3.207%, LIBOR + 2.750%, 08/14/2024 (C)		1,339		1,334
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
2.959%, LIBOR + 2.500%, 06/21/2024 (C)		44		43
Setanta Aircraft
2.140%, 11/05/2028		1,060		1,043
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (C)		1,380		1,360
Station Casinos LLC, Term B-1 Facility Term Loan, 1st Lien
2.710%, 02/08/2027		673		663

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.957%, LIBOR + 3.500%, 12/17/2026 (C)	$	674	$	663
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
2.707%, 12/09/2025		59		58
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (C)		743		723
4.000%, 03/31/2028		71		69
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026 (I)		853		844
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, LIBOR + 3.750%, 04/21/2028 (C)		822		811
US Foods, Inc., Term Loan
2.508%, 09/13/2026 (C)		86		85
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.209%, LIBOR + 4.000%, 08/27/2025 (C)		383		381
VFH Parent, Initial Term Loan
3.298%, 01/13/2029		410		405
Virgin Media Bristol LLC, N Facility, 1st Lien
2.897%, LIBOR + 2.500%, 01/31/2028 (C)		1,327		1,309
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028		10		10
XPO Logistics, Inc., Term Loan B, 1st Lien
1.992%, 02/24/2025 (C)		550		544
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 03/09/2027 (C)		570		554
Zebra Buyer LLC
3.750%, 11/01/2028		451		447
Total Loan Participations
(Cost $64,883) ($ Thousands)				64,187
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7%
FHLB
1.610%, 09/04/2024		3,360		3,304
1.610%, 09/04/2024		3,355		3,303
1.040%, 06/14/2024		13,660		13,316
FHLMC MTN
0.000%, 12/14/2029(G)		1,213		1,000

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

149

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FNMA
0.500%, 06/17/2025	$	4,215	$	3,950
0.000%, 11/15/2030(G)		3,564		2,885
Resolution Funding Interest
0.000%, 01/15/2030(G)		905		732
Resolution Funding Principal
0.000%, 04/15/2030(G)		1,165		943
Tennessee Valley Authority
0.750%, 05/15/2025		1,055		999
Total U.S. Government Agency Obligations
(Cost $31,609) ($ Thousands)				30,432
MUNICIPAL BONDS — 0.3%
California — 0.0%
California State University, Ser B, RB
2.374%, 11/01/2035		685		589
University of California, Ser N, RB
3.256%, 05/15/2060		790		702
				1,291
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,064		1,399
Michigan — 0.1%
University of Michigan, Ser A, RB
3.504%, 04/01/2052		1,305		1,327
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,052
New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049 (A)		260		297
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		561
New York City, Ser D, GO
2.223%, 08/01/2035		1,350		1,145
1.823%, 08/01/2030		610		539
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
2.000%, 08/01/2035		1,000		788

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
2.400%, 11/01/2032	$	610	$	541
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		275		329
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		948
				5,148
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		495
Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		936
University of Texas, Ser B, RB
2.439%, 08/15/2049		295		240
				1,176
Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		480		381
Total Municipal Bonds
(Cost $12,415) ($ Thousands)				12,269
	Shares
AFFILIATED PARTNERSHIP — 6.6%
SEI Liquidity Fund, L.P.
0.300% **†(J)		281,922,180		281,968
Total Affiliated Partnership
(Cost $281,952) ($ Thousands)				281,968
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		152,035,032		152,035
Total Cash Equivalent
(Cost $152,035) ($ Thousands)				152,035
Total Investments in Securities — 117.4%
(Cost $5,227,126) ($ Thousands)			$	5,035,828

150

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Contracts			Market Value ($ Thousands)
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (K)
(Cost $1,606) ($ Thousands)		3,153		$	933
WRITTEN OPTIONS* — (0.1)%
Total Written Options (K)
(Premiums Received $4,195) ($ Thousands)		(7,685	)	$	(5,683	)

Description	Contracts			Market Value ($ Thousands)
WRITTEN SWAPTION* — (0.0)%
Total Written Swaption (L)
(Premiums Received $199) ($ Thousands)		(66,350,000	)	$	(33	)

A list of the exchange traded option contracts held by the Fund at March 31, 2022, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Call Options
June 2022, Eurodollar Mid-Curve Option*		495		$	121,120		$	97.88		6/18/2022	$	22
September 2022, Eurodollar Mid-Curve Option*		167			41,071			98.38		9/17/2022		14
September 2022, Eurodollar Mid-Curve Option*		361			89,122			98.75		9/17/2022		18
December 2022, IMM Eurodollar Future Option*		270			66,150			98.00		12/17/2022		122
December 2022, IMM Eurodollar Future Option*		449			110,426			98.38		12/17/2022		115
June 2023, IMM Eurodollar Future Option*		495			121,894			98.50		6/17/2023		142
May 2022, U.S. 10 Year Future Option*		146			17,995			123.25		4/16/2022		107
May 2022, U.S. 5 Year Future Option*		241			27,594			114.50		4/16/2022		166
May 2022, U.S. 5 Year Future Option*		529			60,835			115.00		4/16/2022		227
					656,207							933
Total Purchased Options				$	656,207						$	933
WRITTEN OPTIONS — (0.1)%
Put Options
September 2022, Eurodollar Mid-Curve Option*		(988	)	$	(241,134	)		97.63		09/17/22	$	(2,124	)
December 2022, Eurodollar Mid-Curve Option*		(632	)		(153,853	)		97.38		12/17/22		(739	)
December 2022, IMM Eurodollar Future Option*		(270	)		(65,644	)		97.25		12/17/22		(267	)
December 2022, IMM Eurodollar Future Option*		(449	)		(110,145	)		98.13		12/17/22		(1,044	)
June 2023, IMM Eurodollar Future Option*		(95	)		(23,037	)		97.00		06/17/23		(162	)
					(593,813	)						(4,336	)
Call Options
June 2022, Eurodollar Mid-Curve Option*		(495	)		(122,048	)		98.63		06/18/22		(3	)
September 2022, Eurodollar Mid-Curve Option*		(820	)		(202,950	)		99.00		09/17/22		(31	)
December 2022, Eurodollar Mid-Curve Option*		(242	)		(59,063	)		97.63		12/17/22		(169	)
December 2022, Eurodollar Mid-Curve Option*		(390	)		(95,428	)		97.88		12/17/22		(183	)
December 2022, IMM Eurodollar Future Option*		(449	)		(110,145	)		98.13		12/17/22		(168	)
December 2022, IMM Eurodollar Future Option*		(270	)		(66,319	)		98.25		12/17/22		(84	)
June 2023, IMM Eurodollar Future Option*		(495	)		(121,275	)		98.00		06/17/23		(254	)
June 2022, U.S. 10 Year Future Option*		(142	)		(17,608	)		124.00		05/21/22		(111	)
June 2022, U.S. 10 Year Future Option*		(146	)		(19,053	)		130.50		05/21/22		(11	)
May 2022, U.S. 10 Year Future Option*		(108	)		(13,284	)		123.00		04/16/22		(86	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

151

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS (continued)
May 2022, U.S. 10 Year Future Option*		(144	)	$	(17,856	)	$	124.00		04/16/22		(56	)
May 2022, U.S. 10 Year Future Option*		(79	)		(9,836	)		124.50		04/16/22		(21	)
May 2022, U.S. 10 Year Future Option*		(121	)		(15,367	)		127.00		04/16/22		(8	)
May 2022, U.S. 10 Year Future Option*		(287	)		(37,023	)		129.00		04/16/22		(9	)
June 2022, U.S. 5 Year Future Option*		(674	)		(78,858	)		117.00		05/21/22		(105	)
May 2022, U.S. 5 Year Future Option*		(232	)		(26,854	)		115.75		04/16/22		(44	)
May 2022, U.S. 5 Year Future Option*		(103	)		(12,180	)		118.25		04/16/22		(3	)
May 2022, U.S. 5 Year Future Option*		(54	)		(6,399	)		118.50		04/16/22		(1	)
					(1,031,546	)						(1,347	)
Total Written Options				$	(1,625,359	)					$	(5,683	)

A list of open OTC swaptions held by the Fund at March 31, 2022, is as follows:

Description

Counterparty

Number of Contracts/ Notional Amount

Exercise Price

Expiration Date

Value (Thousands)

WRITTEN SWAPTION — 0.0%

Put Swaptions

SWAPTION Jun22P 1.95*

Bank of America Merrill Lynch

(66,350,000

)

$

1.95

06/18/2022

$

(33

)

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
90-Day Euro$		240			Jun-2023	$	59,545		$	58,122		$	(1,423	)
90-Day Euro$		1,566			Dec-2022		385,269			381,086			(4,183	)
90-Day Euro$		709			Dec-2023		174,880			171,879			(3,001	)
3 MONTH SOFR FUT JUN22		212			Sep-2022		52,308			52,293			(15	)
Euro-Bob		35			Jun-2022		5,032			5,018			(86	)
Euro-OAT		74			Jun-2022		13,011			12,475			(599	)
U.S. 5-Year Treasury Note		4,343			Jul-2022		510,435			498,088			(12,347	)
U.S. 10-Year Treasury Note		366			Jun-2022		45,728			44,972			(756	)
U.S. Long Treasury Bond		195			Jun-2022		30,617			29,262			(1,355	)
U.S. Ultra Long Treasury Bond		280			Jun-2022		51,215			49,595			(1,620	)
							1,328,040			1,302,790			(25,385	)
Short Contracts
3 Month Euribor		(203	)		Jun-2022	$	(58,267	)	$	(56,656	)	$	85
30 Day Federal Funds Futures		(141	)		May-2022		(58,541	)		(58,553	)		(12	)
90-Day Euro$		(323	)		Mar-2025		(79,033	)		(78,646	)		387
Euro-Bund		(8	)		Jun-2022		(1,467	)		(1,412	)		62
Euro-Buxl		(5	)		Jun-2022		(1,123	)		(1,036	)		85
U.S. 2-Year Treasury Note		(214	)		Jul-2022		(45,930	)		(45,352	)		578
U.S. 2-Year Treasury Note		(60	)		Jul-2022		(12,700	)		(12,715	)		(15	)
U.S. 10-Year Treasury Note		(2,281	)		Jun-2022		(286,889	)		(280,278	)		6,611
U.S. Long Treasury Bond		(126	)		Jun-2022		(19,474	)		(18,908	)		566
Ultra 10-Year U.S. Treasury Note		(414	)		Jun-2022		(57,860	)		(56,084	)		1,776
							(621,284	)		(609,640	)		10,123
						$	706,756		$	693,150		$	(15,262	)

152

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/19/22		RUB	6,236		USD	67	$	(7	)
Citigroup		04/19/22		USD	907		EUR	800		(16	)
Citigroup		04/19/22		USD	3,783		BRL	21,115		638
Citigroup		04/19/22		USD	6,430		IDR	93,241,327		65
Citigroup		04/19/22		USD	13,388		AUD	18,672		635
Citigroup		04/19/22		EUR	13,858		USD	15,684		258
Citigroup		04/19/22		BRL	11,338		USD	2,382		8
Citigroup		04/19/22		BRL	8,630		USD	1,806		(1	)
Citigroup		04/19/22		RUB	20,980		USD	228		(20	)
Citigroup		04/19/22		CNH	37,140		USD	5,836		(7	)
Goldman Sachs		04/19/22		USD	2,377		GBP	1,753		(69	)
Goldman Sachs		04/19/22		USD	10,321		RUB	795,392		(916	)
Goldman Sachs		04/19/22		BRL	11,360		USD	2,385		7
Goldman Sachs		04/19/22		CNH	14,971		USD	2,335		(20	)
Goldman Sachs		04/19/22		RUB	28,784		USD	341		—
Goldman Sachs		04/19/22		RUB	357,987		USD	3,450		(782	)
Morgan Stanley		04/19/22		USD	1,758		BRL	10,214		380
Morgan Stanley		04/19/22		USD	12,947		JPY	1,498,110		(599	)
Morgan Stanley		04/19/22		USD	37,772		CAD	48,071		713
Morgan Stanley		04/19/22		RUB	291,431		USD	2,074		(1,372	)
Morgan Stanley		04/19/22		COP	5,189,635		USD	1,258		(122	)
									$	(1,227	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022, is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
USD LIBOR BBA		0.19%		Semi-Annual		06/15/2022		USD		40,784	$	(55	)	$	–		$	(55	)
1.785%		3 MONTH USD - LIBOR		Quarterly		07/24/2053		USD		1,920		191			–			191
1.7725%		3M USD LIBOR		Quarterly		07/24/2053		USD		2,600		266			–			266
3 MONTH USD - LIBOR		1.8075		Quarterly		07/24/2053		USD		1,300		123			–			123
CMENA IR 7/9/2051 LIBOR		1.67125% FIXED		Quarterly		07/09/2051		USD		4,528		593			(20	)		613
USD-LIBOR-BBA		2.05%		Quarterly		06/07/2051		USD		1,480		71			–			71
SD-SOFR-OIS-COMPOUND		.65%		Annual		08/15/2047		USD		560		45			56			(11	)
USD-SOFR-OIS-COMPOUND		.63%		Annual		05/15/2047		USD		7,680		628			343			285
CMENA IR LIBOR 2/15/47		1.63 % FIXED		Quarterly		02/15/2047		USD		6,257		845			38			807
USD-SOFR-COMPOUND 2/15/47		1.52% FIXED		Annual		02/15/2047		USD		5,559		573			(65	)		638
CMENA IR 2/15/47		1.72875% FIXED		Annual		02/15/2047		USD		5,240		328			64			264
0.74%		USD-SOFRRATE		Annual		08/19/2045		USD		5,670		1,396			–			1,396
USD-SOFRRATE		0.56%		Annual		07/20/2045		USD		8,660		2,416			104			2,312
SD-SOFR-OIS COMPOUND		2.00%		Annual		03/18/2032		USD		5,870		65			38			27
2.77%		USD CPI INDEX		Annual		10/20/2031		USD		10,870		(753	)		9			(762	)
.87%		3MLIBOR		Quarterly		09/28/2053		USD		3,050		240			–			240
USD LIBOR BBA		1.7334%		Annual		10/20/2031		USD		10,870		132			41			91
SD-SOFR-OIS-COMPOUND		.22% FIXED		Annual		08/15/2028		USD		9,318		522			(1	)		523
SOFR- COMPOUNDING		1.113%		Annual		08/15/2028		USD		21,686		1,331			147			1,184
USD-LIBOR-BBA		1.35%		Quarterly		02/15/2028		USD		18,476		1,110			(110	)		1,220

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

153

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Continued)

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
USD-SOFR-COMPOUND 5/15/2027		0.71 % FIXED		Annual		05/15/2027		USD		37,002	$	2,677		$	–		$	2,677
SD-SOFR-OIS-COMPOUND		.5%		Annual		03/04/2027		USD		11,597		(357	)		(18	)		(339	)
USD-SOFR-OIS-COMPOUND		.52%		Annual		11/20/2026		USD		13,910		302			(31	)		333
SA-CPI-U		.37%		Annual		11/18/2026		USD		12,250		(482	)		180			(662	)
USD CPI INDEX		2.95%		Annual		10/20/2026		USD		10,870		677			(5	)		682
M LIBOR		.6875 FIXED		Semi-Annual		12/07/2025		USD		39,405		(759	)		–			(759	)
.39 FIXED		M LIBOR		Semi-Annual		09/28/2025		USD		35,750		(943	)		–			(943	)
.0355%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		23,015		(793	)		–			(793	)
.0255%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		31,110		(1,077	)		–			(1,077	)
.0725%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		15,555		(525	)		–			(525	)
USA-CPI-U		.97%		Annual		11/18/2023		USD		12,250		513			(57	)		570
SOFR- COMPOUNDING		1.2%		Annual		11/01/2028		USD		7,156		420			–			420
M LIBOR		.6875 FIXED		Quarterly		12/07/2053		USD		3,295		340			–			340
											$	10,060		$	713		$	9,347

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.38		5.00%		Quarterly		06/20/2027	$	(19,560	)	$	1,837	$	1,003	$	834
CDS-CDX.NA.IG.38		1.00%		Quarterly		06/20/2027		(120,283	)		1,945		1,658		287
										$	3,782	$	2,661	$	1,121

	Percentages are based on Net Assets of $4,289,378 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2022 (see Note 10). The total market value of securities on loan at March 31, 2022 was $274,412 ($ Thousands).
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $701,268 ($ Thousands), representing 16.3% of the Net Assets of the Fund.
(C)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(D)	Perpetual security with no stated maturity date.
(E)	Security is in default on interest payment.
(F)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(G)	Zero coupon security.
(H)	Interest rate represents the security's effective yield at the time of purchase.
(I)	Unsettled bank loan. Interest rate may not be available.
(J)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $281,968 ($ Thousands).
(K)	Refer to table below for details on Options Contracts.
(L)	Refer to table below for details on Swaption Contracts.

ABS — Asset-Backed Security

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

DAC — Designated Activity Company

DN— Discount Note

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

FRESB — Freddie Mac Small Balance Mortgage Trust

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

154

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

MTN — Medium Term Note

NZD — New Zealand Dollar

PLC — Public Limited Company

PO — Principal Only

Pty — Proprietary

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TBA — To Be Announced

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		1,378,191		–		1,378,191
Mortgage-Backed Securities		–		1,355,161		–		1,355,161
U.S. Treasury Obligations		–		1,348,504		–		1,348,504
Asset-Backed Securities		–		341,761		–		341,761
Sovereign Debt		–		71,320		–		71,320
Loan Participations		–		64,187		–		64,187
U.S. Government Agency Obligations		–		30,432		–		30,432
Municipal Bonds		–		12,269		–		12,269
Affiliated Partnership		–		281,968		–		281,968
Cash Equivalent		152,035		–		–		152,035
Total Investments in Securities		152,035		4,883,793		–		5,035,828

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		933			–			–		933
Written Options		(5,683	)		–			–		(5,683	)
Written Swaptions		–			(33	)		–		(33	)
Futures Contracts*
Unrealized Appreciation		10,150			–			–		10,150
Unrealized Depreciation		(25,412	)		–			–		(25,412	)
Forwards Contracts*
Unrealized Appreciation		–			2,704			–		2,704
Unrealized Depreciation		–			(3,931	)		–		(3,931	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			15,273			–		15,273
Unrealized Depreciation		–			(5,926	)		–		(5,926	)
Credit Default Swaps*
Unrealized Appreciation		–			1,121			–		1,121
Total Other Financial Instruments		(20,012	)		9,208			–		(10,804	)

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

155

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Core Fixed Income Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/​(Depreciation)			Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	80,566	$	1,082,448	$	(881,035	)	$	(9	)	$	(2	)	$	281,968		281,922,180	$	100	$	—
SEI Daily Income Trust, Government Fund, Cl F		222,427		2,373,538		(2,443,930	)		—			—			152,035		152,035,032		17		—
Totals	$	302,993	$	3,455,986	$	(3,324,965	)	$	(9	)	$	(2	)	$	434,003			$	117	$	—

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

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

156

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 74.4%
Communication Services — 9.1%
Altice France
8.125%, 02/01/2027 (A)	$	800	$	825
5.500%, 10/15/2029 (A)		1,357		1,218
5.125%, 07/15/2029 (A)		1,002		898
Altice France Holding
10.500%, 05/15/2027 (A)		1,140		1,193
6.000%, 02/15/2028 (A)		1,756		1,515
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		117		105
6.125%, 05/15/2027		420		295
5.750%, 06/15/2025		85		67
ANGI Group
3.875%, 08/15/2028 (A)		1,108		939
Audacy Capital
6.750%, 03/31/2029 (A)		3,744		3,496
6.500%, 05/01/2027 (A)		1,017		954
Belo
7.250%, 09/15/2027		250		280
CCO Holdings
5.500%, 05/01/2026 (A)		276		280
5.375%, 06/01/2029 (A)		1,050		1,050
5.125%, 05/01/2027 (A)		3,807		3,813
5.000%, 02/01/2028 (A)		2,031		2,010
4.750%, 03/01/2030 (A)		1,125		1,080
4.750%, 02/01/2032 (A)		110		102
4.500%, 08/15/2030 (A)		7,546		7,080
4.250%, 02/01/2031 (A)		4,599		4,174
4.250%, 01/15/2034 (A)		1,373		1,192

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cinemark USA
8.750%, 05/01/2025 (A)	$	115	$	120
5.250%, 07/15/2028 (A)		135		126
Clear Channel International BV
6.625%, 08/01/2025 (A)		564		574
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		1,229		1,235
7.500%, 06/01/2029 (A)		459		458
5.125%, 08/15/2027 (A)		1,820		1,800
Consolidated Communications
6.500%, 10/01/2028 (A)		2,779		2,561
DISH DBS
7.750%, 07/01/2026		2,353		2,338
7.375%, 07/01/2028		5,205		4,932
5.875%, 07/15/2022		45		45
5.875%, 11/15/2024		3,112		3,104
5.750%, 12/01/2028 (A)		2,449		2,317
5.250%, 12/01/2026 (A)		2,180		2,076
5.125%, 06/01/2029		2,116		1,802
5.000%, 03/15/2023		1,072		1,076
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,845		1,836
Front Range BidCo
6.125%, 03/01/2028 (A)		571		511
Frontier Communications Holdings
6.750%, 05/01/2029 (A)		269		258
6.000%, 01/15/2030 (A)		968		895
5.875%, 10/15/2027 (A)		206		205
5.875%, 11/01/2029		1,672		1,530
5.000%, 05/01/2028 (A)		1,205		1,157
Gannett Holdings
6.000%, 11/01/2026 (A)		1,056		1,022
Gray Escrow II
5.375%, 11/15/2031 (A)		2,164		2,069
Gray Television
4.750%, 10/15/2030 (A)		1,639		1,522
iHeartCommunications
8.375%, 05/01/2027		300		310
6.375%, 05/01/2026		399		410
5.250%, 08/15/2027 (A)		1,088		1,076
4.750%, 01/15/2028 (A)		842		804
Iliad Holding SASU
7.000%, 10/15/2028 (A)		180		180
6.500%, 10/15/2026 (A)		1,280		1,283
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		1,852		1,847
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)		4,165		–
Level 3 Financing
4.625%, 09/15/2027 (A)		1,131		1,065
4.250%, 07/01/2028 (A)		244		224
3.750%, 07/15/2029 (A)		320		284

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

157

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 01/15/2029 (A)	$	2,519	$	2,204
Live Nation Entertainment
6.500%, 05/15/2027 (A)		701		747
5.625%, 03/15/2026 (A)		264		269
4.875%, 11/01/2024 (A)		952		956
4.750%, 10/15/2027 (A)		2,135		2,082
3.750%, 01/15/2028 (A)		55		52
Lumen Technologies
7.500%, 04/01/2024		444		467
5.625%, 04/01/2025		206		208
5.375%, 06/15/2029 (A)		1,966		1,751
5.125%, 12/15/2026 (A)		3,185		3,034
4.500%, 01/15/2029 (A)		365		314
4.000%, 02/15/2027 (A)		1,108		1,032
Netflix
5.875%, 11/15/2028		470		518
5.375%, 11/15/2029 (A)		205		222
4.875%, 04/15/2028		718		753
4.875%, 06/15/2030 (A)		666		710
News
5.125%, 02/15/2032 (A)		765		769
3.875%, 05/15/2029 (A)		174		164
Nexstar Media
5.625%, 07/15/2027 (A)		3,343		3,384
4.750%, 11/01/2028 (A)		1,232		1,193
Outfront Media Capital
5.000%, 08/15/2027 (A)		465		455
ROBLOX
3.875%, 05/01/2030 (A)		1,333		1,246
Sable International Finance
5.750%, 09/07/2027 (A)		854		860
Salem Media Group
6.750%, 06/01/2024 (A)		1,046		1,030
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		115		115
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		81		78
3.875%, 01/15/2029 (A)		1,994		1,853
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		195
4.125%, 12/01/2030 (A)		4,280		3,816
Sirius XM Radio
5.500%, 07/01/2029 (A)		994		1,009
5.000%, 08/01/2027 (A)		925		923
4.125%, 07/01/2030 (A)		1,578		1,477
4.000%, 07/15/2028 (A)		1,952		1,854
3.875%, 09/01/2031 (A)		1,290		1,174
SoftBank Group
6.000%, USD ICE Swap 11:00 NY 5 Yr + 4.226%(C)(D)		605		577
5.125%, 09/19/2027		527		493

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spanish Broadcasting System
9.750%, 03/01/2026 (A)	$	2,486	$	2,498
Sprint
7.625%, 03/01/2026		1,490		1,682
Stagwell Global
5.625%, 08/15/2029 (A)		248		234
TEGNA
4.625%, 03/15/2028		677		673
Telecom Italia Capital
6.000%, 09/30/2034		285		268
Telesat Canada
6.500%, 10/15/2027 (A)		4,194		2,053
5.625%, 12/06/2026 (A)		1,163		888
T-Mobile USA
4.750%, 02/01/2028		964		980
3.500%, 04/15/2031		930		875
3.375%, 04/15/2029		805		766
Trilogy International South Pacific
8.875%, 05/15/2023 (A)		1,046		1,037
Trilogy Private Notes
10.000%, 05/15/2023 (E)(F)		33		33
United States Cellular
6.700%, 12/15/2033		1,289		1,417
Urban One
7.375%, 02/01/2028 (A)		5,770		5,792
Windstream Escrow
7.750%, 08/15/2028 (A)		1,355		1,380
WMG Acquisition
3.750%, 12/01/2029 (A)		334		314
3.000%, 02/15/2031 (A)		985		882
ZipRecruiter
5.000%, 01/15/2030 (A)		1,616		1,578
				136,952
Consumer Discretionary — 14.8%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (A)		1,183		1,136
4.000%, 10/15/2030 (A)		2,194		1,979
3.875%, 01/15/2028 (A)		128		121
3.500%, 02/15/2029 (A)		93		86
Adient Global Holdings
4.875%, 08/15/2026 (A)		525		500
Adtalem Global Education
5.500%, 03/01/2028 (A)		3,413		3,302
Altice Financing
5.750%, 08/15/2029 (A)		1,924		1,749
5.000%, 01/15/2028 (A)		4,178		3,745
American Axle & Manufacturing
6.875%, 07/01/2028		223		222
6.500%, 04/01/2027		310		306
6.250%, 03/15/2026		268		270
5.000%, 10/01/2029		212		199

158

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Greetings
8.750%, 04/15/2025 (A)	$	2,940	$	2,889
Aramark Services
5.000%, 02/01/2028 (A)		277		269
Asbury Automotive Group
4.625%, 11/15/2029 (A)		631		588
4.500%, 03/01/2028		2,076		1,994
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,069		3,144
4.625%, 08/01/2029 (A)		715		630
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		3,177		3,340
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(E)(F)(G)		2,750		–
Bath & Body Works
9.375%, 07/01/2025 (A)		19		22
7.600%, 07/15/2037		370		384
7.500%, 06/15/2029		271		294
6.875%, 11/01/2035		539		555
6.750%, 07/01/2036		2,225		2,266
6.694%, 01/15/2027		81		86
6.625%, 10/01/2030 (A)		1,099		1,154
5.250%, 02/01/2028		485		488
BCPE Ulysses Intermediate
7.750%cash/8.500% PIK, 04/01/2027 (A)		1,091		990
Bloomin' Brands
5.125%, 04/15/2029 (A)		1,370		1,293
Boyne USA
4.750%, 05/15/2029 (A)		168		161
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		637
Cablevision Systems
5.875%, 09/15/2022		92		93
Caesars Entertainment
8.125%, 07/01/2027 (A)		370		396
4.625%, 10/15/2029 (A)		161		150
Carnival
10.500%, 02/01/2026 (A)		836		930
9.875%, 08/01/2027 (A)		1,495		1,652
6.000%, 05/01/2029 (A)		5,450		5,136
5.750%, 03/01/2027 (A)		4,473		4,266
4.000%, 08/01/2028 (A)		488		454
Carvana
5.875%, 10/01/2028 (A)		228		203
5.500%, 04/15/2027 (A)		582		519
4.875%, 09/01/2029 (A)		1,205		995
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		359		369
Cedar Fair
5.500%, 05/01/2025 (A)		180		185
5.375%, 04/15/2027		12		12

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 07/15/2029	$	1,095	$	1,079
Cengage Learning
9.500%, 06/15/2024 (A)		2,710		2,703
Century Communities
6.750%, 06/01/2027		444		461
3.875%, 08/15/2029 (A)		1,630		1,462
Clarios Global
6.750%, 05/15/2025 (A)		576		596
Constellation
8.500%, 09/15/2025 (A)		242		227
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		440		449
5.625%, 11/15/2026 (A)		885		469
Crocs
4.125%, 08/15/2031 (A)		165		139
CSC Holdings
7.500%, 04/01/2028 (A)		1,220		1,199
6.500%, 02/01/2029 (A)		2,470		2,490
5.750%, 01/15/2030 (A)		4,015		3,573
4.625%, 12/01/2030 (A)		2,093		1,750
4.500%, 11/15/2031 (A)		299		268
4.125%, 12/01/2030 (A)		1,612		1,413
3.375%, 02/15/2031 (A)		677		570
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		1,458		1,458
Dana
5.625%, 06/15/2028		1,516		1,532
5.375%, 11/15/2027		539		536
4.250%, 09/01/2030		391		358
Diamond Sports Group
6.625%, 08/15/2027 (A)		3,243		668
5.375%, 08/15/2026 (A)		5,515		2,137
Directv Financing
5.875%, 08/15/2027 (A)		3,701		3,641
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		2,415		2,100
eG Global Finance
8.500%, 10/30/2025 (A)		520		532
6.750%, 02/07/2025 (A)		3,607		3,598
Empire Resorts
7.750%, 11/01/2026 (A)		2,810		2,740
Fertitta Entertainment
6.750%, 01/15/2030 (A)		471		433
4.625%, 01/15/2029 (A)		706		669
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(E)(G)		3,108		–
Ford Motor
9.000%, 04/22/2025		385		441
Ford Motor Credit
5.584%, 03/18/2024		65		67
5.125%, 06/16/2025		130		133
5.113%, 05/03/2029		1,440		1,448

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

159

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.687%, 06/09/2025	$	655	$	660
4.542%, 08/01/2026		730		729
4.271%, 01/09/2027		310		306
4.134%, 08/04/2025		250		250
4.125%, 08/17/2027		1,013		990
4.063%, 11/01/2024		984		981
4.000%, 11/13/2030		767		722
3.815%, 11/02/2027		525		497
3.810%, 01/09/2024		123		123
3.625%, 06/17/2031		5,379		4,859
3.370%, 11/17/2023		325		324
3.096%, 05/04/2023		271		271
2.900%, 02/16/2028		1,155		1,044
2.900%, 02/10/2029		525		468
2.700%, 08/10/2026		200		186
Ford Motor Credit MTN
4.389%, 01/08/2026		415		414
Gap
3.875%, 10/01/2031 (A)		63		55
3.625%, 10/01/2029 (A)		913		813
GCI
4.750%, 10/15/2028 (A)		464		453
Goodyear Tire & Rubber
5.250%, 04/30/2031		345		323
5.250%, 07/15/2031 (A)		81		75
5.000%, 07/15/2029 (A)		262		244
Hanesbrands
4.625%, 05/15/2024 (A)		2,293		2,327
Hertz (Escrow Security)
7.125%, 08/01/2026		465		26
6.000%, 01/15/2028		450		25
5.500%, 10/15/2024		559		3
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		254
5.375%, 05/01/2025 (A)		74		76
3.750%, 05/01/2029 (A)		97		91
Hilton Worldwide Finance
4.875%, 04/01/2027		175		176
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		955		998
International Game Technology
6.250%, 01/15/2027 (A)		1,858		1,957
4.125%, 04/15/2026 (A)		200		197
IRB Holding
7.000%, 06/15/2025 (A)		125		130
Jacobs Entertainment
6.750%, 02/15/2029 (A)		1,150		1,156
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		2,150		1,892
KB Home
4.000%, 06/15/2031		508		460

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ken Garff Automotive
4.875%, 09/15/2028 (A)	$	278	$	261
LBM Acquisition
6.250%, 01/15/2029 (A)		1,993		1,867
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,945		1,837
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,797		1,846
Liberty Interactive
8.250%, 02/01/2030		3,457		3,157
Life Time
5.750%, 01/15/2026 (A)		1,150		1,149
Lithia Motors
4.375%, 01/15/2031 (A)		1,356		1,310
3.875%, 06/01/2029 (A)		838		792
Macy's Retail Holdings
5.875%, 04/01/2029 (A)		1,064		1,061
5.875%, 03/15/2030 (A)		52		51
5.125%, 01/15/2042		2,068		1,670
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		3,386		2,997
Marriott Ownership Resorts
6.125%, 09/15/2025 (A)		114		117
4.500%, 06/15/2029 (A)		41		39
Mattamy Group
4.625%, 03/01/2030 (A)		713		670
Mattel
5.875%, 12/15/2027 (A)		190		199
3.750%, 04/01/2029 (A)		48		46
3.375%, 04/01/2026 (A)		1,648		1,613
McGraw-Hill Education
5.750%, 08/01/2028 (A)		2,680		2,556
Meritage Homes
3.875%, 04/15/2029 (A)		997		950
MGM Resorts International
6.000%, 03/15/2023		1,285		1,314
5.750%, 06/15/2025		367		376
Michaels
7.875%, 05/01/2029 (A)		2,240		1,918
5.250%, 05/01/2028 (A)		1,335		1,226
Midcontinent Communications
5.375%, 08/15/2027 (A)		552		554
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,131
Millennium Escrow
6.625%, 08/01/2026 (A)		1,420		1,348
National CineMedia
5.875%, 04/15/2028 (A)		150		131
5.750%, 08/15/2026		763		553
NCL
5.875%, 02/15/2027 (A)		1,353		1,333

160

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2022 (B)(E)(F)	$	1,582	$	542
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		266
Newell Brands
5.625%, 04/01/2036		873		897
4.450%, 04/01/2026		91		92
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		961		997
6.250%, 05/15/2026 (A)		1,300		1,337
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		2,115		2,041
Peninsula Pacific Entertainment
8.500%, 11/15/2027 (A)		2,791		3,088
PetSmart
7.750%, 02/15/2029 (A)		673		695
4.750%, 02/15/2028 (A)		611		590
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		548
PM General Purchaser
9.500%, 10/01/2028 (A)		383		376
Radiate Holdco
6.500%, 09/15/2028 (A)		2,775		2,624
4.500%, 09/15/2026 (A)		550		531
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)		1,619		1,475
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		272		299
10.875%, 06/01/2023 (A)		458		487
9.125%, 06/15/2023 (A)		581		605
5.500%, 08/31/2026 (A)		1,703		1,655
5.500%, 04/01/2028 (A)		1,305		1,244
Service International
7.500%, 04/01/2027		640		701
4.000%, 05/15/2031		75		70
Shea Homes
4.750%, 02/15/2028 (A)		711		669
4.750%, 04/01/2029 (A)		825		772
Six Flags Entertainment
5.500%, 04/15/2027 (A)		80		80
4.875%, 07/31/2024 (A)		1,518		1,518
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		668		697
Sonic Automotive
4.625%, 11/15/2029 (A)		189		170
Sotheby's
5.875%, 06/01/2029 (A)		460		445
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		2,164		2,200
SRS Distribution
6.125%, 07/01/2029 (A)		1,987		1,833
6.000%, 12/01/2029 (A)		962		890

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 07/01/2028 (A)	$	867	$	828
Staples
10.750%, 04/15/2027 (A)		1,355		1,206
7.500%, 04/15/2026 (A)		1,753		1,702
Station Casinos
4.625%, 12/01/2031 (A)		1,622		1,484
4.500%, 02/15/2028 (A)		1,519		1,441
StoneMor
8.500%, 05/15/2029 (A)		1,410		1,396
Studio City
7.000%, 02/15/2027 (A)		410		401
Studio City Finance
5.000%, 01/15/2029 (A)		2,405		1,830
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		1,445		1,423
Superior Plus
4.500%, 03/15/2029 (A)		202		190
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,400		2,316
Tempur Sealy International
4.000%, 04/15/2029 (A)		385		350
3.875%, 10/15/2031 (A)		121		104
Tenneco
7.875%, 01/15/2029 (A)		138		145
5.375%, 12/15/2024		110		108
5.125%, 04/15/2029 (A)		1,535		1,525
5.000%, 07/15/2026		212		209
Terrier Media Buyer
8.875%, 12/15/2027 (A)		4,689		4,771
Thor Industries
4.000%, 10/15/2029 (A)		1,311		1,151
Univision Communications
6.625%, 06/01/2027 (A)		784		821
4.500%, 05/01/2029 (A)		992		944
Vail Resorts
6.250%, 05/15/2025 (A)		437		451
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		466
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,182
4.500%, 08/15/2030 (A)		480		448
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,934		1,856
Vista Outdoor
4.500%, 03/15/2029 (A)		1,180		1,086
VOC Escrow
5.000%, 02/15/2028 (A)		1,150		1,069
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		1,460		1,365
Wheel Pros
6.500%, 05/15/2029 (A)		2,150		1,884

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

161

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
White Capital Buyer
6.875%, 10/15/2028 (A)	$	105	$	99
White Capital Parent
8.250%cash/9.000% PIK, 03/15/2026 (A)		2,450		2,407
WW International
4.500%, 04/15/2029 (A)		365		296
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,135		1,135
5.250%, 05/15/2027 (A)		190		184
Wynn Macau
5.625%, 08/26/2028 (A)		50		43
5.500%, 01/15/2026 (A)		300		273
5.500%, 10/01/2027 (A)		170		147
5.125%, 12/15/2029 (A)		45		38
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		1,110		1,152
5.125%, 10/01/2029 (A)		379		357
Yum! Brands
7.750%, 04/01/2025 (A)		50		52
6.875%, 11/15/2037		1,065		1,189
5.375%, 04/01/2032		325		326
4.625%, 01/31/2032		217		210
3.625%, 03/15/2031		239		218
				222,837
Consumer Staples — 3.5%
Albertsons
5.875%, 02/15/2028 (A)		125		125
4.875%, 02/15/2030 (A)		155		151
4.625%, 01/15/2027 (A)		835		807
3.500%, 03/15/2029 (A)		298		269
3.250%, 03/15/2026 (A)		221		209
BellRing Brands
7.000%, 03/15/2030 (A)		1,405		1,435
Central Garden & Pet
5.125%, 02/01/2028		350		347
4.125%, 10/15/2030		187		169
Chobani
7.500%, 04/15/2025 (A)		780		754
4.625%, 11/15/2028 (A)		1,682		1,552
Coty
6.500%, 04/15/2026 (A)		800		795
5.000%, 04/15/2026 (A)		168		164
4.750%, 01/15/2029 (A)		2,315		2,160
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		303
4.125%, 04/01/2029 (A)		117		108
Energizer Holdings
6.500%, 12/31/2027 (A)		147		146
4.750%, 06/15/2028 (A)		469		426
4.375%, 03/31/2029 (A)		1,138		996

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
High Ridge Brands Co. (Escrow Security)
9.772%, 03/15/2025	$	760	$	–
HLF Financing S.A.R.L.
4.875%, 06/01/2029 (A)		680		596
JBS USA LUX
5.500%, 01/15/2030 (A)		1,215		1,242
Kraft Heinz Foods
5.000%, 06/04/2042		5,125		5,474
Kronos Acquisition Holdings
7.000%, 12/31/2027 (A)		1,928		1,629
Lamb Weston Holdings
4.875%, 05/15/2028 (A)		135		135
4.375%, 01/31/2032 (A)		63		59
4.125%, 01/31/2030 (A)		1,593		1,488
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,750		3,602
New Albertsons
8.700%, 05/01/2030		955		1,098
8.000%, 05/01/2031		1,455		1,630
Performance Food Group
6.875%, 05/01/2025 (A)		50		52
5.500%, 10/15/2027 (A)		355		353
4.250%, 08/01/2029 (A)		260		237
Post Holdings
5.750%, 03/01/2027 (A)		129		130
5.625%, 01/15/2028 (A)		565		555
5.500%, 12/15/2029 (A)		727		699
4.625%, 04/15/2030 (A)		858		773
4.500%, 09/15/2031 (A)		210		186
Rite Aid
8.000%, 11/15/2026 (A)		1,823		1,678
7.700%, 02/15/2027		925		721
7.500%, 07/01/2025 (A)		3,995		3,726
Sigma Holdco BV
7.875%, 05/15/2026 (A)		3,797		3,151
Simmons Foods
4.625%, 03/01/2029 (A)		2,241		2,101
Spectrum Brands
5.750%, 07/15/2025		54		55
5.500%, 07/15/2030 (A)		387		371
5.000%, 10/01/2029 (A)		100		94
3.875%, 03/15/2031 (A)		1,404		1,239
Triton Water Holdings
6.250%, 04/01/2029 (A)		2,579		2,199
Turning Point Brands
5.625%, 02/15/2026 (A)		1,140		1,106
US Foods
6.250%, 04/15/2025 (A)		1,046		1,072
4.625%, 06/01/2030 (A)		230		213
Vector Group
10.500%, 11/01/2026 (A)		2,890		2,956

162

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.750%, 02/01/2029 (A)	$	970	$	883
				52,419
Energy — 11.0%
Aethon United BR
8.250%, 02/15/2026 (A)		990		1,027
Antero Midstream Partners
7.875%, 05/15/2026 (A)		288		312
5.750%, 03/01/2027 (A)		1,222		1,244
5.750%, 01/15/2028 (A)		290		296
5.375%, 06/15/2029 (A)		241		241
Antero Resources
8.375%, 07/15/2026 (A)		949		1,046
7.625%, 02/01/2029 (A)		1,921		2,076
5.375%, 03/01/2030 (A)		89		91
Apache
5.100%, 09/01/2040		2,993		3,015
Archrock Partners
6.250%, 04/01/2028 (A)		1,928		1,900
Ascent Resources Utica Holdings
9.000%, 11/01/2027 (A)		678		929
8.250%, 12/31/2028 (A)		2,608		2,740
7.000%, 11/01/2026 (A)		756		775
5.875%, 06/30/2029 (A)		2,500		2,470
Baytex Energy
8.750%, 04/01/2027 (A)		325		349
Blue Racer Midstream
7.625%, 12/15/2025 (A)		2,250		2,353
Buckeye Partners
4.500%, 03/01/2028 (A)		400		383
4.125%, 03/01/2025 (A)		230		227
4.125%, 12/01/2027		135		129
California Resources
7.125%, 02/01/2026 (A)		284		295
Cheniere Energy
4.625%, 10/15/2028		1,045		1,049
Cheniere Energy Partners
4.500%, 10/01/2029		4,017		4,037
4.000%, 03/01/2031		389		377
3.250%, 01/31/2032 (A)		393		357
Chesapeake Energy
6.750%, 04/15/2029 (A)		537		569
5.500%, 02/01/2026 (A)		82		84
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (B)(E)		3,650		68
Citgo Holding
9.250%, 08/01/2024 (A)		5,481		5,536
CITGO Petroleum
6.375%, 06/15/2026 (A)		300		302
CNX Midstream Partners
4.750%, 04/15/2030 (A)		399		374

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CNX Resources
7.250%, 03/14/2027 (A)	$	675	$	714
6.000%, 01/15/2029 (A)		138		139
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		2,075		2,139
Comstock Resources
7.500%, 05/15/2025 (A)		190		193
6.750%, 03/01/2029 (A)		1,827		1,885
5.875%, 01/15/2030 (A)		140		138
Continental Resources
5.750%, 01/15/2031 (A)		879		961
CQP Holdco
5.500%, 06/15/2031 (A)		906		890
Crestwood Midstream Partners
8.000%, 04/01/2029 (A)		328		350
CrownRock
5.625%, 10/15/2025 (A)		1,520		1,549
DCP Midstream Operating
8.125%, 08/16/2030		1,125		1,384
5.625%, 07/15/2027		638		669
5.125%, 05/15/2029		538		553
3.250%, 02/15/2032		215		194
Delek Logistics Partners
6.750%, 05/15/2025		811		809
Devon Energy
7.950%, 04/15/2032		834		1,082
DT Midstream
4.375%, 06/15/2031 (A)		1,352		1,295
4.125%, 06/15/2029 (A)		2,391		2,293
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		3,454		3,555
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		248		257
Energy Transfer
5.500%, 06/01/2027		1,564		1,595
EnLink Midstream
5.375%, 06/01/2029		3,469		3,460
EnLink Midstream Partners
4.850%, 07/15/2026		190		190
Enviva Partners
6.500%, 01/15/2026 (A)		1,273		1,309
EQM Midstream Partners
6.500%, 07/01/2027 (A)		712		744
6.500%, 07/15/2048		2,344		2,262
6.000%, 07/01/2025 (A)		747		762
4.750%, 01/15/2031 (A)		204		191
4.500%, 01/15/2029 (A)		424		396
EQT
7.500%, 02/01/2030		1,401		1,623
6.625%, 02/01/2025		1,270		1,341
5.000%, 01/15/2029		92		95
3.900%, 10/01/2027		10		10

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

163

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 05/15/2031 (A)	$	883	$	843
Exterran Energy Solutions
8.125%, 05/01/2025		2,054		2,071
Genesis Energy
8.000%, 01/15/2027		1,377		1,417
7.750%, 02/01/2028		1,453		1,461
6.500%, 10/01/2025		20		20
Gulfport Energy
8.000%, 05/17/2026 (A)		3,200		3,292
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (E)		183		–
6.375%, 01/15/2026		585		–
6.000%, 10/15/2024		215		–
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,990		2,033
Hess Midstream Operations
5.625%, 02/15/2026 (A)		325		333
4.250%, 02/15/2030 (A)		112		106
Hilcorp Energy I
5.750%, 02/01/2029 (A)		870		871
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		3,085		3,023
ITT Holdings
6.500%, 08/01/2029 (A)		2,514		2,322
Laredo Petroleum
10.125%, 01/15/2028		1,314		1,412
9.500%, 01/15/2025		1,929		2,011
7.750%, 07/31/2029 (A)		783		788
Marathon Oil
6.600%, 10/01/2037		1,527		1,857
MEG Energy
7.125%, 02/01/2027 (A)		335		351
6.500%, 01/15/2025 (A)		176		179
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		840		823
7.500%, 01/15/2026 (A)		522		479
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		1,072
Nabors Industries
7.250%, 01/15/2026 (A)		93		93
5.750%, 02/01/2025		285		277
New Fortress Energy
6.750%, 09/15/2025 (A)		1,403		1,411
6.500%, 09/30/2026 (A)		2,142		2,122
NGL Energy Operating
7.500%, 02/01/2026 (A)		4,619		4,544
NGL Energy Partners
7.500%, 11/01/2023		1,831		1,753
7.500%, 04/15/2026		775		676
6.125%, 03/01/2025		3,113		2,709
Northern Oil and Gas
8.125%, 03/01/2028 (A)		2,961		3,085

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NuStar Logistics
6.375%, 10/01/2030	$	685	$	694
6.000%, 06/01/2026		255		258
5.750%, 10/01/2025		114		116
5.625%, 04/28/2027		115		113
Oasis Petroleum
6.375%, 06/01/2026 (A)		104		107
Occidental Petroleum
8.875%, 07/15/2030		2,063		2,646
8.500%, 07/15/2027		1,188		1,406
8.000%, 07/15/2025		696		782
6.625%, 09/01/2030		968		1,111
6.450%, 09/15/2036		930		1,092
6.375%, 09/01/2028		1,215		1,368
6.125%, 01/01/2031		3,012		3,389
5.875%, 09/01/2025		165		175
5.500%, 12/01/2025		201		212
4.625%, 06/15/2045		1,165		1,130
4.500%, 07/15/2044		95		91
PBF Holding
9.250%, 05/15/2025 (A)		1,680		1,731
7.250%, 06/15/2025		1,070		971
6.000%, 02/15/2028		105		84
Peabody Energy
6.375%, 03/31/2025 (A)		179		177
Precision Drilling
7.125%, 01/15/2026 (A)		240		245
6.875%, 01/15/2029 (A)		31		31
Range Resources
8.250%, 01/15/2029		107		117
4.875%, 05/15/2025		310		314
4.750%, 02/15/2030 (A)		83		82
Rockcliff Energy II
5.500%, 10/15/2029 (A)		1,608		1,610
Seventy Seven Operating (Escrow Security)
6.625%, 11/15/2019 (E)(G)		1,869		–
Shelf Drilling Holdings
8.875%, 11/15/2024 (A)		190		194
8.250%, 02/15/2025 (A)		1,800		1,480
SM Energy
6.625%, 01/15/2027		608		623
6.500%, 07/15/2028		63		65
5.625%, 06/01/2025		1,145		1,144
Southwestern Energy
7.750%, 10/01/2027		141		149
5.375%, 03/15/2030		284		289
4.750%, 02/01/2032		901		900
Strathcona Resources
6.875%, 08/01/2026 (A)		1,435		1,446
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		176		168
5.750%, 04/15/2025		1,620		1,324

164

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sunoco
5.875%, 03/15/2028	$	1,585	$	1,601
4.500%, 05/15/2029		243		229
4.500%, 04/30/2030 (A)		317		292
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		401
6.000%, 03/01/2027 (A)		270		269
6.000%, 12/31/2030 (A)		4,489		4,356
6.000%, 09/01/2031 (A)		722		695
5.500%, 01/15/2028 (A)		70		68
Targa Resources Partners
6.875%, 01/15/2029		192		206
6.500%, 07/15/2027		333		350
5.875%, 04/15/2026		525		541
5.000%, 01/15/2028		1,056		1,070
4.875%, 02/01/2031		1,297		1,310
4.000%, 01/15/2032		167		161
TerraForm Power Operating
5.000%, 01/31/2028 (A)		1,537		1,530
4.750%, 01/15/2030 (A)		375		366
Transocean
11.500%, 01/30/2027 (A)		1,005		1,038
8.000%, 02/01/2027 (A)		1,670		1,415
7.500%, 04/15/2031		990		704
Transocean Guardian
5.875%, 01/15/2024 (A)		1,132		1,084
Transocean Pontus
6.125%, 08/01/2025 (A)		921		915
Transocean Proteus
6.250%, 12/01/2024 (A)		973		965
USA Compression Partners
6.875%, 09/01/2027		2,105		2,113
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		255		250
3.875%, 08/15/2029 (A)		255		248
3.875%, 11/01/2033 (A)		1,083		1,036
Weatherford International
6.500%, 09/15/2028 (A)		1,955		2,021
Western Midstream Operating
5.750%, 02/01/2050		1,992		1,942
4.650%, 07/01/2026		140		144
4.500%, 03/01/2028		40		41
				168,307
Financials — 6.5%
Acrisure
7.000%, 11/15/2025 (A)		858		858
4.250%, 02/15/2029 (A)		1,610		1,463
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,488		1,470
5.875%, 11/01/2029 (A)		1,245		1,197

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)	$	798	$	724
AssuredPartners
5.625%, 01/15/2029 (A)		1,029		947
Asteroid Private Merger Sub
8.500%, 11/15/2029 (A)		1,070		1,038
Bank of America
5.875%, ICE LIBOR USD 3 Month + 2.931%(C)(D)		855		863
Barclays
7.750%, USD Swap Semi 30/360 5 Yr Curr + 4.842%(C)(D)		1,130		1,171
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.867%(C)(D)		205		209
BroadStreet Partners
5.875%, 04/15/2029 (A)		2,205		2,056
Brookfield Property REIT
4.500%, 04/01/2027 (A)		3,862		3,605
Coinbase Global
3.625%, 10/01/2031 (A)		2,254		1,922
3.375%, 10/01/2028 (A)		2,977		2,630
CPI CG
8.625%, 03/15/2026 (A)		813		791
Finance of America Funding
7.875%, 11/15/2025 (A)		4,359		4,054
FirstCash
5.625%, 01/01/2030 (A)		2,160		2,075
Freedom Mortgage
8.250%, 04/15/2025 (A)		2,617		2,609
7.625%, 05/01/2026 (A)		1,235		1,179
6.625%, 01/15/2027 (A)		1,195		1,108
HAT Holdings I
6.000%, 04/15/2025 (A)		1,534		1,572
3.750%, 09/15/2030 (A)		1,603		1,443
Home Point Capital
5.000%, 02/01/2026 (A)		1,395		1,143
HSBC Holdings
4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(C)(D)		783		699
HUB International
5.625%, 12/01/2029 (A)		2,605		2,488
Hunt
5.250%, 04/15/2029 (A)		953		908
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		820		838
Jane Street Group
4.500%, 11/15/2029 (A)		1,024		970
JPMorgan Chase
5.000%, U.S. SOFR + 3.380%(C)(D)		856		853

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

165

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)	$	210	$	209
4.750%, 06/15/2029 (A)		1,750		1,650
4.250%, 02/01/2027 (A)		1,394		1,336
LD Holdings Group
6.500%, 11/01/2025 (A)		140		131
6.125%, 04/01/2028 (A)		1,810		1,601
LPL Holdings
4.625%, 11/15/2027 (A)		1,041		1,023
4.375%, 05/15/2031 (A)		325		314
Merger Sub II
10.750%, 08/01/2027 (A)		1,215		1,302
MGIC Investment
5.250%, 08/15/2028		710		701
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,715		2,554
5.625%, 01/15/2030 (A)		1,666		1,472
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		1,592		1,437
MSCI
3.250%, 08/15/2033 (A)		785		706
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		1,464		1,490
5.750%, 11/15/2031 (A)		270		258
5.500%, 08/15/2028 (A)		2,935		2,821
5.125%, 12/15/2030 (A)		443		410
Navient
5.500%, 03/15/2029		1,860		1,732
5.000%, 03/15/2027		1,288		1,227
4.875%, 03/15/2028		307		282
New Residential Investment
6.250%, 10/15/2025 (A)		4,115		3,950
NFP
6.875%, 08/15/2028 (A)		630		602
4.875%, 08/15/2028 (A)		1,034		987
OneMain Finance
7.125%, 03/15/2026		1,565		1,673
6.625%, 01/15/2028		996		1,043
5.375%, 11/15/2029		1,172		1,139
4.000%, 09/15/2030		2,317		2,045
3.875%, 09/15/2028		253		229
3.500%, 01/15/2027		355		328
PennyMac Financial Services
5.750%, 09/15/2031 (A)		445		396
4.250%, 02/15/2029 (A)		975		837
Rocket Mortgage
4.000%, 10/15/2033 (A)		32		28
3.625%, 03/01/2029 (A)		1,787		1,633
2.875%, 10/15/2026 (A)		180		165
Ryan Specialty Group
4.375%, 02/01/2030 (A)		1,267		1,197

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sabre GLBL
9.250%, 04/15/2025 (A)	$	98	$	109
Sitka Holdings
5.506%, ICE LIBOR USD 3 Month + 4.500%, 07/06/2026 (A)(C)		2,862		2,730
Starwood Property Trust
5.500%, 11/01/2023 (A)		685		697
4.375%, 01/15/2027 (A)		140		136
3.750%, 12/31/2024 (A)		385		373
3.625%, 07/15/2026 (A)		150		143
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		1,400		1,299
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		6,232		5,863
Voya Financial
4.700%, ICE LIBOR USD 3 Month + 2.084%, 01/23/2048 (C)		778		728
WeWork
7.875%, 05/01/2025 (A)		3,125		2,823
				96,692
Health Care — 7.2%
180 Medical
3.875%, 10/15/2029 (A)		200		189
Acadia Healthcare
5.500%, 07/01/2028 (A)		763		767
5.000%, 04/15/2029 (A)		1,213		1,197
AHP Health Partners
5.750%, 07/15/2029 (A)		156		145
Air Methods
8.000%, 05/15/2025 (A)		2,661		2,302
Akumin
7.000%, 11/01/2025 (A)		2,375		1,971
Akumin Escrow
7.500%, 08/01/2028 (A)		980		779
Avantor Funding
4.625%, 07/15/2028 (A)		516		510
3.875%, 11/01/2029 (A)		2,166		2,036
Bausch Health
9.000%, 12/15/2025 (A)		1,695		1,756
7.250%, 05/30/2029 (A)		195		166
7.000%, 01/15/2028 (A)		1,195		1,070
6.250%, 02/15/2029 (A)		1,190		976
6.125%, 04/15/2025 (A)		1,326		1,338
5.500%, 11/01/2025 (A)		780		773
5.250%, 01/30/2030 (A)		4,320		3,394
5.250%, 02/15/2031 (A)		848		660
5.000%, 02/15/2029 (A)		445		347
4.875%, 06/01/2028 (A)		1,255		1,202
Bausch Health Americas
9.250%, 04/01/2026 (A)		1,210		1,239
8.500%, 01/31/2027 (A)		444		443

166

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)	$	1,419	$	1,290
Centene
4.625%, 12/15/2029		1,107		1,116
4.250%, 12/15/2027		1,637		1,643
3.375%, 02/15/2030		320		301
2.500%, 03/01/2031		2,612		2,305
CHS
8.000%, 03/15/2026 (A)		165		172
6.875%, 04/01/2028 (A)		2,055		1,864
6.875%, 04/15/2029 (A)		1,049		1,031
6.125%, 04/01/2030 (A)		709		660
6.000%, 01/15/2029 (A)		250		253
5.625%, 03/15/2027 (A)		325		331
5.250%, 05/15/2030 (A)		1,470		1,411
4.750%, 02/15/2031 (A)		1,090		1,030
DaVita
4.625%, 06/01/2030 (A)		300		280
3.750%, 02/15/2031 (A)		2,798		2,448
Embecta
6.750%, 02/15/2030 (A)		335		336
5.000%, 02/15/2030 (A)		1,090		1,028
Emergent BioSolutions
3.875%, 08/15/2028 (A)		297		266
Encompass Health
5.750%, 09/15/2025		915		931
4.750%, 02/01/2030		1,521		1,460
4.500%, 02/01/2028		375		367
Endo DAC
9.500%, 07/31/2027 (A)		1,406		1,234
6.000%, 06/30/2028 (A)		1,302		736
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (A)		1,035		944
Envision Healthcare
8.750%, 10/15/2026 (A)		1,895		914
Global Medical Response
6.500%, 10/01/2025 (A)		2,289		2,272
Grifols Escrow Issuer
4.750%, 10/15/2028 (A)		200		188
HCA
5.875%, 02/15/2026		4,455		4,738
5.875%, 02/01/2029		780		853
5.625%, 09/01/2028		130		141
3.500%, 09/01/2030		3,361		3,247
HealthEquity
4.500%, 10/01/2029 (A)		62		59
Hologic
3.250%, 02/15/2029 (A)		508		474
IQVIA
5.000%, 10/15/2026 (A)		805		819
Jazz Securities DAC
4.375%, 01/15/2029 (A)		200		194

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lannett
7.750%, 04/15/2026 (A)	$	2,520	$	1,367
LifePoint Health
5.375%, 01/15/2029 (A)		1,591		1,503
4.375%, 02/15/2027 (A)		3,716		3,590
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)(G)		315		154
5.500%, 04/15/2025 (A)(G)		630		307
MEDNAX
5.375%, 02/15/2030 (A)		2,039		1,968
Minerva Merger Sub
6.500%, 02/15/2030 (A)		649		630
ModivCare Escrow Issuer
5.000%, 10/01/2029 (A)		1,290		1,203
Molina Healthcare
4.375%, 06/15/2028 (A)		1,477		1,462
Mozart Debt Merger Sub
5.250%, 10/01/2029 (A)		892		829
3.875%, 04/01/2029 (A)		3,691		3,414
Option Care Health
4.375%, 10/31/2029 (A)		666		624
Organon
5.125%, 04/30/2031 (A)		2,171		2,095
4.125%, 04/30/2028 (A)		1,206		1,149
Owens & Minor
6.625%, 04/01/2030 (A)		1,000		1,029
4.500%, 03/31/2029 (A)		312		298
Par Pharmaceutical
7.500%, 04/01/2027 (A)		2,816		2,628
PRA Health Sciences
2.875%, 07/15/2026 (A)		785		747
Prestige Brands
5.125%, 01/15/2028 (A)		315		313
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		1,070		1,047
3.375%, 08/31/2027 (A)		679		621
Radiology Partners
9.250%, 02/01/2028 (A)		974		974
RP Escrow Issuer
5.250%, 12/15/2025 (A)		116		113
Syneos Health
3.625%, 01/15/2029 (A)		2,516		2,324
Tenet Healthcare
6.875%, 11/15/2031		595		635
6.250%, 02/01/2027 (A)		1,433		1,471
6.125%, 10/01/2028 (A)		2,467		2,507
5.125%, 11/01/2027 (A)		663		666
4.875%, 01/01/2026 (A)		1,729		1,744
4.625%, 07/15/2024		201		202
4.625%, 06/15/2028 (A)		2,470		2,424
4.375%, 01/15/2030 (A)		1,427		1,370
4.250%, 06/01/2029 (A)		1,476		1,415

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

167

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Acute Care Solutions
6.375%, 03/01/2026 (A)	$	1,382	$	1,365
US Renal Care
10.625%, 07/15/2027 (A)		2,010		1,914
Varex Imaging
7.875%, 10/15/2027 (A)		1,081		1,146
				107,844
Industrials — 7.1%
ACCO Brands
4.250%, 03/15/2029 (A)		490		452
ADT Security
4.875%, 07/15/2032 (A)		1,508		1,387
4.125%, 08/01/2029 (A)		271		252
Allied Universal Holdco
6.625%, 07/15/2026 (A)		185		187
6.000%, 06/01/2029 (A)		785		693
4.625%, 06/01/2028 (A)		400		376
Allison Transmission
5.875%, 06/01/2029 (A)		210		214
4.750%, 10/01/2027 (A)		1,722		1,694
3.750%, 01/30/2031 (A)		190		172
American Airlines
5.750%, 04/20/2029 (A)		3,209		3,197
5.500%, 04/20/2026 (A)		2,280		2,297
American Airlines Group
3.750%, 03/01/2025 (A)		1,306		1,191
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		2,046		1,966
3.875%, 11/15/2029 (A)		262		244
APi Escrow
4.750%, 10/15/2029 (A)		135		125
APi Group DE
4.125%, 07/15/2029 (A)		159		147
Artera Services
9.033%, 12/04/2025 (A)		3,258		3,256
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		270		254
Avianca Midco 2
9.000%, 12/01/2028 (A)		1,763		1,670
Avis Budget Car Rental
5.750%, 07/15/2027 (A)		205		205
5.375%, 03/01/2029 (A)		518		510
Boeing
5.150%, 05/01/2030		225		240
Bombardier
7.875%, 04/15/2027 (A)		2,155		2,110
7.500%, 12/01/2024 (A)		888		917
7.500%, 03/15/2025 (A)		663		666
7.125%, 06/15/2026 (A)		781		765
Brand Industrial Services
8.500%, 07/15/2025 (A)		678		631

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Builders FirstSource
5.000%, 03/01/2030 (A)	$	853	$	839
4.250%, 02/01/2032 (A)		1,635		1,523
BWX Technologies
4.125%, 06/30/2028 (A)		712		685
4.125%, 04/15/2029 (A)		1,916		1,844
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		2,148		2,097
CDW
4.250%, 04/01/2028		370		363
3.250%, 02/15/2029		171		157
Clark Equipment
5.875%, 06/01/2025 (A)		696		703
CoreCivic
8.250%, 04/15/2026		267		275
CoreLogic
4.500%, 05/01/2028 (A)		1,679		1,583
CP Atlas Buyer
7.000%, 12/01/2028 (A)		3,347		2,854
Delta Air Lines
7.000%, 05/01/2025 (A)		1,073		1,149
Deluxe
8.000%, 06/01/2029 (A)		2,480		2,519
Dun & Bradstreet
5.000%, 12/15/2029 (A)		83		78
Dycom Industries
4.500%, 04/15/2029 (A)		333		314
EnerSys
4.375%, 12/15/2027 (A)		559		535
EnPro Industries
5.750%, 10/15/2026		328		336
First Student Bidco
4.000%, 07/31/2029 (A)		15		14
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (A)		495		517
6.500%, 10/01/2025 (A)		1,060		1,052
5.500%, 05/01/2028 (A)		980		891
Garda World Security
9.500%, 11/01/2027 (A)		310		318
6.000%, 06/01/2029 (A)		242		217
GFL Environmental
5.125%, 12/15/2026 (A)		335		338
4.750%, 06/15/2029 (A)		177		168
4.375%, 08/15/2029 (A)		1,576		1,456
4.000%, 08/01/2028 (A)		204		188
3.750%, 08/01/2025 (A)		333		327
3.500%, 09/01/2028 (A)		2,200		2,065
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		332		320
GrafTech Finance
4.625%, 12/15/2028 (A)		1,985		1,846

168

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)	$	1,895	$	1,999
Griffon
5.750%, 03/01/2028		450		433
H&E Equipment Services
3.875%, 12/15/2028 (A)		1,911		1,792
Harsco
5.750%, 07/31/2027 (A)		465		450
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,425		1,426
Herc Holdings
5.500%, 07/15/2027 (A)		525		532
Hertz
5.000%, 12/01/2029 (A)		189		171
4.625%, 12/01/2026 (A)		425		397
Howmet Aerospace
6.875%, 05/01/2025		5		5
5.900%, 02/01/2027		535		573
Icahn Enterprises
6.250%, 05/15/2026		1,046		1,067
4.750%, 09/15/2024		520		522
4.375%, 02/01/2029		1,083		994
IEA Energy Services
6.625%, 08/15/2029 (A)		1,225		1,152
JELD-WEN
6.250%, 05/15/2025 (A)		235		242
4.875%, 12/15/2027 (A)		15		14
4.625%, 12/15/2025 (A)		355		342
Korn Ferry
4.625%, 12/15/2027 (A)		2,147		2,094
Madison IAQ
5.875%, 06/30/2029 (A)		288		258
4.125%, 06/30/2028 (A)		170		157
Masonite International
5.375%, 02/01/2028 (A)		298		300
MasTec
4.500%, 08/15/2028 (A)		433		429
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		555		579
MIWD Holdco II
5.500%, 02/01/2030 (A)		296		276
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (E)(G)		5,936		–
Nielsen Finance
5.625%, 10/01/2028 (A)		280		282
4.500%, 07/15/2029 (A)		25		25
PGT Innovations
4.375%, 10/01/2029 (A)		133		124
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,189		1,213
Redwood Star Merger Sub
8.750%, 04/01/2030 (A)		1,411		1,351

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ritchie Bros Holdings
4.750%, 12/15/2031 (A)	$	88	$	86
Sensata Technologies
4.375%, 02/15/2030 (A)		1,488		1,423
4.000%, 04/15/2029 (A)		416		396
3.750%, 02/15/2031 (A)		109		101
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,119
Silver Airways LLC
13.000%, 12/31/2027 (E)		1,177		1,177
Spirit AeroSystems
7.500%, 04/15/2025 (A)		268		278
4.600%, 06/15/2028		2,210		2,074
Standard Industries
5.000%, 02/15/2027 (A)		30		30
4.750%, 01/15/2028 (A)		768		734
3.375%, 01/15/2031 (A)		1,404		1,229
Stericycle
3.875%, 01/15/2029 (A)		229		213
Stevens Holding
6.125%, 10/01/2026 (A)		245		253
Team Health Holdings
6.375%, 02/01/2025 (A)		3,541		3,178
Terex
5.000%, 05/15/2029 (A)		120		115
Tervita
11.000%, 12/01/2025 (A)		595		674
TransDigm
8.000%, 12/15/2025 (A)		500		523
6.250%, 03/15/2026 (A)		3,537		3,631
5.500%, 11/15/2027		1,982		1,967
4.625%, 01/15/2029		488		456
Triumph Group
8.875%, 06/01/2024 (A)		26		27
7.750%, 08/15/2025		1,630		1,642
6.250%, 09/15/2024 (A)		250		249
Tutor Perini
6.875%, 05/01/2025 (A)		5,971		5,679
Uber Technologies
7.500%, 09/15/2027 (A)		135		144
6.250%, 01/15/2028 (A)		1,529		1,581
4.500%, 08/15/2029 (A)		244		229
United Airlines
4.625%, 04/15/2029 (A)		1,117		1,062
4.375%, 04/15/2026 (A)		2,488		2,447
United Rentals North America
5.500%, 05/15/2027		378		391
4.875%, 01/15/2028		875		889
Wabash National
4.500%, 10/15/2028 (A)		185		167
Welbilt
9.500%, 02/15/2024		190		194

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

169

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WESCO Distribution
7.250%, 06/15/2028 (A)	$	423	$	449
7.125%, 06/15/2025 (A)		356		370
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		1,220
Wolverine Escrow
13.125%, 11/15/2027 (A)		100		40
9.000%, 11/15/2026 (A)		608		407
				109,432
Information Technology — 5.0%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		403
Ahead DB Holdings
6.625%, 05/01/2028 (A)		2,366		2,114
ams-OSRAM
7.000%, 07/31/2025 (A)		1,617		1,643
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,558
4.250%, 06/01/2028 (A)		213		199
Avaya
6.125%, 09/15/2028 (A)		3,381		3,334
Black Knight InfoServ
3.625%, 09/01/2028 (A)		196		186
Bread Financial Holdings
4.750%, 12/15/2024 (A)		840		826
Castle US Holding
9.500%, 02/15/2028 (A)		1,205		1,196
CDK Global
5.250%, 05/15/2029 (A)		190		191
Ciena
4.000%, 01/31/2030 (A)		910		876
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		934		879
3.875%, 07/01/2028 (A)		928		885
CommScope
8.250%, 03/01/2027 (A)		5,353		5,206
7.125%, 07/01/2028 (A)		1,290		1,165
6.000%, 03/01/2026 (A)		600		607
4.750%, 09/01/2029 (A)		304		280
CommScope Technologies
6.000%, 06/15/2025 (A)		1,981		1,876
5.000%, 03/15/2027 (A)		195		169
Condor Merger Sub
7.375%, 02/15/2030 (A)		3,437		3,297
Conduent Business Services
6.000%, 11/01/2029 (A)		310		292
Consensus Cloud Solutions
6.500%, 10/15/2028 (A)		570		566
Elastic
4.125%, 07/15/2029 (A)		1,869		1,738

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Entegris
4.375%, 04/15/2028 (A)	$	867	$	839
3.625%, 05/01/2029 (A)		1,194		1,117
Gartner
4.500%, 07/01/2028 (A)		70		70
3.750%, 10/01/2030 (A)		47		44
3.625%, 06/15/2029 (A)		129		121
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,191		1,196
3.500%, 03/01/2029 (A)		860		791
II-VI
5.000%, 12/15/2029 (A)		4,029		3,938
Imola Merger
4.750%, 05/15/2029 (A)		921		887
ION Trading Technologies S.A.R.L.
5.750%, 05/15/2028 (A)		1,745		1,682
NCR
6.125%, 09/01/2029 (A)		450		451
5.750%, 09/01/2027 (A)		455		455
5.125%, 04/15/2029 (A)		203		195
5.000%, 10/01/2028 (A)		147		141
Northwest Fiber
4.750%, 04/30/2027 (A)		2,100		1,994
Nuance Communications
5.625%, 12/15/2026		113		116
ON Semiconductor
3.875%, 09/01/2028 (A)		471		450
Open Text Holdings
4.125%, 02/15/2030 (A)		1,885		1,787
Paysafe Finance
4.000%, 06/15/2029 (A)		2,502		2,127
Plantronics
4.750%, 03/01/2029 (A)		164		169
Presidio Holdings
4.875%, 02/01/2027 (A)		260		256
PTC
4.000%, 02/15/2028 (A)		1,438		1,401
Science Applications International
4.875%, 04/01/2028 (A)		1,572		1,549
Seagate HDD Cayman
5.750%, 12/01/2034		1,648		1,685
3.375%, 07/15/2031		1,556		1,384
Sprint
7.875%, 09/15/2023		1,196		1,271
7.625%, 02/15/2025		3,866		4,214
Sprint Capital
8.750%, 03/15/2032		2,188		2,947
6.875%, 11/15/2028		2,521		2,921
SS&C Technologies
5.500%, 09/30/2027 (A)		643		648
Switch
3.750%, 09/15/2028 (A)		58		56

170

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Synaptics
4.000%, 06/15/2029 (A)	$	1,503	$	1,417
Veritas US
7.500%, 09/01/2025 (A)		3,250		3,083
Viasat
6.500%, 07/15/2028 (A)		2,775		2,664
5.625%, 09/15/2025 (A)		1,548		1,512
Virtusa
7.125%, 12/15/2028 (A)		1,327		1,234
Xerox Holdings
5.500%, 08/15/2028 (A)		278		271
5.000%, 08/15/2025 (A)		278		281
				76,850
Materials — 7.1%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		200		207
Allegheny Technologies
5.875%, 12/01/2027		1,034		1,033
5.125%, 10/01/2031		80		75
4.875%, 10/01/2029		105		99
Arconic
6.125%, 02/15/2028 (A)		729		731
6.000%, 05/15/2025 (A)		228		233
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		2,229		2,038
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,280		1,278
5.250%, 08/15/2027 (A)		655		606
4.125%, 08/15/2026 (A)		993		957
Ashland
6.875%, 05/15/2043		851		991
ASP Unifrax Holdings
7.500%, 09/30/2029 (A)		765		680
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		379
3.375%, 02/15/2029 (A)		205		180
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		2,120		2,212
Ball
3.125%, 09/15/2031		1,308		1,169
Big River Steel
6.625%, 01/31/2029 (A)		213		223
BWAY Holding
7.250%, 04/15/2025 (A)		3,971		3,936
Carpenter Technology
7.625%, 03/15/2030		60		61
6.375%, 07/15/2028		184		185
CEMEX Materials
7.700%, 07/21/2025 (A)		1,630		1,744
Chemours
5.750%, 11/15/2028 (A)		1,560		1,516

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 11/15/2029 (A)	$	1,977	$	1,812
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		139		137
4.625%, 03/01/2029 (A)		193		190
Cornerstone Chemical
6.750%, 08/15/2024 (A)		6,825		6,279
Crown Americas
4.750%, 02/01/2026		835		844
4.250%, 09/30/2026		1,827		1,832
CVR Partners
6.125%, 06/15/2028 (A)		3,035		3,034
Domtar
6.750%, 10/01/2028 (A)		1,795		1,799
Eldorado
6.250%, 09/01/2029 (A)		793		798
Element Solutions
3.875%, 09/01/2028 (A)		287		268
ERO Copper
6.500%, 02/15/2030 (A)		2,690		2,623
First Quantum Minerals
7.500%, 04/01/2025 (A)		360		365
6.875%, 03/01/2026 (A)		535		550
6.500%, 03/01/2024 (A)		1,189		1,197
Freeport-McMoRan
5.450%, 03/15/2043		2,530		2,833
5.400%, 11/14/2034		851		945
4.625%, 08/01/2030		911		931
4.375%, 08/01/2028		220		221
4.125%, 03/01/2028		334		334
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		582
Glatfelter
4.750%, 11/15/2029 (A)		154		131
Graham Packaging
7.125%, 08/15/2028 (A)		185		168
Hecla Mining
7.250%, 02/15/2028		620		650
Hexion
7.875%, 07/15/2027 (A)		305		322
IAMGOLD
5.750%, 10/15/2028 (A)		1,345		1,221
Infrabuild Australia Pty
12.000%, 10/01/2024 (A)		785		797
Innophos Holdings
9.375%, 02/15/2028 (A)		1,790		1,897
LABL Escrow Issuer
10.500%, 07/15/2027 (A)		290		291
6.750%, 07/15/2026 (A)		390		386
LSB Industries
6.250%, 10/15/2028 (A)		1,440		1,460
Methanex
5.125%, 10/15/2027		786		790

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

171

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mineral Resources
8.125%, 05/01/2027 (A)	$	2,205	$	2,279
Mountain Province Diamonds
8.000%, 12/15/2022 (A)(F)		2,470		2,458
New Gold
7.500%, 07/15/2027 (A)		295		306
6.375%, 05/15/2025 (A)		34		34
NMG Holding
7.125%, 04/01/2026 (A)(F)		5,340		5,484
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(E)(F)(G)		2,115		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		587
5.000%, 05/01/2025 (A)		889		892
4.875%, 06/01/2024 (A)		300		303
4.250%, 05/15/2029 (A)		213		196
Novelis
4.750%, 01/30/2030 (A)		270		262
3.875%, 08/15/2031 (A)		714		653
3.250%, 11/15/2026 (A)		166		159
OI European Group BV
4.750%, 02/15/2030 (A)		1,410		1,310
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		347		344
5.875%, 08/15/2023 (A)		450		460
Pactiv Evergreen Group Issuer
4.375%, 10/15/2028 (A)		970		891
4.000%, 10/15/2027 (A)		3,628		3,370
Polar US Borrower
6.750%, 05/15/2026 (A)		3,481		2,968
Rain CII Carbon
7.250%, 04/01/2025 (A)		3,445		3,359
Reichhold Industries
9.000%, 05/08/2017 (A)(E)(G)		859		–
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		6,735		6,046
4.875%, 05/01/2028 (A)		1,818		1,713
Scotts Miracle-Gro
4.500%, 10/15/2029		84		79
4.375%, 02/01/2032		212		188
4.000%, 04/01/2031		470		410
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		527		520
Summit Materials
5.250%, 01/15/2029 (A)		936		924
Tacora Resources
8.250%, 05/15/2026 (A)		1,385		1,338
Taseko Mines
7.000%, 02/15/2026 (A)		1,659		1,708
Trident TPI Holdings
9.250%, 08/01/2024 (A)		1,410		1,417

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TriMas
4.125%, 04/15/2029 (A)	$	239	$	218
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		455
5.125%, 04/01/2029 (A)		156		144
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		200		199
5.500%, 08/15/2026 (A)		599		597
Tronox
4.625%, 03/15/2029 (A)		1,850		1,732
Unifrax Escrow Issuer
5.250%, 09/30/2028 (A)		2,396		2,226
United States Steel
6.875%, 03/01/2029		808		840
Venator Finance Sarl
9.500%, 07/01/2025 (A)		1,171		1,224
5.750%, 07/15/2025 (A)		4,058		3,262
WR Grace Holdings
5.625%, 08/15/2029 (A)		103		96
4.875%, 06/15/2027 (A)		190		186
				108,057
Real Estate — 1.5%
Brookfield Property
5.750%, 05/15/2026 (A)		2,876		2,850
Cushman & Wakefield US Borrower
6.750%, 05/15/2028 (A)		405		423
Diversified Healthcare Trust
9.750%, 06/15/2025		2,080		2,189
4.375%, 03/01/2031		380		325
Iron Mountain
5.250%, 03/15/2028 (A)		756		746
5.250%, 07/15/2030 (A)		815		799
5.000%, 07/15/2028 (A)		255		249
4.875%, 09/15/2029 (A)		1,500		1,428
4.500%, 02/15/2031 (A)		268		248
Kennedy-Wilson
5.000%, 03/01/2031		94		90
4.750%, 03/01/2029		95		92
Lamar Media
4.000%, 02/15/2030		565		537
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027		204		215
5.625%, 05/01/2024		185		190
4.625%, 06/15/2025 (A)		261		263
4.500%, 09/01/2026		125		126
4.500%, 01/15/2028		95		96
3.875%, 02/15/2029 (A)		227		223
Outfront Media Capital
4.250%, 01/15/2029 (A)		2,735		2,544

172

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Realogy Group
5.250%, 04/15/2030 (A)	$	1,003	$	923
RHP Hotel Properties
4.750%, 10/15/2027		653		628
4.500%, 02/15/2029 (A)		214		201
SBA Communications
3.125%, 02/01/2029		1,320		1,201
Service Properties Trust
4.950%, 02/15/2027		2,805		2,592
4.375%, 02/15/2030		515		428
3.950%, 01/15/2028		1,416		1,204
VICI Properties
4.625%, 12/01/2029 (A)		448		447
4.250%, 12/01/2026 (A)		429		427
4.125%, 08/15/2030 (A)		711		686
3.750%, 02/15/2027 (A)		580		564
				22,934
Utilities — 1.6%
Calpine
5.000%, 02/01/2031 (A)		175		159
4.625%, 02/01/2029 (A)		255		235
4.500%, 02/15/2028 (A)		2,881		2,810
3.750%, 03/01/2031 (A)		2,022		1,810
Clearway Energy Operating
3.750%, 02/15/2031 (A)		726		679
NRG Energy
6.625%, 01/15/2027		339		349
5.250%, 06/15/2029 (A)		335		327
3.875%, 02/15/2032 (A)		1,011		890
3.625%, 02/15/2031 (A)		3,164		2,783
3.375%, 02/15/2029 (A)		115		102
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,632
PG&E
5.250%, 07/01/2030		1,974		1,915
5.000%, 07/01/2028		284		274
Pike
5.500%, 09/01/2028 (A)		2,477		2,335
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		850		850
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		63		65
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(C)(D)		1,050		1,022
Vistra Operations
5.625%, 02/15/2027 (A)		457		457
5.000%, 07/31/2027 (A)		2,526		2,485
4.375%, 05/01/2029 (A)		1,461		1,381

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 07/15/2029 (A)	$	808	$	780
				23,340
Total Corporate Obligations
(Cost $1,184,025) ($ Thousands)				1,125,664
LOAN PARTICIPATIONS — 9.5%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.957%, LIBOR + 5.500%, 03/04/2027 (C)		176		172
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
3.470%, 02/07/2029		1,495		1,476
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.750%, 04/20/2028		3,059		3,094
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
4.750%, LIBOR + 4.250%, 05/17/2028		332		299
Adient US LLC, Term B-1 Loan, 1st Lien
3.707%, LIBOR + 3.500%, 04/10/2028		281		276
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (C)		1,398		1,394
Alchemy US Holdco 1 LLC, Initial Term Loan, 1st Lien
4.957%, 10/10/2025		984		976
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien
6.260%, LIBOR + 5.250%, 12/31/2023		1,848		1,721
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.352%, LIBOR + 3.000%, 04/22/2026 (H)		786		699
American Trailer World Corp., Initial Term Loan, 1st Lien
4.500%, LIBOR + 3.750%, 03/03/2028		382		366
AP Core Holdings II LLC, Term B1 Loan, 1st Lien
6.250%, 09/01/2027		1,074		1,068
AP Core Holdings II LLC, Term B2 Loan, 1st Lien
6.250%, 09/01/2027		1,098		1,091

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, LIBOR + 3.500%, 03/11/2028 (E)	$	750	$	743
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (E)		1,126		1,126
Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien
8.500%, 11/24/2028 (C)		1,060		1,047
ASP Unifrax Holdings, Inc., Term Loan B, 1st Lien
4.756%, 12/12/2025		638		612
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 06/02/2025		351		348
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien
7.438%, 06/15/2026		1,412		1,393
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (F)		391		384
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (F)		1,628		1,600
Bright Bidco, Term Loan B, 1st Lien
4.774%, 06/30/2024		1,121		668
BWay Holding Company , Initial Term Loan, 1st Lien
3.481%, LIBOR + 3.250%, 04/03/2024		1,230		1,211
Byju's Cov-Lite, Term Loan, 1st Lien
6.250%, 11/24/2026		1,999		1,973
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.207%, LIBOR + 2.750%, 12/23/2024 (H)		1,585		1,575
Carecentrix 4/18 Cov-Lite, Term Loan, 1st Lien
4.724%, 04/03/2025 (C)		742		730
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.756%, 05/08/2023 (C)		1,331		1,311
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.506%, 08/08/2023 (C)		2,578		2,321
CBAC Borrower, LLC, Term Loan B, 1st Lien
4.457%, 07/08/2024 (C)(H)		859		843
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/23/2026		2,219		2,177

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cincinnati Bell Inc., Term B-2 Loan, 1st Lien
4.051%, 11/22/2028	$	105	$	103
Claire's Stores, Inc., Initial Term Loan, 1st Lien
6.709%, LIBOR + 6.500%, 12/18/2026		1,116		1,088
Clarios Global, Term Loan 1st Lien
3.707%, LIBOR + 3.250%, 04/30/2026		592		583
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.457%, LIBOR + 5.000%, 01/04/2026 (H)		2,388		2,279
Delta Topco, Inc., Initial Term Loan, 2nd Lien
8.000%, LIBOR + 7.250%, 12/01/2028 (H)		908		888
DexKo Global Inc., Delayed Draw Dollar Term Loan, 1st Lien
4.756%, 09/22/2028		55		54
DexKo Global Inc., Term B Loan, 1st Lien
4.717%, 10/04/2028		290		283
Diamond Sports Group LLC, Term Loan, 1st Lien
9.000%, 05/25/2026		730		739
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		446		445
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
8.500%, 07/02/2024 (E)		578		564
DMT Solutions Global Corporation, Term Loan
8.500%, 07/02/2024		585		570
East Valley Tourist Development Authority , Term Loan, 1st Lien
9.000%, LIBOR + 8.000%, 11/23/2026 (E)		2,805		2,798
Emerald Expositions Holding Inc., Initial Term Loan, 1st Lien
2.957%, 05/22/2024		973		929
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (C)		750		701
Enterprise Development Authority, Term Loan B, 1st Lien
5.000%, 02/28/2028 (C)(E)		2,677		2,650
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
4.207%, LIBOR + 3.750%, 10/10/2025 (H)		5,446		3,603

174

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Epic Crude Services, LP, Term Loan, 1st Lien
5.508%, LIBOR + 5.000%, 03/02/2026	$	920	$	784
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027 (H)		5,750		4,811
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 02/04/2027		2,358		2,347
First Student Bidco Inc, Initial Term B Loan, 1st Lien
3.983%, 07/21/2028		244		242
First Student Bidco Inc, Initial Term C Loan, 1st Lien
3.983%, 07/21/2028		90		89
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien
9.500%, LIBOR + 8.000%, 06/30/2027 (E)(F)		224		223
Geon Performance Solutions LLC, Initial Term Loan, 1st Lien
5.500%, 08/18/2028		462		460
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 03/14/2025		444		440
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026		3,466		3,379
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, LIBOR + 3.000%, 08/04/2027		345		339
Greeneden U.S. Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
4.983%, LIBOR + 4.000%, 12/01/2027		192		192
4.750%, LIBOR + 4.000%, 12/01/2027		90		90
Gulf Finance, LLC, Term Loan, 1st Lien
7.750%, LIBOR + 6.750%, 08/25/2026		2,016		1,838
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
4.500%, LIBOR + 3.500%, 12/16/2024		304		291
Hilex Poly/Novolex, Term Loan, 1st Lien
0.000%, 03/30/2029 (B)(H)		671		660
Hoffmaster Group, Term Loan B, 1st Lien
5.006%, 11/21/2023 (C)		498		474

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 05/01/2026	$	426	$	422
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
3.756%, LIBOR + 2.750%, 02/05/2025 (H)		400		396
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (E)(G)		2,253		—
Journey Personal Care Corp., Initial Term Loan, 1st Lien
5.256%, 03/01/2028 (C)		2,015		1,913
Jump Financial LLC, Term Loan, 1st Lien
5.000%, 08/07/2028		3,740		3,694
Knight Energy Services, Exit Facility Loan
8.500%, 02/09/2024 (C)(E)		67		—
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.256%, LIBOR + 6.250%, 04/21/2027		2,148		2,094
LABL, Inc., Initial Dollar Term Loan, 1st Lien
5.500%, 10/29/2028 (H)		286		282
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.214%, 10/01/2024 (C)		5,414		5,157
Lightstone Holdco LLC, Refinancing Term B Loan
4.750%, 01/30/2024		1,229		1,107
Lightstone Holdco LLC, Refinancing Term C Loan
4.750%, 01/30/2024		70		63
Madison IAQ, LLC, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028		250		246
Magnite Inc., Initial Term Loan, 1st Lien
5.810%, 04/28/2028 (C)		635		627
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, LIBOR + 8.125%, 02/16/2025		3,922		3,828
Mavenir Systems Inc., Initial Term Loan, 1st Lien
5.250%, 08/18/2028		1,095		1,087
McAfee Corp., Tranche B-1 Term Loan, 1st Lien
4.500%, 03/01/2029 (H)		583		578
MED ParentCo LP, Initial Term Loan, 1st Lien
4.707%, 08/31/2026 (H)		465		459
MLN US HoldCo, LLC, Term B Loan, 1st Lien
4.742%, LIBOR + 4.500%, 11/30/2025		647		621

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

175

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Monitronics International Inc, Term Loan, 1st Lien
7.750%, LIBOR + 6.500%, 03/29/2024	$	216	$	175
Mountaineer Merger Corporation, Initial Term Loan, 1st Lien
7.750%, 10/26/2028		1,485		1,433
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 10/23/2028 (E)(H)		167		165
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
4.758%, 09/01/2028		797		773
Naked Juice LLC, Initial Loan, 2nd Lien
6.651%, 01/24/2030		1,145		1,139
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
6.750%, LIBOR + 6.250%, 11/05/2029		667		659
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
4.006%, LIBOR + 2.750%, 10/01/2025		421		414
OLA Netherlands B.V., Initial Term Loan
6.715%, 12/15/2026		2,268		2,192
Optiv Inc., Initial Term Loan, 1st Lien
4.250%, LIBOR + 3.250%, 02/01/2024		258		252
Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien
4.000%, LIBOR + 3.500%, 09/24/2028		29		29
Pactiv Evergreen Inc., Tranche B3 US Term Loan, 1st Lien
4.000%, 09/24/2028		83		80
Padagis LLC, Term B Loan, 1st Lien
5.250%, 07/06/2028		728		722
Parexel International, Term Loan, 1st Lien
4.000%, 11/15/2028		256		254
Park River Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 12/28/2027 (C)		127		124
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.256%, LIBOR + 3.250%, 03/03/2028		347		343
Plantronics Inc., Initial Term Loan B, 1st Lien
2.709%, 07/02/2025 (C)		205		203
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.299%, 07/31/2025 (C)		4,405		4,207

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
8.934%, 03/20/2024	$	709	$	581
8.224%, 03/20/2024 (C)		400		328
Prince International/Chromaflo/Ferro2, Term Loan B, 1st Lien
0.000%, 02/02/2029 (B)(H)		1,405		1,338
Quest Software US Holdings Inc., Initial Loan, 2nd Lien
8.150%, 02/01/2030		665		644
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, LIBOR + 3.500%, 09/07/2023 (E)(G)		4,939		2,494
S&S Holdings, LLC, Initial Term Loan, 1st Lien
5.803%, 03/11/2028 (C)		897		862
Sabre GLBL Inc., 2021 Other Term B2 Loan, 1st Lien
4.000%, 12/17/2027		189		187
Serta Simmons Bedding, LLC, Initial Exchange Term Loan, 1st Lien
8.500%, 08/10/2023 (C)		380		358
Shutterfly, Term Loan, 1st Lien
5.457%, 09/25/2026		188		172
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (C)(E)		696		675
Skillsoft Finance II Inc., Initial Term Loan, 1st Lien
5.500%, 07/14/2028 (F)		187		184
Smyrna Ready Mix, Term Loan, 1st Lien
0.000%, 03/24/2029 (B)(H)		1,053		1,037
Solenis Holdings LLC, Term B Loan, 1st Lien
4.813%, 11/09/2028		157		152
SP PF Buyer, LLC, Closing Date Term Loan, 1st Lien
4.957%, LIBOR + 4.500%, 12/22/2025		1,493		1,417
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
4.750%, 10/06/2028		1,505		1,457
SPX Flow, Term Loan, 1st Lien
0.000%, 12/31/2049 (B)(H)		203		197
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
5.317%, LIBOR + 5.000%, 04/16/2026		3,735		3,522
Summer (BC) Bidco B LLC, Additional Facility Term B2 Loan, 1st Lien
5.506%, 12/04/2026		90		89
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.756%, LIBOR + 3.750%, 10/01/2026		780		774

176

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien
10.000%, LIBOR + 9.000%, 03/11/2024	$	1,125	$	1,055
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.000%, LIBOR + 5.000%, 03/09/2023		6,289		6,087
Team Health Holdings Inc., Extended Term Loan, 1st Lien
6.250%, 03/02/2027 (H)		3,281		3,116
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.354%, LIBOR + 3.000%, 03/28/2025		1,056		1,031
TK Elevator Midco GmbH, Facility Term B1 Loan, 1st Lien
4.000%, 07/30/2027		274		272
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
4.506%, 01/31/2025 (C)		1,016		652
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025 (H)		708		733
Travelport Finance S.a.r.l., 2021 Consented Term Loan, 1st Lien
7.756%, 05/29/2026 (H)		1,014		895
Traverse Midstream Partners, LLC, Advance, 1st Lien
4.300%, LIBOR + 4.250%, 09/27/2024		503		500
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (H)		187		182
4.000%, 03/31/2028		18		18
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (C)		1,911		1,873
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.209%, LIBOR + 5.000%, 06/26/2026		478		437
Valeant, Term Loan B, 1st Lien
0.000%, 01/27/2027 (B)(H)		2,110		2,086
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
4.498%, LIBOR + 4.000%, 08/20/2025		1,516		1,491
Victra/LSF9 Atlantis, Term Loan, 1st Lien
0.000%, 03/29/2029 (B)(H)		395		387

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien
4.250%, LIBOR + 4.000%, 10/19/2027	$	438	$	433
Wok Holdings Inc., Initial Term Loan, 1st Lien
8.000%, 03/01/2026 (C)		643		633
Woodford Express, LLC, Initial Term Loan, 1st Lien
6.006%, 01/27/2025		2,192		2,159
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 03/09/2027		227		221
Total Loan Participations
(Cost $147,810) ($ Thousands)				144,097
ASSET-BACKED SECURITIES — 9.4%
Other Asset-Backed Securities — 9.4%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(I)
0.735%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(C)(E)(G)		587		20
Ares CLO XXXIV, Ser 2020-2A, Cl FR
8.841%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(C)(E)		1,446		1,265
B&M CLO, Ser 2014-1A, Cl E
5.991%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(C)(E)		2,584		1,811
Battalion CLO VII, Ser 2014-7A
0.000%, 07/17/2028 (A)(B)(C)(E)		4,490		202
Battalion CLO VIII, Ser 2015-8A
0.000%, 07/18/2030 (A)(B)(C)(E)		3,390		2,000
Battalion CLO X, Ser 2016-10A
0.000%, 01/25/2035 (A)(B)(C)(E)		4,450		3,860
Battalion CLO XI, Ser 2017-11A
0.000%, 04/24/2034 (A)(B)(C)(E)		5,857		4,422
Battalion CLO XII, Ser 2018-12A
0.000%, 05/17/2031 (A)(B)(C)(E)		4,663		3,229
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (B)(E)		3,427		3,007
Battalion CLO XVI, Ser 2019-16A
0.000%, 12/19/2032 (A)(B)(C)(E)		2,128		1,713
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (B)(E)		4,839		4,319
Benefit Street Partners CLO III, Ser 2013-IIIA
0.000%, 07/20/2029 (A)(B)(C)(E)		2,531		532
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(E)(J)		7		2,996

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

177

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(E)(J)	$	2,293	$	1,313
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(E)(J)		6,387		–
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (B)(E)		10,259		4,791
Benefit Street Partners CLO VI, Ser 2015-VIA
0.000%, 10/18/2029 (A)(B)(C)(E)		7,502		3,260
Benefit Street Partners CLO VII, Ser 2015-VIII
0.000%, 07/18/2027 (B)(C)(E)		6,715		94
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(E)(J)		6,720		3,293
Benefit Street Partners CLO X, Ser 2016-10A
0.000%, 04/20/2034 (A)(B)(C)(E)		7,631		3,968
Benefit Street Partners CLO XIV, Ser 2018-14A
0.000%, 04/20/2031 (A)(B)(C)(E)		3,809		2,514
Benefit Street Partners CLO XVIII, Ser 2019-18A
0.000%, 10/15/2034 (A)(B)(C)(E)		3,486		2,687
Benefit Street Partners CLO XX, Ser 2020-20A
0.000%, 07/15/2034 (A)(B)(C)(E)		2,261		2,071
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (B)(E)		5,130		4,008
Blue Ridge CLO II, Ser 2014-2A, Cl E
6.041%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(C)(E)(G)		2,571		–
Cathedral Lake CLO III, Ser 2015-3A
0.000%, 01/15/2026 (A)(B)(C)(E)		2,725		1,172
Cathedral Lake V, Ser 2018-5A
0.000%, 10/21/2030 (A)(B)(C)(E)		3,139		1,381
First Eagle Clarendon Fund CLO, Ser 2015-1A, Cl E
6.308%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(C)(E)		2,352		2,315
Great Lakes CLO, Ser 2015-1A
0.000%, 01/16/2030 (A)(B)(C)(E)		4,519		2,666
Great Lakes CLO, Ser 2015-1A, Cl ER
7.601%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(C)(E)		3,253		3,050
Great Lakes CLO, Ser 2015-1A, Cl FR
10.241%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(C)(E)(G)		1,198		1,060
Great Lakes CLO, Ser 2017-1A, Cl ER
7.741%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(C)(E)		3,321		3,176
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A
0.000%, 10/20/2029 (A)(B)(C)(E)		2,484		1,689

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A
0.000%, 07/20/2029 (A)(B)(C)(E)	$	651	$	604
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A
0.000%, 04/18/2030 (A)(B)(C)(E)		1,169		658
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
7.311%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(C)(E)		1,559		1,466
LCM CLO, Ser 31A
0.000%, 01/20/2032 (B)(E)		1,115		855
Lockwood Grove CLO, Ser 2014-1A
0.000%, 01/25/2030 (A)(B)(C)(E)		3,797		2,506
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
6.108%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(C)(E)		2,499		2,424
Neuberger Berman CLO XXII, Ser 2016-22A
0.000%, 10/17/2027 (A)(B)(C)(E)		3,640		1,820
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034 (B)(E)		1,924		1,563
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032 (B)(E)		3,294		2,691
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A
0.000%, 04/20/2033 (A)(B)(C)(E)		1,095		865
Neuberger Berman Loan Advisers CLO XXXVIII
0.000%, 10/20/2032 (B)(E)		3,438		2,763
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(C)(E)		14		11
NewStar Exeter Fund CLO, Ser 2015-1A, Cl E
7.454%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(C)(E)		2,269		2,271
NewStar Fairfield Fund CLO, Ser 2015-2A
0.000%, 04/20/2030 (A)(B)(C)(E)		7,983		3,992
OCP CLO, Ser 2017-14A
0.000%, 11/20/2030 (A)(B)(C)(E)		1,655		943
OCP CLO, Ser 2020-19A
0.000%, 10/20/2034 (A)(B)(C)(E)		1,224		1,219
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (B)(E)		4,413		3,687
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (B)(E)		6,388		287
Shackleton CLO, Ser 2019-14A
0.000%, 07/20/2034 (A)(B)(C)(E)		1,999		1,379
TCP Whitney CLO, Ser 2017-1I
0.000%, 08/20/2029 (B)(C)(E)		9,085		7,131
TCW CLO, Ser 2017-1A
0.000%, 10/29/2034 (A)(B)(C)(E)		4,194		2,978

178

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCW CLO, Ser 2018-1A
0.000%, 04/25/2031 (A)(B)(C)(E)	$	2,978	$	1,956
TCW CLO, Ser 2019-2A
0.000%, 10/20/2032 (A)(B)(C)(E)		3,528		2,505
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (B)(E)		5,352		3,693
Venture CDO, Ser 2016-25A
0.000%, 04/20/2029 (A)(B)(C)(E)		2,030		812
Venture CLO XXVI, Ser 2017-26A
0.000%, 01/20/2029 (A)(B)(C)(E)		1,609		595
Venture CLO XXVIII, Ser 2017-28A
0.000%, 07/20/2030 (A)(B)(C)(E)		3,228		1,614
Venture CLO XXXV, Ser 2018-35A
0.000%, 10/22/2031 (A)(B)(C)(E)		11,892		4,995
Voya CLO, Ser 2020-2
0.000%, 07/19/2034 (B)(E)		4,915		4,537
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033 (B)(E)		6,577		5,360
Total Asset-Backed Securities
(Cost $87,018) ($ Thousands)				142,064
	Shares
COMMON STOCK — 1.8%
21st Century Oncology Private Company *(E)		15,311		154
Aquity Holdings Inc *(E)		85,745		782
Arctic Canadian Diamond Company Ltd. *(E)		1,054		—
Battalion Oil *		265		5
Berry Corp		331,646		3,423
Cenveo Corporation *(E)		84,157		581
CHC Group *		399		—
Civitas Resources		14,167		846
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		700
Copper Property Pass-Through Certificates *(E)(F)		118,100		1,870
EP Energy *		15,235		1,432
Frontier Communications Parent *		14,807		410
Guitar Center *(E)		13,905		2,447
Gulfport Energy *		8,741		785
Gymboree Holding Corp *(E)(F)		40,312		—
iHeartMedia Inc *		37,193		704
Intelsat Jackson Holdings (E)		39,805		1,353
Knight Energy Services *(E)(K)		1,764		—
Magnachip Semiconductor *		22,871		387
Medical Card Systems *(E)		284,758		170
Monitronics International Inc *(E)		211,006		1,621
MYT Holding LLC *(E)		274,755		482
Neiman Marcus Group *(E)		5,934		991
Neiman Marcus Group *(E)(F)		620		104
Nine West FKA Premier Brands *(E)		92,548		69

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Noble Corp *		15,164	$	470
Oasis Petroleum Inc		6,449		943
Parker Drilling *(E)(F)(L)		79,089		395
Penney Borrower LLC *		19,723		227
Quad/Graphics Inc *		54		—
Reichhold Industries *(E)		1,427		2,757
Rue 21 *		1,835		596
SandRidge Energy *		8,295		133
VICI Properties Inc ‡		52,784		1,502
Whiting Petroleum		2,060		168
Windstream Services *		10,897		170
Total Common Stock
(Cost $24,270) ($ Thousands)				26,677
PREFERRED STOCK — 0.4%
Boardriders Inc., 0.000% *(B)(E)(F)		215,931		266
Bowlero, 0.000% *(B)(E)		1,110		1,110
Claire's Stores, 0.000% *(B)(E)(F)		777		944
Crestwood Equity Partners, 9.250% (D)(M)		113,214		1,087
FHLMC, 0.000% *(B)(D)		16,903		66
FNMA, 0.000% *(B)(D)		24,650		101
Foresight, 0.000% *(B)(E)(F)		32,601		522
Guitar Center, 0.000% *(B)(E)		365		36
Gulfport Energy, 0.000% *(B)(E)		28		179
Ladenburg Thalmann Financial Services, 6.500% *		65,290		1,151
MPLX, 8.462% *(D)(E)(L)		23,039		852
MYT Holding LLC, 10.000%		325,766		355
Total Preferred Stock
(Cost $6,143) ($ Thousands)				6,669
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.3%
Air Canada
4.000% , 07/01/2025	$	260		382
Chesapeake Energy
5.500% , 12/31/2049		100		2
DISH Network
3.375% , 08/15/2026		465		418
Liberty Latin America
2.000% , 07/15/2024		1,145		1,039
Liberty Media
4.000% , 11/15/2029		575		388
3.750% , 02/15/2030		2,640		1,812

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

179

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Pebblebrook Hotel Trust
1.750% , 12/15/2026	$	715	$	820
Total Convertible Bonds
(Cost $4,601) ($ Thousands)				4,861
		Number of Warrants
WARRANTS — 0.1%
Carestream Health Inc.
Strike Price $– *‡‡(E)		47		–
Chesapeake Energy, Expires 02/12/2026
Strike Price $32.13 *		1,684		100
Chesapeake Energy, Expires 02/12/2026
Strike Price $27.63 *		1,516		97
Chesapeake Energy, Expires 02/12/2026
Strike Price $36.18 *		1,030		57
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(E)		3,680		300
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(E)		3,681		187
Intelsat Jackson Holdings
Strike Price *‡‡		4		–
Neiman Marcus Group
Strike Price *‡‡(E)		3,938		85
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *		22,660		405
SandRidge Energy, Expires 10/07/2022
Strike Price $41.34 *		7,165		–
SandRidge Energy, Expires 10/07/2022
Strike Price $42.03 *		3,017		–
Windstream
Strike Price $– *‡‡(E)(F)		104		1
Windstream Services
Strike Price $– *‡‡		12,184		201
Total Warrants
(Cost $578) ($ Thousands)				1,433
		Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡		8,336		–
Total Rights
(Cost $—) ($ Thousands)				–

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.300% **†(N)		1,141	$	1
Total Affiliated Partnership
(Cost $1) ($ Thousands)				1
CASH EQUIVALENT — 3.3%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		50,406,687		50,407
Total Cash Equivalent
(Cost $50,407) ($ Thousands)				50,407
Total Investments in Securities — 99.2%
(Cost $1,504,853) ($ Thousands)			$	1,501,873

180

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open centrally cleared swap contracts held by the Fund at March 31, 2022, is as follows:

Credit Default Swap

Reference Entity/ Obligation

Buy/Sell Protection

(Pays)/Receives Rate

Payment Frequency

Termination Date

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Thousands)

CDC.NA.HY.37

Sell

5.00%

Quarterly

12/20/2026

(6,803

)

$

432

$

403

$

29

	Percentages are based on Net Assets of $1,514,118 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $985,798 ($ Thousands), representing 65.1% of the Net Assets of the Fund.
(B)	No interest rate available.
(C)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(D)	Perpetual security with no stated maturity date.
(E)	Level 3 security in accordance with fair value hierarchy.
(F)	Securities considered restricted. The total market value of such securities as of March 31, 2022 was $15,010 ($ Thousands) and represented 1.0% of the Net Assets of the Fund.
(G)	Security is in default on interest payment.
(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.
(J)	Zero coupon security.
(K)	Security, or a portion thereof, is owned through a holding entity, Knights Energy Topco, LLC.
(L)	Securities considered illiquid. The total value of such securities as of March 31, 2022 was $1,247 ($ Thousands) and represented 0.1% of the Net Assets of the Fund.
(M)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $1,087 ($ Thousands), or 0.1% of the Net Assets of the Fund (See Note 2).
(N)	This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2022 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

PIK — Payment-in-Kind

REIT — Real Estate investment Trust

Ser — Series

SOFR — Secured Overnight Financing Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)			Total ($)
Corporate Obligations		–		1,123,844		1,820			1,125,664
Loan Participations		–		132,659		11,438			144,097
Asset-Backed Securities		–		–		142,064			142,064
Common Stock		11,438		1,463		13,776			26,677
Preferred Stock		1,543		1,217		3,909			6,669
Convertible Bonds		–		4,861		–			4,861
Warrants		58		802		573			1,433
Rights		–		–		–	^		–	^
Affiliated Partnership		–		1		–			1
Cash Equivalent		50,407		–		–			50,407
Total Investments in Securities		63,446		1,264,847		173,580			1,501,873

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Centrally Cleared Swap
Credit Default Swap*
Unrealized Appreciation		–		29		–		29
Total Other Financial Instruments		–		29		–		29

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

181

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

High Yield Bond Fund (Concluded)

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock			Investments in Warrants
Balance as of October 1, 2021	$	3,147		$	18,534		$	163,469		$	16,305		$	2,647		$	548
Accrued discounts/premiums		(96	)		(30	)		(136	)		–			–			–
Realized gain/(loss)		–			24			3,615			1,179			61			–
Change in unrealized appreciation/(depreciation)		161			(619	)		2,580			(2,180	)		119			70
Purchases		–			397			190			–			1,116			–
Sales		–			(6,868	)		(27,654	)		(2,881	)		(34	)		(45	)
Net transfer into Level 3		1,177			–			–			1,353			–			–
Net transfer out of Level 3		(2,569	)		–			–			–			–			–
Ending Balance as of March 31, 2022 (1)	$	1,820		$	11,438		$	142,064		$	13,776		$	3,909		$	573
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	184		$	(577	)	$	2,589		$	(1,644	)	$	119		$	70

(1) Of the $173,580 ($ Thousands) in Level 3 securities as of March 31, 2022, $15,946 ($ Thousands) or 1.1% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the six months ended March 31, 2022, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

The following is a summary of the Fund’s transactions with affiliates for the six months ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	1	$	—	$	—		$	—	$	—	$	1		1,141	$	—	$	—
SEI Daily Income Trust, Government Fund, Cl F		72,412		278,520		(300,525	)		—		—		50,407		50,406,687		3		—
Totals	$	72,413	$	278,520	$	(300,525	)	$	—	$	—	$	50,408			$	3	$	—

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

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

182

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Conservative Income Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 67.1%
Banks — 0.8%
UBS
0.251%, 07/12/2022 (A)(C)	$	1,000	$	997
0.228%, 06/17/2022 (A)		1,500		1,499
				2,496
Communication Services — 1.8%
AT&T
0.550%, 04/12/2022 (A)(C)	$	2,900		2,899
Verizon Communications
0.710%, 04/06/2022 (A)(C)		2,900		2,900
				5,799
Consumer Discretionary — 1.8%
American Honda Finance
0.650%, 04/11/2022 (A)		2,900		2,899
Hyundai Capital America
0.881%, 04/27/2022 (A)(C)		2,900		2,898
				5,797
Financials — 54.8%
Albion Capital
1.153%, 06/15/2022 (A)		3,118		3,112
Antalis
0.700%, 04/14/2022 (A)(C)		3,000		2,999
0.550%, 04/07/2022 (A)(C)		3,000		3,000
0.350%, 04/04/2022 (A)(C)		3,000		3,000
ANZ New Zealand Int'l
0.249%, 05/05/2022 (A)(C)		2,000		1,999
ASB Finance
0.185%, 06/21/2022 (A)(C)		2,000		1,996
0.180%, 04/06/2022 (A)(C)		5,000		5,000
0.164%, 04/20/2022 (A)(C)		2,000		1,999
Australia & New Zealand Banking Group
0.550%, 05/02/2022 (A)(C)		3,000		2,999
Autobahn Funding
0.420%, 04/25/2022 (A)(C)		6,000		5,998
Bayerische Landesbank
0.400%, 04/05/2022 (A)		5,000		5,000
0.330%, 04/01/2022 (A)		6,000		6,000
Bedford Row Funding
0.330%, 04/06/2022 (A)(C)		8,000		7,999
Bennington Stark Capital
0.500%, 04/14/2022 (A)(C)		3,000		2,999

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
BNG Bank
0.320%, 04/04/2022 (A)(C)	$	5,000	$	5,000
BPCE
1.420%, 02/22/2023 (A)(C)		2,000		1,964
Brighthouse Financial
0.500%, 04/07/2022 (A)(C)		4,000		4,000
0.490%, 04/11/2022 (A)(C)		2,000		2,000
0.211%, 04/25/2022 (A)(C)		500		500
Caisse d'Amortissement de la Dette Sociale
0.164%, 04/14/2022 (A)(C)		3,000		2,999
Cancara Asset Securitisation
0.400%, 04/19/2022 (A)		1,800		1,799
CDP Financial
0.691%, 06/02/2022 (A)(C)		2,000		1,998
0.440%, 05/03/2022 (A)(C)		5,000		4,998
Citigroup Global Markets
0.190%, 06/03/2022 (A)(C)		2,000		1,997
Collateralized Commercial Paper FLEX
0.241%, 08/10/2022 (A)(C)		2,500		2,488
Columbia Funding
0.350%, 04/05/2022 (A)(C)		6,000		6,000
Crown Point Capital
0.340%, 04/25/2022 (A)(C)		1,000		1,000
0.320%, 10/07/2022 (A)(C)		1,000		1,000
0.301%, 06/01/2022 (A)(C)		1,500		1,498
0.300%, 10/04/2022 (A)(C)		2,500		2,485
DBS Bank
0.326%, 04/28/2022 (A)(C)		3,000		2,999
Federation des Caisses Desjardins du Quebec
0.468%, 05/03/2022 (A)(C)		4,000		3,998
Goldman Sachs International
0.902%, 06/07/2022 (A)(C)		1,000		998
0.250%, 09/23/2022 (A)(C)		1,000		993
ING US Funding
0.250%, 04/05/2022 (A)(C)		2,000		2,000
Landesbank Baden-Wuerttemberg NY
0.510%, 04/07/2022 (A)		3,000		3,000
Lime Funding
0.520%, 04/21/2022 (A)(C)		6,539		6,537
Lloyds Bank
0.430%, 04/06/2022 (A)		4,000		4,000
Macquarie Bank
1.013%, 06/14/2022 (A)(C)		3,500		3,493
0.406%, 01/04/2023 (A)(C)		1,500		1,498
Mizuho Bank NY
0.545%, 04/18/2022 (A)(C)		5,000		4,999
Nieuw Amsterdam Receivables
0.631%, 04/20/2022 (A)(C)		4,000		3,999
0.600%, 04/08/2022 (A)(C)		4,000		4,000
Nordea Bank Abp
0.306%, 10/21/2022 (A)(C)		1,000		992

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

183

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
OMERS Finance Trust
0.450%, 04/19/2022 (A)(C)	$	3,000	$	2,999
PSP Capital
0.370%, 04/04/2022 (A)(C)		1,500		1,500
Ridgefield Funding
0.200%, 05/02/2022 (A)(C)		2,500		2,498
Sheffield Receivables
0.390%, 04/01/2022 (A)(C)		5,000		5,000
0.000%, 07/26/2022 (A)(C)		2,000		1,998
Skandinaviska Enskilda Banken
0.180%, 05/02/2022 (A)(C)		3,000		2,999
Starbird Funding
0.298%, 05/04/2022 (A)(C)		2,000		1,999
Sumitomo Mitsui Banking
0.350%, 04/07/2022 (A)(C)		1,000		1,000
Swedbank NY
0.175%, 04/20/2022 (A)		2,000		2,000
Toronto-Dominion Bank
1.348%, 02/17/2023 (A)(C)		2,000		1,965
Versailles Commercial Paper
1.053%, 06/09/2022 (A)		3,000		2,995
VW Credit
0.750%, 04/04/2022 (A)(C)		2,900		2,900
Washington Morgan Capital
0.500%, 09/01/2022 (A)(C)		2,000		1,993
Westpac Banking
0.271%, 10/14/2022 (A)(C)		1,000		992
				172,170
Government — 1.3%
NRW Bank
0.351%, 04/06/2022 (A)(C)		4,000		4,000
Information Technology — 1.6%
Fidelity National Information Services
0.771%, 04/06/2022 (A)(C)		2,450		2,450
Fiserv
0.750%, 04/01/2022 (A)(C)		2,500		2,500
				4,950
Materials — 4.4%
Amcor Finance USA
0.951%, 04/19/2022 (A)(C)		2,900		2,899
Great Bear Funding
0.340%, 04/04/2022 (A)(C)		5,000		5,000
Nutrien
0.921%, 05/05/2022 (A)(C)		2,900		2,897

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Sherwin-Williams
0.646%, 04/05/2022 (A)(C)	$	2,900	$	2,900
				13,696
Utilities — 0.6%
National Grid North America
0.750%, 04/06/2022 (A)(C)		2,000		2,000
Total Commercial Paper
(Cost $210,995) ($ Thousands)				210,908
CORPORATE OBLIGATIONS — 8.0%
Consumer Discretionary — 2.0%
Jets Stadium Development
0.580%, 04/01/2047 (B)(C)		4,000		4,000
Toyota Motor Credit MTN
0.580%, U.S. SOFR + 0.280%, 12/14/2022 (B)		643		643
0.450%, U.S. SOFR + 0.150%, 08/15/2022 (B)		1,752		1,750
				6,393
Financials — 6.0%
Bank of Montreal IL
0.450%, U.S. SOFR + 0.150%, 09/21/2022 (B)		2,000		1,998
Credit Suisse NY
0.506%, SOFRINDX + 0.280%, 02/10/2023 (B)		2,000		1,995
0.493%, U.S. SOFR + 0.200%, 07/15/2022 (B)		1,500		1,499
Goldman Sachs Bank USA NY
0.512%, U.S. SOFR + 0.300%, 03/09/2023 (B)		2,000		1,996
0.319%, U.S. SOFR + 0.170%, 07/26/2022 (B)		1,000		999
Lloyds Bank Corporate Markets NY
0.570%, U.S. SOFR + 0.270%, 01/24/2023 (B)		700		699
MUFG Bank NY
0.600%, U.S. SOFR + 0.300%, 03/10/2023 (B)		1,500		1,496
Natixis NY
0.580%, U.S. SOFR + 0.280%, 02/07/2023 (B)		2,000		1,997
Nordea Bank Abp NY
0.490%, U.S. SOFR + 0.190%, 10/27/2022 (B)		1,000		999
Standard Chartered Bank NY
0.600%, U.S. SOFR + 0.300%, 03/13/2023 (B)		1,000		998

184

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sumitomo Mitsui Banking
0.470%, U.S. SOFR + 0.170%, 09/14/2022 (B)	$	2,000	$	1,998
Svenska Handelsbanken NY
0.490%, U.S. SOFR + 0.190%, 10/27/2022 (B)		2,000		1,997
				18,671
Total Corporate Obligations
(Cost $25,095) ($ Thousands)				25,064
U.S. TREASURY OBLIGATION — 1.3%
U.S. Treasury Bills
0.110%, 04/26/2022 (A)		4,043		4,043
Total U.S. Treasury Obligation
(Cost $4,043) ($ Thousands)				4,043
MUNICIPAL BOND — 0.2%
California — 0.2%
Tender Option Bond Trust Receipts, Ser 2021-XMT0950, RB
0.520%, 11/01/2035 (B)(C)		750		750
Total Municipal Bond
(Cost $750) ($ Thousands)				750
CERTIFICATES OF DEPOSIT — 23.3%
ASB Bank
0.550%, 09/08/2022 (C)	$	2,000		2,000
Bank of Montreal IL
0.633%, 06/06/2022		1,500		1,500
0.546%, 08/15/2022		2,000		2,000
0.509%, 05/16/2022		1,500		1,500
Bank of Nova Scotia
0.470%, 06/17/2022		2,000		2,000
0.210%, 06/03/2022		2,000		1,999
BNP Paribas NY
0.210%, 08/05/2022		2,000		1,999
Canadian Imperial Bank of Commerce NY
0.633%, 06/07/2022		2,000		2,000
0.350%, 01/06/2023		1,000		1,000
0.197%, 07/01/2022		3,000		2,999
0.180%, 06/08/2022		2,000		1,999
Credit Industriel et Commercial
0.365%, 05/06/2022		2,000		2,000
Credit Suisse NY
0.300%, 06/01/2022		1,500		1,499

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Korea Development Bank NY
0.900%, 09/09/2022	$	800	$	801
Landesbank Baden-Wuerttemberg NY
0.350%, 04/01/2022		7,000		7,000
Lloyds Bank Corporate Markets NY
0.230%, 08/17/2022		1,200		1,200
Macquarie Bank
0.650%, 03/03/2023 (A)		2,000		1,999
Mitsubishi UFJ Trust and Banking NY
0.300%, 04/22/2022		3,000		3,000
Mizuho Bank NY
0.240%, 04/19/2022		3,000		3,000
MUFG Bank NY
0.330%, 11/01/2022		1,500		1,490
0.300%, 10/31/2022		1,000		993
National Australia Bank
0.420%, 06/16/2022 (C)		1,500		1,499
National Bank of Canada
0.440%, 07/28/2022 (C)		2,000		1,999
Natixis NY
0.220%, 08/05/2022		1,750		1,749
Oversea-Chinese Banking
0.380%, 05/09/2022		2,000		2,000
Skandinaviska Enskilda Banken
0.220%, 09/09/2022 (C)		1,500		1,499
Standard Chartered Bank NY
0.240%, 09/02/2022		1,500		1,499
Sumitomo Mitsui Banking
0.740%, 07/22/2022		3,400		3,401
0.550%, 01/19/2023		1,500		1,498
0.450%, 06/22/2022		1,500		1,499
0.320%, 04/01/2022		2,000		2,000
Toronto-Dominion Bank
0.800%, 03/31/2023		1,500		1,500
0.300%, 10/25/2022		1,500		1,489
UBS
0.350%, 12/08/2022		1,500		1,497
0.217%, 09/22/2022		2,000		1,998
United Overseas Bank
0.250%, 11/07/2022		2,000		1,996
Westpac Banking
0.770%, 03/24/2023 (C)		2,000		2,000
Total Certificates of Deposit
(Cost $73,149) ($ Thousands)				73,101

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

185

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Conservative Income Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.1%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		394,714	$	395
Total Cash Equivalent
(Cost $395) ($ Thousands)				395
	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 1.1%
Bank of America Securities
0.300%, dated 3/31/2022, to be repurchased on 4/1/2022, repurchase price $300,003 (collateralized by GNMA obligations, par value $310,266, 3.000%, 1/20/2052; with total market value $306,000) (D)	$	300		300
Goldman Sachs & Co
0.300%, dated 3/31/2022, to be repurchased on 4/1/2022, repurchase price $2,000,017 (collateralized by GNMA obligations, par value $12,173,500, 3.500%, 11/20/2045; with total market value $2,040,000) (D)		2,000		2,000
TD Securities
0.300%, dated 3/31/2022, to be repurchased on 4/1/2022, repurchase price $1,000,008 (collateralized by U.S. Treasury obligations, ranging in par value $100 - $148,000, 0.125% - 3.125%, 4/30/2022 - 11/15/2028; with total market value $1,020,061) (D)		1,000		1,000
Total Repurchase Agreements
(Cost $3,300) ($ Thousands)				3,300
Total Investments in Securities — 101.1%
(Cost $317,727) ($ Thousands)			$	317,561

	Percentages are based on Net Assets of $314,106 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2022.
†	Investment in Affiliated Security (see Note 6).
(A)	Zero coupon security. Interest rate represents the security's effective yield at the time of purchase.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $194,350 ($ Thousands), representing 61.9% of the Net Assets of the Fund.
(D)	Tri-Party Repurchase Agreement.

Cl — Class

GNMA — Government National Mortgage Association

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Custom SOFR Index

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		210,908		–		210,908
Corporate Obligations		–		25,064		–		25,064
U.S. Treasury Obligation		–		4,043		–		4,043
Municipal Bond		–		750		–		750
Certificates of Deposit		–		73,101		–		73,101
Cash Equivalent		395		–		–		395
Repurchase Agreements		–		3,300		–		3,300
Total Investments in Securities		395		317,166		–		317,561

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)		Change in Unrealized Appreciation/​(Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$	87	$	2,747	$	(2,439	)	$	—	$	—	$	395		394,714	$	—	$	—

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

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

186

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Free Conservative Income Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 74.6%
Arizona — 2.0%
Arizona State University, Board of Regents, Ser A, RB
0.510%, 07/01/2034 (A)	$	2,000	$	2,000
Avondale, RB
3.000%, 07/01/2022		270		272
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
0.530%, 09/01/2035 (A)(B)		1,500		1,500
				3,772
Connecticut — 1.8%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB
0.500%, 11/15/2045 (A)		375		375
Connecticut State, Ser C, GO
0.530%, 05/15/2034 (A)		2,870		2,870
				3,245
District of Columbia — 2.5%
RBC Municipal Products Trust, Ser 2018-G63, GO
0.540%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
0.560%, 10/01/2053 (A)(B)(C)		2,650		2,650
				4,650
Florida — 3.7%
Escambia County, Solid Waste Disposal, Florida Power & Light, RB
0.180%, 04/01/2039 (A)		3,800		3,800
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
0.530%, 04/01/2032 (A)(B)		2,895		2,895
				6,695
Georgia — 1.1%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB
0.510%, 01/01/2048 (A)(B)		2,000		2,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Illinois — 8.1%
Aurora, Fox Valley Counseling Center, RB
0.520%, 05/01/2028 (A)(B)	$	1,710	$	1,710
Illinois State, Development Finance Authority, Glenwood School For Boys, RB
0.570%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
0.510%, 06/01/2029 (A)(B)		3,500		3,500
Illinois State, Finance Authority, Sub-Ser C3A, RB
0.510%, 11/01/2038 (A)		2,400		2,400
Tender Option Bond Trust Receipts, Ser 2015-XF1043, GO
0.550%, 03/01/2033 (A)(B)(C)		4,250		4,250
University of Illinois, Hospital & Health Sciences System, Ser B, RB
0.520%, 10/01/2026 (A)(B)		1,100		1,100
				14,960
Indiana — 2.3%
Indiana State, Finance Authority, Stadium Project, Ser 2005, RB
0.530%, 02/01/2035 (A)		1,900		1,900
Indiana State, Housing & Community Development Authority, Ser C-3, RB
0.170%, 07/01/2047 (A)		2,400		2,400
				4,300
Iowa — 3.5%
Iowa State, Finance Authority, Bio America Project, RB
0.560%, 12/01/2041 (A)(B)(C)		2,000		2,000
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
0.540%, 09/01/2036 (A)		1,500		1,500
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB
0.540%, 05/01/2023 (A)		3,000		3,000
				6,500
Louisiana — 1.0%
Louisiana State, Offshore Terminal Authority, RB
0.530%, 09/01/2033 (A)(B)		1,850		1,850

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

187

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Maryland — 0.6%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
0.550%, 02/01/2041 (A)	$	1,070	$	1,070
Massachusetts — 3.0%
Massachusetts State, Water Resources Authority, Sub-Ser A-3, RB
0.470%, 08/01/2037 (A)		5,605		5,605
Michigan — 1.7%
Central Michigan University, Ser A, RB
0.510%, 10/01/2032 (A)(B)		1,400		1,400
Michigan State University, Ser A, RB
0.520%, 02/15/2033 (A)		1,600		1,600
				3,000
Minnesota — 0.3%
Minneapolis, University Gateway Project, RB
0.510%, 12/01/2040 (A)		500		500
Mississippi — 2.7%
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB
0.250%, 12/01/2030 (A)		4,100		4,100
Mississippi State, Business Finance, Chevron USA Project, Ser G, RB
0.250%, 11/01/2035 (A)		900		900
				5,000
Missouri — 2.4%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
0.490%, 04/15/2034 (A)(B)		920		920
RBC Municipal Products Trust, Ser C-16, RB
0.560%, 09/01/2039 (A)(B)(C)		3,500		3,500
				4,420
Nevada — 0.4%
Tender Option Bond Trust Receipts, Ser 2020-XF2858, RB
0.540%, 07/01/2050 (A)(C)		700		700
New Jersey — 7.3%
Deptford, Ser A, GO
1.000%, 07/13/2022		6,100		6,096
Evesham, GO
1.000%, 06/14/2022		4,000		3,998

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Park Ridge, GO
1.000%, 04/29/2022	$	3,257	$	3,256
				13,350
New York — 8.2%
Kings Point, GO
1.000%, 07/22/2022		2,115		2,113
New York City, Housing Development Corporation, Multi-Family Housing, Ser I, RB
0.480%, 11/01/2060 (A)		200		200
New York City, Municipal Water Finance Authority, Sub-Ser A-2, RB
0.240%, 06/15/2044 (A)		400		400
New York City, Water & Sewer System, Municipal Water Finance Authority, RB
0.160%, 06/15/2043 (A)		1,165		1,165
New York State, Housing Finance Agency, Ser A, RB
0.530%, 11/01/2050 (A)(B)		2,500		2,500
New York State, Housing Finance Agency, Ser S, RB
0.130%, 11/01/2046 (A)(B)		500		500
Newburgh, GO
1.000%, 05/18/2022		3,370		3,369
Oneida County, Industrial Development Agency, Mohawk Valley Community College Dormitory Project, Ser A, RB
0.580%, 08/01/2036 (A)(B)		1,100		1,100
RBC Municipal Products Trust, Ser 2018-G5, GO
0.540%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts, Ser 2017-XF0550, RB
0.550%, 02/15/2042 (A)(C)		2,000		2,000
				15,247
North Carolina — 2.9%
Charlotte, Governmental Facilities Project, RB
0.500%, 06/01/2033 (A)		1,990		1,990
Charlotte-Mecklenburg, Hospital Authority, Ser E, RB
0.170%, 01/15/2044 (A)(B)		2,600		2,600
North Carolina, Medical Care Commission, Ser A, RB
0.520%, 10/01/2035 (A)		800		800
				5,390

188

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Ohio — 0.5%
Franklin County, Hospital Facilities Revenue, Sub-Ser R, RB
0.550%, 12/01/2028 (A)(B)	$	945		$	945
Pennsylvania — 3.2%
Butler County, Industrial Development Authority, Ser A-R, RB
0.590%, 05/01/2034 (A)(B)		1,430			1,430
Emmaus, General Authority Revenue, RB
0.450%, 12/01/2028 (A)		200			200
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
0.300%, 11/15/2029 (A)		175			175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
0.680%, 12/01/2037 (A)(B)		3,000	��		3,000
Philadelphia Gas Works, Ser D, RB
0.500%, 08/01/2031 (A)(B)		600			600
South Central, General Authority, Wellspan Health Highland Groups, RB
0.300%, 06/01/2037 (A)		500			500
					5,905
South Dakota — 1.6%
South Dakota State, Housing Development Authority, Ser A, RB
0.500%, 11/01/2062 (A)		2,960			2,960
Tennessee — 0.5%
Clarksville, Public Building Authority, Pooled Financing, RB
0.550%, 06/01/2029 (A)(B)		1,000			1,000
Texas — 9.8%
Houston, Combined Utility System Revenue, RB
0.530%, 05/15/2034 (A)(B)		1,100			1,100
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
0.610%, 06/15/2027 (A)(C)		1,500			1,500
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
0.560%, 03/01/2039 (A)		5,300			5,300
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB
0.550%, 12/01/2040 (A)		2,200			2,200

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
0.500%, 07/01/2047 (A)(B)	$	1,525	$	1,525
Texas State, Veterans Bonds, GO
0.540%, 12/01/2047 (A)		2,120		2,120
0.520%, 12/01/2040 (A)		600		600
0.520%, 12/01/2046 (A)		1,000		1,000
Texas State, Veterans Bonds, Ser A, GO
0.520%, 06/01/2041 (A)		300		300
Texas State, Veterans Bonds, Ser B, GO
0.520%, 12/01/2042 (A)		2,500		2,500
				18,145
Virginia — 1.0%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
0.510%, 05/15/2042 (A)		1,835		1,835
Washington — 0.2%
Port Tacoma, Sub-Ser B, RB
0.490%, 12/01/2044 (A)(B)		300		300
West Virginia — 0.2%
West Virginia, Hospital Finance Authority, West Virginia University, RB
0.500%, 06/01/2034 (A)(B)		375		375
Wisconsin — 2.1%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
0.500%, 03/01/2041 (A)		1,845		1,845
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
0.500%, 05/01/2046 (A)		2,000		2,000
				3,845
Total Municipal Bonds
(Cost $137,603) ($ Thousands)				137,564
TAX-EXEMPT COMMERCIAL PAPER — 26.0%
Brownsville, Utility System
0.160%, 04/14/2022		1,500		1,500
Fort Bend, Independent School District
0.600%, 05/27/2022		1,000		1,000
0.550%, 05/27/2022		1,500		1,499
Garland, Water & Sewer
0.450%, 04/14/2022		6,000		5,999
Harris County, Cultural Education Facilities
0.110%, 04/04/2022		2,000		2,000

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

189

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Tax-Free Conservative Income Fund (Concluded)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
TAX-EXEMPT COMMERCIAL PAPER (continued)
King County
0.900%, 06/22/2022	$	6,400	$	6,400
0.450%, 06/09/2022		500		500
Los Angeles, Wastewater System
0.750%, 06/09/2022		1,500		1,500
Memphis
0.520%, 05/10/2022		1,500		1,500
Michigan State University
0.510%, 05/04/2022		5,000		5,000
Nashville & Davidson County
0.750%, 06/02/2022		1,000		1,000
0.610%, 05/19/2022		1,000		1,000
New York State, Power Authority
0.800%, 07/13/2022		2,000		1,999
0.150%, 04/13/2022		3,885		3,884
North East, Independent School District
0.620%, 04/29/2022		7,500		7,499
Port Authority of New York & New Jersey
0.160%, 04/13/2022		2,700		2,699
University of Washington
0.480%, 06/03/2022		3,000		2,998
				47,977
Total Tax-Exempt Commercial Paper
(Cost $47,985) ($ Thousands)				47,977
Total Investments in Securities — 100.6%
(Cost $185,588) ($ Thousands)			$	185,541

	Percentages are based on Net Assets of $184,362 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Securities are held in connection with a letter of credit issued by a major bank.
(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $20,500 ($ Thousands), representing 11.1% of the Net Assets of the Fund.

AGC — Assured Guaranty Corporation

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of March 31, 2022, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

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

190

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Real Return Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.9%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	11,321	$	12,565
2.375%, 01/15/2027		7,268		8,431
2.000%, 01/15/2026		7,268		8,144
0.625%, 04/15/2023		18,755		19,554
0.625%, 01/15/2024		20,095		21,134
0.625%, 01/15/2026		15,406		16,424
0.500%, 04/15/2024		11,223		11,796
0.375%, 07/15/2023		21,112		22,160
0.375%, 07/15/2025		18,369		19,426
0.375%, 01/15/2027		14,360		15,219
0.250%, 01/15/2025		16,662		17,473
0.125%, 07/15/2024		18,232		19,133
0.125%, 10/15/2024		16,249		16,996
0.125%, 04/15/2025		13,287		13,887
0.125%, 10/15/2025		13,573		14,226
0.125%, 10/15/2025		2,622		2,749
0.125%, 04/15/2026		12,537		13,104
0.125%, 07/15/2026		15,610		16,407
0.125%, 10/15/2026		17,443		18,335
Total U.S. Treasury Obligations
(Cost $283,889) ($ Thousands)				287,163

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		1,207,648	$	1,208
Total Cash Equivalent
(Cost $1,208) ($ Thousands)				1,208
Total Investments in Securities — 100.3%
(Cost $285,097) ($ Thousands)			$	288,371

	Percentages are based on Net Assets of $287,552 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2022.
†	Investment in Affiliated Security (see Note 6).

Cl — Class

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		287,163		–		287,163
Cash Equivalent		1,208		–		–		1,208
Total Investments in Securities		1,208		287,163		–		288,371

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$	987	$	44,196	$	(43,975	)	$	—	$	—	$	1,208		1,207,648	$	—	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

191

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Dynamic Asset Allocation Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 86.7%
Communication Services — 8.4%
Activision Blizzard Inc		14,966	$	1,199
Alphabet Inc, Cl A *		5,757		16,012
Alphabet Inc, Cl C *		5,390		15,054
AT&T Inc		137,749		3,255
Charter Communications Inc, Cl A *		2,318		1,265
Comcast Corp, Cl A		87,628		4,103
Discovery Inc, Cl A *		3,413		85
Discovery Inc, Cl C *		6,277		157
DISH Network Corp, Cl A *		5,102		161
Electronic Arts Inc		5,435		688
Fox Corp, Cl A		6,071		239
Fox Corp, Cl B		2,766		100
Interpublic Group of Cos Inc/The		7,327		260
Live Nation Entertainment Inc *		2,607		307
Lumen Technologies		16,983		191
Match Group Inc *		5,506		599
Meta Platforms, Cl A *		44,502		9,895
Netflix Inc *		8,529		3,195
News Corp, Cl A		7,362		163
News Corp, Cl B		2,517		57
Omnicom Group Inc		4,226		359
Paramount Global, Cl B		11,971		453
Take-Two Interactive Software Inc, Cl A *		2,221		341
T-Mobile US Inc *		11,298		1,450
Twitter Inc *		15,352		594
Verizon Communications Inc		80,965		4,124
Walt Disney Co/The *		34,883		4,785
				69,091
Consumer Discretionary — 10.6%
Advance Auto Parts Inc		1,251		259
Amazon.com Inc, Cl A *		8,426		27,468
AutoZone Inc *		415		848
Bath & Body Works Inc		5,029		240
Best Buy Co Inc		4,330		394

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Booking Holdings Inc *		791	$	1,858
BorgWarner		4,537		176
Caesars Entertainment Inc *		4,054		314
CarMax Inc *		3,145		303
Carnival Corp *		15,726		318
Chipotle Mexican Grill Inc, Cl A *		541		856
Darden Restaurants Inc		2,547		339
Dollar General Corp		4,514		1,005
Dollar Tree Inc *		4,431		710
Domino's Pizza Inc		670		273
DR Horton Inc		6,265		467
eBay Inc		12,218		700
Etsy Inc *		2,413		300
Expedia Group Inc *		2,812		550
Ford Motor Co		74,982		1,268
Garmin Ltd		2,900		344
General Motors Co *		27,682		1,211
Genuine Parts Co		2,806		354
Hasbro Inc		2,409		197
Hilton Worldwide Holdings Inc *		5,309		806
Home Depot Inc/The		20,129		6,025
Las Vegas Sands Corp *		6,565		255
Lennar Corp, Cl A		5,195		422
LKQ Corp		5,116		232
Lowe's Cos Inc		13,019		2,632
Marriott International Inc/MD, Cl A *		5,264		925
McDonald's Corp		14,395		3,560
MGM Resorts International		7,642		320
Mohawk Industries Inc *		1,020		127
Newell Brands Inc, Cl B		7,154		153
NIKE Inc, Cl B		24,659		3,318
Norwegian Cruise Line Holdings Ltd *		7,514		164
NVR Inc *		59		263
O'Reilly Automotive Inc *		1,304		893
Penn National Gaming Inc *		2,986		127
Pool Corp		716		303
PulteGroup Inc		4,873		204
PVH Corp		1,372		105
Ralph Lauren Corp, Cl A		928		105
Ross Stores Inc		6,807		616
Royal Caribbean Cruises Ltd *		4,256		356
Starbucks Corp		22,069		2,008
Tapestry Inc		5,253		195
Target Corp, Cl A		9,347		1,984
Tesla Inc *		16,088		17,336
TJX Cos Inc/The		23,059		1,397
Tractor Supply Co		2,200		513
Ulta Beauty Inc *		1,014		404
Under Armour Inc, Cl A *		3,517		60
Under Armour Inc, Cl C *		3,934		61
VF Corp		6,219		354
Whirlpool Corp		1,169		202

192

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wynn Resorts Ltd *		2,145	$	171
Yum! Brands Inc		5,599		664
				88,012
Consumer Staples — 5.4%
Altria Group Inc		35,220		1,840
Archer-Daniels-Midland Co		10,758		971
Brown-Forman Corp, Cl B		3,560		239
Campbell Soup Co		4,134		184
Church & Dwight Co Inc		4,634		460
Clorox Co/The		2,338		325
Coca-Cola Co/The		74,660		4,629
Colgate-Palmolive Co		16,071		1,219
Conagra Brands Inc		9,063		304
Constellation Brands Inc, Cl A		3,157		727
Costco Wholesale Corp		8,486		4,887
Estee Lauder Cos Inc/The, Cl A		4,485		1,221
General Mills Inc		11,628		787
Hershey Co/The		2,786		604
Hormel Foods Corp		5,623		290
J M Smucker Co/The		2,030		275
Kellogg Co		5,019		324
Kimberly-Clark Corp		6,446		794
Kraft Heinz Co/The		13,714		540
Kroger Co/The		12,990		745
Lamb Weston Holdings Inc		2,801		168
McCormick & Co Inc/MD		4,793		478
Molson Coors Beverage Co, Cl B		3,595		192
Mondelez International Inc, Cl A		26,702		1,676
Monster Beverage Corp *		7,208		576
PepsiCo Inc		26,592		4,451
Philip Morris International Inc		30,075		2,825
Procter & Gamble Co/The		46,077		7,041
Sysco Corp, Cl A		9,795		800
Tyson Foods Inc, Cl A		5,575		500
Walgreens Boots Alliance Inc		13,716		614
Walmart Inc		27,319		4,068
				44,754
Energy — 3.4%
APA		7,152		296
Baker Hughes Co, Cl A		16,995		619
Chevron Corp		37,072		6,036
ConocoPhillips		25,364		2,536
Coterra Energy Inc		16,041		433
Devon Energy Corp		11,975		708
Diamondback Energy Inc, Cl A		3,283		450
EOG Resources Inc		11,226		1,338
Exxon Mobil Corp		81,581		6,738
Halliburton Co		16,926		641
Hess Corp		5,185		555
Kinder Morgan Inc		37,278		705
Marathon Oil Corp		15,459		388

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marathon Petroleum Corp		11,053	$	945
Occidental Petroleum Corp		16,920		960
ONEOK Inc		8,549		604
Phillips 66		8,379		724
Pioneer Natural Resources Co		4,367		1,092
Schlumberger NV, Cl A		26,876		1,110
Valero Energy Corp		7,817		794
Williams Cos Inc/The		23,314		779
				28,451
Financials — 9.6%
Aflac Inc		11,807		760
Allstate Corp/The		5,520		765
American Express Co		11,797		2,206
American International Group Inc		16,136		1,013
Ameriprise Financial Inc		2,190		658
Arthur J Gallagher & Co		3,994		697
Assurant Inc		1,143		208
Bank of America Corp		137,099		5,651
Bank of New York Mellon Corp/The		14,436		716
Berkshire Hathaway Inc, Cl B *		35,170		12,412
BlackRock Inc		2,717		2,076
Brown & Brown Inc		4,539		328
Capital One Financial Corp		8,131		1,068
Cboe Global Markets Inc		2,027		232
Charles Schwab Corp/The		29,005		2,445
Chubb Ltd		8,271		1,769
Cincinnati Financial Corp		2,890		393
Citigroup Inc		38,375		2,049
Citizens Financial Group Inc		8,108		368
CME Group Inc		6,902		1,642
Comerica Inc		2,483		225
Discover Financial Services		5,549		612
Everest Re Group Ltd		773		233
FactSet Research Systems Inc		674		293
Fifth Third Bancorp		13,183		567
First Republic Bank/CA		3,377		547
Franklin Resources Inc		5,343		149
Globe Life Inc		1,800		181
Goldman Sachs Group Inc/The		6,568		2,168
Hartford Financial Services Group Inc/The		6,632		476
Huntington Bancshares Inc/OH		28,162		412
Intercontinental Exchange Inc		10,795		1,426
Invesco Ltd		6,678		154
JPMorgan Chase & Co		56,902		7,757
KeyCorp		18,116		405
Lincoln National Corp		3,195		209
Loews Corp		3,855		250
M&T Bank Corp		2,420		410
MarketAxess Holdings Inc		753		256
Marsh & McLennan Cos Inc		9,671		1,648
MetLife Inc		13,931		979
Moody's Corp		3,093		1,044

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

193

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Morgan Stanley		27,704	$	2,421
MSCI Inc, Cl A		1,577		793
Nasdaq Inc, Cl A		2,207		393
Northern Trust Corp		3,929		457
People's United Financial Inc		8,196		164
PNC Financial Services Group Inc/The		8,109		1,496
Principal Financial Group Inc, Cl A		4,667		343
Progressive Corp/The		11,221		1,279
Prudential Financial Inc		7,318		865
Raymond James Financial Inc		3,472		382
Regions Financial Corp		18,215		405
S&P Global Inc		6,806		2,792
Signature Bank/New York NY, Cl B		1,157		340
SVB Financial Group, Cl B *		1,093		611
Synchrony Financial		10,444		364
T Rowe Price Group Inc		4,283		648
Travelers Cos Inc/The		4,687		856
Truist Financial Corp		25,868		1,467
US Bancorp		25,777		1,370
W R Berkley Corp		4,057		270
Wells Fargo & Co		74,915		3,630
Zions Bancorp NA		3,033		199
				79,402
Health Care — 11.7%
Abbott Laboratories		34,013		4,026
AbbVie Inc		33,982		5,509
ABIOMED Inc *		935		310
Agilent Technologies Inc		5,779		765
Align Technology Inc *		1,395		608
AmerisourceBergen Corp, Cl A		2,851		441
Amgen Inc, Cl A		10,877		2,630
Anthem Inc		4,672		2,295
Baxter International Inc		9,549		740
Becton Dickinson and Co		5,572		1,482
Biogen Inc *		2,849		600
Bio-Rad Laboratories Inc, Cl A *		433		244
Bio-Techne Corp		773		335
Boston Scientific Corp *		27,416		1,214
Bristol-Myers Squibb Co		41,839		3,055
Cardinal Health Inc		5,413		307
Catalent Inc *		3,277		363
Centene Corp *		11,232		946
Cerner Corp		5,812		544
Charles River Laboratories International Inc *		965		274
Cigna Corp		6,199		1,485
Cooper Cos Inc/The, Cl A		966		403
CVS Health Corp		25,461		2,577
Danaher Corp, Cl A		12,255		3,595
DaVita Inc *		1,315		149
Dentsply Sirona Inc		4,221		208
Dexcom Inc *		1,868		956

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		11,988	$	1,411
Eli Lilly & Co		15,322		4,388
Gilead Sciences Inc		23,954		1,424
HCA Healthcare Inc		4,579		1,148
Henry Schein Inc *		2,549		222
Hologic Inc *		4,829		371
Humana Inc		2,457		1,069
IDEXX Laboratories Inc *		1,636		895
Illumina Inc *		2,977		1,040
Incyte Corp *		3,671		292
Intuitive Surgical Inc *		6,865		2,071
IQVIA Holdings Inc *		3,669		848
Johnson & Johnson		50,624		8,972
Laboratory Corp of America Holdings *		1,853		489
McKesson Corp		2,972		910
Merck & Co Inc		48,736		3,999
Mettler-Toledo International Inc *		444		610
Moderna Inc *		6,758		1,164
Molina Healthcare Inc *		1,160		387
Organon & Co		4,792		167
PerkinElmer Inc		2,483		433
Pfizer Inc		107,824		5,582
Quest Diagnostics Inc		2,296		314
Regeneron Pharmaceuticals Inc *		2,037		1,423
ResMed Inc		2,800		679
Stryker Corp		6,446		1,723
Teleflex Inc		900		319
Thermo Fisher Scientific Inc		7,540		4,453
UnitedHealth Group Inc		18,137		9,249
Universal Health Services Inc, Cl B		1,492		216
Vertex Pharmaceuticals Inc *		4,884		1,275
Viatris Inc, Cl W *		22,983		250
Waters Corp *		1,178		366
West Pharmaceutical Services Inc		1,449		595
Zimmer Biomet Holdings Inc		4,010		513
Zoetis Inc, Cl A		9,049		1,707
				97,035
Industrials — 6.6%
3M Co		11,035		1,643
A O Smith Corp		2,510		160
Alaska Air Group Inc *		2,514		146
American Airlines Group Inc *		12,281		224
AMETEK Inc		4,406		587
Boeing Co/The *		10,634		2,036
Carrier Global Corp		16,721		767
Caterpillar Inc, Cl A		10,374		2,312
CH Robinson Worldwide Inc		2,598		280
Cintas Corp		1,725		734
Copart Inc *		4,054		509
CSX Corp		42,745		1,601
Cummins Inc		2,765		567
Deere & Co		5,376		2,234

194

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Delta Air Lines Inc, Cl A *		12,184	$	482
Dover Corp		2,747		431
Emerson Electric Co		11,519		1,129
Equifax Inc		2,392		567
Expeditors International of Washington Inc		3,292		340
Fastenal Co, Cl A		11,050		656
FedEx Corp		4,702		1,088
Fortive Corp		6,808		415
Fortune Brands Home & Security Inc		2,707		201
Generac Holdings Inc *		1,183		352
General Dynamics Corp		4,507		1,087
General Electric Co		21,271		1,946
Honeywell International Inc		13,282		2,584
Howmet Aerospace Inc		7,232		260
Huntington Ingalls Industries Inc, Cl A		773		154
IDEX Corp		1,448		278
Illinois Tool Works Inc		5,535		1,159
Ingersoll Rand Inc		7,735		389
Jacobs Engineering Group Inc		2,532		349
JB Hunt Transport Services Inc		1,587		319
L3Harris Technologies Inc		3,737		929
Leidos Holdings Inc		2,804		303
Lockheed Martin Corp		4,727		2,087
Masco Corp		4,659		238
Nordson Corp		1,063		241
Norfolk Southern Corp		4,738		1,351
Northrop Grumman Corp		2,863		1,280
Old Dominion Freight Line Inc, Cl A		1,786		533
Otis Worldwide Corp		8,162		628
PACCAR Inc		6,681		588
Parker-Hannifin Corp, Cl A		2,464		699
Quanta Services Inc		2,684		353
Raytheon Technologies Corp		28,826		2,856
Republic Services Inc		4,019		533
Robert Half International Inc		2,184		249
Rockwell Automation Inc		2,255		631
Rollins Inc		4,520		158
Roper Technologies Inc		2,045		966
Snap-on Inc		1,018		209
Southwest Airlines Co, Cl A *		11,327		519
Stanley Black & Decker Inc		3,099		433
Textron Inc		4,286		319
TransDigm Group Inc *		973		634
Union Pacific Corp		12,206		3,335
United Airlines Holdings Inc *		6,078		282
United Parcel Service Inc, Cl B		14,012		3,005
United Rentals Inc *		1,349		479
Verisk Analytics Inc, Cl A		3,090		663
Waste Management Inc		7,418		1,176
Westinghouse Air Brake Technologies Corp		3,562		343
WW Grainger Inc		817		421

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		3,424	$	292
				54,719
Information Technology — 24.3%
Adobe Inc *		9,133		4,161
Advanced Micro Devices Inc *		31,515		3,446
Akamai Technologies Inc *		3,063		366
Amphenol Corp, Cl A		11,530		869
Analog Devices Inc		10,300		1,701
ANSYS Inc *		1,640		521
Apple Inc		298,389		52,102
Applied Materials Inc		17,063		2,249
Arista Networks Inc *		4,346		604
Autodesk Inc, Cl A *		4,254		912
Automatic Data Processing Inc		8,054		1,833
Broadcom Inc		7,908		4,980
Broadridge Financial Solutions Inc		2,234		348
Cadence Design Systems Inc *		5,310		873
CDW Corp/DE		2,607		466
Ceridian HCM Holding Inc *		2,606		178
Cisco Systems Inc/Delaware		81,008		4,517
Citrix Systems Inc		2,441		246
Cognizant Technology Solutions Corp, Cl A		10,117		907
Corning Inc, Cl B		14,659		541
DXC Technology Co *		4,809		157
Enphase Energy Inc *		2,608		526
EPAM Systems Inc *		1,061		315
F5 Inc, Cl A *		1,149		240
Fidelity National Information Services Inc, Cl B		11,736		1,179
Fiserv Inc, Cl A *		11,457		1,162
FleetCor Technologies Inc *		1,544		385
Fortinet Inc *		2,607		891
Gartner Inc *		1,613		480
Global Payments Inc		5,594		766
Hewlett Packard Enterprise Co		24,724		413
HP Inc		20,668		750
Intel Corp		78,137		3,872
International Business Machines Corp		17,354		2,256
Intuit Inc		5,451		2,621
IPG Photonics Corp *		676		74
Jack Henry & Associates Inc		1,450		286
Juniper Networks Inc		6,254		232
Keysight Technologies Inc *		3,475		549
KLA Corp		2,946		1,078
Lam Research Corp		2,700		1,452
Mastercard Inc, Cl A		16,636		5,945
Microchip Technology Inc		10,493		788
Micron Technology Inc		21,604		1,683
Microsoft Corp		144,258		44,476
Monolithic Power Systems Inc		870		423
Motorola Solutions Inc		3,286		796
NetApp Inc		4,276		355

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

195

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NortonLifeLock Inc		11,409	$	303
NVIDIA Corp		48,129		13,132
NXP Semiconductors NV		5,118		947
Oracle Corp, Cl B		30,254		2,503
Paychex Inc		6,180		843
Paycom Software Inc *		887		307
PayPal Holdings Inc *		22,681		2,623
PTC Inc *		2,028		218
Qorvo Inc *		2,131		264
QUALCOMM Inc		21,496		3,285
Salesforce *		18,803		3,992
ServiceNow Inc *		3,763		2,096
Skyworks Solutions Inc		3,095		413
SolarEdge Technologies Inc *		1,064		343
Synopsys Inc *		2,895		965
Teledyne Technologies Inc *		890		421
Teradyne Inc		3,188		377
Texas Instruments Inc		17,719		3,251
Trimble Inc *		4,828		348
Tyler Technologies Inc *		809		360
VeriSign Inc *		1,812		403
Visa Inc, Cl A		31,929		7,081
Western Digital Corp *		5,824		289
Zebra Technologies Corp, Cl A *		977		404
				201,138
Materials — 1.9%
Air Products and Chemicals Inc		4,257		1,064
Albemarle Corp		2,240		495
Avery Dennison Corp		1,619		282
Ball Corp		6,290		566
Celanese Corp, Cl A		2,126		304
CF Industries Holdings Inc		4,090		422
Corteva Inc		14,093		810
Dow Inc		14,321		913
DuPont de Nemours Inc		9,856		725
Eastman Chemical Co		2,510		281
Ecolab Inc		4,775		843
FMC Corp		2,362		311
Freeport-McMoRan Inc, Cl B		28,256		1,405
International Flavors & Fragrances Inc		4,988		655
International Paper Co		7,408		342
LyondellBasell Industries NV, Cl A		5,033		518
Martin Marietta Materials Inc, Cl A		1,222		470
Mosaic Co/The		7,256		482
Newmont Corp		15,358		1,220
Nucor Corp		5,162		767
Packaging Corp of America		1,835		287
PPG Industries Inc		4,507		591
Sealed Air Corp		2,857		191
Sherwin-Williams Co/The, Cl A		4,649		1,161
Vulcan Materials Co		2,539		466

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Westrock Co		5,112	$	240
				15,811
Real Estate — 2.4%
Alexandria Real Estate Equities Inc ‡		2,712		546
American Tower Corp, Cl A ‡		8,780		2,206
AvalonBay Communities Inc ‡		2,726		677
Boston Properties Inc ‡		2,811		362
CBRE Group Inc, Cl A *		6,396		585
Crown Castle International Corp ‡		8,332		1,538
Digital Realty Trust Inc, Cl A ‡		5,406		767
Duke Realty Corp ‡		7,239		420
Equinix Inc ‡		1,718		1,274
Equity Residential ‡		6,499		584
Essex Property Trust Inc ‡		1,215		420
Extra Space Storage Inc ‡		2,608		536
Federal Realty Investment Trust ‡		1,352		165
Healthpeak Properties Inc ‡		10,261		352
Host Hotels & Resorts Inc ‡		13,523		263
Iron Mountain Inc ‡		5,378		298
Kimco Realty Corp ‡		12,074		298
Mid-America Apartment Communities Inc ‡		2,221		465
Prologis Inc ‡		14,162		2,287
Public Storage ‡		2,895		1,130
Realty Income Corp ‡		10,930		758
Regency Centers Corp ‡		2,994		214
SBA Communications Corp, Cl A ‡		2,088		719
Simon Property Group Inc ‡		6,333		833
UDR Inc ‡		5,695		327
Ventas Inc ‡		7,837		484
Vornado Realty Trust ‡		3,022		137
Welltower Inc ‡		8,409		808
Weyerhaeuser Co ‡		14,248		540
				19,993
Utilities — 2.4%
AES Corp/The		12,555		323
Alliant Energy Corp		4,729		295
Ameren Corp		4,868		456
American Electric Power Co Inc		9,584		956
American Water Works Co Inc		3,476		575
Atmos Energy Corp		2,607		312
CenterPoint Energy Inc		11,686		358
CMS Energy Corp		5,715		400
Consolidated Edison Inc		6,736		638
Constellation Energy		6,272		353
Dominion Energy Inc		15,713		1,335
DTE Energy Co		3,708		490
Duke Energy Corp		14,871		1,661
Edison International		7,304		512
Entergy Corp		3,839		448
Evergy Inc		4,343		297
Eversource Energy		6,608		583

196

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		18,819	$	896
FirstEnergy Corp		10,449		479
NextEra Energy Inc		37,748		3,198
NiSource Inc		7,944		253
NRG Energy Inc		4,496		172
Pinnacle West Capital Corp		2,317		181
PPL Corp		14,625		418
Public Service Enterprise Group Inc		9,611		673
Sempra Energy		6,128		1,030
Southern Co/The		20,256		1,469
WEC Energy Group Inc		6,021		601
Xcel Energy Inc		10,277		742
				20,104
Total Common Stock
(Cost $314,375) ($ Thousands)				718,510
FOREIGN COMMON STOCK — 2.2%
Ireland — 0.7%
Accenture PLC, Cl A		12,195		4,113
Eaton Corp PLC		7,666		1,163
				5,276
Switzerland — 0.1%
TE Connectivity Ltd		6,280		822

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
United Kingdom — 1.4%
Allegion PLC		1,733	$	190
Amcor PLC		29,272		332
Aon PLC, Cl A		4,162		1,355
Aptiv PLC *		5,156		617
Johnson Controls International PLC		13,557		889
Linde PLC		9,831		3,141
Medtronic PLC		26,020		2,887
Nielsen Holdings PLC		6,834		186
Pentair PLC		3,064		166
Seagate Technology Holdings PLC		4,005		360
STERIS PLC		1,874		453
Trane Technologies PLC		4,543		694
Willis Towers Watson PLC		2,363		558
				11,828
Total Foreign Common Stock
(Cost $8,331) ($ Thousands)				17,926
Total Investments in Securities — 88.9%
(Cost $322,706) ($ Thousands)			$	736,436
	Contracts
PURCHASED SWAPTION* — 1.9%
Total Purchased Swaption (A)
(Cost $7,544) ($ Thousands)		126,633,735	$	15,325

A list of the open OTC swaption contracts held by the Fund at March 31, 2022 is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 1.8%
Call Swaptions
SWAPTION 3Y30Y 1.985% PAY*		Bank of America Merrill Lynch		45,991,255	$	1.99		08/17/2024	$	5,967
SWAPTION 3Y30Y 2.000% PAY*		Bank of America Merrill Lynch		80,642,481	$	2.00		08/19/2023		9,358
Total Purchased Swaptions				126,633,736					$	15,325

A list of the open futures contracts held by the Fund at March 31, 2022 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI^		408		Jun-2022	$	86,221	$	92,427	$	6,206
					$	86,221	$	92,427	$	6,206

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

197

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Dynamic Asset Allocation Fund (Concluded)

A list of the open OTC swap agreements held by the Fund at March 31, 2022, is as follows:

Total Return Swaps
Counterparty	Reference Entity/ Obligation		Fund Pays		Fund Receives			Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas^		BCOMTR		BCOMTR		0.10	%		Quarterly		06/09/2022		USD		(39,662	)	$	(442	)	$	–	$	(442	)
																	$	(442	)	$	–	$	(442	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022, is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Thousands)
1-Year CPI-CPURNSA^		2.1475%		Annually		12/10/2030		USD		27,761	$	4,987	$	–	$	4,987
USD-SOFR-OIS COMPOUND		1.66%		Annually		11/24/2031		USD		92,069		1,215		–		1,215
											$	6,202	$	–	$	6,202

	Percentages are based on Net Assets of $828,395 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
^	Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2022.
(A)	Refer to table below for details on Swaption Contracts.

Cl — Class

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor's

Ser — Series

SOFR — Secured Overnight Financing Rate

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		718,510		–		–		718,510
Foreign Common Stock		17,926		–		–		17,926
Total Investments in Securities		736,436		–		–		736,436

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Purchased Swaptions		–		15,325			–		15,325
Futures Contracts*
Unrealized Appreciation		6,206		–			–		6,206
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–		(442	)		–		(442	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		6,202			–		6,202	��
Total Other Financial Instruments		6,206		21,085			–		27,291

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

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

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

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

198

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 26.5%
Communication Services — 5.1%
Activision Blizzard Inc		65,120	$	5,217
Alphabet Inc, Cl A *		293		815
Altice USA Inc, Cl A *		2,470		31
AMC Networks Inc, Cl A *		1,282		52
Audacy Inc, Cl A *		5,141		15
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		26
Cogent Communications Holdings Inc		5,215		346
DISH Network Corp, Cl A *		63,704		2,016
Hemisphere Media Group Inc, Cl A *		7,031		32
Pinterest Inc, Cl A *		25,968		639
Snap Inc, Cl A *		36,308		1,307
Spanish Broadcasting System, Cl A		1,428		5
Take-Two Interactive Software Inc, Cl A *		4,227		650
TEGNA Inc		72,341		1,620
T-Mobile US Inc *		6,765		868
Twitter Inc *		10,762		416
United States Cellular Corp *		2,408		73
Urban One		4,577		23
Urban One, Cl A		5,968		37
Verizon Communications Inc		51,679		2,633
Windstream Services *		5,206		81
ZoomInfo Technologies, Cl A *		27,485		1,642
Zynga Inc, Cl A *		452,670		4,183
				22,727
Consumer Discretionary — 2.0%
Accel Entertainment, Cl A *		4,386		53
Amazon.com Inc, Cl A *		395		1,288

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AMMO *		100,304	$	481
Booking Holdings Inc *		319		749
Caesars Entertainment Inc *		738		57
Cenveo Corporation *(A)		6,082		42
Deckers Outdoor Corp *		2,334		639
Everi Holdings Inc *		2,472		52
Full House Resorts *		38,153		367
Guitar Center *(A)(B)		2,167		381
Houghton Mifflin Harcourt Co *		3,153		66
iRobot *		5,009		318
JD.com ADR *		4,164		241
Kohl's Corp		784		47
Shake Shack Inc, Cl A *		4,862		330
Skechers USA Inc, Cl A *		8,408		343
Tenneco Inc, Cl A *		25,366		465
Terminix Global Holdings Inc *		34,927		1,594
Wynn Resorts Ltd *		16,228		1,294
				8,807
Consumer Staples — 0.5%
Coty Inc, Cl A *		223,642		2,011
Rite Aid *		1,872		16
Sanderson Farms Inc		716		134
				2,161
Energy — 1.9%
APA		16,456		680
Civitas Resources		2,332		139
Halliburton Co (O)		71,294		2,700
Kinetik Holdings, Cl A		5,000		325
KLX Energy Services Holdings *		51,678		267
NexGen Energy *		131,430		744
Parker Drilling *(A)(C)(D)		4,414		23
ProPetro Holding Corp * (O)		178,116		2,481
Tellurian *		3,721		20
Viper Energy Partners LP (E)(O)		39,438		1,166
				8,545
Financials — 2.1%
Advanced Merger Partners *		255		3
AF Acquisition		2,804		28
BOA Acquisition		6,484		65
Build Acquisition *		1,560		15
DHC Acquisition *		1,425		14
Digital Transformation Opportunities		8,908		87
First Horizon Corp		230,980		5,426
GX Acquisition II, Cl A		10,918		106
Leo Holdings II		1,439		14
NightDragon Acquisition		1,439		14
Noble Corp *		1,654		51
Orion Acquisition		2,436		24
Penney Borrower LLC *		3,070		35
PepperLime Health Acquisition *		648		7
Plum Acquisition I, Cl A *		5,674		55

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

199

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ribbit LEAP *(C)		56,719	$	564
RXR Acquisition *		3,781		37
Silvergate Capital, Cl A *		5,553		836
Social Leverage Acquisition I		66		1
TCV Acquisition, Cl A		50,160		490
TPB Acquisition I		86		1
Wintrust Financial Corp		7,043		655
Zions Bancorp NA		17,402		1,141
				9,669
Health Care — 1.0%
Bausch Health *		31,012		708
Cerner Corp		12,192		1,141
Incyte Corp *		2,155		171
Natera Inc *		8,230		335
Ortho Clinical Diagnostics Holdings *		41,299		771
STAAR Surgical Co *		8,311		664
Tilray Brands *		2,853		22
Viatris Inc, Cl W *		59,715		650
				4,462
Industrials — 2.3%
Air Transport Services Group Inc * (O)		79,250		2,651
Clean Harbors Inc *		8,541		953
GFL Environmental		1,235		40
Kirby Corp * (O)		35,373		2,554
Meritor Inc *		6,405		228
Monitronics International Inc *(A)(B)		18,437		142
Nielsen Holdings PLC		33,312		907
SkyWest Inc *		12,867		371
Thomson Reuters		7,944		865
Timken Co/The		2,568		156
Uber Technologies Inc *		26,634		950
Vertiv Holdings Co, Cl A		25,300		354
				10,171
Information Technology — 7.0%
Advanced Micro Devices Inc *		6,971		762
Alteryx Inc, Cl A *		2,667		191
Anaplan Inc *		10,556		687
Aquity Holdings Inc *(A)		3,945		36
Bill.com Holdings Inc *		4,756		1,079
CDW Corp/DE		2,444		437
Cirrus Logic Inc *		8,122		689
Citrix Systems Inc		6,183		624
CMC Materials Inc		3,069		569
CommScope Holding Co Inc *		86,352		680
Coupa Software Inc *		5,003		508
Digital Turbine Inc *		8,010		351
Dlocal Ltd/Uruguay, Cl A *		21,867		684
DocuSign Inc, Cl A *		19,092		2,045
Dynatrace Inc *		18,491		871
Everbridge Inc *		15,600		681
Flex *		91,773		1,702

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Intuit Inc		2,254	$	1,084
ironSource, Cl A *		81,284		390
Mandiant Inc *		5,574		124
Mastercard Inc, Cl A		2,480		886
Microsoft Corp		2,948		909
Mimecast Ltd *		4,891		389
MoneyGram International Inc *		18,704		198
MongoDB Inc, Cl A *		987		438
National Instruments Corp		8,468		344
NeoPhotonics Corp *		86,141		1,310
Oracle Corp, Cl B		5,288		437
Palo Alto Networks Inc *		1,665		1,037
Procore Technologies Inc *		3,361		195
QUALCOMM Inc		2,383		364
Salesforce *		15,415		3,273
Shift4 Payments Inc, Cl A *		14,613		905
Squarespace *		2,987		77
SS&C Technologies Holdings Inc		20,779		1,559
Stratim Cloud Acquisition *(A)		949		9
Twilio Inc, Cl A *		8,022		1,322
Vishay Intertechnology Inc (O)		111,284		2,181
Vonage Holdings Corp *		12,244		248
Vontier Corp		55,584		1,411
				31,686
Materials — 2.8%
Alcoa Corp (O)		28,176		2,537
Allegheny Technologies Inc * (O)		51,443		1,381
Arctic Canadian Diamond Company Ltd. *(A)		228		—
Ardagh Metal Packaging *		6,209		50
Atotech *		5,420		119
Century Aluminum Co * (O)		91,037		2,395
Constellium, Cl A * (O)		82,672		1,488
Eagle Materials Inc (O)		15,327		1,967
Ferro *		5,328		116
Libbey Glass Inc. *(A)		1,227		15
Olin Corp (O)		48,646		2,543
				12,611
Real Estate — 1.4%
Copper Property Pass-Through Certificates *(A)(D)		18,673		296
Healthcare Trust of America Inc, Cl A ‡		48,125		1,508
Kimco Realty Corp ‡		85,569		2,113
Park Hotels & Resorts Inc ‡		123,647		2,415
				6,332
Utilities — 0.4%
South Jersey Industries Inc, Cl A		54,996		1,900
Vistra Corp		4,137		96
				1,996

200

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $114,950) ($ Thousands)			$	119,167
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 17.5%
Communication Services — 3.0%
Altice France
5.500%, 10/15/2029 (F)	$	120		108
Altice France Holding
10.500%, 05/15/2027 (F)		1,496		1,566
AMC Entertainment Holdings
6.125%, 05/15/2027		55		39
5.750%, 06/15/2025		5		4
AMC Networks
4.250%, 02/15/2029		280		261
Audacy Capital
6.750%, 03/31/2029 (F)		96		90
6.500%, 05/01/2027 (F)		125		117
CCO Holdings
5.375%, 06/01/2029 (F)		50		50
4.500%, 08/15/2030 (F)		200		188
4.250%, 01/15/2034 (F)		395		343
Clear Channel International BV
6.625%, 08/01/2025 (F)		207		211
Connect Finco SARL
6.750%, 10/01/2026 (F)		2,689		2,736
DISH DBS
7.750%, 07/01/2026		225		223
7.375%, 07/01/2028		105		99
5.750%, 12/01/2028 (F)		135		128
5.250%, 12/01/2026 (F)		25		24
5.125%, 06/01/2029		145		123
Gray Television
7.000%, 05/15/2027 (F)		268		277
iHeartCommunications
8.375%, 05/01/2027		301		311
6.375%, 05/01/2026		258		265
Salem Media Group
6.750%, 06/01/2024 (F)		221		218
Scripps (Escrow Security)
5.875%, 07/15/2027 (F)		349		349
Scripps II (Escrow Security)
5.375%, 01/15/2031 (F)		57		55
Sinclair Television Group
4.125%, 12/01/2030 (F)		245		218
Spanish Broadcasting System
9.750%, 03/01/2026 (F)		158		159
Stagwell Global
5.625%, 08/15/2029 (F)		467		441

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TEGNA
5.000%, 09/15/2029	$	903	$	905
4.625%, 03/15/2028		1,769		1,760
T-Mobile USA
3.500%, 04/15/2031		65		61
3.375%, 04/15/2029		65		62
Trilogy International South Pacific
8.875%, 05/15/2023 (F)		316		313
Urban One
7.375%, 02/01/2028 (F)		634		636
Windstream Escrow
7.750%, 08/15/2028 (F)		514		524
Wp
5.500%, 01/15/2030	EUR	145		151
				13,015
Consumer Discretionary — 3.6%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (F)	$	135		130
3.500%, 02/15/2029 (F)		69		64
Abercrombie & Fitch Management
8.750%, 07/15/2025 (F)		202		213
Albion Financing 2SARL
8.750%, 04/15/2027 (F)		158		152
Allen Media
10.500%, 02/15/2028 (F)		363		358
Altice Financing
5.750%, 08/15/2029 (F)		225		204
American Greetings
8.750%, 04/15/2025 (F)		265		260
Bath & Body Works
7.600%, 07/15/2037		5		5
6.750%, 07/01/2036		175		178
6.625%, 10/01/2030 (F)		60		63
BCP V Modular Services Finance
6.750%, 11/30/2029	EUR	125		126
Beazer Homes USA
6.750%, 03/15/2025	$	42		42
Bloomin' Brands
5.125%, 04/15/2029 (F)		220		208
Caesars Entertainment
8.125%, 07/01/2027 (F)		657		704
Caesars Resort Collection
5.750%, 07/01/2025 (F)		407		415
Carnival
10.500%, 02/01/2026 (F)		95		106
9.875%, 08/01/2027 (F)		270		298
5.750%, 03/01/2027 (F)		15		14
4.000%, 08/01/2028 (F)		45		42
Cengage Learning
9.500%, 06/15/2024 (F)		390		389

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

201

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clarios Global
4.375%, 05/15/2026	EUR	100	$	110
Constellation
8.500%, 09/15/2025 (F)	$	72		67
CSC Holdings
5.750%, 01/15/2030 (F)		640		570
4.625%, 12/01/2030 (F)		187		156
Cumulus Media New Holdings
6.750%, 07/01/2026 (F)		199		199
Diamond Sports Group
6.625%, 08/15/2027 (F)		312		64
5.375%, 08/15/2026 (F)		440		171
Directv Financing
5.875%, 08/15/2027 (F)		80		79
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (F)		61		53
EC Finance
3.000%, 10/15/2026	EUR	427		465
Empire Resorts
7.750%, 11/01/2026 (F)	$	460		449
Fertitta Entertainment
6.750%, 01/15/2030 (F)		309		284
Full House Resorts
8.250%, 02/15/2028 (F)		135		138
Golden Entertainment
7.625%, 04/15/2026 (F)		442		460
Goodyear Tire & Rubber
9.500%, 05/31/2025		110		116
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (F)		380		397
Jacobs Entertainment
6.750%, 02/15/2029 (F)		140		141
Las Vegas Sands
2.900%, 06/25/2025		79		74
Liberty Interactive
8.250%, 02/01/2030		325		297
Mohegan Gaming & Entertainment
8.000%, 02/01/2026 (F)		313		311
NCL
7.750%, 02/15/2029 (F)		138		139
5.875%, 03/15/2026 (F)		201		191
5.875%, 02/15/2027 (F)		220		217
3.625%, 12/15/2024 (F)		263		248
Panther BF Aggregator 2
8.500%, 05/15/2027 (F)		175		182
Party City Holdings
5.750%, ICE LIBOR USD 6 Month + 5.000%, 07/15/2025 (F)(G)		103		93
PetSmart
7.750%, 02/15/2029 (F)		103		106
4.750%, 02/15/2028 (F)		383		370

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Radiate Holdco
6.500%, 09/15/2028 (F)	$	63	$	60
Royal Caribbean Cruises
11.500%, 06/01/2025 (F)		167		184
10.875%, 06/01/2023 (F)		120		128
9.125%, 06/15/2023 (F)		65		68
5.500%, 08/31/2026 (F)		90		87
Scientific Games International
8.250%, 03/15/2026 (F)		41		43
Staples
10.750%, 04/15/2027 (F)		172		153
7.500%, 04/15/2026 (F)		69		67
StoneMor
8.500%, 05/15/2029 (F)		300		297
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (F)		235		231
Tenneco
5.125%, 04/15/2029 (F)		2,019		2,006
5.000%, 07/15/2026		827		814
Terrier Media Buyer
8.875%, 12/15/2027 (F)		295		300
Travel + Leisure
4.500%, 12/01/2029 (F)		139		129
VOC Escrow
5.000%, 02/15/2028 (F)		155		144
VZ Secured Financing BV
5.000%, 01/15/2032 (F)		145		136
White Capital Buyer
6.875%, 10/15/2028 (F)		51		48
White Capital Parent
8.250%cash/9.000% PIK, 03/15/2026 (F)		97		95
William Hill MTN
4.750%, 05/01/2026	GBP	200		265
Wynn Las Vegas
5.500%, 03/01/2025 (F)	$	50		50
5.250%, 05/15/2027 (F)		60		58
Wynn Macau
5.625%, 08/26/2028 (F)		5		4
5.500%, 01/15/2026 (F)		50		46
5.500%, 10/01/2027 (F)		30		26
5.125%, 12/15/2029 (F)		10		8
Wynn Resorts Finance
7.750%, 04/15/2025 (F)		120		125
5.125%, 10/01/2029 (F)		205		193
Yum! Brands
5.375%, 04/01/2032		160		160
				16,043
Consumer Staples — 0.7%
Albertsons
7.500%, 03/15/2026 (F)		1,452		1,534

202

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BellRing Brands
7.000%, 03/15/2030 (F)	$	240	$	245
New Albertsons
8.700%, 05/01/2030		235		270
8.000%, 05/01/2031		60		67
Post Holdings
5.500%, 12/15/2029 (F)		5		5
4.625%, 04/15/2030 (F)		95		85
4.500%, 09/15/2031 (F)		30		27
Rite Aid
8.000%, 11/15/2026 (F)		76		70
7.700%, 02/15/2027		345		269
US Foods
6.250%, 04/15/2025 (F)		157		161
Vector Group
10.500%, 11/01/2026 (F)		225		230
5.750%, 02/01/2029 (F)		305		278
				3,241
Energy — 3.2%
Aethon United BR
8.250%, 02/15/2026 (F)		160		166
Antero Midstream Partners
7.875%, 05/15/2026 (F)		15		16
5.750%, 03/01/2027 (F)		125		127
Antero Resources
7.625%, 02/01/2029 (F)		102		110
Ascent Resources Utica Holdings
5.875%, 06/30/2029 (F)		105		104
Blue Racer Midstream
7.625%, 12/15/2025 (F)		111		116
6.625%, 07/15/2026 (F)		155		157
Calumet Specialty Products Partners
11.000%, 04/15/2025 (F)		166		172
Carrizo Oil & Gas
8.250%, 07/15/2025		200		202
Chesapeake Energy
6.750%, 04/15/2029 (F)		375		397
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (A)(B)		225		4
CITGO Petroleum
7.000%, 06/15/2025 (F)		206		207
CNX Midstream Partners
4.750%, 04/15/2030 (F)		25		23
CNX Resources
7.250%, 03/14/2027 (F)		95		101
Comstock Resources
7.500%, 05/15/2025 (F)		201		204
Crescent Energy Finance
7.250%, 05/01/2026 (F)		138		139
Crestwood Midstream Partners
8.000%, 04/01/2029 (F)		319		341

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CrownRock
5.625%, 10/15/2025 (F)	$	334	$	340
DCP Midstream Operating
3.250%, 02/15/2032		125		113
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (F)		122		126
Energy Transfer
6.625%, ICE LIBOR USD 3 Month + 4.155%(G)(H)		83		74
EnLink Midstream
5.625%, 01/15/2028 (F)		80		82
5.375%, 06/01/2029		60		60
EnLink Midstream Partners
5.600%, 04/01/2044		63		54
EQT
7.500%, 02/01/2030		115		133
6.625%, 02/01/2025		50		53
Genesis Energy
8.000%, 01/15/2027		245		252
7.750%, 02/01/2028		160		161
Greenfire Resources
12.000%, 08/15/2025 (F)		272		288
Harvest Midstream I
7.500%, 09/01/2028 (F)		467		477
ITT Holdings
6.500%, 08/01/2029 (F)		115		106
KLX Energy Services Holdings
11.500%, 11/01/2025		984		674
Laredo Petroleum
10.125%, 01/15/2028		95		102
9.500%, 01/15/2025		125		130
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031		640		589
MEG Energy
7.125%, 02/01/2027 (F)		225		235
Nabors Industries
7.500%, 01/15/2028 (F)		171		167
7.375%, 05/15/2027 (F)		151		157
New Fortress Energy
6.750%, 09/15/2025 (F)		86		87
6.500%, 09/30/2026 (F)		69		68
NGL Energy Operating
7.500%, 02/01/2026 (F)		120		118
NGL Energy Partners
7.500%, 11/01/2023		400		383
7.500%, 04/15/2026		165		144
6.125%, 03/01/2025		145		126
Northern Oil and Gas
8.125%, 03/01/2028 (F)		225		234
Occidental Petroleum
6.125%, 01/01/2031		40		45
5.500%, 12/01/2025		70		74

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

203

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 06/15/2045	$	120	$	116
4.500%, 07/15/2044		10		10
4.400%, 04/15/2046		10		10
PBF Holding
9.250%, 05/15/2025 (F)		340		350
7.250%, 06/15/2025		150		136
6.000%, 02/15/2028		10		8
Petroleos Mexicanos
6.950%, 01/28/2060		2,017		1,637
6.875%, 10/16/2025 (F)		223		234
6.700%, 02/16/2032 (F)		156		148
Petroleos Mexicanos MTN
6.750%, 09/21/2047		1,310		1,065
Rockcliff Energy II
5.500%, 10/15/2029 (F)		512		512
Secure Energy Services
7.250%, 12/30/2026 (F)	CAD	221		178
Shelf Drilling Holdings
8.875%, 11/15/2024 (F)	$	60		61
8.250%, 02/15/2025 (F)		305		251
SM Energy
10.000%, 01/15/2025 (F)		486		531
Strathcona Resources
6.875%, 08/01/2026 (F)		320		322
Tallgrass Energy Partners
6.000%, 09/01/2031 (F)		272		262
Targa Resources Partners
4.000%, 01/15/2032		145		140
Transocean
11.500%, 01/30/2027 (F)		185		191
6.800%, 03/15/2038		290		194
				14,594
Financials — 1.0%
AG Issuer
6.250%, 03/01/2028 (F)		180		180
Asteroid Private Merger Sub
8.500%, 11/15/2029 (F)		135		131
Barclays
7.750%, USD Swap Semi 30/360 5 Yr Curr + 4.842%(G)(H)		160		166
Enact Holdings
6.500%, 08/15/2025 (F)		140		144
Finance of America Funding
7.875%, 11/15/2025 (F)		475		442
Freedom Mortgage
8.250%, 04/15/2025 (F)		398		397
6.625%, 01/15/2027 (F)		360		334
Home Point Capital
5.000%, 02/01/2026 (F)		235		193
Jane Street Group
4.500%, 11/15/2029 (F)		220		208

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LD Holdings Group
6.500%, 11/01/2025 (F)	$	165	$	155
6.125%, 04/01/2028 (F)		130		115
New Residential Investment
6.250%, 10/15/2025 (F)		280		269
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		20
3.500%, 01/23/2043		280		282
OneMain Finance
7.125%, 03/15/2026	$	105		112
6.875%, 03/15/2025		100		105
PennyMac Financial Services
5.750%, 09/15/2031 (F)		15		13
4.250%, 02/15/2029 (F)		160		137
Sabre GLBL
9.250%, 04/15/2025 (F)		259		287
Starwood Property Trust
4.375%, 01/15/2027 (F)		20		19
Tunisian Republic
5.750%, 01/30/2025		220		147
United Wholesale Mortgage
5.750%, 06/15/2027 (F)		220		204
VistaJet Malta Finance
6.375%, 02/01/2030 (F)		200		188
WeWork
7.875%, 05/01/2025 (F)		519		469
5.000%, 07/10/2025 (F)		97		82
				4,799
Health Care — 1.4%
Akumin
7.000%, 11/01/2025 (F)		440		365
Akumin Escrow
7.500%, 08/01/2028 (F)		125		99
Bausch Health
9.000%, 12/15/2025 (F)		109		113
7.250%, 05/30/2029 (F)		215		183
7.000%, 01/15/2028 (F)		70		63
6.250%, 02/15/2029 (F)		315		258
5.250%, 01/30/2030 (F)		155		122
5.000%, 02/15/2029 (F)		218		170
4.875%, 06/01/2028 (F)		35		34
Bausch Health Americas
9.250%, 04/01/2026 (F)		68		70
Cano Health
6.250%, 10/01/2028 (F)		415		398
Centene
4.625%, 12/15/2029		198		200
3.375%, 02/15/2030		238		224
CHS
8.000%, 03/15/2026 (F)		406		423
6.125%, 04/01/2030 (F)		267		249

204

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 02/15/2031 (F)	$	103	$	97
Embecta
6.750%, 02/15/2030 (F)		165		165
Endo
5.875%, 10/15/2024 (F)		85		80
Endo DAC
9.500%, 07/31/2027 (F)		194		170
6.000%, 06/30/2028 (F)		193		109
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (F)		25		23
Envision Healthcare
8.750%, 10/15/2026 (F)		155		75
FXI Holdings
12.250%, 11/15/2026 (F)		184		199
7.875%, 11/01/2024 (F)		170		169
Lannett
7.750%, 04/15/2026 (F)		410		223
Minerva Merger Sub
6.500%, 02/15/2030 (F)		137		133
Prestige Brands
5.125%, 01/15/2028 (F)		13		13
Prime Security Services Borrower
6.250%, 01/15/2028 (F)		225		220
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (F)		527		551
Surgery Center Holdings
10.000%, 04/15/2027 (F)		479		503
Tenet Healthcare
4.375%, 01/15/2030 (F)		170		163
Varex Imaging
7.875%, 10/15/2027 (F)		183		194
Verisure Midholding
5.250%, 02/15/2029	EUR	131		134
				6,192
Industrials — 1.5%
American Airlines
5.750%, 04/20/2029 (F)	$	135		134
5.500%, 04/20/2026 (F)		90		91
Avianca Midco 2
9.000%, 12/01/2028 (F)		368		348
Bombardier
7.875%, 04/15/2027 (F)		65		64
7.500%, 12/01/2024 (F)		21		22
7.500%, 03/15/2025 (F)		91		91
Builders FirstSource
6.750%, 06/01/2027 (F)		323		335
5.000%, 03/01/2030 (F)		56		55
4.250%, 02/01/2032 (F)		352		328
Delta Air Lines
7.000%, 05/01/2025 (F)		79		84

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (F)	$	240	$	251
6.500%, 10/01/2025 (F)		50		50
GFL Environmental
4.750%, 06/15/2029 (F)		70		67
4.375%, 08/15/2029 (F)		105		97
Icahn Enterprises
4.375%, 02/01/2029		165		151
Meritor
4.500%, 12/15/2028 (F)		2,387		2,393
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (A)(I)		495		–
OT Merger
7.875%, 10/15/2029 (F)		165		143
Silver Airways LLC
13.000%, 12/31/2027 (A)(B)		192		192
Spirit Loyalty Cayman
8.000%, 09/20/2025 (F)		197		210
Team Health Holdings
6.375%, 02/01/2025 (F)		120		108
Tervita
11.000%, 12/01/2025 (F)		73		83
TransDigm
8.000%, 12/15/2025 (F)		324		339
6.250%, 03/15/2026 (F)		437		449
Triumph Group
7.750%, 08/15/2025		220		221
6.250%, 09/15/2024 (F)		20		20
Tutor Perini
6.875%, 05/01/2025 (F)		370		352
Western Global Airlines
10.375%, 08/15/2025 (F)		90		97
				6,775
Information Technology — 1.0%
Arches Buyer
6.125%, 12/01/2028 (F)		165		153
Banff Merger Sub
8.375%, 09/01/2026	EUR	111		123
Boxer Parent
9.125%, 03/01/2026 (F)	$	158		163
Castle US Holding
9.500%, 02/15/2028 (F)		170		169
CommScope
8.250%, 03/01/2027 (F)		185		180
7.125%, 07/01/2028 (F)		180		163
6.000%, 03/01/2026 (F)		150		152
CommScope Technologies
6.000%, 06/15/2025 (F)		188		178
5.000%, 03/15/2027 (F)		35		30

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

205

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Magnum Holdings
5.375%, 10/31/2026 (F)	$	138	$	136
MoneyGram International
5.375%, 08/01/2026 (F)		1,261		1,313
Plantronics
4.750%, 03/01/2029 (F)		872		898
Presidio Holdings
8.250%, 02/01/2028 (F)		524		534
Twilio
3.875%, 03/15/2031		65		60
3.625%, 03/15/2029		65		61
Veritas US
7.500%, 09/01/2025 (F)		6		6
Virtusa
7.125%, 12/15/2028 (F)		207		192
				4,511
Materials — 1.6%
Arconic
6.000%, 05/15/2025 (F)		137		140
Ardagh Packaging Finance
5.250%, 08/15/2027 (F)		193		178
Baffinland Iron Mines
8.750%, 07/15/2026 (F)		390		407
BWAY Holding
7.250%, 04/15/2025 (F)		138		137
CEMEX Materials
7.700%, 07/21/2025 (F)		265		283
Cleveland-Cliffs
9.875%, 10/17/2025 (F)		88		98
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (F)		166		156
Cornerstone Chemical
6.750%, 08/15/2024 (F)		1,155		1,063
Domtar
6.750%, 10/01/2028 (F)		285		286
First Quantum Minerals
7.500%, 04/01/2025 (F)		545		553
6.500%, 03/01/2024 (F)		208		210
Freeport-McMoRan
5.450%, 03/15/2043		185		207
Intertape Polymer Group
4.375%, 06/15/2029 (F)		252		259
LABL Escrow Issuer
6.750%, 07/15/2026 (F)		61		60
LSB Industries
6.250%, 10/15/2028 (F)		230		233
Mauser Packaging Solutions Holding
8.500%, 04/15/2024 (F)		367		374
Mineral Resources
8.125%, 05/01/2027 (F)		105		109

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mountain Province Diamonds
8.000%, 12/15/2022 (D)(F)	$	390	$	388
NMG Holding
7.125%, 04/01/2026 (D)(F)		190		195
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(D)(F)(I)		460		–
Olympus Water US Holding
6.250%, 10/01/2029 (F)		156		138
Rain CII Carbon
7.250%, 04/01/2025 (F)		390		380
Rayonier AM Products
7.625%, 01/15/2026 (F)		152		151
Tacora Resources
8.250%, 05/15/2026 (F)		295		285
Trident Merger Sub
6.625%, 11/01/2025 (F)		79		77
Trident TPI Holdings
9.250%, 08/01/2024 (F)		159		160
Tronox
4.625%, 03/15/2029 (F)		703		658
				7,185
Real Estate — 0.1%
Diversified Healthcare Trust
9.750%, 06/15/2025		210		221
4.375%, 03/01/2031		85		73
Outfront Media Capital
6.250%, 06/15/2025 (F)		135		139
Service Properties Trust
4.375%, 02/15/2030		86		71
3.950%, 01/15/2028		138		117
				621
Utilities — 0.4%
Eskom Holdings SOC MTN
8.450%, 08/10/2028		1,158		1,127
Oryx Funding
5.800%, 02/03/2031 (F)		212		212
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(F)(G)(H)		69		67
Vistra Operations
5.500%, 09/01/2026 (F)		55		56
				1,462
Total Corporate Obligations
(Cost $80,991) ($ Thousands)				78,438

206

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS — 11.0%
Merger Fund, Cl L		2,819,993	$	48,955
Sprott Physical Uranium Trust		19,864		297
Total Exchange Traded Funds
(Cost $45,533) ($ Thousands)				49,252
	Face Amount (Thousands)
SOVEREIGN DEBT — 6.5%
Angolan Government International Bond
9.375%, 05/08/2048	$	965		948
8.000%, 11/26/2029		2,120		2,127
Argentine Republic Government International Bond
1.250% , 1.500%, 07/09/2022, 07/09/2035 (J)		6,312		1,925
Bahrain Government International Bond
7.000%, 01/26/2026		400		431
CBB International Sukuk Programme WLL
3.875%, 05/18/2029(F)		2,094		2,031
Dominican Republic International Bond
6.000%, 02/22/2033(F)		224		219
5.500%, 02/22/2029(F)		150		148
Ecuador Government International Bond
1.000%, 2.500%, 07/31/2022, 07/31/2035(J)		2,932		1,918
Egypt Government International Bond MTN
7.600%, 03/01/2029		663		629
7.500%, 01/31/2027		536		527
7.500%, 02/16/2061		795		630
5.875%, 02/16/2031(F)		596		499
Ghana Government International Bond
7.750%, 04/07/2029		734		536
0.000%, 04/07/2025(F)(K)		200		130
Iraq Government International Bond
5.800%, 01/15/2028		1,556		1,517
Jordan Government International Bond
5.850%, 07/07/2030(F)		289		269
4.950%, 07/07/2025(F)		433		431
Nigeria Government International Bond
8.375%, 03/24/2029(F)		359		362
7.625%, 11/21/2025		1,688		1,756
7.375%, 09/28/2033(F)		329		299
6.125%, 09/28/2028		400		367
Oman Government International Bond
7.000%, 01/25/2051(F)		214		219
6.750%, 01/17/2048		1,741		1,737
6.250%, 01/25/2031		796		842
Oman Sovereign Sukuk
4.875%, 06/15/2030(F)		200		209

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Republic of South Africa Government Bond
10.500%, 12/21/2026	ZAR	61,058	$	4,554
8.000%, 01/31/2030		4,843		302
Saudi Government International Bond MTN
3.750%, 01/21/2055(F)	$	300		289
2.750%, 02/03/2032(F)		972		944
Turkey Government International Bond
6.375%, 10/14/2025		506		495
5.750%, 05/11/2047		603		448
4.250%, 04/14/2026		445		400
Ukraine Government International Bond
7.375%, 09/25/2032		900		373
6.876%, 05/21/2029		943		390
0.026%, 05/31/2040(G)		890		273
Total Sovereign Debt
(Cost $31,102) ($ Thousands)				29,174
LOAN PARTICIPATIONS — 4.1%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.957%, LIBOR + 5.500%, 03/04/2027 (G)		259		254
Advisors Group, 1st Lien
4.957%, 07/31/2026		59		59
Aegion, 1st Lien
5.500%, 05/17/2028		140		139
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (G)		200		199
American Greetings, Term Loan, 1st Lien
5.500%, 04/06/2024 (G)		147		147
American Tire, 1st Lien
7.000%, 10/20/2028		285		282
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, LIBOR + 3.500%, 03/11/2028 (A)(G)		199		197
Aquity Solutions, 1st Lien
6.750%, 09/13/2026 (A)		439		439
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (A)		236		236
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
4.250%, 07/17/2028		39		38
Aveanna Healthcare LLC, Extended Term Loan, 1st Lien
4.250%, 07/17/2028		166		161
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (D)		46		46

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

207

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (D)	$	273	$	268
Boxer Parent Inc., Replacement Dollar Term Loan, 1st Lien
4.756%, 10/02/2025		272		270
Bright Bidco, Term Loan B, 1st Lien
4.774%, 06/30/2024		207		123
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.756%, 05/08/2023 (G)		480		473
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.506%, 08/08/2023 (G)		212		191
CBAC Borrower, LLC, Term Loan B, 1st Lien
4.457%, 07/08/2024 (G)		242		237
Century Casinos, Inc., Term Loan, 1st Lien
9.000%, 12/07/2026 (A)		184		183
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/23/2026		573		562
Cogeco Communications Finance, Initial Term B Loan, 1st Lien
3.000%, 09/01/2028		56		56
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.457%, LIBOR + 5.000%, 01/04/2026 (G)		315		300
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
6.957%, 10/31/2026 (A)		237		232
DEI Sales Inc., Initial Term Loan, 1st Lien
6.250%, 04/28/2028 (A)		289		286
Diamond Sports Group LLC, Term Loan, 1st Lien
9.000%, 05/25/2026		70		71
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		259		259
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
8.500%, 07/02/2024 (A)		43		42
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
8.000%, 07/02/2024		103		101
DMT Solutions Global Corporation, Term Loan
8.500%, 07/02/2024		42		41
8.000%, 07/02/2024		97		95
Domtar Corporation, Inital Term Loan, 1st Lien
6.250%, 11/30/2028		109		107

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
East Valley Tourist Development Authority , Term Loan, 1st Lien
9.000%, LIBOR + 8.000%, 11/23/2026 (A)(G)	$	176	$	175
Eastman Tire, Term Loan B, 1st Lien
6.000%, 11/01/2028 (A)		175		173
ELO Touch Solutions, Term Loan B, 1st Lien
6.709%, 12/14/2025		165		164
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
4.207%, LIBOR + 3.750%, 10/10/2025 (G)		693		458
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027		958		802
Fertitta Enterntainment, LLC, Initial Term Loan B, 1st Lien
4.500%, 01/27/2029		265		263
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
5.063%, LIBOR + 4.500%, 02/19/2026 (G)		144		143
Glass Mountain Holdings Pipeline, 1st Lien
5.500%, 10/28/2027		17		14
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 03/14/2025 (G)		284		282
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026 (G)		220		214
Hexion, 1st Lien
5.000%, 03/02/2029		270		263
Hurtigruten Group, 1st Lien
8.000%, 06/11/2023 (D)		138		151
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (A)(I)(G)		378		—
Jadex Inc., Refinancing Term Loan, 1st Lien
5.500%, 02/18/2028		154		148
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.256%, LIBOR + 6.250%, 04/21/2027 (G)		301		293
Libbey, 1st Lien
11.000%, 11/13/2025 (G)		147		151
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.214%, 10/01/2024 (G)		858		817
LifeScan, 2nd Lien
9.714%, 10/01/2025		85		80

208

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, LIBOR + 8.125%, 02/16/2025 (G)	$	545	$	532
Mavenir Systems Inc., Initial Term Loan, 1st Lien
5.250%, 08/18/2028		195		194
Mcgraw-Hill Education Inc., Initial Term Loan, 1st Lien
5.554%, 07/28/2028		284		281
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 10/23/2028 (A)		235		233
MSG National, 1st Lien
7.000%, 12/31/2049 (A)		307		305
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (G)		230		227
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
5.500%, 02/28/2028		194		192
Peraton Corp., Term B Loan, 1st Lien
4.500%, LIBOR + 3.750%, 02/01/2028 (G)		200		198
PLNTF Holdings Inc., 1st Lien
9.000%, 03/22/2026 (A)(G)		203		202
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.299%, 07/31/2025 (G)		653		624
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
8.934%, 03/20/2024		112		92
8.224%, 03/20/2024 (G)		82		67
Quantum Health, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien
5.250%, 12/22/2027 (A)		194		192
Radar Bidco SARL, Initial Term Loan, 1st Lien
10.000%, 12/16/2024		307		345
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, LIBOR + 3.500%, 09/07/2023 (A)(I)(G)		897		453
RXB Holdings Inc., Initial Term Loan, 1st Lien
5.250%, 12/20/2027 (A)		211		210
S&S Holdings, LLC, Cov-Lite, 1st Lien
5.803%, 03/11/2028		8		7
S&S Holdings, LLC, Initial Term Loan, 1st Lien
5.803%, 03/11/2028 (G)		281		270
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (A)(G)		96		93

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.457%, 06/19/2026 (G)	$	209	$	208
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
4.750%, 10/06/2028		320		310
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien
10.000%, LIBOR + 9.000%, 03/11/2024 (G)		140		131
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.000%, LIBOR + 5.000%, 03/09/2023 (G)		1,199		1,160
Team Health Holdings Inc., Extended Term Loan, 1st Lien
6.250%, 03/02/2027		503		478
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025		112		116
Travelport Finance S.a.r.l., 2021 Consented Term Loan, 1st Lien
7.756%, 05/29/2026		225		199
VC GB Holdings Corp, Initial Term Loan, 1st Lien
4.506%, 07/21/2028		285		275
Vida Capital, Term Loan
6.457%, 10/01/2026 (A)(G)		182		166
Total Loan Participations
(Cost $18,769) ($ Thousands)				18,445
	Shares
FOREIGN COMMON STOCK — 2.2%
Australia — 0.9%
South32 Ltd		430,262		1,622
Western Areas *		866,988		2,363
				3,985
Canada — 0.4%
Athabasca Oil *		30,884		50
Interfor		24,376		679
Lightspeed Commerce *		38,033		1,161
				1,890
Cayman Islands — 0.0%
Sands China Ltd *		6,342		15

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

209

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
China — 0.1%
Alibaba Group Holding ADR *		5,309	$	578
France — 0.1%
X-Fab Silicon Foundries *(F)		45,423		354
Hong Kong — 0.2%
JD.com, Cl A *		28,392		848
MGM China Holdings Ltd		24,448		16
Wynn Macau Ltd *		17,575		13
				877
Japan — 0.1%
Nintendo Co Ltd		1,200		610
Luxembourg — 0.0%
SES SA, Cl A		4,231		39
Netherlands — 0.3%
Adyen NV *(F)		547		1,101
Spain — 0.0%
Obrascon Huarte Lain		35,004		36
Taiwan — 0.1%
Parade Technologies		8,000		505
United Kingdom — 0.0%
Micro Focus International ADR		8,205		43
Venator Materials PLC *		7,724		14
				57
Total Foreign Common Stock
(Cost $10,300) ($ Thousands)				10,047
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.4%
Other Asset-Backed Securities — 0.4%
CFIP CLO, Ser 2021-1A, Cl D
3.654%, ICE LIBOR USD 3 Month + 3.540%, 01/20/2035(F)(G)	$	250		242
Marathon CLO, Ser 2021-17A, Cl C
4.323%, ICE LIBOR USD 3 Month + 4.110%, 01/20/2035(F)(G)		250		236

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Octagon Investment Partners 43, Ser 2019-1A, Cl D
4.158%, ICE LIBOR USD 3 Month + 3.900%, 10/25/2032(F)(G)	$	250	$	250
Sound Point CLO XXIX, Ser 2021-1A, Cl D
3.758%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2034(F)(G)		250		243
STWD, Ser 2021-FL2, Cl D
3.268%, ICE LIBOR USD 1 Month + 2.800%, 04/18/2038(F)(G)		100		98
STWD, Ser 2021-FL2, Cl E
4.018%, ICE LIBOR USD 1 Month + 3.550%, 04/18/2038(F)(G)		100		99
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
2.839%, ICE LIBOR USD 3 Month + 2.600%, 10/15/2027(F)(G)		250		250
TPG Real Estate Finance Issuer, Ser 2021-FL4, Cl D
4.041%, ICE LIBOR USD 1 Month + 3.600%, 03/15/2038(F)(G)		100		99
TPG Real Estate Finance Issuer, Ser 2021-FL4, Cl E
4.791%, ICE LIBOR USD 1 Month + 4.350%, 03/15/2038(F)(G)		100		98
Venture XVII CLO, Ser 2018-17A, Cl DRR
3.061%, ICE LIBOR USD 3 Month + 2.820%, 04/15/2027(F)(G)		200		189
Total Asset-Backed Securities
(Cost $1,844) ($ Thousands)				1,804
		Number of Warrants
WARRANTS — 0.4%
10X Capital Venture Acquisition III, Expires 01/03/2028
Strike Price $11.50 *		1,312		–
Accretion Acquisition, Expires 02/22/2023
Strike Price $11.50 *		46,548		8
Achari Ventures Holdings I, Expires 08/08/2026
Strike Price $11.50 *		48,436		10
Aequi Acquisition, Expires 12/03/2027
Strike Price $11.50 *		16,618		3
Aesther Healthcare Acquisition, Expires 01/22/2023
Strike Price $11.50 *		9,269		2
Aetherium Acquisition, Expires 01/24/2028
Strike Price $11.50 *		15,770		2
AF Acquisition, Expires 04/03/2028
Strike Price $11.50 *		12,153		3

210

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Agile Growth, Expires 01/03/2028
Strike Price $11.50 *	2,755	$	1
Agrico Acquisition, Expires 01/03/2029
Strike Price $11.50 *	36,300		8
Alpha Partners Technology Merger, Expires 04/03/2028
Strike Price $11.50 *	7,178		1
ALSP Orchid Acquisition I, Expires 12/03/2028
Strike Price $11.50 *	18,864		5
Altimar Acquisition III, Expires 01/03/2029
Strike Price $11.50 *	2,861		1
AMERICAS TECHNOLOGY ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *	3,276		–
Andretti Acquisition, Expires 03/26/2023
Strike Price $11.50 *	882		–
Anzu Special Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	20,090		5
Apeiron Capital Investment, Expires 06/27/2023
Strike Price $11.50 *	4,068		1
APx Acquisition I, Expires 08/22/2023
Strike Price $11.50 *	21,464		5
Armada Acquisition I, Expires 01/05/2023
Strike Price $11.50 *	6,659		2
Arrowroot Acquisition, Expires 03/05/2026
Strike Price $11.50 *	20,183		4
Artemis Strategic Investment, Expires 02/15/2023
Strike Price $11.50 *	5,458		2
Artisan Acquisition, Expires 01/03/2029
Strike Price $11.50 *	807		–
Astrea Acquisition, Expires 01/16/2026
Strike Price $11.50 *	26,958		5
Athena Technology Acquisition II, Expires 06/13/2023
Strike Price $11.50 *	633		–
Athlon Acquisition, Expires 03/08/2026
Strike Price $11.50 *	58,862		15
Atlantic Avenue Acquisition, Expires 10/09/2027
Strike Price $11.50 *	54,602		11
Atlantic Coastal Acquisition II, Expires 06/05/2023
Strike Price $11.50 *	22,701		4
Ault Disruptive Technologies, Expires 06/23/2023
Strike Price $11.50 *	9,462		2
Austerlitz Acquisition I, Expires 02/22/2026
Strike Price $11.50 *	22,310		12

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Austerlitz Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	129,120	$	72
Authentic Equity Acquisition, Expires 01/03/2028
Strike Price $11.50 *	46,561		14
Avalon Acquisition, Expires 03/01/2023
Strike Price $11.50 *	51,839		12
Bannix Acquisition, Expires 02/22/2023
Strike Price $11.50 *	53,300		13
Banyan Acquisition, Expires 10/03/2028
Strike Price $11.50 *	315		–
Belong Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,180		1
Berenson Acquisition I, Expires 08/04/2026
Strike Price $11.50 *	141		–
Big Sky Growth Partners, Expires 03/01/2023
Strike Price $11.50 *	938		–
BioPlus Acquisition, Expires 07/22/2023
Strike Price $11.50 *	23,541		5
Biotech Acquisition, Expires 12/03/2027
Strike Price $11.50 *	71,332		17
Bite Acquisition, Expires 01/03/2028
Strike Price $11.50 *	30,877		11
Blockchain Moon Acquisition, Expires 03/27/2023
Strike Price $11.50 *	4,486		1
Blue Ocean Acquisition, Expires 10/24/2023
Strike Price $11.50 *	23,461		6
BlueRiver Acquisition, Expires 01/07/2026
Strike Price $11.50 *	5,848		1
BOA Acquisition, Expires 02/25/2028
Strike Price $11.50 *	27,634		7
Build Acquisition, Expires 05/02/2023
Strike Price $11.50 *	16,286		4
Bullpen Parlay Acquisition, Expires 12/06/2026
Strike Price $11.50 *	10,366		2
BurTech Acquisition, Expires 08/22/2023
Strike Price $11.50 *	62,789		9
BYTE Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,478		3
Capitalworks Emerging Markets Acquisition, Expires 04/30/2023
Strike Price $11.50 *	21,895		4
Carney Technology Acquisition II, Expires 12/03/2027
Strike Price $11.50 *	7,126		3
Cascade Acquisition, Expires 12/03/2027
Strike Price $11.50 *	400		–
Catcha Investment, Expires 01/03/2028
Strike Price $11.50 *	10,952		3

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

211

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
CC Neuberger Principal Holdings III, Expires 01/03/2028
Strike Price $11.50 *	100	$	–
CENAQ Energy, Expires 01/03/2028
Strike Price $11.50 *	129,028		24
CF Acquisition IV, Expires 12/17/2025
Strike Price $11.50 *	925		–
CF Acquisition VIII, Expires 01/03/2028
Strike Price $11.50 *	2,768		1
Chardan NexTech Acquisition 2, Expires 04/04/2027
Strike Price $11.50 *	14,739		4
CHP Merger, Expires 11/25/2024
Strike Price $11.50 *	39,305		7
Churchill Capital V, Expires 11/01/2027
Strike Price $11.50 *	23,932		15
Churchill Capital VI, Expires 01/03/2028
Strike Price $11.50 *	14,796		8
Churchill Capital VII, Expires 03/03/2028
Strike Price $11.50 *	56,400		34
CHW Acquisition, Expires 03/04/2028
Strike Price $11.50 *	55,232		17
CIIG Capital Partners II, Expires 03/02/2028
Strike Price $11.50 *	82,026		31
Clarim Acquisition, Expires 01/03/2028
Strike Price $11.50 *	28,544		7
Class Acceleration, Expires 04/03/2028
Strike Price $11.50 *	12,814		2
CleanTech Acquisition, Expires 08/02/2026
Strike Price $11.50 *	32,592		14
Colicity, Expires 01/03/2028
Strike Price $11.50 *	931		–
Colombier Acquisition, Expires 01/03/2029
Strike Price $11.50 *	376		–
Colonnade Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	1,850		1
Consilium Acquisition I, Expires 06/04/2027
Strike Price $11.50 *	28,834		5
Constellation Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	24,013		8
COVA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	77,037		14
Crescera Capital Acquisition, Expires 04/23/2023
Strike Price $11.50 *	3,568		1
Crystal Peak Acquisition, Expires 06/25/2026
Strike Price $11.50 *	6,877		3
D & Z Media Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,349		3

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Data Knights Acquisition, Expires 01/03/2029
Strike Price $11.50 *	23,366	$	4
Decarbonization Plus Acquisition IV, Expires 01/03/2029
Strike Price $11.50 *	304		–
Deep Lake Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,584		1
Delwinds Insurance Acquisition, Expires 08/04/2027
Strike Price $11.50 *	31,075		9
DHB Capital, Expires 03/18/2028
Strike Price $11.50 *	9,027		3
DHC Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,442		5
DiamondHead Holdings, Expires 01/31/2028
Strike Price $11.50 *	9,972		3
Digital Health Acquisition, Expires 10/17/2023
Strike Price $11.50 *	18,267		2
Digital Transformation Opportunities, Expires 04/03/2028
Strike Price $11.50 *	22,067		9
Disruptive Acquisition I, Expires 03/09/2026
Strike Price $11.50 *	82		–
Disruptive Capital Acquisition, Expires 10/10/2026
Strike Price $11.50 *	1,635		1
DTRT Health Acquisition, Expires 11/15/2022
Strike Price $11.50 *	7,641		2
Dune Acquisition, Expires 11/01/2027
Strike Price $11.50 *	9,044		2
E.Merge Technology Acquisition, Expires 08/02/2025
Strike Price $11.50 *	37,494		6
East Resources Acquisition, Expires 07/04/2027
Strike Price $11.50 *	47,713		11
Edify Acquisition, Expires 01/03/2028
Strike Price $11.50 *	22,125		4
EG Acquisition, Expires 05/31/2028
Strike Price $11.50 *	1,261		–
Empowerment & Inclusion Capital I, Expires 01/03/2028
Strike Price $11.50 *	22,282		4
Energem, Expires 03/13/2023
Strike Price $11.50 *	39,604		8
EQ Health Acquisition, Expires 02/05/2028
Strike Price $11.50 *	11,911		4
EVe Mobility Acquisition, Expires 05/15/2023
Strike Price $11.50 *	517		–

212

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Everest Consolidator Acquisition, Expires 07/22/2023
Strike Price $11.50 *	303	$	–
Evo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,858		2
Financial Strategies Acquisition, Expires 04/03/2028
Strike Price $11.50 *	137,459		22
Finnovate Acquisition, Expires 04/18/2023
Strike Price $11.50 *	32,229		7
Fintech Ecosystem Development, Expires 01/03/2029
Strike Price $11.50 *	3,756		1
Fintech Evolution Acquisition Group, Expires 04/03/2028
Strike Price $11.50 *	5,940		1
Forest Road Acquisition II, Expires 01/18/2026
Strike Price $11.50 *	3,241		1
Fortistar Sustainable Solutions, Expires 01/03/2028
Strike Price $11.50 *	28,967		9
Fortress Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	798		–
Fortress Value Acquisition III, Expires 01/03/2028
Strike Price $11.50 *	129		–
Fortress Value Acquisition IV, Expires 03/21/2028
Strike Price $11.50 *	357		–
Forum Merger IV, Expires 01/03/2028
Strike Price $11.50 *	227		–
Freedom Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	14,213		6
FTAC Hera Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,925		3
Fusion Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	43,331		9
G Squared Ascend II, Expires 01/03/2027
Strike Price $11.50 *	3,633		1
G&P Acquisition, Expires 03/08/2027
Strike Price $11.50 *	25,088		4
Galata Acquisition, Expires 01/03/2029
Strike Price $11.50 *	1,286		–
Gaming & Hospitality Acquisition, Expires 02/07/2028
Strike Price $11.50 *	3,738		1
Gardiner Healthcare Acquisitions, Expires 07/14/2024
Strike Price $11.50 *	1,251		–

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Genesis Growth Tech Acquisition, Expires 05/22/2023
Strike Price $11.50 *	33,571	$	7
GigCapital5, Expires 01/03/2029
Strike Price $11.50 *	79,570		18
Gladstone Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,821		4
Global Consumer Acquisition, Expires 01/03/2028
Strike Price $11.50 *	50,399		13
Global Partner Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	1,948		1
Global SPAC Partners, Expires 12/03/2027
Strike Price $11.50 *	23,464		8
Global Synergy Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,802		4
Globalink Investment, Expires 08/22/2023
Strike Price $11.50 *	121,483		13
GO Acquisition, Expires 09/03/2027
Strike Price $11.50 *	27,471		5
Goal Acquisitions, Expires 02/14/2026
Strike Price $11.50 *	99,008		30
GoGreen Investments, Expires 06/07/2023
Strike Price $11.50 *	1,048		–
Golden Arrow Merger, Expires 08/03/2026
Strike Price $11.50 *	7,512		2
Golden Falcon Acquisition, Expires 11/07/2026
Strike Price $11.50 *	10,745		3
Gores Technology Partners II, Expires 01/03/2028
Strike Price $11.50 *	1,261		1
Greenfire Resources, Expires 08/15/2026
Strike Price $11.50 *(A)	272		88
Growth For Good Acquisition, Expires 06/17/2023
Strike Price $11.50 *	656		–
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(A)(B)	574		46
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(A)(B)	574		29
GX Acquisition II, Expires 01/03/2029
Strike Price $11.50 *	24,886		7
Hamilton Lane Alliance Holdings I, Expires 01/11/2026
Strike Price $11.50 *	74		–
HCM ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *	9,453		2

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

213

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Healthcare Services Acquisition, Expires 01/03/2028
Strike Price $11.50 *	15,656	$	6
Healthwell Acquisition I, Expires 08/08/2028
Strike Price $11.50 *	6,557		1
Hennessy Capital Investment V, Expires 01/14/2026
Strike Price $11.50 *	3,467		1
HH&L Acquisition, Expires 02/07/2026
Strike Price $11.50 *	27,521		7
HPX, Expires 07/17/2025
Strike Price $11.50 *	45,576		7
HumanCo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,242		2
Hunt Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	24		–
Inception Growth Acquisition, Expires 05/11/2023
Strike Price $11.50 *	21,147		5
Industrial Human Capital, Expires 01/03/2029
Strike Price $11.50 *	18,304		3
Inflection Point Acquisition, Expires 03/08/2023
Strike Price $11.50 *	2,850		1
Innovative International Acquisition, Expires 04/06/2023
Strike Price $11.50 *	6,962		1
INSU Acquisition III, Expires 01/03/2027
Strike Price $11.50 *	7,112		1
International Media Acquisition, Expires 01/03/2029
Strike Price $11.50 *	49,991		9
InterPrivate II Acquisition, Expires 01/03/2029
Strike Price $11.50 *	1,534		1
InterPrivate IV InfraTech Partners, Expires 01/03/2028
Strike Price $11.50 *	1,437		1
Investcorp Europe Acquisition I, Expires 11/26/2028
Strike Price $11.50 *	7,230		2
Isleworth Healthcare Acquisition, Expires 08/02/2027
Strike Price $11.50 *	34,425		6
ITHAX Acquisition, Expires 01/03/2028
Strike Price $11.50 *	70,226		22
Itiquira Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,337		1
Jack Creek Investment, Expires 01/03/2028
Strike Price $11.50 *	39,494		8

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Jaws Mustang Acquisition, Expires 02/02/2026
Strike Price $11.50 *	18,055	$	9
JOFF Fintech Acquisition, Expires 01/03/2028
Strike Price $11.50 *	1,782		1
Jupiter Acquisition, Expires 08/28/2022
Strike Price $11.50 *	19		–
Kadem Sustainable Impact, Expires 03/19/2026
Strike Price $11.50 *	11,709		2
Kairos Acquisition, Expires 01/03/2028
Strike Price $11.50 *	51,794		9
Kairous Acquisition ltd, Expires 11/27/2023
Strike Price $11.50 *	1,301		–
Kensington Capital Acquisition V, Expires 07/22/2023
Strike Price $11.50 *	38		–
Kernel Group Holdings, Expires 02/03/2027
Strike Price $11.50 *	35,870		9
KINS Technology Group, Expires 01/03/2026
Strike Price $11.50 *	9,585		1
KKR Acquisition Holdings I, Expires 01/03/2028
Strike Price $11.50 *	20,496		14
KL Acquisition, Expires 01/15/2028
Strike Price $11.50 *	1,218		–
L Catterton Asia Acquisition, Expires 03/18/2026
Strike Price $11.50 *	17,352		7
L&F Acquisition, Expires 05/26/2027
Strike Price $11.50 *	2,787		1
LAMF Global Ventures I, Expires 04/07/2023
Strike Price $11.50 *	72		–
LDH Growth I, Expires 01/03/2029
Strike Price $11.50 *	4,517		2
Lead Edge Growth Opportunities, Expires 01/03/2029
Strike Price $11.50 *	1,105		–
Leo Holdings II, Expires 01/10/2028
Strike Price $11.50 *	37,517		13
Levere Holdings, Expires 01/03/2029
Strike Price $11.50 *	4,074		1
Liberty Resources Acquisition, Expires 11/03/2028
Strike Price $11.50 *	28,791		7
Live Oak Mobility Acquisition, Expires 03/07/2028
Strike Price $11.50 *	1,206		1
LMF Acquisition Opportunities, Expires 02/03/2027
Strike Price $11.50 *	4,850		1

214

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Longview Acquisition II, Expires 05/13/2026
Strike Price $11.50 *	2,713	$	1
M3-Brigade Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	14,361		5
Macondray Capital Acquisition I, Expires 05/20/2026
Strike Price $11.50 *	7,733		2
Maquia Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	3,383		1
Marblegate Acquisition, Expires 12/12/2022
Strike Price $11.50 *	2,152		1
Marlin Technology, Expires 03/08/2026
Strike Price $11.50 *	3,727		1
Mason Industrial Technology, Expires 01/03/2028
Strike Price $11.50 *	12,791		4
Maxpro Capital Acquisition, Expires 01/25/2023
Strike Price $11.50 *	45,043		10
MDH Acquisition, Expires 02/05/2028
Strike Price $11.50 *	3,880		1
Mercury Ecommerce Acquisition, Expires 03/28/2023
Strike Price $11.50 *	21,457		7
Minority Equality Opportunities Acquisition, Expires 05/02/2023
Strike Price $11.50 *	95,508		18
Mission Advancement, Expires 01/03/2029
Strike Price $11.50 *	140,414		32
Monterey Bio Acquisition, Expires 06/10/2023
Strike Price $11.50 *	30,129		6
Monument Circle Acquisition, Expires 01/03/2028
Strike Price $11.50 *	59,096		13
Mount Rainier Acquisition, Expires 12/07/2022
Strike Price $11.50 *	55,441		13
Music Acquisition, Expires 02/08/2028
Strike Price $11.50 *	17,039		4
New Vista Acquisition, Expires 01/03/2028
Strike Price $11.50 *	13		–
Newbury Street Acquisition, Expires 01/03/2028
Strike Price $11.50 *	836		–
NightDragon Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,126		5
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *	2,470		44

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Noble Rock Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,133	$	3
Northern Lights Acquisition, Expires 12/05/2022
Strike Price $11.50 *	2,183		1
Northern Star Investment II, Expires 02/03/2028
Strike Price $11.50 *	4,726		2
Northern Star Investment III, Expires 02/28/2028
Strike Price $11.50 *	5,816		3
Northern Star Investment IV, Expires 01/03/2028
Strike Price $11.50 *	2,542		1
Nova Vision Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,235		1
OCA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	21,124		3
OceanTech Acquisitions I, Expires 05/13/2026
Strike Price $11.50 *	10,875		2
OmniLit Acquisition, Expires 11/11/2026
Strike Price $11.50 *	5,046		1
One Equity Partners Open Water I, Expires 01/03/2028
Strike Price $11.50 *	42,048		14
Orion Acquisition, Expires 02/22/2026
Strike Price $11.50 *	8,140		3
Osiris Acquisition, Expires 05/04/2028
Strike Price $11.50 *	11,293		2
Oxbridge Acquisition, Expires 01/22/2023
Strike Price $11.50 *	46,667		8
Oyster Enterprises Acquisition, Expires 01/03/2028
Strike Price $11.50 *	68,476		16
Parabellum Acquisition, Expires 03/29/2023
Strike Price $11.50 *	51,450		12
Parsec Capital Acquisitions, Expires 01/08/2023
Strike Price $11.50 *	39,333		9
Pathfinder Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,000		1
Pearl Holdings Acquisition, Expires 12/18/2026
Strike Price $11.50 *	10,050		3
PepperLime Health Acquisition, Expires 03/31/2023
Strike Price $11.50 *	3,250		1
Perception Capital II, Expires 01/03/2029
Strike Price $11.50 *	4,804		1
Peridot Acquisition II, Expires 05/03/2028
Strike Price $11.50 *	2,182		1

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

215

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Phoenix Biotech Acquisition, Expires 09/04/2026
Strike Price $11.50 *	1,048	$	–
Pine Technology Acquisition, Expires 04/03/2028
Strike Price $11.50 *	9,599		2
Plum Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	1,134		1
PMV Consumer Acquisition, Expires 09/03/2027
Strike Price $11.50 *	3,027		1
Pono Capital, Expires 12/19/2022
Strike Price $11.50 *	43,850		10
Pontem, Expires 01/03/2028
Strike Price $11.50 *	3,784		1
Powered Brands, Expires 01/03/2028
Strike Price $11.50 *	4,783		2
Prime Impact Acquisition I, Expires 10/04/2030
Strike Price $11.50 *	54,583		13
Priveterra Acquisition, Expires 01/03/2028
Strike Price $11.50 *	11,681		3
Progress Acquisition, Expires 01/03/2028
Strike Price $11.50 *	33,151		8
Property Solutions Acquisition II, Expires 03/04/2026
Strike Price $11.50 *	11,917		3
Prospector Capital, Expires 01/04/2025
Strike Price $11.50 *	8,397		2
Provident Acquisition, Expires 01/15/2026
Strike Price $11.50 *	17,168		7
Recharge Acquisition, Expires 10/08/2027
Strike Price $11.50 *	49,703		9
Riverview Acquisition, Expires 04/11/2023
Strike Price $11.50 *	6,893		3
RMG Acquisition III, Expires 01/03/2028
Strike Price $11.50 *	2,418		1
RXR Acquisition, Expires 03/11/2026
Strike Price $11.50 *	207		–
Sanaby Health Acquisition I, Expires 08/02/2028
Strike Price $11.50 *	5,458		1
Sandbridge X2, Expires 01/03/2028
Strike Price $11.50 *	18,360		7
Science Strategic Acquisition Alpha, Expires 01/03/2028
Strike Price $11.50 *	11,859		3
ScION Tech Growth I, Expires 11/04/2025
Strike Price $11.50 *	22,693		6
ScION Tech Growth II, Expires 01/31/2026
Strike Price $11.50 *	9,805		3

Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
SCP & CO Healthcare Acquisition, Expires 01/30/2028
Strike Price $11.50 *	20,988	$	3
Seaport Global Acquisition II, Expires 11/04/2023
Strike Price $11.50 *	29,322		10
Senior Connect Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	13,932		3
Shelter Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	6,990		2
Sierra Lake Acquisition, Expires 04/03/2028
Strike Price $11.50 *	17		–
Silver Crest Acquisition, Expires 04/03/2028
Strike Price $11.50 *	20,488		9
Sizzle Acquisition, Expires 03/15/2026
Strike Price $11.50 *	4,038		1
Slam, Expires 01/03/2028
Strike Price $11.50 *	13,622		6
Software Acquisition Group III, Expires 01/03/2028
Strike Price $11.50 *	19,772		5
SportsTek Acquisition, Expires 01/03/2028
Strike Price $11.50 *	29,252		5
Spree Acquisition 1, Expires 12/25/2028
Strike Price $11.50 *	11,723		2
Springwater Special Situations, Expires 04/15/2026
Strike Price $11.50 *	3,030		1
StoneBridge Acquisition, Expires 03/01/2023
Strike Price $11.50 *	8,747		3
Stratim Cloud Acquisition, Expires 03/08/2026
Strike Price $11.50 *	9,690		2
Sustainable Development Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	625		–
SVF Investment, Expires 01/03/2028
Strike Price $11.50 *	38		–
Swiftmerge Acquisition, Expires 06/20/2023
Strike Price $11.50 *	3,398		1
Tailwind Acquisition, Expires 09/10/2027
Strike Price $11.50 *	27,040		5
Tailwind International Acquisition, Expires 03/04/2028
Strike Price $11.50 *	92,102		18
Talon 1 Acquisition, Expires 04/21/2023
Strike Price $11.50 *	12,503		3
Tastemaker Acquisition, Expires 01/03/2026
Strike Price $11.50 *	3,311		1

216

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS (continued)
TB Acquisition, Expires 03/28/2028
Strike Price $11.50 *	9,183	��	$	2
TCW Special Purpose Acquisition
Strike Price $11.50 *‡‡	7,800			3
Tech and Energy Transition, Expires 01/03/2028
Strike Price $11.50 *	30,080			8
TG Venture Acquisition, Expires 08/16/2023
Strike Price $11.50 *	16,503			3
Thrive Acquisition, Expires 03/12/2023
Strike Price $11.50 *	3,143			1
Thunder Bridge Capital Partners III, Expires 02/18/2028
Strike Price $11.50 *	1,073			1
TLG Acquisition One, Expires 01/28/2028
Strike Price $11.50 *	36,511			7
TLGY Acquisition, Expires 01/17/2023
Strike Price $11.50 *	6,714			1
Trepont Acquisition I, Expires 11/27/2025
Strike Price $11.50 *	30,631			5
Trine II Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,236			1
Tuatara Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,210			1
Twelve Seas Investment II, Expires 03/05/2028
Strike Price $11.50 *	24,081			6
TZP Strategies Acquisition, Expires 01/03/2028
Strike Price $11.50 *	43,568			11
Ventoux CCM Acquisition, Expires 10/03/2025
Strike Price $11.50 *	46,250			12
Virgin Group Acquisition II, Expires 03/16/2026
Strike Price $11.50 *	400			–
VPC Impact Acquisition Holdings II, Expires 01/03/2028
Strike Price $11.50 *	2,522			1
Warrior Technologies Acquisition, Expires 04/03/2028
Strike Price $11.50 *	43,055			11
Williams Rowland Acquisition, Expires 12/28/2022
Strike Price $11.50 *	68,930			18
Windstream Services
Strike Price $11.50 *‡‡	5,809			96
WinVest Acquisition, Expires 02/22/2023
Strike Price $11.50 *	46,640			6
World Quantum Growth Acquisition, Expires 01/03/2029
Strike Price $11.50 *	2,724			1

Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Worldwide Webb Acquisition, Expires 03/30/2023
Strike Price $11.50 *		81	$	–
XPAC Acquisition, Expires 05/16/2027
Strike Price $11.50 *		9,469		3
Z-Work Acquisition, Expires 01/07/2026
Strike Price $11.50 *		32,167		9
Total Warrants
(Cost $2,839) ($ Thousands)				1,717
	Face Amount (Thousands)
MUNICIPAL BONDS — 0.3%
Puerto Rico — 0.3%
Commonwealth of Puerto Rico, Ser A, GO
0.000%, 07/01/2024 (K)	$	80		73
Commonwealth of Puerto Rico, Ser A, GO
0.000%, 07/01/2033 (K)		55		32
Commonwealth of Puerto Rico, Ser A1, GO
5.750%, 07/01/2031		92		105
5.625%, 07/01/2027		62		68
5.625%, 07/01/2029		50		55
5.375%, 07/01/2025		44		46
5.250%, 07/01/2023		105		108
Commonwealth of Puerto Rico, Ser A1, GO
4.000%, 07/01/2033		46		45
4.000%, 07/01/2035		68		65
4.000%, 07/01/2037		71		68
4.000%, 07/01/2041		94		90
4.000%, 07/01/2046		60		57
Commonwealth of Puerto Rico, Sub-Ser CW, GO
0.000%, 11/01/2043 (G)(N)		781		420
Total Municipal Bonds
(Cost $1,375) ($ Thousands)				1,232
CONVERTIBLE BONDS — 0.2%
Air Canada
4.000% , 07/01/2025	$	60		88
Canopy Growth
4.250% , 07/15/2023(F)	CAD	152		111
Granite Point Mortgage Trust
5.625% , 12/01/2022(F)	$	55		54
6.375% , 10/01/2023		15		15
Liberty Latin America
2.000% , 07/15/2024		265		240
Liberty Media
4.000% , 11/15/2029		228		154
3.750% , 02/15/2030		230		158

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

217

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Pebblebrook Hotel Trust
1.750% , 12/15/2026	$	115	$	132
Total Convertible Bonds
(Cost $928) ($ Thousands)				952
U.S. TREASURY OBLIGATIONS — 0.1%
U.S. Treasury Bills
0.379%, 06/09/2022 (L)	$	114		114
0.058%, 05/19/2022 (L)		483		483
Total U.S. Treasury Obligations
(Cost $597) ($ Thousands)				597
	Shares
PREFERRED STOCK — 0.1%
Consumer Discretionary — 0.1%
Boardriders Inc., *(A)(B)(D)(N)		25,646		31
Bowlero, *(A)(B)(N)		290		290
Guitar Center, *(A)(B)(N)		39		4
				325
Materials — 0.0%
Libbey Glass Inc., (A)(N)		766		90
Total Preferred Stock
(Cost $369) ($ Thousands)				415
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITY — 0.0%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser 2017-CSMO, Cl F
4.138%, ICE LIBOR USD 1 Month + 3.741%, 11/15/2036(F)(G)	$	175		173
Total Mortgage-Backed Security
(Cost $175) ($ Thousands)				173

Description	Shares			Market Value ($ Thousands)
CASH EQUIVALENT — 27.0%
SEI Daily Income Trust, Government Fund, Cl F
0.110%**†		121,182,268		$	121,182
Total Cash Equivalent
(Cost $121,182) ($ Thousands)					121,182
Total Investments in Securities — 96.3%
(Cost $430,954) ($ Thousands)				$	432,595
COMMON STOCK SOLD SHORT— (11.1)%
Communication Services — (1.1)%
Electronic Arts Inc		(2,673	)		(338	)
Lumen Technologies		(30,525	)		(344	)
Meta Platforms, Cl A *		(4,438	)		(987	)
Netflix Inc *		(3,878	)		(1,453	)
Nexstar Media Group Inc, Cl A		(1,785	)		(336	)
ROBLOX, Cl A *		(6,799	)		(314	)
Roku Inc, Cl A *		(2,721	)		(341	)
Spotify Technology SA *		(2,212	)		(334	)
Warner Music Group, Cl A		(8,843	)		(335	)
					(4,782	)
Consumer Discretionary — (2.2)%
Abercrombie & Fitch Co, Cl A *		(20,649	)		(661	)
Airbnb, Cl A *		(2,605	)		(447	)
Amazon.com Inc, Cl A *		(204	)		(665	)
Bed Bath & Beyond Inc *		(2,528	)		(57	)
Boot Barn Holdings Inc *		(5,321	)		(504	)
Boyd Gaming Corp		(4,887	)		(322	)
Brunswick Corp/DE		(5,813	)		(470	)
CarMax Inc *		(3,274	)		(316	)
Carvana Co, Cl A *		(5,558	)		(663	)
Cheesecake Factory Inc/The *		(18,289	)		(728	)
Children's Place Inc/The *		(11,895	)		(586	)
Dick's Sporting Goods Inc		(6,221	)		(622	)
F45 Training Holdings *		(18,718	)		(200	)
Macy's Inc		(12,782	)		(311	)
Nordstrom Inc		(12,237	)		(332	)
RH *		(966	)		(315	)
Signet Jewelers Ltd		(2,117	)		(154	)
Sleep Number Corp *		(5,700	)		(289	)
Sonos Inc *		(17,641	)		(498	)
Starbucks Corp		(3,844	)		(350	)
Target Corp, Cl A		(1,541	)		(327	)
Tesla Inc *		(362	)		(390	)
Williams-Sonoma Inc		(4,574	)		(663	)
					(9,870	)

218

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Consumer Staples — (1.8)%
Cal-Maine Foods Inc		(3,108	)	$	(171	)
Campbell Soup Co		(33,319	)		(1,485	)
Celsius Holdings Inc *		(5,579	)		(308	)
Estee Lauder Cos Inc/The, Cl A		(2,996	)		(816	)
Hormel Foods Corp		(3,255	)		(168	)
J M Smucker Co/The		(10,736	)		(1,454	)
Kellogg Co		(21,614	)		(1,394	)
SpartanNash Co		(58,023	)		(1,914	)
Walmart Inc		(2,231	)		(332	)
					(8,042	)
Energy — (0.3)%
Dorian LPG Ltd		(79,572	)		(1,153	)
Financials — (0.5)%
Capital One Financial Corp		(4,903	)		(644	)
MarketAxess Holdings Inc		(1,444	)		(491	)
Robinhood Markets, Cl A *		(25,856	)		(349	)
Synchrony Financial		(18,084	)		(630	)
					(2,114	)
Health Care — (0.2)%
Berkeley Lights Inc *		(33,589	)		(239	)
HCA Healthcare Inc		(2,497	)		(626	)
					(865	)
Industrials — (2.1)%
A O Smith Corp		(2,539	)		(162	)
Apogee Enterprises Inc		(31,769	)		(1,508	)
Atlas Air Worldwide Holdings Inc *		(3,745	)		(323	)
CH Robinson Worldwide Inc		(4,685	)		(505	)
Fastenal Co, Cl A		(11,543	)		(686	)
Genco Shipping & Trading Ltd		(12,679	)		(299	)
Knight-Swift Transportation Holdings Inc, Cl A		(10,006	)		(505	)
Matson Inc		(15,103	)		(1,822	)
Schneider National Inc, Cl B		(11,898	)		(303	)
SiteOne Landscape Supply Inc *		(3,749	)		(606	)
Star Bulk Carriers		(9,044	)		(269	)
TPI Composites *		(100,078	)		(1,407	)
Union Pacific Corp		(1,210	)		(331	)
Werner Enterprises Inc		(12,533	)		(514	)
ZTO Express Cayman ADR		(12,248	)		(306	)
					(9,546	)
Information Technology — (2.6)%
Apple Inc		(3,575	)		(624	)
Block, Cl A *		(4,018	)		(545	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
C3.ai Inc, Cl A *		(14,522	)	$	(330	)
Ceridian HCM Holding Inc *		(6,886	)		(471	)
Corsair Gaming *		(64,061	)		(1,355	)
Enphase Energy Inc *		(2,195	)		(443	)
FleetCor Technologies Inc *		(1,741	)		(434	)
Fortinet Inc *		(1,384	)		(473	)
Intel Corp		(8,828	)		(437	)
International Business Machines Corp		(6,481	)		(843	)
Lightspeed Commerce *		(10,796	)		(329	)
Microchip Technology Inc		(5,368	)		(403	)
Microsoft Corp		(2,193	)		(676	)
NVIDIA Corp		(1,514	)		(413	)
ON Semiconductor Corp *		(4,883	)		(306	)
Paylocity Holding Corp *		(2,094	)		(431	)
Paymentus Holdings, Cl A *		(15,508	)		(327	)
Procore Technologies Inc *		(12,026	)		(697	)
PTC Inc *		(4,388	)		(473	)
Radware Ltd *		(4,367	)		(140	)
RingCentral Inc, Cl A *		(1,722	)		(202	)
SentinelOne, Cl A *		(10,339	)		(400	)
Skyworks Solutions Inc		(4,014	)		(535	)
Western Union Co/The		(31,820	)		(596	)
					(11,883	)
Real Estate — (0.3)%
American Tower Corp, Cl A		(2,737	)		(687	)
Federal Realty Investment Trust		(2,761	)		(337	)
Regency Centers Corp		(4,835	)		(345	)
					(1,369	)
Total Common Stock Sold Short
(Proceeds $48,139) ($ Thousands)					(49,624	)
	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.5)%
Communication Services — (0.2)%
Altice France Holding
6.000%, 02/15/2028 (F)	$	(319	)		(275	)
Front Range BidCo
6.125%, 03/01/2028 (F)		(516	)		(462	)
					(737	)
Consumer Discretionary — (0.7)%
At Home Group
7.125%, 07/15/2029 (F)		(247	)		(214	)
Beazer Homes USA
5.875%, 10/15/2027		(267	)		(258	)
Carrols Restaurant Group
5.875%, 07/01/2029 (F)		(209	)		(170	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

219

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Cooper-Standard Automotive
13.000%, 06/01/2024 (F)	$	(165	)	$	(168	)
Douglas GmbH
6.000%, 04/08/2026	EUR	(137	)		(145	)
Gestamp Automocion MTN
3.250%, 04/30/2026		(189	)		(204	)
Hyatt Hotels
5.750%, 04/23/2030	$	(109	)		(121	)
4.375%, 09/15/2028		(174	)		(173	)
Las Vegas Sands
3.900%, 08/08/2029		(378	)		(347	)
Life Time
8.000%, 04/15/2026 (F)		(454	)		(453	)
5.750%, 01/15/2026 (F)		(161	)		(161	)
MGM Resorts International
5.500%, 04/15/2027		(115	)		(116	)
4.750%, 10/15/2028		(115	)		(111	)
Photo Holdings Merger Sub
8.500%, 10/01/2026 (F)		(266	)		(254	)
Superior Plus
4.500%, 03/15/2029 (F)		(129	)		(121	)
WW International
4.500%, 04/15/2029 (F)		(185	)		(150	)
					(3,166	)
Consumer Staples — (0.0)%
B&G Foods
5.250%, 09/15/2027		(147	)		(140	)
Bellis Finco
4.000%, 02/16/2027	GBP	(59	)		(69	)
Kronos Acquisition Holdings
7.000%, 12/31/2027 (F)	$	(130	)		(110	)
Ontex Group
3.500%, 07/15/2026	EUR	(98	)		(100	)
Oriflame Investment Holding
5.125%, 05/04/2026 (F)	$	(75	)		(60	)
					(479	)
Energy — (0.4)%
Antero Resources
5.375%, 03/01/2030 (F)		(108	)		(110	)
Apache
4.250%, 01/15/2030		(75	)		(75	)
Callon Petroleum
8.000%, 08/01/2028 (F)		(215	)		(227	)
EQM Midstream Partners
5.500%, 07/15/2028		(232	)		(233	)
4.750%, 01/15/2031 (F)		(87	)		(81	)
Genesis Energy
8.000%, 01/15/2027		(152	)		(156	)
7.750%, 02/01/2028		(150	)		(151	)
NGL Energy Partners
6.125%, 03/01/2025		(110	)		(96	)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Occidental Petroleum
3.500%, 08/15/2029	$	(225	)	$	(222	)
Range Resources
4.750%, 02/15/2030 (F)		(130	)		(129	)
Summit Midstream Holdings
5.750%, 04/15/2025		(40	)		(33	)
Western Midstream Operating
4.550%, 02/01/2030		(4	)		(4	)
					(1,517	)
Health Care — (0.3)%
AdaptHealth
5.125%, 03/01/2030 (F)		(115	)		(107	)
Avantor Funding
3.875%, 11/01/2029 (F)		(262	)		(246	)
Bausch Health
5.250%, 02/15/2031 (F)		(130	)		(101	)
Global Medical Response
6.500%, 10/01/2025 (F)		(117	)		(116	)
LifePoint Health
5.375%, 01/15/2029 (F)		(343	)		(324	)
ModivCare Escrow Issuer
5.000%, 10/01/2029 (F)		(152	)		(142	)
Mozart Debt Merger Sub
5.250%, 10/01/2029 (F)		(195	)		(181	)
Option Care Health
4.375%, 10/31/2029 (F)		(198	)		(186	)
					(1,403	)
Industrials — (0.1)%
American Airlines Group
5.000%, 06/01/2022 (F)		(281	)		(281	)
Artera Services
9.033%, 12/04/2025 (F)		(87	)		(87	)
MIWD Holdco II
5.500%, 02/01/2030 (F)		(108	)		(101	)
ProGroup
3.000%, 03/31/2026	EUR	(86	)		(91	)
					(560	)
Information Technology — (0.3)%
CommScope Technologies
5.000%, 03/15/2027 (F)	$	(510	)		(443	)
Endurance International Group Holdings
6.000%, 02/15/2029 (F)		(172	)		(148	)
Northwest Fiber
6.000%, 02/15/2028 (F)		(230	)		(202	)
Rocket Software
6.500%, 02/15/2029 (F)		(173	)		(157	)
TTM Technologies
4.000%, 03/01/2029 (F)		(284	)		(263	)
					(1,213	)
Materials — (0.5)%
Allegheny Technologies
4.875%, 10/01/2029		(168	)		(159	)

220

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
ASP Unifrax Holdings
7.500%, 09/30/2029 (F)	$	(122	)	$	(108	)
Constellium
5.625%, 06/15/2028 (F)		(600	)		(603	)
LABL
5.875%, 11/01/2028 (F)		(136	)		(128	)
LABL Escrow Issuer
10.500%, 07/15/2027 (F)		(13	)		(13	)
PMHC II
9.000%, 02/15/2030 (F)		(86	)		(76	)
SCIH Salt Holdings
4.875%, 05/01/2028 (F)		(450	)		(424	)
Scotts Miracle-Gro
4.500%, 10/15/2029		(169	)		(158	)
Unifrax Escrow Issuer
5.250%, 09/30/2028 (F)		(140	)		(130	)
WEPA Hygieneprodukte GmbH
2.875%, 12/15/2027	EUR	(185	)		(176	)
					(1,975	)
Real Estate — (0.0)%
Diversified Healthcare Trust
4.750%, 02/15/2028	$	(74	)		(67	)
Utilities — (0.0)%
Sunnova Energy
5.875%, 09/01/2026 (F)		(148	)		(142	)
Total Corporate Obligations Sold Short
(Proceeds $11,648) ($ Thousands)					(11,259	)
	Shares
EXCHANGE TRADED FUNDS SOLD SHORT— (2.0)%
ARK Innovation ETF		(19,420	)		(1,287	)
Direxion Daily 20 Year Plus Treasury Bull 3x Shares		(51,996	)		(1,018	)
iShares Russell 2000 ETF		(16,216	)		(3,329	)
SPDR S&P 500 ETF Trust		(7,382	)		(3,334	)
Total Exchange Traded Funds Sold Short
(Proceeds $9,369) ($ Thousands)					(8,968	)
FOREIGN COMMON STOCK SOLD SHORT— (0.9)%
China — (0.1)%
JinkoSolar Holding ADR *		(6,397	)		(309	)
Germany — (0.0)%
HelloFresh *		(6,588	)		(301	)

Description	Shares			Market Value ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
Japan — (0.2)%
Anritsu		(32,300	)	$	(413	)
Softbank Corp		(32,800	)		(386	)
					(799	)
Switzerland — (0.4)%
Logitech International		(23,367	)		(1,724	)
Taiwan — (0.1)%
Taiwan Semiconductor Manufacturing Co Ltd ADR		(3,895	)		(406	)
United Kingdom — (0.1)%
Micro Focus International PLC		(68,532	)		(365	)
Total Foreign Common Stock Sold Short
(Proceeds $4,531) ($ Thousands)					(3,904	)
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS SOLD SHORT — (0.1)%
U.S. Treasury Notes
1.875%, 02/15/32	$	(434	)		(417	)
1.500%, 01/31/27		(111	)		(106	)
Total U.S. Treasury Obligations
(Proceeds $541) ($ Thousands)					(523	)
Total Investments Sold Short — (16.6)%
(Proceeds $74,228) ($ Thousands)				$	(74,278	)
	Contracts
PURCHASED OPTIONS* — 0.3%
Total Purchased Options (M)
(Cost $595) ($ Thousands)		650,872		$	1,065
WRITTEN OPTIONS* — (0.1)%
Total Written Options (M)
(Premiums Received $220) ($ Thousands)		(649,724	)	$	(398	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

221

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

A list of the open exchange traded options contracts for the Fund at March 31, 2022, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.2%
Put Options
Microsoft Corporation*		26		$	802		$	270.00		5/21/2022		8
Microsoft Corporation*		26			802			260.00		5/21/2022		4
Nielsen Holdings PLC*		13			35			18.00		8/20/2022		–
S&P 500 Index*		2			870			4,350.00		5/21/2022		8
Tenneco Inc*		13			24			15.00		4/16/2022		–
Tenneco Inc*		16			29			14.00		4/16/2022		–
Tenneco Inc*		1			2			16.00		4/16/2022		–
Tower Semiconductor Ltd.*		17			82			47.00		10/22/2022		2
World Fuel Services Corp*		39			193			45.00		5/21/2022		4
World Fuel Services Corp*		10			50			49.50		4/16/2022		1
					2,889							27
Call Options
Activision Blizzard, Inc.*		170			1,362			80.00		6/18/2022		32
Activision Blizzard, Inc.*		75			601			80.00		5/21/2022		8
Activision Blizzard, Inc.*		22			176			77.50		5/21/2022		7
Activision Blizzard, Inc.*		54			433			78.00		4/16/2022		3
Hertz Global Holdings Inc*		22			49			25.00		5/21/2022		2
Invesco QQQ Trust Series 1*		41,252			14,851			360.00		4/16/2022		354
Nasdaq-100*		736			11,803			16,037.17		6/18/2022		165
Penn National Gaming, Inc*		10			42			70.00		4/16/2022		–
RUB PUT USD CALL*		602,355			45,779			76.00		5/21/2022		46
S&P 500 Index*		5,379			26,626			4,950.00		6/18/2022		64
Service Properties Trust*		39			34			12.50		6/18/2022		–
Viper Energy Partners LP*		532			1,573			24.00		6/18/2022		357
Zynga Inc*		63			58			10.00		4/16/2022		–
					103,387							1,038
Total Purchased Options					106,276						$	1,065
WRITTEN OPTIONS — (0.1)%
Put Options
S&P 500 Index*		(2	)	$	(820	)		4,100.00		05/21/22	$	(3	)
Call Options
Invesco QQQ Trust Series 1*		(41,252	)		(15,057	)		365.00		04/16/22		(235	)
Nasdaq-100*		(736	)		(12,111	)		16,455.89		06/18/22		(94	)
RUB PUT USD CALL*		(602,355	)		(48,791	)		81.00		05/21/22		(36	)
S&P 500 Index*		(5,379	)		(27,164	)		5,050.00		06/18/22		(30	)
					(103,123	)						(395	)
Total Written Options					(103,943	)					$	(398	)

222

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open futures contracts held by the Fund at March 31, 2022 is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Depreciation (Thousands)
Short Contracts
Euro STOXX 50		(7	)		Jun-2022	$	(283	)	$	(298	)	$	(10	)
S&P 500 Index E-MINI		(3	)		Jun-2022		(629	)		(679	)		(51	)
						$	(912	)	$	(977	)	$	(61	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
NATWEST MARKETS INC. (PAS)		05/18/22		USD	594		CNH	3,805	$	3
Barclays PLC		05/13/22		USD	11		EUR	10		—
Barclays PLC		05/13/22		CAD	310		USD	243		(5	)
Barclays PLC		05/13/22		EUR	750		USD	861		25
Barclays PLC		05/18/22		USD	103		JPY	11,739		(6	)
BNYMellon		06/15/22		GBP	207		USD	271		(2	)
BNYMellon		06/15/22		CAD	209		USD	164		(3	)
BNYMellon		06/15/22		USD	267		EUR	242		3
BNYMellon		06/15/22		HKD	51		USD	6		—
BNYMellon		06/15/22		HKD	288		USD	37		—
BNYMellon		06/15/22		EUR	1,312		USD	1,436		(28	)
Citi		04/20/22		CAD	352		USD	276		(6	)
Citi		05/18/22		USD	93		SGD	125		(1	)
Deutsche Bank		06/15/22		USD	603		ZAR	9,170		18
Deutsche Bank		06/15/22		USD	605		MXN	12,767		26
Deutsche Bank		06/15/22		USD	638		PLN	2,770		22
Deutsche Bank		06/15/22		PLN	2,682		USD	606		(33	)
Goldman Sachs		04/20/22		USD	47		ILS	147		(1	)
Goldman Sachs		04/20/22		ILS	919		USD	290		1
Goldman Sachs		05/18/22		USD	305		TWD	8,783		3
Goldman Sachs		05/18/22		USD	404		KRW	484,863		(4	)
Goldman Sachs		05/18/22		CNH	5,385		USD	842		(4	)
Goldman Sachs		05/18/22		TWD	8,026		USD	285		4
Goldman Sachs		06/15/22		USD	247		PLN	1,072		9
Goldman Sachs		06/15/22		ZAR	91,798		USD	5,879		(343	)
HSBC		04/20/22		CAD	1,613		USD	1,267		(25	)
HSBC		05/18/22		USD	701		JPY	80,025		(41	)
HSBC		05/18/22		CNH	1,237		USD	193		(1	)
HSBC		05/18/22		USD	1,527		CNH	9,763		7
HSBC		05/18/22		USD	163		CNH	1,036		—
HSBC		06/15/22		USD	9		ZAR	138		—
HSBC		06/15/22		USD	623		PLN	2,682		16
HSBC		06/15/22		PLN	2,770		USD	605		(54	)
JPMorgan Chase Bank		04/20/22		USD	179		CAD	228		3
JPMorgan Chase Bank		05/18/22		JPY	28,503		USD	231		(4	)
JPMorgan Chase Bank		06/15/22		USD	543		CHF	497		(1	)
JPMorgan Chase Bank		06/15/22		MXN	25,137		USD	1,165		(79	)
Montgomery/Bank of America		04/20/22		USD	104		ILS	341		3
Montgomery/Bank of America		06/15/22		USD	85		CHF	78		—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

223

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		04/20/22		CAD	392		USD	308	$	(6	)
Morgan Stanley		05/18/22		USD	411		JPY	48,439		(11	)
Morgan Stanley		05/18/22		CNH	1,009		USD	158		(1	)
Morgan Stanley		05/18/22		JPY	105,056		USD	906		40
Morgan Stanley		06/15/22		GBP	80		USD	104		(1	)
State Street		04/20/22		USD	14		ILS	45		(1	)
State Street		04/20/22		USD	183		CAD	232		3
State Street		04/20/22		CAD	4,021		USD	3,163		(56	)
State Street		05/18/22		USD	188		CNH	1,207		2
State Street		05/18/22		USD	202		CNH	1,284		(1	)
State Street		05/18/22		CNH	17,304		USD	2,706		(12	)
State Street		06/15/22		USD	431		GBP	322		(7	)
State Street		06/15/22		EUR	511		USD	569		(1	)
UBS		04/20/22		USD	444		CAD	563		7
UBS		04/20/22		ILS	1,322		USD	417		3
Westpac Banking		04/20/22		USD	2,370		CAD	3,019		47
Westpac Banking		05/18/22		USD	124		JPY	14,729		(2	)
Westpac Banking		06/15/22		EUR	139		USD	154		(2	)
									$	(497	)

A list of the open OTC swap agreements held by the Fund at March 31, 2022 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Goldman Sachs

Allegro EU SA

1 MONTH USD LIBOR +0.65

Allegro EU SA

Monthly

12/15/2025

PLN

265

$

(67

)

$

–

$

(67

)

Goldman Sachs

Aspeed Technology

1 MONTH USD LIBOR +0.50

Aspeed Technology

Annually

12/15/2025

USD

(464

)

105

–

105

Goldman Sachs

Russell 2000 Growth Index Technology

ASSET RETURN

Russell 2000 Growth Index Technology

Monthly

12/15/2025

USD

6,045

(636

)

–

(636

)

Goldman Sachs

Samsung Electronics

ASSET RETURN

Samsung Electronics

Monthly

12/15/2025

KRW

438

(16

)

–

(16

)

Goldman Sachs

Winbond Electronics

ASSET RETURN

Winbond Electronics

Monthly

12/15/2025

TWD

340

21

–

21

Morgan Stanley

Avast PLC

1 MONTH USD LIBOR

Avast PLC

Annually

09/12/2023

USD

(636

)

—

–

–

Morgan Stanley

Biotest VZ

EURIB-1M

Biotest VZ

Annually

11/03/2022

EUR

(504

)

(43

)

–

(43

)

Morgan Stanley

COHERENT INC

FEDEF-1-DAY

COHERENT INC

Annually

06/09/2022

USD

(3,533

)

224

–

224

Morgan Stanley

Entegris Inc

ASSET RETURN

Entegris Inc

Monthly

09/09/2022

USD

191

9

–

9

Morgan Stanley

Healthcare Realty

ASSET RETURN

Healthcare Realty

Monthly

09/09/2022

USD

1,216

1

–

1

Morgan Stanley

II-VI Inc

ASSET RETURN

II-VI Inc

Monthly

09/09/2022

USD

820

(90

)

–

(90

)

Morgan Stanley

Intertape Polyme

DISC-1-DAY

Intertape Polyme

Annually

08/25/2022

CAD

(400

)

1

–

1

Morgan Stanley

Meggitt PLC

1-MONTH USD - LIBOR

Meggitt PLC

Annually

08/16/2023

GBP

(962

)

35

–

35

Morgan Stanley

MKS Instruments

ASSET RETURN

MKS Instruments

Monthly

09/09/2022

USD

46

1

–

1

Morgan Stanley

NortonLifeLock

ASSET RETURN

NortonLifeLock

Monthly

09/09/2022

USD

70

1

–

1

Morgan Stanley

Quidel Corporation

ASSET RETURN

Quidel Corporation

Monthly

09/09/2022

USD

334

—

–

–

Morgan Stanley

Rentokil Intial

ASSET RETURN

Rentokil Intial

Monthly

09/12/2023

USD

1,268

(17

)

–

(17

)

Morgan Stanley

Rogers Corporation

ASSET RETURN

Rogers Corporation

Monthly

09/09/2022

USD

773

4

–

4

Morgan Stanley

SHAW COMM

DISC -1-DAY

SHAW COMM

Annually

08/25/2022

CAD

(2,022

)

7

–

7

Morgan Stanley

Take-Two Interac

ASSET RETURN

Take-Two Interac

Monthly

09/09/2022

USD

1,840

(16

)

–

(16

)

Morgan Stanley

US Ecology Inc

ASSET RETURN

US Ecology Inc

Monthly

09/09/2022

USD

437

(1

)

–

(1

)

Morgan Stanley

Vivo Energy PLC

1 MONTH USD LIBOR

Vivo Energy PLC

Annually

09/12/2023

USD

(616

)

11

–

11

UBS

Intertrust

EURIB-1M

Intertrust

Annually

11/03/2022

EUR

(1,935

)

40

–

40

UBS

Stagecoach Group PLC

SONIA-1-DAY

Stagecoach Group PLC

Annually

08/16/2023

GBP

(27

)

—

–

–

224

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Total Return Swaps (continued)

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

$

(426

)

$

–

$

(426

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency	Termination Date	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.HY.38		5.00%	Quarterly	06/20/2027	$	1,209	$	(67	)	$	(56	)	$	(11	)
CDX.HY.38		5.00%	Quarterly	06/20/2027		1,620		(87	)		(92	)		5
CDX.IG.38		1.00%	Quarterly	06/20/2027		4,471		(85	)		(66	)		(19	)
CDX.IG.38		1.00%	Quarterly	06/20/2027		860		(16	)		(13	)		(3	)
CDX.IG.38		1.00%	Quarterly	06/20/2027		860		(16	)		(13	)		(3	)
GAP Inc.		1.00%	Quarterly	06/20/2025		270		8			28			(20	)
ITRX.XOVER.37		5.00%	Quarterly	06/20/2027		692		(54	)		(48	)		(6	)
ITRX.XOVER.37		5.00%	Quarterly	06/20/2027		172		(14	)		(12	)		(2	)
ITRX.XOVER.37		5.00%	Quarterly	06/20/2027		688		(54	)		(47	)		(7	)
Nordstrom		1.00%	Quarterly	06/20/2025		50		2			2			–
Simon Property Group		1.00%	Quarterly	06/20/2025		275		(4	)		12			(16	)
SOAF		1.00%	Quarterly	12/20/2024		1,685		12			–			12
							$	(375	)	$	(305	)	$	(70	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency	Termination Date	Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Thousands)
Turkey		1.00%	Quarterly	06/20/2027		(727	)	$	(136	)	$	(145	)	$	9

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.0 X PRIB06-MONTH + 0.0 BPS		5.553%		Semi-Annually		06/15/2024		CZK		16,684	$	(4	)	$	–	$	(4	)
1.0 X PRIB06-MONTH + 0.0 BPS		4.553%		Semi-Annually		06/15/2025		CZK		95,167		32			–		32
1.0 X IN00O/N + 0.0 BPS		5.936%		Semi-Annually		06/15/2027		INR		287,240		27			–		27
2.5325%		1.0 X CNRR007 + 0.0 BPS		Quarterly		06/15/2027		CNY		17,619		19			–		19
1.0 X WIBR6-MONTH + 0.0 BPS		4.150%		Semi-Annually		06/15/2027		PLN		3,663		38			13		25
											$	112		$	13	$	99

	Percentages are based on Net Assets of $449,269 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2022.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Security 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, 2022 was $1,119 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.
(C)	Securities considered illiquid. The total value of such securities as of March 31, 2022 was $586 ($ Thousands) and represented 0.1% of the Net Assets of the Fund.

(D)	Securities considered restricted. The total market value of such securities as of March 31, 2022 was $1,398 ($ Thousands) and represented 0.3% of the Net Assets of the Fund.
(E)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $1,166 ($ Thousands), or 0.3% of the Net Assets of the Fund (See Note 2).
(F)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $62,149 ($ Thousands), representing 13.8% of the Net Assets of the Fund.
(G)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

225

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Strategy Alternative Fund (Concluded)

(H)	Perpetual security with no stated maturity date.
(I)	Security is in default on interest payment.
(J)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(K)	Zero coupon security.
(L)	Interest rate represents the security's effective yield at the time of purchase.
(M)	Refer to table below for details on Options Contracts.
(N)	Interest Rate Not Available.
(O)	Security, or portion thereof, has been pledged as collateral on securities sold short.

ADR — American Depositary Receipt

BPs— Basis Points

Cl — Class

CLO — Collateralized Loan Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

CV — Conversion Ratio

CZK — Czech Koruna

DAC — Designated Activity Company

ETF — Exchange-Traded Fund

EUR — Euro

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

HKD — Hong Kong Dollar

ICE— Intercontinental Exchange

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zloty

S&P— Standard & Poor's

Ser — Series

SGD — Singapore Dollar

SPDR — Standard & Poor's Depository Receipt

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

USD — U.S. Dollar

ZAR — South African Rand

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Common Stock		118,056			167			944		119,167
Corporate Obligations		–			78,242			196		78,438
Exchange Traded Funds		49,252			–			–		49,252
Sovereign Debt		–			29,174			–		29,174
Loan Participations		–			14,628			3,817		18,445
Foreign Common Stock		10,047			–			–		10,047
Asset-Backed Securities		–			1,804			–		1,804
Warrants		3			1,551			163		1,717
Municipal Bonds		–			1,232			–		1,232
Convertible Bonds		–			952			–		952
U.S. Treasury Obligations		–			597			–		597
Preferred Stock		–			–			415		415
Mortgage-Backed Security		–			173			–		173
Cash Equivalent		121,182			–			–		121,182
Total Investments in Securities		298,540			128,520			5,535		432,595
Securities Sold Short
Common Stock		(49,624	)		–			–		(49,624	)
Corporate Obligations		–			(11,259	)		–		(11,259	)
Exchange Traded Funds		(8,968	)		–			–		(8,968	)
Foreign Common Stock		(3,904	)		–			–		(3,904	)
U.S. Treasury Obligations		–			(523	)		–		(523	)
Total Securities Sold Short		(62,496	)		(11,782	)		–		(74,278	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		1,065			–			–		1,065
Written Options		(398	)		–			–		(398	)
Futures Contracts*
Unrealized Depreciation		(61	)		–			–		(61	)
Forwards Contracts*
Unrealized Appreciation		–			245			–		245
Unrealized Depreciation		–			(742	)		–		(742	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			460			–		460
Unrealized Depreciation		–			(886	)		–		(886	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			26			–		26
Unrealized Depreciation		–			(87	)		–		(87	)
Interest Rate Swaps*
Unrealized Appreciation		–			103			–		103
Unrealized Depreciation		–			(4	)		–		(4	)
Total Other Financial Instruments		606			(885	)		–		(279	)

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

226

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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

	Investments in Common Stock			Investments in Corporate Obligations		Investments in Loan Participations			Investments in Warrants		Investments in Preferred Stock
Balance as of October 1, 2021	$	1,147		$	–	$	3,896		$	73	$	115
Accrued discounts/premiums		–			–		3			–		–
Realized gain/(loss)		4			–		3			–		–
Change in unrealized appreciation/(depreciation)		(133	)		4		(127	)		59		10
Purchases		–			–		318			31		290
Sales		(74	)		–		(276	)		–		–
Net transfer into Level 3		–			192		–			–		–
Net transfer out of Level 3		–			–		–			–		–
Ending Balance as of March 31, 2022(1)	$	944		$	196	$	3,817		$	163	$	415
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(125	)	$	4	$	(120	)	$	–	$	–

(1) Of the $5,535 ($ Thousands) in Level 3 securities as of March 31, 2022, $1,795 ($ Thousands) or 0.4% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the period ended March 31, 2022, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2022 ($ Thousands):

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2022		Shares		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$	153,952	$	282,099	$	(314,869	)	$	—	$	—	$	121,182		121,182,268	$	9	$	—

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

227

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 40.8%
U.S. Treasury Bills
0.160%, 06/23/2022 (A)	$	873	$	872
0.129%, 06/16/2022 (A)		4,257		4,253
0.070%, 05/26/2022 (A)		101,855		101,810
0.064%, 05/19/2022 (A)		45,651		45,636
0.060%, 04/21/2022 (A)		53,432		53,428
0.060%, 04/28/2022 (A)		423		423
0.055%, 04/07/2022 (A)		200,467		200,462
0.055%, 04/14/2022 (A)		30,000		29,999
0.000%, 07/21/2022 (A)		69,000		68,860
0.000%, 09/08/2022 (A)		40,000		39,837
0.000%, 09/15/2022 (A)		73,842		73,523
0.000%, 09/29/2022 (A)		100,000		99,494
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		3,420		4,522
3.625%, 04/15/2028		1,738		2,202
3.375%, 04/15/2032		4,752		6,701
2.500%, 01/15/2029		2,488		3,031
2.375%, 01/15/2025		1,193		1,324
2.375%, 01/15/2027		1,394		1,617
2.125%, 02/15/2040		2,602		3,676
2.125%, 02/15/2041		2,568		3,626
2.000%, 01/15/2026		1,417		1,587
1.750%, 01/15/2028		636		728
1.375%, 02/15/2044		1,206		1,545
1.000%, 02/15/2046		1,543		1,876
1.000%, 02/15/2049		3,910		4,885
0.875%, 01/15/2029		1,052		1,162
0.750%, 07/15/2028		3,360		3,675
0.750%, 02/15/2042		4,230		4,830
0.750%, 02/15/2045		895		1,027
0.625%, 01/15/2024		1,205		1,267
0.625%, 01/15/2026		5,916		6,307
0.625%, 02/15/2043		1,834		2,045

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.500%, 01/15/2028	$	10,908	$	11,668
0.375%, 07/15/2023		1,208		1,268
0.375%, 07/15/2025		5,928		6,269
0.375%, 01/15/2027		2,328		2,467
0.250%, 01/15/2025		594		622
0.250%, 07/15/2029		10,332		11,029
0.250%, 02/15/2050		328		344
0.125%, 04/15/2022		8,092		8,123
0.125%, 07/15/2022		611		628
0.125%, 01/15/2023		6,090		6,303
0.125%, 07/15/2024		8,288		8,698
0.125%, 10/15/2024		8,219		8,597
0.125%, 10/15/2025		433		454
0.125%, 10/15/2025		11,377		11,926
0.125%, 04/15/2026		10,560		11,037
0.125%, 07/15/2026		5,865		6,164
0.125%, 10/15/2026		5,350		5,624
0.125%, 01/15/2030		36,935		38,985
0.125%, 07/15/2030		35,090		37,210
0.125%, 01/15/2031		50,653		53,605
0.125%, 07/15/2031		42,484		45,181
0.125%, 01/15/2032		3,347		3,559
Total U.S. Treasury Obligations
(Cost $1,056,426) ($ Thousands)				1,055,991
SOVEREIGN DEBT — 18.3%
Andina de Fomento
4.375%, 06/15/2022	$	125		125
Asian Development Bank
2.625%, 01/30/2024		375		377
2.625%, 01/12/2027		1,750		1,756
2.375%, 08/10/2027		500		495
2.000%, 04/24/2026		500		488
1.750%, 08/14/2026		500		483
Asian Infrastructure Investment Bank
2.250%, 05/16/2024		375		374
Canada Government International Bond
2.000%, 11/15/2022		375		377
Council of Europe Development Bank
2.625%, 02/13/2023		500		502
2.500%, 02/27/2024		750		752
1.750%, 09/26/2022		250		251
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	36,276		49,945
0.100%, 04/15/2023		8,011		9,463
0.100%, 04/15/2026		14,844		18,595
0.100%, 04/15/2033		4,329		6,023
0.100%, 04/15/2046		6,748		11,923

228

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023	$	750	$	756
European Investment Bank
4.875%, 02/15/2036		250		314
3.250%, 01/29/2024		1,500		1,525
3.125%, 12/14/2023		250		253
2.625%, 03/15/2024		1,000		1,005
2.500%, 03/15/2023		375		377
2.500%, 10/15/2024		1,000		1,001
2.375%, 05/24/2027		250		248
2.125%, 04/13/2026		500		492
1.875%, 02/10/2025		500		491
Export Development Canada
2.750%, 03/15/2023		750		756
2.625%, 02/21/2024		1,375		1,381
2.500%, 01/24/2023		750		755
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	1,353		2,140
3.150%, 07/25/2032		2,725		4,677
2.100%, 07/25/2023(B)		2,256		2,740
1.850%, 07/25/2027		13,431		18,615
1.800%, 07/25/2040(B)		1,893		3,412
1.100%, 07/25/2022		1,195		1,386
0.700%, 07/25/2030(B)		14,536		19,973
0.250%, 07/25/2024		4,702		5,770
0.100%, 03/01/2025		4,653		5,653
0.100%, 03/01/2026(B)		8,737		10,879
0.100%, 03/01/2028		10,047		12,651
0.100%, 03/01/2029		9,673		12,461
0.100%, 07/25/2031(B)		6,746		8,877
0.100%, 03/01/2032		3,814		4,978
0.100%, 03/01/2036(B)		4,625		6,208
0.100%, 07/25/2036(B)		4,385		5,941
0.100%, 07/25/2047(B)		1,282		1,922
Inter-American Development Bank
7.000%, 06/15/2025	$	500		565
3.125%, 09/18/2028		375		388
3.000%, 10/04/2023		250		253
3.000%, 02/21/2024		250		253
2.625%, 01/16/2024		375		377
2.500%, 01/18/2023		750		755
2.000%, 06/02/2026		1,000		975
2.000%, 07/23/2026		375		366
1.750%, 09/14/2022		1,000		1,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
International Bank for Reconstruction & Development
7.625%, 01/19/2023	$	750	$	785
4.750%, 02/15/2035		250		305
3.000%, 09/27/2023		750		759
2.500%, 03/19/2024		750		752
2.500%, 11/25/2024		500		500
2.500%, 07/29/2025		375		374
2.500%, 11/22/2027		750		746
2.125%, 07/01/2022		375		376
1.875%, 10/07/2022		875		878
1.875%, 10/27/2026		375		365
1.750%, 04/19/2023		1,000		998
1.500%, 08/28/2024		375		367
International Finance MTN
2.875%, 07/31/2023		375		378
2.125%, 04/07/2026		1,000		985
2.000%, 10/24/2022		750		753
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026(B)	EUR	3,740		5,134
2.600%, 09/15/2023(B)		1,258		1,560
2.550%, 09/15/2041(B)		1,892		3,169
2.350%, 09/15/2024(B)		1,994		2,535
2.350%, 09/15/2035(B)		3,293		4,968
1.300%, 05/15/2028(B)		2,606		3,340
1.250%, 09/15/2032(B)		5,394		7,069
0.650%, 05/15/2026		829		1,016
0.400%, 05/15/2030(B)		4,525		5,462
0.150%, 05/15/2051(B)		528		585
0.100%, 05/15/2022(B)		2,190		2,485
0.100%, 05/15/2023		964		1,142
Korea International Bond
2.750%, 01/19/2027	$	1,000		996
North American Development Bank
2.400%, 10/26/2022		200		201
Province of Alberta Canada
3.350%, 11/01/2023		250		254
3.300%, 03/15/2028		500		514
2.950%, 01/23/2024		250		252
2.200%, 07/26/2022		1,000		1,003
Province of British Columbia Canada
6.500%, 01/15/2026		250		280
2.000%, 10/23/2022		750		753
Province of Manitoba Canada
3.050%, 05/14/2024		250		253
2.600%, 04/16/2024		500		501
2.125%, 05/04/2022		250		250

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

229

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Province of Ontario Canada
3.200%, 05/16/2024	$	250	$	254
2.500%, 04/27/2026		1,000		993
2.450%, 06/29/2022		250		251
2.250%, 05/18/2022		500		501
2.200%, 10/03/2022		500		501
2.000%, 10/02/2029		500		476
Province of Quebec Canada
7.500%, 09/15/2029		450		588
2.875%, 10/16/2024		500		504
2.625%, 02/13/2023		500		504
2.500%, 04/09/2024		1,000		1,002
2.500%, 04/20/2026		750		743
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,531
2.500%, 07/17/2024		340		1,669
2.000%, 01/26/2035		932		3,707
1.875%, 11/22/2022		772		1,094
1.250%, 11/22/2027		2,456		4,145
1.250%, 11/22/2032		10,535		20,598
1.250%, 11/22/2055		1,322		4,323
1.125%, 11/22/2037		2,985		6,546
0.750%, 03/22/2034		9,440		18,127
0.750%, 11/22/2047		1,376		3,491
0.625%, 03/22/2040		2,201		4,731
0.625%, 11/22/2042		3,589		8,151
0.500%, 03/22/2050		744		1,886
0.375%, 03/22/2062		1,482		4,460
0.250%, 03/22/2052		1,575		3,914
0.125%, 03/22/2024		3,145		4,559
0.125%, 03/22/2026		3,445		5,238
0.125%, 08/10/2028		8,931		14,435
0.125%, 03/22/2029		6,155		10,060
0.125%, 08/10/2031		2,164		3,733
0.125%, 03/22/2044		4,063		8,617
0.125%, 08/10/2048		4,393		10,029
0.125%, 03/22/2058		3,973		10,535
0.125%, 11/22/2065		1,342		4,080
0.125%, 03/22/2068		2,545		8,244
Total Sovereign Debt
(Cost $453,383) ($ Thousands)				472,761
	Shares
FOREIGN COMMON STOCK — 2.9%
Australia — 0.1%
Ampol		2,048		47
APA Group		14,676		118
Aristocrat Leisure Ltd		3,212		89
ASX Ltd		1,383		85
Aurizon Holdings Ltd		21,309		59
BlueScope Steel Ltd		3,194		50

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Brambles Ltd		4,589	$	34
Cochlear Ltd		834		141
Coles Group Ltd		10,674		144
Commonwealth Bank of Australia		792		63
Computershare Ltd		8,847		164
Crown Resorts Ltd		10,576		101
CSL Ltd		892		180
Dexus ‡		7,723		63
Domino's Pizza Enterprises Ltd		1,046		69
Endeavour Group		22,375		122
Evolution Mining Ltd		51,564		170
Fortescue Metals Group Ltd		3,424		53
Goodman Group ‡		3,333		57
IDP Education		3,370		80
Insurance Australia Group Ltd		20,132		66
Lendlease Group ‡		5,588		47
Medibank Pvt		28,257		65
Newcrest Mining Ltd		3,749		75
Northern Star Resources Ltd		20,330		164
Orica Ltd		4,582		55
Origin Energy Ltd		9,571		45
REA Group Ltd		484		49
Santos Ltd		10,191		59
SEEK Ltd		2,052		46
Sonic Healthcare Ltd		4,379		117
Suncorp Group		7,008		59
Tabcorp Holdings Ltd		30,312		122
Telstra Corp Ltd, Cl B		53,641		160
Treasury Wine Estates Ltd		15,968		139
Washington H Soul Pattinson & Co Ltd		3,573		77
Wesfarmers Ltd		2,749		104
WiseTech Global		4,546		174
Woodside Petroleum Ltd		5,284		127
Woolworths Group Ltd		6,248		175
Xero *		1,446		112
				3,926
Austria — 0.0%
Erste Group Bank AG		1,363		50
Belgium — 0.1%
Ageas		1,537		78
Anheuser-Busch InBev SA/NV		2,000		121
Argenx *		613		193
Elia System Operator SA/NV		1,133		174
Etablissements Franz Colruyt		14,365		599
Groupe Bruxelles Lambert SA		357		37
KBC Group NV		780		57
Proximus SADP		11,315		212
UCB SA, Cl A		2,051		248

230

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Umicore SA		1,214	$	53
				1,772
Canada — 0.2%
Agnico Eagle Mines Ltd		4,657		285
Air Canada, Cl A *		2,823		55
Algonquin Power & Utilities Corp		5,110		79
Alimentation Couche-Tard		1,594		72
Ballard Power Systems *		11,141		130
Bank of Nova Scotia, Cl C		583		42
Barrick Gold Corp		5,823		143
Bausch Health Cos Inc *		1,753		40
BCE Inc		920		51
BlackBerry Ltd *		8,664		64
Brookfield Renewable, Cl A		2,401		105
Cameco Corp		1,757		51
Canadian Pacific Railway Ltd		1,666		138
Canadian Tire Corp Ltd, Cl A		894		135
Canadian Utilities Ltd, Cl A		2,438		75
Canopy Growth Corp *		5,503		42
CCL Industries Inc, Cl B		2,082		94
CGI Inc, Cl A *		1,997		159
Constellation Software Inc/Canada		100		171
Dollarama Inc		3,557		202
Emera Inc		1,092		54
Empire Co Ltd, Cl A		7,348		261
First Quantum Minerals Ltd (Canada)		2,143		74
FirstService ‡		408		59
Franco-Nevada Corp		892		142
George Weston Ltd		1,417		175
GFL Environmental		2,693		88
Gildan Activewear Inc		3,722		140
iA Financial Corp Inc		1,071		65
Keyera		1,776		45
Kinross Gold Corp		13,832		81
Lightspeed Commerce *		1,493		46
Loblaw Cos Ltd		5,395		485
Magna International Inc, Cl A		1,520		98
Metro Inc/CN, Cl A		8,501		490
Northland Power		1,799		60
Nutrien Ltd		1,332		138
Nuvei *		1,035		78
Onex Corp		1,036		69
Open Text Corp		2,952		125
Pan American Silver		2,322		63
Parkland		1,300		38
Quebecor Inc, Cl B		3,150		75
Restaurant Brands International Inc		2,731		160
Ritchie Bros Auctioneers, Cl B		1,894		112
Royal Bank of Canada		576		63
Saputo Inc		4,704		111
Shopify Inc, Cl A *		63		43

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Teck Resources Ltd, Cl B		2,736	$	111
TELUS Corp		4,854		127
Thomson Reuters		2,088		227
Toronto-Dominion Bank/The		1,857		147
Wheaton Precious Metals Corp		2,919		139
WSP Global Inc		1,000		133
				6,455
China — 0.0%
Sands China Ltd *		18,800		46
Denmark — 0.1%
Ambu A/S, Cl B		6,945		104
Carlsberg A/S, Cl B		1,017		126
Chr Hansen Holding A/S		1,282		95
Coloplast A/S, Cl B		1,741		267
Danske Bank A/S		4,024		68
Demant A/S *		2,583		118
DSV A/S		468		91
Genmab A/S *		435		160
GN Store Nord A/S		1,712		85
Novo Nordisk A/S, Cl B		3,164		355
Novozymes A/S, Cl B		2,193		152
Orsted A/S		938		119
Pandora A/S		660		64
Tryg A/S		2,801		69
				1,873
Finland — 0.0%
Elisa Oyj		1,739		106
Kesko Oyj, Cl B		3,963		110
Nokia Oyj		10,220		57
Orion Oyj, Cl B		2,179		100
UPM-Kymmene Oyj, Cl V		1,682		55
				428
France — 0.2%
Aeroports de Paris, Cl A		373		56
Air Liquide SA		793		140
Arkema SA		736		89
BioMerieux		284		31
Bollore SA		19,190		102
Bouygues SA		892		31
Capgemini SE		366		82
Carrefour SA		6,251		137
Covivio ‡		434		35
Dassault Systemes		1,640		82
Electricite de France SA		30,650		291
Engie SA		9,305		124
Eurazeo		468		40
Eurofins Scientific		880		88
Euronext		536		49

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

231

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Gecina SA ‡		323	$	41
Getlink SE		4,624		84
Ipsen SA		736		93
Kering		119		76
Legrand SA		1,748		168
L'Oreal SA		545		221
LVMH Moet Hennessy Louis Vuitton SE		84		61
Orange SA		5,452		65
Orpea		727		32
Pernod Ricard SA		584		130
Publicis Groupe SA		2,463		151
Remy Cointreau SA		674		140
Sanofi		904		93
Sartorius Stedim Biotech		390		162
Sodexo SA		477		39
STMicroelectronics NV		1,562		69
Teleperformance		98		38
Thales SA, Cl A		220		28
TOTAL SA		12,434		637
Ubisoft Entertainment SA *		2,054		91
Valeo SA		1,298		24
Veolia Environnement SA		5,206		168
Vinci SA		720		74
Vivendi SA		5,328		70
Wendel SA		480		49
Worldline SA/France *		865		38
				4,219
Germany — 0.1%
adidas AG		308		73
Allianz SE		347		84
Beiersdorf AG		1,765		187
Brenntag AG		810		66
Carl Zeiss Meditec AG		1,160		190
Commerzbank AG		2,444		19
Continental AG		570		41
Covestro AG		1,507		77
Delivery Hero SE *		1,531		68
Deutsche Boerse AG		198		36
Deutsche Telekom AG		6,455		122
E.ON SE		27,558		323
GEA Group AG		1,568		65
Hannover Rueck SE		313		54
HeidelbergCement AG		879		50
HelloFresh *		2,529		115
Henkel AG & Co KGaA		1,543		103
Infineon Technologies AG		2,515		87
Knorr-Bremse AG		603		47
Merck KGaA		757		160
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		74
QIAGEN NV *		5,142		255

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Rational		61	$	42
RWE AG		9,223		406
Scout24		1,602		93
Siemens Healthineers AG		2,595		162
Symrise AG, Cl A		1,058		128
Telefonica Deutschland Holding AG		49,295		135
Uniper SE		9,383		244
United Internet AG		3,471		120
Vonovia SE ‡		1,105		52
Zalando SE *		783		40
				3,718
Hong Kong — 0.2%
AIA Group Ltd		6,600		70
Budweiser Brewing APAC		30,700		82
CK Asset Holdings Ltd ‡		5,931		41
CK Hutchison Holdings Ltd		18,208		134
CK Infrastructure Holdings Ltd		80,500		539
CLP Holdings Ltd, Cl B		134,838		1,314
Galaxy Entertainment Group Ltd		10,000		60
HK Electric Investments & HK Electric Investments Ltd		737,000		720
HKT Trust & HKT Ltd		19,010		26
Hong Kong & China Gas Co Ltd		688,999		835
Melco Resorts & Entertainment Ltd ADR *		3,036		23
Power Assets Holdings Ltd		136,974		893
Sino Land ‡		28,000		36
Swire Properties Ltd ‡		18,400		46
Techtronic Industries Co Ltd		6,501		105
WH Group Ltd		85,329		54
Xinyi Glass Holdings		30,000		73
				5,051
Ireland — 0.0%
Accenture PLC, Cl A		286		96
CRH PLC		2,389		96
Eaton Corp PLC		402		61
Flutter Entertainment PLC *		365		43
James Hardie Industries PLC		2,747		84
Kerry Group PLC, Cl A		3,236		364
				744
Israel — 0.0%
Azrieli Group Ltd ‡		1,204		106
Bank Leumi Le-Israel BM		11,928		129
Elbit Systems Ltd		527		116
Nice Ltd *		1,264		278
Teva Pharmaceutical Industries Ltd ADR *		20,731		194
Wix.com Ltd *		1,696		177
				1,000

232

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Italy — 0.1%
Amplifon		2,640	$	119
Atlantia SpA *		3,095		65
Davide Campari-Milano		7,301		86
DiaSorin SpA		1,377		217
Ferrari NV		347		77
Infrastrutture Wireless Italiane		8,712		99
Intesa Sanpaolo SpA		10,901		25
Moncler SpA		1,664		94
Nexi *		6,804		79
Poste Italiane SpA		8,102		93
Prysmian SpA		1,571		54
Recordati SpA		2,887		147
Stellantis		4,810		79
Telecom Italia SpA/Milano		79,865		30
Terna - Rete Elettrica Nazionale		14,047		122
				1,386
Japan — 1.0%
Advantest Corp		600		48
Aeon Co Ltd, Cl H		5,400		116
Aisin Seiki Co Ltd		1,500		52
Ajinomoto Co Inc		16,500		472
ANA Holdings Inc		3,500		74
Asahi Group Holdings Ltd		2,400		88
Asahi Intecc Co Ltd		2,900		58
Asahi Kasei Corp		4,200		37
Astellas Pharma Inc		6,600		104
Bandai Namco Holdings Inc		1,500		115
Brother Industries Ltd		3,100		57
Canon Inc		5,200		128
Capcom		6,300		154
Central Japan Railway Co		600		79
Chiba Bank Ltd/The, Cl B		7,300		44
Chubu Electric Power Co Inc		50,000		520
Chugai Pharmaceutical Co Ltd		2,500		84
Concordia Financial Group Ltd		15,100		57
Cosmos Pharmaceutical Corp		800		98
CyberAgent Inc		9,100		114
Dai Nippon Printing Co Ltd		3,300		78
Daifuku Co Ltd		700		51
Dai-ichi Life Holdings		2,300		47
Daiichi Sankyo Co Ltd		2,400		53
Daito Trust Construction Co Ltd		900		96
Daiwa House Industry Co Ltd ‡		1,300		34
Daiwa House Investment Corp ‡		42		114
Dentsu Group Inc		3,500		145
Disco		200		57
East Japan Railway Co		1,200		70
Eisai Co Ltd		1,400		65
FUJIFILM Holdings Corp		3,500		216
Fujitsu Ltd		400		61

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
GLP J-Reit ‡		44	$	67
GMO Payment Gateway Inc		900		93
Hakuhodo DY Holdings Inc		5,800		74
Hamamatsu Photonics		1,500		81
Hankyu Hanshin Holdings Inc		3,600		105
Hino Motors Ltd		6,700		40
Hirose Electric Co Ltd		682		100
Hitachi Construction Machinery Co Ltd		3,100		82
Hitachi Metals Ltd		3,300		56
Hoya Corp		800		92
Ibiden		1,500		75
Idemitsu Kosan Co Ltd		50,898		1,415
Iida Group Holdings		3,400		59
Inpex Corp		86,300		1,024
IT Holdings		3,300		78
Ito En		2,000		99
ITOCHU Corp		3,700		126
Itochu Techno-Solutions Corp		2,800		72
Japan Metropolitan Fund Invest, Cl A ‡		64		54
Japan Post Bank Co Ltd		14,500		118
Japan Post Holdings Co Ltd		13,200		98
Japan Real Estate Investment Corp ‡		12		63
Japan Tobacco Inc		6,700		115
JFE Holdings		5,400		77
JSR Corp		1,900		57
JXTG Holdings Inc		333,100		1,257
Kakaku.com Inc		4,300		98
Kansai Electric Power Co Inc/The		81,800		774
Kao Corp		1,800		75
KDDI Corp		8,800		290
Keio Corp		2,500		99
Keyence		200		94
Kikkoman Corp		900		60
Kintetsu Group Holdings Co Ltd		4,000		116
Kirin Holdings Co Ltd		4,100		62
Kobayashi Pharmaceutical		1,100		89
Kobe Bussan		2,600		81
Komatsu Ltd		4,100		99
Konami Holdings Corp		2,200		140
Kose		1,000		106
Kubota		3,100		59
Kyocera Corp		1,500		85
Kyowa Hakko Kirin Co Ltd		4,100		96
Lasertec Corp		300		51
Lawson Inc		12,000		462
Lion Corp		19,700		221
LIXIL Group Corp		2,000		38
M3 Inc		1,900		70
Marubeni Corp		7,100		83
McDonald's Holdings Co Japan Ltd		5,223		218
Medipal Holdings Corp		6,800		113
MEIJI Holdings Co Ltd		2,400		131

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

233

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Mercari *		1,100	$	29
Mitsubishi Chemical Holdings Corp, Cl B		8,100		55
Mitsubishi Gas Chemical Co Inc		2,000		34
Mitsui Fudosan Co Ltd ‡		2,500		54
MonotaRO		4,700		102
Murata Manufacturing Co Ltd		700		47
NEC Corp		1,400		59
Nexon Co Ltd		10,100		244
Nintendo Co Ltd		304		155
Nippon Building Fund Inc ‡		13		74
Nippon Paint Holdings		5,400		48
Nippon Prologis Inc ‡		40		118
Nippon Shinyaku		1,500		103
Nippon Steel & Sumitomo Metal Corp		4,300		77
Nippon Telegraph & Telephone Corp		7,400		216
Nippon Yusen		1,800		160
Nissan Chemical		1,800		107
Nisshin Seifun Group Inc		4,815		68
Nissin Foods Holdings Co Ltd		2,000		141
Nitori Holdings		600		76
Nomura Holdings		12,000		51
Nomura Real Estate Master Fund ‡		44		58
Nomura Research Institute Ltd		2,934		97
NTT Data Corp		5,700		114
Obic Co Ltd		400		61
Odakyu Electric Railway Co Ltd		3,500		59
Oji Holdings Corp		14,000		70
Olympus		3,600		69
Omron, Cl JP		700		47
Ono Pharmaceutical Co Ltd		10,800		273
Oracle Corp Japan		1,200		84
Oriental Land		1,200		232
ORIX		3,400		69
Orix JREIT Inc ‡		51		69
Osaka Gas Co Ltd		34,400		593
Otsuka Corp		2,000		72
Otsuka Holdings Co Ltd		2,600		91
Pan Pacific International Holdings Corp		19,200		311
Panasonic Holdings		20,400		200
Pola Orbis Holdings Inc		6,100		80
Rakuten Group Inc		7,600		61
Renesas Electronics *		4,800		57
Ricoh Co Ltd		5,000		44
Rohm Co Ltd		700		55
Ryohin Keikaku Co Ltd		5,000		59
Santen Pharmaceutical Co Ltd		8,000		81
SBI Holdings		4,300		110
SCSK		3,600		62
Secom Co Ltd		1,700		124
Seiko Epson Corp		2,500		38
Seven & i Holdings Co Ltd		3,600		172
Sharp		4,700		45

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Shimadzu Corp		2,300	$	80
Shimano		400		93
Shionogi & Co Ltd		1,600		99
Shiseido Co Ltd		1,900		97
Shizuoka Bank Ltd/The		12,000		85
Softbank Corp		14,200		167
SoftBank Group Corp		1,900		87
Sohgo Security Services		4,600		152
Sompo Holdings		2,100		93
Sony Group		800		84
Square Enix Holdings Co Ltd		2,200		98
Subaru Corp		3,700		59
SUMCO Corp		3,000		50
Sumitomo Chemical		39,700		184
Sumitomo Corp		6,500		113
Sumitomo Dainippon Pharma Co Ltd		5,700		57
Sumitomo Metal Mining		1,000		51
Suntory Beverage & Food Ltd		3,500		134
Sysmex Corp		1,700		125
T&D Holdings		4,600		63
Taisei Corp		1,900		55
Taisho Pharmaceutical Holdings Co Ltd		1,900		89
Taiyo Nippon Sanso Corp		2,600		50
Takeda Pharmaceutical Co Ltd		4,318		124
TDK Corp		1,500		55
Tecmo Koei Holdings		3,180		105
Terumo Corp		2,800		86
Tobu Railway Co Ltd		5,000		123
Toho Co Ltd/Tokyo		3,600		137
Tokio Marine Holdings Inc		2,300		135
Tokyo Electric Power Co Holdings Inc *		161,400		536
Tokyo Electron		100		52
Tokyo Gas Co Ltd		44,300		815
Tokyu Corp		7,000		92
Toray Industries Inc		10,000		53
Toyo Suisan Kaisha Ltd		10,800		389
Toyota Industries Corp		700		49
Toyota Motor Corp		12,000		220
Trend Micro Inc/Japan		2,400		142
Tsuruha Holdings Inc		900		58
Unicharm Corp		7,900		284
Welcia Holdings Co Ltd		5,700		141
Yakult Honsha Co Ltd		2,100		113
Yamaha		1,100		49
Yamato Holdings Co Ltd		2,500		47
Yaskawa Electric Corp		1,400		56
Yokogawa Electric		3,700		64
Z Holdings Corp		17,700		78
ZOZO Inc		1,800		49
				24,765

234

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Netherlands — 0.1%
ABN AMRO Bank NV		6,628	$	86
Adyen NV *		65		131
Aegon NV		17,146		92
Akzo Nobel NV		447		39
ArcelorMittal SA		2,187		71
ASM International		322		119
ASML Holding NV		209		142
Heineken Holding NV		625		49
ING Groep NV		6,781		72
JDE Peet's		3,294		95
Just Eat Takeaway.com *		928		32
Koninklijke Ahold Delhaize NV		6,728		218
Koninklijke DSM NV		490		89
Koninklijke KPN NV		78,123		273
Koninklijke Philips NV		3,809		117
Prosus NV		898		49
Universal Music Group		7,038		189
Wolters Kluwer NV		2,040		219
				2,082
New Zealand — 0.0%
Auckland International Airport Ltd *		12,197		66
Fisher & Paykel Healthcare Corp Ltd		1,443		25
Spark New Zealand Ltd		24,430		78
				169
Norway — 0.0%
Gjensidige Forsikring ASA		2,524		63
Norsk Hydro ASA		22,961		226
Schibsted, Cl A		707		17
Yara International ASA		666		34
				340
Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
Jeronimo Martins SGPS SA		1,562		38
				38
Singapore — 0.1%
City Developments Ltd ‡		7,600		44
Jardine Matheson Holdings Ltd		764		42
Sea Ltd ADR *		4,117		493
Singapore Airlines Ltd		22,800		93
Singapore Technologies Engineering Ltd		8,700		26
Singapore Telecommunications		541,800		1,057
				1,755
Spain — 0.0%
Aena SME SA *		513		86
Cellnex Telecom SA		1,317		64
Enagas SA		3,003		67

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Ferrovial SA		2,453	$	66
Grifols SA		5,142		94
Iberdrola SA		8,302		92
Industria de Diseno Textil SA		3,840		84
Red Electrica Corp SA		2,684		56
Siemens Gamesa Renewable Energy SA		2,624		47
				656
Sweden — 0.1%
Atlas Copco AB, Cl A		345		18
Boliden		2,335		120
Electrolux, Cl B		3,309		51
Embracer Group, Cl B *		28,385		242
Epiroc, Cl A		416		9
Equities		570		23
Essity AB, Cl B		1,340		32
Getinge, Cl B		1,631		66
H & M Hennes & Mauritz, Cl B		2,264		31
Hexagon, Cl B		6,475		92
Kinnevik, Cl B *		1,565		41
Lundin Petroleum AB		19,374		830
Nordea Bank Abp, Cl A		6,982		73
Sinch *		5,721		40
Skandinaviska Enskilda Banken AB, Cl A		7,936		87
Svenska Cellulosa AB SCA, Cl B		4,559		90
Svenska Handelsbanken AB, Cl A		7,194		67
Swedbank AB, Cl A		3,925		59
Swedish Match		11,190		85
Tele2 AB, Cl B		22,228		339
Telefonaktiebolaget LM Ericsson, Cl B		10,512		97
Telia Co AB		73,554		298
				2,790
Switzerland — 0.2%
Adecco Group AG		1,187		54
Alcon Inc		2,354		189
Baloise Holding AG		496		89
Barry Callebaut AG		104		245
Chocoladefabriken Lindt & Spruengli AG		1		121
Cie Financiere Richemont SA, Cl A		891		114
Geberit AG		215		134
Givaudan SA		26		108
LafargeHolcim Ltd		1,540		76
Logitech International SA		1,488		112
Lonza Group AG		296		216
Nestle SA		1,850		242
Novartis AG		1,048		93
Partners Group Holding AG		76		95
Roche Holding		484		213
Schindler Holding AG		179		39
SGS SA, Cl B		41		115
Sika AG		195		65

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

235

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Sonova Holding AG		526	$	222
Straumann Holding AG		96		155
Swatch Group AG/The, Cl B		251		72
Swiss Life Holding AG		180		116
Swiss Prime Site AG ‡		588		58
Swisscom AG		2,529		1,525
Temenos AG		836		81
UBS Group AG		4,371		86
Vifor Pharma AG		505		90
Zurich Insurance Group AG		87		43
				4,768
United Kingdom — 0.3%
Admiral Group PLC		1,718		58
Allegion PLC		654		72
Amcor PLC		16,032		182
Anglo American PLC		1,722		90
Antofagasta PLC		4,517		100
Aon PLC, Cl A		234		76
Aptiv PLC *		615		74
Associated British Foods PLC		3,796		83
AstraZeneca PLC		1,317		176
Auto Trader Group PLC		16,934		141
AVEVA Group		2,005		65
Barratt Developments PLC		3,541		24
Berkeley Group Holdings		1,223		60
BHP Group		3,324		129
BP PLC		44,404		219
British American Tobacco PLC		1,681		71
BT Group PLC, Cl A		64,702		155
Bunzl PLC		3,000		117
Burberry Group PLC		2,683		59
Coca-Cola Europacific Partners PLC		2,530		123
Coca-Cola HBC AG		2,429		51
Compass Group PLC		3,169		69
DCC PLC		732		57
Diageo PLC		2,888		147
Experian PLC		2,610		101
GlaxoSmithKline PLC		6,114		133
Halma PLC		5,482		181
Hargreaves Lansdown		3,299		44
Hikma Pharmaceuticals PLC		4,056		110
HSBC Holdings PLC		22,379		155
Imperial Brands PLC		3,182		68
Informa PLC *		13,266		105
InterContinental Hotels Group PLC		861		59
J Sainsbury PLC		33,428		111
Johnson Controls International PLC		3,007		197
Johnson Matthey PLC		1,866		46
Kingfisher PLC		8,953		30
Kingspan Group PLC		608		60
Linde PLC		660		211

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
London Stock Exchange Group		585	$	61
Medtronic PLC		1,787		198
National Grid PLC		26,031		402
NMC Health PLC *		12,179		—
Ocado Group PLC *		5,288		82
Pearson PLC		15,495		153
Pentair PLC		1,382		75
Persimmon PLC		1,207		34
Phoenix Group Holdings		5,068		41
Prudential		1,980		30
Reckitt Benckiser Group PLC		405		31
RELX PLC		3,034		95
Rentokil Initial		12,011		83
Rio Tinto PLC		815		65
Rolls-Royce Holdings PLC *		19,553		26
Sage Group PLC/The		12,410		115
Segro ‡		2,635		47
Severn Trent PLC		6,494		263
Shell		12,490		347
Smith & Nephew PLC		7,784		125
Smiths Group PLC		3,056		58
Smurfit Kappa Group PLC		3,031		136
Spirax-Sarco Engineering		249		41
SSE PLC		8,543		197
Tesco		17,126		62
Trane Technologies PLC		641		98
United Utilities Group PLC, Cl B		16,150		239
Vodafone Group PLC		67,936		112
Whitbread PLC *		1,289		48
WPP PLC		8,141		108
				7,381
Total Foreign Common Stock
(Cost $66,805) ($ Thousands)				75,412
COMMON STOCK — 2.5%
Communication Services — 0.2%
Activision Blizzard Inc		2,968		238
Alphabet Inc, Cl A *		115		320
AT&T Inc		16,055		379
Charter Communications Inc, Cl A *		355		194
Comcast Corp, Cl A		4,650		218
Discovery Inc, Cl A *		7,027		175
DISH Network Corp, Cl A *		7,349		232
Electronic Arts Inc		1,763		223
Fox Corp, Cl B		6,025		218
Interpublic Group of Cos Inc/The		7,556		268
Live Nation Entertainment Inc *		1,966		231
Lumen Technologies		36,323		409
Match Group Inc *		2,434		265

236

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Meta Platforms, Cl A *		839	$	187
Netflix Inc *		572		214
News Corp, Cl B		11,316		255
Omnicom Group Inc		3,054		259
Paramount Global, Cl B		6,283		237
Take-Two Interactive Software Inc, Cl A *		1,489		229
T-Mobile US Inc *		2,725		350
Twitter Inc *		6,607		256
Verizon Communications Inc		10,486		534
Walt Disney Co/The *		1,361		187
				6,078
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		554		115
Amazon.com Inc, Cl A *		34		111
AutoZone Inc *		63		129
Bath & Body Works Inc		1,468		70
Best Buy Co Inc		879		80
Booking Holdings Inc *		47		110
BorgWarner		1,798		70
CarMax Inc *		796		77
Chipotle Mexican Grill Inc, Cl A *		60		95
Darden Restaurants Inc		642		85
Dollar General Corp		528		118
Dollar Tree Inc *		910		146
Domino's Pizza Inc		229		93
DR Horton Inc		1,517		113
eBay Inc		1,838		105
Etsy Inc *		824		102
Expedia Group Inc *		692		135
Fiverr International *		466		35
Garmin Ltd		1,316		156
General Motors Co *		1,328		58
Hasbro Inc		959		78
Hilton Worldwide Holdings Inc *		1,035		157
Home Depot Inc/The		344		103
Las Vegas Sands Corp *		3,108		121
Lennar Corp, Cl A		714		58
LKQ Corp		2,394		109
Lowe's Cos Inc		368		74
Marriott International Inc/MD, Cl A *		453		80
McDonald's Corp		344		85
MGM Resorts International		1,565		66
Mohawk Industries Inc *		714		89
Newell Brands Inc, Cl B		3,837		82
NIKE Inc, Cl B		645		87
O'Reilly Automotive Inc *		186		127
Penn National Gaming Inc *		2,062		88
PVH Corp		953		73
Ralph Lauren Corp, Cl A		665		75
Ross Stores Inc		1,113		101
Royal Caribbean Cruises Ltd *		1,581		133
Starbucks Corp		1,082		98

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tapestry Inc		2,823	$	105
Target Corp, Cl A		521		111
Tesla Inc *		79		85
TJX Cos Inc/The		1,988		120
Tractor Supply Co		712		166
Ulta Beauty Inc *		252		100
Under Armour Inc, Cl A *		8,287		141
VF Corp		1,602		91
Whirlpool Corp		588		102
Wynn Resorts Ltd *		902		72
Yum! Brands Inc		758		90
				5,070
Consumer Staples — 0.3%
Altria Group Inc		4,096		214
Archer-Daniels-Midland Co		2,936		265
Brown-Forman Corp, Cl B		2,289		153
Campbell Soup Co		7,410		330
Church & Dwight Co Inc		2,519		250
Clorox Co/The		1,065		148
Coca-Cola Co/The		3,032		188
Colgate-Palmolive Co		3,689		280
Conagra Brands Inc		7,947		267
Constellation Brands Inc, Cl A		1,139		262
Costco Wholesale Corp		479		276
Estee Lauder Cos Inc/The, Cl A		852		232
General Mills Inc		5,970		404
Hershey Co/The		1,347		292
Hormel Foods Corp		6,752		348
J M Smucker Co/The		2,772		376
Kellogg Co		4,858		313
Kimberly-Clark Corp		2,081		256
Kraft Heinz Co/The		8,225		324
Kroger Co/The		4,435		254
Lamb Weston Holdings Inc		2,378		143
McCormick & Co Inc/MD		3,138		313
Molson Coors Beverage Co, Cl B		3,119		167
Mondelez International Inc, Cl A		3,684		231
Monster Beverage Corp *		3,145		251
PepsiCo Inc		1,095		183
Philip Morris International Inc		2,561		241
Procter & Gamble Co/The		2,075		317
Sysco Corp, Cl A		2,272		186
Tyson Foods Inc, Cl A		2,695		242
Walgreens Boots Alliance Inc		4,466		200
Walmart Inc		1,137		169
				8,075
Energy — 0.2%
Baker Hughes Co, Cl A		6,778		247
Chevron Corp		1,696		276
ConocoPhillips		2,608		261
Coterra Energy Inc		9,055		244

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

237

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Diamondback Energy Inc, Cl A		1,554	$	213
EOG Resources Inc		2,103		251
Exxon Mobil Corp		3,328		275
Halliburton Co		5,813		220
Hess Corp		3,016		323
Kinder Morgan Inc		11,252		213
Marathon Petroleum Corp		2,992		256
Occidental Petroleum Corp		5,199		295
ONEOK Inc		3,697		261
Phillips 66		2,119		183
Pioneer Natural Resources Co		950		237
Schlumberger NV, Cl A		4,748		196
Valero Energy Corp		2,323		236
Williams Cos Inc/The		6,562		219
				4,406
Financials — 0.2%
Allstate Corp/The		963		133
Ameriprise Financial Inc		353		106
Arthur J Gallagher & Co		347		61
Assurant Inc		976		178
Bank of America Corp		1,088		45
Bank of New York Mellon Corp/The		1,593		79
BlackRock Inc		75		57
Capital One Financial Corp		280		37
Cboe Global Markets Inc		436		50
Charles Schwab Corp/The		1,056		89
Chubb Ltd		198		42
Cincinnati Financial Corp		315		43
Citigroup Inc		1,014		54
Discover Financial Services		794		87
Fifth Third Bancorp		2,376		102
Franklin Resources Inc		2,773		77
Globe Life Inc		870		88
Goldman Sachs Group Inc/The		156		51
Hartford Financial Services Group Inc/The		671		48
Huntington Bancshares Inc/OH		2,954		43
Intercontinental Exchange Inc		482		64
Invesco Ltd		3,850		89
JPMorgan Chase & Co		293		40
KeyCorp		2,956		66
Loews Corp		1,583		103
M&T Bank Corp		598		101
MarketAxess Holdings Inc		257		87
Marsh & McLennan Cos Inc		634		108
MetLife Inc		351		25
Morgan Stanley		1,357		119
MSCI Inc, Cl A		231		116
Nasdaq Inc, Cl A		368		66
Northern Trust Corp		370		43
People's United Financial Inc		7,837		157
PNC Financial Services Group Inc/The		607		112
Principal Financial Group Inc, Cl A		1,498		110

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Progressive Corp/The		529	$	60
Prudential Financial Inc		736		87
Raymond James Financial Inc		1,314		144
Regions Financial Corp		3,285		73
S&P Global Inc		277		114
State Street Corp		770		67
SVB Financial Group, Cl B *		177		99
Synchrony Financial		2,695		94
T Rowe Price Group Inc		327		49
Travelers Cos Inc/The		101		19
US Bancorp		2,336		124
Wells Fargo & Co		1,682		82
Willis Towers Watson PLC		490		116
				4,004
Health Care — 0.3%
Abbott Laboratories		798		94
AbbVie Inc		968		157
ABIOMED Inc *		422		140
Agilent Technologies Inc		1,033		137
Align Technology Inc *		219		96
AmerisourceBergen Corp, Cl A		593		92
Amgen Inc, Cl A		646		156
Anthem Inc		269		132
Baxter International Inc		1,597		124
Becton Dickinson and Co		396		105
Biogen Inc *		427		90
Bio-Rad Laboratories Inc, Cl A *		142		80
Boston Scientific Corp *		2,255		100
Bristol-Myers Squibb Co		1,520		111
Cardinal Health Inc		1,236		70
Catalent Inc *		1,309		145
Centene Corp *		1,160		98
Cerner Corp		2,555		239
Cigna Corp		365		87
Cooper Cos Inc/The, Cl A		327		137
CVS Health Corp		1,342		136
Danaher Corp, Cl A		606		178
Dentsply Sirona Inc		1,707		84
Dexcom Inc *		215		110
Edwards Lifesciences Corp, Cl A *		1,150		135
Eli Lilly & Co		431		123
Gilead Sciences Inc		1,887		112
HCA Healthcare Inc		406		102
Henry Schein Inc *		950		83
Hologic Inc *		1,195		92
Humana Inc		212		92
IDEXX Laboratories Inc *		187		102
Illumina Inc *		236		82
Incyte Corp *		1,159		92
Inmode *		3,845		142
Intuitive Surgical Inc *		390		118
Johnson & Johnson		1,720		305

238

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Laboratory Corp of America Holdings *		675	$	178
McKesson Corp		525		161
Merck & Co Inc		1,941		159
Mettler-Toledo International Inc *		80		110
Moderna Inc *		589		101
Organon & Co		2,369		83
PerkinElmer Inc		728		127
Pfizer Inc		2,320		120
Quest Diagnostics Inc		658		90
Regeneron Pharmaceuticals Inc *		259		181
ResMed Inc		487		118
Stryker Corp		346		93
Thermo Fisher Scientific Inc		120		71
UnitedHealth Group Inc		200		102
Universal Health Services Inc, Cl B		971		141
Vertex Pharmaceuticals Inc *		617		161
Viatris Inc, Cl W *		8,980		98
Waters Corp *		259		80
West Pharmaceutical Services Inc		276		113
Zimmer Biomet Holdings Inc		639		82
Zimvie *		63		1
Zoetis Inc, Cl A		653		123
				6,971
Industrials — 0.2%
3M Co		608		91
A O Smith Corp		980		63
Alaska Air Group Inc *		1,425		83
AMETEK Inc		926		123
Carrier Global Corp		1,544		71
CH Robinson Worldwide Inc		978		105
Cintas Corp		146		62
Copart Inc *		726		91
CSX Corp		2,961		111
Cummins Inc		289		59
Delta Air Lines Inc, Cl A *		1,919		76
Dover Corp		565		89
Emerson Electric Co		986		97
Equifax Inc		349		83
Expeditors International of Washington Inc		870		90
Fastenal Co, Cl A		1,178		70
FedEx Corp		571		132
Fortive Corp		1,754		107
Generac Holdings Inc *		415		123
General Dynamics Corp		849		205
General Electric Co		646		59
Honeywell International Inc		494		96
Howmet Aerospace Inc		2,374		85
Huntington Ingalls Industries Inc, Cl A		418		83
IDEX Corp		1,267		243
Illinois Tool Works Inc		606		127
Ingersoll Rand Inc		1,458		73
Jacobs Engineering Group Inc		942		130

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
JB Hunt Transport Services Inc		390	$	78
L3Harris Technologies Inc		320		79
Leidos Holdings Inc		1,361		147
Lockheed Martin Corp		186		82
Masco Corp		1,288		66
Nielsen Holdings PLC		10,077		274
Norfolk Southern Corp		347		99
Northrop Grumman Corp		381		170
Otis Worldwide Corp		879		68
PACCAR Inc		956		84
Parker-Hannifin Corp, Cl A		382		108
Quanta Services Inc		797		105
Raytheon Technologies Corp		905		90
Rockwell Automation Inc		289		81
Rollins Inc		4,270		150
Snap-on Inc		986		203
Southwest Airlines Co, Cl A *		1,959		90
TransDigm Group Inc *		128		83
Union Pacific Corp		311		85
United Parcel Service Inc, Cl B		363		78
United Rentals Inc *		308		109
Verisk Analytics Inc, Cl A		884		190
Waste Management Inc		830		132
Xylem Inc/NY		691		59
				5,537
Information Technology — 0.2%
Adobe Inc *		192		87
Advanced Micro Devices Inc *		841		92
Akamai Technologies Inc *		831		99
Analog Devices Inc		376		62
ANSYS Inc *		288		92
Applied Materials Inc		1,164		153
Autodesk Inc, Cl A *		232		50
Automatic Data Processing Inc		354		81
Broadcom Inc		192		121
Cadence Design Systems Inc *		1,227		202
Ceridian HCM Holding Inc *		1,787		122
Check Point Software Technologies Ltd *		1,215		168
Cisco Systems Inc/Delaware		2,109		118
Citrix Systems Inc		1,065		107
Cognizant Technology Solutions Corp, Cl A		1,546		139
Corning Inc, Cl B		2,864		106
CyberArk Software Ltd *		1,312		221
DXC Technology Co *		1,512		49
Enphase Energy Inc *		541		109
F5 Inc, Cl A *		420		88
Fidelity National Information Services Inc, Cl B		799		80
Fiserv Inc, Cl A *		790		80
FleetCor Technologies Inc *		390		97
Global Payments Inc		738		101
Hewlett Packard Enterprise Co		8,829		147

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

239

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HP Inc		2,363	$	86
Intel Corp		1,628		81
International Business Machines Corp		639		83
Intuit Inc		357		172
IPG Photonics Corp *		879		96
Jack Henry & Associates Inc		575		113
Juniper Networks Inc		2,925		109
Keysight Technologies Inc *		736		116
KLA Corp		464		170
Mastercard Inc, Cl A		332		119
Microchip Technology Inc		1,142		86
Micron Technology Inc		831		65
Microsoft Corp		768		237
Monolithic Power Systems Inc		286		139
Motorola Solutions Inc		235		57
NetApp Inc		725		60
NortonLifeLock Inc		4,139		110
Oracle Corp, Cl B		2,724		225
Paychex Inc		656		90
Paycom Software Inc *		198		69
PayPal Holdings Inc *		1,101		127
PTC Inc *		987		106
Qorvo Inc *		628		78
QUALCOMM Inc		570		87
Salesforce *		438		93
ServiceNow Inc *		159		89
Skyworks Solutions Inc		656		87
Synopsys Inc *		211		70
Teledyne Technologies Inc *		176		83
Texas Instruments Inc		780		143
Trimble Inc *		1,788		129
Tyler Technologies Inc *		247		110
VeriSign Inc *		681		152
Western Digital Corp *		1,138		56
Zebra Technologies Corp, Cl A *		113		47
				6,511
Materials — 0.2%
Air Products and Chemicals Inc		580		145
Albemarle Corp		1,075		238
Avery Dennison Corp		1,153		201
Ball Corp		1,736		156
Celanese Corp, Cl A		628		90
CF Industries Holdings Inc		2,959		305
Corteva Inc		5,121		294
Dow Inc		2,337		149
DuPont de Nemours Inc		2,736		201
Eastman Chemical Co		1,987		223
Ecolab Inc		1,343		237
FMC Corp		1,834		241
Freeport-McMoRan Inc, Cl B		3,462		172
International Flavors & Fragrances Inc		1,993		262
International Paper Co		6,235		288

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LyondellBasell Industries NV, Cl A		1,153	$	119
Martin Marietta Materials Inc, Cl A		696		268
Mosaic Co/The		4,243		282
Newmont Corp		4,763		378
Packaging Corp of America		1,034		161
PPG Industries Inc		1,382		181
Sealed Air Corp		3,350		224
Sherwin-Williams Co/The, Cl A		828		207
Vulcan Materials Co		1,039		191
Westrock Co		5,436		256
				5,469
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ‡		628		126
American Tower Corp, Cl A ‡		353		89
Boston Properties Inc ‡		379		49
Crown Castle International Corp ‡		437		81
Digital Realty Trust Inc, Cl A ‡		526		75
Duke Realty Corp ‡		2,124		123
Equinix Inc ‡		66		49
Equity Residential ‡		1,670		150
Essex Property Trust Inc ‡		198		68
Extra Space Storage Inc ‡		738		152
Federal Realty Investment Trust ‡		1,348		164
Healthpeak Properties Inc ‡		1,687		58
Host Hotels & Resorts Inc ‡		8,096		157
Iron Mountain Inc ‡		1,556		86
Mid-America Apartment Communities Inc ‡		907		190
Prologis Inc ‡		549		89
Public Storage ‡		325		127
Realty Income Corp ‡		2,310		160
Regency Centers Corp ‡		515		37
SBA Communications Corp, Cl A ‡		152		52
UDR Inc ‡		2,549		146
Ventas Inc ‡		1,594		98
Vornado Realty Trust ‡		747		34
Welltower Inc ‡		476		46
Weyerhaeuser Co ‡		1,020		39
				2,445
Utilities — 0.4%
AES Corp/The		15,573		401
Alliant Energy Corp		7,767		485
Ameren Corp		4,410		413
American Electric Power Co Inc		3,595		359
American Water Works Co Inc		1,287		213
Atmos Energy Corp		1,688		202
CenterPoint Energy Inc		10,623		325
CMS Energy Corp		7,099		497
Consolidated Edison Inc		4,067		385
Constellation Energy		6,342		357
Dominion Energy Inc		3,964		337
DTE Energy Co		2,191		290

240

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Duke Energy Corp		3,471	$	388
Edison International		5,332		374
Entergy Corp		2,469		288
Evergy Inc		5,347		365
Eversource Energy		5,556		490
Exelon Corp		5,763		275
FirstEnergy Corp		5,862		269
NextEra Energy Inc		3,133		265
NiSource Inc		13,455		428
NRG Energy Inc		6,095		234
Pinnacle West Capital Corp		7,351		574
PPL Corp		9,644		275
Public Service Enterprise Group Inc		5,156		361
Sempra Energy		2,197		369
Southern Co/The		5,517		400
WEC Energy Group Inc		3,611		360
Xcel Energy Inc		7,537		544
				10,523
Total Common Stock
(Cost $39,249) ($ Thousands)				65,089
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 1.2%
Consumer Discretionary — 0.0%
Toyota Motor
3.419%, 07/20/2023	$	500		507
Toyota Motor Credit MTN
3.200%, 01/11/2027		750		756
2.625%, 01/10/2023		375		377
University of Southern California
5.250%, 10/01/2111		100		126
				1,766
Consumer Staples — 0.1%
Colgate-Palmolive MTN
2.250%, 11/15/2022		1,250		1,255
Procter & Gamble Co/The
2.150%, 08/11/2022		250		250
				1,505
Energy — 0.2%
Chevron
2.954%, 05/16/2026		1,000		1,004
CNOOC Petroleum North America ULC
5.875%, 03/10/2035		100		110
Equinor ASA
2.450%, 01/17/2023		1,250		1,254
Shell International Finance BV
3.250%, 05/11/2025		250		253

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
XTO Energy
6.750%, 08/01/2037	$	300	$	391
				3,012
Financials — 0.5%
Bank of Montreal MTN
2.550%, 11/06/2022		250		251
Berkshire Hathaway
2.750%, 03/15/2023		1,000		1,007
BlackRock
3.375%, 06/01/2022		500		501
Canadian Imperial Bank of Commerce
2.550%, 06/16/2022		500		501
CME Group
3.000%, 03/15/2025		1,000		1,007
FMS Wertmanagement
2.750%, 03/06/2023		375		378
2.750%, 01/30/2024		375		378
2.000%, 08/01/2022		875		878
Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/2028		375		381
2.625%, 02/28/2024		1,000		1,005
2.500%, 11/20/2024		1,000		1,000
2.125%, 06/15/2022		500		501
2.125%, 01/17/2023		1,250		1,255
2.000%, 09/29/2022		750		753
Landwirtschaftliche Rentenbank
2.500%, 11/15/2027		125		124
2.375%, 06/10/2025		625		620
2.000%, 01/13/2025		250		246
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026		1,125		1,088
National Australia Bank Ltd
3.000%, 01/20/2023		200		202
Oesterreichische Kontrollbank
3.125%, 11/07/2023		250		253
1.625%, 09/17/2022		250		250
Oesterreichische Kontrollbank MTN
2.875%, 03/13/2023		500		505
Svensk Exportkredit MTN
2.000%, 08/30/2022		250		251
1.625%, 11/14/2022		125		125
Svensk Exportkredit AB MTN
2.875%, 03/14/2023		1,000		1,010
Toronto-Dominion Bank MTN
3.500%, 07/19/2023		250		254
3.250%, 03/11/2024		125		127
				14,851
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037		300		390

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

241

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 12/05/2023	$	500	$	509
2.450%, 03/01/2026		1,000		995
Novartis Capital
4.400%, 05/06/2044		250		283
				2,177
Industrials — 0.0%
3M Co MTN
5.700%, 03/15/2037		150		185
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035		406		436
				621
Information Technology — 0.2%
Apple
3.000%, 02/09/2024		375		380
2.850%, 02/23/2023		1,000		1,008
2.850%, 05/11/2024		250		252
2.450%, 08/04/2026		375		371
2.400%, 05/03/2023		250		251
Microsoft
3.700%, 08/08/2046		500		532
3.300%, 02/06/2027		1,000		1,026
2.125%, 11/15/2022		500		502
Visa
4.150%, 12/14/2035		125		136
3.150%, 12/14/2025		500		506
2.800%, 12/14/2022		125		126
2.150%, 09/15/2022		125		125
				5,215
Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026		1,000		997
Florida Power & Light Co
3.125%, 12/01/2025		1,000		1,007
Southern California Gas
5.125%, 11/15/2040		150		172
3.750%, 09/15/2042		250		247
				2,423
Total Corporate Obligations
(Cost $31,676) ($ Thousands)				31,570

Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUND — 0.6%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327	$	15,762
Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				15,762
PREFERRED STOCK — 0.0%
Health Care — 0.0%
Sartorius AG, 0.000% (C)		306		137
Materials — 0.0%
Fuchs Petrolub, 0.000% (C)		1,520		55
Total Preferred Stock
(Cost $201) ($ Thousands)				192
Total Investments in Securities — 66.3%
(Cost $1,662,661) ($ Thousands)			$	1,716,777

242

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index		24		Apr-2022	$	3,901		$	3,867	$	(34	)
Amsterdam Index		56		Apr-2022		8,260			9,022		642
Australian 10-Year Bond		1,425		Jun-2022		138,180			135,628		(5,344	)
Bloomberg Commodity Index^		3,098		Jun-2022		39,200			38,542		(658	)
Brent Crude^		382		Jun-2022		40,580			39,243		(1,337	)
CAC40 10 Euro Index		85		Apr-2022		5,944			6,296		272
Canadian 10-Year Bond		1,177		Jun-2022		125,636			123,029		(5,136	)
Coffee C^		81		Jul-2022		6,745			6,878		133
Copper^		82		May-2022		9,190			9,740		550
Corn^		439		Jul-2022		15,823			16,089		266
Cotton No. 2^		54		May-2022		3,092			3,664		571
Cotton No. 2^		74		Jul-2022		4,348			4,887		539
DAX Index		20		Jun-2022		7,612			8,029		306
Euro STOXX 50		370		Jun-2022		14,532			15,738		990
Euro-Bob		907		Jun-2022		133,355			130,041		(3,980	)
Euro-BTP		298		Jun-2022		47,713			45,859		(2,013	)
Euro-Bund		689		Jun-2022		125,990			121,631		(4,523	)
Euro-Buxl		103		Jun-2022		23,015			21,339		(1,769	)
Euro-OAT		133		Jun-2022		23,434			22,421		(968	)
Feeder Cattle^		89		Aug-2022		8,019			7,902		(117	)
FTSE 100 Index		351		Jun-2022		32,991			34,596		1,418
FTSE MIB Index		59		Jun-2022		7,478			8,011		429
FTSE Taiwan Index		4		May-2022		246			247		2
FTSE/JSE Top 40 Index		178		Jun-2022		7,658			8,391		510
Gasoline^		60		Jun-2022		7,937			7,806		(131	)
Gasoline^		50		Jun-2022		6,283			6,505		222
Gold^		99		Jul-2022		19,208	��		19,345		137
Gold^		175		Jul-2022		34,282			34,195		(87	)
Hang Seng China Enterprises Index		33		May-2022		1,577			1,585		8
Hang Seng Index		91		May-2022		12,401			12,776		381
IBEX		75		Apr-2022		6,731			7,023		196
Japanese 10-Year Bond		86		Jun-2022		111,739			106,070		(628	)
Japanese 10-Year Government Bond E-MINI		2,325		Jun-2022		303,293			287,160		(1,738	)
KC HRW Wheat^		22		Jul-2022		1,169			1,133		(37	)
KOSPI 200 Index		6		Jun-2022		448			453		2
Lean Hogs^		110		Jun-2022		5,089			5,307		219
Live Cattle^		211		Jul-2022		11,331			11,573		242
Live Cattle^		18		Jul-2022		990			987		(2	)
LME Copper^		48		Jun-2022		11,971			12,453		482
LME Lead^		20		Jun-2022		1,158			1,211		53
LME Nickel^		63		Jun-2022		8,654			12,134		3,479
LME Primary Aluminum^		218		Jun-2022		17,410			19,029		1,619
LME Zinc^		152		Jun-2022		13,724			15,916		2,193
Long Gilt 10-Year Bond		637		Jul-2022		105,937			101,677		(911	)
Low Sulphur Gasoil^		161		Jun-2022		14,650			15,492		842
MSCI Emerging Markets		1,106		Jun-2022		59,669			62,240		2,572
Natural Gas^		371		May-2022		18,151			21,151		2,999
Natural Gas^		34		Apr-2022		1,602			1,918		317
NY Harbor ULSD^		20		May-2022		2,721			2,823		102
NY Harbor ULSD^		53		Jun-2022		6,474			7,125		651
NY Harbor ULSD^		17		Jun-2022		2,329			2,285		(44	)
NYMEX Cocoa^		373		Jul-2022		9,794			10,023		228
OMX Stockholm 30		321		Apr-2022		6,794			7,182		167
Russell 2000 Index E-MINI		897		Jun-2022		90,058			92,678		2,620

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

243

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
S&P - Goldman Sachs Commodity Index^		79			Apr-2022	$	15,670		$	14,325		$	(1,345	)
S&P 500 Index E-MINI		1,725			Jun-2022		367,151			390,777			23,626
S&P Mid Cap 400 Index E-MINI		75			Jun-2022		19,243			20,169			926
S&P TSX 60 Index		148			Jun-2022		29,906			31,213			619
SGX Nifty 50		429			May-2022		14,941			15,046			105
Silver^		10			Jul-2022		1,260			1,260			1
Silver^		154			May-2022		17,946			19,352			1,406
Soybean^		70			Jul-2022		5,752			5,593			(159	)
Soybean Meal^		301			Jul-2022		14,164			13,828			(336	)
Soybean Oil^		23			May-2022		908			965			57
Soybean Oil^		77			Jul-2022		3,221			3,171			(50	)
Soybean Oil^		9			May-2022		403			378			(25	)
SPI 200 Index		229			Jun-2022		29,404			32,154			1,594
Sugar No. 11^		804			Jul-2022		17,209			17,397			188
TOPIX Index		286			Jun-2022		43,539			45,866			4,522
U.S. 2-Year Treasury Note		936			Jul-2022		200,796			198,359			(2,438	)
U.S. 5-Year Treasury Note		3,287			Jul-2022		385,944			376,978			(8,967	)
U.S. 10-Year Treasury Note		4,371			Jun-2022		551,012			537,087			(13,925	)
U.S. Long Treasury Bond		749			Jun-2022		115,752			112,397			(3,355	)
U.S. Ultra Long Treasury Bond		155			Jun-2022		28,516			27,454			(1,062	)
Wheat^		157			Jul-2022		8,484			7,866			(619	)
WTI Crude Oil^		4			May-2022		406			394			(12	)
							3,598,143			3,580,374			(2,347	)
Short Contracts
Cotton No. 2^		(16	)		Jul-2022	$	(979	)	$	(1,057	)	$	(78	)
						$	3,597,164		$	3,579,317		$	(2,425	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/28/22		GBP	100,200		USD	132,161	$	282
BNP Paribas		04/28/22		CHF	4,400		USD	4,713		(74	)
BNP Paribas		04/28/22		HKD	40,100		USD	5,123		1
BNYMellon		04/28/22		GBP	4,452		USD	5,825		(34	)
BNYMellon		04/28/22		AUD	5,300		USD	3,968		(12	)
BNYMellon		04/28/22		CAD	8,000		USD	6,369		(36	)
BNYMellon		04/28/22		EUR	13,546		USD	14,871		(211	)
BNYMellon		04/28/22		JPY	3,072,600		USD	24,910		(422	)
Brown Brothers Harriman		04/28/22		EUR	153,000		USD	168,377		(1,975	)
Citigroup		06/15/22		USD	2,006		RUB	157,025		(260	)
Citigroup		06/15/22		USD	5,545		CLP	4,512,200		117
Citigroup		06/15/22		USD	7,274		CZK	164,700		164
Citigroup		06/15/22		CNH	12,450		USD	1,958		5
Citigroup		06/15/22		CNH	650		USD	101		(1	)
Citigroup		06/15/22		USD	5,995		PLN	26,100		223
Citigroup		06/15/22		USD	7,148		PLN	29,250		(179	)
Citigroup		06/15/22		BRL	600		USD	124		1
Citigroup		06/15/22		BRL	12,600		USD	2,408		(184	)
Citigroup		06/15/22		USD	5,061		HUF	1,697,475		31
Citigroup		06/15/22		USD	8,359		HUF	2,711,375		(226	)

244

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/15/22		USD	1,657		GBP	1,266	$	9
Citigroup		06/15/22		USD	12,922		GBP	9,722		(127	)
Citigroup		06/15/22		USD	14,696		BRL	77,200		1,189
Citigroup		06/15/22		USD	5,771		CNH	36,825		4
Citigroup		06/15/22		USD	9,331		CNH	59,375		(18	)
Citigroup		06/15/22		USD	17,126		KRW	20,554,600		(186	)
Citigroup		06/15/22		USD	10,842		INR	831,600		35
Citigroup		06/15/22		USD	10,352		INR	788,850		(34	)
Citigroup		06/15/22		USD	20,475		ZAR	316,300		966
Citigroup		06/15/22		USD	776		ZAR	11,300		(9	)
Citigroup		06/15/22		GBP	21,495		USD	28,818		529
Citigroup		06/15/22		USD	24,997		MXN	518,900		671
Citigroup		06/15/22		USD	1,145		MXN	23,100		(2	)
Citigroup		06/15/22		CZK	33,250		USD	1,460		(42	)
Citigroup		06/15/22		ZAR	37,900		USD	2,446		(123	)
Citigroup		06/15/22		USD	30,376		EUR	27,514		325
Citigroup		06/15/22		USD	15,376		EUR	13,668		(125	)
Citigroup		06/15/22		PLN	1,200		USD	288		3
Citigroup		06/15/22		PLN	45,150		USD	10,491		(266	)
Citigroup		06/15/22		MXN	84,450		USD	3,969		(208	)
Citigroup		06/15/22		EUR	109,562		USD	124,064		1,812
Citigroup		06/15/22		EUR	18,914		USD	21,022		(81	)
Citigroup		06/15/22		RUB	157,025		USD	1,159		(587	)
Citigroup		06/15/22		INR	263,650		USD	3,428		(20	)
Citigroup		06/15/22		CLP	107,500		USD	136		2
Citigroup		06/15/22		CLP	342,250		USD	416		(14	)
Citigroup		06/15/22		HUF	2,642,500		USD	7,699		(227	)
Citigroup		06/15/22		KRW	1,469,600		USD	1,217		6
Citigroup		06/15/22		KRW	1,861,600		USD	1,527		(7	)
JPMorgan Chase Bank		06/15/22		USD	2,006		RUB	157,025		(260	)
JPMorgan Chase Bank		06/15/22		USD	5,545		CLP	4,512,200		117
JPMorgan Chase Bank		06/15/22		USD	7,274		CZK	164,700		163
JPMorgan Chase Bank		06/15/22		CNH	12,450		USD	1,958		5
JPMorgan Chase Bank		06/15/22		CNH	650		USD	101		(1	)
JPMorgan Chase Bank		06/15/22		USD	5,995		PLN	26,100		222
JPMorgan Chase Bank		06/15/22		USD	7,148		PLN	29,250		(180	)
JPMorgan Chase Bank		06/15/22		BRL	600		USD	124		—
JPMorgan Chase Bank		06/15/22		BRL	12,600		USD	2,408		(185	)
JPMorgan Chase Bank		06/15/22		USD	5,061		HUF	1,697,475		31
JPMorgan Chase Bank		06/15/22		USD	8,359		HUF	2,711,375		(226	)
JPMorgan Chase Bank		06/15/22		USD	14,696		BRL	77,200		1,189
JPMorgan Chase Bank		06/15/22		USD	5,771		CNH	36,825		4
JPMorgan Chase Bank		06/15/22		USD	9,331		CNH	59,375		(18	)
JPMorgan Chase Bank		06/15/22		USD	17,126		KRW	20,554,600		(187	)
JPMorgan Chase Bank		06/15/22		USD	10,842		INR	831,600		34
JPMorgan Chase Bank		06/15/22		USD	10,352		INR	788,850		(35	)
JPMorgan Chase Bank		06/15/22		USD	20,475		ZAR	316,300		965
JPMorgan Chase Bank		06/15/22		USD	776		ZAR	11,300		(10	)
JPMorgan Chase Bank		06/15/22		GBP	21,495		USD	28,817		529

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

245

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Accumulation Fund (Concluded)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		06/15/22		USD	11,914		EUR	10,800	$	137
JPMorgan Chase Bank		06/15/22		USD	14,124		EUR	12,550		(121	)
JPMorgan Chase Bank		06/15/22		USD	24,997		MXN	518,900		670
JPMorgan Chase Bank		06/15/22		USD	1,145		MXN	23,100		(2	)
JPMorgan Chase Bank		06/15/22		CZK	33,250		USD	1,460		(42	)
JPMorgan Chase Bank		06/15/22		ZAR	37,900		USD	2,446		(123	)
JPMorgan Chase Bank		06/15/22		PLN	1,200		USD	288		2
JPMorgan Chase Bank		06/15/22		PLN	45,150		USD	10,491		(266	)
JPMorgan Chase Bank		06/15/22		MXN	84,450		USD	3,969		(208	)
JPMorgan Chase Bank		06/15/22		EUR	107,795		USD	122,072		1,791
JPMorgan Chase Bank		06/15/22		EUR	18,914		USD	21,022		(82	)
JPMorgan Chase Bank		06/15/22		RUB	157,025		USD	1,159		(587	)
JPMorgan Chase Bank		06/15/22		INR	263,650		USD	3,428		(20	)
JPMorgan Chase Bank		06/15/22		CLP	107,500		USD	136		1
JPMorgan Chase Bank		06/15/22		CLP	342,250		USD	416		(14	)
JPMorgan Chase Bank		06/15/22		HUF	2,642,500		USD	7,699		(228	)
JPMorgan Chase Bank		06/15/22		KRW	1,469,600		USD	1,217		6
JPMorgan Chase Bank		06/15/22		KRW	1,861,600		USD	1,527		(7	)
									$	3,749

A list of the open OTC swap agreements held by the Fund at March 31, 2022 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Bank of America

Bovespa Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/16/2022

BRL

$

4,659

$

5,320

$

–

$

661

Citibank

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/23/2022

TWD

2,365

2,462

–

97

JPMorgan Chase

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/23/2022

TWD

8,359

8,617

–

257

Bank of America

Taiwan Index (TAIEX)

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

04/23/2022

TWD

8,251

8,493

–

242

Citibank

Hang Seng China Enterprises Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/01/2022

HKD

1,528

1,537

–

9

JPMorgan Chase

Hang Seng China Enterprises Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/01/2022

HKD

14,300

14,405

–

105

Bank of America

Hang Seng China Enterprises Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/01/2022

HKD

13,854

13,877

–

23

Bank of America

SGX Nifty 50

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/01/2022

USD

3,137

3,157

–

20

Bank of America

Cotton No. 2^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/09/2022

USD

1,253

1,493

–

239

Citibank

Soybean Oil^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/16/2022

USD

1,847

1,972

–

125

Bank of America

Soybean Oil^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

05/16/2022

USD

1,566

1,679

–

112

JPMorgan Chase

KOSPI Index

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/12/2022

KRW

12,365

12,748

–

383

Bank of America

Swiss Market

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/20/2022

CHF

6,763

7,323

–

560

Bank of America

Sugar^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/03/2022

USD

107

108

–

1

Citibank

Sugar^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/03/2022

USD

22

22

–

–

Bank of America

Soybean Oil^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2022

USD

417

412

–

(5

)

Bank of America

Corn^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2022

USD

9,990

10,115

–

125

Citibank

Soybean^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2022

USD

5,514

5,353

–

(161

)

Citibank

Soybean Oil^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2022

USD

452

453

–

1

Bank of America

Soybean Meal^

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

07/17/2022

USD

655

643

–

(12

)

$

100,189

$

–

2,782

246

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022 is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Depreciation (Thousands)
1.00%		3 MONTH USD - LIBOR		Annually		09/21/2024		USD		274,000	$	(8,604	)	$	(287	)	$	(8,317	)
1.00%		1D USD SOFR		Annually		06/15/2027		USD		140,175		(8,322	)		(1,759	)		(6,563	)
											$	(16,926	)	$	(2,046	)	$	(14,880	)

	Percentages are based on Net Assets of $2,588,907 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2022.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $96,259 ($ Thousands), representing 3.7% of the Net Assets of the Fund.
(C)	No interest rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAC — Cotation Assistée en Continu

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Index

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HRW— Hard Red Winter

HUF — Hungarian Forint

IBEX — Spanish Stock Exchange Index

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KRW — Korean Won

KOSPI — Korea Composite Stock Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

OMXS — OM Stockholm 30 Dividend Point Index

OTC — Over The Counter

PLC — Public Limited Company

PLN — Polish Zloty

REIT — Real Estate investment Trust

RUB — Russian Ruble

S&P— Standard & Poor's

Ser — Series

SGX — Singapore Exchange

SOFR— Secured Overnight Financing Rate

SPI — Share Price Index

TOPIX — Tokyo Price Index

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

ZAR — South African Rand

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		1,055,991		–		1,055,991
Sovereign Debt		–		472,761		–		472,761
Foreign Common Stock		75,412		–		–		75,412
Common Stock		65,089		–		–		65,089
Corporate Obligations		–		31,570		–		31,570
Exchange Traded Fund		15,762		–		–		15,762
Preferred Stock		192		–		–		192
Total Investments in Securities		156,455		1,560,322		–		1,716,777

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		59,403			–			–		59,403
Unrealized Depreciation		(61,828	)		–			–		(61,828	)
Forwards Contracts*
Unrealized Appreciation		–			12,241			–		12,241
Unrealized Depreciation		–			(8,492	)		–		(8,492	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Depreciation		–			(14,880	)		–		(14,880	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			2,960			–		2,960
Unrealized Depreciation		–			(178	)		–		(178	)
Total Other Financial Instruments		(2,425	)		(8,349	)		–		(10,774	)

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

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

247

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 47.3%
Communication Services — 3.9%
Altice France
5.500%, 10/15/2029 (A)	$	1,866	$	1,674
5.125%, 07/15/2029 (A)		370		332
Altice France Holding
10.500%, 05/15/2027 (A)		650		680
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		270		243
AT&T
4.350%, 03/01/2029		700		741
3.500%, 06/01/2041		350		322
2.750%, 06/01/2031		375		352
2.550%, 12/01/2033		1,428		1,269
2.300%, 06/01/2027		1,050		1,000
1.650%, 02/01/2028		875		797
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,257
CCO Holdings
4.750%, 02/01/2032 (A)		1,625		1,513
4.500%, 05/01/2032		790		723
Charter Communications Operating
5.125%, 07/01/2049		200		198
4.908%, 07/23/2025		3,200		3,318
3.750%, 02/15/2028		650		642
Clear Channel Outdoor Holdings
7.500%, 06/01/2029 (A)		800		798
Digicel Group
8.000%cash/0% PIK, 04/01/2025 (A)		91		80

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Digicel International Finance
8.750%, 05/25/2024 (A)	$	61	$	60
DISH DBS
7.750%, 07/01/2026		100		99
5.750%, 12/01/2028 (A)		480		454
5.250%, 12/01/2026 (A)		580		553
5.125%, 06/01/2029		2,495		2,125
Frontier Communications Holdings
5.000%, 05/01/2028 (A)		395		379
Gannett Holdings
6.000%, 11/01/2026 (A)		490		474
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)(C)(D)		2,397		–
Mauritius Investments
6.500%, 10/13/2026		2,470		2,597
Millicom International Cellular
6.250%, 03/25/2029 (A)		477		506
4.500%, 04/27/2031 (A)		219		204
Playtika Holding
4.250%, 03/15/2029 (A)		868		801
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		450		450
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		580		555
Telecom Argentina
8.500%, 08/06/2025 (A)		28		27
T-Mobile USA
4.500%, 04/15/2050		1,516		1,534
Townsquare Media
6.875%, 02/01/2026 (A)		902		929
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		730		718
Twitter
5.000%, 03/01/2030 (A)		1,270		1,264
Urban One
7.375%, 02/01/2028 (A)		740		743
Verizon Communications
3.700%, 03/22/2061		310		287
3.550%, 03/22/2051		140		132
3.400%, 03/22/2041		430		403
2.100%, 03/22/2028		515		480
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		462
VTR Comunicaciones
5.125%, 01/15/2028 (A)		676		644
Ziff Davis
4.625%, 10/15/2030 (A)		200		191
ZipRecruiter
5.000%, 01/15/2030 (A)		200		195
				33,205

248

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 7.5%
Allen Media
10.500%, 02/15/2028 (A)	$	1,060	$	1,044
Altice Financing
5.000%, 01/15/2028 (A)		735		659
American Axle & Manufacturing
5.000%, 10/01/2029		190		178
APX Group
5.750%, 07/15/2029 (A)		1,620		1,478
Asbury Automotive Group
5.000%, 02/15/2032 (A)		280		260
4.625%, 11/15/2029 (A)		505		470
At Home Group
4.875%, 07/15/2028 (A)		625		556
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		636
Bath & Body Works
6.625%, 10/01/2030 (A)		220		231
5.250%, 02/01/2028		710		714
Bed Bath & Beyond
5.165%, 08/01/2044		1,060		753
BorgWarner
5.000%, 10/01/2025 (A)		560		588
Boyne USA
4.750%, 05/15/2029 (A)		1,140		1,094
CalAtlantic Group
5.250%, 06/01/2026		330		338
Carnival
9.875%, 08/01/2027 (A)		1,410		1,559
7.875%, 06/01/2027		1,270		1,409
Carriage Services
4.250%, 05/15/2029 (A)		440		410
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		280		228
Carvana
5.500%, 04/15/2027 (A)		360		321
4.875%, 09/01/2029 (A)		1,535		1,268
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		453
CSC Holdings
6.500%, 02/01/2029 (A)		770		776
5.750%, 01/15/2030 (A)		873		777
5.000%, 11/15/2031 (A)		709		594
4.500%, 11/15/2031 (A)		460		412
Dealer Tire
8.000%, 02/01/2028 (A)		1,734		1,738
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		103
5.375%, 08/15/2026 (A)		330		128
Directv Financing
5.875%, 08/15/2027 (A)		2,970		2,922

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
eG Global Finance
6.750%, 02/07/2025 (A)	$	488	$	487
Expedia Group
4.625%, 08/01/2027		647		672
Fertitta Entertainment
6.750%, 01/15/2030 (A)		160		147
4.625%, 01/15/2029 (A)		120		114
Ford Motor
3.250%, 02/12/2032		1,391		1,242
Ford Motor Credit
4.950%, 05/28/2027		1,449		1,473
4.000%, 11/13/2030		560		527
3.625%, 06/17/2031		700		632
2.900%, 02/16/2028		290		262
Foundation Building Materials
6.000%, 03/01/2029 (A)		355		320
Gap
3.625%, 10/01/2029 (A)		455		405
General Motors
5.950%, 04/01/2049		50		56
4.000%, 04/01/2025		250		252
General Motors Financial
5.650%, 01/17/2029		175		189
Getty Images
9.750%, 03/01/2027 (A)		720		745
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		260
Guitar Center
8.500%, 01/15/2026 (A)		1,050		1,071
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,010		964
Installed Building Products
5.750%, 02/01/2028 (A)		450		439
IRB Holding
6.750%, 02/15/2026 (A)		435		443
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,205		1,138
Liberty Interactive
8.500%, 07/15/2029		330		309
8.250%, 02/01/2030		190		173
Macy's Retail Holdings
6.125%, 03/15/2032 (A)		170		168
5.875%, 03/15/2030 (A)		200		197
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		264
Match Group Holdings II
3.625%, 10/01/2031 (A)		385		344
Mclaren Finance
7.500%, 08/01/2026 (A)		740		726
MDC Holdings
6.000%, 01/15/2043		180		185

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

249

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Melco Resorts Finance
5.375%, 12/04/2029 (A)	$	920	$	780
MercadoLibre
3.125%, 01/14/2031		840		732
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		270
Michaels
7.875%, 05/01/2029 (A)		580		497
5.250%, 05/01/2028 (A)		240		220
NCL
7.750%, 02/15/2029 (A)		360		363
5.875%, 02/15/2027 (A)		640		630
3.625%, 12/15/2024 (A)		1,600		1,508
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		279
Newell Brands
5.750%, 04/01/2046		536		560
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		640		664
Party City Holdings
8.750%, 02/15/2026 (A)		380		362
Penn National Gaming
4.125%, 07/01/2029 (A)		1,219		1,091
Penske Automotive Group
3.750%, 06/15/2029		848		759
PetSmart
7.750%, 02/15/2029 (A)		290		299
4.750%, 02/15/2028 (A)		250		242
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		520		496
PM General Purchaser
9.500%, 10/01/2028 (A)		930		914
Rent-A-Center
6.375%, 02/15/2029 (A)		850		778
Sally Holdings
5.625%, 12/01/2025		380		385
Sands China
5.125%, 08/08/2025		200		198
3.250%, 08/08/2031 (A)		200		163
3.100%, 03/08/2029 (A)		200		170
2.550%, 03/08/2027 (A)		470		408
Scientific Games International
8.625%, 07/01/2025 (A)		320		336
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		1,765		1,683
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,619
SRS Distribution
6.125%, 07/01/2029 (A)		1,360		1,255
StoneMor
8.500%, 05/15/2029 (A)		850		842

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SWF Escrow Issuer
6.500%, 10/01/2029 (A)	$	1,165	$	1,007
Terrier Media Buyer
8.875%, 12/15/2027 (A)		850		865
TKC Holdings
10.500%, 05/15/2029 (A)		310		316
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		394
Univision Communications
9.500%, 05/01/2025 (A)	$	300		315
Viking Cruises
7.000%, 02/15/2029 (A)		130		120
VOC Escrow
5.000%, 02/15/2028 (A)		650		605
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		685		640
Wendy's International
7.000%, 12/15/2025		570		617
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		753
Wheel Pros
6.500%, 05/15/2029 (A)	$	575		504
Wynn Macau
5.625%, 08/26/2028 (A)		390		339
5.500%, 01/15/2026 (A)		200		182
5.125%, 12/15/2029 (A)		470		399
4.875%, 10/01/2024 (A)		220		206
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		600		623
Yum! Brands
4.750%, 01/15/2030 (A)		454		445
				63,134
Consumer Staples — 1.4%
Altria Group
2.350%, 05/06/2025		425		413
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,650		1,789
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		243
Constellation Brands
3.150%, 08/01/2029	$	600		579
Energizer Holdings
6.500%, 12/31/2027 (A)		325		322
FAGE International
5.625%, 08/15/2026 (A)		200		197
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		1,044
HLF Financing S.A.R.L.
4.875%, 06/01/2029 (A)		2,719		2,385
Keurig Dr Pepper
4.597%, 05/25/2028		1,000		1,054

250

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kraft Heinz Foods
4.375%, 06/01/2046	$	1,671	$	1,650
Lindley
4.625%, 04/12/2023		143		144
Performance Food Group
5.500%, 10/15/2027 (A)		450		448
Post Holdings
4.625%, 04/15/2030 (A)		429		386
Prosperous Ray
4.625%, 11/12/2023		300		307
United Rentals North America
4.000%, 07/15/2030		290		277
US Foods
4.750%, 02/15/2029 (A)		1,171		1,117
4.625%, 06/01/2030 (A)		580		537
Vector Group
10.500%, 11/01/2026 (A)		310		317
				13,209
Energy — 6.9%
Berry Petroleum
7.000%, 02/15/2026 (A)		1,200		1,185
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		596
Cenovus Energy
5.375%, 07/15/2025		456		481
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		266
5.125%, 06/30/2027		850		906
Civitas Resources
5.000%, 10/15/2026 (A)		475		471
CNX Midstream Partners
4.750%, 04/15/2030 (A)		430		403
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		700		722
Continental Resources
5.750%, 01/15/2031 (A)		400		438
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,577
DCP Midstream
7.375%, ICE LIBOR USD 3 Month + 5.148%(E)(F)		300		288
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		354
Devon Energy
5.850%, 12/15/2025		1,021		1,105
5.000%, 06/15/2045		200		218
Energy Transfer
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(E)(F)		220		215

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, ICE LIBOR USD 3 Month + 4.028%(E)(F)	$	230	$	197
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,267
EQT
7.500%, 02/01/2030		360		417
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		205
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		132
Global Partners
6.875%, 01/15/2029		545		539
GNL Quintero
4.634%, 07/31/2029		353		357
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		1,000		980
ITT Holdings
6.500%, 08/01/2029 (A)		1,150		1,062
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		800		766
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		271
Leviathan Bond
6.500%, 06/30/2027 (A)		1,530		1,565
Marathon Petroleum
3.800%, 04/01/2028		325		327
3.625%, 09/15/2024		350		353
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,246
5.875%, 02/01/2029 (A)		70		71
MPLX
4.800%, 02/15/2029		250		266
4.000%, 03/15/2028		950		966
Nabors Industries
9.000%, 02/01/2025 (A)		1,597		1,663
7.375%, 05/15/2027 (A)		1,390		1,444
Neptune Energy Bondco
6.625%, 05/15/2025 (A)		400		402
New Fortress Energy
6.750%, 09/15/2025 (A)		715		719
NGL Energy Operating
7.500%, 02/01/2026 (A)		1,025		1,008
NGL Energy Partners
7.500%, 11/01/2023		1,150		1,101
Noble Holdings International
11.000%, 02/15/2028		248		277
Northern Oil and Gas
8.125%, 03/01/2028 (A)		600		625
NuStar Logistics
6.375%, 10/01/2030		670		679
Oasis Petroleum
6.375%, 06/01/2026 (A)		820		840

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

251

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Occidental Petroleum
7.200%, 03/15/2029	$	150	$	166
6.625%, 09/01/2030		700		803
6.450%, 09/15/2036		30		35
4.500%, 07/15/2044		210		201
ONEOK
6.350%, 01/15/2031		325		376
Parsley Energy
5.625%, 10/15/2027 (A)		480		496
Penn Virginia Escrow
9.250%, 08/15/2026 (A)		570		601
Petrobras Global Finance BV
5.299%, 01/27/2025		500		522
Petroleos de Venezuela
6.000%, 10/28/2022 (G)		8,860		244
6.000%, 05/16/2024 (G)		3,790		251
6.000%, 11/15/2026 (G)		1,110		78
5.500%, 04/12/2037 (G)		130		8
5.375%, 04/12/2027 (G)		2,570		170
Petroleos Mexicanos
7.690%, 01/23/2050		406		355
6.950%, 01/28/2060		207		168
6.500%, 03/13/2027		430		437
6.490%, 01/23/2027		160		162
5.350%, 02/12/2028		180		171
4.500%, 01/23/2026		40		39
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		13
Phillips 66
3.900%, 03/15/2028		525		534
Plains All American Pipeline
6.125%, ICE LIBOR USD 3 Month + 4.110%(E)(F)		250		212
3.600%, 11/01/2024		175		176
Range Resources
8.250%, 01/15/2029		700		767
5.000%, 03/15/2023		110		111
4.750%, 02/15/2030 (A)		655		651
ReNew Power Synthetic
6.670%, 03/12/2024		200		204
Rockies Express Pipeline
7.500%, 07/15/2038 (A)		160		162
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		846
Southwestern Energy
8.375%, 09/15/2028		200		220
7.750%, 10/01/2027		2,150		2,276
4.750%, 02/01/2032		930		929
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		1,454		1,386
5.750%, 04/15/2025		925		756

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suncor Energy
3.100%, 05/15/2025	$	400	$	397
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		223
TechnipFMC
6.500%, 02/01/2026 (A)		846		877
Total Capital International
2.829%, 01/10/2030		1,350		1,319
Transocean
11.500%, 01/30/2027 (A)		2,088		2,156
Transocean Poseidon
6.875%, 02/01/2027 (A)		441		436
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		1,250		1,138
USA Compression Partners
6.875%, 04/01/2026		1,175		1,186
Valero Energy
2.850%, 04/15/2025		350		346
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		390		383
3.875%, 11/01/2033 (A)		430		411
Viper Energy Partners
5.375%, 11/01/2027 (A)		500		509
Western Midstream Operating
5.450%, 04/01/2044		1,100		1,115
5.300%, 03/01/2048		530		525
YPF
9.000%, 9.000%, 02/12/2023, 02/12/2023 (A)(H)		825		738
8.500%, 07/28/2025 (A)		700		599
6.950%, 07/21/2027 (A)		380		284
				58,138
Financials — 10.5%
ABN AMRO Bank
4.375%(E)(F)	EUR	400		446
Accelerate360 Holdings
8.000%, 03/01/2028 (A)	$	1,154		1,203
Acrisure
6.000%, 08/01/2029 (A)		915		846
4.250%, 02/15/2029 (A)		975		886
AFC Gamma
5.750%, 05/01/2027 (A)		300		294
AG Issuer
6.250%, 03/01/2028 (A)		1,116		1,116
AIA Group
3.900%, 04/06/2028 (A)		475		483
AIA Group MTN
3.200%, 03/11/2025 (A)		425		427
AIB Group MTN
4.750%, 10/12/2023 (A)		550		560

252

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Akbank T.A.S.
6.797%, USD Swap Semi 30/360 5 Yr Curr + 4.029%, 04/27/2028 (E)	$	200	$	195
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		751
Ally Financial
4.700%, H15T7Y + 3.481%(E)(F)		1,325		1,206
American International Group
4.200%, 04/01/2028		275		285
3.900%, 04/01/2026		325		333
3.400%, 06/30/2030		225		224
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		440		399
Aviation Capital Group
5.500%, 12/15/2024 (A)		390		401
1.950%, 01/30/2026 (A)		350		321
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		143
4.250%, 04/15/2026 (A)		430		424
2.875%, 02/15/2025 (A)		1,250		1,200
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		700		631
Banco Bilbao Vizcaya Argentaria
5.875%, EUR Swap Annual 5 Yr + 5.660%(E)(F)	EUR	800		919
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980		1,002
Banco do Brasil
9.000%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 6.362%(E)(F)		200		208
6.250%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.398%(E)(F)		1,920		1,827
Banco Mercantil del Norte
7.625%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.353%(A)(E)(F)		200		201
7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470%(A)(E)(F)		970		951
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967%(A)(E)(F)		420		413
5.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643%(A)(E)(F)		1,340		1,239
Banco Santander
4.250%, 04/11/2027		400		404
3.306%, 06/27/2029		400		387
2.749%, 12/03/2030		200		176
2.746%, 05/28/2025		600		585

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
6.250%, ICE LIBOR USD 3 Month + 3.705%(E)(F)	$	150	$	155
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (E)		2,115		2,094
Bank of America MTN
4.200%, 08/26/2024		225		230
4.000%, 01/22/2025		1,350		1,375
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (E)		1,525		1,543
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)	EUR	1,870		1,919
Barclays
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.672%(E)(F)	$	970		1,025
7.125%, UK Govt Bonds 5 Year Note Generic Bid Yield + 6.579%(E)(F)	GBP	700		969
2.852%, U.S. SOFR + 2.714%, 05/07/2026 (E)	$	725		704
BBVA Bancomer
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.650%, 01/18/2033 (A)(E)		410		387
BNP Paribas
3.375%, 01/09/2025 (A)		1,000		995
1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(E)		675		615
BPCE
4.625%, 09/12/2028 (A)		500		515
2.277%, U.S. SOFR + 1.312%, 01/20/2032 (A)(E)		375		329
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		1,114
Citigroup
6.300%, ICE LIBOR USD 3 Month + 3.423%(E)(F)		1,250		1,255
5.900%, ICE LIBOR USD 3 Month + 4.230%(E)(F)		675		685
4.125%, 07/25/2028		1,450		1,472
3.400%, 05/01/2026		1,675		1,688
Coinbase Global
3.625%, 10/01/2031 (A)		400		341
3.375%, 10/01/2028 (A)		710		627
Commerzbank
6.125%(E)(F)	EUR	400		456
Cooperatieve Rabobank UA
4.625%, EUR Swap Annual 5 Yr + 4.098%(E)(F)		1,400		1,591
Credit Bank of Moscow Via CBOM Finance
7.500%, USD Swap Semi 30/360 5 Yr Curr + 5.416%, 10/05/2027 (E)	$	470		33

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

253

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(A)(E)(F)	$	410	$	416
7.250%, USD ICE Swap 11:00 NY 5 Yr + 4.332%(A)(E)(F)		200		202
4.550%, 04/17/2026		802		816
3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)(E)		600		586
Deutsche Bank
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.524%(E)(F)		400		390
DP World MTN
5.625%, 09/25/2048		200		216
First Horizon National
4.000%, 05/26/2025		625		633
FirstCash
5.625%, 01/01/2030 (A)		340		327
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,385
6.625%, 01/15/2027 (A)		1,015		941
Global Aircraft Leasing
6.500%cash/0% PIK, 09/15/2024 (A)		3,078		2,796
HSBC Holdings
5.250%, EUR Swap Annual 5 Yr + 4.383%(E)(F)	EUR	700		787
4.950%, 03/31/2030	$	226		241
3.803%, ICE LIBOR USD 3 Month + 1.211%, 03/11/2025 (E)		700		703
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (E)		1,000		941
Huarong Finance 2017 MTN
4.000%(E)(F)		310		309
Huarong Finance 2019 MTN
3.375%, 02/24/2030		200		173
2.500%, 02/24/2023		550		542
Huarong Finance II MTN
5.000%, 11/19/2025		210		209
4.625%, 06/03/2026		1,190		1,160
Intercontinental Exchange
2.100%, 06/15/2030		800		729
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,103
Itau Unibanco Holding
4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.222%(A)(E)(F)		1,120		1,023
Jane Street Group
4.500%, 11/15/2029 (A)		160		152
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,518
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (E)		250		234

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LD Holdings Group
6.500%, 11/01/2025 (A)	$	860	$	806
6.125%, 04/01/2028 (A)		755		668
Lloyds Banking Group
4.947%(E)(F)	EUR	290		333
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)	$	1,532		1,441
5.625%, 01/15/2030 (A)		535		473
Morgan Stanley
3.625%, 01/20/2027		750		756
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,118
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (E)		625		537
National Bank of Uzbekistan
4.850%, 10/21/2025		200		168
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		1,754		1,686
Nationwide Building Society
3.960%, ICE LIBOR USD 3 Month + 1.855%, 07/18/2030 (A)(E)		450		449
NatWest Group
4.500%, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.992%(E)(F)	GBP	1,160		1,417
3.754%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.100%, 11/01/2029 (E)	$	225		223
3.326%, ICE LIBOR USD 3 Month + 2.320%(E)(F)		700		700
Navient
5.500%, 03/15/2029		1,519		1,415
5.000%, 03/15/2027		1,100		1,048
Navient MTN
5.625%, 08/01/2033		180		152
NFP
6.875%, 08/15/2028 (A)		893		853
NMI Holdings
7.375%, 06/01/2025 (A)		410		430
Oxford Finance
6.375%, 02/01/2027 (A)		465		474
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		171
Raymond James Financial
4.650%, 04/01/2030		400		423
Rocket Mortgage
4.000%, 10/15/2033 (A)		160		140
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024		760		773
6.500%, 01/08/2026 (A)		680		649
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(A)(E)(F)		510		532

254

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
UniCredit MTN
7.296%, USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/2034 (A)(E)	$	260	$	275
5.459%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.750%, 06/30/2035 (A)(E)		440		421
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		1,360		1,212
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		1,340		1,261
Wells Fargo
5.875%, ICE LIBOR USD 3 Month + 3.990%(E)(F)		525		549
Wells Fargo MTN
4.100%, 06/03/2026		1,575		1,615
Yapi ve Kredi Bankasi
7.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 7.415%, 01/22/2031 (A)(E)		1,050		1,029
Yapi ve Kredi Bankasi MTN
13.875%, USD Swap Semi 30/360 5 Yr Curr + 11.245%(E)(F)		480		519
8.250%, 10/15/2024 (A)		500		518
6.100%, 03/16/2023		510		515
				89,484
Health Care — 3.1%
AbbVie
3.200%, 11/21/2029		1,375		1,359
AdaptHealth
6.125%, 08/01/2028 (A)		670		665
5.125%, 03/01/2030 (A)		560		520
4.625%, 08/01/2029 (A)		605		552
Akumin Escrow
7.500%, 08/01/2028 (A)		500		397
Bausch Health
7.000%, 01/15/2028 (A)		130		116
6.125%, 02/01/2027 (A)		1,040		1,047
5.000%, 01/30/2028 (A)		325		268
5.000%, 02/15/2029 (A)		390		304
Bausch Health Americas
8.500%, 01/31/2027 (A)		60		60
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		307
4.250%, 12/15/2025 (A)		500		508
Becton Dickinson
3.700%, 06/06/2027		690		700
2.823%, 05/20/2030		625		595
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		502
Cano Health
6.250%, 10/01/2028 (A)	$	110		106

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Centene
4.250%, 12/15/2027	$	20	$	20
Chrome Holdco SASU
5.000%, 05/31/2029 (A)	EUR	375		387
CHS
6.125%, 04/01/2030 (A)	$	1,270		1,182
Cidron Aida Finco Sarl
6.250%, 04/01/2028 (A)	GBP	440		540
CVS Health
3.750%, 04/01/2030	$	590		600
DaVita
3.750%, 02/15/2031 (A)		1,760		1,540
Dentsply Sirona
3.250%, 06/01/2030		325		313
DH Europe Finance II S.A.R.L.
2.600%, 11/15/2029		175		167
Endo DAC
9.500%, 07/31/2027 (A)		200		175
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (A)		540		493
HealthEquity
4.500%, 10/01/2029 (A)		376		356
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		233
LifePoint Health
5.375%, 01/15/2029 (A)	$	1,185		1,120
MEDNAX
5.375%, 02/15/2030 (A)		250		241
Minerva Merger Sub
6.500%, 02/15/2030 (A)		2,280		2,212
Mozart Debt Merger Sub
5.250%, 10/01/2029 (A)		810		753
3.875%, 04/01/2029 (A)		1,660		1,535
Option Care Health
4.375%, 10/31/2029 (A)		740		694
Prestige Brands
3.750%, 04/01/2031 (A)		810		723
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		323
Radiology Partners
9.250%, 02/01/2028 (A)		580		580
Stryker
1.950%, 06/15/2030		825		740
Tenet Healthcare
6.250%, 02/01/2027 (A)		200		205
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		950		960
US Renal Care
10.625%, 07/15/2027 (A)		430		409
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		495

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

255

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Verisure Midholding
5.250%, 02/15/2029 (A)	EUR	500	$	513
Zoetis
2.000%, 05/15/2030	$	1,100		986
				26,501
Industrials — 7.0%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		302
4.875%, 01/16/2024		400		405
4.625%, 07/01/2022		2,300		2,313
3.300%, 01/30/2032		260		234
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		473
4.000%, 08/11/2041 (A)		640		582
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		337
Air Canada
3.875%, 08/15/2026 (A)		400		377
Air Lease
3.250%, 03/01/2025		850		838
Air Lease MTN
3.750%, 06/01/2026		600		596
Allied Universal Holdco
9.750%, 07/15/2027		649		671
6.625%, 07/15/2026 (A)		330		334
6.000%, 06/01/2029 (A)		1,000		882
American Airlines
11.750%, 07/15/2025 (A)		420		490
5.750%, 04/20/2029 (A)		1,071		1,067
5.500%, 04/20/2026 (A)		582		586
American Airlines Pass-Through Trust
4.950%, 02/15/2025		325		312
American Builders & Contractors Supply
3.875%, 11/15/2029 (A)		1,115		1,040
American News
8.500%cash/0% PIK, 09/01/2026 (A)		883		989
APi Escrow
4.750%, 10/15/2029 (A)		143		133
APi Group DE
4.125%, 07/15/2029 (A)		1,460		1,346
Arcosa
4.375%, 04/15/2029 (A)		500		474
Avis Budget Car Rental
5.375%, 03/01/2029 (A)		705		695
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		933
Boeing
5.930%, 05/01/2060		410		473
5.805%, 05/01/2050		350		404
5.150%, 05/01/2030		150		160
3.450%, 11/01/2028		375		361

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 03/01/2028	$	425	$	408
Builders FirstSource
4.250%, 02/01/2032 (A)		310		289
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		312
Carriage Purchaser
7.875%, 10/15/2029 (A)		240		222
Carrier Global
2.493%, 02/15/2027		1,100		1,048
2.242%, 02/15/2025		1,000		974
CoreCivic
8.250%, 04/15/2026		1,060		1,092
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		526
CoStar Group
2.800%, 07/15/2030 (A)		625		571
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		814
Delta Air Lines
7.000%, 05/01/2025 (A)		700		750
DP World MTN
6.850%, 07/02/2037 (A)		100		120
5.625%, 09/25/2048 (A)		750		810
GEO Group
5.875%, 10/15/2024		990		852
GFL Environmental
4.000%, 08/01/2028 (A)		1,188		1,093
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		1,095		1,055
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		820		865
GYP Holdings III
4.625%, 05/01/2029 (A)		470		435
H&E Equipment Services
3.875%, 12/15/2028 (A)		240		225
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		430		430
Hillenbrand
3.750%, 03/01/2031		589		539
Husky III Holding
13.000%cash/0% PIK, 02/15/2025 (A)		600		624
IHS Holding
6.250%, 11/29/2028 (A)		350		328
5.625%, 11/29/2026 (A)		440		417
KOC Holding
6.500%, 03/11/2025		2,170		2,179
5.250%, 03/15/2023		1,330		1,330
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		490
Madison IAQ
5.875%, 06/30/2029 (A)		749		672
4.125%, 06/30/2028 (A)		179		165

256

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mexico City Airport Trust
5.500%, 10/31/2046	$	400	$	355
5.500%, 07/31/2047		892		786
4.250%, 10/31/2026 (A)		210		208
3.875%, 04/30/2028 (A)		1,190		1,137
MHP Lux
6.950%, 04/03/2026		1,870		823
MV24 Capital BV
6.748%, 06/01/2034		3,070		2,986
Northrop Grumman
3.250%, 01/15/2028		1,950		1,950
Otis Worldwide
2.565%, 02/15/2030		1,425		1,332
Park-Ohio Industries
6.625%, 04/15/2027		2,070		1,734
Ritchie Bros Holdings
4.750%, 12/15/2031 (A)		470		458
Spirit AeroSystems
4.600%, 06/15/2028		1,680		1,577
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		503		535
Standard Industries
4.375%, 07/15/2030 (A)		645		591
Stanley Black & Decker
4.250%, 11/15/2028		650		680
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		205
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,456
TK Elevator Holdco GmbH
7.625%, 07/15/2028 (A)		1,546		1,533
TransDigm
8.000%, 12/15/2025 (A)		180		188
7.500%, 03/15/2027		260		268
5.500%, 11/15/2027		1,330		1,320
4.875%, 05/01/2029		359		336
4.625%, 01/15/2029		135		126
Triumph Group
7.750%, 08/15/2025		1,611		1,623
United Airlines Pass-Through Trust, Ser 2020-1, Cl B
4.875%, 01/15/2026		69		68
United Rentals North America
5.250%, 01/15/2030		530		547
Vertiv Group
4.125%, 11/15/2028 (A)		600		548
XPO CNW
6.700%, 05/01/2034		960		982
				61,794

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 2.7%
Arches Buyer
6.125%, 12/01/2028 (A)	$	364	$	336
Broadcom
3.500%, 02/15/2041 (A)		525		468
3.469%, 04/15/2034 (A)		175		162
3.419%, 04/15/2033 (A)		1,150		1,073
3.187%, 11/15/2036 (A)		53		46
Brunello Bidco
3.500%, 02/15/2028 (A)	EUR	550		576
Castle US Holding
9.500%, 02/15/2028 (A)	$	839		833
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		1,206		1,135
CommScope
8.250%, 03/01/2027 (A)		530		515
Dell International
6.020%, 06/15/2026		1,600		1,733
5.450%, 06/15/2023		141		145
Elastic
4.125%, 07/15/2029 (A)		695		646
Endurance International Group Holdings
6.000%, 02/15/2029 (A)		2,285		1,971
Global Payments
2.650%, 02/15/2025		400		391
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		1,953
II-VI
5.000%, 12/15/2029 (A)		420		411
Imola Merger
4.750%, 05/15/2029 (A)		1,054		1,015
ION Trading Technologies S.A.R.L.
5.750%, 05/15/2028 (A)		687		662
Lam Research
1.900%, 06/15/2030		300		272
LogMeIn
5.500%, 09/01/2027 (A)		560		523
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		660		731
NCR
5.125%, 04/15/2029 (A)		530		510
NXP BV
3.400%, 05/01/2030 (A)		225		218
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Paysafe Finance
4.000%, 06/15/2029 (A)		400		340
Presidio Holdings
8.250%, 02/01/2028 (A)		110		112
Prosus
3.680%, 01/21/2030 (A)		250		219

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

257

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Prosus MTN
4.027%, 08/03/2050 (A)	$	560	$	423
3.061%, 07/13/2031 (A)		740		615
Rocket Software
6.500%, 02/15/2029 (A)		530		481
Saga
5.500%, 07/15/2026	GBP	610		755
Sprint Capital
8.750%, 03/15/2032	$	510		687
Sunny Express Enterprises
3.350%(E)(F)		200		200
Switch
4.125%, 06/15/2029 (A)		300		295
Uniquify
6.000%, 06/15/2024 (A)		180		181
United Group BV
4.625%, 08/15/2028 (A)	EUR	450		468
Vericast
13.000%, 10/15/2027 (A)	$	180		217
11.000%, 09/15/2026 (A)		240		234
Virtusa
7.125%, 12/15/2028 (A)		275		256
				21,811
Materials — 2.2%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		551
AngloGold Ashanti Holdings
3.750%, 10/01/2030		930		870
Ardagh Metal Packaging Finance USA
4.000%, 09/01/2029 (A)		360		324
Axalta Coating Systems
3.375%, 02/15/2029 (A)		1,405		1,235
Berry Global
1.570%, 01/15/2026		325		303
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		970		957
Chemours
4.625%, 11/15/2029 (A)		1,645		1,508
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		715		707
First Quantum Minerals
6.875%, 10/15/2027 (A)		1,000		1,047
Freeport-McMoRan
5.450%, 03/15/2043		750		840
Glencore Funding
4.125%, 03/12/2024 (A)		400		405
Huntsman International
4.500%, 05/01/2029		375		387
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		191

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ingevity
3.875%, 11/01/2028 (A)	$	735	$	664
Kleopatra Finco Sarl
4.250%, 03/01/2026 (A)	EUR	425		417
Kleopatra Holdings 2 SCA
6.500%, 09/01/2026 (A)		375		301
LABL Escrow Issuer
6.750%, 07/15/2026 (A)	$	950		939
Metinvest BV
7.750%, 04/23/2023 (A)		375		162
Mountain Province Diamonds
8.000%, 12/15/2022 (A)(N)		340		338
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		143
OCP
3.750%, 06/23/2031 (A)		200		181
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		200		198
Pactiv
8.375%, 04/15/2027		1,515		1,553
Rayonier AM Products
7.625%, 01/15/2026 (A)		125		124
Samarco Mineracao
5.750%, 10/24/2023 (G)		200		135
4.125%, 11/01/2022 (G)		200		131
Sasol Financing USA
5.500%, 03/18/2031		440		411
4.375%, 09/18/2026		1,800		1,719
Sealed Air
6.875%, 07/15/2033 (A)		411		469
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		710		700
Suzano Austria GmbH
6.000%, 01/15/2029		530		572
3.125%, 01/15/2032		590		522
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		203
Teck Resources
3.900%, 07/15/2030	$	250		250
Unifrax Escrow Issuer
5.250%, 09/30/2028 (A)		365		339
Vale Overseas
6.250%, 08/10/2026		880		966
WR Grace Holdings
5.625%, 08/15/2029 (A)		670		627
				21,389
Real Estate — 0.9%
Agree
2.900%, 10/01/2030		175		163
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		369

258

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Diversified Healthcare Trust
9.750%, 06/15/2025	$	470	$	495
Duke Realty
1.750%, 07/01/2030		300		262
Essex Portfolio
3.000%, 01/15/2030		400		383
Five Point Operating
7.875%, 11/15/2025 (A)		780		798
IIP Operating Partnership
5.500%, 05/25/2026		320		320
Iron Mountain Information Management Services
5.000%, 07/15/2032 (A)		820		769
MPT Operating Partnership
3.692%, 06/05/2028	GBP	544		696
Realty Income
4.875%, 06/01/2026	$	1,000		1,055
2.850%, 12/15/2032		375		354
Service Properties Trust
7.500%, 09/15/2025		370		388
5.500%, 12/15/2027		230		222
Spirit Realty
3.200%, 01/15/2027		600		587
WP Carey
4.250%, 10/01/2026		700		722
				7,583
Utilities — 1.2%
AES
2.450%, 01/15/2031		340		304
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		129
American Electric Power
2.300%, 03/01/2030		300		273
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		187
Calpine
3.750%, 03/01/2031 (A)		1,875		1,678
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		226
6.350%, 08/10/2028		500		510
Greenko Investment
4.875%, 08/16/2023 (A)		410		411
NiSource
3.600%, 05/01/2030		50		50
Pike
5.500%, 09/01/2028 (A)		983		926
Sempra Energy
3.400%, 02/01/2028		1,075		1,071
Southern California Edison
4.200%, 03/01/2029		450		466

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sunnova Energy
5.875%, 09/01/2026 (A)	$	410	$	392
Talen Energy Supply
7.250%, 05/15/2027 (A)		510		477
6.625%, 01/15/2028 (A)		390		363
TransAlta
6.500%, 03/15/2040		1,020		1,051
Vistra Operations
3.550%, 07/15/2024 (A)		1,200		1,189
				9,703
Total Corporate Obligations
(Cost $429,224) ($ Thousands)				405,951
LOAN PARTICIPATIONS — 14.1%
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
3.470%, 02/07/2029		920		909
ABG, Term Loan, 1st Lien
3.714%, 12/21/2028 (I)		44		43
Academy, LTD., Initial Term Loan (2021), 1st Lien
4.500%, LIBOR + 3.750%, 11/05/2027		668		663
Acrisure, LLC, 2020 Term Loan, 1st Lien
3.957%, LIBOR + 3.500%, 02/15/2027		363		357
ADS Tactical Inc, Term Loan, 1st Lien
6.750%, 03/19/2026 (E)		1,140		1,081
Adtalem Global, Term Loan, 1st Lien
5.250%, 08/12/2028		450		448
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		600		593
Allen Media LLC, Initial Term Loan, 1st Lien
5.724%, 02/10/2027		971		962
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, LIBOR + 3.750%, 05/12/2028		1,245		1,225
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.000%, 08/17/2028		531		526
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.352%, LIBOR + 3.000%, 04/22/2026 (I)		366		326
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien
4.478%, 02/15/2029		514		508

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

259

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
3.709%, LIBOR + 3.500%, 01/29/2027	$	359	$	354
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
3.709%, LIBOR + 3.500%, 01/29/2027		181		178
Amentum/Aecom Maverick, Term Loan
4.500%, 02/15/2029		456		451
Amentum/Aecom Maverick, Term Loan, 2nd Lien
10.000%, 01/31/2028		151		149
AmeriLife Holdings LLC, Initial Term Loan, 1st Lien
4.231%, LIBOR + 4.000%, 03/18/2027		157		155
Apex Tool Group, Term Loan, 1st Lien
5.594%, 02/08/2029		900		875
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, LIBOR + 3.500%, 03/11/2028 (C)		1,069		1,059
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
3.207%, 05/15/2026 (E)		20		19
AppLovin Corporation, Amendment No. 6 New Term Loan, 1st Lien
3.500%, 10/25/2028		469		465
Arcis Golf LLC, Initial Term Loan, 1st Lien
4.750%, 11/24/2028		700		697
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (C)		808		808
Asurion, LLC, New B-4 Term Loan, 2nd Lien
5.459%, 01/20/2029		950		927
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.707%, LIBOR + 3.250%, 07/31/2027		505		494
Athena Health, Term Loan, 1st Lien
4.000%, 02/15/2029 (I)		13		13
Athena Helath Group, Initial Term Loan
3.798%, 02/15/2029 (I)		77		76
Atlantic Aviation, Term Loan, 2nd Lien
6.250%, 09/21/2029 (I)		125		124
Authentic Brands, Delayed Draw Term Loan, 1st Lien
0.000%, 12/21/2028 (I)		294		288
Autokiniton, Term Loan B, 1st Lien
5.000%, 04/06/2028 (E)		218		215
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.506%, LIBOR + 2.750%, 06/07/2028 (I)		989		975

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.207%, LIBOR + 2.750%, 12/23/2024 (I)	$	703	$	699
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
3.709%, 07/21/2025		303		302
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
5.250%, LIBOR + 4.500%, 11/12/2027		618		610
Carnival Corporation, 2021 Incremental Term B Advance, 1st Lien
4.000%, 10/18/2028		758		740
Carnival Corporation, Initial Term Loan, 1st Lien
3.750%, 06/30/2025		533		518
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
4.207%, LIBOR + 3.750%, 01/29/2027		364		351
ChampionX Holding Inc., Term Loan, 1st Lien
6.000%, LIBOR + 5.000%, 06/03/2027		1,497		1,500
Chariot Buyer LLC, Initial Term Loan, 1st Lien
4.506%, 11/03/2028		574		566
Cinemark USA, Term Loan, 1st Lien
2.210%, 03/31/2025 (E)		157		153
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.709%, LIBOR + 2.500%, 02/02/2028		637		633
City Brewing Company, LLC, Closing Date Term Loan, 1st Lien
4.250%, LIBOR + 3.500%, 04/05/2028		378		344
CityMD/Summit Health, Term Loan, 1st Lien
3.750%, 12/22/2028		666		661
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
2.970%, LIBOR + 2.750%, 09/18/2024		859		813
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.250%, LIBOR + 3.750%, 11/08/2027		743		738
Commscope, Inc., Initial Term Loan, 1st Lien
3.707%, LIBOR + 3.250%, 04/06/2026		936		910
CPP, Term Loan, 2nd Lien
8.750%, 04/30/2026		370		361

260

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
5.197%, LIBOR + 4.750%, 06/26/2026	$	997	$	978
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien
5.527%, 02/15/2029		570		557
CWGS Group, LLC, Initial Term Loan, 1st Lien
3.250%, 06/03/2028		593		570
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
7.457%, LIBOR + 7.000%, 02/19/2029		2,190		2,160
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.457%, LIBOR + 4.000%, 10/16/2026		878		871
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
7.500%, 04/07/2028 (C)(E)		300		299
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, LIBOR + 3.750%, 04/09/2027		246		244
Del Monte Food, Term Loan, 1st Lien
0.000%, 02/15/2029		830		817
Diamond Sports Group LLC, Term Loan, 1st Lien
9.000%, 05/25/2026		99		101
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		907		905
Empire Today, Term Loan, 1st Lien
5.750%, 04/03/2028 (E)		655		621
Energize Holdco LLC, Initial Term Loan, 1st Lien
4.250%, 12/08/2028		800		786
Energize Holdco LLC, Initial Term Loan, 2nd Lien
7.250%, 12/07/2029		425		420
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
3.750%, 05/21/2028		323		351
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
4.756%, 05/19/2028		722		711
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.947%, LIBOR + 2.500%, 11/18/2024		325		319
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.006%, 03/08/2024 (E)		246		248
EyeCare Partners, LLC, Term Loan, 1st Lien
3.974%, LIBOR + 3.750%, 02/18/2027		756		745

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
EyeCare Partners, Term Loan, 1st Lien
4.756%, 11/15/2028	$	460	$	455
EyeCare Partners, Term Loan, 2nd Lien
7.250%, 11/15/2029		430		428
Fanatics Commercial, Term Loan, 1st Lien
3.750%, 11/24/2028 (I)		718		711
First Brand Group, Term Loan, 2nd Lien
9.500%, 03/30/2028		1,410		1,404
First Brands Group, LLC, 2021 Term Loan, 1st Lien
6.000%, LIBOR + 5.000%, 03/30/2027		783		775
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.457%, LIBOR + 2.000%, 07/03/2024		1,673		1,648
Focus Financial, Term Loan, 1st Lien
3.000%, 06/30/2028		536		529
Froneri International Limited, Facility B1, 1st Lien
2.375%, 01/29/2027		330		353
Froneri International Limited, Facility B2, 1st Lien
2.707%, LIBOR + 2.250%, 01/29/2027		95		93
2.459%, LIBOR + 2.250%, 01/29/2027		43		42
Gainwell Acquisition Corp., Term B Loan, 1st Lien
5.006%, LIBOR + 4.000%, 10/01/2027 (I)		1,975		1,970
Garda Security, Term Loan, 1st Lien
4.750%, 02/01/2029		570		564
Garda World Security Corp
4.710%, LIBOR + 4.250%, 10/30/2026		679		670
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
5.063%, LIBOR + 4.500%, 02/19/2026		550		545
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, LIBOR + 4.750%, 10/02/2025		1,177		1,167
Global Tel*Link Corporation, Term Loan, 1st Lien
4.459%, LIBOR + 0.040%, 11/29/2025		573		543
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026		1,312		1,279

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

261

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.500%, 03/06/2028	$	799	$	795
Greystone Select, Term Loan, 1st Lien
5.750%, 06/16/2028 (E)		286		284
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.457%, LIBOR + 2.000%, 11/15/2027		435		427
Grinding Media, Inc., Term Loan B, 1st Lien
4.796%, 10/12/2028		945		935
Hexion, 1st Lien
5.000%, 03/02/2029		710		692
Holley Inc., Delayed Draw Term Loan, 1st Lien
4.576%, 11/17/2028		49		48
Holley Inc., Initial Term Loan, 1st Lien
4.500%, 11/17/2028		981		967
Hornblower, Term Loan, 1st Lien
5.500%, 04/27/2025 (I)		660		588
Hudson River Trading LLC, Term Loan, 1st Lien
3.305%, LIBOR + 3.000%, 03/20/2028		1,031		1,013
Hunter Douglas, Term Loan
4.000%, 02/09/2029		236		231
Hunter Douglas, Term Loan, 1st Lien
4.000%, 02/09/2029 (I)		644		630
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
4.756%, 12/22/2028 (I)		642		633
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
7.756%, 12/21/2029 (I)		225		220
Idera, Inc., Term B-1 Loan, 1st Lien
4.500%, LIBOR + 3.750%, 03/02/2028 (I)		1,065		1,044
Idera, Term Loan, 2nd Lien
7.500%, 03/02/2029 (E)		175		172
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 05/01/2026		81		81
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, LIBOR + 2.750%, 01/29/2026		347		341
Intelsat Jackson, Term Loan, 1st Lien
4.750%, 02/01/2029		1,200		1,179
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.959%, LIBOR + 2.750%, 01/26/2028		1,034		1,018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, LIBOR + 3.500%, 05/05/2028	$	794	$	791
Jump Financial LLC, Term Loan, 1st Lien
5.000%, 08/07/2028		1,901		1,877
Knight Health Holdings, Term Loan, 1st Lien
5.750%, 12/23/2028 (I)		650		589
LABL, Inc., Initial Dollar Term Loan, 1st Lien
5.500%, 10/29/2028 (I)		648		639
Lakeshore Learning Materials, Term Loan, 1st Lien
4.000%, 09/29/2028		1,347		1,321
LaserShip, Inc., Initial Term Loan, 1st Lien
5.250%, LIBOR + 4.500%, 05/07/2028		970		964
Lids Holdings, Term Loan
6.500%, 12/14/2026		1,046		1,025
Loyalty Ventures Inc., Term B Loan, 1st Lien
5.000%, 11/03/2027		932		908
LRS Holdings, LLC, Intial Term Loan, 1st Lien
4.750%, 08/31/2028		668		663
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
4.000%, LIBOR + 3.250%, 11/02/2027 (I)		356		352
Madison IAQ, LLC, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028		278		273
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.750%, LIBOR + 5.000%, 07/27/2028		806		798
Maravai Lifescience, Term Loan
3.137%, 10/19/2027		136		135
Maverick Purchase, Term Loan, 1st Lien
10.000%, 01/31/2028 (I)		289		285
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
4.000%, 08/02/2028 (I)		740		734
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, LIBOR + 5.250%, 06/21/2027		740		767
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
3.457%, LIBOR + 3.000%, 05/14/2026 (E)		266		261

262

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Monitronics International Inc, Term Loan, 1st Lien
7.750%, LIBOR + 6.500%, 03/29/2024	$	643	$	522
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 10/23/2028 (C)(I)		950		940
Naked Juice/Tropicana, Term Loan, 1st Lien
3.901%, 01/24/2029 (I)		43		42
3.750%, 01/24/2029 (I)		2		2
New Era Cap, Term Loan, 1st Lien
6.750%, 07/13/2027 (I)		700		693
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (E)		896		885
OLA Netherlands B.V., Initial Term Loan
6.715%, 12/15/2026		274		265
One Call Corporation, Term B Loan, 1st Lien
6.250%, LIBOR + 5.500%, 04/22/2027		963		890
Option Care Health, Inc., 2021 Refinancing Term Loan, 1st Lien
3.250%, 10/27/2028		589		582
Orbcomm Inc., Closing Date Term Loan, 1st Lien
5.000%, 09/01/2028		178		176
Orbcomm, Term Loan, 1st Lien
5.000%, 09/01/2028		180		178
Pacific Bells, LLC, Initial Term Loan, 1st Lien
5.000%, 11/10/2028		257		254
Packers Holdings, LLC, Initial Term Loan, 1st Lien
4.000%, LIBOR + 3.250%, 03/09/2028		1,015		999
Parexel International, Term Loan, 1st Lien
4.000%, 11/15/2028		1,050		1,041
Particle Investment S.A.R.L. (WebPros), Term Loan, 1st Lien
5.750%, 02/18/2027 (E)		369		364
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
5.281%, 08/18/2028		439		436
5.250%, 08/18/2028		11		11
PDS Holdco Inc., Term Loan
5.250%, 08/18/2028		6		6
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
4.750%, 12/15/2028 (I)		569		563
Peraton Corp., Term B Loan, 1st Lien
4.500%, LIBOR + 3.750%, 02/01/2028		1,133		1,124
Peraton Corp., Term B-1 Loan, 2nd Lien
8.500%, LIBOR + 7.750%, 02/01/2029		582		577

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
PetSmart, LLC, Initial Term Loan, 1st Lien
4.500%, LIBOR + 3.750%, 02/11/2028	$	657	$	654
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.459%, LIBOR + 3.250%, 03/05/2026		40		40
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
2.209%, 08/04/2028		766		754
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
4.750%, LIBOR + 4.000%, 12/17/2027		176		174
Playa Resorts Holding, Term Loan B (2017)
3.750%, 04/29/2024 (E)		781		762
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
4.006%, LIBOR + 3.000%, 11/18/2027		664		650
Project Sky, Term Loan, 1st Lien
6.500%, 10/08/2029 (I)		390		383
4.250%, 10/08/2028		1,945		1,918
Quikrete Holding, Term Loan B1, 1st Lien
3.468%, 06/11/2028 (I)		670		657
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, LIBOR + 2.750%, 02/15/2028		960		941
Radiology Partners, Inc., Term B Loan, 1st Lien
4.718%, 07/09/2025		295		291
4.697%, 07/09/2025		345		340
RC Buyer, Inc., Initial Term Loan, 2nd Lien
7.506%, 07/30/2029		300		297
Redstone HoldCo 2 LP, Initial Loan, 2nd Lien
8.500%, LIBOR + 7.750%, 04/27/2029		910		828
Redstone Holdco, Term Loan, 1st Lien
5.500%, LIBOR + 4.750%, 04/27/2028		836		815
Resolute Investment Managers, Inc., Tranche C Term Loan, 1st Lien
5.250%, 04/30/2024		305		302
Rough Country LLC, Term Loan, 1st Lien
4.506%, 07/28/2028		691		680
Royal Caribbean Cruises, Term Loan, 1st Lien
9.000%, 07/27/2029		900		890
Royal Carribbean Cruises, Term Loan, 1st Lien
0.000%, 04/05/2022 (I)		161		159

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

263

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
RVR Dealership Holdings, LLC, Term Loan, 1st Lien
4.438%, 02/08/2028	$	497	$	473
Ryan Specialty Group, LLC, Initial Term Loan, 1st Lien
3.750%, LIBOR + 3.000%, 09/01/2027		265		262
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
3.707%, LIBOR + 3.250%, 12/31/2025		848		839
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
4.750%, LIBOR + 3.750%, 10/20/2027		480		495
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (E)		440		434
Sovos Brands Intermediate, Inc., Initial Term Loan, 1st Lien
4.500%, LIBOR + 4.250%, 06/08/2028		216		213
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.457%, 06/19/2026 (E)(I)		595		592
SPX Flow, Term Loan, 1st Lien
0.000%, 12/31/2049 (I)		880		857
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
4.110%, LIBOR + 3.500%, 03/05/2027		462		457
Symplr Software, Inc., Initial Term Loan, 1st Lien
5.250%, LIBOR + 4.500%, 12/22/2027		475		467
Taboola, Inc., Tranche B Term Loan, 1sr Lien
4.500%, 09/01/2028		1,418		1,407
Tekni-Plex, Inc., Term Loan, 1st Lien
4.500%, 09/15/2028		60		59
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.957%, LIBOR + 3.500%, 12/17/2026		869		855
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
5.250%, 08/31/2028		262		259
TKC Holdings, Inc., Closing Date Initial Term Loan, 1st Lien
6.500%, LIBOR + 5.500%, 05/15/2028		836		822
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
2.707%, 12/09/2025		249		245

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025 (I)	$	495	$	513
Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 1st Lien
4.500%, 09/15/2028		675		666
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (I)		716		697
4.000%, 03/31/2028		70		68
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
9.250%, LIBOR + 8.500%, 11/02/2028		200		201
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (E)		414		405
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.209%, LIBOR + 5.000%, 06/26/2026		1,100		1,005
U.S. Renal Care, Term Loan, 1st Lien
6.500%, 06/26/2026		746		685
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026 (I)		348		344
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
4.756%, LIBOR + 3.750%, 05/04/2026		244		242
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, LIBOR + 3.750%, 04/21/2028		733		723
US Foods, Inc., Term Loan
2.508%, 09/13/2026 (E)		668		653
UST Holdings, Term Loan, 1st Lien
4.250%, 11/20/2028		489		481
Vaco Holdings, Term Loan, 1st Lien
5.750%, 01/21/2029		424		420
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.209%, LIBOR + 4.000%, 08/27/2025		1,061		1,055
Vertex Aerospace Services Corp., Initial Term Loan, 1st Lien
4.750%, 12/06/2028		1,110		1,105
VFH Parent, Initial Term Loan
3.298%, 01/13/2029		290		287
Virgin Media Bristol LLC, N Facility, 1st Lien
2.897%, LIBOR + 2.500%, 01/31/2028		935		922

264

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien
3.647%, LIBOR + 3.250%, 01/31/2029	$	590	$	586
Virgin Pulse, Inc., Initial Term Loan, 1st Lien
4.750%, 04/06/2028 (E)		978		965
Virgin Pulse, Inc., Initial Term Loan, 2nd Lien
8.000%, 04/06/2029		320		314
Virtusa, Term Loan
4.500%, 02/11/2028		1,668		1,651
VT Topco, Inc., Term Loan, 1st Lien
4.500%, 08/01/2025		378		371
VT Topco, Inc., Term Loan, 2nd Lien
7.500%, 07/31/2026		320		315
Western Dental, Term Loan
5.304%, 08/18/2028		6		6
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028 (I)		180		177
WP CPP Holdings, Term B Loan
4.750%, LIBOR + 3.750%, 04/30/2025		509		480
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
5.000%, 07/26/2028		778		769
Total Loan Participations
(Cost $122,551) ($ Thousands)				121,348
SOVEREIGN DEBT — 11.2%
Abu Dhabi Government International Bond
4.125%, 10/11/2047(A)	$	380		410
3.875%, 04/16/2050(A)		1,630		1,704
Angolan Government International Bond
9.375%, 05/08/2048		200		196
9.125%, 11/26/2049(A)		1,170		1,137
8.000%, 11/26/2029(A)		420		422
Ardagh Metal Packaging Finance USA
3.000%, 09/01/2029	EUR	350		347
Argentine Republic Government International Bond
3.500%, 07/09/2022	$	1,310		462
1.500%, 07/09/2022		1,686		514
1.000%, 07/09/2029		262		89
0.750%, 07/09/2023		3,760		1,260
0.500%, 07/09/2029	EUR	6		2
0.125%, 07/09/2030		165		53

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Armenia Government International Bond
3.950%, 09/26/2029(A)	$	290	$	245
3.600%, 02/02/2031(A)		1,300		1,022
Azerbaijan Government International Bond
3.500%, 09/01/2032		1,360		1,265
Bahrain Government International Bond
7.375%, 05/14/2030(A)		1,610		1,745
5.625%, 05/18/2034(A)		940		886
Belarus Government International Bond
6.875%, 02/28/2023		260		39
6.200%, 02/28/2030		200		28
Benin Government International Bond
4.875%, 01/19/2032	EUR	1,480		1,433
Brazil Government International Bond
5.333%, 02/15/2028	$	120		121
Buenos Aires Government International Bond MTN
5.250%, 09/01/2022(A)		7,102		3,025
Bundesrepublik Deutschland Bundesanleihe
-0.561%, 08/15/2026(D)(J)	EUR	360		396
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)	$	300		317
Cellnex Finance MTN
1.250%, 01/15/2029	EUR	400		389
Ciudad Autonoma De Buenos Aires
7.500%, 06/01/2027	$	480		430
Colombia Government International Bond
4.125%, 05/15/2051		630		475
3.125%, 04/15/2031		730		618
3.000%, 01/30/2030		730		628
Cordoba Government International Bond
5.000%, 06/01/2027(A)		526		345
Country Garden Holdings
8.000%, 01/27/2024		200		171
Dominican Republic International Bond
7.450%, 04/30/2044		600		633
6.850%, 01/27/2045		660		653
6.500%, 02/15/2048(A)		1,270		1,207
6.400%, 06/05/2049(A)		660		617
6.000%, 07/19/2028(A)		1,300		1,320
6.000%, 02/22/2033(A)		440		429
5.500%, 02/22/2029(A)		440		434
4.500%, 01/30/2030		550		505
Ecuador Government International Bond
5.500%, 07/31/2022(A)		352		293
1.500%, 07/31/2022(A)		1,128		643
0.000%, 07/31/2030(A)(K)		329		183

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

265

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Egypt Government International Bond
8.875%, 05/29/2050(A)	$	710	$	613
8.700%, 03/01/2049(A)		520		444
8.500%, 01/31/2047		650		553
7.903%, 02/21/2048(A)		360		292
7.625%, 05/29/2032(A)		480		434
6.375%, 04/11/2031(A)	EUR	330		314
5.625%, 04/16/2030		1,560		1,457
4.750%, 04/11/2025		100		106
4.750%, 04/16/2026		680		696
Gabon Government International Bond
7.000%, 11/24/2031(A)	$	1,120		1,074
Ghana Government International Bond
8.125%, 01/18/2026		500		423
8.125%, 03/26/2032(A)		950		684
Guatemala Government Bond
6.125%, 06/01/2050(A)		530		557
5.750%, 06/06/2022		500		502
4.900%, 06/01/2030(A)		280		285
4.875%, 02/13/2028		790		807
4.500%, 05/03/2026(A)		770		781
4.375%, 06/05/2027(A)		790		794
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023(A)		860		860
Honduras Government International Bond
7.500%, 03/15/2024		233		231
Indonesia Government International Bond
7.000%, 05/15/2027	IDR	96,424,000		7,032
5.250%, 01/17/2042	$	1,000		1,115
3.850%, 10/15/2030		200		211
3.500%, 01/11/2028		880		902
2.850%, 02/14/2030		900		884
1.100%, 03/12/2033	EUR	400		387
0.900%, 02/14/2027		180		189
Iraq Government International Bond
5.800%, 01/15/2028	$	210		205
Israel Government International Bond
3.375%, 01/15/2050		310		293
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		407
6.125%, 06/15/2033	$	650		628
5.750%, 12/31/2032		204		200
5.250%, 03/22/2030	EUR	390		400
4.875%, 01/30/2032(A)		1,660		1,624
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		955
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025		720		746

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Kenya Government International Bond
8.250%, 02/28/2048(A)	$	260	$	231
8.000%, 05/22/2032(A)		910		882
7.000%, 05/22/2027(A)		250		241
Lebanon Government International Bond
8.250%, 05/17/2034(G)		30		3
8.200%, 05/17/2033(G)		40		4
7.150%, 11/20/2031(G)		40		4
7.050%, 11/02/2035(G)		100		12
7.000%, 03/20/2028(G)		40		4
6.850%, 03/23/2027(G)		100		12
6.850%, 05/25/2029(G)		721		87
6.750%, 11/29/2027(G)		410		48
6.650%, 04/22/2024(G)		170		20
6.650%, 11/03/2028(G)		80		9
6.650%, 02/26/2030(G)		832		97
6.600%, 11/27/2026(G)		30		4
6.200%, 02/26/2025(G)		860		102
Mexican Bonos
8.500%, 05/31/2029	MXN	9,520		481
6.500%, 06/09/2022		5,740		287
Mexico Government International Bond
4.750%, 03/08/2044	$	440		432
3.771%, 05/24/2061		520		420
2.659%, 05/24/2031		1,120		1,020
Mongolia Government International Bond
5.625%, 05/01/2023		200		201
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		631
1.500%, 11/27/2031(A)	EUR	290		265
Mozambique International Bond
9.000%, 09/15/2023	$	220		189
Nigeria Government International Bond
8.747%, 01/21/2031		1,720		1,730
7.696%, 02/23/2038(A)		690		602
Oman Government International Bond
6.750%, 01/17/2048		200		200
6.250%, 01/25/2031(A)		1,600		1,693
Pakistan Government International Bond
8.250%, 09/30/2025		370		306
6.875%, 12/05/2027		200		157
6.000%, 04/08/2026(A)		540		424
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		620		405
Panama Government International Bond
4.500%, 04/01/2056		300		293
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		249

266

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Paraguay Government International Bond
6.100%, 08/11/2044	$	500	$	553
5.600%, 03/13/2048		760		779
5.400%, 03/30/2050(A)		320		324
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		561
4.450%, 02/20/2029(A)		330		358
Peruvian Government International Bond
2.783%, 01/23/2031		480		452
Qatar Government International Bond
5.103%, 04/23/2048(A)		1,690		2,066
4.817%, 03/14/2049(A)		1,130		1,339
4.625%, 06/02/2046		280		319
4.400%, 04/16/2050(A)		450		506
3.750%, 04/16/2030(A)		200		211
Reliance Industries
3.667%, 11/30/2027		1,520		1,509
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		207
3.375%, 01/28/2050	EUR	230		204
2.875%, 05/26/2028		650		711
2.875%, 03/11/2029		1,490		1,615
2.124%, 07/16/2031(A)		250		238
2.000%, 12/08/2026(A)		590		645
2.000%, 01/28/2032(A)		110		102
2.000%, 04/14/2033(A)		900		803
Russian Government International Bond
7.050%, 01/19/2028	RUB	444,542		162
5.250%, 06/23/2047(G)	$	200		45
5.100%, 03/28/2035(A)(G)		200		32
4.375%, 03/21/2029(A)(G)		800		144
Samhallsbyggnadsbolaget i Norden
2.625%, 03/14/2171(E)(F)	EUR	430		401
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070		1,158
3.750%, 01/21/2055(A)		220		212
3.250%, 10/22/2030(A)		430		434
Senegal Government International Bond
5.375%, 06/08/2037(A)	EUR	930		877
4.750%, 03/13/2028(A)		740		799
Serbia Government International Bond
1.500%, 06/26/2029(A)		500		471
South Africa Government International Bond
5.650%, 09/27/2047	$	950		829
4.850%, 09/27/2027		890		895
4.300%, 10/12/2028		200		193

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)(G)	$	910	$	423
6.850%, 03/14/2024(A)(G)		200		99
6.850%, 11/03/2025(G)		570		277
6.825%, 07/18/2026(A)(G)		250		120
6.750%, 04/18/2028(A)(G)		360		169
Third Pakistan International SUKUK
5.625%, 12/05/2022		630		607
Turkey Government International Bond
7.625%, 04/26/2029		560		546
6.875%, 03/17/2036		60		53
6.500%, 09/20/2033		900		786
6.000%, 01/14/2041		1,980		1,546
5.200%, 02/16/2026	EUR	260		289
4.250%, 04/14/2026	$	530		476
Ukraine Government International Bond
9.750%, 11/01/2028(A)		640		271
8.994%, 02/01/2024		280		124
7.750%, 09/01/2022		450		270
7.750%, 09/01/2023		910		459
7.750%, 09/01/2024		230		99
7.750%, 09/01/2027		250		106
7.375%, 09/25/2032(A)		200		83
7.253%, 03/15/2033(A)		420		174
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		340
3.700%, 11/25/2030(A)		660		569
Virgin Money UK
9.250%, UK Govt Bonds 5 Year Note Generic Bid Yield + 8.307%, 06/08/2170(E)(F)	GBP	300		417
Zambia Government International Bond
5.375%, 09/20/2022(G)	$	760		521
Total Sovereign Debt
(Cost $114,324) ($ Thousands)				95,899
	Shares
COMMON STOCK — 7.2%
Communication Services — 0.8%
Activision Blizzard Inc		1,211		97
Alphabet Inc, Cl A *		476		1,324
Alphabet Inc, Cl C *		440		1,229
AT&T Inc		11,246		266
Charter Communications Inc, Cl A *		186		101
Comcast Corp, Cl A		7,135		334
Discovery Inc, Cl A *		227		6
Discovery Inc, Cl C *		586		15
DISH Network Corp, Cl A *		377		12
Electronic Arts Inc		431		55
Fox Corp, Cl A		527		21

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

267

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fox Corp, Cl B		207	$	8
Intelsat Jackson Holdings *(B)(C)		22,512		765
Interpublic Group of Cos Inc/The		661		23
Live Nation Entertainment Inc *		224		26
Lumen Technologies		1,286		15
Match Group Inc *		431		47
Meta Platforms, Cl A *		3,654		812
Netflix Inc *		699		262
News Corp, Cl A		784		17
News Corp, Cl B		145		3
Omnicom Group Inc		375		32
Paramount Global, Cl B		1,045		40
Take-Two Interactive Software Inc, Cl A *		197		30
T-Mobile US Inc *		916		118
Twitter Inc *		1,220		47
Verizon Communications Inc		6,621		337
Walt Disney Co/The *		2,874		394
				6,436
Consumer Discretionary — 0.9%
Advance Auto Parts Inc		103		21
Amazon.com Inc, Cl A *		694		2,262
Aptiv PLC *		413		49
AutoZone Inc *		32		65
Bath & Body Works Inc		444		21
Best Buy Co Inc		385		35
Booking Holdings Inc *		64		150
BorgWarner		394		15
Caesars Entertainment Inc *		366		28
CarMax Inc *		279		27
Carnival Corp *		1,370		28
Chipotle Mexican Grill Inc, Cl A *		43		68
Darden Restaurants Inc		188		25
Dollar General Corp		359		80
Dollar Tree Inc *		344		55
Domino's Pizza Inc		62		25
DR Horton Inc		487		36
eBay Inc		960		55
Etsy Inc *		221		28
Expedia Group Inc *		256		50
Ford Motor Co		6,128		104
Garmin Ltd		262		31
General Motors Co *		2,262		99
Genuine Parts Co		211		27
Hasbro Inc		183		15
Hilton Worldwide Holdings Inc *		429		65
Home Depot Inc/The		1,650		494
Las Vegas Sands Corp *		569		22
Lennar Corp, Cl A		463		38
LKQ Corp		454		21
Lowe's Cos Inc		1,060		214
Marriott International Inc/MD, Cl A *		423		74
McDonald's Corp		1,177		291

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MGM Resorts International		651	$	27
Mohawk Industries Inc *		83		10
Newell Brands Inc, Cl B		593		13
NIKE Inc, Cl B		2,010		271
Norwegian Cruise Line Holdings Ltd *		566		12
NVR Inc *		6		27
O'Reilly Automotive Inc *		104		71
Penn National Gaming Inc *		253		11
Pool Corp		69		29
PulteGroup Inc		424		18
PVH Corp		104		8
Ralph Lauren Corp, Cl A		70		8
Ross Stores Inc		540		49
Royal Caribbean Cruises Ltd *		377		32
Starbucks Corp		1,803		164
Tapestry Inc		445		17
Target Corp, Cl A		751		159
Tesla Inc *		1,326		1,429
TJX Cos Inc/The		1,861		113
Tractor Supply Co		199		47
Ulta Beauty Inc *		94		37
Under Armour Inc, Cl A *		407		7
Under Armour Inc, Cl C *		448		7
VF Corp		569		32
Whirlpool Corp		98		17
Wynn Resorts Ltd *		213		17
Yum! Brands Inc		442		52
				7,302
Consumer Staples — 0.4%
Altria Group Inc		2,854		149
Archer-Daniels-Midland Co		865		78
Brown-Forman Corp, Cl B		260		18
Campbell Soup Co		389		17
Church & Dwight Co Inc		427		43
Clorox Co/The		213		30
Coca-Cola Co/The		6,135		380
Colgate-Palmolive Co		1,311		99
Conagra Brands Inc		814		27
Constellation Brands Inc, Cl A		252		58
Costco Wholesale Corp		700		403
Estee Lauder Cos Inc/The, Cl A		362		99
General Mills Inc		928		63
Hershey Co/The		221		48
Hormel Foods Corp		408		21
J M Smucker Co/The		183		25
Kellogg Co		434		28
Kimberly-Clark Corp		518		64
Kraft Heinz Co/The		1,076		42
Kroger Co/The		1,026		59
Lamb Weston Holdings Inc		229		14
McCormick & Co Inc/MD		435		43
Molson Coors Beverage Co, Cl B		262		14

268

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mondelez International Inc, Cl A		2,171	$	136
Monster Beverage Corp *		572		46
PepsiCo Inc		2,183		365
Philip Morris International Inc		2,437		229
Procter & Gamble Co/The		3,790		579
Sysco Corp, Cl A		781		64
Tyson Foods Inc, Cl A		505		45
Walgreens Boots Alliance Inc		1,095		49
Walmart Inc		2,231		332
				3,667
Energy — 0.3%
APA		582		24
Baker Hughes Co, Cl A		1,383		50
Chevron Corp		3,046		496
ConocoPhillips		2,046		205
Coterra Energy Inc		1,391		37
Devon Energy Corp		1,056		63
Diamondback Energy Inc, Cl A		256		35
EOG Resources Inc		912		109
Exxon Mobil Corp		6,692		553
Halliburton Co		1,373		52
Hess Corp		479		51
Kinder Morgan Inc		3,254		62
Marathon Oil Corp		1,313		33
Marathon Petroleum Corp		895		77
Noble Corp *		2,884		101
Occidental Petroleum Corp		1,373		78
ONEOK Inc		680		48
Phillips 66		773		67
Pioneer Natural Resources Co		352		88
Schlumberger NV, Cl A		2,180		90
Summit Midstream Partners *		28,458		423
Titan Energy LLC *(C)		12,743		—
Valero Energy Corp		683		69
Williams Cos Inc/The		1,868		62
				2,873
Financials — 0.8%
Aflac Inc		921		59
Allstate Corp/The		431		60
American Express Co		965		181
American International Group Inc		1,286		81
Ameriprise Financial Inc		170		51
Aon PLC, Cl A		335		109
Arthur J Gallagher & Co		319		56
Aspect *(C)		57		—
Assurant Inc		88		16
Bank of America Corp		11,231		463
Bank of New York Mellon Corp/The		1,136		56
Berkshire Hathaway Inc, Cl B *		2,900		1,023
BlackRock Inc		224		171
Brown & Brown Inc		387		28

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Capital One Financial Corp		642	$	84
Cboe Global Markets Inc		152		17
Charles Schwab Corp/The		2,363		199
Chubb Ltd		674		144
Cincinnati Financial Corp		268		36
Citigroup Inc		3,113		166
Citizens Financial Group Inc		743		34
CME Group Inc		562		134
Comerica Inc		213		19
Discover Financial Services		439		48
Everest Re Group Ltd		64		19
FactSet Research Systems Inc		64		28
Fifth Third Bancorp		1,042		45
First Republic Bank/CA		273		44
Franklin Resources Inc		576		16
Globe Life Inc		148		15
Goldman Sachs Group Inc/The		533		176
Hartford Financial Services Group Inc/The		504		36
Huntington Bancshares Inc/OH		2,521		37
Intercontinental Exchange Inc		876		116
Invesco Ltd		456		11
JPMorgan Chase & Co		4,674		637
KeyCorp		1,620		36
Lincoln National Corp		274		18
Loews Corp		335		22
M&T Bank Corp		223		38
MarketAxess Holdings Inc		67		23
Marsh & McLennan Cos Inc		789		134
MetLife Inc		1,085		76
Moody's Corp		251		85
Morgan Stanley		2,227		195
MSCI Inc, Cl A		125		63
Nasdaq Inc, Cl A		204		36
Noble Corp *		5,098		158
Northern Trust Corp		364		42
People's United Financial Inc		638		13
PNC Financial Services Group Inc/The		656		121
Principal Financial Group Inc, Cl A		422		31
Progressive Corp/The		910		104
Prudential Financial Inc		583		69
Raymond James Financial Inc		319		35
Regions Financial Corp		1,661		37
S&P Global Inc		557		229
Signature Bank/New York NY, Cl B		105		31
State Street Corp		559		49
SVB Financial Group, Cl B *		90		50
Synchrony Financial		922		32
T Rowe Price Group Inc		351		53
Travelers Cos Inc/The		372		68
Truist Financial Corp		2,085		118
US Bancorp		2,107		112
W R Berkley Corp		344		23

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

269

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		6,126	$	297
Willis Towers Watson PLC		185		44
Zions Bancorp NA		250		16
				6,873
Health Care — 0.9%
Abbott Laboratories		2,789		330
AbbVie Inc		2,792		453
ABIOMED Inc *		75		25
Agilent Technologies Inc		462		61
Align Technology Inc *		112		49
AmerisourceBergen Corp, Cl A		226		35
Amgen Inc, Cl A		885		214
Anthem Inc		381		187
Baxter International Inc		769		60
Becton Dickinson and Co		444		118
Biogen Inc *		224		47
Bio-Rad Laboratories Inc, Cl A *		35		20
Bio-Techne Corp		66		29
Boston Scientific Corp *		2,216		98
Bristol-Myers Squibb Co		3,431		251
Cardinal Health Inc		491		28
Catalent Inc *		291		32
Centene Corp *		902		76
Cerner Corp		517		48
Charles River Laboratories International Inc *		86		24
Cigna Corp		504		121
Cooper Cos Inc/The, Cl A		85		36
CVS Health Corp		2,063		209
Danaher Corp, Cl A		1,003		294
DaVita Inc *		98		11
Dentsply Sirona Inc		307		15
Dexcom Inc *		150		77
Edwards Lifesciences Corp, Cl A *		973		115
Eli Lilly & Co		1,253		359
Gilead Sciences Inc		1,957		116
HCA Healthcare Inc		372		93
Henry Schein Inc *		227		20
Hologic Inc *		370		28
Humana Inc		199		87
IDEXX Laboratories Inc *		131		72
Illumina Inc *		242		85
Incyte Corp *		274		22
Intuitive Surgical Inc *		561		169
IQVIA Holdings Inc *		295		68
Johnson & Johnson		4,165		738
Laboratory Corp of America Holdings *		141		37
McKesson Corp		231		71
Medtronic PLC		2,115		235
Merck & Co Inc		3,983		327
Mettler-Toledo International Inc *		35		48
Moderna Inc *		549		95

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Molina Healthcare Inc *		105	$	35
Organon & Co		346		12
PerkinElmer Inc		219		38
Pfizer Inc		8,867		459
Quest Diagnostics Inc		175		24
Regeneron Pharmaceuticals Inc *		166		116
ResMed Inc		224		54
STERIS PLC		174		42
Stryker Corp		525		140
Teleflex Inc		77		27
Thermo Fisher Scientific Inc		622		367
UnitedHealth Group Inc		1,490		760
Universal Health Services Inc, Cl B		117		17
Vertex Pharmaceuticals Inc *		396		103
Viatris Inc, Cl W *		2,064		22
Waters Corp *		106		33
West Pharmaceutical Services Inc		113		46
Zimmer Biomet Holdings Inc		316		40
Zoetis Inc, Cl A		740		140
				8,208
Industrials — 0.5%
3M Co		893		133
A O Smith Corp		208		13
Alaska Air Group Inc *		188		11
Allegion PLC		146		16
American Airlines Group Inc *		1,042		19
AMETEK Inc		352		47
Boeing Co/The *		859		164
Carrier Global Corp		1,316		60
Caterpillar Inc, Cl A		849		189
CH Robinson Worldwide Inc		225		24
Cintas Corp		135		57
Copart Inc *		323		41
CSX Corp		3,466		130
Cummins Inc		217		45
Deere & Co		440		183
Delta Air Lines Inc, Cl A *		1,121		44
Dover Corp		252		40
Eaton Corp PLC		620		94
Emerson Electric Co		922		90
Equifax Inc		185		44
Expeditors International of Washington Inc		292		30
Fastenal Co, Cl A		952		57
FedEx Corp		378		87
Fortive Corp		537		33
Fortune Brands Home & Security Inc		219		16
Generac Holdings Inc *		108		32
General Dynamics Corp		357		86
General Electric Co		1,723		158
Honeywell International Inc		1,078		210
Howmet Aerospace Inc		627		23
Huntington Ingalls Industries Inc, Cl A		79		16

270

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IDEX Corp		137	$	26
Illinois Tool Works Inc		444		93
Ingersoll Rand Inc		711		36
Jacobs Engineering Group Inc		191		26
JB Hunt Transport Services Inc		139		28
Johnson Controls International PLC		1,085		71
L3Harris Technologies Inc		303		75
Leidos Holdings Inc		216		23
Lockheed Martin Corp		380		168
Masco Corp		412		21
Nielsen Holdings PLC		682		19
Nordson Corp		97		22
Norfolk Southern Corp		373		106
Northrop Grumman Corp		228		102
Old Dominion Freight Line Inc, Cl A		142		42
Otis Worldwide Corp		649		50
PACCAR Inc		529		47
Parker-Hannifin Corp, Cl A		197		56
Pentair PLC		269		15
Quanta Services Inc		253		33
Raytheon Technologies Corp		2,348		233
Republic Services Inc		316		42
Robert Half International Inc		184		21
Rockwell Automation Inc		177		50
Rollins Inc		442		15
Roper Technologies Inc		163		77
Snap-on Inc		75		15
Southwest Airlines Co, Cl A *		1,037		47
Stanley Black & Decker Inc		245		34
Textron Inc		374		28
Trane Technologies PLC		358		55
TransDigm Group Inc *		81		53
Union Pacific Corp		1,003		274
United Airlines Holdings Inc *		565		26
United Parcel Service Inc, Cl B		1,148		246
United Rentals Inc *		126		45
Verisk Analytics Inc, Cl A		246		53
Waste Management Inc		598		95
Westinghouse Air Brake Technologies Corp		312		30
WW Grainger Inc		75		39
Xylem Inc/NY		312		27
				4,756
Information Technology — 1.9%
Accenture PLC, Cl A		997		336
Adobe Inc *		744		339
Advanced Micro Devices Inc *		2,577		282
Akamai Technologies Inc *		241		29
Amphenol Corp, Cl A		924		70
Analog Devices Inc		822		136
ANSYS Inc *		151		48
Apple Inc		24,584		4,293
Applied Materials Inc		1,395		184

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arista Networks Inc *		342	$	48
Autodesk Inc, Cl A *		340		73
Automatic Data Processing Inc		658		150
Broadcom Inc		652		411
Broadridge Financial Solutions Inc		173		27
Cadence Design Systems Inc *		428		70
CDW Corp/DE		204		37
Ceridian HCM Holding Inc *		251		17
Cisco Systems Inc/Delaware		6,655		371
Citrix Systems Inc		178		18
Cognizant Technology Solutions Corp, Cl A		812		73
Corning Inc, Cl B		1,133		42
DXC Technology Co *		491		16
Enphase Energy Inc *		234		47
EPAM Systems Inc *		98		29
F5 Inc, Cl A *		87		18
Fidelity National Information Services Inc, Cl B		947		95
Fiserv Inc, Cl A *		923		94
FleetCor Technologies Inc *		139		35
Fortinet Inc *		210		72
Gartner Inc *		124		37
Global Payments Inc		438		60
Hewlett Packard Enterprise Co		1,939		32
HP Inc		1,668		61
Intel Corp		6,422		318
International Business Machines Corp		1,408		183
Intuit Inc		445		214
IPG Photonics Corp *		66		7
Jack Henry & Associates Inc		129		25
Juniper Networks Inc		521		19
Keysight Technologies Inc *		278		44
KLA Corp		234		86
Lam Research Corp		218		117
Mastercard Inc, Cl A		1,364		487
Microchip Technology Inc		857		64
Micron Technology Inc		1,752		136
Microsoft Corp		11,887		3,665
Monolithic Power Systems Inc		75		36
Motorola Solutions Inc		260		63
NetApp Inc		386		32
NortonLifeLock Inc		981		26
NVIDIA Corp		3,959		1,080
NXP Semiconductors NV		412		76
Oracle Corp, Cl B		2,476		205
Paychex Inc		494		67
Paycom Software Inc *		81		28
PayPal Holdings Inc *		1,832		212
PTC Inc *		170		18
Qlik *(C)		3,600		—
Qlik, Cl A *(B)(C)		56		57
Qlik, Cl B *(C)		13,812		—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

271

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qorvo Inc *		188	$	23
QUALCOMM Inc		1,776		271
Salesforce *		1,554		330
Seagate Technology Holdings PLC		357		32
ServiceNow Inc *		314		175
Skyworks Solutions Inc		289		39
SolarEdge Technologies Inc *		86		28
Synopsys Inc *		238		79
TE Connectivity Ltd		502		66
Teledyne Technologies Inc *		80		38
Teradyne Inc		286		34
Texas Instruments Inc		1,455		267
Trimble Inc *		433		31
Tyler Technologies Inc *		71		32
VeriSign Inc *		168		37
Visa Inc, Cl A		2,622		581
Western Digital Corp *		566		28
Zebra Technologies Corp, Cl A *		94		39
				17,045
Materials — 0.3%
Air Products and Chemicals Inc		344		86
Albemarle Corp		177		39
Amcor PLC		2,230		25
Arctic Canadian Diamond Company Ltd. *(C)		824		—
Avery Dennison Corp		149		26
Ball Corp		492		44
Celanese Corp, Cl A		187		27
CF Industries Holdings Inc		361		37
Corteva Inc		1,119		64
Dow Inc		1,136		72
DuPont de Nemours Inc		788		58
Eastman Chemical Co		229		26
Ecolab Inc		385		68
FMC Corp		209		28
Freeport-McMoRan Inc, Cl B		2,289		114
International Flavors & Fragrances Inc		389		51
International Paper Co		665		31
Linde PLC		807		258
LyondellBasell Industries NV, Cl A		460		47
Martin Marietta Materials Inc, Cl A		110		42
Mosaic Co/The		621		41
Newmont Corp		1,240		99
Nucor Corp		418		62
Packaging Corp of America		138		22
PPG Industries Inc		362		47
Sealed Air Corp		231		15
Sherwin-Williams Co/The, Cl A		375		94
Vulcan Materials Co		233		43
Westrock Co		376		18
				1,584

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 0.2%
Alexandria Real Estate Equities Inc ‡		248	$	50
American Tower Corp, Cl A ‡		715		180
AvalonBay Communities Inc ‡		214		53
Boston Properties Inc ‡		252		32
CBRE Group Inc, Cl A *		510		47
Crown Castle International Corp ‡		675		125
Digital Realty Trust Inc, Cl A ‡		436		62
Duke Realty Corp ‡		570		33
Equinix Inc ‡		140		104
Equity Residential ‡		521		47
Essex Property Trust Inc ‡		113		39
Extra Space Storage Inc ‡		203		42
Federal Realty Investment Trust ‡		140		17
Healthpeak Properties Inc ‡		977		34
Host Hotels & Resorts Inc ‡		1,182		23
Iron Mountain Inc ‡		445		25
Kimco Realty Corp ‡		900		22
Mid-America Apartment Communities Inc ‡		202		42
Prologis Inc ‡		1,162		188
Public Storage ‡		237		92
Realty Income Corp ‡		869		60
Regency Centers Corp ‡		251		18
SBA Communications Corp, Cl A ‡		167		57
Simon Property Group Inc ‡		507		67
UDR Inc ‡		495		28
Ventas Inc ‡		691		43
Vornado Realty Trust ‡		297		13
Welltower Inc ‡		670		64
Weyerhaeuser Co ‡		1,135		43
				1,650
Utilities — 0.2%
AES Corp/The		1,094		28
Alliant Energy Corp		413		26
Ameren Corp		448		42
American Electric Power Co Inc		779		78
American Water Works Co Inc		276		46
Atmos Energy Corp		222		26
CenterPoint Energy Inc		1,072		33
CMS Energy Corp		431		30
Consolidated Edison Inc		540		51
Constellation Energy		587		33
Dominion Energy Inc		1,262		107
DTE Energy Co		337		45
Duke Energy Corp		1,202		134
Edison International		664		47
Entergy Corp		349		41
Evergy Inc		379		26
Eversource Energy		523		46
Exelon Corp		1,512		72
FirstEnergy Corp		945		43
NextEra Energy Inc		3,089		262

272

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NiSource Inc		636	$	20
NRG Energy Inc		400		15
Pinnacle West Capital Corp		217		17
PPL Corp		1,305		37
Public Service Enterprise Group Inc		773		54
Sempra Energy		495		83
Southern Co/The		1,654		120
WEC Energy Group Inc		480		48
Xcel Energy Inc		827		60
				1,670
Total Common Stock
(Cost $25,930) ($ Thousands)				62,064
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITIES — 6.2%
Agency Mortgage-Backed Obligations — 0.9%
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050		686		121
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050		571		97
FHLMC STACR REMIC Trust, Ser 2017-HRP1, Cl B1
5.057%, ICE LIBOR USD 1 Month + 4.600%, 12/25/2042(E)		330		330
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
2.757%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(A)(E)		660		631
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1
5.557%, ICE LIBOR USD 1 Month + 5.100%, 06/25/2050(A)(E)		1,575		1,631
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
3.599%, SOFR30A + 3.500%, 10/25/2033(A)(E)		390		365
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
3.149%, SOFR30A + 3.050%, 01/25/2034(A)(E)		250		233
FNMA
2.790%, 01/01/2035(E)		346		336
2.680%, 01/01/2035		100		95
FNMA Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
4.007%, ICE LIBOR USD 1 Month + 3.550%, 07/25/2030(E)		570		564

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
5.143%, 05/25/2045(E)	$	379	$	43
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
5.693%, 01/25/2048(E)		1,170		178
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050		637		114
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048		1,211		248
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
6.169%, 01/16/2040(E)		1,238		181
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
5.601%, 08/20/2043(E)		130		20
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		1,545		175
GNMA REMIC CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045		545		43
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		889		110
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		378		34
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
5.211%, 07/20/2047(E)		860		99
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
5.751%, 09/20/2048(E)		510		89
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
5.751%, 09/20/2048(E)		377		64
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
5.751%, 09/20/2048(E)		1,708		299
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
5.701%, 10/20/2048(E)		511		81
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
5.701%, 10/20/2048(E)		319		35
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
5.751%, 05/20/2048(E)		1,686		191
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
5.251%, 01/20/2048(E)		1,040		117
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
5.601%, 01/20/2049(E)		270		34
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
5.651%, 09/20/2049(E)		751		85
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
5.651%, 09/20/2049(E)		753		104
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049		2,470		278
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
5.601%, 01/20/2049(E)		213		32
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
5.651%, 06/20/2049(E)		179		24

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

273

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050	$	890	$	98
				7,179
Non-Agency Mortgage-Backed Obligations — 5.3%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
1.387%, ICE LIBOR USD 1 Month + 0.930%, 11/25/2034(E)		424		420
Alternative Loan Trust, Ser 2005-81, Cl A1
1.017%, ICE LIBOR USD 1 Month + 0.560%, 02/25/2037(E)		506		433
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052		870		852
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.042%, 05/15/2052(E)		10,868		606
BX Commercial Mortgage Trust, Ser 2018-BIOA, Cl D
1.718%, ICE LIBOR USD 1 Month + 1.321%, 03/15/2037(A)(E)		591		582
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
2.547%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(A)(E)		1,970		1,921
BX Commercial Mortgage Trust, Ser XL2, Cl J
4.287%, ICE LIBOR USD 1 Month + 3.890%, 10/15/2038(A)(E)		488		469
BX Trust, Ser 2018-GWMZ, Cl MC
5.884%, ICE LIBOR USD 1 Month + 5.488%, 05/15/2037(A)(E)		1,100		1,053
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)		928		972
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(A)(E)		500		450
CGMS Commercial Mortgage Trust, Ser 2017-MDRA, Cl C
3.752%, 07/10/2030(A)(E)		1,620		1,609
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
4.807%, ICE LIBOR USD 1 Month + 4.350%, 04/25/2031(A)(E)		460		465
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
4.557%, ICE LIBOR USD 1 Month + 4.100%, 07/25/2039(A)(E)		640		638
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
3.199%, SOFR30A + 3.100%, 10/25/2041(A)(E)		670		616

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
2.849%, SOFR30A + 2.750%, 12/25/2041(A)(E)	$	680	$	616
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
3.199%, ICE LIBOR USD 3 Month + 2.900%, 08/09/2024(A)(E)		955		934
Credit Suisse Mortgage Trust, Ser 2019-RIO, Cl B
8.000%, ICE LIBOR USD 1 Month + 7.000%, 12/15/2022(A)(E)		1,440		1,402
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		270
CSMC Trust, Ser 2017-RPL1, Cl M2
2.973%, 07/25/2057(A)(E)		1,190		1,093
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041(A)		950		919
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
0.617%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036(E)		725		717
GS Mortgage Securities II, Ser 2018-SRP5, Cl C
4.397%, ICE LIBOR USD 1 Month + 4.000%, 09/15/2031(A)(E)		1,850		597
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
1.497%, ICE LIBOR USD 1 Month + 1.100%, 12/15/2036(A)(E)		1,830		1,817
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
3.647%, ICE LIBOR USD 1 Month + 3.250%, 12/15/2036(A)(E)		595		573
GS Mortgage Securities Trust, Ser LUAU, Cl G
4.847%, ICE LIBOR USD 1 Month + 4.450%, 11/15/2032(A)(E)		500		486
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
0.402%, ICE LIBOR USD 1 Month + 0.240%, 11/19/2036(E)		1,729		1,717
Impac CMB Trust, Ser 2005-4, Cl 1M1
1.102%, ICE LIBOR USD 1 Month + 0.430%, 05/25/2035(E)		793		767
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
3.439%, ICE LIBOR USD 1 Month + 3.150%, 07/05/2033(A)(E)		1,790		1,766
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
2.997%, ICE LIBOR USD 1 Month + 2.600%, 09/15/2029(A)(E)		1,730		1,664

274

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
4.662%, ICE LIBOR USD 1 Month + 4.265%, 11/15/2038(A)(E)	$	710	$	685
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066(A)		660		634
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
2.243%, 06/26/2036(A)		247		227
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
3.707%, ICE LIBOR USD 1 Month + 3.250%, 10/15/2049(A)(E)		530		501
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
4.207%, ICE LIBOR USD 1 Month + 3.750%, 03/25/2050(A)(E)		480		462
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
5.707%, ICE LIBOR USD 1 Month + 5.250%, 05/25/2055(A)(E)		430		425
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.644%, 05/25/2033(E)		683		459
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
2.272%, ICE LIBOR USD 1 Month + 0.430%, 03/26/2036(A)(E)		335		313
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
3.145%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(A)(E)		248		247
Radnor, Ser 2020-1, Cl M1C
2.207%, ICE LIBOR USD 1 Month + 1.750%, 01/25/2030(A)(E)		1,830		1,743
RALI Series Trust, Ser 2006-QO2, Cl A2
0.997%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2046(E)		1,311		336
RALI Series Trust, Ser 2007-QO2, Cl A1
0.607%, ICE LIBOR USD 1 Month + 0.150%, 02/25/2047(E)		828		364
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057(E)		1,720		1,681
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(E)		1,125		1,079
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(E)		1,720		1,638

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(E)	$	2,230	$	2,114
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(E)		830		789
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(E)		640		630
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036(A)(E)		885		771
Soho Trust, Ser SOHO, Cl D
2.697%, 08/10/2038(A)(E)		440		360
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl E
3.770%, ICE LIBOR USD 1 Month + 3.480%, 11/11/2034(A)(E)		1,742		1,672
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl F
4.543%, ICE LIBOR USD 1 Month + 4.252%, 11/11/2034(A)(E)		583		563
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(E)		640		576
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
2.388%, 12/25/2036(E)		620		587
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
2.716%, 04/25/2036(E)		425		418
				45,698
Total Mortgage-Backed Securities
(Cost $55,170) ($ Thousands)				52,877
ASSET-BACKED SECURITIES — 3.8%
Non-Agency Mortgage-Backed Obligations — 0.4%
BIG Commercial Mortgage Trust, Ser BIG, Cl F
5.737%, TSFR1M + 5.436%, 02/15/2039(A)(E)		480		477
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A
3.125%, 01/29/2070(A)		676		639
BX Commercial Mortgage Trust, Ser LP2, Cl G
4.411%, TSFR1M + 4.106%, 02/15/2039(A)(E)		740		721

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

275

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BX Trust, Ser SDMF, Cl F
2.334%, ICE LIBOR USD 1 Month + 1.937%, 09/15/2034(A)(E)	$	310	$	297
SMR Mortgage Trust, Ser IND, Cl F
6.301%, TSFR1M + 6.000%, 02/15/2039(A)(E)		820		807
				2,941
Other Asset-Backed Securities — 3.4%
Apidos CLO XXII, Ser 2020-22A, Cl DR
7.004%, ICE LIBOR USD 3 Month + 6.750%, 04/20/2031(A)(E)		1,380		1,336
Avery Point VI CLO, Ser 2018-6A, Cl DR
3.265%, ICE LIBOR USD 3 Month + 2.950%, 08/05/2027(A)(E)		610		603
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl C
3.150%, 03/20/2026(A)		820		791
Bain Capital Credit CLO, Ser 2021-1A, Cl D
3.151%, ICE LIBOR USD 3 Month + 2.910%, 04/18/2034(A)(E)		450		443
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
3.854%, ICE LIBOR USD 3 Month + 3.600%, 01/20/2032(A)(E)		340		338
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
7.118%, ICE LIBOR USD 3 Month + 6.860%, 07/25/2034(A)(E)		890		856
Bristol Park CLO, Ser 2020-1A, Cl ER
7.241%, ICE LIBOR USD 3 Month + 7.000%, 04/15/2029(A)(E)		500		497
Canyon Capital CLO, Ser 2021-1A, Cl E
6.651%, ICE LIBOR USD 3 Month + 6.410%, 04/15/2034(A)(E)		280		271
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
1.556%, ICE LIBOR USD 3 Month + 1.050%, 05/15/2031(A)(E)		1,045		1,039
Carlyle US CLO, Ser 2021-2A, Cl DR
6.741%, ICE LIBOR USD 3 Month + 6.500%, 07/15/2032(A)(E)		850		835
Cathedral Lake VI, Ser 2021-6A, Cl E
7.468%, ICE LIBOR USD 3 Month + 7.210%, 04/25/2034(A)(E)		300		286
Cathedral Lake VII, Ser 2021-7RA, Cl D
4.521%, ICE LIBOR USD 3 Month + 4.280%, 01/15/2032(A)(E)		700		695
Catskill Park CLO, Ser 2017-1A, Cl D
6.254%, ICE LIBOR USD 3 Month + 6.000%, 04/20/2029(A)(E)		900		844

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2017-3A, Cl C
3.904%, ICE LIBOR USD 3 Month + 3.650%, 07/20/2030(A)(E)	$	690	$	684
CIFC Funding, Ser 2021-4A, Cl D
3.141%, ICE LIBOR USD 3 Month + 2.900%, 07/15/2033(A)(E)		490		488
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021(A)(D)		3,000		181
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
0.717%, ICE LIBOR USD 1 Month + 0.260%, 12/25/2036(E)		1,111		1,082
CQS US CLO, Ser 2021-1A, Cl D1
3.797%, ICE LIBOR USD 3 Month + 3.550%, 01/20/2035(A)(E)		1,850		1,822
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039(A)		403		399
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
6.841%, ICE LIBOR USD 3 Month + 6.600%, 04/15/2034(A)(E)		770		750
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
6.654%, ICE LIBOR USD 3 Month + 6.400%, 04/20/2034(A)(E)		330		321
Eaton Vance CLO, Ser 2021-2A, Cl ER
6.741%, ICE LIBOR USD 3 Month + 6.500%, 01/15/2035(A)(E)		500		494
Educational Funding, Ser 2006-1A, Cl A3
0.608%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033(A)(E)		743		588
Fortress Credit BSL XII, Ser 2021-4A, Cl E
7.266%, ICE LIBOR USD 3 Month + 7.130%, 10/15/2034(A)(E)		250		233
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E
6.954%, ICE LIBOR USD 3 Month + 6.700%, 07/20/2034(A)(E)		410		400
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048(A)		155		141
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049(A)		97		91
Halsey Point CLO I, Ser 2019-1A, Cl F
8.454%, ICE LIBOR USD 3 Month + 8.200%, 01/20/2033(A)(E)		290		268
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051(A)		159		144
HGI CRE CLO, Ser 2021-FL1, Cl C
2.131%, ICE LIBOR USD 1 Month + 1.700%, 06/16/2036(A)(E)		330		326

276

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Jay Park CLO, Ser 2018-1A, Cl DR
5.454%, ICE LIBOR USD 3 Month + 5.200%, 10/20/2027(A)(E)	$	590	$	577
LCM XXII, Ser 2018-22A, Cl DR
5.754%, ICE LIBOR USD 3 Month + 5.500%, 10/20/2028(A)(E)		350		329
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(C)(D)		750		–
Marathon CLO, Ser 2019-2A, Cl BA
3.554%, ICE LIBOR USD 3 Month + 3.300%, 01/20/2033(A)(E)		330		330
Neuberger Berman Loan Advisers CLO, Ser 2021-44A, Cl E
6.241%, ICE LIBOR USD 3 Month + 6.000%, 10/16/2034(A)(E)		490		456
Oaktree CLO, Ser 2019-1A, Cl D
4.059%, ICE LIBOR USD 3 Month + 3.800%, 04/22/2030(A)(E)		250		244
Ocean Trails CLO X, Ser 2021-10A, Cl ER
7.811%, ICE LIBOR USD 3 Month + 7.570%, 10/15/2034(A)(E)		590		550
OZLM VII, Ser 2018-7RA, Cl CR
3.241%, ICE LIBOR USD 3 Month + 3.000%, 07/17/2029(A)(E)		650		634
OZLM XI, Ser 2017-11A, Cl BR
2.599%, ICE LIBOR USD 3 Month + 2.300%, 10/30/2030(A)(E)		600		597
Parallel, Ser 2020-1A, Cl CR
2.254%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029(A)(E)		750		739
Peace Park CLO, Ser 2021-1A, Cl E
6.254%, ICE LIBOR USD 3 Month + 6.000%, 10/20/2034(A)(E)		400		393
RR, Ser 2021-18A, Cl D
6.491%, ICE LIBOR USD 3 Month + 6.250%, 10/15/2034(A)(E)		750		731
Sculptor CLO XXVI, Ser 2021-26A, Cl E
7.504%, ICE LIBOR USD 3 Month + 7.250%, 07/20/2034(A)(E)		450		438
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		690		659
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
1.027%, ICE LIBOR USD 1 Month + 0.570%, 10/25/2036(A)(E)		1,175		1,162
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		472		465
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		404		396
Symphony CLO XIX, Ser 2018-19A, Cl E
5.441%, ICE LIBOR USD 3 Month + 5.200%, 04/16/2031(A)(E)		250		237

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
6.994%, ICE LIBOR USD 3 Month + 6.750%, 10/13/2032(A)(E)	$	730	$	714
Tikehau US CLO I, Ser 2021-1A, Cl E
7.126%, ICE LIBOR USD 3 Month + 6.910%, 01/18/2035(A)(E)		1,200		1,126
Voya CLO, Ser 2018-3A, Cl A1A
1.391%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031(A)(E)		250		249
Voya CLO, Ser 2021-3A, Cl DR
7.204%, ICE LIBOR USD 3 Month + 6.950%, 04/20/2034(A)(E)		260		255
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
0.597%, ICE LIBOR USD 1 Month + 0.140%, 07/25/2037(A)(E)		215		205
Whitehorse XII, Ser 2018-12A, Cl D
3.891%, ICE LIBOR USD 3 Month + 3.650%, 10/15/2031(A)(E)		250		242
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
4.441%, ICE LIBOR USD 3 Month + 4.200%, 07/15/2033(A)(E)		450		434
				29,408
Total Asset-Backed Securities
(Cost $36,889) ($ Thousands)				32,349
U.S. TREASURY OBLIGATION — 0.7%
U.S. Treasury Note
1.500%, 02/29/2024		6,450		6,356
Total U.S. Treasury Obligation
(Cost $6,350) ($ Thousands)				6,356
	Shares
PREFERRED STOCK — 0.5%
Energy — 0.5%
MPLX, 8.462% *(B)(C)(F)(L)		70,655		2,613
Targa Resourcescash/0% PIK, 9.500% *(F)		1,570		1,687
				4,300
Financials — 0.0%
B Riley Financial, 5.500%		15,750		386
Total Preferred Stock
(Cost $4,339) ($ Thousands)				4,686

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

277

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS — 0.5%
Alarm.com Holdings
0.000%, 01/15/2026(M)	$	57	$	48
Cheesecake Factory
0.375% , 06/15/2026		138		124
Chegg
0.000%, 09/01/2026(M)		230		188
DISH Network
3.375% , 08/15/2026		610		549
DraftKings
0.000%, 03/15/2028(M)		1,100		790
Gannett
6.000% , 12/01/2027		240		289
Granite Point Mortgage Trust
5.625% , 12/01/2022(A)		300		297
Halozyme Therapeutics
0.250% , 03/01/2027		390		340
Liberty Latin America
2.000% , 07/15/2024		140		127
Liberty TripAdvisor Holdings
0.500% , 06/30/2051(A)		70		57
NCL
2.500% , 02/15/2027(A)		90		86
NIO
0.500% , 02/01/2027		1,350		1,091
Spirit Airlines
1.000% , 05/15/2026		560		502
Twitter
0.000%, 03/15/2026(M)		80		67
Total Convertible Bonds
(Cost $4,824) ($ Thousands)				4,555
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035		225		262
Total Municipal Bond
(Cost $249) ($ Thousands)				262
		Number of Warrants
WARRANTS — 0.0%
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *		5,574		99
Total Warrants
(Cost $13) ($ Thousands)				99

Description		Number of Rights		Market Value ($ Thousands)
RIGHTS — 0.0%
Intelsat Jackson Holdings *‡‡(C)		4,712		$	–
Total Rights
(Cost $—) ($ Thousands)					–
Total Investments in Securities — 91.5%
(Cost $799,863) ($ Thousands)				$	786,446
	Contracts
PURCHASED OPTIONS* — 0.1%
Total Purchased Options (O)
(Cost $991) ($ Thousands)		70,288,332		$	543
WRITTEN OPTIONS* — (0.1)%
Total Written Options (O)
(Premiums Received $1,691) ($ Thousands)		(151,302,006	)	$	(1,254	)

278

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open exchange traded options contracts held by the Fund at March 31, 2022 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.1%
Put Options
May 2022, S&P 500 E-mini 3rd Week Option*		69		$	13,800		$	4,000.00		5/21/2022	$	87
May 2022, S&P 500 E-mini 3rd Week Option*		28			5,880			4,200.00		5/21/2022		65
May 2022, S&P 500 E-mini 3rd Week Option*		19			4,085			4,300.00		5/21/2022		60
April 2022, S&P 500 E-mini 3rd Week Option*		124			23,560			3,800.00		4/16/2022		13
April 2022, S&P 500 E-mini 3rd Week Option*		18			3,600			4,000.00		4/16/2022		3
USD Put*		28,200,000			–			1.85		11/19/2022		87
USD Put*		28,100,000			–			1.80		11/19/2022		79
USD Put/ JPY Call*		2,029,037			229,281			113.00		9/17/2022		12
USD Put/ JPY Call*		2,029,037			235,368			116.00		6/18/2022		9
USD Put/ JPY Call*		2,010,000			242,507			120.65		4/16/2022		5
					758,081							420
Call Options
USD Call/ EUR Put*		7,920,000		$	8,906			1.12		4/16/2022		123
Total Purchased Options					766,987						$	543
WRITTEN OPTIONS — (0.1)%
Put Options
May 2022, S&P 500 E-mini 3rd Week Option*		(19	)	$	(3,705	)		3,900.00		05/21/22	$	(18	)
May 2022, S&P 500 E-mini 3rd Week Option*		(28	)		(5,320	)		3,800.00		05/21/22		(19	)
USD Put*		(28,100,000	)		–			1.29		11/19/22		(36	)
USD Put*		(28,200,000	)		–			1.35		11/19/22		(41	)
USD Put*		(28,100,000	)		–			1.55		11/19/22		(54	)
USD Put*		(28,200,000	)		–			1.60		11/19/22		(61	)
USD Put/ CAD Call*		(3,100,000	)		(3,856	)		1.24		04/16/22		(18	)
USD Put/ EUR Call*		(1,745,849	)		(2,038	)		1.17		04/16/22		–
USD Put/ EUR Call*		(3,010,000	)		(3,493	)		1.16		04/16/22		–
USD Put/ MXN Call*		(3,300,000	)		(67,369	)		20.42		05/21/22		(90	)
USD Put/ NOK Call*		(1,560,000	)		(13,233	)		8.48		04/16/22		(1	)
USD Put/ NOK Call*		(3,100,000	)		(26,475	)		8.54		04/16/22		(8	)
USD Put/ RUB Call*		(3,210,000	)		(237,059	)		73.85		04/16/22		(151	)
					(362,548	)						(497	)
Call Options
SPX US Index Option*		(204	)	$	(94,146	)		4,615.00		04/16/22	$	(497	)
May 2022, U.S. 10 Year Future Option*		(19	)		(2,328	)		122.50		04/16/22		(20	)
May 2022, U.S. 10 Year Future Option*		(38	)		(4,712	)		124.00		04/16/22		(15	)
USD Call/ EUR Put*		(7,920,000	)		(8,752	)		1.11		04/16/22		(13	)
USD Call/ EUR Put*		(3,000,000	)		(3,315	)		1.11		04/16/22		(23	)
USD Call/ EUR Put*		(3,010,000	)		(3,347	)		1.11		04/16/22		(27	)
USD Call/ EUR Put*		(1,745,849	)		(1,963	)		1.12		04/16/22		(28	)
USD Call/ JPY Put*		(4,000,000	)		(470,600	)		117.65		04/16/22		(134	)
					(589,163	)						(757	)
Total Written Options					(951,711	)					$	(1,254	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

279

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

A list of the open futures contracts held by the Fund at March 31, 2022 is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
90-Day Euro$		103			Dec-2022	$	25,377		$	25,065		$	(312	)
90-Day Euro$		724			Dec-2023		178,031			175,516			(2,516	)
Australian 10-Year Bond		21			Jun-2022		2,025			1,999			(78	)
Euro-Bob		5			Jun-2022		733			717			(20	)
S&P 500 Index E-MINI		122			Jun-2022		25,630			27,637			2,007
U.S. 2-Year Treasury Note		513			Jul-2022		110,032			108,716			(1,316	)
U.S. 5-Year Treasury Note		81			Jul-2022		9,246			9,290			44
U.S. 10-Year Treasury Note		107			Jun-2022		13,191			13,147			(43	)
U.S. Long Treasury Bond		93			Jun-2022		14,368			13,956			(412	)
U.S. Ultra Long Treasury Bond		200			Jun-2022		36,568			35,425			(1,143	)
Ultra 10-Year U.S. Treasury Note		60			Jun-2022		8,445			8,128			(317	)
							423,646			419,596			(4,106	)
Short Contracts
Euro-Bund		(11	)		Jun-2022	$	(2,017	)	$	(1,942	)	$	86
U.S. 5-Year Treasury Note		(262	)		Jul-2022		(30,749	)		(30,048	)		701
U.S. 10-Year Treasury Note		(393	)		Jun-2022		(49,856	)		(48,290	)		1,566
Ultra 10-Year U.S. Treasury Note		(2	)		Jun-2022		(271	)		(271	)		–
							(82,893	)		(80,551	)		2,353
						$	340,753		$	339,045		$	(1,753	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/19/22		USD	690		EUR	610	$	(12	)
BNP Paribas		04/19/22		EUR	1,410		USD	1,561		(8	)
BNP Paribas		04/19/22		AUD	1,613		USD	1,189		(22	)
BNP Paribas		04/19/22		USD	2,535		AUD	3,480		78
BNP Paribas		04/19/22		USD	8,434		NOK	74,316		64
BNP Paribas		04/19/22		USD	815		NOK	7,120		—
BNP Paribas		04/19/22		RUB	15,440		USD	198		15
BNP Paribas		04/19/22		NOK	15,770		USD	1,825		22
BNP Paribas		04/19/22		NOK	3,400		USD	389		—
Brown Brothers Harriman		05/05/22		EUR	22,456		USD	25,677		667
Citigroup		04/19/22		AUD	22		USD	16		—
Citigroup		04/19/22		USD	429		BRL	2,060		2
Citigroup		04/19/22		USD	793		CAD	1,009		15
Citigroup		04/19/22		CNY	2,010		USD	313		(3	)
Citigroup		04/19/22		CAD	2,680		USD	2,132		(14	)
Citigroup		04/19/22 - 05/05/22		USD	2,772		EUR	2,539		56
Citigroup		04/19/22		USD	2,012		EUR	1,778		(32	)
Citigroup		04/19/22		USD	5,157		JPY	594,510		(257	)
Citigroup		04/19/22		USD	6,157		MXN	129,227		302
Citigroup		04/19/22		BRL	2,510		USD	528		3
Citigroup		04/19/22		BRL	5,976		USD	1,051		(200	)
Citigroup		04/19/22		EUR	8,853		USD	10,016		161
Citigroup		04/19/22		EUR	270		USD	297		(4	)
Citigroup		04/19/22 - 05/17/22		MXN	111,565		USD	5,370		(202	)
Citigroup		04/19/22		RUB	351,125		USD	4,598		447
Citigroup		04/19/22		IDR	106,237,610		USD	7,323		(77	)

280

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Goldman Sachs		04/05/22		USD	1,614		EUR	1,426	$	(28	)
Goldman Sachs		04/19/22		USD	390		NOK	3,410		—
Goldman Sachs		04/19/22		USD	859		CAD	1,090		14
Goldman Sachs		04/19/22		USD	1,051		NZD	1,568		39
Goldman Sachs		04/19/22		NZD	2,410		USD	1,630		(45	)
Goldman Sachs		04/19/22		GBP	3,080		USD	4,178		123
Goldman Sachs		04/19/22		AUD	3,474		USD	2,538		(71	)
Goldman Sachs		04/19/22		USD	4,824		RUB	375,617		(383	)
Goldman Sachs		04/19/22		MXN	32,010		USD	1,574		(26	)
Goldman Sachs		04/19/22		RUB	186,164		USD	2,429		228
HSBC		05/05/22		USD	1,005		EUR	912		11
JPMorgan Chase Bank		04/05/22		GBP	1,342		USD	1,828		61
JPMorgan Chase Bank		04/12/22		USD	–		MXN	–		—
JPMorgan Chase Bank		04/12/22		USD	279		MXN	5,784		11
JPMorgan Chase Bank		04/15/22		USD	942		RUB	73,426		(68	)
JPMorgan Chase Bank		04/19/22		USD	409		BRL	1,969		3
JPMorgan Chase Bank		04/19/22		CNY	860		USD	134		(2	)
JPMorgan Chase Bank		04/19/22		USD	6,983		AUD	9,837		405
JPMorgan Chase Bank		04/19/22		AUD	15		USD	11		—
JPMorgan Chase Bank		04/19/22		AUD	7,548		USD	5,470		(199	)
JPMorgan Chase Bank		05/17/22		USD	880		MXN	18,559		43
Morgan Stanley		04/19/22		GBP	420		USD	577		24
Morgan Stanley		04/19/22		USD	690		BRL	3,520		47
Morgan Stanley		05/05/22		USD	47		EUR	43		—
Morgan Stanley		04/19/22		USD	1,334		EUR	1,170		(31	)
Morgan Stanley		04/19/22		EUR	1,570		USD	1,732		(16	)
Morgan Stanley		04/19/22		USD	1,866		JPY	218,629		(64	)
Morgan Stanley		04/19/22		USD	1,909		MXN	39,982		90
Morgan Stanley		04/19/22		USD	2,002		NZD	2,939		40
Morgan Stanley		04/19/22		NZD	2,100		USD	1,437		(23	)
Morgan Stanley		04/19/22		USD	2,389		RUB	187,360		(174	)
Morgan Stanley		04/19/22		CAD	1,960		USD	1,570		1
Morgan Stanley		04/19/22		CAD	5,460		USD	4,329		(42	)
Morgan Stanley		04/19/22		USD	9,956		CAD	12,657		178
Morgan Stanley		04/19/22		NOK	17,262		USD	1,981		6
Morgan Stanley		04/19/22		MXN	20,230		USD	985		(26	)
Morgan Stanley		04/19/22		RUB	30,330		USD	396		38
Morgan Stanley		04/19/22 - 09/26/22		JPY	717,462		USD	6,217		301
State Street		04/12/22		USD	–		MXN	–		—
State Street		04/12/22		USD	119		MXN	2,401		1
									$	1,467

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

281

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Continued)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022 is as follows:

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
BZDIOVRA		5.80%		Monthly		01/02/2023		BRL		11,150	$	116		$	5		$	111
8.00%		JIBA3M		Quarterly		06/15/2032		ZAR		8,750		(2	)		(10	)		7
WIBR6M		3.75%		Semi-Annually		06/15/2032		PLN		2,390		45			29			16
2.50%		KWCDC		Quarterly		06/15/2032		KRW		1,280,740		(17	)		5			(21	)
8.40%		MXIBTIIE		Monthly		06/02/2032		MXN		11,430		8			2			6
SOFRRATE		1.50%		Annually		03/16/2032		USD		1,090		58			(14	)		73
GBP @ 0.75%		GBP SONIO 1Y		Annually		03/16/2032		GBP		550		59			–			60
EUR006M		0.25%		Semi-Annually		03/16/2032		EUR		3,540		350			114			235
EUR006M		0.00%		Semi-Annually		03/16/2029		EUR		4,270		340			(2	)		342
2.25%		CNRR007		Quarterly		06/15/2027		CNY		6,330		(9	)		(5	)		(4	)
EUR006M		-0.25%		Semi-Annually		03/16/2027		EUR		1,630		107			14			93
BZDIOVRA 1M		BRL @11.23%		Monthly		01/04/2027		BRL		80		–			–			–
1.52%		USD-SOFR-OIS		Annually		11/20/2026		USD		4,830		105			(8	)		113
USA-CPI-U		3.37%		Annually		11/18/2026		USD		4,250		(167	)		42			(209	)
EUR006M		0.50%		Semi-Annually		03/16/2042		EUR		460		67			(17	)		84
EUR006M		-0.25%		Semi-Annually		03/16/2025		EUR		4,620		153			8			144
BZDIOVRA		10.95%		Monthly		01/02/2025		BRL		4,140		10			(1	)		11
7.2%		28-DAY MXN - TIIE		Monthly		07/17/2024		MXN		365,383		(522	)		–			(522	)
WIBR6M		4.75%		Semi-Annually		06/15/2024		PLN		18,515		87			99			(12	)
JIBA3M		6.10%		Quarterly		06/15/2024		ZAR		56,739		27			17			9
2.25%		CNRR007		Quarterly		06/15/2024		CNY		6,670		–			3			(2	)
MXIBTIIE		8.70%		Monthly		06/12/2024		MXN		51,710		2			–			2
1.50%		KWCDC		Quarterly		03/16/2024		KRW		239,420		(4	)		(3	)		(1	)
2.25%		CNRR007		Quarterly		03/16/2024		CNY		12,850		2			6			(4	)
BZDIOVRA		11.814%		Monthly		01/02/2024		BRL		12,765		(13	)		11			(23	)
12.30%		BZDIOVRA		Monthly		01/02/2024		BRL		1,690		1			1			–
3.97%		USA-CPI-U		Annually		11/18/2023		USD		4,250		178			(13	)		191
12.40%		BZDIOVRA		Monthly		01/02/2023		BRL		4,280		(2	)		–			(2	)
10.565%		BZDIOVRA		Monthly		01/02/2023		BRL		4,810		(15	)		–			(15	)
12.06%		BZDIOVRA		Monthly		01/02/2025		BRL		1,310		4			–			4
EUR006M		0.50%		Semi-Annually		03/16/2052		EUR		360		54			(31	)		84
											$	1,022		$	252		$	770

282

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY		5.00%		Quarterly		06/20/2027	$	3,853	$	(214	)	$	(181	)	$	(33	)
CDS-DAIGR		1.00%		Quarterly		12/20/2024		1,290		(21	)		(15	)		(6	)
CDS-DIS		1.00%		Quarterly		06/20/2026		660		(18	)		(17	)		(1	)
CDS-GM		5.00%		Quarterly		06/20/2026		1,450		(196	)		(239	)		43
CDS-VIAC		1.00%		Quarterly		06/20/2026		660		(1	)		(8	)		7
ICE CD Transocean		1.00%		Quarterly		12/20/2022		235		7			14			(7	)
									$	(443	)	$	(446	)	$	3

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-DAIGR		1.00%		Quarterly		12/20/2024	$	(1,290	)	$	14		$	8		$	6
CDS-F		5.00%		Quarterly		06/20/2026		(1,450	)		159			178			(19	)
CDX.NA.HY 0.30%		5.00%		Quarterly		06/20/2023		(15,916	)		502			296			206
CDX.NA.HY 0.34%		5.00%		Quarterly		06/25/2025		(6,092	)		353			(152	)		505
CDX.NA.IG 0.34%		1.00%		Quarterly		06/20/2025		(26,200	)		366			254			112
ICE CD Boeing Company		1.00%		Quarterly		06/20/2024		(525	)		(1	)		5			(6	)
ICE CD CDXIG		1.00%		Quarterly		12/20/2024		(2,375	)		32			34			(2	)
ICE CD General Electric Company		1.00%		Quarterly		06/20/2026		(1,175	)		13			16			(3	)
ICE CD Philippines		1.00%		Quarterly		12/20/2023		(350	)		4			–			4
ICE CD Qatar		1.00%		Quarterly		06/20/2024		(400	)		7			4			3
ICE CD Qatar		1.00%		Quarterly		12/20/2024		(860	)		17			11			6
Kingdom of Saudi Arabia		1.00%		Quarterly		12/20/2026		(4,310	)		103			98			5
Republic of Chile		1.00%		Quarterly		06/20/2027		(180	)		3			3			–
Republic of Chilie		1.00%		Quarterly		12/20/2026		(230	)		4			2			2
Republic of Peru		1.00%		Quarterly		06/20/2027		(980	)		11			12			(1	)
Republic of the Phillipines		1.00%		Quarterly		06/20/2027		(390	)		4			1			3
United Mexican States		1.00%		Quarterly		06/20/2027		(1,160	)		0			(13	)		13
										$	1,591		$	757		$	834

A list of open OTC swap agreements held by the Fund at March 31, 2022 is as follows:

Credit Default Swaps
Counterparty	Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
Morgan Stanley	CDS-NFLX		Sell		5.00%		Quarterly		06/20/2026	$	(440	)	$	70	$	79	$	(9	)
Morgan Stanley	CDS-NFLX		Sell		5.00%		Quarterly		06/20/2026		(880	)		139		159		(20	)
														209	$	238		(29	)

	Percentages are based on Net Assets of $859,217 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $346,217 ($ Thousands), representing 40.3% of the Net Assets of the Fund.
(B)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2022 was $3,435 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.

(C)	Level 3 security in accordance with fair value hierarchy.
(D)	No interest rate available.
(E)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(F)	Perpetual security with no stated maturity date.
(G)	Security is in default on interest payment.
(H)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

283

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Income Fund (Concluded)

(I)	Unsettled bank loan. Interest rate may not be available.
(J)	Rate is negative due to the decrease in value of the foreign currency against the U.S. Dollar.
(K)	Zero coupon security.
(L)	Securities considered illiquid. The total value of such securities as of March 31, 2022 was $2,613 ($ Thousands) and represented 0.3% of the Net Assets of the Fund.
(M)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(N)	Securities considered restricted. The total market value of such securities as of March 31, 2022 was $338 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.
(O)	Refer to table below for details on Options Contracts.

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan Onshore

DAC — Designated Activity Company

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand Dollar

OTC — Over The Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Pty — Proprietary

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor's

Ser — Series

SONIO — Sterling Overnight Interbank Average Rate

SOFR — Secured Overnight Financing Rate

SPX — Standard & Poor's 500 Index

STACR — Structured Agency Credit Risk

TSFRIM — Term SOFR 1 Month Rate Average

ULC — Unlimited Liability Company

USD — U.S. Dollar

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Corporate Obligations		–		405,951		–		405,951
Loan Participations		–		118,242		3,106		121,348
Sovereign Debt		–		95,899		–		95,899
Common Stock		61,242		–		822		62,064
Mortgage-Backed Securities		–		52,877		–		52,877
Asset-Backed Securities		–		32,349		–		32,349
U.S. Treasury Obligation		–		6,356		–		6,356
Preferred Stock		–		2,073		2,613		4,686
Convertible Bonds		–		4,555		–		4,555
Municipal Bond		–		262		–		262
Warrants		–		99		–		99
Rights		–		–		–		–
Total Investments in Securities		61,242		718,663		6,541		786,446

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		543			–			–		543
Written Options		(1,254	)		–			–		(1,254	)
Futures Contracts*
Unrealized Appreciation		4,404			–			–		4,404
Unrealized Depreciation		(6,157	)		–			–		(6,157	)
Forwards Contracts*
Unrealized Appreciation		–			3,496			–		3,496
Unrealized Depreciation		–			(2,029	)		–		(2,029	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(29	)		–		(29	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			915			–		915
Unrealized Depreciation		–			(78	)		–		(78	)
Interest Rate Swaps*
Unrealized Appreciation		–			1,585			–		1,585
Unrealized Depreciation		–			(815	)		–		(815	)
Total Other Financial Instruments		(2,464	)		3,045			–		581

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

(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the year in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.

For the period ended March 31, 2022, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

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

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

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

284

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 61.0%
U.S. Treasury Bills ^
0.542%, 07/07/2022 (A)	$	8,000	$	7,988
0.404%, 06/16/2022 (B)		13,000		12,989
0.403%, 07/21/2022 (B)		7,500		7,485
0.384%, 06/30/2022 (B)		10,000		9,987
0.381%, 06/23/2022 (B)		10,000		9,989
0.303%, 05/26/2022 (B)		13,000		12,994
0.297%, 05/24/2022 (B)		1,000		999
0.296%, 04/12/2022 (B)		5,000		5,000
0.261%, 05/10/2022 (A)		2,100		2,099
0.160%, 04/05/2022 (B)		500		500
0.110%, 04/26/2022 (A)		1,000		1,000
U.S. Treasury Inflation Protected Securities
0.625%, 04/15/2023		3,137		3,271
0.625%, 01/15/2024 (I)		38,680		40,681
0.625%, 01/15/2026		13,669		14,572
0.500%, 01/15/2028		775		829
0.375%, 07/15/2023 (I)		26,263		27,567
0.375%, 07/15/2025 (I)		53,748		56,840
0.375%, 01/15/2027 (I)		37,014		39,229
0.375%, 07/15/2027		6,792		7,233
0.250%, 01/15/2025		66,474		69,708
0.125%, 07/15/2024		30,400		31,903
0.125%, 10/15/2024 (I)		50,956		53,301
0.125%, 10/15/2025		32,414		33,976
0.125%, 07/15/2026		53,235		55,953
U.S. Treasury Notes ^
0.720%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023		1,800		1,802

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.706%, US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/2023	$	6,000	$	6,011
0.705%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023		6,700		6,709
0.700%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023		19,400		19,428
0.656%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024		10,600		10,611
0.125%, 04/30/2023		400		393
Total U.S. Treasury Obligations
(Cost $547,134) ($ Thousands)				551,047
	Shares
COMMON STOCK — 31.1%
Communication Services — 2.4%
Activision Blizzard Inc		6,647		533
Alphabet Inc, Cl A *		1,157		3,218
Alphabet Inc, Cl C *		1,084		3,028
AMC Entertainment Holdings, Cl A *		3,400		84
AT&T Inc (H)		115,847		2,737
Cogent Communications Holdings Inc		800		53
Electronic Arts Inc		2,776		351
Iridium Communications Inc *		1,321		53
Liberty Media Corp-Liberty Formula One, Cl C *		1,100		77
Live Nation Entertainment Inc *		1,500		176
Lumen Technologies		15,371		173
Madison Square Garden Entertainment Corp *		378		32
Madison Square Garden Sports Corp *		173		31
Match Group Inc *		1,047		114
Meta Platforms, Cl A *		9,242		2,055
Netflix Inc *		3,432		1,286
Pinterest Inc, Cl A *		1,721		42
Roku Inc, Cl A *		1,051		132
Spotify Technology SA *		917		138
Take-Two Interactive Software Inc, Cl A *		1,200		184
T-Mobile US Inc *		9,835		1,262
Twitter Inc *		1,987		77
Verizon Communications Inc		68,714		3,500
Walt Disney Co/The *		14,967		2,053
Zynga Inc, Cl A *		12,091		112
				21,501
Consumer Staples — 7.6%
Albertsons Cos Inc, Cl A		4,400		146
Altria Group Inc (H)		49,931		2,609

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

285

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Andersons Inc/The		1,700	$	85
Archer-Daniels-Midland Co		14,700		1,327
B&G Foods Inc, Cl A		1,029		28
Beauty Health *		2,900		49
BellRing Brands *		2,119		49
Beyond Meat Inc *		1,400		68
BJ's Wholesale Club Holdings Inc *		3,100		210
Boston Beer Co Inc/The, Cl A *		250		97
Brown-Forman Corp, Cl A		1,128		71
Brown-Forman Corp, Cl B		4,717		316
Bunge Ltd		3,436		381
Cal-Maine Foods Inc		1,150		64
Campbell Soup Co		4,596		205
Casey's General Stores Inc		897		178
Celsius Holdings Inc *		1,500		83
Central Garden & Pet Co, Cl A *		1,500		61
Church & Dwight Co Inc		6,779		674
Clorox Co/The		3,514		489
Coca-Cola Co/The (H)		104,678		6,490
Coca-Cola Consolidated Inc		160		80
Colgate-Palmolive Co		23,323		1,769
Conagra Brands Inc		11,386		382
Constellation Brands Inc, Cl A		4,421		1,018
Costco Wholesale Corp (H)		11,858		6,828
Coty Inc, Cl A *		10,465		94
Darling Ingredients Inc *		4,236		340
Edgewell Personal Care Co		1,734		63
elf Beauty Inc *		2,200		57
Energizer Holdings Inc		2,113		65
Estee Lauder Cos Inc/The, Cl A		6,203		1,689
Flowers Foods Inc		5,007		129
Freshpet Inc *		1,200		123
General Mills Inc		16,395		1,110
Grocery Outlet Holding Corp *		2,000		66
Hain Celestial Group Inc/The *		2,034		70
Herbalife Nutrition Ltd *		2,408		73
Hershey Co/The		4,094		887
Hormel Foods Corp		6,739		347
Hostess Brands Inc, Cl A *		3,770		83
Ingredion Inc		1,782		155
Inter Parfums Inc		400		35
J & J Snack Foods Corp		227		35
J M Smucker Co/The		2,914		394
John B Sanfilippo & Son Inc		500		42
Kellogg Co		6,212		401
Keurig Dr Pepper Inc		18,746		710
Kimberly-Clark Corp		8,958		1,103
Kraft Heinz Co/The		17,218		678
Kroger Co/The		20,936		1,201
Lamb Weston Holdings Inc		4,105		246
Lancaster Colony Corp		550		82
McCormick & Co Inc/MD		6,046		603

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medifast Inc		354	$	60
Molson Coors Beverage Co, Cl B		4,174		223
Mondelez International Inc, Cl A		37,704		2,367
Monster Beverage Corp *		10,621		849
Nu Skin Enterprises Inc, Cl A		1,143		55
Olaplex Holdings *		3,600		56
PepsiCo Inc (H)		37,592		6,292
Performance Food Group Co *		4,395		224
Philip Morris International Inc (H)		43,589		4,095
Pilgrim's Pride Corp *		1,078		27
Post Holdings Inc *		1,672		116
PriceSmart Inc		600		47
Primo Water Corp		4,125		59
Procter & Gamble Co/The (H)		65,314		9,980
Reynolds Consumer Products Inc		1,500		44
Sanderson Farms Inc		601		113
Seaboard Corp		7		29
Simply Good Foods Co/The *		1,900		72
Spectrum Brands Holdings Inc		966		86
Sprouts Farmers Market Inc *		3,028		97
Sysco Corp, Cl A		13,929		1,137
TreeHouse Foods Inc *		1,231		40
Tyson Foods Inc, Cl A (H)		7,258		651
United Natural Foods Inc *		1,600		66
Universal Corp/VA		1,000		58
US Foods Holding Corp *		5,956		224
USANA Health Sciences Inc *		500		40
Vector Group Ltd		1,429		17
Walgreens Boots Alliance Inc		18,815		842
Walmart Inc		38,828		5,782
WD-40 Co		361		66
Weis Markets Inc		1,300		93
				68,545
Energy — 8.4%
Antero Midstream Corp		15,600		170
Antero Resources Corp *		12,247		374
APA		14,648		605
Arch Resources Inc		700		96
Archrock Inc		9,200		85
Baker Hughes Co, Cl A		32,810		1,195
Brigham Minerals, Cl A		1,483		38
Bristow Group *		1,600		59
Cactus Inc, Cl A		2,400		136
California Resources		3,100		139
Callon Petroleum *		1,800		106
Centennial Resource Development Inc/DE, Cl A *		9,000		73
Centrus Energy, Cl A *		900		30
ChampionX Corp		9,838		241
Cheniere Energy Inc		10,332		1,433
Chesapeake Energy Corp		4,100		357
Chevron Corp (H)		82,209		13,386

286

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Civitas Resources		1,607	$	96
Clean Energy Fuels Corp *		7,200		57
CNX Resources Corp *		7,560		157
Comstock Resources *		3,200		42
ConocoPhillips (H)		55,602		5,560
CONSOL Energy Inc *		1,900		71
Continental Resources Inc/OK, Cl A		2,993		184
Coterra Energy Inc		34,658		935
Delek US Holdings Inc *		3,533		75
Denbury *		2,000		157
Devon Energy Corp		27,648		1,635
DHT Holdings Inc		8,700		50
Diamondback Energy Inc, Cl A		7,978		1,094
DMC Global Inc *		1,200		37
Dorian LPG Ltd		3,800		55
Dril-Quip Inc *		2,488		93
DT Midstream Inc		4,216		229
Energy Fuels Inc/Canada *		7,500		69
EOG Resources Inc		24,098		2,873
EQT Corp		12,998		447
Equitrans Midstream Corp		21,222		179
Expro Group Holdings *		2,200		39
Exxon Mobil Corp (H)		186,369		15,392
Frontline Ltd		7,686		68
Gevo *		11,600		54
Golar LNG Ltd *		5,677		141
Green Plains Inc *		1,900		59
Halliburton Co		38,169		1,445
Helmerich & Payne Inc		4,238		181
Hess Corp		12,020		1,287
HF Sinclair Corp		6,531		260
International Seaways Inc		2,700		49
Kinder Morgan Inc		87,487		1,654
Kosmos Energy Ltd *		17,700		127
Laredo Petroleum *		600		47
Liberty Oilfield Services Inc, Cl A *		4,870		72
Magnolia Oil & Gas Corp, Cl A		4,609		109
Marathon Oil Corp		33,062		830
Marathon Petroleum Corp (H)		27,404		2,343
Matador Resources Co		4,200		222
Murphy Oil Corp		5,723		231
Nabors Industries Ltd *		500		76
New Fortress Energy Inc, Cl A		1,700		72
NexTier Oilfield Solutions Inc *		9,300		86
Northern Oil and Gas		2,400		68
NOV Inc		19,223		377
Oasis Petroleum Inc		100		15
Occidental Petroleum Corp		34,109		1,935
Oceaneering International Inc, Cl A *		7,177		109
ONEOK Inc		21,254		1,501
Ovintiv Inc		10,170		550
Par Pacific Holdings Inc *		3,495		45

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Patterson-UTI Energy Inc		7,459	$	115
PBF Energy Inc, Cl A *		5,520		135
PDC Energy Inc, Cl A		3,614		263
Peabody Energy Corp *		4,200		103
Phillips 66		20,874		1,803
Pioneer Natural Resources Co		9,272		2,318
ProPetro Holding Corp *		2,694		38
Range Resources Corp *		10,357		315
Renewable Energy Group Inc *		1,700		103
REX American Resources Corp *		307		31
Schlumberger NV, Cl A		64,098		2,648
Scorpio Tankers Inc		3,188		68
SFL Corp Ltd		5,683		58
SM Energy Co		4,700		183
Southwestern Energy Co *		42,922		308
Targa Resources Corp		10,059		759
Tellurian *		17,300		92
Texas Pacific Land Corp		263		356
Uranium Energy *		16,300		75
US Silica Holdings Inc *		4,400		82
Valero Energy Corp (H)		18,947		1,924
Whiting Petroleum		1,400		114
Williams Cos Inc/The		54,544		1,822
World Fuel Services Corp		3,440		93
				75,868
Health Care — 6.0%
10X Genomics Inc, Cl A *		922		70
Abbott Laboratories		16,202		1,918
AbbVie Inc		17,491		2,835
ABIOMED Inc *		324		107
Acadia Healthcare Co Inc, Cl A *		1,266		83
ACADIA Pharmaceuticals Inc *		3,200		77
Agilent Technologies Inc		3,098		410
Agios Pharmaceuticals Inc *		800		23
Align Technology Inc *		681		297
Alnylam Pharmaceuticals Inc *		1,173		192
Amedisys Inc *		200		34
AmerisourceBergen Corp, Cl A		1,333		206
Amgen Inc, Cl A (H)		5,880		1,422
Amicus Therapeutics Inc *		3,023		29
AMN Healthcare Services Inc *		600		63
Amphastar Pharmaceuticals Inc *		1,493		54
Anthem Inc		2,263		1,112
Apellis Pharmaceuticals *		1,200		61
Apollo Medical Holdings *		500		24
Arrowhead Pharmaceuticals Inc *		926		43
Arvinas Inc *		600		40
Avanos Medical Inc *		858		29
Avantor Inc *		5,306		179
Baxter International Inc (H)		4,257		330
Beam Therapeutics *		400		23
Becton Dickinson and Co		3,035		807

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

287

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Biogen Inc *		1,192	$	251
Biohaven Pharmaceutical Holding Co Ltd *		500		59
BioMarin Pharmaceutical Inc *		1,543		119
Bio-Rad Laboratories Inc, Cl A *		142		80
Bio-Techne Corp		328		142
Blueprint Medicines Corp *		540		34
Boston Scientific Corp *		12,493		553
Bristol-Myers Squibb Co		21,557		1,574
Bruker Corp		1,024		66
Cardinal Health Inc		2,275		129
CareDx Inc *		600		22
Cassava Sciences *		600		22
Catalent Inc *		1,429		158
Centene Corp *		5,550		467
Cerner Corp		2,681		251
Change Healthcare Inc *		1,100		24
Charles River Laboratories International Inc *		453		129
Chemed Corp		150		76
Cigna Corp		3,121		748
CONMED Corp		400		59
Cooper Cos Inc/The, Cl A		372		155
CorVel Corp *		300		50
Covetrus Inc *		1,935		32
CVS Health Corp		12,478		1,263
Cytokinetics *		1,200		44
Danaher Corp, Cl A		6,237		1,829
DaVita Inc *		558		63
Denali Therapeutics Inc *		800		26
Dentsply Sirona Inc		1,704		84
Dexcom Inc *		807		413
Edwards Lifesciences Corp, Cl A *		7,541		888
Elanco Animal Health Inc *		4,000		104
Eli Lilly & Co		7,922		2,269
Emergent BioSolutions Inc *		700		29
Enanta Pharmaceuticals Inc *		500		36
Encompass Health Corp		978		70
Ensign Group Inc/The		379		34
Envista Holdings Corp *		1,700		83
Exact Sciences Corp *		1,839		129
Exelixis Inc *		2,304		52
Fate Therapeutics Inc *		800		31
Gilead Sciences Inc (H)		12,394		737
Globus Medical Inc, Cl A *		900		66
Guardant Health Inc *		534		35
Haemonetics Corp *		628		40
Halozyme Therapeutics Inc *		1,268		51
HCA Healthcare Inc		2,259		566
Health Catalyst Inc *		1,000		26
HealthEquity Inc *		600		40
HealthStream Inc *		1,500		30
Henry Schein Inc *		1,103		96

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hologic Inc *		3,017	$	232
Humana Inc		1,256		547
ICU Medical Inc *		224		50
IDEXX Laboratories Inc *		676		370
Illumina Inc *		1,593		557
Inari Medical *		600		54
Incyte Corp *		1,843		146
Inspire Medical Systems Inc *		300		77
Insulet Corp *		510		136
Integer Holdings Corp *		500		40
Integra LifeSciences Holdings Corp *		728		47
Intellia Therapeutics *		400		29
Intra-Cellular Therapies Inc, Cl A *		1,200		73
Intuitive Surgical Inc *		3,499		1,056
Ionis Pharmaceuticals Inc *		1,376		51
IQVIA Holdings Inc *		1,582		366
iRhythm Technologies Inc *		500		79
Ironwood Pharmaceuticals Inc, Cl A *		2,400		30
Johnson & Johnson (H)		25,269		4,478
Laboratory Corp of America Holdings *		833		220
LHC Group Inc *		400		67
Ligand Pharmaceuticals Inc *		278		31
Maravai LifeSciences Holdings Inc, Cl A *		2,000		71
Masimo Corp *		492		72
McKesson Corp		1,439		441
Medpace Holdings Inc *		300		49
Merck & Co Inc		23,893		1,960
Merit Medical Systems Inc *		600		40
Mesa Laboratories Inc		102		26
Mettler-Toledo International Inc *		198		272
Mirati Therapeutics Inc *		366		30
Moderna Inc *		3,309		570
ModivCare Inc *		205		24
Molina Healthcare Inc *		438		146
Natera Inc *		641		26
Nektar Therapeutics, Cl A *		2,584		14
Neogen Corp, Cl B *		938		29
Neurocrine Biosciences Inc *		828		78
NextGen Healthcare Inc *		3,016		63
Novavax Inc *		538		40
Novocure Ltd *		900		75
NuVasive Inc *		600		34
Omnicell Inc *		350		45
Option Care Health Inc *		2,300		66
Organon & Co		2,239		78
Owens & Minor Inc		1,200		53
Pacira BioSciences Inc *		800		61
Penumbra Inc *		250		56
PerkinElmer Inc		1,022		178
Pfizer Inc		53,735		2,782
Phreesia *		800		21
Premier Inc, Cl A		600		21

288

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Progyny *		1,000	$	51
PTC Therapeutics *		800		30
QIAGEN NV *		2,604		128
Quest Diagnostics Inc		933		128
Quidel Corp *		200		22
Regeneron Pharmaceuticals Inc *		1,033		721
Repligen Corp *		488		92
ResMed Inc		1,614		391
Sage Therapeutics Inc *		897		30
Sarepta Therapeutics Inc *		509		40
Seagen Inc *		1,352		195
Select Medical Holdings Corp		1,400		34
Shockwave Medical Inc *		300		62
STAAR Surgical Co *		180		14
Stryker Corp		3,631		971
Syneos Health Inc, Cl A *		1,173		95
Tandem Diabetes Care Inc *		400		46
Teladoc Health Inc *		1,461		105
Teleflex Inc		392		139
Tenet Healthcare Corp *		1,100		95
Thermo Fisher Scientific Inc		3,807		2,249
Twist Bioscience Corp *		400		20
Ultragenyx Pharmaceutical Inc *		476		35
United Therapeutics Corp *		461		83
UnitedHealth Group Inc (H)		8,940		4,559
Universal Health Services Inc, Cl B		498		72
Veeva Systems Inc, Cl A *		1,170		249
Veracyte Inc *		1,100		30
Vertex Pharmaceuticals Inc *		2,328		608
Viatris Inc, Cl W *		16,340		178
Waters Corp *		501		155
West Pharmaceutical Services Inc		570		234
Xencor Inc *		1,609		43
Zentalis Pharmaceuticals *		600		28
Zimmer Biomet Holdings Inc		1,746		223
Zoetis Inc, Cl A		4,943		932
				54,046
Industrials — 0.0%
MDU Resources Group Inc		2,745		73
Information Technology — 2.0%
Adobe Inc *		1,421		647
Akamai Technologies Inc *		600		72
Amdocs Ltd		953		78
ANSYS Inc *		154		49
Aspen Technology Inc *		476		79
Autodesk Inc, Cl A *		963		206
Automatic Data Processing Inc		1,240		282
Avalara Inc *		300		30
Bill.com Holdings Inc *		200		45
Block, Cl A *		1,470		199
Bottomline Technologies DE Inc *		717		41

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Broadridge Financial Solutions Inc		400	$	62
Cadence Design Systems Inc *		682		112
Cass Information Systems Inc		800		29
CDK Global Inc		1,165		57
Ceridian HCM Holding Inc *		600		41
Citrix Systems Inc		300		30
Cloudflare Inc, Cl A *		600		72
Cognizant Technology Solutions Corp, Cl A		1,545		139
CommVault Systems Inc *		400		26
Coupa Software Inc *		200		20
Crowdstrike Holdings Inc, Cl A *		500		114
Datadog Inc, Cl A *		675		102
DocuSign Inc, Cl A *		500		54
Dynatrace Inc *		900		42
Elastic NV *		300		27
EPAM Systems Inc *		602		179
Fair Isaac Corp *		100		47
Fidelity National Information Services Inc, Cl B		1,518		152
Fiserv Inc, Cl A *		1,500		152
Five9 Inc *		300		33
FleetCor Technologies Inc *		205		51
Fortinet Inc *		350		120
Gartner Inc *		300		89
Genpact Ltd		700		30
Global Payments Inc		962		132
Globant SA *		110		29
GoDaddy Inc, Cl A *		1,000		84
Guidewire Software Inc, Cl Z *		500		47
HubSpot Inc *		100		47
International Business Machines Corp		2,950		384
Intuit Inc		873		420
Jack Henry & Associates Inc		351		69
Manhattan Associates Inc *		314		44
Mastercard Inc, Cl A		3,102		1,109
Microsoft Corp (H)		23,834		7,348
MongoDB Inc, Cl A *		160		71
NortonLifeLock Inc		1,406		37
Okta Inc, Cl A *		300		45
Oracle Corp, Cl B		4,896		405
PagerDuty Inc *		1,465		50
Palantir Technologies, Cl A *		3,800		52
Palo Alto Networks Inc *		278		173
Paychex Inc		1,075		147
Paycom Software Inc *		101		35
Paylocity Holding Corp *		200		41
PayPal Holdings Inc *		3,277		379
PTC Inc *		600		65
Salesforce *		3,003		638
ServiceNow Inc *		752		419
Snowflake, Cl A *		500		115
Splunk Inc *		458		68

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

289

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SS&C Technologies Holdings Inc		560	$	42
Synopsys Inc *		361		120
Trade Desk Inc/The, Cl A *		1,000		69
Twilio Inc, Cl A *		400		66
Tyler Technologies Inc *		110		49
Unity Software Inc *		500		50
Verint Systems Inc *		600		31
VeriSign Inc *		300		67
Visa Inc, Cl A		5,687		1,261
VMware Inc, Cl A		573		65
Vonage Holdings Corp *		1,700		34
WEX Inc *		200		36
Workday Inc, Cl A *		451		108
Zendesk Inc *		700		84
Zoom Video Communications Inc, Cl A *		552		65
Zscaler Inc *		160		39
				18,147
Materials — 0.0%
Aspen Aerogels *		1,400		48
Real Estate — 3.1%
Acadia Realty Trust ‡		4,400		95
Agree Realty Corp ‡		900		60
Alexandria Real Estate Equities Inc ‡		3,314		667
American Campus Communities Inc ‡		2,670		149
American Homes 4 Rent, Cl A ‡		5,094		204
American Tower Corp, Cl A ‡		8,427		2,117
Americold Realty Trust ‡		3,900		109
Apartment Income Corp ‡		2,322		124
Apartment Investment and Management, Cl A ‡		3,422		25
Apple Hospitality Inc ‡		2,514		45
AvalonBay Communities Inc ‡		2,353		584
Boston Properties Inc ‡		2,632		339
Brandywine Realty Trust ‡		1,921		27
Brixmor Property Group Inc ‡		4,985		129
Broadstone Net Lease, Cl A ‡		3,600		78
Camden Property Trust ‡		1,903		316
CareTrust Inc ‡		2,600		50
CBRE Group Inc, Cl A *		6,176		565
Corporate Office Properties Trust ‡		1,815		52
Cousins Properties Inc ‡		2,828		114
Crown Castle International Corp ‡		7,504		1,385
CubeSmart ‡		3,181		165
DiamondRock Hospitality Co *‡		6,600		67
Digital Realty Trust Inc, Cl A ‡		5,157		731
DigitalBridge Group *‡		8,366		60
Douglas Emmett Inc ‡		2,869		96
Duke Realty Corp ‡		6,865		399
EastGroup Properties Inc ‡		517		105
Empire State Realty Trust Inc, Cl A ‡		5,128		50
EPR Properties, Cl A ‡		1,053		58

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Equinix Inc ‡		1,628	$	1,207
Equity Commonwealth *‡		2,200		62
Equity LifeStyle Properties Inc ‡		2,700		206
Equity Residential ‡		6,584		592
Essential Properties Realty Trust Inc ‡		1,802		46
Essex Property Trust Inc ‡		1,131		391
eXp World Holdings Inc ‡		3,300		70
Extra Space Storage Inc ‡		2,281		469
Federal Realty Investment Trust ‡		1,319		161
First Industrial Realty Trust Inc ‡		1,830		113
Forestar Group Inc *‡		2,200		39
Four Corners Property Trust Inc ‡		2,300		62
Franklin Street Properties Corp ‡		8,100		48
Gaming and Leisure Properties Inc ‡		3,601		169
Getty Realty Corp ‡		1,500		43
Healthcare Realty Trust Inc ‡		2,504		69
Healthcare Trust of America Inc, Cl A ‡		4,341		136
Healthpeak Properties Inc ‡		10,221		351
Highwoods Properties Inc ‡		1,951		89
Host Hotels & Resorts Inc ‡		10,788		210
Howard Hughes Corp/The *‡		1,009		105
Hudson Pacific Properties Inc ‡		2,482		69
Independence Realty Trust ‡		2,400		63
Industrial Logistics Properties Trust ‡		1,400		32
Innovative Industrial Properties Inc, Cl A ‡		300		62
Invitation Homes Inc ‡		9,512		382
Iron Mountain Inc ‡		4,636		257
JBG SMITH Properties ‡		2,100		61
Jones Lang LaSalle Inc *‡		824		197
Kennedy-Wilson Holdings Inc ‡		1,545		38
Kilroy Realty Corp ‡		1,728		132
Kimco Realty Corp ‡		10,881		269
Kite Realty Group Trust ‡		4,464		102
Lamar Advertising Co, Cl A ‡		1,984		230
Life Storage Inc ‡		1,450		204
LXP Industrial Trust, Cl B ‡		5,988		94
Macerich Co/The ‡		4,197		66
Marcus & Millichap Inc ‡		600		32
Medical Properties Trust Inc ‡		10,558		223
Mid-America Apartment Communities Inc ‡		1,919		402
National Health Investors Inc ‡		941		56
National Retail Properties Inc ‡		3,100		139
National Storage Affiliates Trust ‡		1,843		116
Newmark Group Inc, Cl A ‡		3,459		55
Omega Healthcare Investors Inc ‡		3,674		114
Opendoor Technologies *‡		8,400		73
Outfront Media Inc ‡		2,922		83
Paramount Group Inc ‡		4,700		51
Park Hotels & Resorts Inc ‡		4,754		93
Pebblebrook Hotel Trust ‡		2,977		73
Physicians Realty Trust ‡		3,578		63
PotlatchDeltic Corp ‡		1,163		61

290

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prologis Inc ‡		13,595	$	2,195
PS Business Parks Inc ‡		302		51
Public Storage ‡		2,715		1,060
Rayonier Inc ‡		3,008		124
Realogy Holdings Corp *		3,100		49
Realty Income Corp ‡		10,405		721
Redfin Corp *‡		1,609		29
Regency Centers Corp ‡		2,649		189
Retail Opportunity Investments Corp ‡		1,900		37
Rexford Industrial Realty Inc ‡		3,628		271
RLJ Lodging Trust ‡		4,599		65
Ryman Hospitality Properties Inc *‡		972		90
Sabra Health Care Inc ‡		3,595		54
Saul Centers Inc ‡		834		44
SBA Communications Corp, Cl A ‡		2,015		693
Service Properties Trust ‡		2,918		26
Simon Property Group Inc ‡		5,531		728
SITE Centers Corp ‡		3,200		53
SL Green Realty ‡		951		77
Spirit Realty Capital Inc ‡		1,941		89
St Joe Co/The ‡		1,367		81
STAG Industrial Inc ‡		3,078		127
STORE Capital Corp ‡		4,955		145
Sun Communities Inc ‡		1,852		325
Sunstone Hotel Investors Inc *‡		6,306		74
Terreno Realty Corp ‡		1,078		80
UDR Inc ‡		5,588		321
Uniti Group Inc ‡		4,762		66
Universal Health Realty Income Trust ‡		400		23
Urban Edge Properties ‡		3,148		60
Ventas Inc ‡		7,383		456
Veris Residential *‡		3,324		58
VICI Properties Inc ‡		10,100		287
Vornado Realty Trust ‡		3,078		139
Washington Real Estate Investment Trust ‡		5,000		127
Welltower Inc ‡		7,456		717
Weyerhaeuser Co ‡		13,692		519
WP Carey Inc ‡		2,979		241
Xenia Hotels & Resorts Inc *‡		2,300		44
Zillow Group Inc, Cl A *‡		1,200		58
Zillow Group Inc, Cl C *‡		2,900		143
				28,231
Utilities — 1.6%
AES Corp/The		7,642		197
Alliant Energy Corp		2,528		158
Ameren Corp		2,954		277
American Electric Power Co Inc		5,879		587
American States Water Co		600		53
American Water Works Co Inc		2,159		357
Atmos Energy Corp		1,073		128
Avangrid Inc		1,200		56
Avista Corp		1,200		54

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Black Hills Corp, Cl A		1,000	$	77
Brookfield Infrastructure, Cl A		655		49
Brookfield Renewable, Cl A		1,400		61
California Water Service Group, Cl A		400		24
CenterPoint Energy Inc		6,808		209
Clearway Energy Inc, Cl C		1,319		48
CMS Energy Corp		3,304		231
Consolidated Edison Inc		4,244		402
Constellation Energy		3,687		207
Dominion Energy Inc		9,807		833
DTE Energy Co		2,233		295
Duke Energy Corp		9,723		1,086
Edison International		3,980		279
Entergy Corp		2,193		256
Essential Utilities Inc		2,203		113
Evergy Inc		2,301		157
Eversource Energy		3,882		342
Exelon Corp		11,062		527
FirstEnergy Corp		5,722		262
Hawaiian Electric Industries Inc		1,328		56
IDACORP Inc, Cl A		1,000		115
MGE Energy Inc		600		48
Middlesex Water Co		300		32
National Fuel Gas Co		1,000		69
New Jersey Resources Corp		1,400		64
NextEra Energy Inc		24,544		2,079
NiSource Inc		4,246		135
NRG Energy Inc		3,105		119
OGE Energy Corp		1,715		70
ONE Gas Inc		494		44
Ormat Technologies Inc		400		33
PG&E Corp *		23,061		275
Pinnacle West Capital Corp		1,650		129
PNM Resources Inc		752		36
Portland General Electric Co		1,076		59
PPL Corp		8,916		255
Public Service Enterprise Group Inc		6,837		479
Sempra Energy		3,584		603
SJW Group		900		63
South Jersey Industries Inc, Cl A		2,300		79
Southern Co/The		13,124		952
Spire Inc		800		57
UGI Corp		1,847		67
Unitil Corp		600		30
Via Renewables Inc, Cl A		3,500		29
Vistra Corp		6,578		153
WEC Energy Group Inc		3,915		391
Xcel Energy Inc		6,974		503
				14,349

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March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

	��
Description		Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $170,310) ($ Thousands)				$	280,808
		Face Amount (Thousands)
CORPORATE OBLIGATIONS — 9.7%
Communication Services — 0.7%
Altice France
3.375%, 01/15/2028		EUR	117		118
AT&T
5.150%, 03/15/2042		$	99		111
4.300%, 12/15/2042			203		205
Baidu
3.425%, 04/07/2030			201		193
1.625%, 02/23/2027			385		345
CCO Holdings
4.750%, 02/01/2032 (C)			535		498
4.500%, 08/15/2030 (C)			63		59
4.500%, 06/01/2033 (C)			219		197
DISH DBS
5.250%, 12/01/2026 (C)			1,007		959
Lorca Telecom Bondco
4.000%, 09/18/2027		EUR	237		254
Lumen Technologies
4.500%, 01/15/2029 (C)		$	439		378
Netflix
5.875%, 11/15/2028			812		895
T-Mobile USA
3.375%, 04/15/2029 (C)			73		69
2.875%, 02/15/2031			374		337
2.625%, 02/15/2029			123		112
2.550%, 02/15/2031			883		801
Weibo
3.375%, 07/08/2030			1,395		1,190
					6,721
Consumer Discretionary — 1.5%
1011778 BC ULC / New Red Finance Inc
3.500%, 02/15/2029 (C)			813		751
Adient Global Holdings
3.500%, 08/15/2024		EUR	237		258
Advance Auto Parts
3.900%, 04/15/2030		$	922		919
Alibaba Group Holding
2.125%, 02/09/2031			1,209		1,051
Altice Financing
3.000%, 01/15/2028		EUR	237		232
Booking Holdings
4.625%, 04/13/2030		$	1,080		1,171
Carnival
4.000%, 08/01/2028 (C)			605		563

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clarios Global
4.375%, 05/15/2026 (C)	EUR	155	$	170
Expedia Group
6.250%, 05/01/2025 (C)	$	24		26
4.625%, 08/01/2027		251		261
Ford Motor Credit
4.950%, 05/28/2027		709		721
General Motors
6.800%, 10/01/2027		201		227
6.125%, 10/01/2025		145		156
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (C)		413		365
Harley-Davidson Financial Services
3.350%, 06/08/2025 (C)		1,190		1,170
3.050%, 02/14/2027 (C)		57		54
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (C)		300		272
Las Vegas Sands
3.900%, 08/08/2029		722		662
Magallanes
3.755%, 03/15/2027 (C)		594		593
Marriott International
5.750%, 05/01/2025		68		72
MDC Holdings
6.000%, 01/15/2043		389		399
MercadoLibre
2.375%, 01/14/2026		200		187
NH Hotel Group
4.000%, 07/02/2026	EUR	237		257
Nissan Motor
4.345%, 09/17/2027 (C)	$	1,086		1,070
Nobel Bidco BV
3.125%, 06/15/2028	EUR	237		234
Ross Stores
4.700%, 04/15/2027	$	842		886
Royal Caribbean Cruises
11.500%, 06/01/2025 (C)		343		377
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	237		267
Time Warner Cable
4.500%, 09/15/2042	$	330		305
Wynn Macau
5.625%, 08/26/2028 (C)		348		302
				13,978
Consumer Staples — 0.5%
Albertsons
3.500%, 03/15/2029 (C)		408		368
Altria Group
4.800%, 02/14/2029		167		175
3.400%, 05/06/2030		745		717

292

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BAT Capital
4.906%, 04/02/2030	$	467	$	481
4.700%, 04/02/2027		475		487
2.259%, 03/25/2028		1,337		1,200
BRF GmbH
4.350%, 09/29/2026		299		291
Cencosud
5.150%, 02/12/2025		724		751
Natura Cosmeticos
4.125%, 05/03/2028 (C)		322		310
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (C)(D)		660		–
				4,780
Corporate Obligation — 0.3%
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (E)		400		402
Societe Generale
2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (C)(E)		623		583
UniCredit
1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (C)(E)		516		465
				1,450
Energy — 0.9%
BP Capital Markets America
2.939%, 06/04/2051		1,261		1,076
Cenovus Energy
4.400%, 04/15/2029		1,334		1,384
4.250%, 04/15/2027		52		54
Continental Resources
2.268%, 11/15/2026 (C)		1,050		980
Enbridge Energy Partners
7.375%, 10/15/2045		688		954
Energy Transfer
6.250%, 04/15/2049		413		474
Eni
4.250%, 05/09/2029 (C)		900		928
Marathon Petroleum
6.500%, 03/01/2041		175		216
5.125%, 12/15/2026		227		242
Oleoducto Central
4.000%, 07/14/2027 (C)		438		413
ONEOK
6.350%, 01/15/2031		128		148
ONEOK Partners
6.125%, 02/01/2041		63		69

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tengizchevroil Finance International
3.250%, 08/15/2030 (C)	$	262	$	213
TransCanada PipeLines
6.200%, 10/15/2037		362		443
6.100%, 06/01/2040		573		703
Transocean Poseidon
6.875%, 02/01/2027 (C)		276		273
				8,570
Financials — 3.2%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		269		275
Aircastle
5.250%, 08/11/2025 (C)		456		465
4.250%, 06/15/2026		62		61
4.125%, 05/01/2024		181		181
2.850%, 01/26/2028 (C)		904		812
Alleghany
3.625%, 05/15/2030		931		936
American Express
2.550%, 03/04/2027		228		222
Aviation Capital Group
5.500%, 12/15/2024 (C)		455		468
4.875%, 10/01/2025 (C)		182		185
4.375%, 01/30/2024 (C)		161		161
4.125%, 08/01/2025 (C)		6		6
3.500%, 11/01/2027 (C)		165		156
1.950%, 01/30/2026 (C)		480		441
1.950%, 09/20/2026 (C)		153		138
Banco de Credito del Peru S.A. MTN
3.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (C)(E)		755		710
Banco Santander
7.500%, USD ICE Swap 11:00 NY 5 Yr + 4.989%(E)(F)		600		622
Bank of America
6.500%, ICE LIBOR USD 3 Month + 4.174%(E)(F)		362		378
6.300%, ICE LIBOR USD 3 Month + 4.553%(E)(F)		233		248
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (E)		1,198		1,113
Bank of New York Mellon
4.700%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.358%(E)(F)		203		208
BNP Paribas
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (C)(E)		806		733
Capital One Financial
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (E)		622		609

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CDBL Funding 1 MTN
3.500%, 10/24/2027	$	620	$	610
Charles Schwab
5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(E)(F)		409		421
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(E)(F)		756		724
Citigroup
5.950%, ICE LIBOR USD 3 Month + 4.068%(E)(F)		311		314
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (E)		334		340
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(E)(F)		359		345
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (E)		227		230
Credit Suisse Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(C)(E)(F)		200		207
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(E)(F)		645		655
6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(C)(E)(F)		365		360
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (C)(E)		427		421
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (C)(E)		798		720
Danske Bank
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (C)(E)		245		247
Deutsche Bank NY
3.961%, U.S. SOFR + 2.581%, 11/26/2025 (E)		315		315
2.129%, U.S. SOFR + 1.870%, 11/24/2026 (E)		347		322
Discover Bank
4.682%, USD Swap Semi 30/360 5 Yr Curr + 1.730%, 08/09/2028 (E)		475		482
Discover Financial Services
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(E)(F)		1,308		1,361
Fifth Third Bancorp
4.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(E)(F)		247		243

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goldman Sachs Group
4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(E)(F)	$	328	$	308
2.615%, U.S. SOFR + 1.281%, 04/22/2032 (E)		805		732
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (E)		238		211
Guardian Life Insurance of America
4.850%, 01/24/2077 (C)		145		165
HSBC Holdings
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (E)		555		571
4.292%, ICE LIBOR USD 3 Month + 1.348%, 09/12/2026 (E)		261		264
ING Groep
1.726%, U.S. SOFR + 1.005%, 04/01/2027 (E)		1,191		1,099
JPMorgan Chase
3.769%, ICE LIBOR USD 3 Month + 3.470%(E)(F)		349		349
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (E)		805		737
JPMorgan Chase & Co
4.287%, ICE LIBOR USD 3 Month + 3.320%(E)(F)		171		170
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (C)		275		275
Morgan Stanley MTN
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (E)		217		203
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (C)(E)		319		304
NatWest Group
3.326%, ICE LIBOR USD 3 Month + 2.320%(E)(F)		–		–
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (C)		265		8
S&P Global
4.750%, 08/01/2028 (C)		35		38
4.250%, 05/01/2029 (C)		166		175
Santander Holdings USA
4.400%, 07/13/2027		405		412
2.490%, U.S. SOFR + 1.249%, 01/06/2028 (E)		67		62
Standard Chartered
7.750%, USD Swap Semi 30/360 5 Yr Curr + 5.723%(C)(E)(F)		200		208
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(C)(E)(F)		552		569

294

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.971%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 03/30/2026 (C)(E)	$	239	$	238
1.809%, ICE LIBOR USD 3 Month + 1.510%(C)(E)(F)		400		344
Swiss Re Finance Luxembourg
5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (E)		600		621
Synchrony Financial
4.500%, 07/23/2025		548		559
2.875%, 10/28/2031		328		291
Truist Financial
5.100%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(E)(F)		829		841
UniCredit
3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (C)(E)		201		177
US Bancorp
5.300%, ICE LIBOR USD 3 Month + 2.914%(E)(F)		474		467
Voya Financial
5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (E)		258		259
Wells Fargo
3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(E)(F)		327		313
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (E)		433		418
				28,833
Health Care — 0.3%
Amgen
3.000%, 02/22/2029		249		244
Centene
2.625%, 08/01/2031		338		301
Cigna
4.375%, 10/15/2028		382		402
IQVIA
2.250%, 03/15/2029	EUR	200		203
Organon
2.875%, 04/30/2028		200		212
Takeda Pharmaceutical
4.400%, 11/26/2023	$	820		840
Teva Pharmaceutical Finance Netherlands II BV
3.750%, 05/09/2027	EUR	200		210
				2,412

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 0.6%
AerCap Ireland Capital DAC
6.500%, 07/15/2025	$	190	$	201
4.450%, 04/03/2026		173		175
2.450%, 10/29/2026		671		621
Air Lease
3.625%, 04/01/2027		40		39
2.100%, 09/01/2028		178		156
Air Lease MTN
2.875%, 01/15/2026		85		82
Alfa
5.250%, 03/25/2024 (C)		660		677
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	237		247
CITIC MTN
2.850%, 02/25/2030	$	343		318
Delta Air Lines
4.750%, 10/20/2028 (C)		475		479
4.500%, 10/20/2025 (C)		409		411
Deutsche Lufthansa MTN
3.000%, 05/29/2026	EUR	100		107
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (C)	$	236		249
5.400%, 02/01/2027		670		681
ENA Master Trust
4.000%, 05/19/2048 (C)		272		255
Flowserve
2.800%, 01/15/2032		246		217
Lima Metro Line 2 Finance
5.875%, 07/05/2034		222		238
4.350%, 04/05/2036 (C)		217		214
Odebrecht Holdco Finance
0.000%, 09/10/2058 (A)(C)		294		2
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	125		137
TransDigm
6.250%, 03/15/2026 (C)	$	405		416
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		138
				6,060
Information Technology — 0.7%
Broadcom
4.150%, 11/15/2030		450		456
4.150%, 04/15/2032 (C)		164		164
4.110%, 09/15/2028		277		280
4.000%, 04/15/2029 (C)		47		47
3.187%, 11/15/2036 (C)		448		389
3.137%, 11/15/2035 (C)		154		136
Infor
1.750%, 07/15/2025 (C)		340		320

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

295

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kyndryl Holdings
2.050%, 10/15/2026 (C)	$	631	$	563
Micron Technology
4.185%, 02/15/2027		624		640
NXP BV
5.550%, 12/01/2028 (C)		317		347
Playtech
4.250%, 03/07/2026	EUR	200		223
Prosus
3.680%, 01/21/2030 (C)	$	569		499
3.257%, 01/19/2027 (C)		264		241
SK Hynix
2.375%, 01/19/2031 (C)		290		253
Tencent Holdings MTN
3.240%, 06/03/2050 (C)		439		341
2.390%, 06/03/2030		320		285
1.810%, 01/26/2026 (C)		649		601
Western Digital
3.100%, 02/01/2032		64		57
2.850%, 02/01/2029		132		121
Workday
3.800%, 04/01/2032		176		176
3.700%, 04/01/2029		68		68
				6,207
Materials — 0.6%
Anglo American Capital
3.875%, 03/16/2029 (C)		235		235
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (C)		538		488
Axalta Coating Systems
3.375%, 02/15/2029 (C)		648		570
Cemex
3.875%, 07/11/2031 (C)		610		556
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (C)		342		349
INEOS Quattro Finance 2
2.500%, 01/15/2026 (C)	EUR	333		349
Ingevity
3.875%, 11/01/2028 (C)	$	537		485
Inversiones CMPC
4.375%, 05/15/2023		389		395
Suzano Austria GmbH
3.750%, 01/15/2031		173		163
2.500%, 09/15/2028		923		833
Volcan Cia Minera SAA
4.375%, 02/11/2026 (C)		170		163
				4,586
Real Estate — 0.1%
American Tower
4.050%, 03/15/2032		60		60

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.650%, 03/15/2027	$	235	$	234
Host Hotels & Resorts
3.500%, 09/15/2030		142		136
2.900%, 12/15/2031		236		211
Vornado Realty
2.150%, 06/01/2026		403		377
				1,018
Utilities — 0.3%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (C)		304		290
Chile Electricity PEC
3.011%, 01/25/2028 (A)(C)		523		394
Comision Federal de Electricidad
4.688%, 05/15/2029 (C)		268		263
3.348%, 02/09/2031 (C)		687		601
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		367
Engie Energia Chile
3.400%, 01/28/2030		390		359
Terraform Global Operating
6.125%, 03/01/2026 (C)		74		74
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(C)(E)(F)		286		278
Vistra Operations
4.375%, 05/01/2029 (C)		605		572
				3,198
Total Corporate Obligations
(Cost $93,645) ($ Thousands)				87,813
MORTGAGE-BACKED SECURITIES — 6.1%
Agency Mortgage-Backed Obligations — 3.6%
Eagle RE, Ser 2020-1, Cl M1A
1.357%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(C)(E)		790		784
FHLMC CMO, Ser 2017-4693, Cl SL, IO
5.753%, 06/15/2047(E)		1,260		208
FHLMC CMO, Ser 2020-4981, Cl HS, IO
5.643%, 06/25/2050(E)		2,716		382
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%, 09/25/2050		1,790		302
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.099%, SOFR30A + 2.000%, 01/25/2051(C)(E)		123		118

296

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR Debt Notes, Ser 2017-DNA3, Cl M2
2.957%, ICE LIBOR USD 1 Month + 2.500%, 03/25/2030(E)	$	396	$	399
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2
3.107%, ICE LIBOR USD 1 Month + 2.650%, 12/25/2029(E)		215		217
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2B
3.107%, ICE LIBOR USD 1 Month + 2.650%, 12/25/2029(E)		649		661
FHLMC STACR Debt Notes, Ser 2021-DNA7, Cl M2
1.899%, SOFR30A + 1.800%, 11/25/2041(C)(E)		1,042		991
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2
2.157%, ICE LIBOR USD 1 Month + 1.700%, 01/25/2050(C)(E)		207		207
FHLMC STACR Remic Trust, Ser 2020-DNA5, Cl M2
2.899%, SOFR30A + 2.800%, 10/25/2050(C)(E)		430		431
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
1.749%, SOFR30A + 1.650%, 01/25/2034(C)(E)		298		293
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
1.599%, SOFR30A + 1.500%, 10/25/2041(C)(E)		1,079		1,026
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
2.449%, SOFR30A + 2.350%, 12/25/2041(C)(E)		668		628
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
1.949%, SOFR30A + 1.850%, 01/25/2042(C)(E)		542		511
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
1.099%, SOFR30A + 1.000%, 01/25/2042(C)(E)		541		532
FHLMC STACR Trust, Ser 2018-DNA3, Cl M2
2.557%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(C)(E)		271		273
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.507%, ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(C)(E)		43		43
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.407%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(C)(E)		111		111

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.607%, ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(C)(E)	$	363	$	351
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
2.307%, ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(C)(E)		319		319
FNMA
3.000%, 02/01/2052		2,361		2,318
FNMA CMO, Ser 2011-131, Cl ST, IO
6.083%, 12/25/2041(E)		648		108
FNMA CMO, Ser 2014-17, Cl SA, IO
5.593%, 04/25/2044(E)		1,721		318
FNMA CMO, Ser 2014-78, Cl SE, IO
5.643%, 12/25/2044(E)		1,009		171
FNMA CMO, Ser 2016-77, Cl DS, IO
5.543%, 10/25/2046(E)		962		147
FNMA CMO, Ser 2017-62, Cl AS, IO
5.693%, 08/25/2047(E)		1,155		187
FNMA CMO, Ser 2017-81, Cl SA, IO
5.743%, 10/25/2047(E)		1,305		216
FNMA CMO, Ser 2017-97, Cl LS, IO
5.743%, 12/25/2047(E)		1,520		255
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%, 12/25/2050		3,792		689
FNMA Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.857%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(C)(E)		72		72
FNMA Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.757%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(C)(E)		37		37
FNMA Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.607%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(C)(E)		20		20
FNMA Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.557%, ICE LIBOR USD 1 Month + 2.100%, 06/25/2039(C)(E)		7		7
FNMA Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.457%, ICE LIBOR USD 1 Month + 2.000%, 07/25/2039(C)(E)		3		3
FNMA Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.557%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(C)(E)		53		53
FNMA Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.557%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(C)(E)		140		140

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

297

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
2.457%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(C)(E)	$	192	$	191
FNMA Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
1.999%, SOFR30A + 1.900%, 12/25/2041(C)(E)		1,023		976
FNMA Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
3.599%, SOFR30A + 3.500%, 03/25/2042(C)(E)		838		847
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
4.457%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(E)		186		186
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
5.457%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(E)		3		3
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
5.457%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(E)		183		186
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
6.157%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(E)		123		132
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
4.907%, ICE LIBOR USD 1 Month + 4.450%, 01/25/2029(E)		425		442
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
4.707%, ICE LIBOR USD 1 Month + 4.250%, 04/25/2029(E)		140		146
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2
4.807%, ICE LIBOR USD 1 Month + 4.350%, 05/25/2029(E)		152		158
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M2
4.007%, ICE LIBOR USD 1 Month + 3.550%, 07/25/2029(E)		417		424
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
3.307%, ICE LIBOR USD 1 Month + 2.850%, 11/25/2029(E)		557		567
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
2.099%, SOFR30A + 2.000%, 11/25/2041(C)(E)		469		447

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2021-R03, Cl 1M2
1.749%, SOFR30A + 1.650%, 12/25/2041(C)(E)	$	319	$	302
FNMA TBA
3.000%, 04/01/2043		6,428		6,287
2.500%, 04/01/2043		7,470		7,127
GNMA CMO, Ser 2017-122, Cl SA, IO
5.751%, 08/20/2047(E)		788		114
GNMA CMO, Ser 2017-134, Cl SE, IO
5.751%, 09/20/2047(E)		676		95
				32,158
Non-Agency Mortgage-Backed Obligations — 2.5%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		50		42
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		257		185
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		194		132
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		111		96
AREIT Trust, Ser 2022-CRE6, Cl A
1.300%, SOFR30A + 1.250%, 11/17/2024(C)(E)		1,411		1,394
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.397%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(C)(E)		526		521
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%, 03/10/2037(C)(E)		365		334
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.397%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(C)(E)		1,610		1,567
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
2.537%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(C)(E)		779		778
BCP Trust, Ser 2021-330N, Cl A
1.196%, ICE LIBOR USD 1 Month + 0.799%, 06/15/2038(C)(E)		152		149
Bellemeade Re, Ser 2018-3A, Cl M1B
2.307%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(C)(E)		311		310
Bellemeade Re, Ser 2019-1A, Cl M1B
2.207%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(C)(E)		370		370

298

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bellemeade Re, Ser 2019-2A, Cl M1C
2.457%, ICE LIBOR USD 1 Month + 2.000%, 04/25/2029(C)(E)	$	481	$	479
Bellemeade Re, Ser 2019-3A, Cl M1B
2.057%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(C)(E)		251		250
Bellemeade Re, Ser 2019-3A, Cl M1C
2.407%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(C)(E)		340		338
Bellemeade Re, Ser 2019-4A, Cl M1B
2.457%, ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(C)(E)		407		407
Bellemeade Re, Ser 2021-1A, Cl M1C
3.049%, SOFR30A + 2.950%, 03/25/2031(C)(E)		437		435
Bellemeade Re, Ser 2021-2A, Cl M1B
1.599%, SOFR30A + 1.500%, 06/25/2031(C)(E)		704		687
BFLD Trust, Ser 2021-FPM, Cl A
1.997%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(C)(E)		1,189		1,179
BHMS, Ser 2018-ATLS, Cl A
1.647%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2035(C)(E)		774		766
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
2.297%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(C)(E)		162		158
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
2.547%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(C)(E)		656		639
BX Trust, Ser 2018-EXCL, Cl A
1.485%, ICE LIBOR USD 1 Month + 1.088%, 09/15/2037(C)(E)		732		724
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035(C)		915		918
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		93		56
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		128		78
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		63		38
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.418%, 04/10/2046(C)(E)		343		340
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%, 09/15/2050(E)		411		415

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CLNY Trust, Ser 2019-IKPR, Cl D
2.422%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(C)(E)	$	680	$	665
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.755%, 07/10/2046(C)(E)		734		734
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035(C)		59		59
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.479%, ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(C)(E)		761		754
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.837%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(E)		353		159
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.163%, 08/10/2044(C)(E)		13		6
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.088%, 01/10/2047(C)(E)		679		299
GS Mortgage Securities Trust, Ser 2019-BOCA, Cl A
1.597%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2038(C)(E)		331		331
GS Mortgage Securities Trust, Ser 2019-SMP, Cl A
1.547%, ICE LIBOR USD 1 Month + 1.150%, 08/15/2032(C)(E)		450		445
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		25
2.435%, 08/17/2026		420		413
1.433%, 08/17/2026		209		201
Home RE, Ser 2020-1, Cl M1B
3.707%, ICE LIBOR USD 1 Month + 3.250%, 10/25/2030(C)(E)		223		223
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.957%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(E)		72		63
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.818%, 09/15/2047(E)		16,794		260
JPMorgan Chase Bank - CHASE, Ser 2019-CL1, Cl M3
2.557%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(C)(E)		116		114
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(E)		125		52

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

299

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(C)	$	821	$	819
Morgan Stanley Capital I Trust, Ser 2015-XLF2, Cl SNMA
2.597%, ICE LIBOR USD 1 Month + 2.200%, 11/15/2026(C)(E)		165		152
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.897%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(C)(E)		313		312
PMT Credit Risk Transfer Trust, Ser 2019-1R, Cl A
2.231%, ICE LIBOR USD 1 Month + 2.000%, 03/27/2024(C)(E)		89		89
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
3.195%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(C)(E)		346		343
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
3.145%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(C)(E)		44		44
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
2.795%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(C)(E)		151		150
Radnor RE, Ser 2019-1, Cl M1B
2.407%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(C)(E)		423		424
Radnor RE, Ser 2019-2, Cl M1B
2.207%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(C)(E)		296		295
Radnor RE, Ser 2020-1, Cl M1A
1.407%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(C)(E)		289		287
Traingle Re, Ser 2021-1, Cl M1B
3.457%, ICE LIBOR USD 1 Month + 3.000%, 08/25/2033(C)(E)		88		89
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%, 09/15/2048		479		480
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
1.888%, 07/15/2048(E)		3,436		218
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.393%, 11/15/2049(E)		925		904
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.707%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(C)(E)		174		137

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.957%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(C)(E)	$	42	$	33
				23,364
Total Mortgage-Backed Securities
(Cost $56,949) ($ Thousands)				55,522
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.5%
FFCB
1.091%, US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022(E)		1,200		1,204
0.680%, U.S. SOFR + 0.380%, 05/08/2023(E)		7,900		7,931
0.610%, U.S. SOFR + 0.310%, 11/07/2022(E)		2,500		2,504
0.435%, U.S. SOFR + 0.135%, 11/06/2023(E)		2,000		2,003
0.390%, U.S. SOFR + 0.090%, 09/23/2022(E)		500		500
0.360%, U.S. SOFR + 0.060%, 01/13/2023(E)		1,400		1,400
0.300%, 09/01/2023		300		293
FHLB^
0.620%, 02/26/2026		200		187
FHLB DN^
0.000%, 06/17/2022(A)		500		499
FHLMC
0.400%, 05/24/2024		400		385
0.375%, 05/05/2023		1,000		985
0.375%, 07/21/2025		1,400		1,304
FHLMC MTN^
0.430%, U.S. SOFR + 0.130%, 08/05/2022(E)		2,600		2,601
FNMA
0.650%, U.S. SOFR + 0.350%, 04/07/2022(E)		3,800		3,800
0.625%, 04/22/2025		1,300		1,228
0.500%, 06/17/2025		1,500		1,406
0.375%, 06/14/2024		700		670
0.250%, 05/22/2023		1,500		1,471
0.250%, 07/10/2023		1,100		1,075
0.250%, 11/27/2023		100		97
Total U.S. Government Agency Obligations
(Cost $31,894) ($ Thousands)				31,543

300

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 3.2%
Automotive — 0.7%
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024(C)	$	930	$	944
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025(C)		1,080		1,097
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		358		346
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		347		333
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		414
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(C)		611		588
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(C)		315		306
First Investors Auto Owner Trust, Ser 2020-1A, Cl A
1.490%, 01/15/2025(C)		10		10
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(C)		605		563
Hertz Vehicle Financing III, Ser 2022-1A, Cl C
2.630%, 06/25/2026(C)		620		588
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(C)		562		550
Santander Consumer Auto Receivables Trust, Ser 2021-CA, Cl B
1.440%, 04/17/2028(C)		261		260
Credit Cards — 0.2%
Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024(C)		437		432
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A
4.630%, 07/15/2025(C)		1,010		1,009
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026(C)		175		171

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Other Asset-Backed Securities — 2.3%
Affirm Asset Securitization Trust, Ser 2020-A, Cl A
2.100%, 02/18/2025(C)	$	405	$	404
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(C)		250		246
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(C)		271		266
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(C)		973		962
AGL CLO 12, Ser 2021-12A, Cl A1
1.414%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(C)(E)		970		960
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A1
0.326%, 11/15/2022(C)		171		171
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(C)		185		178
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
1.454%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(C)(E)		589		584
Ballyrock CLO 15, Ser 2021-1A, Cl C
3.341%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(C)(E)		600		597
Ballyrock CLO 16, Ser 2021-16A, Cl A1
1.384%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(C)(E)		1,222		1,208
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(C)		184		174
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(C)		232		217
Conn's Receivables Funding, Ser 2021-A, Cl A
1.050%, 05/15/2026(C)		919		916
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(C)		839		776
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(C)		461		427
Dryden 78 CLO, Ser 2020-78A, Cl C
2.191%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(C)(E)		620		609
Dryden 78 CLO, Ser 2020-78A, Cl D
3.241%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(C)(E)		320		318
Elevation CLO, Ser 2020-11A, Cl C
2.441%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(C)(E)		550		547

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

301

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Elmwood CLO IX, Ser 2021-2A, Cl D
3.204%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(C)(E)	$	583	$	578
Flatiron CLO 21, Ser 2021-1A, Cl D
3.148%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(C)(E)		620		616
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(C)		307		285
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
1.324%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(C)(E)		651		648
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(C)		386		399
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(C)		269		260
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		823
Invitation Homes Trust, Ser 2018-SFR2, Cl C
1.677%, ICE LIBOR USD 1 Month + 1.280%, 06/17/2037(C)(E)		228		226
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.741%, ICE LIBOR USD 1 Month + 1.300%, 07/17/2037(C)(E)		100		100
Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(C)		836		758
Magnetite XXVI, Ser 2021-26A, Cl A1R
1.378%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(C)(E)		1,127		1,117
MVW 2021-2, Ser 2021-2A, Cl B
1.830%, 05/20/2039(C)		443		419
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(C)		327		306
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(C)		278		265
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
1.341%, ICE LIBOR USD 3 Month + 1.100%, 07/16/2035(C)(E)		1,141		1,133
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
1.371%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(C)(E)		690		686
OCP CLO, Ser 2021-18A, Cl AR
1.344%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(C)(E)		849		841
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(C)		636		600
Rad CLO 7, Ser 2020-7A, Cl C
2.241%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(C)(E)		280		275

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(C)	$	628	$	601
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030(C)		120		119
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(C)		530		500
Voya CLO, Ser 2020-1A, Cl DR
3.091%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(C)(E)		250		239
Total Asset-Backed Securities
(Cost $29,717) ($ Thousands)				28,965
	Shares
FOREIGN COMMON STOCK — 0.3%
Ireland — 0.1%
Accenture PLC, Cl A		2,156		727
United Kingdom — 0.2%
Alkermes PLC *		2,600		68
Atlassian Corp PLC, Cl A *		300		88
Cushman & Wakefield PLC *‡		1,838		38
Horizon Therapeutics PLC *		1,828		192
Jazz Pharmaceuticals PLC *		529		82
LivaNova PLC *		557		46
Medtronic PLC		13,049		1,448
Perrigo Co PLC		430		17
Royalty Pharma PLC, Cl A		2,500		97
STERIS PLC		753		182
				2,258
Total Foreign Common Stock
(Cost $2,076) ($ Thousands)				2,985
	Face Amount (Thousands)
SOVEREIGN DEBT — 0.2%
Colombia Government International Bond
3.125%, 04/15/2031	$	225		191
Dominican Republic International Bond
4.875%, 09/23/2032(C)		923		835
Egypt Government International Bond MTN
5.875%, 02/16/2031(C)		436		365
Qatar Government International Bond
3.400%, 04/16/2025(C)		298		304

302

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Face Amount (Thousands)			Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Saudi Government International Bond MTN
2.900%, 10/22/2025(C)	$	544		$	548
Total Sovereign Debt
(Cost $2,422) ($ Thousands)					2,243
MUNICIPAL BONDS — 0.2%
New York — 0.1%
City of New York, Ser D, GO
1.923%, 08/01/2031		535			469
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023		515			509
					978
West Virginia — 0.1%
Tobacco Settlement Finance Authority, RB
3.000%, 06/01/2035		497			502
Total Municipal Bonds
(Cost $1,550) ($ Thousands)					1,480
Total Investments in Securities — 115.3%
(Cost $935,697) ($ Thousands)				$	1,042,406
						��
	Shares
COMMON STOCK SOLD SHORT— (13.3)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *		(2,400	)		(30	)
Cable One Inc		(100	)		(147	)
Charter Communications Inc, Cl A *		(1,384	)		(755	)
Comcast Corp, Cl A		(50,689	)		(2,373	)
Discovery Inc, Cl A *		(2,000	)		(50	)
Discovery Inc, Cl C *		(3,000	)		(75	)
DISH Network Corp, Cl A *		(2,248	)		(71	)
Fox Corp, Cl A		(3,000	)		(118	)
Fox Corp, Cl B		(1,500	)		(54	)
Interpublic Group of Cos Inc/The		(4,665	)		(165	)
Liberty Broadband Corp, Cl A *		(458	)		(60	)
Liberty Broadband Corp, Cl C *		(1,275	)		(173	)
Liberty Media Corp-Liberty SiriusXM *		(1,100	)		(50	)
New York Times Co/The, Cl A		(2,300	)		(106	)
News Corp, Cl A		(5,400	)		(120	)
Nexstar Media Group Inc, Cl A		(854	)		(161	)
Omnicom Group Inc		(2,241	)		(190	)
Paramount Global, Cl B		(6,220	)		(235	)
Sirius XM Holdings Inc		(16,000	)		(106	)
TEGNA Inc		(2,800	)		(63	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
					(5,102	)
Consumer Discretionary — (8.6)%
Academy Sports & Outdoors Inc		(1,300	)	$	(51	)
Acushnet Holdings Corp		(600	)		(24	)
Adtalem Global Education Inc *		(2,000	)		(59	)
Advance Auto Parts Inc		(1,029	)		(213	)
Amazon.com Inc, Cl A *		(2,224	)		(7,250	)
American Axle & Manufacturing Holdings Inc *		(2,857	)		(22	)
American Eagle Outfitters Inc		(1,500	)		(25	)
Aramark		(4,648	)		(175	)
Asbury Automotive Group Inc *		(300	)		(48	)
AutoNation Inc *		(500	)		(50	)
AutoZone Inc *		(210	)		(429	)
Bally's *		(1,000	)		(31	)
Bath & Body Works Inc		(2,981	)		(142	)
Best Buy Co Inc		(2,199	)		(200	)
Bloomin' Brands Inc		(2,200	)		(48	)
Booking Holdings Inc *		(936	)		(2,198	)
BorgWarner		(12,863	)		(500	)
Boyd Gaming Corp		(1,781	)		(117	)
Bright Horizons Family Solutions Inc *		(1,290	)		(171	)
Brinker International Inc *		(1,041	)		(40	)
Brunswick Corp/DE		(2,377	)		(192	)
Burlington Stores Inc *		(663	)		(121	)
Caesars Entertainment Inc *		(4,099	)		(317	)
Callaway Golf Co *		(3,233	)		(76	)
Canoo *		(8,500	)		(47	)
Capri Holdings Ltd *		(5,456	)		(280	)
CarMax Inc *		(1,717	)		(166	)
Carnival Corp *		(17,071	)		(345	)
Carter's Inc		(1,151	)		(106	)
Carvana Co, Cl A *		(612	)		(73	)
Cavco Industries Inc *		(256	)		(62	)
Century Communities Inc		(1,241	)		(66	)
Cheesecake Factory Inc/The *		(800	)		(32	)
Chegg Inc *		(2,800	)		(102	)
Chipotle Mexican Grill Inc, Cl A *		(571	)		(903	)
Choice Hotels International Inc		(998	)		(141	)
Churchill Downs Inc		(900	)		(200	)
Columbia Sportswear Co		(1,400	)		(127	)
Coursera *		(1,600	)		(37	)
Cracker Barrel Old Country Store Inc		(300	)		(36	)
Crocs Inc *		(1,714	)		(131	)
Dana Inc		(8,023	)		(141	)
Darden Restaurants Inc		(2,960	)		(394	)
Dave & Buster's Entertainment Inc *		(1,100	)		(54	)
Deckers Outdoor Corp *		(954	)		(261	)
Dick's Sporting Goods Inc		(600	)		(60	)
Dollar General Corp		(2,388	)		(532	)
Dollar Tree Inc *		(2,164	)		(347	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

303

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Domino's Pizza Inc		(749	)	$	(305	)
DoorDash, Cl A *		(1,600	)		(187	)
Dorman Products Inc *		(1,252	)		(119	)
DR Horton Inc		(12,059	)		(898	)
DraftKings Inc, Cl A *		(5,400	)		(105	)
eBay Inc		(5,845	)		(335	)
Etsy Inc *		(1,100	)		(137	)
Everi Holdings Inc *		(2,000	)		(42	)
Expedia Group Inc *		(3,167	)		(620	)
Fisker *		(5,600	)		(72	)
Five Below Inc *		(500	)		(79	)
Floor & Decor Holdings Inc, Cl A *		(1,200	)		(97	)
Foot Locker Inc, Cl A		(1,300	)		(39	)
Ford Motor Co		(207,792	)		(3,514	)
Fox Factory Holding Corp *		(2,222	)		(218	)
Frontdoor *		(1,400	)		(42	)
GameStop Corp, Cl A *		(400	)		(67	)
Gap Inc/The		(2,100	)		(30	)
Garmin Ltd		(5,299	)		(628	)
General Motors Co *		(73,774	)		(3,227	)
Gentex Corp		(15,288	)		(446	)
Gentherm Inc *		(1,500	)		(110	)
Genuine Parts Co		(1,535	)		(193	)
G-III Apparel Group Ltd *		(900	)		(24	)
Goodyear Tire & Rubber Co/The *		(13,104	)		(187	)
GoPro Inc, Cl A *		(5,900	)		(50	)
Graham Holdings Co, Cl B		(200	)		(122	)
Grand Canyon Education Inc *		(1,055	)		(102	)
Group 1 Automotive Inc		(300	)		(50	)
H&R Block Inc		(3,400	)		(89	)
Hanesbrands Inc		(13,591	)		(202	)
Harley-Davidson Inc, Cl A		(9,077	)		(358	)
Hasbro Inc		(4,110	)		(337	)
Helen of Troy Ltd *		(864	)		(169	)
Hilton Grand Vacations Inc *		(1,700	)		(88	)
Hilton Worldwide Holdings Inc *		(6,211	)		(942	)
Home Depot Inc/The		(11,579	)		(3,466	)
Houghton Mifflin Harcourt Co *		(3,700	)		(78	)
Hyatt Hotels Corp, Cl A *		(900	)		(86	)
Installed Building Products Inc		(478	)		(40	)
International Game Technology PLC		(1,900	)		(47	)
iRobot *		(647	)		(41	)
Jack in the Box Inc		(613	)		(57	)
KB Home		(2,735	)		(89	)
Kohl's Corp		(1,500	)		(91	)
Kontoor Brands Inc		(2,300	)		(95	)
Las Vegas Sands Corp *		(6,459	)		(251	)
La-Z-Boy Inc, Cl Z		(1,777	)		(47	)
LCI Industries		(1,212	)		(126	)
Lear Corp		(3,364	)		(480	)
Leggett & Platt Inc		(4,576	)		(159	)
Lennar Corp, Cl A		(10,301	)		(836	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Lennar Corp, Cl B		(600	)	$	(41	)
LGI Homes Inc *		(672	)		(66	)
Lithia Motors Inc, Cl A		(200	)		(60	)
LKQ Corp		(2,705	)		(123	)
Lowe's Cos Inc		(7,596	)		(1,536	)
Lululemon Athletica Inc *		(4,082	)		(1,491	)
M/I Homes Inc *		(738	)		(33	)
Macy's Inc		(2,700	)		(66	)
Malibu Boats Inc, Cl A *		(400	)		(23	)
Marriott International Inc/MD, Cl A *		(6,141	)		(1,079	)
Marriott Vacations Worldwide Corp		(1,070	)		(169	)
Mattel Inc *		(13,869	)		(308	)
McDonald's Corp		(16,494	)		(4,079	)
MDC Holdings Inc		(2,385	)		(90	)
Meritage Homes Corp *		(1,303	)		(103	)
MGM Resorts International		(9,487	)		(398	)
Mohawk Industries Inc *		(1,666	)		(207	)
Murphy USA Inc		(300	)		(60	)
National Vision Holdings *		(900	)		(39	)
Newell Brands Inc, Cl B		(13,037	)		(279	)
NIKE Inc, Cl B		(46,211	)		(6,218	)
Nordstrom Inc		(1,500	)		(41	)
Norwegian Cruise Line Holdings Ltd *		(7,738	)		(169	)
NVR Inc *		(117	)		(523	)
O'Reilly Automotive Inc *		(662	)		(453	)
Oxford Industries Inc, Cl A		(500	)		(45	)
Papa John's International Inc, Cl A		(538	)		(57	)
Patrick Industries Inc		(1,000	)		(60	)
Peloton Interactive Inc, Cl A *		(7,861	)		(208	)
Penn National Gaming Inc *		(3,039	)		(129	)
Penske Automotive Group Inc, Cl A		(600	)		(56	)
Planet Fitness Inc, Cl A *		(1,799	)		(152	)
Polaris Inc		(1,713	)		(180	)
Pool Corp		(390	)		(165	)
PulteGroup Inc		(8,136	)		(341	)
PVH Corp		(2,163	)		(166	)
QuantumScape, Cl A *		(11,900	)		(238	)
Ralph Lauren Corp, Cl A		(1,650	)		(187	)
Red Rock Resorts Inc, Cl A		(1,200	)		(58	)
Rent-A-Center Inc/TX		(900	)		(23	)
RH *		(160	)		(52	)
Rivian Automotive, Cl A *		(6,800	)		(342	)
Ross Stores Inc		(4,067	)		(368	)
Royal Caribbean Cruises Ltd *		(4,653	)		(390	)
Scientific Games Corp, Cl A *		(1,862	)		(109	)
SeaWorld Entertainment Inc *		(900	)		(67	)
Service Corp International/US		(3,326	)		(219	)
Shake Shack Inc, Cl A *		(500	)		(34	)
Signet Jewelers Ltd		(600	)		(44	)
Six Flags Entertainment Corp *		(1,806	)		(79	)
Skechers USA Inc, Cl A *		(4,708	)		(192	)
Skyline Champion Corp *		(1,650	)		(91	)

304

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Smith & Wesson Brands Inc		(2,099	)	$	(32	)
Sonos Inc *		(4,696	)		(132	)
Standard Motor Products Inc		(1,195	)		(52	)
Starbucks Corp		(25,605	)		(2,329	)
Steven Madden Ltd		(2,300	)		(89	)
Stoneridge Inc *		(1,630	)		(34	)
Stride Inc *		(400	)		(15	)
Sturm Ruger & Co Inc		(399	)		(28	)
Tapestry Inc		(9,126	)		(339	)
Target Corp, Cl A		(5,523	)		(1,172	)
Taylor Morrison Home Corp, Cl A *		(3,441	)		(94	)
Tempur Sealy International Inc		(7,944	)		(222	)
Tenneco Inc, Cl A *		(2,537	)		(46	)
Terminix Global Holdings Inc *		(2,643	)		(121	)
Tesla Inc *		(7,843	)		(8,452	)
Texas Roadhouse Inc, Cl A		(1,128	)		(94	)
Thor Industries Inc		(2,425	)		(191	)
TJX Cos Inc/The		(13,575	)		(822	)
Toll Brothers Inc		(3,549	)		(167	)
TopBuild Corp *		(982	)		(178	)
Tractor Supply Co		(1,117	)		(261	)
Travel + Leisure Co		(2,239	)		(130	)
Tri Pointe Homes Inc *		(3,820	)		(77	)
Tupperware Brands Corp *		(1,800	)		(35	)
Ulta Beauty Inc *		(488	)		(194	)
Under Armour Inc, Cl A *		(7,025	)		(120	)
Under Armour Inc, Cl C *		(6,179	)		(96	)
Vail Resorts Inc		(847	)		(220	)
VF Corp		(11,542	)		(656	)
Victoria's Secret & Co *		(660	)		(34	)
Vista Outdoor Inc *		(2,340	)		(83	)
Visteon Corp *		(1,422	)		(155	)
Wayfair Inc, Cl A *		(576	)		(64	)
Wendy's Co/The		(4,028	)		(88	)
Whirlpool Corp		(1,865	)		(322	)
Williams-Sonoma Inc		(629	)		(91	)
Wingstop Inc, Cl A		(600	)		(70	)
Winnebago Industries		(1,503	)		(81	)
Wolverine World Wide Inc		(2,146	)		(48	)
Wyndham Hotels & Resorts Inc		(2,096	)		(177	)
Wynn Resorts Ltd *		(1,949	)		(155	)
XPEL Inc *		(600	)		(32	)
YETI Holdings Inc *		(2,769	)		(166	)
Yum China Holdings Inc		(7,982	)		(332	)
Yum! Brands Inc		(6,598	)		(782	)
					(78,145	)
Health Care — 0.0%
Azenta		(500	)		(41	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Information Technology — (2.4)%
Advanced Micro Devices Inc *		(7,366	)	$	(805	)
Amphenol Corp, Cl A		(2,884	)		(217	)
Analog Devices Inc		(2,410	)		(398	)
Apple Inc		(41,364	)		(7,223	)
Applied Materials Inc		(4,232	)		(558	)
Arista Networks Inc *		(1,136	)		(158	)
Arrow Electronics Inc, Cl A *		(602	)		(71	)
Broadcom Inc		(1,822	)		(1,147	)
CDW Corp/DE		(805	)		(144	)
Ciena Corp *		(1,100	)		(67	)
Cisco Systems Inc/Delaware		(21,247	)		(1,185	)
Cognex Corp		(1,068	)		(82	)
Corning Inc, Cl B		(3,802	)		(140	)
Dell Technologies Inc, Cl C		(1,424	)		(71	)
Enphase Energy Inc *		(429	)		(87	)
Entegris Inc		(600	)		(79	)
F5 Inc, Cl A *		(397	)		(83	)
First Solar Inc *		(500	)		(42	)
Hewlett Packard Enterprise Co		(6,754	)		(113	)
HP Inc		(5,155	)		(187	)
II-VI Inc *		(482	)		(35	)
Intel Corp		(20,853	)		(1,033	)
Jabil Inc		(722	)		(45	)
Juniper Networks Inc		(2,800	)		(104	)
Keysight Technologies Inc *		(853	)		(135	)
KLA Corp		(622	)		(228	)
Lam Research Corp		(628	)		(338	)
Lattice Semiconductor Corp *		(900	)		(55	)
Lumentum Holdings Inc *		(500	)		(49	)
Marvell Technology		(3,295	)		(236	)
Microchip Technology Inc		(2,186	)		(164	)
Micron Technology Inc		(5,249	)		(409	)
MKS Instruments Inc		(476	)		(71	)
Monolithic Power Systems Inc		(212	)		(103	)
Motorola Solutions Inc		(657	)		(159	)
NetApp Inc		(954	)		(79	)
NVIDIA Corp		(10,992	)		(2,999	)
NXP Semiconductors NV		(1,100	)		(204	)
ON Semiconductor Corp *		(1,723	)		(108	)
Pure Storage Inc, Cl A *		(1,188	)		(42	)
Qorvo Inc *		(461	)		(57	)
QUALCOMM Inc		(5,120	)		(782	)
Skyworks Solutions Inc		(700	)		(93	)
Super Micro Computer Inc *		(1,052	)		(40	)
Synaptics Inc *		(300	)		(60	)
TD SYNNEX		(500	)		(52	)
Teledyne Technologies Inc *		(200	)		(95	)
Teradyne Inc		(729	)		(86	)
Texas Instruments Inc		(4,607	)		(845	)
Trimble Inc *		(1,024	)		(74	)
Universal Display Corp		(154	)		(26	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

305

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Western Digital Corp *		(1,486	)	$	(74	)
Wolfspeed *		(600	)		(68	)
Zebra Technologies Corp, Cl A *		(231	)		(96	)
					(21,901	)
Materials — (1.7)%
Air Products and Chemicals Inc		(2,814	)		(703	)
Albemarle Corp		(1,462	)		(323	)
Alcoa Corp		(2,800	)		(252	)
Allegheny Technologies Inc *		(2,800	)		(75	)
AptarGroup Inc		(900	)		(106	)
Arconic *		(1,800	)		(46	)
Ashland Global Holdings Inc		(900	)		(89	)
Avery Dennison Corp		(1,028	)		(179	)
Avient Corp		(1,300	)		(62	)
Axalta Coating Systems Ltd *		(2,527	)		(62	)
Ball Corp		(4,004	)		(360	)
Berry Global Group Inc *		(2,102	)		(122	)
Cabot Corp		(900	)		(62	)
Celanese Corp, Cl A		(1,372	)		(196	)
CF Industries Holdings Inc		(3,241	)		(334	)
Chemours Co/The		(2,300	)		(72	)
Cleveland-Cliffs Inc *		(5,000	)		(161	)
Commercial Metals Co, Cl A		(1,331	)		(55	)
Compass Minerals International, Cl A		(1,000	)		(63	)
Constellium, Cl A *		(3,000	)		(54	)
Corteva Inc		(8,328	)		(479	)
Crown Holdings Inc		(1,663	)		(208	)
Dow Inc		(10,284	)		(655	)
DuPont de Nemours Inc		(7,793	)		(573	)
Eagle Materials Inc		(500	)		(64	)
Eastman Chemical Co		(1,391	)		(156	)
Ecolab Inc		(3,121	)		(551	)
Element Solutions Inc		(4,200	)		(92	)
FMC Corp		(1,933	)		(254	)
Freeport-McMoRan Inc, Cl B		(18,997	)		(945	)
Graphic Packaging Holding Co		(2,560	)		(51	)
HB Fuller Co		(900	)		(59	)
Hecla Mining Co		(10,500	)		(69	)
Huntsman Corp		(4,031	)		(151	)
Innospec Inc		(1,200	)		(111	)
International Flavors & Fragrances Inc		(3,007	)		(395	)
International Paper Co		(4,993	)		(230	)
Livent Corp *		(2,100	)		(55	)
Louisiana-Pacific Corp		(1,126	)		(70	)
LyondellBasell Industries NV, Cl A		(5,315	)		(547	)
Martin Marietta Materials Inc, Cl A		(873	)		(336	)
Minerals Technologies Inc		(1,800	)		(119	)
Mosaic Co/The		(5,139	)		(342	)
MP Materials *		(400	)		(23	)
Newmont Corp		(9,915	)		(788	)
Nucor Corp		(3,665	)		(545	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
O-I Glass Inc, Cl I *		(5,300	)	$	(70	)
Olin Corp		(2,100	)		(110	)
Packaging Corp of America		(1,302	)		(203	)
PPG Industries Inc		(2,962	)		(388	)
Reliance Steel & Aluminum Co		(1,019	)		(187	)
Royal Gold Inc, Cl A		(900	)		(127	)
RPM International Inc		(2,028	)		(165	)
Scotts Miracle-Gro Co/The, Cl A		(600	)		(74	)
Sealed Air Corp		(1,552	)		(104	)
Sherwin-Williams Co/The, Cl A		(3,312	)		(827	)
Silgan Holdings Inc		(2,100	)		(97	)
Sonoco Products Co		(512	)		(32	)
Southern Copper Corp		(1,175	)		(89	)
Steel Dynamics Inc		(2,754	)		(230	)
Summit Materials Inc, Cl A *		(1,600	)		(50	)
SunCoke Energy Inc		(17,800	)		(159	)
Tronox Holdings		(2,500	)		(50	)
United States Steel Corp		(3,100	)		(117	)
Valvoline Inc		(3,600	)		(114	)
Vulcan Materials Co		(2,121	)		(390	)
Westlake		(1,000	)		(123	)
Westrock Co		(3,254	)		(153	)
					(15,103	)
Total Common Stock Sold Short
(Proceeds $100,925) ($ Thousands)					(120,292	)
FOREIGN COMMON STOCK SOLD SHORT— (0.3)%
United Kingdom — (0.3)%
Adient PLC *		(4,918	)		(201	)
Amcor PLC		(22,368	)		(253	)
Aptiv PLC *		(15,062	)		(1,803	)
					(2,257	)
Total Foreign Common Stock Sold Short
(Proceeds $2,277) ($ Thousands)					(2,257	)
Total Investments Sold Short — (13.6)%
(Proceeds $103,202) ($ Thousands)				$	(122,549	)
	Contracts
PURCHASED OPTIONS* — 0.3%
Total Purchased Options (G)
(Cost $2,604) ($ Thousands)		274		$	2,355

306

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Contracts			Market Value ($ Thousands)
WRITTEN OPTIONS* — (0.2)%
Total Written Options (G)
(Premiums Received $1,746) ($ Thousands)		(290	)	$	(1,377	)

A list of open exchange traded options contracts for the Fund at March 31, 2022, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.3%
Put Options
June 2022, Crude Oil IPE Future*		16		$	1		$	110.00		4/16/2022	$	114
Call Options
June 2022, Crude Oil Future Option*		215			16			100.00		5/21/2022		1,621
June 2022, Crude Oil IPE Future*		43			6			100.00		4/16/2022		620
					22							2,241
Total Purchased Options					23						$	2,355
WRITTEN OPTIONS — (0.2)%
Put Options
June 2022, Crude Oil IPE Future*		(32	)	$	(2	)		105.00		04/16/22	$	(178	)
Call Options
June 2022, Crude Oil Future Option *		(215	)		(8	)		110.00		05/21/22		(922	)
June 2022, Crude Oil IPE Future*		(43	)	$	(3	)		110.00		04/16/22		(277	)
Total Written Options					(13	)					$	(1,377	)

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
RBOB GASOLINE FT ^		15		May-2022	$	2,043	$	1,985	$	(58	)
Brent Crude^		109		Jun-2022		11,940		11,198		(742	)
Coffee C^		1		Jul-2022		84		85		1
Coffee C^		8		May-2022		673		679		6
Coffee C^		20		May-2022		1,884		1,698		(186	)
Copper^		8		May-2022		952		950		(2	)
Copper^		6		Dec-2022		676		712		36
Copper^		40		May-2022		4,584		4,751		167
Corn^		116		May-2022		3,798		4,343		544
Cotton No. 2^		12		May-2022		745		814		69
Cotton No. 2^		22		Jul-2022		1,284		1,453		168
Euro-Bob		140		Jun-2022		20,042		20,073		99
Gasoline^		23		May-2022		3,121		3,044		(78	)
Gold^		59		Jul-2022		11,792		11,529		(263	)
Heating Oil^		12		May-2022		1,382		1,694		312
KC HRW Wheat^		26		May-2022		1,086		1,339		253
KC HRW Wheat^		1		May-2022		54		51		(3	)
Lean Hogs^		19		Jun-2022		869		917		48
Lean Hogs^		44		Jun-2022		2,128		2,123		(5	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

307

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Live Cattle^		20			Jul-2022	$	1,099		$	1,097		$	(2	)
LME Lead^		28			Apr-2022		1,643			1,695			52
LME Lead^		6			Jun-2022		364			363			–
LME Nickel^		14			Apr-2022		3,101			2,698			(403	)
LME Primary Aluminum^		36			Apr-2022		3,084			3,135			52
LME Primary Aluminum^		16			Jun-2022		1,255			1,397			142
LME Zinc^		5			Apr-2022		471			527			56
Low Sulphur Gasoil^		69			May-2022		5,382			6,955			1,573
Natural Gas^		173			Apr-2022		7,631			9,761			2,129
NY Harbor ULSD^		8			May-2022		1,285			1,129			(156	)
Platinum^		7			Jul-2022		358			348			(9	)
Red Wheat^		8			May-2022		429			432			3
Silver^		27			May-2022		3,181			3,393			212
Soybean^		9			Nov-2022		652			639			(13	)
Soybean^		51			May-2022		4,057			4,127			69
Soybean Meal^		21			Dec-2022		877			864			(13	)
Soybean Meal^		56			May-2022		2,547			2,618			71
Soybean Meal^		29			May-2022		1,380			1,356			(24	)
Soybean Oil^		56			May-2022		2,199			2,350			151
Soybean Oil^		60			May-2022		2,622			2,518			(104	)
Sugar No. 11^		220			May-2022		4,626			4,802			176
U.S. 5-Year Treasury Note		136			Jul-2022		16,019			15,597			(421	)
Ultra 10-Year U.S. Treasury Note		61			Jun-2022		8,274			8,264			(10	)
Wheat^		39			May-2022		1,629			1,962			332
Wheat^		13			May-2022		716			654			(62	)
WTI Crude Oil^		42			Apr-2022		3,827			4,212			385
							147,845			152,331			4,552
Short Contracts
Corn^		(11	)		Jul-2022	$	(400	)	$	(403	)	$	(3	)
Corn^		(64	)		May-2022		(2,346	)		(2,396	)		(50	)
Feeder Cattle^		(32	)		May-2022		(2,680	)		(2,665	)		16
Live Cattle^		(4	)		Sep-2022		(220	)		(221	)		(1	)
Live Cattle^		(27	)		Jul-2022		(1,481	)		(1,481	)		–
LME Lead^		(5	)		May-2022		(280	)		(303	)		(23	)
LME Primary Aluminum^		(3	)		May-2022		(196	)		(262	)		(66	)
LME Zinc^		(4	)		Jun-2022		(366	)		(419	)		(53	)
LME Zinc^		(16	)		May-2022		(1,442	)		(1,681	)		(239	)
MSCI EAFE Index		(127	)		Jun-2022		(12,829	)		(13,617	)		(788	)
NYMEX Cocoa^		(83	)		May-2022		(2,124	)		(2,200	)		(76	)
Palladium^		(5	)		Jul-2022		(1,247	)		(1,128	)		120
Platinum^		(28	)		Jul-2022		(1,477	)		(1,394	)		83
S&P 500 Index E-MINI		(125	)		Jun-2022		(26,221	)		(28,317	)		(2,096	)
Silver^		(7	)		May-2022		(818	)		(880	)		(62	)
Soybean^		(12	)		May-2022		(994	)		(971	)		23
Soybean Meal^		(5	)		Jul-2022		(226	)		(230	)		(4	)
Soybean Oil^		(5	)		Jul-2022		(195	)		(206	)		(11	)
Sugar No. 11^		(8	)		Jul-2022		(171	)		(173	)		(2	)
U.S. 2-Year Treasury Note		(149	)		Jul-2022		(31,954	)		(31,576	)		378
U.S. Ultra Long Treasury Bond		(23	)		Jun-2022		(4,213	)		(4,074	)		139
WTI Crude Oil^		(2	)		Apr-2022		(217	)		(201	)		17
WTI Crude Oil^		(4	)		May-2022		(438	)		(394	)		44
							(92,535	)		(95,192	)		(2,654	)
						$	55,310		$	57,139		$	1,898

308

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/22/22		USD	2,241		CAD	2,849	$	41
Brown Brothers Harriman		04/22/22		CAD	1,194		USD	935		(21	)
Brown Brothers Harriman		04/28/22		USD	145		AUD	205		9
Brown Brothers Harriman		04/28/22		AUD	1,116		USD	819		(19	)
Brown Brothers Harriman		05/12/22		USD	7		EUR	6		—
Brown Brothers Harriman		05/12/22		USD	5		EUR	4		—
Brown Brothers Harriman		05/12/22		EUR	111		USD	128		4
Citigroup		04/28/22		USD	2,171		AUD	2,994		78
Citigroup		04/28/22		AUD	11,683		USD	8,250		(525	)
Goldman Sachs		06/16/22		MYR	5,201		USD	1,225		(12	)
Morgan Stanley		04/22/22		CAD	12,283		USD	9,660		(173	)
Morgan Stanley		05/12/22		EUR	3,201		USD	3,664		97
									$	(521	)

A list of the open OTC swap agreements held by the Fund at March 31, 2022 is as follows:

Credit Default Swaps - Sell Protection
Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank		CMBX.BBB.6		3.00%		Monthly		05/11/2063	$	(32	)	$	(8	)	$	(3	)	$	(5	)
Credit Suisse		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(101	)		(25	)		(12	)		(13	)
Deutsche Bank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(192	)		(46	)		(23	)		(23	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(19	)		(5	)		(2	)		(3	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(7	)		(2	)		(1	)		(1	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(31	)		(7	)		(4	)		(3	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(85	)		(21	)		(10	)		(11	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(43	)		(10	)		(5	)		(5	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(27	)		(6	)		(3	)		(3	)
Citibank		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(32	)		(8	)		(4	)		(4	)
Credit Suisse		CMBX.BBB.6		3.00%		Monthly		05/11/2063		(3	)		(1	)		—			(1	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(416	)		(102	)		(29	)		(73	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(250	)		(61	)		(15	)		(46	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(40	)		(10	)		(2	)		(8	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(1,045	)		(254	)		(66	)		(188	)
Credit Suisse		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(217	)		(53	)		(13	)		(40	)
Credit Suisse		CMBX.NA.BBB.6		3.00%		Monthly		12/31/2049		(777	)		(189	)		(45	)		(144	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(108	)		(26	)		(12	)		(14	)
JPMorgan Chase		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(44	)		(11	)		(4	)		(7	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(57	)		(14	)		(7	)		(7	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(89	)		(22	)		(9	)		(13	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(89	)		(22	)		(9	)		(13	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(63	)		(15	)		(7	)		(8	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(44	)		(11	)		(5	)		(6	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(29	)		(7	)		(4	)		(3	)
CGG		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(32	)		(8	)		(4	)		(4	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(20	)		(5	)		(2	)		(3	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(17	)		(4	)		(2	)		(2	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(315	)		(77	)		(41	)		(36	)
JPMorgan Chase		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(192	)		(47	)		(18	)		(29	)
JPMorgan Chase		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(167	)		(41	)		(20	)		(21	)
JPMorgan Chase		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(481	)		(117	)		(56	)		(61	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

309

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Continued)

Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063	$	(62	)	$	(15	)	$	(6	)	$	(9	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(31	)		(7	)		(3	)		(4	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(31	)		(7	)		(3	)		(4	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(15	)		(4	)		(1	)		(3	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(186	)		(45	)		(15	)		(30	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(264	)		(64	)		(41	)		(23	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(189	)		(46	)		(29	)		(17	)
Goldman Sachs		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(212	)		(52	)		(21	)		(31	)
Deutsche Bank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(107	)		(26	)		(12	)		(14	)
Citibank		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(5	)		(1	)		(1	)		—
JPMorgan Chase		CMBX.NA.BBB.6		3.00%		Monthly		05/11/2063		(47	)		(11	)		(4	)		(7	)
Credit Suisse		CMBX-A-.6		2.00%		Monthly		05/11/2063		(1,211	)		(97	)		(25	)		(72	)
													(1,610	)	$	(598	)		(1,012	)

Total Return Swaps
Counterparty	Reference Entity/ Obligation		Fund Pays		Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Macquarie Bank Limited^		MACQUARIE COMMODITY PRODUCT 251E		0.34%		MACQUARIE COMMODITY PRODUCT 251E		Monthly		04/05/2022		USD		(4,083	)	$	(80	)	$	–	$	(80	)
Macquarie Bank Limited^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		US T-BILL HIGH DISCOUNT RATE + 9 BPS		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Monthly		04/13/2022		USD		(5,956	)		(369	)		–		(369	)
Merrill Lynch^		BofA Merrill Lynch Commodity MLBXCS3T Tot Ret		3-Month U.S. Treasury rate plus 16 BPS		BofA Merrill Lynch Commodity MLBXCS3T Tot Ret		Monthly		04/05/2022		USD		(11,378	)		(275	)		–		(275	)
Merrill Lynch^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		US T-BILL HIGH DISCOUNT RATE + 11 BPS		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Monthly		04/13/2022		USD		(28,315	)		(1,756	)		–		(1,756	)
Merrill Lynch^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		US T-BILL HIGH DISCOUNT RATE + 12 BPS		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Monthly		04/13/2022		USD		(4,152	)		(186	)		–		(186	)
Merrill Lynch^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		US T-BILL HIGH DISCOUNT RATE + 11 BPS		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Monthly		04/13/2022		USD		5,948			(123	)		–		(123	)
Societe Generale^		SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061		0.35%		SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061		Monthly		04/05/2022		USD		(5,630	)		(29	)		–		(29	)
Societe Generale^		BLOOMBERG COMMODITY INDEX TOTAL RETURN		US T-BILL HIGH DISCOUNT RATE + 11 BPS		BLOOMBERG COMMODITY INDEX TOTAL RETURN		Monthly		04/13/2022		USD		(11,596	)		239			–		239
Societe Generale^		BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR		US T-BILL HIGH DISCOUNT RATE + 14 BPS		BLOOMBERG COMMODITY INDEX 2 MONTH FORWARD TR		Monthly		04/13/2022		USD		(2,937	)		70			–		70
																$	(2,509	)	$	–	$	(2,509	)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022 is as follows:

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S37.V1 5-Year		5.00%		Quarterly		12/20/2026	$	7,130	$	(453	)	$	(442	)	$	(11	)
CDX.NA.HY.S38.V1 5-Year		1.00%		Quarterly		06/20/2027		79,410		(1,284	)		(1,120	)		(164	)
CDX.NA.HY.S38.V1 5-Year		5.00%		Quarterly		06/20/2027		4,390		(244	)		(209	)		(35	)
China		1.00%		Quarterly		06/20/2027		21,400		(414	)		(408	)		(6	)

310

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Malaysia		1.00%		Quarterly		12/20/2026	$	39,000	$	(696	)	$	(862	)	$	166
Open		1.00%		Quarterly		12/20/2026		79,410		(1,532	)		(1,669	)		137
									$	(4,623	)	$	(4,710	)	$	87

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S37.V1 5-Year		1.00%		Quarterly		12/20/2026	$	(79,410	)	$	1,373	$	1,224	$	149
CDX.NA.HY.S37.V1 5-Year		5.00%		Quarterly		12/20/2026		(2,000	)		127		74		53
CDX.NA.HY.S38.V1 5-Year		5.00%		Quarterly		12/20/2026		(5,130	)		326		287		39
										$	1,826	$	1,585	$	241

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
3-MONTH USD - LIBOR		1.99%		Quarterly		04/21/2025		USD		2,760	$	48		$	–	$	48
2.31%		3 MONTH USD - LIBOR		Quarterly		05/18/2025		USD		2,820		23			–		23
3-MONTH USD - LIBOR		2.49%		Quarterly		06/09/2025		USD		1,710		6			–		6
3-MONTH USD - LIBOR		2.293%		Quarterly		08/04/2025		USD		2,717		24			–		24
3-MONTH USD - LIBOR		1.60%		Quarterly		10/25/2026		USD		6,110		238			–		238
3-MONTH USD - LIBOR		1.66%		Quarterly		11/08/2026		USD		1,490		54			–		54
3-MONTH USD - LIBOR		1.67%		Quarterly		11/09/2026		USD		1,490		53			–		53
USD @ 3.146%		USD CPI		Annually		01/15/2027		USD		6,000		611			–		611
3-MONTH USD - LIBOR		2.44%		Quarterly		04/04/2027		USD		10,400		23			–		23
3-MONTH USD - LIBOR		0.5575%		Quarterly		06/05/2027		USD		15,800		1,470			–		1,470
3-MONTH USD - LIBOR		2.3545%		Quarterly		07/12/2027		USD		1,075		6			–		6
3-MONTH USD - LIBOR		2.1495%		Quarterly		06/04/2029		USD		4,220		73			–		73
3-MONTH USD - LIBOR		1.593%		Quarterly		09/27/2029		USD		2,230		126			–		126
3 MONTH USD- LIBOR		1.6165%		Quarterly		05/21/2031		USD		18,720		1,161			–		1,161
3-MONTH USD - LIBOR		2.631%		Quarterly		11/10/2035		USD		1,190		(33	)		–		(33	)
												3,883			–		3,883

A list of the open reverse repurchase agreements held by the Fund at March 31, 2022 is as follows:

Principal Amount ($ Thousands)			Counterparty	Pay Rate			Value ($ Thousands)
$	(11,612	)	Chase Securities		0.11	%	$	(11,612	)
	(21,483	)	Chase Securities		0.11	%		(21,483	)
	(29,388	)	Chase Securities		0.12	%		(29,388	)
	(38,519	)	Chase Securities		0.32	%		(38,519	)
	(14,874	)	Chase Securities		0.35	%		(14,874	)
	(25,450	)	Chase Securities		0.36	%		(25,450	)
							$	(141,326	)

	Percentages are based on Net Assets of $903,776 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2022.
*	Non-income producing security.
‡	Real Estate Investment Trust.
(A)	Zero coupon security.
(B)	Interest rate represents the security's effective yield at the time of purchase.

(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $92,044 ($ Thousands), representing 10.2% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.
(E)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(F)	Perpetual security with no stated maturity date.
(G)	Refer to table below for details on Options Contracts.
(H)	Security, or portion thereof, has been pledged as collateral on securities sold short.
(I)	Security, or portion thereof, has been pledged as collateral on Reverse Repurchase Agreements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

311

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Inflation Managed Fund (Concluded)

AUD — Australian Dollar

BPs— Basis Points

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

DN— Discount Note

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

HRW— Hard Red Winter

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

LIBOR— London Interbank Offered Rate

LME — London Metal Exchange

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MYR — Malaysian Ringgit

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zloty

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

S&P— Standard & Poor's

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TBA — To Be Announced

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			551,047		–		551,047
Common Stock		280,808			–		–		280,808
Corporate Obligations		–			87,813		–		87,813
Mortgage-Backed Securities		–			55,522		–		55,522
U.S. Government Agency Obligations		–			31,543		–		31,543
Asset-Backed Securities		–			28,965		–		28,965
Foreign Common Stock		2,985			–		–		2,985
Sovereign Debt		–			2,243		–		2,243
Municipal Bonds		–			1,480		–		1,480
Total Investments in Securities		283,793			758,613		–		1,042,406
Securities Sold Short
Common Stock		(120,292	)		–		–		(120,292	)
Foreign Common Stock		(2,257	)		–		–		(2,257	)
Total Securities Sold Short		(122,549	)		–		–		(122,549	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		2,355			–			–		2,355
Written Options		(1,377	)		–			–		(1,377	)
Futures Contracts*
Unrealized Appreciation		7,926			–			–		7,926
Unrealized Depreciation		(6,028	)		–			–		(6,028	)
Forwards Contracts*
Unrealized Appreciation		–			229			–		229
Unrealized Depreciation		–			(750	)		–		(750	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(1,012	)		–		(1,012	)
Total Return Swaps*
Unrealized Appreciation		–			309			–		309
Unrealized Depreciation		–			(2,818	)		–		(2,818	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			3,916			–		3,916
Unrealized Depreciation		–			(33	)		–		(33	)
Credit Default Swaps*
Unrealized Appreciation		–			544			–		544
Unrealized Depreciation		–			(216	)		–		(216	)
Reverse Repurchase Agreements		–			(141,326	)		–		(141,326	)
Total Other Financial Instruments		2,876			(141,157	)		–		(138,281	)

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

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

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

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

312

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 31.3%
AT&T
0.350%, 04/12/2022 (A)(B)	$	13,100	$	13,097
Aviation Capital Group
0.950%, 04/01/2022 (A)(B)		12,950		12,950
Canadian Natural Resources
0.000%, 04/25/2022 (A)(B)		13,000		12,991
Centennial Energy Holdings
0.801%, 04/01/2022 (A)(B)		5,200		5,200
0.500%, 04/07/2022 (A)(B)		4,800		4,799
Cigna
0.751%, 04/22/2022 (A)(B)		12,900		12,894
Crown Castle International
1.301%, 04/26/2022 (A)(B)		10,000		9,993
0.701%, 04/06/2022 (A)(B)		2,900		2,900
Enbridge US
0.981%, 04/12/2022 (A)(B)		6,100		6,098
0.801%, 04/13/2022 (A)(B)		5,900		5,898
Energy Transfer
0.950%, 04/07/2022 (B)		10,050		10,049
Fortive
0.920%, 04/05/2022 (A)(B)		12,000		11,999
General Motors Financial
0.850%, 04/04/2022 (A)(B)		10,000		9,999
Harley-Davidson Financial Services
1.706%, 04/05/2022 (A)(B)		8,000		7,999
International Flavors & Fragrances
1.301%, 04/14/2022 (A)(B)		7,750		7,748
Jabil
0.750%, 04/01/2022 (A)(B)		13,000		13,000
National Fuel Gas
1.051%, 04/08/2022 (B)		6,500		6,499
Nutrien
0.550%, 04/08/2022 (A)(B)		13,000		12,998
Parker-Hannifin
0.751%, 04/05/2022 (A)(B)		11,000		10,999
0.601%, 04/19/2022 (A)(B)		1,900		1,900
Rogers Communications
1.020%, 04/07/2022 (A)(B)		12,750		12,749
Viatris
1.101%, 04/01/2022 (A)(B)		12,550		12,550

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Walgreens Boots Alliance
1.051%, 05/13/2022 (A)(B)	$	13,100	$	13,083
Total Commercial Paper
(Cost $218,389) ($ Thousands)				218,392
	Shares
EXCHANGE TRADED FUNDS — 8.5%
Italy — 0.0%
Lyxor FTSE MIB UCITS ETF		4,800		130
United States — 8.5%
Energy Select Sector SPDR Fund		12,731		973
Financial Select Sector SPDR Fund		6,381		245
Industrial Select Sector SPDR Fund		2,532		261
Invesco QQQ Trust Series, Ser 1		3,900		1,414
iShares China Large-Cap ETF		3,744		120
iShares Core S&P 500 ETF		67,415		30,585
Materials Select Sector SPDR Fund		9,217		812
SPDR S&P Homebuilders ETF		2,335		148
Vanguard Health Care ETF		1,013		258
Vanguard Intermediate-Term Corporate Bond ETF		7,891		679
Vanguard Long-Term Corporate Bond ETF		36,730		3,440
Vanguard S&P 500 ETF		45,998		19,097
Vanguard Small-Capital ETF		1,706		363
WisdomTree Japan Hedged Equity Fund		3,982		255
Xtrackers Harvest CSI 300 China A-Shares ETF		6,905		228
Total Exchange Traded Funds
(Cost $39,584) ($ Thousands)				59,008
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS — 3.4%
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		422		558
3.625%, 04/15/2028		234		297
3.375%, 04/15/2032		76		107
2.500%, 01/15/2029		260		316
2.375%, 01/15/2025		480		533
2.375%, 01/15/2027		259		300
2.125%, 02/15/2040		128		181
2.125%, 02/15/2041		228		322
2.000%, 01/15/2026		124		139
1.750%, 01/15/2028		350		401
1.375%, 02/15/2044		434		556
1.000%, 02/15/2046		224		272
1.000%, 02/15/2048		209		260
1.000%, 02/15/2049		163		204
0.875%, 01/15/2029		447		493
0.875%, 02/15/2047		254		303
0.750%, 07/15/2028		529		579

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

313

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.750%, 02/15/2042	$	284	$	324
0.750%, 02/15/2045		421		482
0.625%, 01/15/2024		1,180		1,241
0.625%, 01/15/2026		521		555
0.625%, 02/15/2043		283		315
0.500%, 04/15/2024		439		462
0.500%, 01/15/2028		682		730
0.375%, 07/15/2023		1,259		1,321
0.375%, 07/15/2025		703		744
0.375%, 01/15/2027		597		633
0.375%, 07/15/2027		655		698
0.250%, 01/15/2025		818		858
0.250%, 07/15/2029		590		630
0.250%, 02/15/2050		269		283
0.125%, 07/15/2024		277		291
0.125%, 10/15/2024		903		945
0.125%, 04/15/2025		732		765
0.125%, 10/15/2025		622		651
0.125%, 10/15/2025		4		4
0.125%, 04/15/2026		283		296
0.125%, 07/15/2026		647		680
0.125%, 10/15/2026		608		639
0.125%, 01/15/2030		734		774
0.125%, 07/15/2030		691		732
0.125%, 01/15/2031		754		798
0.125%, 07/15/2031		700		745
0.125%, 01/15/2032		570		607
0.125%, 02/15/2051		267		273
0.125%, 02/15/2052		161		167
Total U.S. Treasury Obligations
(Cost $22,735) ($ Thousands)				23,464
SOVEREIGN DEBT — 3.0%
Japanese Government CPI Linked Bond
0.100%, 03/10/2026	JPY	1,358,328		11,707
0.100%, 03/10/2027		1,085,946		9,543
Total Sovereign Debt
(Cost $23,571) ($ Thousands)				21,250
U.S. GOVERNMENT AGENCY OBLIGATION — 1.8%
FHLB
1.375%, 02/17/2023	$	12,910		12,885
Total U.S. Government Agency Obligation
(Cost $13,038) ($ Thousands)				12,885

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 1.1%
Canada — 0.1%
Bank of Nova Scotia		783	$	56
BCE Inc		1,071		60
Canadian Pacific Railway		1,591		131
Enbridge		2,604		120
Kinross Gold		10,609		62
Yamana Gold		22,323		125
				554
United States — 1.0%
Communication Services — 0.1%
Meta Platforms Inc, Cl A *		426		95
Walt Disney Co/The *		1,122		154
World Wrestling Entertainment Inc, Cl A		6,681		417
				666
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		277		57
Amazon.com Inc, Cl A *		57		186
Caesars Entertainment Inc *		1,744		135
Carnival Corp *		7,276		147
Hanesbrands Inc		7,241		108
MGM Resorts International		9,936		417
Newell Brands Inc, Cl B		2,442		52
Norwegian Cruise Line Holdings Ltd *		13,996		306
				1,408
Consumer Staples — 0.1%
Altria Group Inc		1,095		57
Archer-Daniels-Midland Co		720		65
Church & Dwight Co Inc		596		59
Constellation Brands Inc, Cl A		536		123
Hormel Foods Corp		1,145		59
Kellogg Co		909		59
Keurig Dr Pepper Inc		1,497		57
Kimberly-Clark Corp		891		110
Philip Morris International Inc		564		53
Pilgrim's Pride Corp *		2,363		59
				701
Energy — 0.0%
Chevron Corp		375		61
Exxon Mobil Corp		1,436		118
HF Sinclair Corp		1,874		75
Magellan Midstream Partners (C)		2,358		116
TC Energy		1,051		59
				429
Financials — 0.1%
Aflac Inc		961		62
Allstate Corp/The		467		65
Berkshire Hathaway Inc, Cl B *		179		63
Cboe Global Markets Inc		975		111
Intercontinental Exchange Inc		445		59
OneMain Holdings Inc, Cl A		1,196		57

314

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Starwood Property Trust Inc ‡		2,420	$	58
				475
Health Care — 0.0%
Alcon		753		60
AmerisourceBergen Corp, Cl A		404		62
Avantor Inc *		1,658		56
Baxter International Inc		678		53
Bristol-Myers Squibb Co		840		61
McKesson Corp		211		65
Viatris Inc, Cl W *		316		3
				360
Industrials — 0.1%
AGCO Corp		450		66
CH Robinson Worldwide Inc		562		60
Delta Air Lines Inc, Cl A *		1,243		49
Fortive Corp		1,801		110
Illinois Tool Works Inc		270		57
Lockheed Martin Corp		128		56
Masco Corp		2,057		105
Oshkosh Corp		1,052		106
Otis Worldwide Corp		734		56
PACCAR Inc		631		56
				721
Information Technology — 0.1%
Apple Inc		2,508		438
Materials — 0.0%
Agnico Eagle Mines		1,099		67
Corteva Inc		1,127		65
Franco-Nevada		382		61
International Paper Co		1,376		64
				257
Real Estate — 0.1%
Extra Space Storage Inc ‡		298		61
Healthpeak Properties Inc ‡		1,835		63
Iron Mountain Inc ‡		1,145		64
Mid-America Apartment Communities Inc ‡		278		58
Realty Income Corp ‡		875		61
STAG Industrial Inc ‡		2,945		122
STORE Capital Corp ‡		1,891		55
VICI Properties Inc ‡		2,007		57
Vornado Realty Trust ‡		2,684		122
WP Carey Inc ‡		735		59
				722
Utilities — 0.2%
American Electric Power Co Inc		634		63
CenterPoint Energy Inc		2,086		64
Dominion Energy Inc		1,443		123
Duke Energy Corp		574		64
Edison International		1,793		126
Entergy Corp		542		63
Exelon Corp		2,704		129
FirstEnergy Corp		1,387		64

Description		Shares			Market Value ($ Thousands)
COMMON STOCK (continued)
NiSource Inc			1,981		$	63
Pinnacle West Capital Corp			819			64
Public Service Enterprise Group Inc			884			62
Sempra Energy			390			65
Southern Co/The			895			65
Xcel Energy Inc			1,712			123
						1,138
						7,315
Total Common Stock
(Cost $7,227) ($ Thousands)	��					7,869
Total Investments in Securities — 49.1%
(Cost $324,544) ($ Thousands)					$	342,868
		Contracts
PURCHASED OPTION* — 0.0%
Total Purchased Option (D)
(Cost $69) ($ Thousands)			199		$	299
WRITTEN OPTION* — (0.0)%
Total Written Option (D)
(Premiums Received $11) ($ Thousands)			(199	)	$	(51	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

315

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund (Continued)

A list of open exchange traded options held by the Fund at March 31, 2022, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Call Options
QQQ US 05/20/22 C360 Long*		199		$	69		$	433.00		5/21/2022	$	299
Total Purchased Option				$	69						$	299
WRITTEN OPTION — (0.0)%
Call Options
QQQ US 05/20/22 C390 Short*		(199	)	$	(11	)		390.00		05/21/22	$	(51	)
Total Written Option				$	(11	)					$	(51	)

^†Represents cost.

A list of the open futures contracts held by the Fund at March 31, 2022, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Amsterdam Index		2			Apr-2022	$	294		$	322		$	24
Australian 3-Year Bond		325			Jun-2022		26,155			26,819			(353	)
CAC40 10 Euro Index		2			Apr-2022		138			148			8
Canadian 10-Year Bond		55			Jun-2022		5,867			5,749			(227	)
DAX Index		2			Jun-2022		759			803			33
Euro STOXX 50		21			Jun-2022		899			893			(9	)
FTSE 100 Index		12			Jun-2022		1,184			1,183			(4	)
FTSE MIB Index		1			Jun-2022		125			136			9
Hang Seng Index		6			May-2022		840			842			3
IBEX		4			Apr-2022		358			375			11
Long Gilt 10-Year Bond		19			Jul-2022		3,157			3,033			(24	)
MSCI EAFE Index		67			Jun-2022		6,782			7,184			402
MSCI Emerging Markets		88			Jun-2022		4,666			4,952			286
MSCI Singapore Index		2			May-2022		50			49			–
NASDAQ 100 Index E-MINI		5			Jun-2022		1,304			1,487			183
NASDAQ 100 Index Micro E-MINI		26			Jun-2022		678			773			95
Nikkei 225 Index		27			Jun-2022		573			619			75
OMX Stockholm 30		38			Apr-2022		859			850			(18	)
OMX Stockholm 30		25			Apr-2022		532			559			10
Russell 2000 Index E-MINI		11			Jun-2022		1,066			1,137			71
S&P 500 Index E-MINI		9			Jun-2022		1,874			2,039			165
S&P Mid Cap 400 Index E-MINI		11			Jun-2022		2,833			2,958			125
S&P TSX 60 Index		5			Jun-2022		1,005			1,054			26
SPI 200 Index		6			Jun-2022		769			842			46
U.S. 2-Year Treasury Note		248			Jul-2022		53,247			52,557			(690	)
U.S. 5-Year Treasury Note		152			Jul-2022		17,877			17,433			(444	)
U.S. 10-Year Treasury Note		92			Jun-2022		11,628			11,305			(323	)
U.S. Ultra Long Treasury Bond		1			Jun-2022		182			177			(5	)
							145,701			146,278			(525	)
Short Contracts
Euro STOXX 50		(7	)		Jun-2022	$	(279	)	$	(298	)	$	(15	)
Japanese 10-Year Bond		(11	)		Jun-2022		(14,344	)		(13,567	)		96
Nikkei 225 Index		(10	)		Jun-2022		(1,413	)		(1,379	)		34
S&P 500 Index E-MINI		(109	)		Jun-2022		(23,151	)		(24,693	)		(1,542	)

316

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
SPI 200 Index		(5	)		Jun-2022	$	(669	)	$	(702	)	$	(23	)
							(39,856	)		(40,639	)		(1,450	)
						$	105,845		$	105,639		$	(1,975	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2022, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		04/07/22		INR	37,385		USD	491	$	(2	)
Bank of America		04/28/22		USD	674		JPY	77,869		(32	)
Bank of America		04/28/22 - 04/29/22		USD	1,631		TWD	45,637		(34	)
Bank of America		04/28/22		USD	1,701		KRW	2,059,666		(3	)
Bank of America		04/28/22		TWD	9,231		USD	336		13
Bank of America		04/28/22		PHP	29,354		USD	568		2
Bank of America		04/28/22		PHP	45,944		USD	885		(1	)
Bank of America		05/12/22		USD	2,004		EUR	1,814		17
Barclays PLC		04/07/22		USD	770		INR	57,921		(7	)
Barclays PLC		04/07/22		INR	16,338		USD	219		4
Barclays PLC		04/28/22		USD	1,114		AUD	1,573		67
Barclays PLC		04/28/22		USD	1,402		KRW	1,666,686		(29	)
Barclays PLC		04/28/22		AUD	3,377		USD	2,391		(145	)
Barclays PLC		04/28/22		PHP	34,416		USD	656		(7	)
Barclays PLC		04/28/22		KRW	996,648		USD	837		15
Barclays PLC		05/25/22		CLP	299		USD	0		—
Barclays PLC		06/10/22		USD	635		NZD	933		12
Barclays PLC		06/16/22		MYR	6,375		USD	1,504		(12	)
BNP Paribas		05/12/22		USD	2,114		EUR	1,869		(32	)
Brown Brothers Harriman		04/13/22		USD	75		CHF	69		—
Brown Brothers Harriman		04/13/22		USD	481		CHF	440		(2	)
Brown Brothers Harriman		04/20/22		EUR	71		USD	78		(1	)
Brown Brothers Harriman		04/20/22		CAD	476		USD	380		(1	)
Brown Brothers Harriman		04/20/22		USD	477		EUR	429		1
Brown Brothers Harriman		04/20/22 - 04/28/22		USD	244		JPY	29,671		1
Brown Brothers Harriman		04/28/22		USD	421		JPY	48,252		(23	)
Brown Brothers Harriman		04/20/22		USD	766		NOK	6,891		22
Brown Brothers Harriman		04/20/22		CHF	774		USD	833		(8	)
Brown Brothers Harriman		04/20/22		USD	892		SEK	8,480		19
Brown Brothers Harriman		04/21/22		ZAR	49		USD	3		—
Brown Brothers Harriman		04/21/22		ZAR	47		USD	3		—
Brown Brothers Harriman		04/21/22		USD	469		SGD	632		(2	)
Brown Brothers Harriman		04/21/22		SGD	633		USD	470		3
Brown Brothers Harriman		04/21/22		USD	801		ZAR	12,382		44
Brown Brothers Harriman		04/22/22		USD	2		CAD	2		—
Brown Brothers Harriman		04/28/22		AUD	597		USD	449		1
Brown Brothers Harriman		04/28/22		USD	3,025		AUD	4,122		71
Brown Brothers Harriman		05/06/22		CZK	101		USD	4		—
Brown Brothers Harriman		05/06/22		EUR	248		PLN	1,243		22
Brown Brothers Harriman		05/06/22		EUR	268		HUF	99,290		1
Brown Brothers Harriman		05/06/22		USD	318		PLN	1,387		13

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

317

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		05/06/22		USD	484		CZK	10,884	$	10
Brown Brothers Harriman		05/06/22		USD	418		HUF	141,518		9
Brown Brothers Harriman		05/06/22		USD	735		HUF	232,561		(34	)
Brown Brothers Harriman		05/06/22		PLN	1,245		EUR	262		(6	)
Brown Brothers Harriman		05/06/22		PLN	1,387		USD	344		13
Brown Brothers Harriman		05/06/22		HUF	99,135		EUR	249		(22	)
Brown Brothers Harriman		05/06/22		HUF	103,584		USD	328		16
Brown Brothers Harriman		05/12/22		USD	172		EUR	150		(5	)
Brown Brothers Harriman		05/19/22		USD	4		MXN	90		—
Brown Brothers Harriman		06/09/22		USD	447		GBP	342		3
Brown Brothers Harriman		06/10/22		USD	219		NZD	322		5
Brown Brothers Harriman		06/16/22		USD	1,740		THB	57,991		7
Brown Brothers Harriman		06/16/22		THB	14,832		USD	448		1
Brown Brothers Harriman		06/16/22		THB	99,101		USD	2,959		(25	)
Brown Brothers Harriman		06/17/22		USD	1		SEK	5		—
Brown Brothers Harriman		06/17/22		USD	344		NOK	3,025		2
Citigroup		05/06/22		USD	1,262		CZK	27,333		(22	)
Citigroup		05/12/22		EUR	853		USD	934		(17	)
Credit Suisse First Boston		04/20/22		GBP	412		USD	543		1
Credit Suisse First Boston		04/20/22		USD	753		GBP	577		6
Credit Suisse First Boston		04/20/22		NZD	1,067		USD	724		(17	)
Credit Suisse First Boston		04/20/22		USD	1,031		JPY	125,771		5
Credit Suisse First Boston		04/28/22		USD	630		JPY	72,353		(33	)
Credit Suisse First Boston		04/20/22 - 05/12/22		EUR	2,936		USD	3,249		(21	)
Credit Suisse First Boston		04/21/22		USD	564		ZAR	8,527		18
Credit Suisse First Boston		04/22/22		CAD	1,352		USD	1,062		(20	)
Credit Suisse First Boston		04/28/22		USD	1,215		AUD	1,647		22
Credit Suisse First Boston		05/06/22		USD	591		PLN	2,540		17
Credit Suisse First Boston		05/06/22		CZK	38,163		USD	1,673		(58	)
Credit Suisse First Boston		05/06/22		HUF	188,022		USD	547		(20	)
Credit Suisse First Boston		05/18/22		USD	1,037		CNH	6,597		(1	)
Credit Suisse First Boston		05/18/22		CNH	3,986		USD	626		—
Credit Suisse First Boston		05/18/22		CNY	4,241		USD	666		(1	)
Deutsche Bank		04/07/22		INR	80,669		USD	1,071		7
Deutsche Bank		04/13/22		EUR	798		CHF	824		8
Deutsche Bank		04/13/22 - 05/12/22		USD	1,868		EUR	1,705		31
Deutsche Bank		04/13/22		CHF	1,951		USD	2,113		(8	)
Deutsche Bank		04/20/22		USD	634		NOK	5,565		2
Deutsche Bank		04/20/22		EUR	645		USD	710		(8	)
Deutsche Bank		04/20/22		NZD	1,431		USD	975		(20	)
Deutsche Bank		04/20/22 - 04/22/22		USD	3,711		CAD	4,732		78
Deutsche Bank		04/20/22		JPY	104,039		USD	897		39
Deutsche Bank		04/21/22		ZAR	16,165		USD	1,106		2
Deutsche Bank		04/21/22		ZAR	30,653		USD	2,022		(70	)
Deutsche Bank		04/22/22		CAD	1,408		USD	1,125		(2	)
Deutsche Bank		04/28/22		USD	580		KRW	720,439		14
Deutsche Bank		04/28/22		USD	902		JPY	103,553		(49	)
Deutsche Bank		04/28/22		USD	1,837		IDR	26,535,783		12
Deutsche Bank		04/28/22		USD	1,288		IDR	18,430,953		(4	)

318

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Deutsche Bank		04/28/22		PHP	21,448		USD	414	$	—
Deutsche Bank		04/28/22		KRW	3,322,395		USD	2,710		(28	)
Deutsche Bank		04/28/22		IDR	14,417,907		USD	1,000		(5	)
Deutsche Bank		05/03/22		USD	1,911		BRL	9,265		20
Deutsche Bank		05/06/22		USD	1,061		CZK	24,077		31
Deutsche Bank		05/06/22		USD	1,362		PLN	5,896		48
Deutsche Bank		05/06/22		PLN	2,105		USD	523		19
Deutsche Bank		05/06/22		CZK	24,038		USD	1,096		6
Deutsche Bank		05/18/22		CNH	8,959		USD	1,401		(7	)
Deutsche Bank		05/18/22		CNY	10,718		USD	1,676		(9	)
Deutsche Bank		05/25/22		PEN	1,570		USD	415		(6	)
Goldman Sachs		04/04/22		USD	3,546		BRL	18,020		242
Goldman Sachs		04/04/22		BRL	8,756		USD	1,705		(135	)
Goldman Sachs		04/07/22		USD	1,541		INR	117,890		14
Goldman Sachs		04/07/22		USD	221		INR	16,709		(1	)
Goldman Sachs		04/07/22		INR	12,462		USD	164		(1	)
Goldman Sachs		04/20/22		USD	547		GBP	413		(3	)
Goldman Sachs		04/20/22		USD	711		AUD	956		7
Goldman Sachs		04/20/22 - 04/28/22		USD	883		JPY	106,032		(9	)
Goldman Sachs		04/20/22		EUR	920		USD	1,016		(9	)
Goldman Sachs		04/20/22		AUD	1,219		USD	898		(18	)
Goldman Sachs		04/21/22		USD	3,119		ZAR	46,896		82
Goldman Sachs		04/28/22		USD	754		KRW	903,578		(9	)
Goldman Sachs		04/28/22		USD	1,840		IDR	26,315,191		(6	)
Goldman Sachs		04/28/22		USD	4,571		PHP	237,720		14
Goldman Sachs		04/28/22		USD	651		PHP	33,578		(4	)
Goldman Sachs		04/28/22		PHP	23,226		USD	450		3
Goldman Sachs		04/28/22		PHP	78,036		USD	1,500		(4	)
Goldman Sachs		04/28/22		KRW	3,488,053		USD	2,903		28
Goldman Sachs		04/28/22		KRW	446,369		USD	361		(8	)
Goldman Sachs		04/28/22		IDR	33,244,184		USD	2,321		4
Goldman Sachs		04/28/22		IDR	20,073,057		USD	1,392		(7	)
Goldman Sachs		05/06/22		USD	492		CZK	10,931		4
Goldman Sachs		05/06/22		USD	704		HUF	231,994		(5	)
Goldman Sachs		05/06/22		PLN	5,882		USD	1,368		(39	)
Goldman Sachs		05/06/22		CZK	40,781		USD	1,800		(51	)
Goldman Sachs		05/18/22		USD	995		CNH	6,321		(2	)
Goldman Sachs		05/25/22		USD	665		COP	2,553,381		11
Goldman Sachs		05/25/22		PEN	889		USD	235		(4	)
Goldman Sachs		05/25/22		USD	945		CLP	768,750		23
Goldman Sachs		05/25/22		USD	725		CLP	570,005		(8	)
Goldman Sachs		06/16/22		USD	4,338		MYR	18,411		40
Goldman Sachs		06/16/22		USD	8,019		MYR	33,674		(12	)
Goldman Sachs		06/16/22		MYR	10,746		USD	2,558		3
Goldman Sachs		06/16/22		MYR	28,127		USD	6,654		(34	)
HSBC		04/28/22		USD	1,583		KRW	1,901,609		(15	)
HSBC		04/28/22		USD	1,771		PHP	91,535		(6	)
HSBC		04/28/22		AUD	3,472		USD	2,472		(136	)
HSBC		04/28/22 - 04/29/22		TWD	36,526		USD	1,312		35

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

319

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
HSBC		04/28/22		PHP	114,417		USD	2,217	$	11
HSBC		04/28/22		JPY	152,268		USD	1,319		64
HSBC		04/28/22		KRW	699,902		USD	571		(6	)
HSBC		04/28/22		KRW	1,127,445		USD	942		13
HSBC		05/25/22		COP	2,527,041		USD	665		(4	)
JPMorgan Chase Bank		04/20/22		EUR	678		USD	747		(8	)
JPMorgan Chase Bank		04/20/22		CHF	881		USD	955		(3	)
JPMorgan Chase Bank		04/20/22		USD	920		JPY	111,781		2
JPMorgan Chase Bank		04/20/22		SEK	4,677		USD	501		(1	)
JPMorgan Chase Bank		05/25/22		USD	652		PEN	2,446		3
Montgomery/Bank of America		04/07/22		INR	58,292		USD	774		6
Morgan Stanley		04/13/22		EUR	600		CHF	613		(2	)
Morgan Stanley		04/13/22		CHF	824		USD	901		5
Morgan Stanley		04/21/22		USD	2,044		ZAR	31,318		94
Morgan Stanley		04/21/22		ZAR	49,281		USD	3,202		(162	)
Morgan Stanley		04/22/22		USD	807		CAD	1,027		14
Morgan Stanley		04/28/22		USD	734		AUD	1,002		19
Morgan Stanley		04/28/22		AUD	1,538		USD	1,100		(55	)
Morgan Stanley		04/28/22		JPY	193,445		USD	1,676		81
Morgan Stanley		05/06/22		USD	528		PLN	2,105		(24	)
Morgan Stanley		05/12/22		EUR	991		USD	1,116		12
Morgan Stanley		05/12/22		EUR	901		USD	1,002		(1	)
Morgan Stanley		05/18/22		USD	669		CNY	4,246		(1	)
Morgan Stanley		05/19/22		USD	888		MXP	18,189		16
Morgan Stanley		06/09/22		GBP	1,148		USD	1,500		(11	)
Morgan Stanley		06/09/22		USD	1,741		GBP	1,332		13
Morgan Stanley		06/10/22		USD	903		NZD	1,294		(4	)
Morgan Stanley		06/16/22		USD	464		MYR	1,960		2
Morgan Stanley		06/16/22		MYR	4,155		USD	979		(9	)
Morgan Stanley		07/07/22		INR	12,626		USD	165		—
Standard Bank		04/28/22		USD	1,409		JPY	161,830		(74	)
Standard Bank		04/28/22		JPY	10,382,975		USD	90,370		4,768
Standard Chartered		04/28/22		PHP	64,717		USD	1,232		(17	)
Standard Chartered		04/28/22		IDR	19,755,003		USD	1,368		(8	)
UBS		04/13/22		USD	790		EUR	698		(14	)
UBS		04/28/22		USD	1,119		AUD	1,560		52
UBS		04/28/22		AUD	1,394		USD	1,006		(41	)
									$	4,635

320

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

A list of the open OTC swap agreements held by the Fund at March 31, 2022 is as follows:

Variance Swaps
Counterparty	Reference Entity/ Obligation	Volatility Strike Price		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Bank of America Merrill Lynch	USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		35	$	(13	)	$	–	$	(13	)
Bank of America Merrill Lynch	USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		120		(45	)		–		(45	)
												$	(58	)	$	–	$	(58	)

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Morgan Stanley

SWISS MKT IDX FUTURE

9297788

Morgan Stanley

Annual

06/17/2022

USD

364

$

3

$

–

$

3

$

3

$

–

$

3

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2022 is as follows:

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX.NA.HY.S37V1-5Y		24.523%		Quarterly		12/20/2026	$	2,970	$	189	$	257	$	(68	)
CDX.NA.IG.S37V1-5Y		23.991%		Quarterly		12/20/2026		2,500		43		57		(14	)
ITRAXX.XOVER.S36V1-5Y		27.214%		Quarterly		12/20/2026		570		50		73		(23	)
									$	282	$	387	$	(105	)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
6-MONTH AUD - BBSW		2.067%		Semi-Annual		11/15/2031		USD		980	$	(62	)	$	–	$	(62	)
3-MONTH NZD - BKBM		2.695%		Semi-Annual		11/16/2031		USD		810		(32	)		–		(32	)
6-MONTH AUD - BBSW		2.074%		Semi-Annual		11/22/2031		USD		1,510		(94	)		–		(94	)
3-MONTH NZD - BKBM		2.800%		Semi-Annual		11/23/2031		USD		1,340		(45	)		–		(45	)
6-MONTH AUD - BBSW		2.033%		Semi-Annual		01/05/2032		USD		3,780		(248	)		–		(248	)
3-MONTH NZD - BKBM		2.641%		Semi-Annual		01/06/2032		USD		3,620		(157	)		–		(157	)
											$	(638	)	$	–	$	(638	)

	Percentages are based on Net Assets of $698,129 ($ Thousands).
*	Non-income producing security.
‡	Real Estate Investment Trust.
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2022, the value of these securities amounted to $201,844 ($ Thousands), representing 28.9% of the Net Assets of the Fund.
(B)	Interest rate represents the security's effective yield at the time of purchase.
(C)	Security is a Master Limited Partnership. At March 31, 2022, such securities amounted to $116 ($ Thousands), or 0.0% of the Net Assets of the Fund (See Note 2).
(D)	Refer to table below for details on Options Contracts.

AUD — Australian Dollar

BRL — Brazilian Real

CAC40 — Cotation Assistée en Continu

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CPI — Consumer Price Index

CSI — Commodity Selection Index

CZK — Czech Koruna

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

321

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2022

Multi-Asset Capital Stability Fund (Concluded)

ETF — Exchange-Traded Fund

EUR — Euro

FHLB — Federal Home Loan Bank

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HUF — Hungarian Forint

IBEX — Spanish Stock Exchange Index

IDR — Indonesian Rupiah

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

Ltd. — Limited

MIB — Milano Indice di Borsa

MSCI — Morgan Stanley Capital International

MYR — Malaysian Ringgit

NASDAQ – National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Option Market Index

PEN — Peruvian Sol

PHP — Philippine Peso

PLC — Public Limited Company

PLN — Polish Zloty

S&P— Standard & Poor's

SEK — Swedish Krona

Ser — Series

SGD — Singapore Dollar

SPDR — Standard & Poor's Depository Receipt

SPI — Share Price Index

THB — Thai Baht

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

UCITS — Undertakings for the Collective Investment in Transferable Securities

USD — U.S. Dollar

ZAR — South African Rand

The following is a summary of the level of inputs used as of March 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Commercial Paper		–		218,392		–		218,392
Exchange Traded Funds		59,008		–		–		59,008
U.S. Treasury Obligations		–		23,464		–		23,464
Sovereign Debt		–		21,250		–		21,250
U.S. Government Agency Obligation		–		12,885		–		12,885
Common Stock		7,869		–		–		7,869
Total Investments in Securities		66,877		275,991		–		342,868

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		299			–			–		299
Written Options		(51	)		–			–		(51	)
Futures Contracts*
Unrealized Appreciation		1,702			–			–		1,702
Unrealized Depreciation		(3,677	)		–			–		(3,677	)
Forwards Contracts*
Unrealized Appreciation		–			6,465			–		6,465
Unrealized Depreciation		–			(1,830	)		–		(1,830	)
OTC Swaps
Variance Swaps*
Unrealized Depreciation		–			(58	)		–		(58	)
Total Return Swaps*
Unrealized Appreciation		–			3			–		3
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(105	)		–		(105	)
Interest Rate Swaps*
Unrealized Depreciation		–			(638	)		–		(638	)
Total Other Financial Instruments		(1,727	)		3,837			–		2,110

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

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

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

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

322

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STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Large Cap Fund			Large Cap Value Fund
Assets:
Investments, at value †	$	2,044,991	*	$	1,514,563	*
Affiliated investments, at value ††		23,398			11,737
Cash and cash equivalents		24			–
Cash pledged as collateral on futures contracts		546			200
Foreign currency, at value †††		–			–
Receivable for fund shares sold		4,737			832
Receivable for investment securities sold		11,407			–
Dividends and interest receivable		2,158			2,958
Foreign tax reclaim receivable		43			215
Prepaid expenses		54			39
Total Assets		2,087,358			1,530,544
Liabilities:
Payable for investment securities purchased		11,058			–
Payable upon return on securities loaned		8,012			3,571
Payable for fund shares redeemed		1,961			1,490
Administration fees payable		441			395
Shareholder servicing fees payable Class F		409			291
Shareholder servicing fees payable Class I		–			1
Payable for Variation Margin on Futures Contracts		150			55
Investment advisory fees payable		628			444
Chief Compliance Officer fees payable		3			2
Trustees fees payable		–			–
Administration servicing fees payable Class I		–			–
Accrued expense payable		237			167
Total Liabilities		22,899			6,416
Net Assets	$	2,064,459		$	1,524,128
† Cost of investments and repurchase agreements	$	1,271,929		$	1,005,158
†† Cost of affiliated investments		23,391			11,737
††† Cost of foreign currency		–			–
††††† Cost (premiums received)		–			–
†††††† Cost (premiums received)		–			–
* Includes market value of securities on loan		7,588			3,274

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

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

324

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Large Cap Growth Fund			Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund		Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	1,602,553	*	$	1,096,723	*	$	4,552,280	*	$	983,306	$	624,564	*	$	429,234	*	$	382,469	*	$	974,519	*
	54,407			9,619			21,901			3,430		29,057			16,971			19,060			29,027
	75			8			36			5		972			3			417			4
	2,400			459			–			264		–			–			18			–
	–			–			136			–		–			–			–			–
	734			1,718			4,434			187		1,408			282			247			1,171
	6,040			–			–			832		4,507			2,793			2,944			8,273
	169			709			4,865			602		451			496			122			867
	19			–			163			12		–			–			–			–
	43			13			111			25		17			11			10			26
	1,666,440			1,109,249			4,583,926			988,663		660,976			449,790			405,287			1,013,887
	6,931			1,812			–			–		5,924			2,545			3,121			10,998
	4,904			912			15,727			–		15,175			6,843			9,909			6,869
	734			661			2,635			208		524			471			206			455
	386			87			807			117		158			109			96			245
	285			92			847			41		128			77			72			164
	–			–			–			1		–			–			–			–
	653			125			–			72		–			–			3			–
	434			18			1,544			16		310			211			177			481
	2			1			6			1		1			1			1			1
	–			4			–			–		–			–			–			–
	–			–			–			1		–			–			–			–
	192			229			504			166		76			47			52			111
	14,521			3,941			22,070			623		22,296			10,304			13,637			19,324
$	1,651,919		$	1,105,308		$	4,561,856		$	988,040	$	638,680		$	439,486		$	391,650		$	994,563
$	791,260		$	729,980		$	1,558,835		$	249,606	$	506,385		$	324,928		$	335,193		$	566,167
	54,406			9,620			21,899			3,430		29,056			16,969			19,064			29,019
	–			–			129			–		–			–			–			–
	–			–			–			221		–			–			–			–
	–			–			–			–		–			–			–			–
	4,364			868			12,657			–		14,296			4,374			9,242			3,972

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

325

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	1,197,337		$	977,988
Total distributable earnings		867,122			546,140
Net Assets	$	2,064,459		$	1,524,128
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	15.76		$	27.91
		($1,965,584,177 ÷ 124,752,225 shares	)		($1,316,422,628 ÷ 47,173,396 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A		$	27.94
					($3,068,816 ÷ 109,847 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	15.76		$	27.91
		($98,874,568 ÷ 6,272,308 shares	)		($204,636,162 ÷ 7,332,672 shares	)

N/A – Not applicable. Share class currently not offered.

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

326

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Large Cap Growth Fund			Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	728,631		$	748,858		$	1,474,521		$	221,748		$	515,724		$	327,844		$	347,961		$	575,413
	923,288			356,450			3,087,335			766,292			122,956			111,642			43,689			419,150
$	1,651,919		$	1,105,308		$	4,561,856		$	988,040		$	638,680		$	439,486		$	391,650		$	994,563
$	45.48		$	15.97		$	35.03		$	91.37		$	13.06		$	25.73		$	33.70		$	25.31
	($1,427,542,971 ÷ 31,391,088 shares	)		($1,105,308,018 ÷ 69,233,163 shares	)		($4,034,014,826 ÷ 115,153,426 shares	)		($981,409,210 ÷ 10,741,563 shares	)		($612,314,086 ÷ 46,888,533 shares	)		($369,121,529 ÷ 14,343,721 shares	)		($349,157,731 ÷ 10,360,631 shares	)		($883,157,323 ÷ 34,896,075 shares	)
$	43.73			N/A			N/A		$	91.99			N/A		$	25.44		$	31.26			N/A
	($2,612,298 ÷ 59,740 shares	)								($6,631,086 ÷ 72,087 shares	)					($1,113,554 ÷ 43,764 shares	)		($1,222,996 ÷ 39,127 shares	)
$	45.68			N/A		$	35.05			N/A		$	13.23		$	25.75		$	34.46		$	25.36
	($221,763,642 ÷ 4,855,239 shares	)					($527,840,690 ÷ 15,059,227 shares	)					($26,365,593 ÷ 1,993,007 shares	)		($69,250,539 ÷ 2,689,032 shares	)		($41,268,803 ÷ 1,197,533 shares	)		($111,405,228 ÷ 4,392,117 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

327

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Mid-Cap Fund		U.S. Managed Volatility Fund
Assets:
Investments, at value †	$	75,967	$	946,292	*
Affiliated investments, at value ††		1,465		16,544
Repurchase agreements†		–		–
Cash and cash equivalents		21		–
Cash pledged as collateral on swap contracts		–		–
Cash pledged as collateral on futures contracts		14		252
Foreign currency, at value †††		–		758
Receivable for fund shares sold		172		786
Receivable for investment securities sold		122		–
Dividends and interest receivable		77		1,818
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
Options purchased, at value †††††		–		–
Receivable for Variation Margin on Futures Contracts		–		–
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		–		15
Prepaid expenses		2		23
Total Assets		77,840		966,488
Liabilities:
Administration fees payable		19		193
Shareholder servicing fees payable Class F		15		159
Shareholder servicing fees payable Class I		–		–
Payable for fund shares redeemed		10		1,442
Payable for Variation Margin on Futures Contracts		4		69
Payable upon return on securities loaned		–		6,752
Payable for investment securities purchased		–		–
Income distribution payable		–		–
Options written, at value †††††		–		–
Swaptions written, at value ††††††		–		–
Payable for Variation Margin on Swap Contracts		–		–
Unrealized loss on foreign currency spot contracts		–		–
Unrealized loss on forward foreign currency contracts		–		–
Investment advisory fees payable		26		316
Chief Compliance Officer fees payable		–		1
Administration servicing fees payable Class I		–		–
Accrued expense payable		11		105
Total Liabilities		85		9,037
Net Assets	$	77,755	$	957,451
† Cost of investments and repurchase agreements	$	70,836	$	703,332
†† Cost of affiliated investments		1,465		16,544
††† Cost of foreign currency		–		751
††††† Cost (premiums received)		–		–
†††††† Cost (premiums received)		–		–
* Includes market value of securities on loan		–		6,541

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

The accompanying notes are an integral part of the financial statements

328

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund		Conservative Income Fund
$	983,266	*	$	1,044,536	*	$	378,386	*	$	122,658	*	$	4,601,825	*	$	1,451,465	$	313,866
	46,768			23,549			44,819			2,541			434,003			50,408		395
	–			–			–			–			–			–		3,300
	4,160			–			1,928			–			3,015			87		1,200
	–			–			–			–			15,746			727		–
	225			348			296			–			5,613			–		–
	794			644			1,085			–			9,165			5		–
	355			369			252			49			2,759			1,457		211
	22,497			–			909			964			431,714			14,885		–
	2,207			1,102			1,827			218			18,869			19,671		46
	3,196			–			–			–			2,704			–		–
	398			–			–			–			–			–		–
	–			–			–			–			933			–		–
	–			–			1			–			1,539			–		–
	–			–			–			–			368			3		–
	2,966			11			2,128			–			663			68		–
	25			26			10			3			135			39		7
	1,066,857			1,070,585			431,641			126,433			5,529,051			1,538,815		319,025
	242			260			147			31			572			245		26
	183			203			69			22			801			277		26
	–			–			–			–			1			–		–
	1,747			1,562			664			84			3,338			994		3,314
	48			95			26			–			925			–		–
	41,857			9,656			40,478			200			281,807			1		–
	24,931			–			61			1,280			939,715			21,628		1,500
	–			–			–			–			506			814		4
	–			–			–			–			5,683			–		–
	–			–			–			–			33			–		–
	–			–			–			–			992			–		–
	157			–			–			–			–			–		–
	1,305			–			–			–			3,931			–		–
	455			389			124			59			781			524		16
	1			1			–			–			5			2		–
	–			–			–			–			1			–		–
	149			111			51			14			582			212		33
	71,075			12,277			41,620			1,690			1,239,673			24,697		4,919
$	995,782		$	1,058,308		$	390,021		$	124,743		$	4,289,378		$	1,514,118	$	314,106
$	857,183		$	451,744		$	312,841		$	85,320		$	4,793,139		$	1,454,445	$	317,332
	46,768			23,550			44,819			2,538			433,987			50,408		395
	789			642			1,082			–			8,813			3		–
	–			–			–			–			(2,589	)		–		–
	–			–			–			–			(199	)		–		–
	41,874			6,139			37,697			190			274,412			–		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

329

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Mid-Cap Fund			U.S. Managed Volatility Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	72,811		$	671,150
Total distributable earnings/(loss)		4,944			286,301
Net Assets	$	77,755		$	957,451
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	27.33		$	17.60
		($73,342,245 ÷ 2,683,330 shares	)		($758,075,130 ÷ 43,072,504 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I	$	27.25		$	17.60
		($368,524 ÷ 13,524 shares	)		($583,398 ÷ 33,154 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	27.35		$	17.61
		($4,043,805 ÷ 147,848 shares	)		($198,792,594 ÷ 11,291,813 shares	)

N/A - Not applicable. Share class currently not offered.

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

330

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund
$	827,941		$	443,121		$	367,604		$	86,618		$	4,602,317		$	1,749,635		$	314,275
	167,841			615,187			22,417			38,125			(312,939	)		(235,517	)		(169	)
$	995,782		$	1,058,308		$	390,021		$	124,743		$	4,289,378		$	1,514,118		$	314,106
$	11.14		$	21.02		$	10.86		$	18.41		$	10.59		$	6.67		$	9.99
	($869,024,098 ÷ 78,022,413 shares	)		($969,729,807 ÷ 46,125,084 shares	)		($333,491,576 ÷ 30,696,092 shares	)		($106,230,554 ÷ 5,771,322 shares	)		($3,809,640,489 ÷ 359,661,776 shares	)		($1,324,619,396 ÷ 198,458,765 shares	)		($300,222,762 ÷ 30,041,513 shares	)
$	10.84			N/A			N/A		$	18.36		$	10.58		$	6.42			N/A
	($486,474 ÷ 44,879 shares	)								($221,209 ÷ 12,046 shares	)		($4,310,785 ÷ 407,579 shares	)	$	(4,817 ÷ 750 shares	)
$	11.16		$	21.03		$	10.87		$	18.42		$	10.60		$	6.67		$	10.01
	($126,271,585 ÷ 11,311,951 shares	)		($88,578,181 ÷ 4,212,244 shares	)		($56,529,123 ÷ 5,201,442 shares	)		($18,291,618 ÷ 992,999 shares	)		($475,426,795 ÷ 44,853,910 shares	)		($189,493,526 ÷ 28,392,955 shares	)		($13,882,802 ÷ 1,387,171 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

331

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Tax-Free Conservative Income Fund
Assets:
Investments, at value †	$	185,541
Affiliated investments, at value ††		–
Cash and cash equivalents		–
Due from Broker		–
Cash pledged as collateral on swap contracts		–
Cash pledged as collateral on futures contracts		–
Cash pledged as collateral on options contracts		–
Foreign currency, at value †††		–
Receivable for fund shares sold		121
Receivable for investment securities sold		1,125
Dividends and interest receivable		211
Unrealized gain on forward foreign currency contracts		–
Unrealized gain on foreign spot currency contracts		–
OTC Swap contracts, at value ††††		–
Options purchased, at value †††††		–
Swaptions purchased, at value ††††††		–
Receivable for Variation Margin on Futures Contracts		–
Receivable for Variation Margin on Swap Contracts		–
Foreign tax reclaim receivable		–
Prepaid expenses		5
Total Assets		187,003
Liabilities:
Payable for fund shares redeemed		1,502
Due to custodian		1,077
Shareholder servicing fees payable Class F		15
Administration fees payable		13
Income distribution payable		2
Payable for securities sold short@		–
Payable for investment securities purchased		–
OTC Swap contracts, at value ††††		–
Options written, at value †††††		–
Reverse repurchase agreements		–
Payable for Variation Margin on Swap Contracts		–
Payable for Variation Margin on Futures Contracts		–
Unrealized loss on foreign currency spot contracts		–
Unrealized loss on forward foreign currency contracts		–
Investment advisory fees payable		10
Trustees fees payable		–
Interest payable		–
Chief Compliance Officer fees payable		–
Other payables		–
Accrued expense payable		22
Total Liabilities		2,641
Net Assets	$	184,362
† Cost of investments and repurchase agreements	$	185,588
†† Cost of affiliated investments		–
††† Cost of foreign currency		–
†††† Cost (premiums received)		–
††††† Cost (premiums received)		–
†††††† Cost (premiums received)		–
@Proceeds from securities sold short		–

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

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

332

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Real Return Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund		Multi-Asset Accumulation Fund		Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
$	287,163	$	736,436	$	311,413	$	1,716,777	$	786,446		$	1,042,406	$	342,868
	1,208		–		121,182		–		–			–		–
	–		76,386		85,623		799,825		22,164			129,308		298,913
	–		3,864		808		14,373		–			–		–
	–		2,623		372		6,295		8,416			2,755		–
	–		2,484		–		50,894		4,085			10,019		5,705
	–		–		–		–		28,474			–		–
	–		–		1,994		3,421		1,605			1,251		62,996
	144		1,825		182		3,640		261			490		381
	–		–		11,505		101		10,262			9,044		223
	354		466		1,940		2,080		8,247			1,773		81
	–		–		245		12,241		3,496			229		6,465
	–		–		–		11		–			–		15
	–		–		460		2,960		209			309		3
	–		–		1,065		–		543			2,355		299
	–		15,325		–		–		–			–		–
	–		–		13		7,599		548			1,255		513
	–		37		103		487		90			43		25
	–		–		54		296		77			6		–
	7		21		11		44		24			23		17
	288,876		839,467		536,970		2,621,044		874,947			1,201,266		718,504
	1,190		806		708		1,919		1,391			1,945		4,305
	–		–		–		–		–			–		–
	23		166		92		514		59			185		57
	49		203		75		594		169			220		81
	–		–		–		–		361			–		–
	–		–		74,278		–		–			122,549		–
	–		7,544		10,046		1,798		9,251			21,720		13,262
	–		442		886		178		–			4,428		58
	–		–		398		–		1,254			1,377		51
	–		–		–		–		–			141,326		–
	–		30		85		–		170			240		–
	–		1,651		–		16,954		556			2,350		388
	–		–		–		–		–			–		37
	–		–		742		8,492		2,029			750		1,830
	33		131		324		1,413		305			257		217
	–		–		–		5		–			–		–
	–		–		–		–		21			–		–
	–		1		1		3		1			1		1
	–		–		–		–		5			8		–
	29		98		66		267		158			134		88
	1,324		11,072		87,701		32,137		15,730			297,490		20,375
$	287,552	$	828,395	$	449,269	$	2,588,907	$	859,217		$	903,776	$	698,129
$	283,889	$	322,706	$	309,772	$	1,662,661	$	799,863		$	935,697	$	324,544
	1,208		–		121,182		–		–			–		–
	–		–		2,001		3,369		1,612			1,254		66,418
	–		–		–		–		238			598		–
	–		–		–		–		(700	)		858		58
	–		7,544		375		–		–			–		–
	–		–		74,228		–		–			103,202		–

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

333

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2022

	Tax-Free Conservative Income Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	184,422
Total distributable earnings/(loss)		(60	)
Net Assets	$	184,362
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00
		($179,106,261 ÷ 17,918,287 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.01
		($5,255,611 ÷ 525,057 shares	)

N/A - Not applicable. Share class currently not offered.                                    

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

334

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Real Return Fund			Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	280,097		$	364,134		$	453,215		$	2,926,796		$	850,514		$	978,669		$	693,408
	7,455			464,261			(3,946	)		(337,889	)		8,703			(74,893	)		4,721
$	287,552		$	828,395		$	449,269		$	2,588,907		$	859,217		$	903,776		$	698,129
$	10.47		$	17.98		$	9.79		$	8.90		$	10.73		$	8.99		$	10.09
	($269,763,097 ÷ 25,759,642 shares	)		($784,605,361 ÷ 43,649,251 shares	)		($440,713,760 ÷ 45,011,067 shares	)		($2,408,682,119 ÷ 270,714,109 shares	)		($698,299,042 ÷ 65,065,376 shares	)		($862,290,881 ÷ 95,956,777 shares	)		($661,748,995 ÷ 65,596,067 shares	)
$	10.52		$	17.99		$	9.78		$	8.98		$	10.73		$	8.99		$	10.10
	($17,788,944 ÷ 1,691,523 shares	)		($43,790,056 ÷ 2,434,754 shares	)		($8,555,520 ÷ 874,430 shares	)		($180,224,856 ÷ 20,073,122 shares	)		($160,918,282 ÷ 14,995,347 shares	)		($41,484,767 ÷ 4,615,980 shares	)		($36,380,172 ÷ 3,600,586 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

335

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2022

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	16,963		$	22,118		$	5,929
Income from affiliated investments(1)		2			2			1
Interest income		–			–			–
Security lending income - net(1) (2)		9			13			2
Less: foreign taxes withheld		(49	)		(227	)		(1	)
Total Investment Income		16,925			21,906			5,931
Expenses:
Investment advisory fees		4,215			2,796			3,471
Administration fees		3,055			2,374			2,549
Shareholder servicing fees Class F		2,570			1,724			1,881
Shareholder servicing fees Class I		–			4			5
Trustees' fees		20			14			16
Chief compliance officer fees		6			4			4
Administration servicing fees Class I		–			4			5
Printing fees		96			72			77
Professional fees		51			37			41
Custodian/Wire agent fees		50			35			41
Registration fees		40			27			32
Pricing fees		15			9			12
Other expenses		19			14			16
Total Expenses		10,137			7,114			8,150
Less:
Waiver of investment advisory fees		(297	)		(191	)		(638	)
Waiver of shareholder servicing fees Class F		(21	)		(14	)		(15	)
Waiver of shareholder servicing fees Class I		–			(1	)		(1	)
Waiver of administration fees		(311	)		(50	)		(36	)
Net Expenses		9,508			6,858			7,460
Net Investment Income (Loss)		7,417			15,048			(1,529	)
Net Realized Gain (Loss) on:
Investments		135,916			61,439			140,665
Affiliated investments		1			–			1
Futures contracts		1,239			223			206
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(85,164	)		40,901			(144,750	)
Affiliated investments		–			–			–
Futures contracts		930			414			825
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–			–
Net Increase (Decrease) in Net Assets Resulting from Operations	$	60,339		$	118,025		$	(4,582	)

(1)	See Note 6 in Notes to Financial Statements.
(2)	Income is from the investment of collateral in an affiliated security.

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

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

336

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	7,828		$	40,756		$	7,219		$	4,727		$	4,280		$	1,805		$	7,684
	2			2			–			1			1			1			2
	–			–			–			–			–			–			–
	4			23			–			28			10			80			10
	(2	)		(276	)		(1	)		(15	)		(9	)		(5	)		(12	)
	7,832			40,505			7,218			4,741			4,282			1,881			7,684
	284			9,448			153			2,168			1,424			1,345			3,356
	1,702			4,854			1,120			1,001			657			621			1,549
	1,419			5,237			1,264			799			458			461			1,148
	–			–			9			–			2			2			–
	10			43			9			6			4			4			9
	3			12			3			2			1			1			3
	–			–			9			–			2			2			–
	51			211			46			30			20			18			46
	26			109			24			16			10			10			24
	25			106			23			15			10			10			23
	17			68			17			12			8			8			18
	11			30			8			8			5			5			3
	72			42			57			6			4			4			16
	3,620			20,160			2,742			4,063			2,605			2,491			6,195
	(170	)		–			(51	)		(251	)		(171	)		(225	)		(396	)
	(851	)		(42	)		(1,012	)		(6	)		(4	)		(4	)		(138	)
	–			–			(2	)		–			–			–			–
	(1,170	)		–			(382	)		(31	)		(14	)		(13	)		(46	)
	1,429			20,118			1,295			3,775			2,416			2,249			5,615
	6,403			20,387			5,923			966			1,866			(368	)		2,069
	(3,678	)		102,568			35,116			26,337			17,019			9,364			10,831
	(1	)		(1	)		(3	)		(1	)		(5	)		(1	)		–
	(51	)		950			104			(46	)		(52	)		152			161
	39,617			78,027			15,578			(33,908	)		(6,042	)		(36,959	)		(19,370	)
	4			2			–			–			–			(4	)		–
	1,176			401			586			1			24			(1	)		–
	–			2			–			–			–			–			–
$	43,470		$	202,336		$	57,304		$	(6,651	)	$	12,810		$	(27,817	)	$	(6,309	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

337

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2022

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends	$	739		$	14,192		$	11,293
Income from affiliated investments(1)		–			1			1
Interest income		–			–			–
Security lending income - net(1) (2)		–			27			21
Less: foreign taxes withheld		(1	)		(75	)		(661	)
Total Investment Income		738			14,145			10,654
Expenses:
Investment advisory fees		189			3,129			3,303
Administration fees		142			1,444			1,525
Shareholder servicing fees Class F		113			950			1,109
Shareholder servicing fees Class I		1			1			1
Trustees' fees		1			9			9
Administration servicing fees Class I		1			1			1
Chief compliance officer fees		–			2			3
Printing fees		4			43			45
Professional fees		2			22			24
Custodian/Wire agent fees		2			22			42
Pricing fees		2			7			10
Registration fees		1			22			19
Other expenses		1			9			16
Total Expenses		459			5,661			6,107
Less:
Waiver of investment advisory fees		–			(1,254	)		(549	)
Waiver of shareholder servicing fees Class F		(1	)		(8	)		(9	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		–			(309	)		(51	)
Net Expenses		458			4,090			5,498
Net Investment Income		280			10,055			5,156
Net Realized Gain (Loss) on:
Investments		128			46,716			44,461
Affiliated investments		–			–			(1	)
Futures contracts		(131	)		486			276
Foreign currency translation		–			2			(2,234	)
Forward foreign currency contracts		–			–			7,370
Purchased and written options		–			–			–
Purchased and written swaptions		–			–			–
Swap contracts		–			–			–
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(171	)		29,475			4,184
Affiliated investments		–			–			1
Futures contracts		(2	)		283			337
Purchased and written options		–			–			–
Purchased and written swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			7			(2,745	)
Forward foreign currency contracts		–			–			2,702
Net Increase (Decrease) in Net Assets Resulting from Operations	$	104		$	87,024		$	59,507

(1)	See Note 6 in Notes to Financial Statements.
(2)	Income is from the investment of collateral in an affiliated security.

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

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

338

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund				Conservative Income Fund			Tax-Free Conservative Income Fund
$	11,178		$	5,557		$	850		$	–		$	2,381			$	–		$	–
	2			–			–			17			3				–			–
	–			–			–			46,363			49,842				310			147
	11			112			1			100			–				–			–
	(46	)		(563	)		–			(235	)		(9	)			–			–
	11,145			5,106			851			46,245			52,217				310			147
	3,398			1,294			398			6,180			3,831				149			94
	1,569			896			183			3,482			1,563				298			189
	1,198			425			129			4,998			1,724				352			226
	–			–			–			6			1				–			–
	9			4			1			40			14				3			2
	–			–			–			6			1				–			–
	3			1			–			11			4				1			–
	46			18			6			196			69				13			8
	24			9			3			102			36				7			4
	23			12			3			86			36				6			4
	7			9			1			299			111				8			6
	18			7			2			94			28				6			4
	9			5			1			40			14				3			2
	6,304			2,680			727			15,540			7,432				846			539
	(1,118	)		(534	)		(51	)		(1,235	)		(600	)			(79	)		(59	)
	(10	)		(3	)		(1	)		(40	)		(14	)			(216	)		(175	)
	–			–			–			(1	)		–				–			–
	(49	)		–			–			–			(49	)			(271	)		(176	)
	5,127			2,143			675			14,264			6,769				280			129
	6,018			2,963			176			31,981			45,448				30			18
	23,964			1,015			4,578			(80,187	)		7,114				–			–
	–			–			–			(9	)		–				–			–
	391			(293	)		–			(18,351	)		–				–			–
	4			(202	)		–			(146	)		(1	)	��		–			–
	–			–			–			1,676			(15	)			–			–
	–			–			–			(258	)		–				–			–
	–			–			–			53			–				–			–
	–			–			–			2,928			32				–			–
	79,081			(6,943	)		7,788			(243,998	)		(89,838	)			(188	)		(44	)
	–			–			3			(2	)		–				–			–
	298			170			–			(10,671	)		–				–			–
	–			–			–			(2,223	)		–				–			–
	–			–			–			138			–				–			–
	–			–			–			2,756			29				–			–
	(8	)		(1	)		–			304			–				–			–
	7			–			–			(1,574	)		(5	)			–			–
$	109,755		$	(3,291	)	$	12,545		$	(317,583	)	$	(37,236	)		$	(158	)	$	(26	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

339

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2022

	Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends	$	–		$	5,516
Income from affiliated investments(1)		–			–
Interest income		6,622			2
Less: foreign taxes withheld		–			(1	)
Total Investment Income		6,622			5,517
Expenses:
Shareholder servicing fees Class F		311			1,019
Investment advisory fees		293			2,583
Administration fees		267			1,291
Trustees' fees		2			8
Chief compliance officer fees		1			2
Printing fees		12			38
Professional fees		6			20
Registration fees		5			15
Custodian/Wire agent fees		5			13
Pricing fees		1			8
Dividend and interest expense on securities sold short		–			–
Interest expense		–			–
Other expenses		2			8
Total Expenses		905			5,005
Less:
Waiver of investment advisory fees		(120	)		(1,781	)
Waiver of shareholder servicing fees Class F		(186	)		–
Waiver of administration fees		(6	)		(45	)
Net Expenses		593			3,179
Net Investment Income (Loss)		6,029			2,338
Net Realized Gain (Loss) on:
Investments		1,209			45,672
Securities sold short		–			–
Futures contracts		–			(4,518	)
Foreign currency translation		–			41
Forward foreign currency contracts		–			(13	)
Purchased and written options		–			(460	)
Purchased and written swaptions		–			–
Swap contracts		–			15,993
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		(6,097	)		(3,632	)
Securities sold short		–			–
Futures contracts		–			9,006
Purchased and written options		–			(401	)
Purchased and written swaptions		–			3,962
Swap contracts		–			(952	)
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			–
Forward foreign currency contracts		–			43
Net Increase (Decrease) in Net Assets Resulting from Operations	$	1,141		$	67,079

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

340

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Multi-Strategy Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	716		$	1,747		$	935		$	2,661		$	559
	9			–			–			–			–
	4,016			17,388			20,757			12,724			558
	(8	)		(126	)		(80	)		–			(4	)
	4,733			19,009			21,612			15,385			1,113
	555			3,101			918			1,022			843
	3,392			10,011			2,708			2,367			1,424
	678			3,549			1,354			1,291			1,068
	4			24			8			8			6
	1			7			2			2			2
	20			116			39			37			31
	10			61			21			19			16
	9			49			17			15			14
	16			42			18			16			13
	51			47			111			55			9
	1,112			–			–			175			–
	–			–			–			107			–
	4			24			9			7			9
	5,852			17,031			5,205			5,121			3,435
	(1,433	)		(1,467	)		(814	)		(938	)		(142	)
	(4	)		–			(551	)		–			(506	)
	(256	)		(159	)		(305	)		(75	)		(589	)
	4,159			15,405			3,535			4,108			2,198
	574			3,604			18,077			11,277			(1,085	)
	1,276			13,262			23,876			9,477			4,413
	1,435			–			–			(8,780	)		–
	268			(86,826	)		(7,487	)		36,961			(10,193	)
	(423	)		(987	)		(559	)		60			(4,412	)
	241			28,944			1,369			799			5,371
	(162	)		–			(2,563	)		158			(83	)
	–			–			5			–			–
	889			(17,463	)		3,363			17,325			(975	)
	(3,892	)		(41,473	)		(76,409	)		4,215			(4,236	)
	1,315			–			–			7,538			–
	(242	)		65,754			542			(6,267	)		737
	471			–			(1,999	)		582			185
	–			–			–			–			–
	(984	)		(6,159	)		(2,015	)		1,283			(182	)
	(22	)		(536	)		(1,449	)		4			(2,051	)
	(607	)		(2,216	)		2,659			(619	)		2,870
$	137		$	(44,096	)	$	(42,590	)	$	74,013		$	(9,641	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

341

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2022 (Unaudited) and the year ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
	10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
Operations:
Net investment income (loss)	$	7,417		$	14,332		$	15,048		$	27,393		$	(1,529	)	$	(4,041	)
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		137,156			269,789			61,662			117,261			140,872			210,908
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(84,234	)		287,532			41,315			317,839			(143,925	)		181,592
Net change in unrealized appreciation on foreign currency transactions		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		60,339			571,653			118,025			462,493			(4,582	)		388,459
Distributions:
Class F:		(261,510	)		(70,587	)		(68,714	)		(23,697	)		(189,548	)		(127,247	)
Class I:		N/A			N/A			(171	)		(48	)		(551	)		(330	)
Class Y:		(13,596	)		(4,062	)		(11,036	)		(3,806	)		(28,252	)		(16,537	)
Total Distributions		(275,106	)		(74,649	)		(79,921	)		(27,551	)		(218,351	)		(144,114	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		122,615			222,584			119,405			182,475			134,117			203,033
Reinvestment of dividends & distributions		240,360			65,129			64,453			22,281			176,737			119,107
Cost of shares redeemed		(243,344	)		(652,608	)		(222,798	)		(360,399	)		(205,196	)		(417,077	)
Net increase (decrease) from Class F transactions		119,631			(364,895	)		(38,940	)		(155,643	)		105,658			(94,937	)
Class I:
Proceeds from shares issued		N/A			N/A			901			312			171			964
Reinvestment of dividends & distributions		N/A			N/A			154			38			495			290
Cost of shares redeemed		N/A			N/A			(1,112	)		(586	)		(1,673	)		(806	)
Net increase (decrease) from Class I transactions		N/A			N/A			(57	)		(236	)		(1,007	)		448
Class Y:
Proceeds from shares issued		4,656			10,915			14,032			33,465			21,609			45,039
Reinvestment of dividends & distributions		13,148			3,944			10,378			3,560			26,699			15,476
Cost of shares redeemed		(18,676	)		(33,878	)		(28,931	)		(34,761	)		(21,377	)		(37,081	)
Net increase (decrease) from Class Y transactions		(872	)		(19,019	)		(4,521	)		2,264			26,931			23,434
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		118,759			(383,914	)		(43,518	)		(153,615	)		131,582			(71,055	)
Net Increase (Decrease) in Net Assets		(96,008	)		113,090			(5,414	)		281,327			(91,351	)		173,290
Net Assets
Beginning of period		2,160,467			2,047,377			1,529,542			1,248,215			1,743,270			1,569,980
End of period	$	2,064,459		$	2,160,467		$	1,524,128		$	1,529,542		$	1,651,919		$	1,743,270

(1) See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

342

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Large Cap Index Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund
10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
$	6,403		$	11,000		$	20,387		$	40,610		$	5,923		$	11,440		$	966		$	667
	(3,730	)		1,878			103,517			198,814			35,217			73,511			26,290			167,926
	40,797			214,364			78,430			928,417			16,164			156,418			(33,907	)		91,648
	—			—			2			9			—			—			—			—
	43,470			227,242			202,336			1,167,850			57,304			241,369			(6,651	)		260,241
	(9,383	)		(10,181	)		(190,833	)		(85,083	)		(69,800	)		(53,607	)		(122,607	)		(761	)
	N/A			N/A			N/A			N/A			(478	)		(321	)		N/A			N/A
	N/A			N/A			(24,871	)		(11,562	)		N/A			N/A			(5,375	)		(86	)
	(9,383	)		(10,181	)		(215,704	)		(96,645	)		(70,278	)		(53,928	)		(127,982	)		(847	)
	174,416			426,026			164,930			303,901			57,440			72,622			42,060			83,621
	8,934			9,701			167,036			75,242			61,543			48,222			113,994			707
	(202,247	)		(269,127	)		(346,871	)		(640,988	)		(105,762	)		(170,771	)		(68,007	)		(181,964	)
	(18,897	)		166,600			(14,905	)		(261,845	)		13,221			(49,927	)		88,047			(97,636	)
	N/A			N/A			N/A			N/A			472			1,576			N/A			N/A
	N/A			N/A			N/A			N/A			420			268			N/A			N/A
	N/A			N/A			N/A			N/A			(1,086	)		(1,455	)		N/A			N/A
	N/A			N/A			N/A			N/A			(194	)		389			N/A			N/A
	N/A			N/A			26,766			45,978			N/A			N/A			1,729			4,352
	N/A			N/A			23,229			10,734			N/A			N/A			5,183			83
	N/A			N/A			(37,233	)		(66,074	)		N/A			N/A			(3,995	)		(13,366	)
	N/A			N/A			12,762			(9,362	)		N/A			N/A			2,917			(8,931	)
	(18,897	)		166,600			(2,143	)		(271,207	)		13,027			(49,538	)		90,964			(106,567	)
	15,190			383,661			(15,511	)		799,998			53			137,903			(43,669	)		152,827
	1,090,118			706,457			4,577,367			3,777,369			987,987			850,084			682,349			529,522
$	1,105,308		$	1,090,118		$	4,561,856		$	4,577,367		$	988,040		$	987,987		$	638,680		$	682,349

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

343

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2022 (Unaudited) and the year ended September 30,

	Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund
	10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
Operations:
Net investment income (loss)	$	1,866		$	2,506		$	(368	)	$	(1,827	)	$	2,069		$	1,244
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		16,962			53,021			9,515			95,225			10,992			117,138
Net realized gain (loss) on foreign currency transactions		—			—			—			—			—			—
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(6,018	)		120,003			(36,964	)		40,141			(19,370	)		211,186
Net change in unrealized appreciation (depreciation) on foreign currency transactions		—			—			—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		12,810			175,530			(27,817	)		133,539			(6,309	)		329,568
Distributions:
Class F:		(27,754	)		(2,113	)		(81,068	)		—			(85,058	)		(1,267	)
Class I:		(148	)		(7	)		(380	)		—			N/A			N/A
Class Y:		(5,350	)		(526	)		(9,315	)		—			(10,569	)		(351	)
Total Distributions		(33,252	)		(2,646	)		(90,763	)		—			(95,627	)		(1,618	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		32,942			68,130			26,404			72,313			45,749			101,402
Reinvestment of dividends & distributions		25,841			1,971			74,743			—			74,027			1,111
Cost of shares redeemed		(37,508	)		(101,454	)		(28,356	)		(100,763	)		(63,734	)		(141,459	)
Net increase (decrease) from Class F transactions		21,275			(31,353	)		72,791			(28,450	)		56,042			(38,946	)
Class I:
Proceeds from shares issued		50			259			49			381			N/A			N/A
Reinvestment of dividends & distributions		140			7			350			—			N/A			N/A
Cost of shares redeemed		(889	)		(264	)		(401	)		(429	)		N/A			N/A
Net increase (decrease) from Class I transactions		(699	)		2			(2	)		(48	)		N/A			N/A
Class Y:
Proceeds from shares issued		3,747			9,409			2,865			6,348			5,314			7,745
Reinvestment of dividends & distributions		4,975			486			8,670			—			9,875			324
Cost of shares redeemed		(3,403	)		(15,042	)		(2,499	)		(7,803	)		(5,008	)		(16,302	)
Net increase (decrease) from Class Y transactions		5,319			(5,147	)		9,036			(1,455	)		10,181			(8,233	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		25,895			(36,498	)		81,825			(29,953	)		66,223			(47,179	)
Net Increase (Decrease) in Net Assets		5,453			136,386			(36,755	)		103,586			(35,713	)		280,771
Net Assets
Beginning of period		434,033			297,647			428,405			324,819			1,030,276			749,505
End of period	$	439,486		$	434,033		$	391,650		$	428,405		$	994,563		$	1,030,276

(1) See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

344

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Mid-Cap Fund						U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund
10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
$	280		$	393		$	10,055		$	19,226		$	5,156		$	11,554		$	6,018		$	10,525		$	2,963		$	9,735
	(3	)		24,293			47,202			216,732			52,106			101,097			24,355			36,327			722			7,741
	—			—			2			141			(2,234	)		1,823			4			(12	)		(202	)		14
	(173	)		(240	)		29,758			28,228			7,224			28,097			79,386			137,938			(6,773	)		30,513
	—			—			7			(5	)		(2,745	)		(64	)		(8	)		13			(1	)		(44	)
	104			24,446			87,024			264,322			59,507			142,507			109,755			184,791			(3,291	)		47,959
	(17,602	)		(552	)		(68,855	)		(74,071	)		(99,371	)		(9,100	)		(40,956	)		(16,500	)		(10,683	)		(5,612	)
	(118	)		(4	)		(115	)		(122	)		(117	)		(8	)		N/A			N/A			N/A			N/A
	(685	)		(33	)		(18,750	)		(79,965	)		(14,771	)		(1,740	)		(3,871	)		(1,679	)		(1,958	)		(1,091	)
	(18,405	)		(589	)		(87,720	)		(154,158	)		(114,259	)		(10,848	)		(44,827	)		(18,179	)		(12,641	)		(6,703	)
	36,529			18,486			62,290			110,819			60,821			135,895			65,047			95,526			32,104			56,716
	16,394			511			58,789			63,662			84,681			7,835			34,525			14,024			9,216			4,833
	(40,538	)		(29,960	)		(112,213	)		(263,199	)		(110,571	)		(290,305	)		(110,059	)		(197,881	)		(32,724	)		(73,462	)
	12,385			(10,963	)		8,866			(88,718	)		34,931			(146,575	)		(10,487	)		(88,331	)		8,596			(11,913	)
	63			68			8			40			8			37			N/A			N/A			N/A			N/A
	118			4			116			122			116			8			N/A			N/A			N/A			N/A
	(369	)		(210	)		(840	)		(250	)		(605	)		(80	)		N/A			N/A			N/A			N/A
	(188	)		(138	)		(716	)		(88	)		(481	)		(35	)		N/A			N/A			N/A			N/A
	919			2,444			8,871			81,390			7,358			21,139			4,367			7,953			4,075			4,989
	679			32			17,000			78,716			12,865			1,591			3,429			1,444			1,685			935
	(563	)		(2,403	)		(27,494	)		(866,669	)		(14,693	)		(55,034	)		(8,009	)		(15,890	)		(3,886	)		(8,289	)
	1,035			73			(1,623	)		(706,563	)		5,530			(32,304	)		(213	)		(6,493	)		1,874			(2,365	)
	13,232			(11,028	)		6,527			(795,369	)		39,980			(178,914	)		(10,700	)		(94,824	)		10,470			(14,278	)
	(5,069	)		12,829			5,831			(685,205	)		(14,772	)		(47,255	)		54,228			71,788			(5,462	)		26,978
	82,824			69,995			951,620			1,636,825			1,010,554			1,057,809			1,004,080			932,292			395,483			368,505
$	77,755		$	82,824		$	957,451		$	951,620		$	995,782		$	1,010,554		$	1,058,308		$	1,004,080		$	390,021		$	395,483

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

345

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2022 (Unaudited) and the year ended September 30,

	Real Estate Fund						Core Fixed Income Fund						High Yield Bond Fund
	10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
Operations:
Net investment income	$	176		$	739		$	31,981		$	57,529		$	45,448		$	90,864
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		4,578			12,912			(94,148	)		33,648			7,131			25,369
Net realized gain (loss) on foreign currency transactions		—			—			(146	)		381			(1	)		(43	)
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		7,791			19,615			(255,574	)		(89,005	)		(89,814	)		138,204
Net change in unrealized appreciation (depreciation) on foreign currency transactions		—			—			304			(178	)		—			—
Net Increase (Decrease) in Net Assets Resulting from Operations		12,545			33,266			(317,583	)		2,375			(37,236	)		254,394
Distributions:
Class F:		(6,511	)		(4,639	)		(41,428	)		(209,245	)		(48,375	)		(99,417	)
Class I:		(28	)		(19	)		(44	)		(248	)		(15	)		(35	)
Class Y:		(1,208	)		(1,093	)		(5,680	)		(26,125	)		(6,975	)		(13,886	)
Total Distributions		(7,747	)		(5,751	)		(47,152	)		(235,618	)		(55,365	)		(113,338	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		25,048			18,726			404,205			1,058,326			104,007			259,561
Reinvestment of dividends & distributions		5,900			4,164			37,798			190,625			42,991			88,858
Cost of shares redeemed		(13,339	)		(34,821	)		(409,098	)		(799,251	)		(171,860	)		(299,577	)
Net increase (decrease) from Class F transactions		17,609			(11,931	)		32,905			449,700			(24,862	)		48,842
Class I:
Proceeds from shares issued		3			15			79			1,068			5			118
Reinvestment of dividends & distributions		28			19			35			187			16			36
Cost of shares redeemed		(235	)		(15	)		(523	)		(584	)		(575	)		(25	)
Net increase (decrease) from Class I transactions		(204	)		19			(409	)		671			(554	)		129
Class Y:
Proceeds from shares issued		633			1,302			40,695			144,791			15,036			24,292
Reinvestment of dividends & distributions		1,158			1,032			5,464			24,972			6,818			13,536
Cost of shares redeemed		(2,582	)		(6,291	)		(32,243	)		(98,397	)		(16,622	)		(33,312	)
Net increase (decrease) from Class Y transactions		(791	)		(3,957	)		13,916			71,366			5,232			4,516
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		16,614			(15,869	)		46,412			521,737			(20,184	)		53,487
Net Increase (Decrease) in Net Assets		21,412			11,646			(318,323	)		288,494			(112,785	)		194,543
Net Assets
Beginning of period		103,331			91,685			4,607,701			4,319,207			1,626,903			1,432,360
End of period	$	124,743		$	103,331		$	4,289,378		$	4,607,701		$	1,514,118		$	1,626,903

(1) See Note 7 in Notes to Financial Statements for additional information.

N/A — Not applicable. Shares currently not offered.

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

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

346

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
$	30		$	30		$	18		$	21		$	6,029		$	10,657		$	2,338		$	4,868
	—			4			—			5			1,209			3,419			56,674			95,329
	—			—			—			—			—			—			41			38
	(188	)		(48	)		(44	)		(37	)		(6,097	)		(733	)		8,026			133,754
	—			—			—			—			—			—			—			(2	)
	(158	)		(14	)		(26	)		(11	)		1,141			13,343			67,079			233,987
	(37	)		(27	)		(17	)		(20	)		(5,645	)		(5,681	)		(84,694	)		(53,187	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(2	)		(2	)		(1	)		(1	)		(454	)		(492	)		(4,926	)		(3,265	)
	(39	)		(29	)		(18	)		(21	)		(6,099	)		(6,173	)		(89,620	)		(56,452	)
	112,034			136,861			29,202			76,662			73,668			50,858			49,769			110,155
	29			22			14			16			4,520			4,596			78,820			49,479
	(81,327	)		(186,175	)		(33,691	)		(105,843	)		(32,144	)		(72,570	)		(139,677	)		(234,020	)
	30,736			(49,292	)		(4,475	)		(29,165	)		46,044			(17,116	)		(11,088	)		(74,386	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	1,158			8,817			1,614			9,684			1,645			4,797			2,183			4,566
	2			2			1			1			432			466			4,823			3,205
	(4,236	)		(14,127	)		(5,633	)		(6,187	)		(1,861	)		(9,311	)		(8,935	)		(12,499	)
	(3,076	)		(5,308	)		(4,018	)		3,498			216			(4,048	)		(1,929	)		(4,728	)
	27,660			(54,600	)		(8,493	)		(25,667	)		46,260			(21,164	)		(13,017	)		(79,114	)
	27,463			(54,643	)		(8,537	)		(25,699	)		41,302			(13,994	)		(35,558	)		98,421
	286,643			341,286			192,899			218,598			246,250			260,244			863,953			765,532
$	314,106		$	286,643		$	184,362		$	192,899		$	287,552		$	246,250		$	828,395		$	863,953

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

347

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2022 (Unaudited) and the year ended September 30,

	Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund						Multi-Asset Income Fund
	10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
Operations:
Net investment income (loss)	$	574		$	4,135		$	3,604		$	(3,282	)	$	18,077		$	35,147
Net realized gain (loss) from investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		3,947			39,687			(62,083	)		402,358			18,563			22,528
Net realized gain (loss) on foreign currency transactions		(423	)		(289	)		(987	)		6,510			(559	)		(303	)
Capital gain distribution from investment		—			1,293			—			—			—			—
Net change in unrealized appreciation (depreciation) on investments, securities sold short, futures contracts, forward foreign currency contracts, options, swaptions and swap contracts		(3,939	)		(4,848	)		15,906			(61,621	)		(77,222	)		28,890
Net change in unrealized appreciation (depreciation) on foreign currency transactions		(22	)		(38	)		(536	)		(65	)		(1,449	)		(39	)
Net Increase (Decrease) in Net Assets Resulting from Operations		137			39,940			(44,096	)		343,900			(42,590	)		86,223
Distributions:
Class F:		(31,913	)		(13,167	)		(319,256	)		(126,250	)		(14,267	)		(26,306	)
Class Y:		(651	)		(263	)		(24,540	)		(9,708	)		(3,357	)		(5,898	)
Total Distributions		(32,564	)		(13,430	)		(343,796	)		(135,958	)		(17,624	)		(32,204	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		30,691			58,785			175,006			349,735			55,072			124,809
Reinvestment of dividends & distributions		28,632			11,882			291,087			115,417			12,416			22,936
Cost of shares redeemed		(36,752	)		(110,237	)		(203,294	)		(570,957	)		(79,962	)		(203,258	)
Net increase (decrease) from Class F transactions		22,571			(39,570	)		262,799			(105,805	)		(12,474	)		(55,513	)
Class Y:
Proceeds from shares issued		721			935			12,812			28,314			9,766			39,537
Reinvestment of dividends & distributions		615			247			24,167			9,575			3,002			5,431
Cost of shares redeemed		(730	)		(1,535	)		(22,818	)		(50,716	)		(12,824	)		(43,784	)
Net increase (decrease) from Class Y transactions		606			(353	)		14,161			(12,827	)		(56	)		1,184
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		23,177			(39,923	)		276,960			(118,632	)		(12,530	)		(54,329	)
Net Increase (Decrease) in Net Assets		(9,250	)		(13,413	)		(110,932	)		89,310			(72,744	)		(310	)
Net Assets
Beginning of period		458,519			471,932			2,699,839			2,610,529			931,961			932,271
End of period	$	449,269		$	458,519		$	2,588,907		$	2,699,839		$	859,217		$	931,961

(1) See Note 7 in Notes to Financial Statements for additional information.

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

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

348

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
10/01/21 to 03/31/22			2021			10/01/21 to 03/31/22			2021
$	11,277		$	22,919		$	(1,085	)	$	3
	55,940			28,740			(1,467	)		24,444
	60			35			(4,412	)		(3,155	)
	—			—			—			—
	6,732			58,962			(626	)		5,823
	4			(22	)		(2,051	)		(1,373	)
	74,013			110,634			(9,641	)		25,742
	(58,859	)		(10,636	)		(18,556	)		(7,473	)
	(3,253	)		(776	)		(1,084	)		(530	)
	(62,112	)		(11,412	)		(19,640	)		(8,003	)
	80,141			136,205			78,756			157,770
	53,507			9,692			14,496			6,005
	(86,627	)		(171,680	)		(86,570	)		(230,131	)
	47,021			(25,783	)		6,682			(66,356	)
	1,932			5,966			2,147			8,771
	3,181			761			1,051			519
	(8,043	)		(13,517	)		(3,273	)		(20,602	)
	(2,930	)		(6,790	)		(75	)		(11,312	)
	44,091			(32,573	)		6,607			(77,668	)
	55,992			66,649			(22,674	)		(59,929	)
	847,784			781,135			720,803			780,732
$	903,776		$	847,784		$	698,129		$	720,803

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

349

CONSOLIDATED STATEMENT OF CASH FLOWS ($ Thousands)

For the period ended March 31, 2022

	Multi-Asset Inflation Managed Fund
Cash Flows Provided By Operating Activities:
Net Increase in Net Assets Resulting from Operations	$	74,013
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided in Operating Activities:
Purchase of Investment Securities		(831,071	)
Proceeds from Disposition of Investment Securities		758,954
Proceeds from Securities Sold Short		32,166
Purchases to Cover Securities Sold Short		(17,164	)
Purchased Options/Purchases to Cover Written Options		384
Amortization (Accretion of Market Discount)		(8,956	)
Net Realized (Gain) Loss on:
Investments and Securities Sold Short		1,337
Net Change in Unrealized (Appreciation) Depreciation on:
Investments and Securities Sold Short		(12,335	)
Changes in Assets:
Cash Collateral on Forwards		-
Cash Collateral on Swaps		(967	)
Cash Collateral on Futures		(783	)
Receivable for Investment Securities Sold		(9,044	)
Dividends and Interest Receivable		26
Receivable for Variation Margin		2,272
Foreign Tax Reclaim receivable		4
OTC Swap Contracts, at Value		3,153
OTC Options, at value		(238	)
Unrealized Loss on Forward Foreign Currency Contracts		(39	)
Prepaid expenses		(9	)
Changes in Liabilities:
Payable for securities sold short		16,244
Payable for Investment Securities Purchased		2,109
OTC Swap Contracts, at Value		2,443
Administration Fees Payable		33
Shareholder Servicing Fees Payable		21
OTC Options, at value		(118	)
Payable for Variation Margin		447
Investment Advisory Fees Payable		9
Due to Broker		(779	)
Unrealized Gain on Forward Foreign Currency Contracts		658
Accrued Expense Payable		10
Net Cash Provided by Operating Activities		12,780
Cash Flows Used In Financing Activities
Reverse Repurchase Agreements		(43,531	)
Dividends and Distributions		(62,112	)
Proceeds from Shares Issued		81,744
Reinvestment of Dividends and Distributions		56,688
Cost of Shares Redeemed		(93,520	)
Net Cash Used In Financing Activities		(60,731	)
Net Change in Cash, Restricted Cash, and Foreign Currency		(47,951	)
Cash, Restricted Cash, and Foreign Currency at Beginning of Period	$	178,510
Cash, Restricted Cash, and Foreign Currency at End of Period	$	130,559
Supplemental Disclosure of Cash Flow Information Interest paid	$	2,852

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

350

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Fund
Class F
2022	$	17.51	$	0.06	$	0.49		$	0.55		$	(0.05	)	$	(2.25	)	$	(2.30	)	$	15.76		2.62	%	$	1,965,584		0.89	%		0.95	%		0.67	%		23	%
2021		13.95		0.10		4.00			4.10			(0.12	)		(0.42	)		(0.54	)		17.51		29.93			2,050,558		0.89			0.95			0.63			33
2020		13.94		0.16		0.89			1.05			(0.18	)		(0.86	)		(1.04	)		13.95		7.67			1,944,209		0.89			0.96			1.16			63
2019		15.92		0.19		(0.22	)		(0.03	)		(0.18	)		(1.77	)		(1.95	)		13.94		1.17			2,158,883		0.89			0.95			1.37			72
2018		14.65		0.13		2.22			2.35			(0.12	)		(0.96	)		(1.08	)		15.92		16.80			2,439,320		0.89			0.94			0.87			80
2017		12.54		0.12		2.11			2.23			(0.12	)		—			(0.12	)		14.65		17.88			2,362,180		0.89			0.95			0.91			100
Class Y
2022	$	17.52	$	0.08	$	0.48		$	0.56		$	(0.07	)	$	(2.25	)	$	(2.32	)	$	15.76		2.70	%	$	98,875		0.64	%		0.70	%		0.92	%		23	%
2021		13.95		0.15		4.00			4.15			(0.16	)		(0.42	)		(0.58	)		17.52		30.33			109,909		0.64			0.70			0.88			33
2020		13.95		0.19		0.89			1.08			(0.22	)		(0.86	)		(1.08	)		13.95		7.86			103,168		0.64			0.71			1.41			63
2019		15.93		0.22		(0.22	)		—			(0.21	)		(1.77	)		(1.98	)		13.95		1.44			131,736		0.64			0.70			1.62			72
2018		14.66		0.17		2.22			2.39			(0.16	)		(0.96	)		(1.12	)		15.93		17.08			137,136		0.64			0.69			1.11			80
2017		12.55		0.16		2.10			2.26			(0.15	)		—			(0.15	)		14.66		18.16			156,329		0.64			0.70			1.16			100
Large Cap Value Fund
Class F
2022	$	27.27	$	0.26	$	1.80		$	2.06		$	(0.23	)	$	(1.19	)	$	(1.42	)	$	27.91		7.69	%	$	1,316,423		0.89	%		0.92	%		1.85	%		11	%
2021		20.11		0.46		7.16			7.62			(0.46	)		—			(0.46	)		27.27		38.21			1,322,518		0.89			0.93			1.80			29
2020		23.25		0.45		(2.70	)		(2.25	)		(0.46	)		(0.43	)		(0.89	)		20.11		(9.96	)		1,097,338		0.89			0.93			2.15			65
2019		26.21		0.50		(0.92	)		(0.42	)		(0.48	)		(2.06	)		(2.54	)		23.25		(0.91	)		1,190,700		0.89			0.93			2.17			52
2018		24.70		0.39		2.39			2.78			(0.37	)		(0.90	)		(1.27	)		26.21		11.54			1,285,571		0.89			0.93			1.51			83
2017		21.20		0.32		3.49			3.81			(0.31	)		—			(0.31	)		24.70		18.13			1,261,075		0.89			0.93			1.38			76
Class I
2022	$	27.30	$	0.23	$	1.80		$	2.03		$	(0.20	)	$	(1.19	)	$	(1.39	)	$	27.94		7.57	%	$	3,069		1.11	%		1.17	%		1.62	%		11	%
2021		20.13		0.40		7.18			7.58			(0.41	)		—			(0.41	)		27.30		37.93			3,060		1.11			1.18			1.58			29
2020		23.27		0.41		(2.71	)		(2.30	)		(0.41	)		(0.43	)		(0.84	)		20.13		(10.17	)		2,454		1.11			1.18			1.93			65
2019		26.23		0.45		(0.93	)		(0.48	)		(0.42	)		(2.06	)		(2.48	)		23.27		(1.14	)		3,042		1.11			1.18			1.95			52
2018		24.71		0.33		2.40			2.73			(0.31	)		(0.90	)		(1.21	)		26.23		11.30			4,427		1.11			1.18			1.29			83
2017		21.21		0.27		3.49			3.76			(0.26	)		—			(0.26	)		24.71		17.84			4,666		1.11			1.18			1.16			76
Class Y
2022	$	27.27	$	0.29	$	1.80		$	2.09		$	(0.26	)	$	(1.19	)	$	(1.45	)	$	27.91		7.83	%	$	204,636		0.64	%		0.67	%		2.10	%		11	%
2021		20.11		0.52		7.16			7.68			(0.52	)		—			(0.52	)		27.27		38.55			203,964		0.64			0.68			2.05			29
2020		23.26		0.51		(2.71	)		(2.20	)		(0.52	)		(0.43	)		(0.95	)		20.11		(9.76	)		148,423		0.64			0.68			2.40			65
2019		26.21		0.55		(0.91	)		(0.36	)		(0.53	)		(2.06	)		(2.59	)		23.26		(0.62	)		150,772		0.64			0.69			2.41			52
2018		24.70		0.45		2.40			2.85			(0.44	)		(0.90	)		(1.34	)		26.21		11.82			141,700		0.64			0.68			1.77			83
2017		21.21		0.38		3.48			3.86			(0.37	)		—			(0.37	)		24.70		18.37			120,357		0.64			0.69			1.63			76

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

351

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments		Total from Operations		Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Growth Fund
Class F
2022	$	51.97	$	(0.05	)	$	0.30	$	0.25	$	—		$	(6.74	)	$	(6.74	)	$	45.48		(0.75	)%	$	1,427,543		0.89	%		0.97	%		(0.21	)%		25	%
2021		45.29		(0.13	)		11.07		10.94		(0.03	)		(4.23	)		(4.26	)		51.97		25.80			1,515,191		0.89			0.97			(0.26	)		42
2020		35.79		0.04			11.63		11.67		(0.08	)		(2.09	)		(2.17	)		45.29		34.07			1,395,858		0.89			0.98			0.11			58
2019		39.89		0.13			0.22		0.35		(0.12	)		(4.33	)		(4.45	)		35.79		2.43			1,314,152		0.89			0.98			0.36			88
2018		34.72		0.06			8.03		8.09		(0.05	)		(2.87	)		(2.92	)		39.89		24.74			1,416,472		0.89			0.98			0.16			75
2017		29.74		0.06			4.96		5.02		(0.04	)		—			(0.04	)		34.72		16.89			1,364,210		0.89			0.98			0.20			95
Class I
2022	$	50.26	$	(0.11	)	$	0.32	$	0.21	$	—		$	(6.74	)	$	(6.74	)	$	43.73		(0.86	)%	$	2,612		1.11	%		1.22	%		(0.44	)%		25	%
2021		43.99		(0.23	)		10.73		10.50		—			(4.23	)		(4.23	)		50.26		25.53			4,178		1.11			1.22			(0.49	)		42
2020		34.86		(0.04	)		11.30		11.26		(0.04	)		(2.09	)		(2.13	)		43.99		33.75			3,239		1.11			1.23			(0.12	)		58
2019		38.96		0.05			0.21		0.26		(0.03	)		(4.33	)		(4.36	)		34.86		2.22			2,643		1.11			1.16			0.14			88
2018		34.02		(0.02	)		7.84		7.82		(0.01	)		(2.87	)		(2.88	)		38.96		24.42			3,863		1.11			1.23			(0.06	)		75
2017		29.17		(0.01	)		4.86		4.85		—			—			—			34.02		16.63			3,607		1.11			1.23			(0.03	)		95
Class Y
2022	$	52.11	$	0.01		$	0.30	$	0.31	$	—		$	(6.74	)	$	(6.74	)	$	45.68		(0.62	)%	$	221,764		0.64	%		0.72	%		0.04	%		25	%
2021		45.35		(0.01	)		11.08		11.07		(0.08	)		(4.23	)		(4.31	)		52.11		26.10			223,901		0.64			0.72			(0.02	)		42
2020		35.84		0.14			11.63		11.77		(0.17	)		(2.09	)		(2.26	)		45.35		34.39			170,883		0.64			0.73			0.36			58
2019		39.96		0.21			0.24		0.45		(0.24	)		(4.33	)		(4.57	)		35.84		2.70			157,270		0.64			0.73			0.60			88
2018		34.76		0.15			8.04		8.19		(0.12	)		(2.87	)		(2.99	)		39.96		25.04			139,001		0.64			0.73			0.41			75
2017		29.80		0.14			4.96		5.10		(0.14	)		—			(0.14	)		34.76		17.17			123,109		0.64			0.74			0.45			95
Large Cap Index Fund
Class F
2022	$	15.47	$	0.09		$	0.55	$	0.64	$	(0.09	)	$	(0.05	)	$	(0.14	)	$	15.97		4.01	%	$	1,105,308		0.25	%		0.64	%		1.13	%		6	%
2021		11.98		0.17			3.48		3.65		(0.16	)		—			(0.16	)		15.47		30.64			1,090,118		0.25			0.64			1.18			9
2020		10.54		0.17			1.46		1.63		(0.17	)		(0.02	)		(0.19	)		11.98		15.67			706,457		0.25			0.64			1.52			8
2019		10.37		0.18			0.18		0.36		(0.17	)		(0.02	)		(0.19	)		10.54		3.61			455,657		0.25			0.65			1.81			6
2018(2)		10.00		0.13			0.31		0.44		(0.07	)		—			(0.07	)		10.37		4.47	‡		233,871		0.25			0.64			1.93			6
Tax-Managed Large Cap Fund
Class F
2022	$	35.12	$	0.15		$	1.42	$	1.57	$	(0.13	)	$	(1.53	)	$	(1.66	)	$	35.03		4.31	%	$	4,034,015		0.88	%		0.88	%		0.83	%		10	%
2021		27.26		0.29			8.28		8.57		(0.30	)		(0.41	)		(0.71	)		35.12		31.84			4,061,063		0.89			0.89			0.90			14
2020		27.53		0.31			1.80		2.11		(0.34	)		(2.04	)		(2.38	)		27.26		7.84			3,368,577		0.89			0.91			1.19			40
2019		27.66		0.31			0.04		0.35		(0.30	)		(0.18	)		(0.48	)		27.53		1.42			3,543,245		0.89			0.91			1.20			54
2018		24.11		0.22			3.83		4.05		(0.20	)		(0.30	)		(0.50	)		27.66		16.99			3,773,973		0.89			0.90			0.84			44
2017		20.74		0.18			3.37		3.55		(0.18	)		—			(0.18	)		24.11		17.19			3,385,550		0.90	(3)		0.94			0.82			88
Class Y
2022	$	35.14	$	0.19		$	1.43	$	1.62	$	(0.18	)	$	(1.53	)	$	(1.71	)	$	35.05		4.44	%	$	527,841		0.63	%		0.63	%		1.08	%		10	%
2021		27.27		0.37			8.28		8.65		(0.37	)		(0.41	)		(0.78	)		35.14		32.18			516,304		0.64			0.64			1.14			14
2020		27.54		0.38			1.80		2.18		(0.41	)		(2.04	)		(2.45	)		27.27		8.11			408,792		0.64			0.66			1.44			40
2019		27.67		0.38			0.04		0.42		(0.37	)		(0.18	)		(0.55	)		27.54		1.67			447,895		0.64			0.66			1.46			54
2018		24.13		0.28			3.82		4.10		(0.26	)		(0.30	)		(0.56	)		27.67		17.22			371,706		0.64			0.65			1.08			44
2017		20.75		0.24			3.37		3.61		(0.23	)		—			(0.23	)		24.13		17.52			317,822		0.65	(3)		0.69			1.07			88

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
‡	Includes contribution from SIMC. Without the cash contribution, the Fund's return would have been 4.26% (See Note 6 in the Notes to Financial Statements).
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	Commenced operations on January 31, 2018. All ratios for the period have been annualized.
(3)	The expense ratio includes litigation expenses outside the cap.

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

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

352

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
S&P 500 Index Fund
Class F
2022	$	92.42	$	0.54		$	5.04		$	5.58		$	(0.49	)	$	(6.14	)	$	(6.63	)	$	91.37		5.79	%	$	981,409		0.25	%		0.54	%		1.17	%		2	%
2021		75.64		1.04			20.61			21.65			(1.04	)		(3.83	)		(4.87	)		92.42		29.73			981,074		0.25			0.54			1.20			5
2020		69.00		1.15			8.74			9.89			(1.20	)		(2.05	)		(3.25	)		75.64		14.82	(2)		844,753		0.25			0.54			1.64			19
2019		68.94		1.24			1.29			2.53			(1.23	)		(1.24	)		(2.47	)		69.00		4.07			826,946		0.25			0.54			1.90			11
2018(3)		60.22		1.20			9.19			10.39			(1.13	)		(0.54	)		(1.67	)		68.94		17.53			904,819		0.29			0.55			1.85			17
2017		53.32		0.89			8.47			9.36			(0.87	)		(1.59	)		(2.46	)		60.22		18.12			417,308		0.43			0.54			1.58			21
Class I
2022	$	93.01	$	0.36		$	5.06		$	5.42		$	(0.30	)	$	(6.14	)	$	(6.44	)	$	91.99		5.59	%	$	6,631		0.65	%		0.79	%		0.76	%		2	%
2021		76.11		0.69			20.75			21.44			(0.71	)		(3.83	)		(4.54	)		93.01		29.21			6,913		0.65			0.79			0.80			5
2020		69.39		0.87			8.82			9.69			(0.92	)		(2.05	)		(2.97	)		76.11		14.37	(2)		5,331		0.65			0.79			1.23			19
2019		69.31		0.98			1.30			2.28			(0.96	)		(1.24	)		(2.20	)		69.39		3.66			5,322		0.65			0.79			1.49			11
2018(3)		60.56		0.92			9.30			10.22			(0.93	)		(0.54	)		(1.47	)		69.31		17.13			6,372		0.65			0.80			1.43			17
2017		53.58		0.77			8.52			9.29			(0.72	)		(1.59	)		(2.31	)		60.56		17.87			6,328		0.65			0.79			1.36			21
Small Cap Fund
Class F
2022	$	16.29	$	0.02		$	(0.10	)	$	(0.08	)	$	—		$	(3.15	)	$	(3.15	)	$	13.06		(1.17	)%	$	612,314		1.14	%		1.23	%		0.28	%		51	%
2021		10.74		0.01			5.56			5.57			(0.02	)		—			(0.02	)		16.29		51.86			653,372		1.14			1.23			0.09			139
2020		11.05		0.02			(0.31	)		(0.29	)		(0.02	)(4)		—			(0.02	)		10.74		(2.60	)		503,795		1.14			1.23			0.16			149
2019		14.28		0.01			(1.67	)		(1.66	)		(0.01	)		(1.56	)		(1.57	)		11.05		(10.85	)		554,260		1.14			1.24			0.11			116
2018		13.25		(0.02	)		1.97			1.95			—			(0.92	)		(0.92	)		14.28		15.56			690,400		1.14			1.24			(0.17	)		162
2017		11.61		(0.02	)		1.68			1.66			(0.02	)		—			(0.02	)		13.25		14.29			588,341		1.14			1.24			(0.12	)		135
Class Y
2022	$	16.46	$	0.04		$	(0.10	)	$	(0.06	)	$	(0.02	)	$	(3.15	)	$	(3.17	)	$	13.23		(1.06	)%	$	26,366		0.89	%		0.98	%		0.52	%		51	%
2021		10.85		0.05			5.60			5.65			(0.04	)		—			(0.04	)		16.46		52.15			28,977		0.89			0.98			0.34			139
2020		11.15		0.04			(0.29	)		(0.25	)		(0.05	)(4)		—			(0.05	)		10.85		(2.23	)		25,727		0.89			0.98			0.41			149
2019		14.38		0.04			(1.69	)		(1.65	)		(0.02	)		(1.56	)		(1.58	)		11.15		(10.66	)		33,128		0.89			0.99			0.36			116
2018		13.31		0.01			1.98			1.99			—	^		(0.92	)		(0.92	)		14.38		15.83			36,423		0.89			0.99			0.07			162
2017		11.66		0.02			1.67			1.69			(0.04	)		—			(0.04	)		13.31		14.51			39,149		0.89			0.99			0.13			135

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
^	Amount represents less than $0.01 per share.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	Includes contribution from SIMC. Without the cash contribution, the Fund's return for Class F and Class I would have been 14.78% and 14.33%, respectively (See Note 6 in the Notes to Financial Statements).
(3)	On April 20, 2018, the Class Y shares and Class E shares were converted to Class F shares. The performance and financial history shown of the class is solely that of the fund's Class F shares.
(4)	Includes return of capital less than $0.005.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

353

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Small Cap Value Fund
Class F
2022	$	27.04	$	0.11		$	0.69		$	0.80		$	(0.10	)	$	(2.01	)	$	(2.11	)	$	25.73		2.96	%	$	369,121		1.14	%		1.23	%		0.81	%		20	%
2021		17.07		0.14			9.98			10.12			(0.15	)		—			(0.15	)		27.04		59.43			364,946		1.14			1.23			0.56			80
2020		20.60		0.17			(3.46	)		(3.29	)		(0.24	)		—			(0.24	)		17.07		(16.03	)		250,718		1.14			1.24			0.91			65
2019		25.54		0.27			(2.86	)		(2.59	)		(0.25	)		(2.10	)		(2.35	)		20.60		(9.62	)		274,660		1.14			1.24			1.30			74
2018		26.16		0.17			1.53			1.70			(0.17	)		(2.15	)		(2.32	)		25.54		6.81			336,361		1.14			1.24			0.68			132
2017		22.75		0.11			3.43			3.54			(0.13	)		—			(0.13	)		26.16		15.61			349,296		1.14			1.23			0.45			123
Class I
2022	$	26.76	$	0.07		$	0.69		$	0.76		$	(0.07	)	$	(2.01	)	$	(2.08	)	$	25.44		2.84	%	$	1,114		1.36	%		1.48	%		0.50	%		20	%
2021		16.90		0.09			9.87			9.96			(0.10	)		—			(0.10	)		26.76		59.05			1,900		1.36			1.48			0.35			80
2020		20.39		0.12			(3.42	)		(3.30	)		(0.19	)		—			(0.19	)		16.90		(16.20	)		1,204		1.36			1.49			0.67			65
2019		25.31		0.22			(2.84	)		(2.62	)		(0.20	)		(2.10	)		(2.30	)		20.39		(9.83	)		1,703		1.36			1.49			1.07			74
2018		25.94		0.12			1.51			1.63			(0.11	)		(2.15	)		(2.26	)		25.31		6.59			2,354		1.36			1.49			0.46			132
2017		22.57		0.05			3.41			3.46			(0.09	)		—			(0.09	)		25.94		15.37			2,466		1.36			1.48			0.22			123
Class Y
2022	$	27.06	$	0.14		$	0.69		$	0.83		$	(0.13	)	$	(2.01	)	$	(2.14	)	$	25.75		3.08	%	$	69,251		0.89	%		0.98	%		1.06	%		20	%
2021		17.08		0.20			9.99			10.19			(0.21	)		—			(0.21	)		27.06		59.84			67,188		0.89			0.98			0.82			80
2020		20.61		0.21			(3.46	)		(3.25	)		(0.28	)		—			(0.28	)		17.08		(15.80	)		45,725		0.89			0.99			1.13			65
2019		25.56		0.33			(2.87	)		(2.54	)		(0.31	)		(2.10	)		(2.41	)		20.61		(9.42	)		44,255		0.89			0.99			1.55			74
2018		26.18		0.24			1.52			1.76			(0.23	)		(2.15	)		(2.38	)		25.56		7.07			41,421		0.89			0.99			0.94			132
2017		22.76		0.18			3.43			3.61			(0.19	)		—			(0.19	)		26.18		15.94			37,243		0.89			0.99			0.74			123
Small Cap Growth Fund
Class F
2022	$	45.89	$	(0.04	)	$	(2.35	)	$	(2.39	)	$	—		$	(9.80	)	$	(9.80	)	$	33.70		(6.70	)%	$	349,158		1.11	%		1.23	%		(0.20	)%		94	%
2021		32.60		(0.20	)		13.49			13.29			—			—			—			45.89		40.77			382,281		1.11			1.23			(0.45	)		196
2020		31.88		(0.12	)		1.96			1.84			—			(1.12	)		(1.12	)		32.60		5.68			290,981		1.11			1.23			(0.39	)		173
2019		42.96		(0.11	)		(6.04	)		(6.15	)		—			(4.93	)		(4.93	)		31.88		(13.89	)		293,814		1.11			1.24			(0.33	)		172
2018		34.42		(0.20	)		8.86			8.66			—			(0.12	)		(0.12	)		42.96		25.25			386,055		1.11			1.24			(0.53	)		168
2017		28.86		(0.17	)		5.73			5.56			—			—			—			34.42		19.27			312,759		1.11			1.23			(0.55	)		116
Class I
2022	$	43.32	$	(0.09	)	$	(2.17	)	$	(2.26	)	$	—		$	(9.80	)	$	(9.80	)	$	31.26		(6.81	)%	$	1,223		1.36	%		1.48	%		(0.48	)%		94	%
2021		30.85		(0.29	)		12.76			12.47			—			—			—			43.32		40.42			1,717		1.36			1.48			(0.70	)		196
2020		30.29		(0.19	)		1.87			1.68			—			(1.12	)		(1.12	)		30.85		5.44			1,245		1.36			1.48			(0.64	)		173
2019		41.21		(0.19	)		(5.80	)		(5.99	)		—			(4.93	)		(4.93	)		30.29		(14.13	)		1,408		1.36			1.49			(0.59	)		172
2018		33.11		(0.28	)		8.50			8.22			—			(0.12	)		(0.12	)		41.21		24.92			2,127		1.36			1.49			(0.79	)		168
2017		27.83		(0.24	)		5.52			5.28			—			—			—			33.11		18.97			2,079		1.36			1.48			(0.79	)		116
Class Y
2022	$	46.65	$	0.01		$	(2.40	)	$	(2.39	)	$	—		$	(9.80	)	$	(9.80	)	$	34.46		(6.57	)%	$	41,269		0.86	%		0.98	%		0.05	%		94	%
2021		33.06		(0.09	)		13.68			13.59			—			—			—			46.65		41.11			44,407		0.86			0.98			(0.20	)		196
2020		32.23		(0.04	)		1.99			1.95			—			(1.12	)		(1.12	)		33.06		5.97			32,593		0.86			0.98			(0.14	)		173
2019		43.27		(0.03	)		(6.08	)		(6.11	)		—			(4.93	)		(4.93	)		32.23		(13.68	)		33,340		0.86			0.99			(0.08	)		172
2018		34.59		(0.11	)		8.91			8.80			—			(0.12	)		(0.12	)		43.27		25.56			34,078		0.86			0.99			(0.28	)		168
2017		28.93		(0.11	)		5.77			5.66			—			—			—			34.59		19.57			28,446		0.86			0.98			(0.36	)		116

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

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

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

354

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Small/Mid Cap Fund
Class F
2022	$	28.01	$	0.05	$	(0.14	)	$	(0.09	)	$	(0.04	)	$	(2.57	)	$	(2.61	)	$	25.31		(0.69	)%	$	883,158		1.11	%		1.23	%		0.38	%		25	%
2021		19.41		0.03		8.61			8.64			(0.04	)		—			(0.04	)		28.01		44.52			917,919		1.11			1.23			0.10			71
2020		21.04		0.04		(1.15	)		(1.11	)		(0.08	)		(0.44	)		(0.52	)		19.41		(5.47	)		664,941		1.11			1.24			0.22			90
2019		25.02		0.11		(2.32	)		(2.21	)		(0.10	)		(1.67	)		(1.77	)		21.04		(8.27	)		771,375		1.11			1.23			0.54			115
2018		22.09		0.02		3.34			3.36			(0.02	)		(0.41	)		(0.43	)		25.02		15.38			907,519		1.11			1.23			0.07			186
2017		18.97		0.03		3.17			3.20			(0.08	)		—			(0.08	)		22.09		16.91			782,449		1.11	(2)		1.24			0.12			151
Class Y
2022	$	28.07	$	0.08	$	(0.15	)	$	(0.07	)	$	(0.07	)	$	(2.57	)	$	(2.64	)	$	25.36		(0.62	)%	$	111,405		0.89	%		0.98	%		0.60	%		25	%
2021		19.45		0.08		8.63			8.71			(0.09	)		—			(0.09	)		28.07		44.81			112,357		0.89			0.98			0.32			71
2020		21.06		0.09		(1.14	)		(1.05	)		(0.12	)		(0.44	)		(0.56	)		19.45		(5.20	)		84,564		0.89			0.99			0.44			90
2019		25.07		0.16		(2.34	)		(2.18	)		(0.16	)		(1.67	)		(1.83	)		21.06		(8.12	)		98,434		0.89			0.99			0.77			115
2018		22.11		0.07		3.35			3.42			(0.05	)		(0.41	)		(0.46	)		25.07		15.69			88,854		0.89			0.98			0.29			186
2017		18.98		0.07		3.17			3.24			(0.11	)		—			(0.11	)		22.11		17.14			75,183		0.90	(2)		0.99			0.34			151
Mid-Cap Fund
Class F
2022	$	32.65	$	0.09	$	0.33		$	0.42		$	(0.06	)	$	(5.68	)	$	(5.74	)	$	27.33		0.72	%	$	73,342		0.98	%		0.98	%		0.58	%		56	%
2021		23.59		0.15		9.13			9.28			(0.22	)		—			(0.22	)		32.65		39.49			78,488		0.98			0.98			0.49			163
2020		24.94		0.28		(1.00	)		(0.72	)		(0.29	)		(0.34	)		(0.63	)		23.59		(2.87	)		66,828		0.98			0.98			1.17			108
2019		29.13		0.22		(1.43	)		(1.21	)		(0.20	)		(2.78	)		(2.98	)		24.94		(3.10	)		102,280		0.98			0.99			0.89			99
2018		27.81		0.19		3.37			3.56			(0.21	)		(2.03	)		(2.24	)		29.13		13.41			131,640		0.98			0.99			0.66			99
2017		24.00		0.17		3.99			4.16			(0.16	)		(0.19	)		(0.35	)		27.81		17.52			112,423		0.98			0.99			0.67			112
Class I
2022	$	32.59	$	0.05	$	0.33		$	0.38		$	(0.04	)	$	(5.68	)	$	(5.72	)	$	27.25		0.61	%	$	369		1.20	%		1.23	%		0.31	%		56	%
2021		23.55		0.09		9.11			9.20			(0.16	)		—			(0.16	)		32.59		39.19			669		1.20			1.23			0.28			163
2020		24.91		0.22		(0.99	)		(0.77	)		(0.25	)		(0.34	)		(0.59	)		23.55		(3.13	)		583		1.20			1.23			0.96			108
2019		29.09		0.16		(1.41	)		(1.25	)		(0.15	)		(2.78	)		(2.93	)		24.91		(3.27	)		716		1.20			1.24			0.66			99
2018		27.78		0.12		3.36			3.48			(0.14	)		(2.03	)		(2.17	)		29.09		13.11			821		1.20			1.24			0.42			99
2017		23.96		0.12		4.00			4.12			(0.11	)		(0.19	)		(0.30	)		27.78		17.32			864		1.20			1.24			0.46			112
Class Y
2022	$	32.67	$	0.13	$	0.32		$	0.45		$	(0.09	)	$	(5.68	)	$	(5.77	)	$	27.35		0.84	%	$	4,044		0.73	%		0.73	%		0.86	%		56	%
2021		23.61		0.22		9.13			9.35			(0.29	)		—			(0.29	)		32.67		39.80			3,667		0.73			0.73			0.71			163
2020		24.96		0.33		(0.99	)		(0.66	)		(0.35	)		(0.34	)		(0.69	)		23.61		(2.61	)		2,584		0.73			0.73			1.42			108
2019		29.15		0.28		(1.42	)		(1.14	)		(0.27	)		(2.78	)		(3.05	)		24.96		(2.85	)		2,604		0.73			0.74			1.14			99
2018		27.83		0.26		3.37			3.63			(0.28	)		(2.03	)		(2.31	)		29.15		13.68			2,962		0.73			0.74			0.92			99
2017		24.01		0.24		4.00			4.24			(0.23	)		(0.19	)		(0.42	)		27.83		17.84			2,267		0.73			0.74			0.93			112

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	The expense ratio includes litigation expenses outside the cap.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

355

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
U.S. Managed Volatility Fund
Class F
2022	$	17.64	$	0.18	$	1.43		$	1.61		$	(0.16	)	$	(1.49	)	$	(1.65	)	$	17.60		9.45	%	$	758,075		0.90	%		1.23	%		2.04	%		29	%
2021		16.14		0.25		2.91			3.16			(0.26	)		(1.40	)		(1.66	)		17.64		20.39			749,637		0.90			1.23			1.43			50
2020		17.78		0.26		(1.08	)		(0.82	)		(0.29	)		(0.53	)		(0.82	)		16.14		(4.87	)		764,608		0.90			1.23			1.55			77
2019		18.69		0.32		0.91			1.23			(0.31	)		(1.83	)		(2.14	)		17.78		7.89			914,612		0.93			1.23			1.89			44
2018		18.26		0.26		1.80			2.06			(0.27	)		(1.36	)		(1.63	)		18.69		11.83			934,551		0.97			1.23			1.44			72
2017		17.04		0.25		1.72			1.97			(0.26	)		(0.49	)		(0.75	)		18.26		11.85			994,387		1.00			1.23			1.45			48
Class I
2022	$	17.64	$	0.16	$	1.43		$	1.59		$	(0.14	)	$	(1.49	)	$	(1.63	)	$	17.60		9.31	%	$	583		1.15	%		1.47	%		1.81	%		29	%
2021		16.13		0.21		2.92			3.13			(0.22	)		(1.40	)		(1.62	)		17.64		20.17			1,324		1.15			1.48			1.17			50
2020		17.78		0.21		(1.08	)		(0.87	)		(0.25	)		(0.53	)		(0.78	)		16.13		(5.17	)		1,282		1.15			1.48			1.29			77
2019		18.69		0.28		0.91			1.19			(0.27	)		(1.83	)		(2.10	)		17.78		7.62			1,345		1.18			1.48			1.64			44
2018		18.26		0.21		1.80			2.01			(0.22	)		(1.36	)		(1.58	)		18.69		11.55			1,183		1.22			1.48			1.18			72
2017		17.03		0.21		1.71			1.92			(0.20	)		(0.49	)		(0.69	)		18.26		11.58			1,426		1.25			1.48			1.21			48
Class Y
2022	$	17.65	$	0.20	$	1.43		$	1.63		$	(0.18	)	$	(1.49	)	$	(1.67	)	$	17.61		9.59	%	$	198,793		0.65	%		0.98	%		2.29	%		29	%
2021		16.15		0.29		2.92			3.21			(0.31	)		(1.40	)		(1.71	)		17.65		20.68			200,659		0.65			0.98			1.69			50
2020		17.79		0.30		(1.08	)		(0.78	)		(0.33	)		(0.53	)		(0.86	)		16.15		(4.62	)		870,935		0.65			0.98			1.79			77
2019		18.70		0.37		0.91			1.28			(0.36	)		(1.83	)		(2.19	)		17.79		8.16			922,175		0.68			0.98			2.15			44
2018		18.27		0.30		1.80			2.10			(0.31	)		(1.36	)		(1.67	)		18.70		12.11			682,081		0.72			0.98			1.68			72
2017		17.05		0.30		1.71			2.01			(0.30	)		(0.49	)		(0.79	)		18.27		12.13			585,729		0.75			0.98			1.73			48
Global Managed Volatility Fund
Class F
2022	$	11.78	$	0.06	$	0.65		$	0.71		$	(0.13	)	$	(1.22	)	$	(1.35	)	$	11.14		5.93	%	$	869,024		1.11	%		1.23	%		0.98	%		45	%
2021		10.40		0.12		1.37			1.49			(0.09	)		(0.02	)		(0.11	)		11.78		14.40			881,712		1.11			1.23			1.07			80
2020		11.46		0.12		(0.57	)		(0.45	)		(0.28	)		(0.33	)		(0.61	)		10.40		(4.33	)		913,791		1.11			1.25			1.12			86
2019		12.08		0.18		0.26			0.44			(0.29	)		(0.77	)		(1.06	)		11.46		4.75			1,060,614		1.11			1.24			1.61			66
2018		11.97		0.17		0.77			0.94			(0.18	)		(0.65	)		(0.83	)		12.08		8.12			1,184,336		1.11			1.24			1.46			55
2017		11.51		0.17		1.03			1.20			(0.32	)		(0.42	)		(0.74	)		11.97		11.16			1,242,592		1.11			1.24			1.45			61
Class I
2022	$	11.48	$	0.03	$	0.65		$	0.68		$	(0.10	)	$	(1.22	)	$	(1.32	)	$	10.84		5.87	%	$	486		1.36	%		1.48	%		0.54	%		45	%
2021		10.15		0.09		1.33			1.42			(0.07	)		(0.02	)		(0.09	)		11.48		14.01			1,041		1.36			1.48			0.83			80
2020		11.19		0.09		(0.55	)		(0.46	)		(0.25	)		(0.33	)		(0.58	)		10.15		(4.51	)		952		1.36			1.50			0.88			86
2019		11.82		0.15		0.25			0.40			(0.26	)		(0.77	)		(1.03	)		11.19		4.45			1,067		1.36			1.49			1.36			66
2018		11.73		0.14		0.75			0.89			(0.15	)		(0.65	)		(0.80	)		11.82		7.87			1,225		1.36			1.49			1.19			55
2017		11.29		0.14		1.00			1.14			(0.28	)		(0.42	)		(0.70	)		11.73		10.80			1,573		1.36			1.48			1.24			61
Class Y
2022	$	11.81	$	0.07	$	0.65		$	0.72		$	(0.15	)	$	(1.22	)	$	(1.37	)	$	11.16		6.07	%	$	126,272		0.86	%		0.98	%		1.23	%		45	%
2021		10.43		0.15		1.37			1.52			(0.12	)		(0.02	)		(0.14	)		11.81		14.65			127,801		0.86			0.98			1.31			80
2020		11.49		0.15		(0.58	)		(0.43	)		(0.30	)		(0.33	)		(0.63	)		10.43		(4.08	)		143,066		0.86			1.00			1.39			86
2019		12.12		0.21		0.25			0.46			(0.32	)		(0.77	)		(1.09	)		11.49		4.95			220,260		0.86			0.99			1.86			66
2018		12.00		0.20		0.78			0.98			(0.21	)		(0.65	)		(0.86	)		12.12		8.46			233,708		0.86			0.99			1.74			55
2017		11.55		0.22		1.00			1.22			(0.35	)		(0.42	)		(0.77	)		12.00		11.32			213,561		0.87			0.99			1.87			61

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

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

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

356

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Managed Volatility Fund
Class F
2022	$	19.75	$	0.12		$	2.04		$	2.16		$	(0.11	)	$	(0.78	)	$	(0.89	)	$	21.02		11.01	%	$	969,730		1.00	%		1.23	%		1.13	%		9	%
2021		16.66		0.19			3.23			3.42			(0.20	)		(0.13	)		(0.33	)		19.75		20.76			920,670		1.00			1.23			1.04			17
2020		17.61		0.25			(0.51	)		(0.26	)		(0.27	)		(0.42	)		(0.69	)		16.66		(1.53	)		856,160		1.00			1.23			1.48			27
2019		17.22		0.27			0.88			1.15			(0.27	)		(0.49	)		(0.76	)		17.61		7.16			1,004,802		1.00			1.23			1.65			29
2018		15.96		0.21			1.70			1.91			(0.22	)		(0.43	)		(0.65	)		17.22		12.26			1,030,813		1.00			1.23			1.31			24
2017		14.74		0.23			1.61			1.84			(0.23	)		(0.39	)		(0.62	)		15.96		12.84			994,011		1.00			1.23			1.53			22
Class Y
2022	$	19.76	$	0.14		$	2.04		$	2.18		$	(0.13	)	$	(0.78	)	$	(0.91	)	$	21.03		11.14	%	$	88,578		0.75	%		0.98	%		1.38	%		9	%
2021		16.66		0.24			3.24			3.48			(0.25	)		(0.13	)		(0.38	)		19.76		21.12			83,410		0.75			0.98			1.28			17
2020		17.62		0.29			(0.52	)		(0.23	)		(0.31	)		(0.42	)		(0.73	)		16.66		(1.34	)		76,132		0.75			0.98			1.73			27
2019		17.23		0.31			0.88			1.19			(0.31	)		(0.49	)		(0.80	)		17.62		7.42			87,717		0.75			0.99			1.88			29
2018		15.96		0.26			1.70			1.96			(0.26	)		(0.43	)		(0.69	)		17.23		12.60			78,609		0.75			0.99			1.56			24
2017		14.74		0.27			1.61			1.88			(0.27	)		(0.39	)		(0.66	)		15.96		13.12			61,804		0.75			0.98			1.80			22
Tax-Managed International Managed Volatility Fund
Class F
2022	$	11.30	$	0.08		$	(0.17	)	$	(0.09	)	$	(0.35	)	$	—		$	(0.35	)	$	10.86		(0.87	)%	$	333,492		1.11	%		1.38	%		1.45	%		30	%
2021		10.15		0.27			1.06			1.33			(0.18	)		—			(0.18	)		11.30		13.23			338,490		1.11			1.39			2.44			79
2020		10.77		0.19			(0.49	)		(0.30	)		(0.32	)		—			(0.32	)		10.15		(3.08	)		315,250		1.11			1.41			1.84			79
2019		11.38		0.27			(0.61	)		(0.34	)		(0.27	)		—			(0.27	)		10.77		(2.76	)		331,996		1.11			1.40			2.54			55
2018		11.56		0.26			(0.15	)		0.11			(0.29	)		—			(0.29	)		11.38		0.93			355,027		1.11			1.40			2.21			54
2017(2)		10.00		0.23			1.33			1.56			—			—			—			11.56		15.65			336,350		1.11			1.39			2.29			51
Class Y
2022	$	11.32	$	0.09		$	(0.16	)	$	(0.07	)	$	(0.38	)	$	—		$	(0.38	)	$	10.87		(0.71	)%	$	56,529		0.86	%		1.13	%		1.70	%		30	%
2021		10.17		0.30			1.06			1.36			(0.21	)		—			(0.21	)		11.32		13.48			56,993		0.86			1.14			2.69			79
2020		10.79		0.23			(0.51	)		(0.28	)		(0.34	)		—			(0.34	)		10.17		(2.84	)		53,255		0.86			1.16			2.27			79
2019		11.40		0.32			(0.63	)		(0.31	)		(0.30	)		—			(0.30	)		10.79		(2.47	)		42,782		0.86			1.15			3.05			55
2018		11.58		0.30			(0.16	)		0.14			(0.32	)		—			(0.32	)		11.40		1.16			25,862		0.86			1.15			2.60			54
2017(2)		10.00		0.30			1.29			1.59			(0.01	)		—			(0.01	)		11.58		15.90			13,652		0.86			1.15			2.92			51
Real Estate Fund
Class F
2022	$	17.62	$	0.02		$	1.96		$	1.98		$	(0.10	)	$	(1.09	)	$	(1.19	)	$	18.41		11.32	%	$	106,230		1.14	%		1.23	%		0.25	%		35	%
2021		13.51		0.11			4.87			4.98			(0.20	)		(0.67	)		(0.87	)		17.62		38.41			84,666		1.14			1.23			0.67			78
2020		17.24		0.14			(2.47	)		(2.33	)		(0.28	)		(1.12	)		(1.40	)		13.51		(14.21	)		74,099		1.14			1.23			0.95			123
2019		16.06		0.23			2.31			2.54			(0.21	)		(1.15	)		(1.36	)		17.24		17.35			104,562		1.14			1.24			1.47			71
2018		17.15		0.24			0.62			0.86			(0.23	)		(1.72	)		(1.95	)		16.06		5.04			94,715		1.14			1.24			1.27			103
2017		19.37		0.03			(0.21	)		(0.18	)		(0.41	)		(1.63	)		(2.04	)		17.15		(0.57	)		137,877		1.14			1.24			0.16			67
Class I
2022	$	17.58	$	(0.02	)	$	1.97		$	1.95		$	(0.08	)	$	(1.09	)	$	(1.17	)	$	18.36		11.17	%	$	221		1.36	%		1.47	%		(0.23	)%		35	%
2021		13.48		0.07			4.86			4.93			(0.16	)		(0.67	)		(0.83	)		17.58		38.14			424		1.36			1.48			0.47			78
2020		17.20		0.11			(2.46	)		(2.35	)		(0.25	)		(1.12	)		(1.37	)		13.48		(14.38	)		307		1.36			1.48			0.79			123
2019		16.03		0.21			2.29			2.50			(0.18	)		(1.15	)		(1.33	)		17.20		17.06			420		1.36			1.48			1.33			71
2018		17.13		0.24			0.58			0.82			(0.20	)		(1.72	)		(1.92	)		16.03		4.80			455		1.36			1.49			1.31			103
2017		19.35		(0.02	)		(0.20	)		(0.22	)		(0.37	)		(1.63	)		(2.00	)		17.13		(0.80	)		529		1.36			1.49			(0.09	)		67
Class Y
2022	$	17.63	$	0.04		$	1.97		$	2.01		$	(0.13	)	$	(1.09	)	$	(1.22	)	$	18.42		11.45	%	$	18,292		0.89	%		0.98	%		0.49	%		35	%
2021		13.51		0.15			4.87			5.02			(0.23	)		(0.67	)		(0.90	)		17.63		38.81			18,241		0.89			0.98			0.93			78
2020		17.25		0.21			(2.51	)		(2.30	)		(0.32	)		(1.12	)		(1.44	)		13.51		(14.04	)		17,279		0.89			0.98			1.40			123
2019		16.07		0.27			2.31			2.58			(0.25	)		(1.15	)		(1.40	)		17.25		17.65			36,910		0.89			0.98			1.72			71
2018		17.15		0.32			0.58			0.90			(0.26	)		(1.72	)		(1.98	)		16.07		5.30			36,197		0.89			0.99			1.76			103
2017		19.38		0.07			(0.21	)		(0.14	)		(0.46	)		(1.63	)		(2.09	)		17.15		(0.37	)		36,892		0.89			0.99			0.41			67

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	Commenced operations on October 17, 2016. All ratios for the period have been annualized.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

357

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Core Fixed Income Fund
Class F
2022	$	11.50	$	0.08	$	(0.87	)	$	(0.79	)	$	(0.09	)	$	(0.03	)	$	(0.12	)	$	10.59		(6.96	)%	$	3,809,640		0.66	%		0.72	%		1.40	%		193	%
2021		12.15		0.15		(0.16	)		(0.01	)		(0.18	)		(0.46	)		(0.64	)		11.50		(0.08	)		4,101,094		0.66			0.72			1.27			375
2020		11.65		0.23		0.65			0.88			(0.27	)		(0.11	)		(0.38	)		12.15		7.75			3,859,455		0.66			0.73			1.98			357
2019		10.86		0.31		0.81			1.12			(0.33	)		—			(0.33	)		11.65		10.45			3,755,355		0.66			0.73			2.78			387
2018		11.32		0.29		(0.46	)		(0.17	)		(0.29	)		—			(0.29	)		10.86		(1.53	)		3,600,785		0.67			0.77			2.55			384
2017		11.71		0.25		(0.15	)		0.10			(0.26	)		(0.23	)		(0.49	)		11.32		1.02			1,855,251		0.67			0.80			2.19			386
Class I
2022	$	11.49	$	0.07	$	(0.87	)	$	(0.80	)	$	(0.08	)	$	(0.03	)	$	(0.11	)	$	10.58		(7.07	)%	$	4,311		0.88	%		0.97	%		1.17	%		193	%
2021		12.14		0.12		(0.15	)		(0.03	)		(0.16	)		(0.46	)		(0.62	)		11.49		(0.30	)		5,102		0.88			0.97			1.05			375
2020		11.64		0.21		0.66			0.87			(0.26	)		(0.11	)		(0.37	)		12.14		7.59			4,698		0.88			0.98			1.76			357
2019		10.86		0.29		0.79			1.08			(0.30	)		—			(0.30	)		11.64		10.11			5,085		0.88			0.98			2.57			387
2018		11.31		0.26		(0.45	)		(0.19	)		(0.26	)		—			(0.26	)		10.86		(1.66	)		6,255		0.89			1.02			2.29			384
2017		11.70		0.22		(0.14	)		0.08			(0.24	)		(0.23	)		(0.47	)		11.31		0.80			5,975		0.89			1.05			1.97			386
Class Y
2022	$	11.51	$	0.09	$	(0.87	)	$	(0.78	)	$	(0.10	)	$	(0.03	)	$	(0.13	)	$	10.60		(6.84	)%	$	475,427		0.41	%		0.47	%		1.65	%		193	%
2021		12.16		0.18		(0.16	)		0.02			(0.21	)		(0.46	)		(0.67	)		11.51		0.16			501,505		0.41			0.47			1.51			375
2020		11.66		0.26		0.65			0.91			(0.30	)		(0.11	)		(0.41	)		12.16		7.98			455,054		0.41			0.48			2.22			357
2019		10.87		0.34		0.80			1.14			(0.35	)		—			(0.35	)		11.66		10.71			439,460		0.41			0.48			3.03			387
2018		11.32		0.31		(0.44	)		(0.13	)		(0.32	)		—			(0.32	)		10.87		(1.20	)		392,931		0.42			0.52			2.80			384
2017		11.71		0.28		(0.15	)		0.13			(0.29	)		(0.23	)		(0.52	)		11.32		1.27			225,440		0.42			0.55			2.46			386
High Yield Bond Fund
Class F
2022	$	7.08	$	0.20	$	(0.37	)	$	(0.17	)	$	(0.19	)	$	(0.05	)	$	(0.24	)	$	6.67		(2.43	)%	$	1,324,619		0.89	%		0.98	%		5.75	%		26	%
2021		6.46		0.40		0.72			1.12			(0.37	)		(0.13	)		(0.50	)		7.08		17.84			1,430,709		0.89			0.98			5.78			67
2020		6.91		0.36		(0.39	)		(0.03	)		(0.38	)		(0.04	)		(0.42	)		6.46		(0.33	)		1,257,617		0.89			0.98			5.54			88
2019		7.13		0.39		(0.11	)		0.28			(0.39	)		(0.11	)		(0.50	)		6.91		4.24			1,444,565		0.89			0.98			5.68			69
2018		7.33		0.38		(0.11	)		0.27			(0.38	)		(0.09	)		(0.47	)		7.13		3.88			1,484,436		0.89			0.98			5.38			58
2017		7.18		0.42		0.26			0.68			(0.41	)		(0.12	)		(0.53	)		7.33		9.75			1,469,480		0.90	(2)		1.01			5.83			62
Class I
2022	$	6.82	$	0.18	$	(0.34	)	$	(0.16	)	$	(0.19	)	$	(0.05	)	$	(0.24	)	$	6.42		(2.44	)%	$	5		1.11	%		1.22	%		5.43	%		26	%
2021		6.22		0.37		0.70			1.07			(0.34	)		(0.13	)		(0.47	)		6.82		17.72			581		1.11			1.23			5.55			67
2020		6.65		0.33		(0.37	)		(0.04	)		(0.35	)		(0.04	)		(0.39	)		6.22		(0.46	)		409		1.11			1.23			4.99			88
2019		6.88		0.36		(0.12	)		0.24			(0.36	)		(0.11	)		(0.47	)		6.65		3.79			11,926		1.12			1.23			5.51			69
2018		7.08		0.35		(0.11	)		0.24			(0.35	)		(0.09	)		(0.44	)		6.88		3.61			545		1.10			1.22			5.08			58
2017		6.93		0.39		0.26			0.65			(0.38	)		(0.12	)		(0.50	)		7.08		9.65			1,147		1.12	(2)		1.25			5.58			62
Class Y
2022	$	7.08	$	0.21	$	(0.37	)	$	(0.16	)	$	(0.20	)	$	(0.05	)	$	(0.25	)	$	6.67		(2.31	)%	$	189,494		0.64	%		0.73	%		6.01	%		26	%
2021		6.46		0.42		0.72			1.14			(0.39	)		(0.13	)		(0.52	)		7.08		18.13			195,613		0.64			0.73			6.03			67
2020		6.91		0.38		(0.39	)		(0.01	)		(0.40	)		(0.04	)		(0.44	)		6.46		(0.07	)		174,334		0.64			0.73			5.78			88
2019		7.13		0.41		(0.11	)		0.30			(0.41	)		(0.11	)		(0.52	)		6.91		4.51			185,383		0.64			0.73			5.92			69
2018		7.32		0.40		(0.11	)		0.29			(0.39	)		(0.09	)		(0.48	)		7.13		4.27			177,644		0.64			0.73			5.62			58
2017		7.18		0.44		0.25			0.69			(0.43	)		(0.12	)		(0.55	)		7.32		9.87			187,087		0.65	(2)		0.76			6.08			62

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	The expense ratio includes litigation expenses outside the cap.

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

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

358

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains		Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Conservative Income Fund
Class F
2022	$	10.00	$	—	^	$	(0.01	)	$	(0.01	)	$	—	^	$	—	$	—	^	$	9.99		(0.09	)%	$	300,223		0.19	%		0.58	%		0.02	%		–	%
2021		10.00		—			—			—			—	^		—		—	^		10.00		0.01			269,681		0.19			0.58			—			–
2020		10.00		0.09			0.01			0.10			(0.10	)		—		(0.10	)		10.00		0.96			319,030		0.30			0.59			0.90			–
2019		10.00		0.23			—			0.23			(0.23	)		—		(0.23	)		10.00		2.32			229,166		0.30			0.59			2.29			–
2018		10.00		0.16			—			0.16			(0.16	)		—		(0.16	)		10.00		1.60			209,822		0.30			0.59			1.60			–
2017		10.00		0.08			—			0.08			(0.08	)		—		(0.08	)		10.00		0.83			190,440		0.30			0.58			0.84			–
Class Y
2022	$	10.01	$	0.01		$	(0.01	)	$	—		$	—	^	$	—	$	—	^	$	10.01		0.02	%	$	13,883		0.09	%		0.33	%		0.11	%		–	%
2021		10.00		0.01			—			0.01			—	^		—		—	^		10.01		0.11			16,962		0.09			0.33			0.10			–
2020		10.00		0.11			—			0.11			(0.11	)		—		(0.11	)		10.00		1.06			22,256		0.20			0.34			1.05			–
2019		10.00		0.24			—			0.24			(0.24	)		—		(0.24	)		10.00		2.42			23,125		0.20			0.34			2.38			–
2018		10.00		0.17			—			0.17			(0.17	)		—		(0.17	)		10.00		1.70			27,498		0.20			0.34			1.71			–
2017		10.00		0.10			(0.01	)		0.09			(0.09	)		—		(0.09	)		10.00		0.94			19,984		0.20			0.33			0.96			–
Tax-Free Conservative Income Fund
Class F
2022	$	10.00	$	—	^	$	—		$	—		$	—	^	$	—	$	—	^	$	10.00		0.01	%	$	179,106		0.14	%		0.58	%		0.02	%		–	%
2021		10.00		—			—			—			—	^		—		—	^		10.00		0.01			183,626		0.13			0.58			0.01			–
2020		10.00		0.06			—			0.06			(0.06	)		—		(0.06	)		10.00		0.64			212,828		0.30			0.59			0.62			–
2019		10.00		0.14			—			0.14			(0.14	)		—		(0.14	)		10.00		1.37			162,368		0.30			0.59			1.36			–
2018		10.00		0.10			—			0.10			(0.10	)		—		(0.10	)		10.00		0.99			162,338		0.30			0.59			0.99			–
2017		10.00		0.05			—			0.05			(0.05	)		—		(0.05	)		10.00		0.51			163,219		0.30			0.59			0.51			–
Class Y
2022	$	10.01	$	—	^	$	—		$	—		$	—	^	$	—	$	—	^	$	10.01		0.01	%	$	5,256		0.08	%		0.33	%		0.06	%		–	%
2021		10.00		0.01			—			0.01			—	^		—		—	^		10.01		0.11			9,273		0.03			0.33			0.10			–
2020		10.00		0.09			(0.02	)		0.07			(0.07	)		—		(0.07	)		10.00		0.73			5,770		0.20			0.34			0.87			–
2019		10.00		0.15			—			0.15			(0.15	)		—		(0.15	)		10.00		1.47			16,727		0.20			0.34			1.45			–
2018		10.00		0.11			—			0.11			(0.11	)		—		(0.11	)		10.00		1.09			11,126		0.20			0.34			1.13			–
2017		10.00		0.06			—			0.06			(0.06	)		—		(0.06	)		10.00		0.60			3,782		0.20			0.34			0.63			–

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
^	Amount represents less than $0.005 per share.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

359

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations		Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Real Return Fund
Class F
2022	$	10.68	$	0.24	$	(0.19	)	$	0.05	$	(0.26	)	$	—		$	(0.26	)	$	10.47		0.51	%	$	269,763		0.45	%		0.70	%		4.52	%		18	%
2021		10.40		0.44		0.10			0.54		(0.26	)		—			(0.26	)		10.68		5.26			228,319		0.45			0.70			4.18			31
2020		9.96		0.07		0.42			0.49		(0.05	)		—			(0.05	)		10.40		4.98			238,849		0.45			0.70			0.72			41
2019		9.91		0.16		0.15			0.31		(0.26	)		—			(0.26	)		9.96		3.14			227,413		0.45			0.70			1.59			34
2018		10.03		0.25		(0.23	)		0.02		(0.14	)		—			(0.14	)		9.91		0.24			238,889		0.45			0.71			2.51			35
2017		10.14		0.11		(0.11	)		—		(0.11	)(2)		—			(0.11	)		10.03		0.03			252,333		0.45			0.73			1.07			49
Class Y
2022	$	10.73	$	0.24	$	(0.18	)	$	0.06	$	(0.27	)	$	—		$	(0.27	)	$	10.52		0.56	%	$	17,789		0.35	%		0.45	%		4.57	%		18	%
2021		10.44		0.43		0.14			0.57		(0.28	)		—			(0.28	)		10.73		5.47			17,931		0.35			0.45			4.11			31
2020		10.00		0.08		0.42			0.50		(0.06	)		—			(0.06	)		10.44		5.01			21,395		0.35			0.45			0.84			41
2019		9.94		0.18		0.14			0.32		(0.26	)		—			(0.26	)		10.00		3.31			24,322		0.35			0.46			1.80			34
2018		10.06		0.26		(0.23	)		0.03		(0.15	)		—			(0.15	)		9.94		0.29			16,691		0.35			0.46			2.60			35
2017		10.17		0.12		(0.11	)		0.01		(0.12	)(2)		—			(0.12	)		10.06		0.11			18,205		0.35			0.48			1.15			49
Dynamic Asset Allocation Fund
Class F
2022	$	18.50	$	0.05	$	1.43		$	1.48	$	(0.59	)	$	(1.41	)	$	(2.00	)	$	17.98		7.85	%	$	784,605		0.75	%		1.18	%		0.53	%		2	%
2021		14.98		0.10		4.58			4.68		(0.89	)		(0.27	)		(1.16	)		18.50		32.72			816,977		0.75			1.18			0.56			10
2020		13.23		0.14		1.84			1.98		(0.23	)		—			(0.23	)		14.98		15.07			723,775		0.75			1.18			1.06			16
2019		13.22		0.17		0.07			0.24		(0.23	)		—			(0.23	)		13.23		2.14			725,857		0.75			1.18			1.31			5
2018		12.10		0.17		1.15			1.32		(0.18	)		(0.02	)		(0.20	)		13.22		10.95			800,036		0.75			1.19			1.30			11
2017		10.18		0.15		1.87			2.02		(0.10	)		—			(0.10	)		12.10		19.95			696,463		0.75			1.18			1.30			3
Class Y
2022	$	18.54	$	0.08	$	1.42		$	1.50	$	(0.64	)	$	(1.41	)	$	(2.05	)	$	17.99		7.92	%	$	43,790		0.50	%		0.93	%		0.83	%		2	%
2021		15.01		0.14		4.58			4.72		(0.92	)		(0.27	)		(1.19	)		18.54		33.05			46,976		0.50			0.93			0.81			10
2020		13.26		0.08		1.93			2.01		(0.26	)		—			(0.26	)		15.01		15.31			41,757		0.50			0.93			0.59			16
2019		13.25		0.19		0.08			0.27		(0.26	)		—			(0.26	)		13.26		2.43			70,477		0.50			0.93			1.51			5
2018		12.12		0.19		1.17			1.36		(0.21	)		(0.02	)		(0.23	)		13.25		11.26			78,280		0.50			0.93			1.51			11
2017		10.20		0.17		1.87			2.04		(0.12	)		—			(0.12	)		12.12		20.17			73,159		0.50			0.93			1.55			3

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	Includes return of capital of $0.01.

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

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

360

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Strategy Alternative Fund
Class F
2022	$	10.54	$	0.01		$	(0.01	)	$	—		$	(0.13	)	$	(0.62	)	$	(0.75	)	$	9.79		0.01	%	$	440,714		1.84	%(2)		2.59	%		0.25	%		190	%
2021		9.98		0.09			0.76			0.85			(0.05	)		(0.24	)		(0.29	)		10.54		8.57			449,934		1.99	(2)		2.75			0.87			424
2020		9.61		0.08			0.39			0.47			(0.10	)		—			(0.10	)		9.98		4.90			463,468		1.72	(3)		2.54			0.84			527
2019		10.10		0.14			(0.18	)		(0.04	)		(0.16	)		(0.29	)		(0.45	)		9.61		(0.18	)		472,129		1.44	(4)		2.38			1.24			315
2018		10.11		0.07			0.14			0.21			(0.02	)		(0.20	)		(0.22	)		10.10		2.11			509,559		1.41	(5)		2.41			0.72			266	(6)
2017		9.67		(0.01	)		0.46			0.45			(0.01	)		—			(0.01	)		10.11		4.62			508,046		1.41	(7)		2.44			(0.12	)		215	(6)
Class Y
2022	$	10.55	$	0.02		$	(0.02	)	$	—		$	(0.15	)	$	(0.62	)	$	(0.77	)	$	9.78		0.07	%	$	8,555		1.60	%(8)		2.34	%		0.49	%		190	%
2021		9.98		0.12			0.77			0.89			(0.08	)		(0.24	)		(0.32	)		10.55		8.94			8,585		1.74	(8)		2.50			1.12			424
2020		9.61		0.11			0.38			0.49			(0.12	)		—			(0.12	)		9.98		5.16			8,464		1.47	(9)		2.29			1.12			527
2019		10.11		0.13			(0.15	)		(0.02	)		(0.19	)		(0.29	)		(0.48	)		9.61		(0.01	)		9,821		1.20	(10)		2.15			1.11			315
2018		10.12		0.10			0.14			0.24			(0.05	)		(0.20	)		(0.25	)		10.11		2.36			5,951		1.16	(11)		2.16			0.95			266	(6)
2017		9.68		0.03			0.44			0.47			(0.03	)		—			(0.03	)		10.12		4.79			4,841		1.14	(12)		2.16			0.34			215	(6)
Multi-Asset Accumulation Fund
Class F
2022	$	10.31	$	0.01		$	(0.13	)	$	(0.12	)	$	(0.64	)	$	(0.65	)	$	(1.29	)	$	8.90		(1.67	)%	$	2,408,682		1.17	%		1.29	%		0.26	%		19	%
2021		9.55		(0.01	)		1.28			1.27			—			(0.51	)		(0.51	)		10.31		13.73			2,506,500		1.17			1.29			(0.12	)		54
2020		10.63		(0.02	)		0.18			0.16			(0.13	)		(1.11	)		(1.24	)		9.55		1.51			2,420,060		1.17			1.30			(0.23	)		61
2019		9.81		0.08			1.03			1.11			(0.27	)		(0.02	)		(0.29	)		10.63		11.94			2,659,785		1.17			1.30			0.80			63
2018		10.01		0.06			0.24			0.30			—			(0.50	)		(0.50	)		9.81		2.93			2,655,399		1.17			1.29			0.64			11
2017		10.31		(0.01	)		0.39			0.38			(0.07	)		(0.61	)		(0.68	)		10.01		4.33			2,468,847		1.17			1.31			(0.12	)		28
Class Y
2022	$	10.41	$	0.02		$	(0.14	)	$	(0.12	)	$	(0.66	)	$	(0.65	)	$	(1.31	)	$	8.98		(1.62	)%	$	180,225		0.92	%		1.04	%		0.42	%		19	%
2021		9.62		(0.02	)		1.32			1.30			—			(0.51	)		(0.51	)		10.41		13.95			193,339		0.92			1.04			(0.15	)		54
2020		10.70		(0.03	)		0.21			0.18			(0.15	)		(1.11	)		(1.26	)		9.62		1.74			190,469		0.92			1.05			(0.26	)		61
2019		9.88		0.07			1.06			1.13			(0.29	)		(0.02	)		(0.31	)		10.70		12.16			220,654		0.92			1.05			0.66			63
2018		10.06		0.05			0.27			0.32			—			(0.50	)		(0.50	)		9.88		3.13			228,037		0.92			1.04			0.52			11
2017		10.36		—			0.41			0.41			(0.10	)		(0.61	)		(0.71	)		10.06		4.55			237,569		0.92			1.06			(0.03	)		28

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.35%.
(3)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.27%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.20%.
(5)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.09%.
(6)	The portfolio turnover rate in 2017 and 2018 have been changed from 37% to 215% and 373% to 266%, respectively.
(7)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.06%.
(8)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.10%.
(9)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.02%.
(10)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.96%.
(11)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.84%.
(12)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.79%.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

361

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)		Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Income Fund
Class F
2022	$	11.49	$	0.22	$	(0.75	)	$	(0.53	)	$	(0.22	)	$	(0.01	)	$	(0.23	)	$	10.73		(4.77	)%	$	698,299		0.80	%		1.20	%		3.99	%		15	%
2021		10.85		0.42		0.61			1.03			(0.39	)		—			(0.39	)		11.49		9.57			759,685		0.80			1.20			3.71			59
2020		11.07		0.40		(0.20	)		0.20			(0.39	)		(0.03	)		(0.42	)		10.85		1.86			770,599		0.80			1.21			3.69			137
2019		10.61		0.45		0.41			0.86			(0.40	)		—			(0.40	)		11.07		8.29			816,056		0.80			1.20			4.15			76
2018		10.88		0.40		(0.24	)		0.16			(0.34	)(2)		(0.09	)		(0.43	)		10.61		1.56			815,020		0.80			1.21			3.78			119
2017		10.56		0.48		0.24			0.72			(0.40	)		—			(0.40	)		10.88		6.90			813,767		0.80			1.21			4.47			77
Class Y
2022	$	11.49	$	0.23	$	(0.77	)	$	(0.54	)	$	(0.21	)	$	(0.01	)	$	(0.22	)	$	10.73		(4.73	)%	$	160,918		0.70	%		0.95	%		4.09	%		15	%
2021		10.85		0.43		0.61			1.04			(0.40	)		—			(0.40	)		11.49		9.68			172,276		0.70			0.95			3.81			59
2020		11.07		0.41		(0.20	)		0.21			(0.40	)		(0.03	)		(0.43	)		10.85		1.96			161,672		0.70			0.96			3.79			137
2019		10.61		0.46		0.41			0.87			(0.41	)		—			(0.41	)		11.07		8.39			161,776		0.70			0.95			4.25			76
2018		10.88		0.41		(0.24	)		0.17			(0.35	)(2)		(0.09	)		(0.44	)		10.61		1.66			175,431		0.70			0.96			3.88			119
2017		10.56		0.49		0.24			0.73			(0.41	)		—			(0.41	)		10.88		7.00			166,980		0.70			0.96			4.60			77
Multi-Asset Inflation Managed Fund
Class F
2022	$	8.91	$	0.11	$	0.63		$	0.74		$	(0.66	)	$	—		$	(0.66	)	$	8.99		8.85	%	$	862,291		0.97	%(3)		1.20	%		2.61	%		42	%
2021		7.88		0.24		0.91			1.15			(0.12	)		—			(0.12	)		8.91		14.71			803,799		1.12	(3)		1.36			2.84			65
2020		8.28		0.10		(0.38	)		(0.28	)		(0.12	)		—			(0.12	)		7.88		(3.41	)		735,962		1.38	(3)		1.62			1.28			63
2019		8.49		0.14		(0.20	)		(0.06	)		(0.15	)		—			(0.15	)		8.28		(0.62	)		798,451		1.52	(3)		1.76			1.68			30
2018		8.52		0.17		(0.08	)		0.09			(0.12	)		—			(0.12	)		8.49		1.04			860,457		1.52	(3)		1.76			1.97			32
2017		8.80		0.09		(0.27	)		(0.18	)		(0.10	)		—			(0.10	)		8.52		(2.07	)		821,191		1.33	(3)		1.56			1.01			68
Class Y
2022	$	8.92	$	0.12	$	0.63		$	0.75		$	(0.68	)	$	—		$	(0.68	)	$	8.99		8.99	%	$	41,485		0.72	%		0.95	%		2.79	%		42	%
2021		7.89		0.22		0.95			1.17			(0.14	)		—			(0.14	)		8.92		14.99			43,985		0.87	(4)		1.11			2.62			65
2020		8.29		0.11		(0.37	)		(0.26	)		(0.14	)		—			(0.14	)		7.89		(3.17	)		45,173		1.13	(5)		1.37			1.35			63
2019		8.50		0.13		(0.17	)		(0.04	)		(0.17	)		—			(0.17	)		8.29		(0.35	)		55,857		1.27	(4)		1.51			1.56			30
2018		8.53		0.16		(0.05	)		0.11			(0.14	)		—			(0.14	)		8.50		1.29			63,546		1.27	(4)		1.50			1.90			32
2017		8.82		0.10		(0.26	)		(0.16	)		(0.13	)		—			(0.13	)		8.53		(1.90	)		68,506		1.08	(4)		1.32			1.13			68

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.
(2)	Includes return of capital of $0.02.
(3)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.65%.
(5)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.66%.

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

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

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FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2022 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a share outstanding throughout each period

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses) on Investments			Total from Operations			Dividends from Net Investment Income			Distributions from Net Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets*			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Capital Stability Fund
Class F
2022	$	10.51	$	(0.02	)	$	(0.11	)	$	(0.13	)	$	(0.07	)	$	(0.22	)	$	(0.29	)	$	10.09		(1.31	)%	$	661,749		0.62	%		0.98	%		(0.31	)%		46	%
2021		10.28		—			0.34			0.34			(0.02	)		(0.09	)		(0.11	)		10.51		3.27			682,772		0.62			0.98			—	^		125
2020		10.39		0.04			0.22			0.26			(0.18	)		(0.19	)		(0.37	)		10.28		2.55			732,425		0.62			0.98			0.37			124
2019		10.05		0.15			0.24			0.39			(0.05	)		—			(0.05	)		10.39		3.94			684,753		0.62			0.98			1.45			128
2018		10.25		0.09			0.09			0.18			(0.20	)		(0.18	)		(0.38	)		10.05		1.75			682,982		0.62			0.98			0.88			228
2017		10.14		—			0.18			0.18			(0.02	)		(0.05	)		(0.07	)		10.25		1.78			694,247		0.62			0.98			0.02			159
Class Y
2022	$	10.54	$	(0.01	)	$	(0.13	)	$	(0.14	)	$	(0.08	)	$	(0.22	)	$	(0.30	)	$	10.10		(1.40	)%	$	36,380		0.52	%		0.73	%		(0.21	)%		46	%
2021		10.30		0.01			0.35			0.36			(0.03	)		(0.09	)		(0.12	)		10.54		3.47			38,031		0.52			0.73			0.08			125
2020		10.41		0.05			0.22			0.27			(0.19	)		(0.19	)		(0.38	)		10.30		2.64			48,307		0.52			0.73			0.48			124
2019		10.07		0.16			0.24			0.40			(0.06	)		—			(0.06	)		10.41		4.04			47,957		0.52			0.73			1.55			128
2018		10.27		0.10			0.09			0.19			(0.21	)		(0.18	)		(0.39	)		10.07		1.84			44,681		0.52			0.73			0.97			228
2017		10.16		0.01			0.17			0.18			(0.02	)		(0.05	)		(0.07	)		10.27		1.88			50,346		0.52			0.73			0.11			159

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
*	Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements.
(1)	Per share net investment income and net realized and unrealized gains (losses) calculated using average shares.

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

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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Notes to Financial Statements/Consolidated Notes to Financial Statements

March 31, 2022 (Unaudited)

1. ORGANIZATION

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

The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 27 funds: Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Tax-Managed International Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income, Real Return, Dynamic Asset Allocation, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed, and Multi-Asset Capital Stability (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.

The Dynamic Commodity Strategy Subsidiary, Ltd., the Accumulation Commodity Strategy Subsidiary, Ltd. and the Inflation Commodity Strategy Subsidiary, Ltd. are wholly-owned subsidiaries of the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, respectively, (each a “Subsidiary”, collectively the “Subsidiaries”). Each Subsidiary is organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets and Consolidated Statement of Cash Flows of the Multi-Asset Inflation Managed Fund.

The Trust is registered to offer: Class F shares of the Funds and Class Y shares of the Funds except for the Large Cap Index and S&P 500 Index Funds; Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond and Real Return Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. Each Fund’s prospectus provides a description of its investment goal and its principal investment strategies and risks.

2. SIGNIFICANT ACCOUNTING POLICIES

The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment

companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).

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

Security Valuation —When valuing portfolio securities, a Fund values securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (other than securities traded on National Association of Securities Dealers Automated Quotations (NASDAQ) or as otherwise noted below) at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. A Fund values securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or collateralized debt obligations (including collateralized loan obligations), such as those held by the Funds, are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations or other methodologies designed to identify the market value for such securities. Redeemable securities issued by open-end investment companies are valued at the investment company’s applicable NAV per share, with the exception of exchange-traded funds, which are priced as equity securities. These open-end investment companies’ shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company’s NAV is determined. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security’s price cannot be obtained, as noted above, a Fund will

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value the securities using a bid price from at least one independent broker.

On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Funds’ Fair Value Pricing Policies and Procedures (Fair Value Procedures) until an independent source can be secured. Debt securities held by a Fund with remaining maturities of 60 days or less will be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument, and the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.

Options are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.

Futures and swaps cleared through a central clearing house (centrally cleared swaps) are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future or centrally cleared swap does not end trading by the time a fund calculates its NAV, the settlement price may not be available at the time at which a fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a fund’s futures or centrally cleared swaps position.

Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing

service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, will continuously monitor the reliability of prices obtained from any pricing service and shall promptly notify the Funds’ administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds’ administrator, in turn, will notify the Fair Value Pricing Committee (the Committee) if it receives such notification from SIMC or a Sub-Adviser, as applicable, or if the Funds’ administrator reasonably believes that a particular pricing service is no longer a reliable source for prices.

The Funds’ Fair Value Procedures provide that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board or its designated committee. However, when the change would not materially affect the valuation of a Fund’s net assets or involve a material departure in pricing methodology from that of the Fund’s existing pricing agent or pricing methodology, ratification may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not “readily available” are determined to be unreliable or cannot be valued using the methodologies described above are valued in accordance with Fair Value Procedures established by the Board. The Funds’ Fair Value Procedures are implemented through the Committee designated by the Board. The Committee is currently composed of one member of the Board, as well as representatives from SIMC and its affiliates. Some of the more common reasons that may necessitate that a security be valued using Fair Value Procedures include: (i) the security’s trading has been halted or suspended, (ii) the security has been delisted from a national exchange, (iii) the security’s primary trading market is temporarily closed at a time when under normal conditions it would be open, or (iv) 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. Examples of factors the Committee may consider include: (i) the facts giving rise to the need to fair value, (ii) the last trade price, (iii) the performance of the market or the issuer’s industry, (iv) the liquidity of the security, (v) the size of the holding in a Fund, or (vi) any other appropriate information.

The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

lower than the security’s value would be if a reliable market quotation for the security was readily available.

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

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its NAV. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a Significant Event), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental actions, has occurred between the time of the security’s last close and the time that the Fund calculates NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when the Fund does not price its shares. As a result, the NAV of the Fund’s shares may change on days when shareholders will not be able to purchase or redeem Fund shares.

A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculate NAV, it may request that a Committee meeting be called. In addition, with respect to certain securities, the Funds’ administrator performs price comparisons and price movement review (among other processes), to monitor the pricing data supplied by various sources. Any identified discrepancies are researched and subject to the procedures described above.

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

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

Level 1 — quoted prices in active markets for identical investments

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

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

Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

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

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing

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

The valuation techniques used by the Funds to measure fair value during the six month period ended March 31, 2022, maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Schedules of Investments.

For the six month period ended March 31, 2022, there have been no significant changes to the Trust’s fair valuation methodologies.

The unobservable inputs used to determine fair value of reoccurring Level 3 assets may have similar or diverging impacts on valuation. Significant increases and decreases in these inputs in isolation and interrelationships between those inputs could result in significantly higher or lower fair value measurement.

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

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

Amortization and accretion is calculated using the scientific interest method, which is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.

For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation. Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund’s distributions.

Cash and Cash Equivalents — Idle cash and currency balances may be swept into various overnight sweep

accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.

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

Reverse Repurchase Agreements —To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. The segregated assets may consist of cash, U.S. 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

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367

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of investment vehicles or instruments that provide returns that are tied to commodities or commodity indices. The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also invest in equity securities of issuers in commodity-related industries.

The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. A Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. A Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.

In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund must derive at least 90% of its gross income each taxable year from qualifying income. The status of certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Multi-Asset Accumulation, Multi-Asset Inflation Managed, and Dynamic Asset Allocation Funds invest in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).

Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments in investment securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investment securities.

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.

The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2022, 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

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into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2022, if applicable.

Inflation-Indexed Bonds — Inflation-indexed bonds are fixed income securities whose principal value is periodically adjusted according to the rate of inflation. If the index measuring inflation rises or falls, the principal value of inflation-indexed bonds will be adjusted upward or downward, and consequently the interest payable on these securities calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Any upward or downward adjustment in the principal amount of an inflation-indexed bond will be included in interest income in the Statement of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-indexed bonds. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

Master Limited Partnerships — Investments in units of master limited partnerships (“MLPs”) involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit a Fund derives from investment in MLP

units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund's shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole.

Options/Swaptions Writing/Purchasing —To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities or to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.

The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put 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

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March 31, 2022 (Unaudited)

Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2022, if applicable.

Securities Sold Short —To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, potentially unlimited in size, will be recognized upon the close of a short sale.

Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding securities sold short as of March 31, 2022, if applicable.

Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to synthetically obtain exposure to securities or baskets of securities and to manage a Fund’s interest rate duration and yield curve exposure. Swap contracts may also be used to mitigate a Fund’s overall level of risk and/or a Fund’s risk to particular types of securities, currencies or market segments. Interest rate swaps may further be used to manage a Fund’s yield spread sensitivity. A Fund may buy credit default swaps in an attempt to manage credit risk where a Fund has credit exposure to an issuer, and a Fund may sell credit default swaps to more efficiently gain credit exposure to a security or basket of securities. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter market (“OTC swaps”) or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“Centrally Cleared swaps”). Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a

notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at year end, if any, are listed after a Fund’s portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.

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Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open swap agreements as of March 31, 2022, if applicable.

Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

Participation Notes (P-Notes) — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument’s value at maturity. Investments in P-Notes involve the same risks associated with a direct investment

in the underlying foreign companies of foreign securities markets that they seek to replicate.

In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the- counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.

Loan Participations and Brady Bonds — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund. The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at March 31, 2022. Pursuant to the terms of certain loan agreements,

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March 31, 2022 (Unaudited)

the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as “Interest income”.

Certain debt obligations, customarily referred to as “Brady Bonds,” are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.

Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. CDOs may charge management fees and administrative expenses.

For CDOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate and Real Return Funds; are declared and paid annually for the Global Managed Volatility, Tax-Managed International Managed Volatility, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Inflation Managed, Multi-Asset Capital Stability and Dynamic Asset Allocation; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income and Multi-Asset Income. Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.

Restricted Securities — At March 31, 2022, 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.

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The acquisition dates of these investments, the enforceable right to acquire these securities, along with their cost and values at March 31, 2022, were as follows:

	Number of Shares/Face Amount ($ Thousands)/Number of Warrants		Acquisition Date		Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Small Cap Growth Fund
Value Creation		145,600		8/10/06		8/10/06	$	1,491	$	61		0.01%
High Yield Bond Fund
Aventine (Escrow Security)	$	2,750		11/30/10		11/20/10	$	—	$	—		0.00	%
Boardriders Inc.		215,931		8/28/20		08/28/20		—		266		0.02	%
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien		391		8/28/20		08/28/20		391		384		0.03	%
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien		1,628		8/31/20		08/31/20		1,195		1,600		0.11	%
Claire's Stores		777		10/22/18		10/22/18		976		944		0.06	%
Copper Property Pass-Through Certificates		118,100		3/18/21		03/18/21		1,827		1,870		0.12	%
Foresight		32,601		6/30/20		6/30/20		242		522		0.03	%
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien		224		6/30/20		6/30/20		224		223		0.01	%
Gymboree Holding Corp		40,312		10/2/17		10/2/17		672		—		0.00	%
Mountain Province Diamonds		2,470		12/1/17		12/1/17		2,456		2,458		0.16	%
Neiman Marcus Group		620		9/25/09		9/25/09		—		104		0.00	%
Neiman Marcus Group (Escrow Security)		1,582		10/8/20		10/8/20		1,475		542		0.04	%
NMG Holding		5,340		3/19/21		3/19/21		5,463		5,484		0.36	%
Northwest Acquisitions ULC		2,115		10/1/19		10/1/19		1,493		—		0.00	%
Parker Drilling Co		79,089		3/26/19		3/26/19		1,000		395		0.03	%
Skillsoft Finance II Inc., Initial Term Loan, 1st Lien		187		7/1/21		7/1/21		184		184		0.01	%
Trilogy Private Notes		33		10/21/20		10/21/20		33		33		0.00	%
Windstream		104		12/14/20		12/14/20		—		1		0.00%
Multi-Strategy Alternative Fund
Parker Drilling Co		4,414		3/26/19		3/26/19	$	55	$	23		0.01	%
Copper Property Pass-Through Certificates		18,673		3/18/21		03/18/21		289		296		0.07	%
Mountain Province Diamonds	$	390		12/1/17		12/1/17		368		388		0.09	%
NMG Holding		190		3/19/21		3/19/21		194		195		0.04	%
Northwest Acquisitions ULC		460		10/1/19		10/1/19		419		—		0.00	%
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien		46		8/28/20		8/28/20		46		46		0.01	%
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien		273		8/31/20		8/31/20		213		268		0.06	%
Hurtigruten Group, 1st Lien		138		6/11/20		6/11/20		152		151		0.03	%
Boardriders Inc.		25,646		8/28/20		8/28/20		—		31		0.01	%
Multi-Asset Income Fund
Mountain Province Diamonds	$	340		1/31/22		1/31/22	$	327	$	338		0.00	%

Investments in Real Estate Investment Trust — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the Real Estate Investment Trust (“REIT”) investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are

only determined by each REIT after its fiscal year end, and may differ from the estimated amounts.

Investment in Subsidiary — Each of the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may invest in its own Subsidiary. By investing in a Subsidiary, each Fund is indirectly exposed to the risks associated with such Subsidiary’s investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A

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March 31, 2022 (Unaudited)

Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds, as investors in their respective Subsidiary, will not have all of the protections offered to investors in registered investment companies.

However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely that a Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors (“Directors”) that is responsible for overseeing the operations of such Subsidiary, the respective Fund’s Directors have oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund’s role as the sole shareholder of such Subsidiary. It is not currently expected that shares of any Subsidiary will be sold or offered to investors other than the respective Fund.

Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Funds and the Subsidiaries, respectively, are organized, could result in the inability of a Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Funds and their shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy,

failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down.

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.

If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are calculated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.

Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements (“ISDA Master Agreements”). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.

The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event was to occur.

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
CORE FIXED INCOME FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	1,945,026	$	-	$	1,945,026
101-200		-		-		-		-		-		-
201-300		-		-		-		-		-		-
301-400		-		-		-		-		-		-
> than 400		-		-		-		1,837,097		-		1,837,097
Total	$	-	$	-	$	-	$	3,782,123	$	-	$	3,782,123

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
HIGH YIELD BOND FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	-	$	-	$	-
101-200		-		-		-		-		-		-
201-300		-		-		-		-		-		-
301-400		-		-		432,381		-		-		432,381
> than 400		-		-		-		-		-		-
Total	$	-	$	-	$	432,381	$	-	$	-	$	432,381

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-STRATEGY ALTERNATIVE FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS			> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	-	$	-		$	-	$	-
101-200		-		-		-		-			-		-
201-300		-		-		-		-			-		-
301-400		-		-		-		-			-		-
> than 400		-		-		-		(136,388	)		-		(136,388	)
Total	$	-	$	-	$	-	$	(136,388	)	$	-	$	(136,388	)

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET INCOME FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS			> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	559,917	$	17,407		$	-	$	577,324
101-200		-		-		208,379		(120	)		-		208,259
201-300		-		-		660,649		-			-		660,649
301-400		-		-		352,772		-			-		352,772
> than 400		-		-		-		-			-		-
Total	$	-	$	-	$	1,781,717		17,287		$	-	$	1,799,004

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET INFLATION MANAGED FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	1,372,801	$	-	$	-		$	1,372,801
101-200		-		-		-		-		-			-
201-300		-		-		-		-		-			-
301-400		-		-		453,164		-		-			453,164
> than 400		-		-		-		-		(1,614,348	)		(1,614,348	)
Total	$	-	$	-	$	1,825,965	$	-	$	(1,614,348	)	$	211,617

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

375

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET CAPITAL STABILITY FUND		0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS	Total
Current credit spread* on underlying (in basis points)
0-100	$	-	$	-	$	43,219	$	-	$	-	$	43,219
101-200		-		-		-		-		-		-
201-300		-		-		-		239,169		-		239,169
> than 400		-		-		-		-		-		-
Total	$	-	$	-	$	43,219	$	239,169	$	-	$	282,388

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

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

4. DERIVATIVE TRANSACTIONS

The following tables 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 Schedule of Investments or Consolidated Schedule of Investments and the Statement of Operations or Consolidated Statement of Operations.

The fair value of derivative instruments as of March 31, 2022 was as follows ($ Thousands):

	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Global Managed Volatility Fund
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	$	160	*	Net Assets — Unrealized depreciation on futures contracts	$	5	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,196		Unrealized loss on forward foreign currency contracts		1,305
Total Derivatives not accounted for as hedging instruments		$	3,356			$	1,310

Core Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on future contracts	$	10,150	*	Net Assets — Unrealized depreciation on future contracts	$	25,412	*
	Net Assets — Unrealized appreciation on swap contracts		15,273	†	Net Assets — Unrealized depreciation on swap contracts		5,926	†
	Swaptions purchased, at value		—		Swaptions written, at value		33
	Options purchased, at value		933		Options written, at value		5,683
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		2,704		Unrealized loss on forward foreign currency contracts		3,931
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		1,121	†	Net Assets — Unrealized depreciation on swap contracts		—	†
Total Derivatives not accounted for as hedging instruments		$	30,181			$	40,985

Dynamic Asset Allocation Fund
Interest rate contracts	Swaptions purchased, at value	$	15,325		Swaptions written, at value	$	—
	Net Assets — Unrealized appreciation on swap contracts		6,202	†	Net Assets — Unrealized depreciation on swap contracts		—	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		6,206	*	Net Assets — Unrealized depreciation on futures contracts		—	*
Commodity contracts	Net Assets — Unrealized appreciation on swap contracts		—	†	Net Assets — Unrealized depreciation on swap contracts		442	†
Total Derivatives not accounted for as hedging instruments		$	27,733			$	442

376

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Multi-Strategy Alternative Fund
Interest rate contracts	Net Assets — Unrealized appreciation on swap contracts	$	103	*	Net Assets — Unrealized depreciation on swap contracts	$	4	*
Equity contracts	Options purchased, at value		1,019		Options written, at value		362	*
	Net Assets — Unrealized appreciation on futures contracts		—	*	Net Assets — Unrealized depreciation on futures contracts		61	*
	Net Assets — Unrealized appreciation on swap contracts		460	†	Net Assets — Unrealized depreciation on swap contracts		886	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		245		Unrealized loss on forward foreign currency contracts		742
	Options purchased, at value		46		Options written, at value		36	*
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		26	†	Net Assets — Unrealized depreciation on swap contracts		87	†
Total Derivatives not accounted for as hedging instruments		$	1,899			$	2,178

Multi-Asset Accumulation Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	306	*	Net Assets — Unrealized depreciation on futures contracts	$	55,791	*
	Net Assets — Unrealized appreciation on swap contracts		—	†	Net Assets — Unrealized depreciation on swap contracts		14,800	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		41,599	*	Net Assets — Unrealized depreciation on futures contracts		33	*
	Net Assets — Unrealized appreciation on swap contracts		2,960	†	Net Assets — Unrealized depreciation on swap contracts		178	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		12,241		Unrealized loss on forward foreign currency contracts		8,492
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts		17,498	*	Net Assets — Unrealized depreciation on futures contracts		6,004	*
Total Derivatives not accounted for as hedging instruments		$	74,604			$	85,298

Multi-Asset Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on				Net Assets — Unrealized depreciation on
	futures contracts	$	2,397	*	futures contracts	$	6,157	*
	Net Assets — Unrealized appreciation on swap contracts		1,585	†	Net Assets — Unrealized depreciation on swap contracts		815	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		2,007	*	Net Assets — Unrealized depreciation on futures contracts		—	*
	Options purchased, at value		—		Options written, at value		497
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,496		Unrealized loss on forward foreign currency contracts		2,029
	Options purchased, at value		543		Options written, at value		757
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		915	†	Net Assets — Unrealized depreciation on swap contracts		107	†
Total Derivatives not accounted for as hedging instruments		$	10,943			$	10,362

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

377

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

Multi-Asset Inflation Managed Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	616	*	Net Assets — Unrealized depreciation on futures contracts	$	1,219	*
	Net Assets — Unrealized appreciation on swap contracts		3,916	†	Net Assets — Unrealized depreciation on swap contracts		33	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		—	*	Net Assets — Unrealized depreciation on futures contracts		2,096	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		229		Unrealized loss on forward foreign currency contracts		750
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts		7,310	*	Net Assets — Unrealized depreciation on future contracts		2,713	*
	Net Assets — Unrealized appreciation on swap contracts		309	†	Net Assets — Unrealized depreciation on swap contracts		2,818	†
	Options purchased, at value		2,355		Options written, at value		1,377
Credit contracts	Net Assets — Unrealized appreciation on swaps contracts		544	†	Net Assets — Unrealized depreciation on swaps contracts		1,228	†
Total Derivatives not accounted for as hedging instruments		$	15,279			$	12,234

Multi-Asset Capital Stability Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	96	*	Net Assets — Unrealized depreciation on futures contracts	$	2,066	*
	Net Assets — Unrealized appreciation on swap contracts		—	†	Net Assets — Unrealized depreciation on swap contracts		638	†
Equity contracts	Options purchased, at value		299		Options written, at value		51
	Net Assets — Unrealized appreciation on futures contracts		1,605	*	Net Assets — Unrealized depreciation on futures contracts		1,611	*
	Net Assets — Unrealized appreciation on swap contracts		3	†	Net Assets — Unrealized depreciation on swap contracts		58	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		6,465		Unrealized loss on forward foreign currency contracts		1,830
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		—	†	Net Assets — Unrealized depreciation on swap contracts		105	†
Total Derivatives not accounted for as hedging instruments		$	8,468			$	6,359

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities.

^† Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the six month period ended March 31, 2022:

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Options			Swaptions		Futures			Forward Foreign Currency Contracts		Swaps			Total
Global Managed Volatility Fund
Equity contracts	$	—		$	—	$	276		$	—	$	—		$	276
Foreign exchange contracts		—			—		—			7,370		—			7,370
Total	$	—		$	—	$	276		$	7,370	$	—		$	7,646
Core Fixed Income Fund
Interest rate contracts	$	(258	)	$	53	$	(18,351	)	$	—	$	3,544		$	(15,012	)
Foreign exchange contracts		—			—		—			1,676		—			1,676
Credit contracts		—			—		—			—		(616	)		(616	)
Total	$	(258	)	$	53	$	(18,351	)	$	1,676	$	2,928		$	(13,952	)

378

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Derivatives Not Accounted for as Hedging Instruments	Options		Swaptions		Futures		Forward Foreign Currency Contracts			Swaps		Total
High Yield Bond Fund
Foreign exchange contracts	$	—	$	—	$	—	$	(15	)	$	—	$	(15	)
Credit contracts		—		—		—		—			32		32
Total	$	—	$	—	$	—	$	(15	)	$	32	$	17

Dynamic Asset Allocation Fund
Interest rate contracts	$	—		$	—	$	(1,006	)	$	—		$	8		$	(998	)
Equity contracts		(460	)		—		(3,512	)		—			—			(3,972	)
Commodity contracts		—			—		—			—			15,985			15,985
Foreign exchange contracts		—			—		—			(13	)		—			9(13	)
Total	$	(460	)	$	—	$	(4,518	)	$	(13	)	$	15,993		$	11,002
Multi-Strategy Alternative Fund
Credit contracts	$	—		$	—	$	—		$	—		$	467		$	467
Equity contracts		(162	)		—		60			—			(129	)		(231	)
Interest rate contracts		—			—		208			—			551			759
Foreign exchange contracts		—			—		—			241			—			241
Total	$	(162	)	$	—	$	268		$	241		$	889		$	1,236
Multi-Asset Accumulation Fund
Equity contracts	$	—		$	—	$	112,260		$	—		$	(9,049	)	$	103,211
Interest rate contracts		—			—		(135,135	)		—			(13,829	)		(148,964	)
Foreign exchange contracts		—			—		—			28,944			—			28,944
Commodity contracts		—			—		(63,851	)		—			5,415			(58,436	)
Total	$	—		$	—	$	(86,726	)	$	28,944		$	(17,463	)	$	(75,245	)
Multi-Asset Income Fund
Equity contracts	$	(2,092	)	$	5	$	(1,048	)	$	—		$	—		$	(3,135	)
Credit contracts		—			—		—			—			758			758
Interest rate contracts		—			—		(6,439	)		—			2,605			(3,834	)
Foreign exchange contracts		(471	)		—		—			1,369			—			898
Total	$	(2,563	)	$	5	$	(7,487	)	$	1,369		$	3,363		$	(5,313	)
Multi-Asset Inflation Managed Fund
Credit contracts	$	—		$	—	$	—		$	—		$	(465	)	$	(465	)
Equity contracts		—			—		1,375			—			—			1,375
Interest rate contracts		—			—		2,827			—			(614	)		2,213
Foreign exchange contracts		—			—		—			799			—			799
Commodity contracts		158			—		32,759			—			18,404			51,321
Total	$	158		$	—	$	36,961		$	799		$	17,325		$	55,243
Multi-Asset Capital Stability Fund
Credit contracts	$	—		$	—	$	—		$	—		$	18		$	18
Equity contracts		(83	)		—		(5,435	)		—			(8	)		(5,526	)
Interest rate contracts		—			—		(4,758	)		—			(985	)		(5,743	)
Foreign exchange contracts		—			—		—			5,371			—			5,371
Total	$	(83	)	$	—	$	(10,193	)	$	5,371		$	(975	)	$	(5,880	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

379

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Options			Swaptions		Futures			Forward Foreign Currency Contracts			Swaps			Total
Global Managed Volatility Fund
Equity contracts	$	—		$	—	$	337		$	—		$	—		$	337
Foreign exchange contracts		—			—		—			2,702			—			2,702
Total	$	—		$	—	$	337		$	2,702		$	—		$	3,039
Core Fixed Income Fund
Credit contracts	$	—		$	—	$	—		$	—		$	843		$	843
Equity contracts		—			138		—			—			—			138
Interest rate contracts		(2,223	)		—		(10,671	)		—			1,913			(10,981	)
Foreign exchange contracts		—			—		—			(1,574	)		—			(1,574	)
Total	$	(2,223	)	$	138	$	(10,671	)	$	(1,574	)	$	2,756		$	(11,574	)
High Yield Bond Fund
Credit contracts	$	—		$	—	$	—		$	—		$	29		$	29
Foreign exchange contracts		—			—		—			(5	)		—			(5	)
Total	$	—		$	—	$	—		$	(5	)	$	29		$	24
Dynamic Asset Allocation Fund
Equity contracts	$	(401	)	$	—	$	9,006		$	—		$	—		$	8,605
Interest rate contracts		—			3,962		—			—			3,495			7,457
Foreign exchange contracts		—			—		—			43			—			43
Commodity contracts		—			—		—			—			(4,447	)		(4,447	)
Total	$	(401	)	$	3,962	$	9,006		$	43		$	(952	)	$	11,658
Multi-Strategy Alternative Fund
Credit contracts	$	—		$	—	$	—		$	—		$	(73	)	$	(73	)
Equity contracts		464			—		(144	)		—			(882	)		(562	)
Interest rate contracts		—			—		(98	)		—			(29	)		(127	)
Foreign exchange contracts		7			—		—			(607	)		—			(600	)
Total	$	471		$	—	$	(242	)	$	(607	)	$	(984	)	$	(1,362	)
Multi-Asset Accumulation Fund
Equity contracts	$	—		$	—	$	73,855		$	—		$	4,660		$	78,515
Interest rate contracts		—			—		(12,642	)		—			(12,065	)		(24,707	)
Foreign exchange contracts		—			—		—			(2,216	)		—			(2,216	)
Commodity contracts		—			—		4,541			—			1,246			5,787
Total	$	—		$	—	$	65,754		$	(2,216	)	$	(6,159	)	$	57,379
Multi-Asset Income Fund
Credit contracts	$	—		$	—	$	—		$	—		$	(703	)	$	(703	)
Equity contracts		(1,300	)		—		3,173			—			—			1,873
Interest rate contracts		—			—		(2,631	)		—			(1,312	)		(3,943	)
Foreign exchange contracts		(699	)		—		—			2,659			—			1,960
Total	$	(1,999	)	$	—	$	542		$	2,659		$	(2,015	)	$	(813	)
Multi-Asset Inflation Managed Fund
Credit contracts	$	—		$	—	$	—		$	—		$	1,085		$	1,085
Equity contracts		—			—		(2,942	)		—			—			(2,942	)
Interest rate contracts		—			—		(1,637	)		—			5,451			3,814
Foreign exchange contracts		—			—		—			(619	)		—			(619	)
Commodity contracts		582			—		(1,688	)		—			(5,253	)		(6,359	)
Total	$	582		$	—	$	(6,267	)	$	(619	)	$	1,283		$	(5,021	)

380

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Derivatives Not Accounted for as Hedging Instruments	Options		Swaptions		Futures			Forward Foreign Currency Contracts		Swaps			Total
Multi-Asset Capital Stability Fund
Credit contracts	$	—	$	—	$	—		$	—	$	(51	)	$	(51	)
Equity contracts		185		—		1,563			—		110			1,858
Interest rate contracts		—		—		(826	)		—		(241	)		(1,067	)
Foreign exchange contracts		—		—		—			2,870		—			2,870
Total	$	185	$	—	$	737		$	2,870	$	(182	)	$	3,610

The following table discloses the volume of the Fund’s futures contracts, option contracts, forward foreign currency contracts, swap contracts and swaption contracts activity during the six month period ended March 31, 2022 ($ Thousands):

	Large Cap Fund		Large Cap Value Fund		Large Cap Growth Fund		Large Cap Index Fund		Tax-Managed Large Cap Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	17,245	$	7,473	$	28,320	$	15,526	$	4,168
Ending Notional Balance Long		8,727		3,637		44,724		8,073		–

	S&P 500 Index Fund		Small Cap Growth Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	9,824	$	156
Ending Notional Balance Long		4,725		311

	Mid-Cap Fund		U.S. Managed Volatility Fund		Global Managed Volatility Fund		Tax-Managed Managed Volatility Fund		Tax-Managed International Managed Volatility Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	136	$	2,226	$	7,656	$	6,477	$	4,932
Ending Notional Balance Long		271		4,453		3,285		5,911		3,294
Forward Foreign Currency Contracts:
Average Notional Balance Long		–		–		444,748		–		–
Average Notional Balance Short		–		–		444,088		–		–
Ending Notional Balance Long		–		–		632,097		–		–
Ending Notional Balance Short		–		–		629,962		–		–

	Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund
Futures Contracts:
Equity Contracts
Average Notional Balance Long	$	–	$	–	$	94,536	$	–
Average Notional Balance Short		–		–		–		924
Ending Notional Balance Long		–		–		86,221		–
Ending Notional Balance Short		–		–		–		912
Interest Contracts
Average Notional Balance Long		1,329,475		–		–		–
Average Notional Balance Short		577,942		–		–		1,777
Ending Notional Balance Long		1,328,040		–		–		–
Ending Notional Balance Short		621,284		–		–		–
Forward Foreign Currency Contracts:
Average Notional Balance Long		144,154		–		25,762		52,196

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

381

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

	Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund
Forward Foreign Currency Contracts: (continued)
Average Notional Balance Short		144,825		–		25,774		52,466
Ending Notional Balance Long		128,359		–		–		35,457
Ending Notional Balance Short		129,587		–		–		35,954
Swaps:
Total Return Contracts
Average Notional Balance Long		–		–		–		311
Credit Contracts
Average Notional Balance Long		–		–		–		12,226
Average Notional Balance Short		143,094		3,402		–		364
Ending Notional Balance Long		–		–		–		13,027
Ending Notional Balance Short		139,843		6,803		–		727
Interest Contracts
Average Notional Balance		423,200		–		119,830		8,722
Ending Notional Balance		425,543		–		119,830		12,542
Equity Contracts
Average Notional Balance Long		–		–		6,637		13,459
Average Notional Balance Short		–		–		–		15,293
Ending Notional Balance Long		–		–		–		11,205
Ending Notional Balance Short		–		–		–		14,084
Commodity Contracts
Average Notional Balance Long		–		–		41,872		–
Average Notional Balance Short		–		–		–		–
Ending Notional Balance Long		–		–		39,662		–
Ending Notional Balance Short		–		–		–		–
Options/Swaptions:
Equity
Average Notional Balance Long†		–		–		–		405
Average Notional Balance Short†		–		–		–		104
Ending Notional Balance Long†		–		–		–		580
Ending Notional Balance Short†		–		–		–		208
Interest
Average Notional Balance Long†		1,347		–		7,544		–
Average Notional Balance Short†		3,157		–		–		–
Ending Notional Balance Long†		1,607		–		7,544		–
Ending Notional Balance Short†		4,394		–		–		–
Currency
Average Notional Balance Long†		–		–		–		8
Average Notional Balance Short†		–		–		–		6
Ending Notional Balance Long†		–		–		–		15
Ending Notional Balance Short†		–		–		–		12

	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts:
Commodity Contracts
Average Notional Balance Long	$	435,121	$	–	$	115,996	$	–
Average Notional Balance Short		489		–		17,836		–
Ending Notional Balance Long		407,347		–		103,510		–
Ending Notional Balance Short		978,870		–		17,317		–
Equity Contracts
Average Notional Balance Long		918,632		25,620		–		39,468
Average Notional Balance Short		–		–		38,489		23,597
Ending Notional Balance Long		770,483		25,630		–		27,588
Ending Notional Balance Short		–		–		39,050		25,512
Interest Contracts

382

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts: (continued)
Average Notional Balance Long		2,918,907		383,124		22,167		115,861
Average Notional Balance Short		–		76,456		69,204		14,548
Ending Notional Balance Long		2,420,313		398,015		44,334		118,113
Ending Notional Balance Short		–		82,892		36,167		14,344
Forward Foreign Currency Contracts:
Average Notional Balance Long		1,190,847		52,466		35,015		262,220
Average Notional Balance Short		1,190,320		52,196		35,067		259,364
Ending Notional Balance Long		1,215,522		1,215,522		29,376		299,154
Ending Notional Balance Short		1,219,279		1,219,279		29,897		294,541
Swaps:
Total Return Basket Swaps
Average Notional Balance Long		–		–		66,577		–
Average Notional Balance Short		–		–		2,974		–
Ending Notional Balance Long		–		–		74,047		–
Ending Notional Balance Short		–		–		5,948		–
Total Return Contracts
Average Notional Balance Short		–		–		8,035		–
Credit Contracts
Average Notional Balance Long		–		8,148		220,158		–
Average Notional Balance Short		–		66,713		81,079		8,430
Ending Notional Balance Long		–		8,148		230,740		–
Ending Notional Balance Short		–		65,203		93,964		6,104
Interest Contracts
Average Notional Balance		523,425		76,481		–		11,511
Ending Notional Balance		414,175		82,538		–		8,722
Equity Contracts
Average Notional Balance Long		89,217		–		–		476
Average Notional Balance Short		–		–		–		198
Ending Notional Balance Long		75,581		–		–		–
Ending Notional Balance Short		–		–		–		396
Commodity Contracts
Average Notional Balance Long		25,844		–		–		–
Average Notional Balance Short		–		–		–		–
Ending Notional Balance Long		21,824		–		–		–
Ending Notional Balance Short		–		–		–		–
Options/Swaptions:
Commodity
Average Notional Balance Long†		–		–		1,443		–
Average Notional Balance Short†		–		–		944		–
Ending Notional Balance Long†		–		–		2,604		–
Ending Notional Balance Short†		–		–		1,746		–
Equity
Average Notional Balance Long†		–		624		–		35
Average Notional Balance Short†		–		1,939		–		5
Ending Notional Balance Long†		–		705		–		69
Ending Notional Balance Short†		–		1,271		–		11
Interest
Average Notional Balance Long†		–		101		–		–
Average Notional Balance Short†		–		123		–		–
Ending Notional Balance Long†		–		187		–		–
Ending Notional Balance Short†		–		226		–		–
Currency
Average Notional Balance Long†		–		65		–		–
Average Notional Balance Short†		–		125		–		–
Ending Notional Balance Long†		–		99		–		–
Ending Notional Balance Short†		–		195		–		–

^† Represents cost.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

383

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund’s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.

Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission (“CFTC”), or the applicable regulator. In the U.S., counterparty risk is reduced as placement due to the Fund assets in the segregated account. Additionally, portability

of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives. Refer to each Funds Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value and variation margin of exchange-traded or centrally cleared financial derivative instruments.

384

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

The table below summarizes the collateral pledged by Fund:

	Securities at Aggregate Market Value ($ Thousands)		Cash ($ Thousands)		Total ($ Thousands)
Large Cap Fund	$	–	$	546	$	546
Large Cap Value Fund		–		200		200
Large Cap Growth Fund		–		2,400		2,400
Large Cap Index Fund		–		459		459
S&P 500 Index Fund		–		264		264
Small Cap Growth Fund		–		18		18
Mid-Cap Fund		–		14		14
U.S. Managed Volatility Fund		–		252		252
Global Managed Volatility Fund		–		225		225
Tax-Managed Managed Volatility Fund		–		348		348
Tax-Managed International Managed Volatility Fund		–		296		296
Core Fixed Income Fund		–		21,359		21,359
High Yield Bond Fund		–		727		727
Dynamic Asset Allocation Fund		–		5,107		5,107
Multi-Strategy Alternative Fund		22,291		372		22,663
Multi-Asset Accumulation Fund		–		57,189		57,189
Multi-Asset Income Fund		–		40,975		40,975
Multi-Asset Inflation Managed Fund		223,658		12,774		236,432
Multi-Asset Capital Stability Fund		–		5,705		5,705

International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (“ISDA Master Agreements”) govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add additional counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third party custodian.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

385

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2022 ($ Thousands):

	Financial Derivative Assets								Financial Derivative Liabilities
Global Managed Volatility Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Barclay Bank PLC	$	85	$	—	$	—	$	85	$	(260	)	$	—	$	—	$	—	$	(260	)	$	(175	)	$	—	$	(175	)
BNP Paribas		163		—		—		163		(600	)		—		—		—		(600	)		(437	)		—		(437	)
Brown Brothers Harriman		287		—		—		287		(324	)		—		—		—		(324	)		(37	)		—		(37	)
Standard Chartered		2,745		—		—		2,745		(169	)		—		—		—		(169	)		2,576			—		2,576
Westpack Banking		—		—		—		—		(36	)		—		—		—		(36	)		(36	)		���		(36	)
Total Over the Counter	$	3,280	$	—	$	—	$	3,280	$	(1,389	)	$	—	$	—	$	—	$	(1,389	)

	Financial Derivative Assets								Financial Derivative Liabilities
Core Fixed Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions			Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	—	$	—	$	—	$	—		$	(33	)	$	—	$	—	$	(33	)	$	(33	)	$	—	$	(33	)
BNP Paribas		—		—		—		—		(7	)		—			—		—		(7	)		(7	)		—		(7	)
Citigroup		1,604		—		—		1,604		(44	)		—			—		—		(44	)		1,560			—		1,560
Goldman Sachs		7		—		—		7		(1,787	)		—			—		—		(1,787	)		(1,780	)		—		(1,780	)
Morgan Stanley		1,093		—		—		1,093		(2,093	)		—			—		—		(2,093	)		(1,000	)		—		(1,000	)
Total Over the Counter	$	2,704	$	—	$	—	$	2,704	$	(3,931	)	$	(33	)	$	—	$	—	$	(3,964	)

	Financial Derivative Assets								Financial Derivative Liabilities
Dynamic Asset Allocation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	15,325	$	—	$	15,325	$	—	$	—	$	—		$	—	$	—		$	15,325		$	—	$	15,325
BNP Paribas		—		—		—		—		—		—		(442	)		—		(442	)		(442	)		—		(442	)
Total Over the Counter	$	—	$	15,325	$	—	$	15,325	$	—	$	—	$	(442	)	$	—	$	(442	)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Strategy Alternative Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Barclays PLC	$	25	$	—	$	—	$	25	$	(11	)	$	—	$	—		$	—	$	(11	)	$	14		$	—	$	14
BNYMellon		3		—		—		3		(33	)		—		—			—		(33	)		(30	)		—		(30	)
Citi		—		—		—		—		(7	)		—		—			—		(7	)		(7	)		—		(7	)
Deutsche Bank		66		—		—		66		(33	)		—		—			—		(33	)		33			—		33
Goldman Sachs		17		—		126		143		(352	)		—		(719	)		—		(1,071	)		(928	)		—		(928	)
HSBC		23		—		—		23		(121	)		—		—			—		(121	)		(98	)		—		(98	)
JPMorgan Chase Bank		3		—		—		3		(84	)		—		—			—		(84	)		(81	)		—		(81	)
Montgomery/Bank of America		3		—		—		3		—			—		—			—		—			3			—		3
Morgan Stanley		40		—		294		334		(19	)		—		(167	)		—		(186	)		148			—		148
Natwest Markets		3		—		—		3		—			—		—			—		—			3			—		3
State Street		5		—		—		5		(78	)		—		—			—		(78	)		(73	)		—		(73	)
UBS		10		—		40		50		—			—		—			—		—			50			—		50
Westpac Banking		47		—		—		47		(4	)		—		—			—		(4	)		43			—		43
Total Over the Counter	$	245	$	—	$	460	$	705	$	(742	)	$	—	$	(886	)	$	—	$	(1,628	)

386

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Barclays PLC	$	282	$	—	$	—	$	282	$	—		$	—	$	—		$	—	$	—		$	282		$	—	$	282
Bank of America		—		—		1,418		1,418		—			—		(17	)		—		(17	)		1,401			—		1,401
Bank of New York		—		—		—		—		(716	)		—		—			—		(716	)		(716	)		—		(716	)
Brown Brothers Harmon		—		—		—		—		(1,975	)		—		—			—		(1,975	)		(1,975	)		—		(1,975	)
Citigroup		6,088		—		236		6,324		(2,930	)		—		(161	)		—		(3,091	)		3,233			—		3,233
JPMorgan Chase Bank		5,871		—		693		6,564		(2,798	)		—		—			—		(2,798	)		3,766			—		3,766
Total Over the Counter	$	12,241	$	—	$	2,347	$	14,588	$	(8,419	)	$	—	$	(178	)	$	—	$	(8,597	)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
BNP Paribas	$	360	$	—	$	—	$	360	$	(85	)	$	—	$	—		$	—	$	(85	)	$	275		$	—	$	275
Brown Brother Harmon		1,333		—		—		1,333		—			—		—			—		—			1,333			—		1,333
Citigroup		1,973		—		—		1,973		(1,579	)		—		—			—		(1,579	)		394			—		394
Goldman Sachs		807		—		—		807		(1,103	)		—		—			—		(1,103	)		(296	)		—		(296	)
JPMorgan Chase		1,046		—		—		1,046		(538	)		—		—			—		(538	)		508			—		508
Morgan Stanley		1,450		—		—		1,450		(752	)		—		(29	)		—		(781	)		669			—		669
State Street		3		—		—		3		—			—		—			—		—			3			—		3
Total Over the Counter	$	6,972	$	—	$	—	$	6,972	$	(4,057	)	$	—	$	(29	)	$	—	$	(4,086	)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Inflation Managed Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements			Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
BNP Paribas	$	41	$	—	$	—	$	41	$	—		$	—	$	—		$	—		$	—		$	41		$	—	$	41
Brown Brothers Harriman		13		—		—		13		(40	)		—		—			—			(40	)		(27	)		—		(27	)
CGG		—		—		—		—		—			—		(8	)		—			(8	)		(8	)		—		(8	)
Chase Securities		—		—		—		—		—			—		—			(141,326	)		(141,326	)		(141,326	)		140,486		(840	)
Citibank		—		—		—		—		—			—		(160	)		—			(160	)		(160	)		—		(160	)
Citigroup		78		—		—		78		(525	)		—		—			—			(525	)		(447	)		—		(447	)
Credit Suisse		—		—		—		—		—			—		(365	)		—			(365	)		(365	)		—		(365	)
Deutsche Bank		—		—		—		—		—			—		(370	)		—			(370	)		(370	)		—		(370	)
Goldman Sachs		—		—		—		—		(12	)		—		(480	)		—			(492	)		(492	)		—		(492	)
JPMorgan Chase		—		—		—		—		—			—		(227	)		—			(227	)		(227	)		—		(227	)
Macquarie Bank Limited		—		—		—		—		—			—		(449	)		—			(449	)		(449	)		—		(449	)
Merrill Lynch		—		—		—		—		—			—		(2,340	)		—			(2,340	)		(2,340	)		—		(2,340	)
Morgan Stanley		97		—		—		97		(173	)		—		—			—			(173	)		(76	)		—		(76	)
Societe Generale		—		—		309		309		—			—		(29	)		—			(29	)		280			—		280
Total Over the Counter	$	229	$	—	$	309	$	538	$	(750	)	$	—	$	(4,428	)	$	(141,326	)	$	(146,504	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

387

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Capital Stability Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts			Written Options and Swaptions		Swap Agreements			Reverse Repurchase Agreements		Total Over the Counter			Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	32	$	—	$	—	$	32	$	(72	)	$	—	$	—		$	—	$	(72	)	$	(40	)	$	—	$	(40	)
Barclays PLC		98		—		—		98		(200	)		—		—			—		(200	)		(102	)		—		(102	)
BNP Paribas		—		—		—		—		(32	)		—		—			—		(32	)		(32	)		—		(32	)
Brown Brothers Harriman		264		—		—		264		(129	)		—		—			—		(129	)		135			—		135
Citigroup		—		—		—		—		(39	)		—		—			—		(39	)		(39	)		—		(39	)
Credit Suisse First Boston		69		—		—		69		(171	)		—		—			—		(171	)		(102	)		—		(102	)
Deutsche Bank		317		—		—		317		(216	)		—		—			—		(216	)		101			—		101
Goldman Sachs		475		—		—		475		(369	)		—		—			—		(369	)		106			—		106
HSBC		123		—		—		123		(167	)		—		—			—		(167	)		(44	)		—		(44	)
JPMorgan Chase Bank		5		—		—		5		(12	)		—		—			—		(12	)		(7	)		—		(7	)
Montgomery/Bank of America		6		—		—		6		—			—		—			—		—			6			—		6
Morgan Stanley		256		—		3		259		(269	)		—		(58	)		—		(327	)		(71	)		—		(71	)
Standard Bank		4,768		—		—		4,768		(74	)		—		—			—		(74	)		4,694			—		4,694
Standard Chartered		—		—		—		—		(25	)		—		—			—		(25	)		(25	)		—		(25	)
UBS		52		—		—		52		(55	)		—		—			—		(55	)		(3	)		—		(3	)
Total Over the Counter	$	6,465	$	—	$	3	$	6,468	$	(1,830	)	$	—	$	(58	)	$	—	$	(1,888	)

(1) Net Exposures represents the net receivable/(payable) that would be due from /to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity.

5. BASIS FOR CONSOLIDATION FOR THE MULTI-ASSET ACCUMULATION FUND AND MULTI-ASSET INFLATION MANAGED FUND

The Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows, and the Consolidated Financial Highlights of the Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund include the accounts of their respective Subsidiaries. All intercompany accounts and transactions have been eliminated in consolidation for the Funds. Each of the Subsidiaries has a fiscal year end of September 30th for financial statement

consolidation purposes and a nonconforming tax year end of August 31.

The Subsidiaries are classified as controlled foreign corporations under the Internal Revenue Code of 1986 (“IRC”). Each Subsidiary’s taxable income is included in the calculation of the relevant Fund’s taxable income. Net losses of the Subsidiaries are not deductible by the Funds either in the current period or carried forward to future periods.

The Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund, and Multi-Asset Inflation Managed Fund may each invest up to 25% of their total assets in its respective Subsidiary.

A summary of the Funds’ investments in the Subsidiaries are as follows:

	Inception Date of Subsidiary		Subsidiary Net Assets at March 31, 2022 ($ Thousands)		% of Total Net Assets at March 31, 2022
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018	$	73,746		8.9	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		459,190		17.7	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		160,832		17.8	%

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Gains and losses attributed to the Funds’ investments in Subsidiaries are as follows:

	Dynamic Commodity Strategy Subsidiary, Ltd. ($ Thousands)			Accumulation Commodity Strategy, Ltd. ($ Thousands)			Inflation Commodity Strategy Subsidiary, Ltd. ($ Thousands)
Net Investment Income:
Investment Income	$	2		$	944		$	140
Net Realized Gain (Loss) on:
Investments		—			60			6502
Futures Contracts		(2,716	)		113,427			32,834
Swap Contracts		15,715			5,357			18,404
Options		—			—			158
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		—			(3,582	)		(371	)
Futures Contracts		7,193			5,509			(1,687	)
Swap Contracts		(2,450	)		1,248			(5,248	)
Options		—			—			582
Total gains and losses attributed to the Funds' investment in Subsidiaries	$	17,744		$	122,963		$	51,314

6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUBADVISORY AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES

Investment Advisory, Administration and Distribution Agreements — SIMC serves as investment adviser (the “Adviser”) to each Fund. In connection with serving 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.

SEI Investments Global Funds Services (the “Administrator”) provides administrative and transfer agency services to the Funds for annual fees, based on the average daily net assets of each Fund.

SEI Investments Distribution Co. (“the Distributor”) is the Distributor of the shares of the Funds. The Funds have adopted a shareholder services plan and agreement (the “Service Plan”) with respect to Class F and Class I Shares that allows such shares to pay service providers a fee, based on average daily net assets of each respective Class of Shares, in connection with the ongoing servicing of shareholder accounts owning such shares. The Funds have also adopted an, administrative services plan and agreement

(the “Administrative Service Plan”) with respect to Class I Shares that allows such Shares to pay service providers a fee, based on average daily net assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.

The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.

Prior to January 31, 2021, the Funds’ administrator and/or its affiliates had contractually agreed to waive fees or reimburse expenses for the S&P 500 Index Fund and the Core Fixed Income Fund in order to keep total fund operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees and extraordinary expenses not incurred in the ordinary course of each Fund’s business) from exceeding the levels specified in the table below. These contractual waivers and reimbursements only applied if a Fund’s total operating costs exceeded the applicable thresholds and would not affect the Fund’s total operating expenses if they were less than the applicable thresholds. In other words, shareholders would pay the lower of a Fund’s actual total fund operating expenses or total fund operating expenses after contractual waivers and expense reimbursements. The contractual waiver and expense reimbursement were limited to the Fund’s direct operating expenses and, therefore, did not apply to indirect expenses incurred by the Fund, such as AFFE.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, proxy fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The voluntary waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

The Administrator has voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

Conservative Income and Tax Free Conservative Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets.

The following is a summary of annual fees payable to the Adviser and Distributor and the voluntary expense limitations for each fund:

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Large Cap Fund
Class F		0.3900	%		0.25	%		—			0.89	%
Class Y		0.3900	%		—			—			0.64	%
Large Cap Value Fund
Class F		0.3500	%		0.25	%		—			0.89	%
Class I		0.3500	%		0.25	%		0.25	%		1.11	%
Class Y		0.3500	%		—			—			0.64	%
Large Cap Growth Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class I		0.4000	%		0.25	%		0.25	%		1.11	%
Class Y		0.4000	%		—			—			0.64	%
Large Cap Index Fund
Class F		0.0500	%		0.25	%		—			0.25	%
Tax-Managed Large Cap Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class Y		0.4000	%		—			—			0.64	%
S&P 500 Index Fund
Class F		0.0300	%		0.25	%		—			0.25	%
Class I		0.0300	%		0.25	%		0.25	%		0.65	%
Small Cap Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Value Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Growth Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Small/Mid Cap Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.89	%
Mid-Cap Fund
Class F		0.4000	%		0.25	%		—			0.98	%
Class I		0.4000	%		0.25	%		0.25	%		1.20	%
Class Y		0.4000	%		—			—			0.73	%
U.S. Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			0.90	%
Class I		0.6500	%		0.25	%		0.25	%		1.15	%
Class Y		0.6500	%		—			—			0.65	%
Global Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.00	%
Class Y		0.6500	%		—			—			0.75	%
Tax-Managed International Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.86	%
Real Estate Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Core Fixed Income Fund
Class F		0.2750	%		0.25	%		—			0.66	%
Class I		0.2750	%		0.25	%		0.25	%		0.88	%
Class Y		0.2750	%		—			—			0.41	%
High Yield Bond Fund
Class F		0.4875	%		0.25	%		—			0.89	%
Class I		0.4875	%		0.25	%		0.25	%		1.11	%
Class Y		0.4875	%		—			—			0.64	%
Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Tax-Free Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Real Return Fund
Class F		0.2200	%		0.25	%		—			0.45	%
Class Y		0.2200	%		—			—			0.35	%
Dynamic Asset Allocation Fund
Class F		0.6000	%		0.25	%		—			0.75	%
Class Y		0.6000	%		—			—			0.50	%
Multi-Strategy Alternative Fund
Class F		1.5000	%		0.25	%		—			1.35	%
Class Y		1.5000	%		—			—			1.10	%
Multi-Asset Accumulation Fund
Class F		0.7500	%		0.25	%		—			1.17	%
Class Y		0.7500	%		—			—			0.92	%
Multi-Asset Income Fund
Class F		0.6000	%		0.25	%		—			0.80	%
Class Y		0.6000	%		—			—			0.70	%
Multi-Asset Inflation Managed Fund
Class F		0.5500	%		0.25	%		—			0.90	%
Class Y		0.5500	%		—			—			0.65	%
Multi-Asset Capital Stability Fund
Class F		0.4000	%		0.25	%		—			0.62	%
Class Y		0.4000	%		—			—			0.52	%

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

The following is a summary of annual fees payable to the Administrator:

	First $1.5 Billion		Next $500 Million		Next $500 Million		Next $500 Million		Over $3 Billion
Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Index Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Small/Mid Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Mid-Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
U.S. Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Global Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed International Managed Volatility Fund	0.450	%	0.3700	%	0.2900	%	0.2100	%	0.130	%
Real Estate Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Core Fixed Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
High Yield Bond Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Conservative Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Tax-Free Conservative Income Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Real Return Fund	0.200	%	0.1775	%	0.1550	%	0.1325	%	0.110	%
Dynamic Asset Allocation Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Strategy Alternative Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Accumulation Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Income Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Inflation Managed Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Multi-Asset Capital Stability Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%

	First $2 Billion		Next $500 Million		Next $500 Million		Over $3 Billion
S&P 500 Index Fund	0.220	%	0.2100	%	0.1650	%	0.120	%

As of March 31, 2022, SIMC has entered into investment sub-advisory agreements with the following affiliated and unaffiliated parties:

Investment Sub-Adviser

Large Cap Fund

Brandywine Global Investment Management, LLC

Ceredex Value Advisors, LLC

Coho Partners, Ltd.

Fred Alger Management, Inc.

LSV Asset Management*

MarVista Investment Partners, LLC

Parametric Portfolio Associates LLC    

Large Cap Value Fund

Brandywine Global Investment Management, LLC

Cullen Capital Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Large Cap Growth Fund

Fiera Capital Inc.

Fred Alger Management, Inc.

McKinley Capital Management, LLC

Parametric Portfolio Associates LLC

Large Cap Index Fund

SSGA Funds Management, Inc.

Tax-Managed Large Cap Fund

Brandywine Global Investment Management, LLC

Coho Partners, Ltd.

Cullen Capital Management, LLC (Cullen) (fka

Schafer Cullen Capital Management)

Fiera Capital Inc.

LSV Asset Management*

MarVista Investment Partners, LLC

Parametric Portfolio Associates LLC

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc

Los Angeles Capital Management

Leeward Investments, LLC

Parametric Portfolio Associates LLC

Small Cap Value Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Small Cap Growth Fund

ArrowMark Colorado Holdings LLC

EAM Investors LLC

Jackson Creek Investment Advisory, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Martingale Asset Management, LLC

Parametric Portfolio Associates LLC

Rice Hall James & Associates LLC

Mid-Cap Fund

Leeward Investments, LLC

Los Angeles Capital Management LLC

U.S. Managed Volatility Fund

LSV Asset Management*

Allspring Global Investments, LLC

Global Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

Tax-Managed Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Tax-Managed International Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Real Estate Fund

CenterSquare Investment Management LLC

Core Fixed Income Fund

Allspring Global Investments, LLC

Jennison Associates LLC

MetLife Investment Management, LLC

Metropolitan West Asset Management, LLC

Western Asset Management Company

Western Asset Management Company Limited

High Yield Bond Fund

Ares Capital Management II LLC

Benefit Street Partners, LLC

Brigade Capital Management, LLC

J.P. Morgan Investment Management, Inc.

T. Rowe Price Associates, Inc.

Conservative Income Fund

BlackRock Advisors, LLC

Tax-Free Conservative Income Fund

BlackRock Advisors, LLC

Dynamic Asset Allocation Fund

SSGA Funds Management, Inc.

Multi-Strategy Alternative Fund

Brigade Capital Management, LLC

EMSO Asset Management Limited

Global Credit Advisers, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Putnam Investment Management LLC

Ramius Advisors, LLC

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Goldman Sachs Asset Management, LP

SSGA Funds Management Inc.

Western Asset Management Company

Western Asset Management Company Limited

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

Columbia Management Investments Advisers, LLC

Credit Suisse Asset Management, LLC

Franklin Advisers, Inc.

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Janus Capital Management, LLC

* Affiliated

Under the investment sub-advisory agreements, each sub-adviser receives a fee paid by SIMC.

Brokerage Commissions Paid to Affiliates — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.

For the six month period ended March 31, 2022, there were no such commissions.

Payments to/from Affiliates — Certain officers and/or trustees of the Trust are also officers and/or Directors of the Administrator, Adviser and/or Distributor. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim and committee meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Administrator or Distributor.

A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

393

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

LSV Asset Management (a partially owned indirect subsidiary of SEI Investment Co.) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, U.S. Managed Volatility, Tax-Managed Managed Volatility and Tax-Managed International Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the six month period ended March 31, 2022 were as follows ($ Thousands):

Large Cap Fund	$	177
Large Cap Value Fund		267
Tax-Managed Large Cap Fund		361
Small Cap Value Fund		444
U.S. Managed Volatility Fund		694
Tax-Managed Managed Volatility Fund		897
Tax-Managed International Managed Volatility Fund		245
	$	3,085

On April 20, 2018, SIMC made a capital contribution to the Large Cap Index Fund in the amount of $330,025. The capital contribution offset the Fund’s performance deviation from its benchmark that resulted from an unusually large unanticipated cash flow that came into the Fund shortly after launch.

On May 29, 2020, SIMC made a capital contribution to the S&P 500 Index Fund in the amount of $221,168. The capital contribution offset the Fund’s performance deviation from its benchmark that resulted from losses incurred by the Fund as a result of an operational error.

Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Funds’ expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Funds’ expense ratio, as a percentage of the Funds’ average daily net assets for the six month period ended March 31, 2022, can be found on the Statements of Operations or Consolidated Statements of Operations and Financial Highlights or Consolidated Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest in the SEI Daily Income Trust Government Fund, an affiliated

money market fund, to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, L.P.

Each of the Large Cap Index and S&P 500 Index Funds may purchase companies with which it is affiliated to the extent these companies are represented in its benchmark index.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (“the Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds.

Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula annually reviewed by the Board. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.

During the six month period ended March 31, 2022, the following Funds borrowed funds from the SEI Multi-Asset Accumulation Fund. The amount borrowed, interest paid on the borrowing and the corresponding interest rate were as follows ($ Thousands):

	Borrowing Date		Maturity Date		Amount Borrowed		Interest Paid	Interest Rate
Mid-Cap Fund		12/21/21		12/22/21		10,498	–	1.08%
Mid-Cap Fund		2/28/22		3/1/22		5,800	–	1.08%

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2022 and the year ended September 30, 2021.

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund						Large Cap Index Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		7,140			13,566			4,264			7,160			2,759			4,190			10,841			29,697
Shares Issued in Lieu of Dividends and Distributions		14,609			4,271			2,350			926			3,519			2,689			547			696
Shares Redeemed		(14,309	)		(40,111	)		(7,938	)		(14,156	)		(4,041	)		(8,544	)		(12,612	)		(18,893	)

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund						Large Cap Index Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		7,440			(22,274	)		(1,324	)		(6,070	)		2,237			(1,665	)		(1,224	)		11,500
Class I:
Shares Issued		–			–			32			12			3			21			–			–
Shares Issued in Lieu of Dividends and Distributions		–			–			6			2			10			7			–			–
Shares Redeemed		–			–			(40	)		(24	)		(38	)		(17	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–			–			(2	)		(10	)		(25	)		11			–			–
Class Y:
Shares Issued		286			668			502			1,296			440			914			–			–
Shares Issued in Lieu of Dividends and Distributions		799			258			378			147			530			349			–			–
Shares Redeemed		(1,095	)		(2,044	)		(1,026	)		(1,344	)		(411	)		(734	)		–			–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(10	)		(1,118	)		(146	)		99			559			529			–			–
Increase (Decrease) in Capital Shares		7,430			(23,392	)		(1,472	)		(5,981	)		2,771			(1,125	)		(1,224	)		11,500

	Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund						Small Cap Value Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		4,597			9,293			622			861			2,960			5,479			1,238			2,776
Shares Issued in Lieu of Dividends and Distributions		4,570			2,479			649			605			8,400			51			1,003			86
Shares Redeemed		(9,639	)		(19,738	)		(1,145	)		(2,018	)		(4,575	)		(12,318	)		(1,395	)		(4,048	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(472	)		(7,966	)		126			(552	)		6,785			(6,788	)		846			(1,186	)
Class I:
Shares Issued		–			–			5			18			–			–			2			11
Shares Issued in Lieu of Dividends and Distributions		–			–			4			3			–			–			6			—
Shares Redeemed		–			–			(12	)		(17	)		–			–			(35	)		(11	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–			–			(3	)		4			–			–			(27	)		—
Class Y:
Shares Issued		756			1,372			–			–			119			280			140			372
Shares Issued in Lieu of Dividends and Distributions		635			352			–			–			377			6			193			21
Shares Redeemed		(1,024	)		(2,023	)		–			–			(263	)		(898	)		(127	)		(586	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		367			(299	)		–			–			233			(612	)		206			(193	)
Increase (Decrease) in Capital Shares		(105	)		(8,265	)		123			(548	)		7,018			(7,400	)		1,025			(1,379	)

	Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund						Mid-Cap Fund						U.S. Managed Volatility Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		696			1,717			1,712			3,927			1,163			615			3,562			6,421
Shares Issued in Lieu of Dividends and Distributions		2,064			—			2,812			43			579			19			3,433			3,836
Shares Redeemed		(730	)		(2,312	)		(2,395	)		(5,454	)		(1,463	)		(1,062	)		(6,408	)		(15,149	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		2,030			(595	)		2,129			(1,484	)		279			(428	)		587			(4,892	)
Class I:
Shares Issued		1			9			–			–			2			2			—			3
Shares Issued in Lieu of Dividends and Distributions		10			—			–			–			4			—			7			7
Shares Redeemed		(12	)		(10	)		–			–			(13	)		(6	)		(49	)		(14	)
Total Decrease in Net Assets Derived from Class I Transactions		(1	)		(1	)		–			–			(7	)		(4	)		(42	)		(4	)
Class Y:
Shares Issued		73			142			202			288			30			79			500			4,759
Shares Issued in Lieu of Dividends and Distributions		234			—			374			13			24			1			992			4,761
Shares Redeemed		(62	)		(176	)		(187	)		(646	)		(18	)		(77	)		(1,569	)		(52,092	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

395

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

	Small Cap Growth Fund					Tax-Managed Small/Mid Cap Fund					Mid-Cap Fund					U.S. Managed Volatility Fund
	10/1/2021 to 3/31/2022 (Unaudited)		2021			10/1/2021 to 3/31/2022 (Unaudited)		2021			10/1/2021 to 3/31/2022 (Unaudited)		2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		245		(34	)		389		(345	)		36		3			(77	)		(42,572	)
Increase (Decrease) in Capital Shares		2,274		(630	)		2,518		(1,829	)		308		(429	)		468			(47,468	)

	Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund						Real Estate Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		5,330			12,133			3,176			5,084			2,868			5,102			1,384			1,117
Shares Issued in Lieu of Dividends and Distributions		7,473			725			1,659			781			819			447			320			291
Shares Redeemed		(9,639	)		(25,859	)		(5,323	)		(10,638	)		(2,937	)		(6,663	)		(738	)		(2,089	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		3,164			(13,001	)		(488	)		(4,773	)		750			(1,114	)		966			(681	)
Class I:
Shares Issued		1			3			–			–			–			–			—			1
Shares Issued in Lieu of Dividends and Distributions		10			1			–			–			–			–			2			1
Shares Redeemed		(57	)		(7	)		–			–			–			–			(14	)		(1	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(46	)		(3	)		–			–			–			–			(12	)		1
Class Y:
Shares Issued		639			1,880			213			426			362			450			35			85
Shares Issued in Lieu of Dividends and Distributions		1,131			147			165			80			150			86			63			72
Shares Redeemed		(1,276	)		(4,923	)		(388	)		(853	)		(345	)		(740	)		(139	)		(402	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		494			(2,896	)		(10	)		(347	)		167			(204	)		(41	)		(245	)
Increase (Decrease) in Capital Shares		3,612			(15,900	)		(498	)		(5,120	)		917			(1,318	)		913			(925	)

	Core Fixed Income Fund						High Yield Bond Fund						Conservative Income Fund						Tax-Free Conservative Income Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		36,384			91,203			15,055			37,851			11,204			13,686			2,920			7,666
Shares Issued in Lieu of Dividends and Distributions		3,369			16,247			6,228			12,961			3			2			1			2
Shares Redeemed		(36,646	)		(68,450	)		(24,855	)		(43,544	)		(8,134	)		(18,618	)		(3,369	)		(10,584	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		3,107			39,000			(3,572	)		7,268			3,073			(4,930	)		(448	)		(2,916	)
Class I:
Shares Issued		8			91			2			18			–			–			–			–
Shares Issued in Lieu of Dividends and Distributions		3			16			2			5			–			–			–			–
Shares Redeemed		(47	)		(50	)		(88	)		(4	)		–			–			–			–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(36	)		57			(84	)		19			–			–			–			–
Class Y:
Shares Issued		3,659			12,487			2,169			3,522			116			881			161			968
Shares Issued in Lieu of Dividends and Distributions		487			2,128			988			1,974			—			—			—			—
Shares Redeemed		(2,864	)		(8,460	)		(2,389	)		(4,872	)		(423	)		(1,412	)		(562	)		(618	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		1,282			6,155			768			624			(307	)		(531	)		(401	)		350
Increase (Decrease) in Capital Shares		4,353			45,212			(2,888	)		7,911			2,766			(5,461	)		(849	)		(2,566	)

396

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Real Return Fund						Dynamic Asset Allocation Fund						Multi-Strategy Alternative Fund						Multi-Asset Accumulation Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		7,010			4,819			2,706			6,462			3,051			5,595			18,340			34,974
Shares Issued in Lieu of Dividends and Distributions		430			436			4,220			3,159			2,914			1,143			30,363			12,023
Shares Redeemed		(3,050	)		(6,861	)		(7,431	)		(13,791	)		(3,644	)		(10,493	)		(21,013	)		(57,285	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		4,390			(1,606	)		(505	)		(4,170	)		2,321			(3,755	)		27,690			(10,288	)
Class Y:
Shares Issued		156			454			119			268			72			88			1,344			2,834
Shares Issued in Lieu of Dividends and Distributions		41			44			258			205			63			24			2,499			989
Shares Redeemed		(176	)		(876	)		(476	)		(720	)		(75	)		(146	)		(2,345	)		(5,040	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		21			(378	)		(99	)		(247	)		60			(34	)		1,498			(1,217	)
Increase (Decrease) in Capital Shares		4,411			(1,984	)		(604	)		(4,417	)		2,381			(3,789	)		29,188			(11,505	)

	Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021			10/1/2021 to 3/31/2022 (Unaudited)			2021
Class F:
Shares Issued		4,908			10,992			9,059			16,169			7,667			15,124
Shares Issued in Lieu of Dividends and Distributions		1,108			2,019			6,439			1,205			1,405			579
Shares Redeemed		(7,079	)		(17,903	)		(9,790	)		(20,504	)		(8,415	)		(22,028	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(1,063	)		(4,892	)		5,708			(3,130	)		657			(6,325	)
Class Y:
Shares Issued		867			3,482			217			718			206			840
Shares Issued in Lieu of Dividends and Distributions		268			478			383			95			102			50
Shares Redeemed		(1,137	)		(3,864	)		(915	)		(1,603	)		(317	)		(1,971	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(2	)		96			(315	)		(790	)		(9	)		(1,081	)
Increase (Decrease) in Capital Shares		(1,065	)		(4,796	)		5,393			(3,920	)		648			(7,406	)

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments, during the six month period ended March 31, 2022, were as follows:

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	—	$	484,258	$	484,258
Sales		—		638,684		638,684
Large Cap Value Fund
Purchases		—		173,257		173,257
Sales		—		271,092		271,092
Large Cap Growth Fund
Purchases		—		431,870		431,870
Sales		—		548,665		548,665
Large Cap Index Fund
Purchases		—		72,954		72,954
Sales		—		87,902		87,902
Tax-Managed Large Cap Fund
Purchases		—		478,689		478,689
Sales		—		659,475		659,475
S&P 500 Index Fund
Purchases		—		15,446		15,446

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Sales		—		63,053		63,053
Small Cap Fund
Purchases		—		338,495		338,495
Sales		—		382,322		382,322
Small Cap Value Fund
Purchases		—		87,289		87,289
Sales		—		92,652		92,652
Small Cap Growth Fund
Purchases		—		459,999		459,999
Sales		—		624,804		624,804
Tax-Managed Small/Mid Cap Fund
Purchases		—		252,584		252,584
Sales		—		286,426		286,426
Mid-Cap Fund
Purchases		—		49,739		49,739
Sales		—		55,340		55,340
U.S. Managed Volatility Fund
Purchases		—		274,056		274,056
Sales		—		343,814		343,814
Global Managed Volatility Fund
Purchases		—		478,839		478,839
Sales		—		450,723		450,723
Tax-Managed Managed Volatility Fund
Purchases		—		95,060		95,060

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

397

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Sales		—		133,618		133,618
Tax-Managed International Managed Volatility Fund
Purchases		—		142,227		142,227
Sales		—		118,562		118,562
Real Estate Fund
Purchases		—		51,845		51,845
Sales		—		42,042		42,042
Core Fixed Income Fund
Purchases		7,648,574		1,726,018		9,374,592
Sales		7,639,170		1,441,650		9,080,820
High Yield Bond Fund
Purchases		1,153		344,742		345,895
Sales		—		351,576		351,576
Conservative Income Fund
Purchases		—		—		—
Sales		—		—		—
Tax-Free Conservative Income Fund
Purchases		—		—		—
Sales		—		—		—
Real Return Fund
Purchases		—		—		—
Sales		—		—		—
Dynamic Asset Allocation Fund
Purchases		—		14,206		14,206
Sales		—		119,607		119,607
Multi-Strategy Alternative Fund
Purchases		1,101		613,257		614,358
Sales		1,552		605,849		607,401
Multi-Asset Accumulation Fund
Purchases		135,169		304,942		440,111
Sales		229,418		321,690		551,108
Multi-Asset Income Fund
Purchases		6,546		103,254		109,800
Sales		6,922		140,374		147,296
Multi-Asset Inflation Managed Fund
Purchases		248,494		73,044		321,538
Sales		185,801		127,894		313,695
Multi-Asset Capital Stability Fund
Purchases		48,090		24,477		72,567
Sales		101,518		37,284		138,802

9. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Commodity Strategy, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion of counsel based on customary representations that actual distributions made to the Funds should be treated as “qualifying income”. The Treasury released a proposed regulation in October 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement. As a conservative measure, the Funds will continue to follow their existing distribution policy.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2021, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2020. Accordingly, the disclosures are for informational use by shareholders and are subject to change attributable to activity through the end of the tax year-ending December 31, 2021.

Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under U.S. GAAP. These book/tax differences are either temporary or permanent in nature.

The permanent differences are primarily attributable to different treatment for gains and losses on paydowns of mortgage and asset backed securities for tax purposes, defaulted bond basis adjustments, reclassification of long term capital gain distributions on REIT securities, reclassification of income and expense from swap transactions, Treasury Inflation-Protected Securities and net operating losses, basis adjustments for investments in partnerships, and gains and losses on passive foreign investment companies, expiration of capital loss carryforwards, collateralized loan obligation basis adjustments, utilization of earnings and profits on shareholder redemptions, certain foreign currency related transactions, payment of excise tax, and non-taxable in-kind redemptions. The permanent differences that is charged or credited to Paid In Capital and Distributable Earnings are primarily related to equalization deemed distribution, net operating losses and distribution in excess

398

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

of net investment income have been reclassified to/from the following accounts as of September 30, 2021:

	Distributable Earnings (Loss) ($ Thousands)			Paid-in- Capital ($ Thousands)
S&P 500 Index Fund	$	(5,019	)	$	5,019
Small Cap Fund		(35	)		35

	Distributable Earnings (Loss) ($ Thousands)		Paid-in- Capital ($ Thousands)
High Yield Bond Fund		8		(8	)
Multi-Strategy Alternative Fund		31		(31	)

These reclassifications had no impact on net assets or net asset value per share.

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2021 or September 30, 2020 (unless otherwise indicated) was as follows:

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Fund
2021	$	18,293	$	56,356	$	—	$	—	$	74,649
2020		30,110		138,016		—		—		168,126
Large Cap Value Fund
2021		27,551		—		—		—		27,551
2020		27,594		24,141		—		—		51,735
Large Cap Growth Fund
2021		9,934		134,180		—		—		144,114
2020		3,649		82,982		—		—		86,631
Large Cap Index Fund
2021		10,181		—		—		—		10,181
2020		8,948		351		—		—		9,299
Tax-Managed Large Cap Fund
2021		41,049		55,596		—		—		96,645
2020		50,899		294,034		—		—		344,933
S&P 500 Index Fund
2021		11,520		42,408		—		—		53,928
2020		14,528		24,598		—		—		39,126
Small Cap Fund
2021		847		—		—		—		847
2020		1,132		—		35		—		1,167
Small Cap Value Fund
2021		2,646		—		—		—		2,646
2020		3,780		—		—		—		3,780
Small Cap Growth Fund
2021		—		—		—		—		—
2020		—		11,363		—		—		11,363
Tax-Managed Small/Mid Cap Fund
2021		1,552		66		—		—		1,618
2020		3,010		18,580		—		—		21,590
Mid-Cap Fund
2021		589		—		—		—		589
2020		1,139		1,401		—		—		2,540
U.S. Managed Volatility Fund
2021		44,441		109,717		—		—		154,158
2020		33,108		53,884		—		—		86,992
Global Managed Volatility Fund
2021		9,076		1,772		—		—		10,848
2020		32,195		36,904		—		—		69,099
Tax-Managed Managed Volatility Fund
2021		11,074		7,105		—		—		18,179
2020		16,585		25,458		—		—		42,043
Tax-Managed International Managed Volatility Fund

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

399

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
2021	$	6,703	$	—	$	—	$	—	$	6,703
2020		11,126		—		—		—		11,126
Real Estate Fund
2021		2,122		3,629		—		—		5,751
2020		4,524		6,547		—		—		11,071
Core Fixed Income Fund
2021		193,862		41,756		—		—		235,618
2020		139,848		—		—		—		139,848
High Yield Bond Fund
2021		113,338		—		—		—		113,338
2020		98,605		—		—		—		98,605
Conservative Income Fund
2021		29		—		—		—		29
2020		2,635		—		—		—		2,635
Tax-Free Conservative Income Fund
2021		—		—		—		21		21
2020		—		—		7		1,199		1,206
Real Return Fund
2021		6,173		—		—		—		6,173
2020		1,379		—		—		—		1,379
Dynamic Asset Allocation Fund
2021		43,356		13,096		—		—		56,452
2020		13,342		—		—		—		13,342
Multi-Strategy Alternative Fund
2021		13,430		—		—		—		13,430
2020		4,831		—		—		—		4,831
Multi-Asset Accumulation Fund
2021		28,663		107,295		—		—		135,958
2020		207,206		128,753		—		—		335,959
Multi-Asset Income Fund
2021		32,204		—		—		—		32,204
2020		37,096		—		—		—		37,096
Multi-Asset Inflation Managed Fund
2021		11,412		—		—		—		11,412
2020		12,952		—		—		—		12,952
Multi-Asset Capital Stability Fund
2021		4,599		3,404		—		—		8,003
2020		24,566		1,679		—		—		26,245

As of September 30, 2021, the components of Distributable Earnings/(Accumulated Losses) were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Undistributed Tax-Exempt Income ($ Thousands)		Capital Loss Carryforwards ($ Thousands)		Post- October Losses ($ Thousands)		Late Year Ordinary Losses ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)		Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Large Cap Fund	$	46,104	$	202,725	$	—	$	—	$	—	$	—		$	833,067	$	(7	)	$	1,081,889
Large Cap Value Fund		15,150		57,807		—		—		—		—			435,082		(3	)		508,036
Large Cap Growth Fund		21,473		173,641		—		—		—		—			951,108		(1	)		1,146,221
Large Cap Index Fund		3,969		1,317		—		—		—		—			317,078		(1	)		322,363
Tax-Managed Large Cap Fund		8,770		196,106		—		—		—		—			2,895,821		6			3,100,703
S&P 500 Index Fund		4,753		60,149		—		—		—		—			714,366		(2	)		779,266
Small Cap Fund		66,080		56,380		—		—		—		—			135,129		—			257,589
Small Cap Value Fund		8,063		21,239		—		—		—		—			102,786		(4	)		132,084
Small Cap Growth Fund		37,988		47,437		—		—		—		(1,631	)		78,475		—			162,269

400

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Undistributed Tax-Exempt Income ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post- October Losses ($ Thousands)			Late Year Ordinary Losses ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Tax-Managed Small/Mid Cap Fund	$	—	$	93,486	$	—	$	—		$	—		$	—	$	427,600		$	—		$	521,086
Mid-Cap Fund		8,404		9,598		—		—			—			—		5,243			—			23,245
U.S. Managed Volatility Fund		21,290		55,456		—		—			—			—		210,248			3			286,997
Global Managed Volatility Fund		12,756		89,382		—		—			—			—		120,454			1			222,593
Tax-Managed Managed Volatility Fund		1,846		35,529		—		—			—			—		512,883			1			550,259
Tax-Managed International Managed Volatility Fund		11,718		—		—		(42,436	)		—			—		69,067			—			38,349
Real Estate Fund		—		8,215		—		—			—			—		25,112			—			33,327
Core Fixed Income Fund		11,552		—		—		—			—			—		50,249			(10,005	)		51,796
High Yield Bond Fund		7,845		—		—		(80,523	)		—			—		(63,563	)		(6,675	)		(142,916	)
Conservative Income Fund		7		—		—		—			—			—		22			(1	)		28
Tax-Free Conservative Income Fund		—		—		—		(9	)		—			—		(3	)		(4	)		(16	)
Real Return Fund		5,441		—		—		(1,344	)		—			—		9,357			(1,041	)		12,413
Dynamic Asset Allocation Fund		32,305		49,840		—		—			—			—		404,658			(1	)		486,802
Multi-Strategy Alternative Fund		33,113		—		—		—			—			—		(3,214	)		(1,419	)		28,480
Multi-Asset Accumulation Fund		217,271		60,827		—		—			—			—		(212,472	)		(15,623	)		50,003
Multi-Asset Income Fund		5,929		—		—		(1,161	)		—			—		67,519			(3,370	)		68,917
Multi-Asset Inflation Managed Fund		60,131		—		—		(53,170	)		(7,538	)		—		(79,948	)		(6,269	)		(86,794	)
Multi-Asset Capital Stability Fund		17,207		518		—		—			—			—		19,494			(3,217	)		34,002

Post October losses represent losses realized on investment transactions from November 1, 2020 through September 30, 2021, that, in accordance with Federal income tax regulations, the Funds may defer and treat as having arisen in the following fiscal year. Deferred Late-Year Losses represent ordinary losses realized on investment transactions from January 1, 2021 through September 30, 2021, and specified losses realized on investment transactions from November 1, 2020 through September 30, 2021, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. Under the Regulated Investment Company Modernization Act of 2010, Funds will be permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2011, for an unlimited period. However, any losses incurred during those future taxable years are 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 are 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. Losses carried forward under these new provisions are as follows:

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total * ($ Thousands)
Tax-Managed International Managed Volatility Fund	$	42,436	$	–	$	42,436
High Yield Bond Fund		–		80,523		80,523
Tax-Free Conservative Income Fund		9		–		9
Real Return Fund		–		1,344		1,344
Multi-Asset Income Fund		1,161		–		1,161
Multi-Asset Inflation Managed Fund		50,354		2,816		53,170

* This table should be used in conjunction with the capital loss carryforwards table.

(1) The Utilization is subject to a limitation.

During the fiscal year ended September 30, 2021, the following Funds utilized capital loss carryforward to offset capital gains:

	Amount Utilized ($ Thousands)
Small Cap Fund	$	18,476
Small Cap Value Fund		9,304
Small Cap Growth Fund		795
Tax-Managed Small/Mid Cap Fund		7,116
Mid-Cap Fund		978
Tax-Free Conservative Income		4
Real Return		3,469
Multi-Asset Income Fund		1,137

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

401

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

For Federal income tax purposes, the cost of investments owned at September 30, 2021, and the net realized gains or losses on investments sold for the period, were different from amounts reported for financial reporting purposes primarily due to investments in partnerships that captures losses from other securities, and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on total investments held by the Funds at March 31, 2022, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	1,295,320	$	812,744	$	(39,675	)	$	773,069
Large Cap Value Fund		1,016,895		533,871		(24,466	)		509,405
Large Cap Growth Fund		850,602		843,104		806,358			1,649,462
Large Cap Index Fund		739,600		386,954		(20,212	)		366,742
Tax-Managed Large Cap Fund		1,580,734		2,994,456		(1,009	)		2,993,447
S&P 500 Index Fund		253,036		740,786		(7,086	)		733,700
Small Cap Fund		535,441		142,363		(24,184	)		118,179
Small Cap Value Fund		341,897		116,273		(11,965	)		104,308
Small Cap Growth Fund		354,257		70,585		(23,314	)		47,271
Tax-Managed Small/Mid Cap Fund		595,186		411,338		(2,979	)		408,359
Mid-Cap Fund		72,301		9,256		(4,125	)		5,131
U.S. Managed Volatility Fund		719,876		256,627		(13,667	)		242,960
Global Managed Volatility Fund		903,951		159,160		(33,077	)		126,083
Tax-Managed Managed Volatility Fund		475,294		594,546		(1,755	)		592,791
Tax-Managed International Managed Volatility Fund		357,660		73,670		(8,126	)		65,544
Real Estate Fund		87,896		37,809		(506	)		37,303
Core Fixed Income Fund		5,227,126		25,221		(216,519	)		(191,298	)
High Yield Bond Fund		1,504,853		87,412		(90,392	)		(2,980	)
Conservative Income Fund		317,727		9		(174	)		(165	)
Tax-Free Conservative Income Fund		185,588		—		(48	)		(48	)
Real Return Fund		285,097		5,670		(2,396	)		3,274
Dynamic Asset Allocation Fund		322,706		423,953		(10,223	)		413,730
Multi-Strategy Alternative Fund		430,954		13,933		(12,292	)		1,641
Multi-Asset Accumulation Fund		1,662,660		69,555		(15,441	)		54,114
Multi-Asset Income Fund		799,863		47,209		(60,626	)		(13,417	)
Multi-Asset Inflation Managed Fund		935,697		796,321		(16,904	)		779,417
Multi-Asset Capital Stability Fund		324,544		19,247		(923	)		18,324

Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of March 31, 2022, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

10. SECURITIES LENDING

Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed 33 1/3% of the total asset value of the Fund (including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash, letters of credit or U.S. Government securities. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or restricted from recovering the loomed securities or disposing of the collateral for the loan, which could give rise to loss because at adverse market actions expenses and/ or delays in connection with the disposition of the underlying securities.

Cash collateral received in connection with securities lending is invested in eligible securities by the lending agent. These investments may include the SEI Liquidity Fund L.P. (“Liquidity Fund”), and the Fund bears its pro rata portion of the Liquidity Fund’s expenses and is subject to the risk of loss in the underlying investments of the Liquidity Fund. There is no guarantee that these investments will not lose value.

The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of March 31, 2022 ($ Thousands):

402

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Fund	$	7,588	$	7,588	$	–
Large Cap Value Fund		3,274		3,274		–
Large Cap Growth Fund		4,364		4,364		–
Large Cap Index Fund		868		868		–
Tax-Managed Large Cap Fund		12,657		12,657		–
Small Cap Fund		14,296		14,296		–
Small Cap Value Fund		4,374		4,374		–
Small Cap Growth Fund		9,242		9,242		–
Tax-Managed Small/Mid Cap Fund		3,972		3,972		–
U.S. Managed Volatility Fund		6,541		6,541		–
Global Managed Volatility Fund		41,874		41,874		–
Tax-Managed Managed Volatility Fund		6,139		6,139		–
Tax-Managed International Managed Volatility Fund		37,697		37,697		–
Real Estate Fund		190		190		–
Core Fixed Income Fund		274,412		274,412		–

(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund’s Schedule of Investments for the total collateral received.

11. CONCENTRATION/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

To the extent consistent with its investment strategy a Fund may have one or more of the following principle risks:

Arbitrage Strategies Risk — Arbitrage strategies involve engaging in transactions that attempt to exploit price differences of identical, related or similar securities on different markets or in different forms. The Fund may realize losses or a reduced rate of return if underlying relationships among securities in which it takes investment positions change in an adverse manner or if a transaction is unexpectedly terminated or delayed. Trading to seek short-term capital appreciation can be expected to cause the Fund’s portfolio turnover rate to be substantially higher than that of the average equity-oriented investment company.

Asset-Backed Securities Risk — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor

or any other entity. Asset-backed securities may be more illiquid than more conventional types of fixed income securities that the Fund may acquire.

Bank Loans Risk — With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation in the loan. The Fund may also have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid.

Below Investment Grade Securities (Junk Bonds) Risk — Fixed income securities rated below investment grade ( junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as “high yield bonds,” but there is no guarantee that an investment in these securities will result in a high rate of return.

Call Risk — Issuers of callable bonds may call (redeem) securities with higher coupons or interest rates before their maturity dates. The Fund may be forced to reinvest the unanticipated proceeds at lower interest rates, resulting in a decline in the Fund’s income. Bonds may be called due to falling interest rates or non-economical circumstances.

Collateralized Debt Obligations (CDOs) and Collateralized Loan Obligations (CLOs) Risk — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or “tranches” that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

403

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

expenses associated with its own operations, it may bear a pro rata portion of the CDO’s or CLO’s expenses.

Commercial Paper Risk — Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign companies or other entities in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such issuer’s underlying asset portfolio and the issuer’s ability to issue new asset-backed commercial paper.

Commodity Investments and Derivatives Risk — Commodity investments and derivatives may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses. The value of a commodity investment or a derivative investment in commodities is typically based upon the price movements of a physical commodity, a commodity futures contract or commodity index or some other readily measurable economic variable that is dependent upon changes in the value of commodities or the commodities markets. The value of these securities will rise or fall in response to changes in the underlying commodity or related benchmark or investment, changes in interest rates or factors affecting a particular industry or commodity, such as natural disasters, weather and U.S. and international economic, political and regulatory developments.

Commodity-Linked Securities Risk — Investments in commodity-linked securities may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity-related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses.

Concentration Risk — A downturn in the financial services industry would impact the Fund more than a portfolio that does not concentrate in securities issued by companies in the financial services industry.

Convertible and Preferred Securities Risk — Convertible and preferred securities have many of the same characteristics as stocks, including many of the same risks. In addition, convertible securities may be more sensitive to changes in interest rates than stocks. Convertible securities may also have credit ratings below investment grade,

meaning that they carry a higher risk of failure by the issuer to pay principal and/or interest when due.

Corporate Fixed Income Securities Risk — Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as perceptions of the creditworthiness and business prospects of individual issuers.

Credit Risk — The risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.

Currency Risk — As a result of the Fund’s investments in securities or other investments denominated in, and/or receiving revenues in, foreign currencies, the Fund will be subject to currency risk. Currency risk is the risk that foreign currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency hedged. In either event, the dollar value of an investment in the Fund would be adversely affected. Due to the Fund’s investments in securities denominated in foreign currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.

Depositary Receipts Risk — Depositary receipts, such as ADRs, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments.

Derivatives Risk — The Funds’ use of futures contracts and forward contracts is subject to market risk, leverage risk, correlation risk and liquidity risk. Market risk is described above, and leverage risk and liquidity risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts is also subject to credit risk and valuation risk. Credit risk is described below. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund

404

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same type of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and are in the process of implementing regulations governing derivatives markets, the ultimate impact of which remains unclear.

Directional or Tactical Strategies Risk — Directional or tactical strategies usually use long and short positions, which entail predicting the direction that particular securities or sectors or the overall market might move. Directional or tactical strategies may utilize leverage and hedging. There may be a significant risk of loss if the Fund’s judgment is incorrect as to the direction, timing or extent of expected movements of particular securities or sectors or the market as a whole.

Distressed Securities Risk — Distressed securities frequently do not produce income while they are outstanding and may require the Fund to bear certain extraordinary expenses in order to protect and recover its investment. Distressed securities are at high risk for default.

Duration Risk — The longer-term securities in which the Fund may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.

Economic Risks of Global Health Events — Global health events and pandemics, such as COVID-19, have the ability to affect—quickly, drastically and substantially the economies of many nations, states, individual companies and the markets in general and can cause disruptions that cannot necessarily be foreseen. The spread of COVID-19 around the world in 2020 resulted in a substantial number of nations implementing social distancing measures, quarantines, and the shutdown of non-essential businesses and governmental services. Further, it has caused significant volatility in U.S. and international markets. The impact of the outbreak may be short term or may last for an extended period of time.

Event-Driven Strategies Risk — Event-driven strategies involve making evaluations and predictions about both the likelihood that a particular event in the life of a company will occur and the impact such an event will have on the value of the company’s securities. The transaction in which such a company is involved may be unsuccessful, take considerable time (or longer than anticipated) or may result in a distribution of cash or a new security, the value of which may be less than the purchase price of the company’s security. If an anticipated transaction does not

occur, the Fund may be required to sell its securities at a loss.

Exchange-Traded Funds (ETFs) Risk — The risks of owning shares of an ETF generally reflect the risks of owning the underlying securities the ETF is designed to track, although lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. When the Fund invests in an ETF, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the ETF’s expenses.

Exchange-Traded Notes (ETNs) Risk — The value of an ETN is subject to the credit risk of the issuer.

There may not be an active trading market available for some ETNs. Additionally, trading of ETNs may be halted or the ETN may be delisted by the listing exchange.

Extension Risk — The risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security’s value.

Financial Services Industry Risk — The Conservative Income Fund’s portfolio is concentrated in investments in securities issued by companies in the financial services industry. The financial services industry is subject to extensive government regulation. Profitability is largely dependent on the availability and cost of capital, and can fluctuate significantly when interest rates change. Financial services companies are highly dependent on short-term interest rates and typically will be adversely affected by economic downturns or changes in banking regulations.

Foreign Investment/Emerging Markets Risk — The risk that non-U.S. securities may be subject to additional risks due to, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments. These additional risks may be heightened with respect to emerging market countries because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. Investments in emerging markets are subject to the added risk that information in emerging market investments may be unreliable or outdated due to differences in regulatory, accounting or auditing and financial record keeping standards, or because less information about emerging market investments is publicly available. In addition, the rights and remedies associated with emerging market investments may be different than investments in developed markets. A lack of reliable information, rights and remedies increase the risks of investing in emerging markets in comparison

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

405

Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

to more developed markets. In addition, periodic U.S. Government restrictions on investments in issuers from certain foreign countries may require the Fund to sell such investments at inopportune times, which could result in losses to the Fund.

Foreign Sovereign Debt Securities Risk — The risks that: (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii) there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.

Income Risk — An investment in the Fund is subject to income risk, which is the possibility that the Fund’s yield will decline due to falling interest rates.

Inflation Protected Securities Risk — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in “real” interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation indexed securities will generally vary up or down along with the rate of inflation.

Interest Rate Risk — The risk that a rise in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Fund invests. A low interest rate environment may present greater interest rate risk because there may be a greater likelihood of rates increasing and rates may increase more rapidly.

Investment Company and Exchange-Traded Funds (ETFs) Risk — When the Fund invests in an investment company, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company’s expenses. In addition, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund’s share price fluctuates based on

what another investor is willing to pay rather than on the market value of the securities in the fund.

Investment in the Subsidiary Risk — A Subsidiary is not registered under the Investment Company Act of 1940 (the 1940 Act) and, unless otherwise noted in this prospectus, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in a Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which the Fund and a Subsidiary, respectively, are organized, could result in the inability of the Fund and/or a Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.

Investment Style Risk — The risk that large capitalization securities may underperform other segments of the equity markets or the equity markets as a whole.

Large Capitalization Risk — The risk that larger, more established companies may be unable to respond quickly to new competitive challenges such as changes in technology and consumer tastes. Larger companies also may not be able to attain the high growth rates of successful smaller companies.

Leverage Risk — The Fund’s use of derivatives may result in the Fund’s total investment exposure substantially exceeding the value of its portfolio securities and the Fund’s investment returns depending substantially on the performance of securities that the Fund may not directly own. The use of leverage can amplify the effects of market volatility on the Fund’s share price and may also cause the Fund to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The Fund’s use of leverage may result in a heightened risk of investment loss.

Liquidity Risk — The risk that certain securities may be difficult or impossible to sell at the time and the price that the Fund would like. The Fund may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.

Market Risk — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning

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these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. Markets for fixed income securities may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. In response to these events, the Fund’s value may fluctuate and/or the Fund may experience increased redemptions from shareholders, which may impact the Fund’s liquidity or force the Fund to sell securities into a declining or illiquid market.

Master Limited Partnership (MLP) Risk — Investments in units of MLPs involve risks that differ from an investment in common stock. Holders of the units of MLPs have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of MLPs. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of an MLP, including a conflict arising as a result of incentive distribution payments. The benefit the Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be a reduction in the after-tax return to the Fund of distributions from the MLP, likely causing a reduction in the value of the Fund’s shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on the Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole. The Internal

Revenue Code of 1986, as amended, provides that the Fund is permitted to invest up to 25% of its assets in one or more qualified publicly traded partnerships (QPTPs), which will include certain MLPs, and treat the income allocated by such QPTPs as qualifying income for purposes of the regulated investment company annual qualifying income requirements described in “Taxes” below.

Mortgage Dollar Rolls Risk — Mortgage dollar rolls are transactions in which the Fund sells securities (usually mortgage-backed securities) and simultaneously contracts to repurchase substantially similar, but not identical, securities on a specified future date. If the broker-dealer to whom the Fund sells the security becomes insolvent, the Fund’s right to repurchase the security may be restricted. Other risks involved in entering into mortgage dollar rolls include the risk that the value of the security may change adversely over the term of the mortgage dollar roll and that the security the Fund is required to repurchase may be worth less than the security that the Fund originally held.

Mortgage-Backed Securities Risk — Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities; however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund’s actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Fund’s expectation. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by the Fund.

Municipal Securities Risk — Municipal securities, like other fixed income securities, rise and fall in value in response to economic and market factors, primarily

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Notes to Financial Statements/Consolidated Notes to Financial Statements (Continued)

March 31, 2022 (Unaudited)

changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term securities usually respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer’s current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to meet their obligations. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund’s holdings. As a result, the Fund will be more susceptible to factors that adversely affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations. Municipal obligations may be underwritten or guaranteed by a relatively small number of financial services firms, so changes in the municipal securities market that affect those firms may decrease the availability of municipal instruments in the market, thereby making it difficult for the Sub-Adviser to identify and obtain appropriate investments for the Fund’s portfolio. Also, there may be economic or political changes that impact the ability of issuers of municipal securities to repay principal and to make interest payments on securities owned by the Fund. Any changes in the financial condition of municipal issuers may also adversely affect the value of the Fund’s securities.

Non-Diversified Risk — The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, these Funds may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities.

Opportunity Risk — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

Portfolio Turnover Risk — Due to its investment strategy, the Fund may buy and sell securities frequently. This may result in higher transaction costs and taxes subject to ordinary income tax rates as opposed to more favorable capital gains rates, which may affect the Fund’s performance.

Prepayment Risk — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected,

requiring the Fund to invest the proceeds at generally lower interest rates.

Private Placements Risk — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.

Real Estate Industry Risk — Securities of companies principally engaged in the real estate industry may be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. The Fund’s investments are concentrated in issuers conducting business in the real estate industry, and therefore the Fund is subject to risks associated with legislative or regulatory changes, adverse market conditions and/or increased competition affecting that industry.

Real Estate Investment Trusts (REITs) Risk — REITs are trusts that invest primarily in commercial real estate or real estate-related loans. The Fund’s investments in REITs will be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. Some REITs may have limited diversification and may be subject to risks inherent in financing a limited number of properties.

Repurchase Agreement Risk — Although repurchase agreement transactions must be fully collateralized at all times, they generally create leverage and involve some counterparty risk to the Fund whereby a defaulting counterparty could delay or prevent the Fund’s recovery of collateral.

Short Sales Risk — A short sale involves the sale of a security that the Fund does not own in the expectation of purchasing the same security (or a security exchangeable therefore) at a later date at a lower price.

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Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as “covering” the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund’s share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.

Small and Medium Capitalization Companies Risk — The risk that small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon a relatively small management group. Therefore, small capitalization and medium capitalization stocks may be more volatile than those of larger companies. Small capitalization and medium capitalization stocks may be traded over-the-counter or listed on an exchange.

Tax Risk — The Fund may gain most of its exposure to the commodities markets through its investment in a Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce nonqualifying income) to comply with certain qualifying income tests necessary for the Fund to qualify as a regulated investment company (RIC) under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity-linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund’s taxable income or gains and distributions. The Fund intends to hold certain commodity-related investments indirectly through a Subsidiary. The Fund believes that income from the Subsidiary will be qualifying income because it expects that the Subsidiary will make annual distributions of its earnings and profits. The Fund intends to secure an opinion of counsel based on customary representations that actual distributions made to the Fund from its Subsidiary should be treated as “qualifying income.” If the Fund did not qualify as a RIC for any taxable year and certain relief provisions were not available, the Fund’s taxable income would be subject to tax at the Fund level and to a further tax at the shareholder level when such income is distributed. Failure to comply

with the requirements for qualification as a RIC would have significant negative tax consequences to Fund shareholders.

Taxation Risk — The Fund is managed to seek to minimize tax consequences to shareholders, but there is no guarantee that the Fund will be able to operate without incurring taxable income and gains to shareholders.

Tracking Error Risk — The risk that the Fund’s performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund’s investments and the index’s components and other factors.

U.S. Government Securities Risk — Although U.S. Government securities are considered to be among the safest investments, they are still subject to the credit risk of the U.S. Government and are not guaranteed against price movements due to changing interest rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.

Warrants Risk — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.

The foregoing is not intended to be a complete discussion of the risks associated with investing in a Fund. Please review each Fund’s current prospectus for additional disclosures regarding the principal risks associated with investing in a Fund.

12. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2022, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		97.46	%
Class Y		19.96

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

409

Notes to Financial Statements/Consolidated Notes to Financial Statements (Concluded)

March 31, 2022 (Unaudited)

Fund	% Held
Large Cap Value Fund
Class F		92.81	%
Class I		0.00
Class Y		96.79
Large Cap Growth Fund
Class F		90.79	%
Class I		0.00
Class Y		96.51
Large Cap Index Fund
Class F		99.44	%
Tax-Managed Large Cap Fund
Class F		84.31	%
Class Y		53.50
S&P 500 Index Fund
Class F		46.72	%
Class I		7.09
Small Cap Fund
Class F		97.99	%
Class Y		28.58
Small Cap Value Fund
Class F		93.97	%
Class I		0.00
Class Y		96.69
Small Cap Growth Fund
Class F		92.09	%
Class I		0.00
Class Y		93.59
Tax-Managed Small/Mid Cap Fund
Class F		91.50	%
Class Y		53.82
Mid-Cap Fund
Class F		92.77	%
Class I		0.00
Class Y		20.89
U.S. Managed Volatility Fund
Class F		94.18	%
Class I		0.00
Class Y		37.86
Global Managed Volatility Fund
Class F		96.47	%
Class I		0.00
Class Y		44.84
Tax-Managed Managed Volatility Fund
Class F		86.73	%
Class Y		59.79
Tax-Managed International Managed Volatility Fund
Class F		96.68	%
Class Y		87.68
Real Estate Fund
Class F		96.23	%
Class I		0.00
Class Y		55.75
Core Fixed Income Fund

Fund	% Held
Class F		96.62	%
Class I		8.76
Class Y		57.38
High Yield Bond Fund
Class F		97.15	%
Class I		0.00
Class Y		59.18
Conservative Income Fund
Class F		98.77	%
Class Y		17.06
Tax-Free Conservative Income Fund
Class F		97.51	%
Class Y		68.39
Real Return Fund
Class F		98.72	%
Class Y		38.33
Dynamic Asset Allocation Fund
Class F		97.01	%
Class Y		17.17
Multi-Strategy Alternative Fund
Class F		98.20	%
Class Y		71.42
Multi-Asset Accumulation Fund
Class F		98.46	%
Class Y		18.43
Multi-Asset Income Fund
Class F		97.64	%
Class Y		61.01
Multi-Asset Inflation Managed Fund
Class F		98.43	%
Class Y		24.86
Multi-Asset Capital Stability Fund
Class F		98.69	%
Class Y		23.79

SPTC is not a direct service provider to the SEI Funds. However, SPTC performs a role in the comprehensive investment solution that SEI provides to investors. SPTC holds shares in the Funds as custodian for shareholders that are clients of independent registered investment advisers, financial planners, bank trust departments and other financial advisers. SPTC maintains omnibus accounts at the Fund’s transfer agent.

13. REGULATORY MATTERS

On July 27, 2017, the U.K. Financial Conduct Authority announced that it intends to stop compelling or inducing banks to submit London Inter Bank Offered Rate (LIBOR) rates after 2021. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after

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December 31, 2021, and is expected to cease for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. The elimination of the LIBOR may adversely affect the interest rates on, and value of, certain Fund investments for which the value is tied to LIBOR. Such investments may include bank loans, derivatives, floating rate securities, and other assets or liabilities tied to LIBOR. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. The U.S. Federal Reserve, based on the recommendations of the New York Federal Reserve’s Alternative Reference Rate Committee (comprised of major derivative market participants and their regulators), has begun publishing a Secured Overnight Financing Rate, which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. Markets are slowly developing in response to these new rates. Questions around liquidity impacted by these rates, and how to appropriately adjust these rates at the time of transition, remain a concern for a Fund. The effect of any changes to, or discontinuation of, LIBOR on a Fund will vary depending on, among other things, (1) existing fallback or termination provisions in individual contracts and (2) whether, how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. Accordingly, it is difficult to predict the full impact of the transition away from LIBOR on a Fund until new reference rates and fallbacks for both legacy and new products, instruments and contracts are commercially accepted.

14. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements as of March 31, 2022.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

411

Disclosure of Fund Expenses (Unaudited)

March 31, 2022

All mutual funds have operating expenses. As a shareholder of a fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the fund’s average net assets; this percentage is known as the fund’s expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The table on this page illustrates your fund’s costs in two ways:

●    Actual fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.

You can use this information, together with the actual amount you invested in the Fund, to estimate the expenses you paid over that period. Simply divide your actual account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”

●    Hypothetical 5% return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that the Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) for the period is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expenses Paid During Period” column with those that appear in the same charts in the shareholder reports for other funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown may not apply to your specific investment.

	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,026.20		0.89	%	$	4.50
Class Y Shares		1,000.00		1,027.00		0.64			3.23
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,076.90		0.89	%	$	4.61
Class I Shares		1,000.00		1,075.70		1.11			5.74
Class Y Shares		1,000.00		1,078.30		0.64			3.32
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Class Y Shares		1,000.00		1,021.74		0.64			3.23

	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	992.50		0.89	%	$	4.42
Class I Shares		1,000.00		991.40		1.11			5.51
Class Y Shares		1,000.00		993.80		0.64			3.18
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.59
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,040.10		0.25	%	$	1.27
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.69		0.25	%	$	1.26

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	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,043.10		0.88	%	$	4.48
Class Y Shares		1,000.00		1,044.40		0.63			3.21
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.54		0.88	%	$	4.43
Class Y Shares		1,000.00		1,021.79		0.63			3.18
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,057.90		0.25	%	$	1.28
Class I Shares		1,000.00		1,055.90		0.65			3.33
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.69		0.25	%	$	1.26
Class I Shares		1,000.00		1,021.69		0.65			3.28
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	988.30		1.14	%	$	5.65
Class Y Shares		1,000.00		989.40		0.89			4.41
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class Y Shares		1,000.00		1,020.49		0.89			4.48
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,029.60		1.14	%	$	5.77
Class I Shares		1,000.00		1,028.40		1.36			6.88
Class Y Shares		1,000.00		1,030.80		0.89			4.51
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.15		1.36			6.84
Class Y Shares		1,000.00		1,020.49		0.89			4.48
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	933.00		1.11	%	$	5.35
Class I Shares		1,000.00		931.90		1.36			6.55
Class Y Shares		1,000.00		934.30		0.86			4.15
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.15		1.36			6.84
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	993.10		1.11	%	$	5.52
Class Y Shares		1,000.00		993.80		0.89			4.42
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class Y Shares		1,000.00		1,020.49		0.89			4.48

	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,007.20		0.98	%	$	4.90
Class I Shares		1,000.00		1,006.10		1.20			6.00
Class Y Shares		1,000.00		1,008.40		0.73			3.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.05		0.98	%	$	4.94
Class I Shares		1,000.00		1,018.95		1.20			6.04
Class Y Shares		1,000.00		1,021.29		0.73			3.68
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,094.50		0.90	%	$	4.70
Class I Shares		1,000.00		1,093.10		1.15			6.00
Class Y Shares		1,000.00		1,095.90		0.65			3.40
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.44		0.90	%	$	4.53
Class I Shares		1,000.00		1,019.20		1.15			5.79
Class Y Shares		1,000.00		1,021.69		0.65			3.28
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,059.30		1.11	%	$	5.70
Class I Shares		1,000.00		1,058.70		1.36			6.97
Class Y Shares		1,000.00		1,060.70		0.86			4.42
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class I Shares		1,000.00		1,018.16		1.36			6.83
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,110.10		1.00	%	$	5.26
Class Y Shares		1,000.00		1,111.40		0.75			3.95
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.95		1.00	%	$	5.04
Class Y Shares		1,000.00		1,021.19		0.75			3.78
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	991.30		1.11	%	$	5.51
Class Y Shares		1,000.00		992.90		0.86			4.27
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Class Y Shares		1,000.00		1,020.64		0.86			4.33
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,113.20		1.14	%	$	6.01
Class I Shares		1,000.00		1,111.70		1.36			7.16
Class Y Shares		1,000.00		1,114.50		0.89			4.69
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.25		1.14	%	$	5.74
Class I Shares		1,000.00		1,018.15		1.36			6.84
Class Y Shares		1,000.00		1,020.49		0.89			4.48

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

413

Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2022

	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	930.40		0.66	%	$	3.18
Class I Shares		1,000.00		929.30		0.88			4.23
Class Y Shares		1,000.00		931.60		0.41			1.98
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.64		0.66	%	$	3.33
Class I Shares		1,000.00		1,020.55		0.88			4.43
Class Y Shares		1,000.00		1,022.88		0.41			2.08
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	975.70		0.89	%	$	4.38
Class I Shares		1,000.00		975.60		1.11			5.46
Class Y Shares		1,000.00		976.90		0.64			3.16
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
Class I Shares		1,000.00		1,019.40		1.11			5.58
Class Y Shares		1,000.00		1,021.74		0.64			3.23
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	999.10		0.19	%	$	0.95
Class Y Shares		1,000.00		1,000.20		0.09			0.45
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.98		0.19	%	$	0.96
Class Y Shares		1,000.00		1,024.48		0.09			0.45
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,000.10		0.14	%	$	0.70
Class Y Shares		1,000.00		1,000.10		0.08			0.40
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,024.23		0.14	%	$	0.71
Class Y Shares		1,000.00		1,024.53		0.08			0.40
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,005.10		0.45	%	$	2.25
Class Y Shares		1,000.00		1,005.60		0.35			1.75
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.69		0.45	%	$	2.27
Class Y Shares		1,000.00		1,023.19		0.35			1.77

	Beginning Account Value 10/1/21		Ending Account Value 3/31/22		Annualized Expense Ratios			Expenses Paid During Period *
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,078.50		0.75	%	$	3.90
Class Y Shares		1,000.00		1,079.20		0.50			2.59
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.18		0.75	%	$	3.79
Class Y Shares		1,000.00		1,022.44		0.50			2.52
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,000.10		1.84	%	$	9.19
Class Y Shares		1,000.00		1,000.70		1.60			7.96
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,015.74		1.84	%	$	9.26
Class Y Shares		1,000.00		1,016.98		1.60			8.02
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	983.30		1.17	%	$	5.79
Class Y Shares		1,000.00		983.80		0.92			4.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.10		1.17	%	$	5.89
Class Y Shares		1,000.00		1,020.34		0.92			4.63
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	952.30		0.80	%	$	3.89
Class Y Shares		1,000.00		952.70		0.70			3.41
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.94		0.80	%	$	4.03
Class Y Shares		1,000.00		1,021.44		0.70			3.53
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,088.50		0.97	%	$	5.04
Class Y Shares		1,000.00		1,089.90		0.72			3.75
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.11		0.97	%	$	4.87
Class Y Shares		1,000.00		1,021.34		0.72			3.63
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	986.90		0.62	%	$	3.07
Class Y Shares		1,000.00		986.00		0.52			2.57
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.84		0.62	%	$	3.13
Class Y Shares		1,000.00		1,022.34		0.52			2.62

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 182/365 (to reflect the one-half year period shown).

414

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Review of the Liquidity Risk Management Program (Unaudited)

March 31, 2022

Review of the Liquidity Risk Management Program

Pursuant to Rule 22e-4 under the 1940 Act, the Trust, on behalf of the Funds, has adopted a liquidity risk management program (the “Program”) to govern the Trust’s approach to managing liquidity risk. The Program is overseen by the SIMC Liquidity Risk Oversight Committee, and the Program’s principal objectives include assessing, managing and periodically reviewing each Fund’s liquidity risk, based on factors specific to the circumstances of the Fund.

At a meeting of the Board held on March 22, 2022, the Trustees received a report from the SIMC Liquidity Risk Oversight Committee addressing the operations of the Program and assessing its adequacy and effectiveness of implementation. The SIMC Liquidity Risk Oversight Committee determined, and reported to the Board, that the Program remains reasonably designed to assess and manage each Fund’s liquidity risk and that the Program adequately and effectively managed each Fund’s liquidity risk during the 2021 calendar year. The SIMC Liquidity Risk Oversight Committee also reported that with respect to the Trust there were no reportable liquidity events during the period. The SIMC Liquidity Risk Oversight Committee noted that additional monitoring processes, including manual reviews of upcoming market closures, have been implemented.

There can be no assurance that the Program will achieve its objectives in the future. Please refer to the prospectus for more information regarding a Fund’s exposure to liquidity risk and other principal risks to which an investment in the Funds may be subject.

415

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)

SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”), pursuant to which SIMC provides investment advisory services to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), and under the supervision of SIMC and the Trust’s Board of Trustees (each member, a “Trustee” and, collectively, the “Trustees” or the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”), requires that the initial approval of a Fund’s Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”) cast in person (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve an investment advisory agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and certain Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data; (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

416

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

At the March 21-23, 2022 meeting of the Board, the Trustees, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement. Also, certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at meetings of the Board held during the first half of the Trust’s fiscal year on December 6-8, 2021 and March 21-23, 2022. In each case, the Board’s approval (or renewal) was based on its consideration and evaluation of the factors described above, as discussed at the meetings and at prior meetings. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Investment Advisory Agreements..

Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.

Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered a report compiled by Broadridge, an independent third-party that was engaged to prepare an assessment of the Funds in connection with the renewal of the Advisory Agreement (the “Broadridge Report”). The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support approval or renewal of the Sub-Advisory Agreement.

Fees. With respect to the Funds’ expenses under the Investment Advisory Agreements, the Trustees considered the rate of compensation called for by the Investment Advisory Agreements and the Funds’ net operating expense ratios in comparison to those of the Funds’ respective peer groups. In assessing Fund expenses, the Trustees considered the information in the Broadridge Report, which included various metrics related to fund expenses, including, but not limited to, contractual management fees at various asset levels, actual management fees (including transfer agent expenses), and actual total expenses (including, solely with respect to the Multi-Strategy Alternative Fund, underlying fund expenses) for the Funds and a universe of comparable funds. Based on the materials considered and discussion at the meetings, the Trustees further determined that fees were either shown to be below the peer average in the comparative fee analysis, or that there was a reasonable basis for the fee level. The Trustees also considered the effects of SIMC’s and its affiliates’ voluntary waivers of management and other fees to prevent total Fund operating expenses from exceeding any applicable cap and concluded that SIMC, through waivers, has maintained the Funds’ net operating expenses at competitive levels for its distribution channels. In determining the appropriateness of fees, the Board also took into consideration the impact of fees incurred indirectly by the Funds as a result of investments into underlying funds, including funds from which SIMC or its affiliates earn fees. The Board also took into consideration compensation earned from the Funds by SIMC or its affiliates for non-advisory services, such as administration, transfer agency, shareholder services or brokerage, and considered whether SIMC and its affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements. When considering fees paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and that such compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Following evaluation, the Board concluded that, within the context of its full deliberations, the

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

417

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

expenses of the Funds are reasonable and supported renewal of the Investment Advisory Agreements. The Board also considered whether the Sub-Advisers and their affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements.

Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported renewal of the Investment Advisory Agreements.

Economies of Scale. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the fees were reasonable in light of the information that was provided by SIMC with respect to economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees’ counsel, unanimously approved the approval or renewal, as applicable, of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

418

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2022

Robert A. Nesher, Chairman

Trustees

William M. Doran

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Hubert L. Harris, Jr.

Susan C. Cote

James B. Taylor

Christine Reynolds

Thomas Melendez

Officers

Robert A. Nesher

President and Chief Executive Officer

Ankit Puri

Controller and Chief Financial Officer

Glenn Kurdziel

Assistant Controller

Russell Emery

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

David F. McCann

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Bryant Smith

Anti-Money Laundering Compliance Officer

Privacy Officer

Investment Adviser

SEI Investments Management Corporation

Administrator

SEI Investments Global Funds Services

Distributor

SEI Investments Distribution Co.

Legal Counsel

Morgan, Lewis & Bockius LLP

Independent Registered Public Accounting Firm

KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (“FDIC”), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

For more information call

1 800 DIAL SEI

(1 800 342 5734)

SEI-F-092 (3/22)

Item 2. Code of Ethics.

Not applicable for semi-annual report.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual report.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual report.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

Included in Item 1.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees (the “Board”). The Registrant has a standing Governance Committee (the “Committee”) currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Board. Pursuant to the Committee’s Charter, adopted on June 18th 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11.  Controls and Procedures.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

(a)(1) Not applicable for semi-annual report.

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

(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, also accompany this filing as exhibits.

SIGNATURES

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

SEI Institutional Managed Trust
By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO

Date: June 9, 2022

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

By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO
Date: June 9, 2022
By	/s/ Ankit Puri
	Ankit Puri, Controller & CFO
Date: June 9, 2022