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, 2024

Date of reporting period: March 31, 2024

Item 1. Reports to Stockholders.

March 31, 2024

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

❯ Liquid 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/Consolidated Schedules of Investments	1
Glossary	293
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities	294
Statements of Operations/Consolidated Statements of Operations	306
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	312
Consolidated Statement of Cash Flows	320
Financial Highlights/Consolidated Financial Highlights	321
Notes to Financial Statements/ Notes to Consolidated Financial Statements	334
Disclosure of Fund Expenses	381
Review of the Liquidity Risk Management Program	384
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement	385

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 https://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 https://www.sec.gov.

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 99.4%
Communication Services — 8.3%
Alphabet Inc, Cl A *		63,025	$	9,512
Alphabet Inc, Cl C *		144,235		21,961
AT&T Inc		487,030		8,572
Comcast Corp, Cl A		142,077		6,159
Fox Corp, Cl A		57,265		1,791
Liberty Media Corp-Liberty Formula One, Cl C *		54,837		3,597
Meta Platforms Inc, Cl A		70,933		34,444
Netflix Inc *		10,836		6,581
Nexstar Media Group Inc, Cl A		28,996		4,996
Paramount Global, Cl B		29,932		352
Pinterest Inc, Cl A *		97,364		3,376
Spotify Technology SA *		1,623		428
TEGNA Inc		84,878		1,268
T-Mobile US Inc		67,629		11,038
Verizon Communications Inc		142,828		5,993
Walt Disney Co/The		174,697		21,376
				141,444
Consumer Discretionary — 10.4%
Amazon.com Inc, Cl A *		205,082		36,993
Autoliv Inc		15,778		1,900
AutoNation Inc *		13,760		2,278
Bloomin' Brands Inc		86,188		2,472
Booking Holdings Inc		885		3,211
BorgWarner Inc		51,591		1,792
Burlington Stores Inc *		5,837		1,355
Deckers Outdoor Corp *		2,212		2,082
Dick's Sporting Goods Inc		31,557		7,096
Dillard's Inc, Cl A		6,450		3,042
Domino's Pizza Inc		738		367
DraftKings Inc, Cl A *		81,183		3,687
eBay Inc		56,727		2,994
Foot Locker Inc, Cl A		23,394		667

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Ford Motor Co		65,375	$	868
General Motors Co		290,119		13,157
Goodyear Tire & Rubber Co/The *		61,552		845
Harley-Davidson Inc, Cl A		49,267		2,155
Home Depot Inc/The		28,067		10,766
Kohl's Corp		24,781		722
Lennar Corp, Cl A		27,882		4,795
Lithia Motors Inc, Cl A		10,795		3,248
Lululemon Athletica Inc *		1,574		615
Magna International Inc, Cl A		37,765		2,057
McDonald's Corp		1,116		315
MercadoLibre Inc *		4,709		7,120
Mobileye Global Inc, Cl A *		13,298		428
NIKE Inc, Cl B		122,430		11,506
Penske Automotive Group Inc, Cl A		14,922		2,417
Phinia Inc		12,286		472
Pool Corp		6,454		2,604
PulteGroup Inc		92,173		11,118
PVH Corp		14,325		2,014
Ross Stores Inc		42,423		6,226
Starbucks Corp		105,609		9,652
Tesla Inc *		18,347		3,225
Whirlpool Corp		27,260		3,261
Williams-Sonoma Inc		23,146		7,350
Wingstop Inc, Cl A		909		333
				177,205
Consumer Staples — 5.9%
Altria Group Inc		88,419		3,857
Archer-Daniels-Midland Co		32,708		2,054
Bunge Global SA		10,881		1,115
Casey's General Stores Inc		18,037		5,744
Celsius Holdings Inc *		9,139		758
Coca-Cola Co/The		96,401		5,898
Colgate-Palmolive Co		23,146		2,084
Conagra Brands Inc		263,174		7,800
Constellation Brands Inc, Cl A		14,460		3,930
Costco Wholesale Corp		1,624		1,190
Ingredion Inc		68,921		8,053
Kenvue Inc		207,123		4,445
Kraft Heinz Co/The		47,091		1,738
Kroger Co/The		307,154		17,548
Molson Coors Beverage Co, Cl B		52,006		3,497
Mondelez International Inc, Cl A		4,651		326
PepsiCo Inc		62,828		10,996
Philip Morris International Inc		70,232		6,435
Target Corp, Cl A		37,098		6,574
Tyson Foods Inc, Cl A		105,363		6,188
Walgreens Boots Alliance Inc		43,315		939
				101,169
Energy — 4.3%
APA Corp		35,975		1,237

SEI Institutional Managed Trust

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
BP PLC ADR		193,967	$	7,309
Canadian Natural Resources Ltd		85,252		6,506
Cheniere Energy Inc		17,498		2,822
Chevron Corp		51,034		8,050
ConocoPhillips		81,177		10,332
Devon Energy Corp		71,669		3,596
Diamondback Energy Inc, Cl A		30,355		6,016
Exxon Mobil Corp		23,037		2,678
HF Sinclair Corp		33,490		2,022
Marathon Oil Corp		45,524		1,290
Marathon Petroleum Corp		29,810		6,007
Phillips 66		23,171		3,785
Scorpio Tankers Inc		25,644		1,835
Shell PLC ADR		69,710		4,673
Valero Energy Corp		27,947		4,770
				72,928
Financials — 13.2%
Aflac Inc		79,758		6,848
Allstate Corp/The		55,820		9,657
American Financial Group Inc/OH		10,346		1,412
American International Group Inc		24,403		1,908
Ameriprise Financial Inc		15,882		6,963
Annaly Capital Management Inc ‡		17,705		349
Apollo Global Management Inc		3,000		337
Ares Management Corp, Cl A		3,899		518
Bank of America Corp		67,077		2,544
Bank of New York Mellon Corp/The		19,244		1,109
Berkshire Hathaway Inc, Cl B *		45,129		18,978
Capital One Financial Corp		33,366		4,968
Charles Schwab Corp/The		30,691		2,220
Citigroup Inc		300,606		19,010
Citizens Financial Group Inc		9,142		332
Discover Financial Services		45,469		5,961
East West Bancorp Inc		14,641		1,158
Everest Group Ltd		2,104		836
FactSet Research Systems Inc		6,382		2,900
Fifth Third Bancorp		64,157		2,387
First Horizon Corp		70,952		1,093
Fiserv Inc, Cl A *		2,162		346
Global Payments Inc		82,982		11,091
Goldman Sachs Group Inc/The		996		416
Hartford Financial Services Group Inc/The		69,124		7,123
JPMorgan Chase & Co		59,705		11,959
Kinsale Capital Group Inc		13,464		7,065
M&T Bank Corp		4,829		702
Mastercard Inc, Cl A		2,437		1,174
MetLife Inc		5,123		380
MGIC Investment Corp		37,006		827
Moody's Corp		24,922		9,795
Morgan Stanley		56,533		5,323
MSCI Inc, Cl A		13,753		7,708
Radian Group Inc		47,300		1,583

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Regions Financial Corp		174,125	$	3,664
S&P Global Inc		13,884		5,907
Starwood Property Trust Inc ‡		32,387		658
State Street Corp		81,247		6,282
Stifel Financial Corp		4,535		355
Synchrony Financial		77,838		3,356
Unum Group		36,845		1,977
Visa Inc, Cl A		96,774		27,008
Voya Financial Inc		4,799		355
Wells Fargo & Co		168,428		9,762
Willis Towers Watson PLC		34,195		9,404
Zions Bancorp NA		8,273		359
				226,067
Health Care — 14.5%
AbbVie Inc		31,042		5,653
Acadia Healthcare Co Inc, Cl A *		42,992		3,406
Amgen Inc, Cl A		29,711		8,447
Baxter International Inc		112,272		4,799
Boston Scientific Corp *		80,538		5,516
Bristol-Myers Squibb Co		155,447		8,430
Cardinal Health Inc		57,967		6,487
Centene Corp *		9,478		744
Cigna Group/The		4,286		1,557
CVS Health Corp		187,434		14,950
Danaher Corp, Cl A		42,146		10,525
DaVita Inc *		11,100		1,532
DENTSPLY SIRONA Inc		124,353		4,127
Eli Lilly & Co		22,937		17,844
Exelixis Inc *		97,735		2,319
Gilead Sciences Inc		63,484		4,650
GSK PLC ADR		124,130		5,321
HCA Healthcare Inc		11,771		3,926
Jazz Pharmaceuticals PLC *		54,369		6,547
Johnson & Johnson		157,453		24,908
Koninklijke Philips NV *		202,704		4,054
Lantheus Holdings Inc *		18,107		1,127
McKesson Corp		23,547		12,641
Medtronic PLC		79,267		6,908
Merck & Co Inc		94,491		12,468
Mettler-Toledo International Inc *		10,186		13,561
Natera Inc *		93,476		8,549
Nuvalent Inc, Cl A *		5,132		385
Organon & Co		143,028		2,689
Pfizer Inc		237,127		6,580
QuidelOrtho Corp *		19,772		948
Regeneron Pharmaceuticals Inc *		522		502
Sanofi SA ADR		40,173		1,952
STERIS PLC		16,539		3,718
Stryker Corp		15,104		5,405
UnitedHealth Group Inc		22,461		11,112
Vaxcyte Inc *		4,874		333
Vertex Pharmaceuticals Inc *		18,163		7,592

2

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Viatris Inc, Cl W		302,646	$	3,614
Zoetis Inc, Cl A		12,243		2,072
				247,898
Industrials — 10.9%
AerCap Holdings NV *		135,596		11,785
AGCO Corp		28,514		3,508
Alaska Air Group Inc *		80,294		3,452
Allison Transmission Holdings Inc		37,699		3,060
American Airlines Group Inc *		127,347		1,955
Automatic Data Processing Inc		9,189		2,295
Caterpillar Inc, Cl A		1,327		486
Chart Industries Inc *		23,419		3,857
CNH Industrial NV		22,669		294
Cummins Inc		24,677		7,271
Delta Air Lines Inc, Cl A		138,479		6,629
Eaton Corp PLC		15,863		4,960
FedEx Corp		46,096		13,356
Fortive Corp		134,129		11,538
GFL Environmental Inc		212,428		7,329
GXO Logistics Inc *		198,654		10,680
HEICO Corp		38,369		7,328
Huntington Ingalls Industries Inc, Cl A		10,975		3,199
Lockheed Martin Corp		7,087		3,224
ManpowerGroup Inc		43,604		3,385
Old Dominion Freight Line Inc, Cl A		12,674		2,779
Otis Worldwide Corp		25,532		2,534
Owens Corning		34,317		5,724
Parker-Hannifin Corp, Cl A		950		528
Ryder System Inc		18,537		2,228
Saia Inc *		581		340
Snap-on Inc		9,818		2,908
Textron Inc		56,360		5,407
Timken Co/The		61,063		5,339
Trane Technologies PLC		1,546		464
TransDigm Group Inc		17,511		21,566
Uber Technologies Inc *		19,810		1,525
United Airlines Holdings Inc *		25,256		1,209
Veralto Corp		69,531		6,165
Vertiv Holdings Co, Cl A		92,099		7,522
Waste Connections Inc		42,033		7,230
Westinghouse Air Brake Technologies Corp		14,105		2,055
WW Grainger Inc		786		799
				185,913
Information Technology — 25.2%
Accenture PLC, Cl A		1,931		669
Adobe Inc *		36,732		18,535
Advanced Micro Devices Inc *		35,644		6,433
Amdocs Ltd		51,821		4,683
Amkor Technology Inc		51,908		1,674
Amphenol Corp, Cl A		108,662		12,534
Analog Devices Inc		25,977		5,138

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Apple Inc		282,537	$	48,450
Applied Materials Inc		34,743		7,165
Arista Networks Inc *		3,267		947
Arrow Electronics Inc, Cl A *		20,514		2,656
Broadcom Inc		13,401		17,762
Cadence Design Systems Inc *		40,751		12,685
CDW Corp/DE		3,871		990
Cirrus Logic Inc *		12,623		1,168
Cisco Systems Inc		151,519		7,562
Dell Technologies Inc, Cl C		41,474		4,733
DXC Technology Co *		63,528		1,347
Flex Ltd *		73,140		2,093
Hewlett Packard Enterprise Co		249,894		4,431
HP Inc		124,604		3,766
Intel Corp		128,954		5,696
International Business Machines Corp		24,273		4,635
Intuit Inc		21,136		13,738
Jabil Inc		50,593		6,777
Manhattan Associates Inc *		7,171		1,794
Marvell Technology Inc		82,232		5,829
Microchip Technology Inc		141,812		12,722
Micron Technology Inc		22,455		2,647
Microsoft Corp		202,211		85,074
MongoDB Inc, Cl A *		5,680		2,037
Motorola Solutions Inc		12,465		4,425
NVIDIA Corp		42,707		38,588
Oracle Corp, Cl B		85,325		10,718
QUALCOMM Inc		62,612		10,600
Roper Technologies Inc		19,180		10,757
Salesforce Inc		41,041		12,361
SAP SE ADR (A)		63,923		12,467
ServiceNow Inc *		5,415		4,128
Skyworks Solutions Inc		3,042		330
Snowflake Inc, Cl A *		3,154		510
Taiwan Semiconductor Manufacturing Co Ltd ADR		10,858		1,477
Teradyne Inc		71,961		8,119
Vishay Intertechnology Inc		115,899		2,629
Vontier Corp		174,318		7,907
Xerox Holdings Corp		26,315		471
				431,857
Materials — 3.2%
Berry Global Group Inc		31,426		1,901
Crown Holdings Inc		63,953		5,069
Eastman Chemical Co		58,448		5,858
FMC Corp		92,162		5,871
Freeport-McMoRan Inc, Cl B		7,491		352
Graphic Packaging Holding Co		13,677		399
Linde PLC		27,030		12,551
LyondellBasell Industries NV, Cl A		3,410		349
Martin Marietta Materials Inc, Cl A		4,861		2,984
Mosaic Co/The		15,728		510

SEI Institutional Managed Trust

3

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Newmont Corp		67,378	$	2,415
O-I Glass Inc, Cl I *		44,115		732
Reliance Inc		20,742		6,931
Sherwin-Williams Co/The, Cl A		10,212		3,547
Steel Dynamics Inc		15,976		2,368
Sylvamo Corp		40,871		2,523
				54,360
Real Estate — 1.3%
American Tower Corp, Cl A ‡		55,725		11,011
Equinix Inc ‡		3,938		3,250
Host Hotels & Resorts Inc ‡		128,264		2,652
Howard Hughes Holdings Inc *		32,159		2,335
Omega Healthcare Investors Inc ‡		61,572		1,950
Sabra Health Care REIT Inc ‡		86,576		1,279
				22,477
Utilities — 2.2%
Edison International		104,559		7,395
FirstEnergy Corp		180,214		6,960
NextEra Energy Inc		8,213		525
NRG Energy Inc		204,464		13,840
UGI Corp		120,360		2,954

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Vistra Corp		85,201	$	5,934
				37,608
Total Common Stock
(Cost $971,545) ($ Thousands)				1,698,926
AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, LP
5.340% **†(B)		12,891,590		12,890
Total Affiliated Partnership
(Cost $12,894) ($ Thousands)				12,890
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		11,447,103		11,447
Total Cash Equivalent
(Cost $11,447) ($ Thousands)				11,447
Total Investments in Securities — 100.8%
(Cost $995,886) ($ Thousands)			$	1,723,263

A list of the open futures contracts held by the Fund at March 31, 2024 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		16		Jun-2024	$	4,205	$	4,247	$	42
S&P Mid Cap 400 Index E-MINI		3		Jun-2024		901		923		22
					$	5,106	$	5,170	$	64

	Percentages are based on Net Assets of $1,709,853 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $12,890 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		1,698,926		–		–		1,698,926
Affiliated Partnership		–		12,890		–		12,890
Cash Equivalent		11,447		–		–		11,447
Total Investments in Securities		1,710,373		12,890		–		1,723,263

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		64		–		–		64
Total Other Financial Instruments		64		–		–		64

* 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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	—	$	31,155	$	(18,260	)	$	(1	)	$	(4	)	$	12,890	$	8	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		19,610		240,781		(248,944	)		—			—			11,447		355		—
Totals	$	19,610	$	271,936	$	(267,204	)	$	(1	)	$	(4	)	$	24,337	$	363	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

5

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 99.0%
Communication Services — 6.5%
AT&T Inc		1,438,218	$	25,313
BCE Inc		269,805		9,168
Comcast Corp, Cl A		485,844		21,061
Fox Corp, Cl A		130,663		4,086
Meta Platforms Inc, Cl A		8,110		3,938
Nexstar Media Group Inc, Cl A		9,190		1,583
Omnicom Group Inc		3,178		308
Paramount Global, Cl B		48,751		574
TEGNA Inc		94,393		1,410
T-Mobile US Inc		61,278		10,002
Verizon Communications Inc		167,004		7,007
Walt Disney Co/The		52,590		6,435
				90,885
Consumer Discretionary — 6.4%
Autoliv Inc		18,618		2,242
AutoNation Inc *		12,701		2,103
Bloomin' Brands Inc		59,825		1,716
BorgWarner Inc		43,084		1,497
Dick's Sporting Goods Inc		15,338		3,449
Dillard's Inc, Cl A		5,918		2,791
eBay Inc		56,686		2,992
Expedia Group Inc *		1,936		267
Foot Locker Inc, Cl A		31,098		886
Ford Motor Co		185,547		2,464
General Motors Co		369,298		16,748
Genuine Parts Co		93,417		14,473
Goodyear Tire & Rubber Co/The *		124,130		1,704
Harley-Davidson Inc, Cl A		31,143		1,362
Kohl's Corp		23,092		673
Lennar Corp, Cl A		27,173		4,673
Lithia Motors Inc, Cl A		9,350		2,813
Lowe's Cos Inc		49,572		12,627
Magna International Inc, Cl A		20,247		1,103
Penske Automotive Group Inc, Cl A		13,566		2,198

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Phinia Inc		8,975	$	345
PulteGroup Inc		45,443		5,481
PVH Corp		14,047		1,975
Whirlpool Corp		3,533		423
Williams-Sonoma Inc		8,004		2,542
				89,547
Consumer Staples — 9.3%
Altria Group Inc		213,204		9,300
Archer-Daniels-Midland Co		112,861		7,089
Bunge Global SA		36,664		3,759
Conagra Brands Inc		183,730		5,446
Diageo PLC ADR		43,307		6,441
Ingredion Inc		63,788		7,454
Kenvue Inc		495,721		10,638
Kraft Heinz Co/The		56,221		2,074
Kroger Co/The		371,657		21,233
Molson Coors Beverage Co, Cl B		102,466		6,891
Philip Morris International Inc		154,187		14,127
Target Corp, Cl A		94,360		16,721
Tyson Foods Inc, Cl A		113,962		6,693
Unilever PLC ADR		176,365		8,852
Walgreens Boots Alliance Inc		130,896		2,839
				129,557
Energy — 8.5%
APA Corp		76,656		2,636
BP PLC ADR		156,260		5,888
Canadian Natural Resources Ltd		32,936		2,514
Chevron Corp		131,712		20,776
ConocoPhillips		161,841		20,599
Devon Energy Corp		72,866		3,656
Exxon Mobil Corp		260,891		30,326
HF Sinclair Corp		20,425		1,233
Marathon Oil Corp		120,586		3,417
Marathon Petroleum Corp		44,234		8,913
Phillips 66		41,686		6,809
Scorpio Tankers Inc		16,794		1,202
Shell PLC ADR		61,589		4,129
Valero Energy Corp		37,396		6,383
				118,481
Financials — 20.5%
Aflac Inc		68,357		5,869
Allstate Corp/The		20,703		3,582
Ally Financial Inc		31,400		1,275
American Financial Group Inc/OH		20,349		2,777
American International Group Inc		29,934		2,340
Ameriprise Financial Inc		9,891		4,337
Bank of America Corp		563,730		21,377
Bank of New York Mellon Corp/The		181,889		10,480
Berkshire Hathaway Inc, Cl B *		31,643		13,307
Capital One Financial Corp		36,143		5,381
Charles Schwab Corp/The		43,038		3,113

6

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chubb Ltd		74,943	$	19,420
Citigroup Inc		544,061		34,406
Citizens Financial Group Inc		86,176		3,127
Discover Financial Services		28,824		3,779
East West Bancorp Inc		9,104		720
Everest Group Ltd		3,207		1,275
Fifth Third Bancorp		107,240		3,990
First Horizon Corp		89,989		1,386
Global Payments Inc		46,481		6,213
Goldman Sachs Group Inc/The		6,045		2,525
Hartford Financial Services Group Inc/The		40,505		4,174
JPMorgan Chase & Co		152,903		30,626
Lincoln National Corp		31,513		1,006
M&T Bank Corp		4,431		644
MetLife Inc		85,353		6,326
MGIC Investment Corp		70,662		1,580
Morgan Stanley		138,891		13,078
Prudential Financial Inc		25,439		2,987
Radian Group Inc		78,204		2,617
Regions Financial Corp		201,984		4,250
State Street Corp		47,517		3,674
Stifel Financial Corp		5,543		433
Synchrony Financial		143,384		6,183
T Rowe Price Group Inc		11,459		1,397
Travelers Cos Inc/The		48,299		11,116
Truist Financial Corp		211,571		8,247
Unum Group		64,517		3,462
Voya Financial Inc		73,296		5,418
Wells Fargo & Co		336,672		19,513
Willis Towers Watson PLC		16,379		4,504
Zions Bancorp NA		57,094		2,478
				284,392
Health Care — 14.7%
AbbVie Inc		1,490		271
Amgen Inc, Cl A		15,559		4,424
Baxter International Inc		67,778		2,897
Bristol-Myers Squibb Co		184,917		10,028
Cardinal Health Inc		67,710		7,577
Centene Corp *		79,068		6,205
Cigna Group/The		18,672		6,781
CVS Health Corp		209,423		16,704
DaVita Inc *		8,992		1,241
DENTSPLY SIRONA Inc		93,944		3,118
Exelixis Inc *		82,681		1,962
Gilead Sciences Inc		118,904		8,710
GSK PLC ADR		103,440		4,434
HCA Healthcare Inc		8,699		2,901
Jazz Pharmaceuticals PLC *		44,651		5,377
Johnson & Johnson		144,849		22,914
Koninklijke Philips NV *		126,745		2,535
Lantheus Holdings Inc *		11,065		689
McKesson Corp		18,734		10,057

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medtronic PLC		178,084	$	15,520
Merck & Co Inc		216,285		28,539
Novartis AG ADR		108,252		10,471
Organon & Co		194,462		3,656
Pfizer Inc		620,201		17,211
QuidelOrtho Corp *		11,618		557
Sanofi SA ADR		48,458		2,355
United Therapeutics Corp *		4,527		1,040
Viatris Inc, Cl W		487,079		5,816
				203,990
Industrials — 11.9%
3M Co		15,737		1,669
AerCap Holdings NV *		86,406		7,510
AGCO Corp		31,476		3,872
Alaska Air Group Inc *		75,140		3,230
Allison Transmission Holdings Inc		64,771		5,257
Caterpillar Inc, Cl A		7,394		2,709
Chart Industries Inc *		21,124		3,480
CNH Industrial NV		102,959		1,334
Cummins Inc		22,603		6,660
Delta Air Lines Inc, Cl A		161,817		7,746
Expeditors International of Washington Inc		2,266		276
FedEx Corp		36,738		10,644
General Dynamics Corp		60,416		17,067
Huntington Ingalls Industries Inc, Cl A		15,488		4,514
Johnson Controls International PLC		211,220		13,797
Lockheed Martin Corp		5,386		2,450
ManpowerGroup Inc		42,383		3,291
Oshkosh Corp		10,013		1,249
Owens Corning		35,493		5,920
PACCAR Inc		31,704		3,928
RTX Corp		178,677		17,426
Ryder System Inc		31,013		3,727
Siemens AG ADR		106,452		10,159
Snap-on Inc		18,096		5,360
Textron Inc		59,630		5,720
Timken Co/The		47,421		4,146
United Airlines Holdings Inc *		38,423		1,840
United Parcel Service Inc, Cl B		69,337		10,306
				165,287
Information Technology — 9.5%
Amdocs Ltd		62,453		5,644
Amkor Technology Inc		102,883		3,317
Applied Materials Inc		21,459		4,425
Arrow Electronics Inc, Cl A *		28,506		3,690
Broadcom Inc		11,677		15,477
Cirrus Logic Inc *		18,558		1,718
Cisco Systems Inc		341,952		17,067
Cognizant Technology Solutions Corp, Cl A		20,330		1,490
Dell Technologies Inc, Cl C		50,452		5,757
DXC Technology Co *		112,302		2,382

SEI Institutional Managed Trust

7

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Value Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Flex Ltd *		72,201	$	2,066
Hewlett Packard Enterprise Co		337,327		5,981
HP Inc		257,060		7,768
Intel Corp		285,019		12,589
International Business Machines Corp		24,115		4,605
Jabil Inc		41,300		5,532
Micron Technology Inc		40,143		4,732
Microsoft Corp		28,296		11,905
QUALCOMM Inc		19,370		3,279
Skyworks Solutions Inc		18,986		2,057
Teradyne Inc		48,311		5,451
Vontier Corp		120,661		5,473
Xerox Holdings Corp		13,557		243
				132,648
Materials — 4.5%
Berry Global Group Inc		26,280		1,589
Crown Holdings Inc		45,761		3,627
Dow Inc		320,918		18,591
Eastman Chemical Co		47,072		4,718
FMC Corp		84,720		5,397
Freeport-McMoRan Inc, Cl B		13,518		636
Graphic Packaging Holding Co		51,887		1,514
LyondellBasell Industries NV, Cl A		46,631		4,769
Mosaic Co/The		52,568		1,706
Newmont Corp		65,956		2,364
O-I Glass Inc, Cl I *		56,355		935
Reliance Inc		25,126		8,397
Steel Dynamics Inc		42,977		6,370
Sylvamo Corp		31,045		1,917
				62,530
Real Estate — 2.8%
Crown Castle Inc ‡		45,525		4,818
Healthpeak Properties Inc ‡		552,456		10,358
Host Hotels & Resorts Inc ‡		223,250		4,617

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Howard Hughes Holdings Inc *		44,213	$	3,211
Omega Healthcare Investors Inc ‡		77,424		2,452
Sabra Health Care REIT Inc ‡		143,789		2,124
Service Properties Trust ‡		92,900		630
VICI Properties Inc, Cl A ‡		340,826		10,153
				38,363
Utilities — 4.4%
Duke Energy Corp		126,669		12,250
Edison International		88,155		6,235
FirstEnergy Corp		162,155		6,263
NextEra Energy Inc		195,794		12,513
NRG Energy Inc		166,631		11,279
UGI Corp		205,639		5,046
Vistra Corp		107,392		7,480
				61,066
Total Common Stock
(Cost $902,386) ($ Thousands)				1,376,746
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.340% **†(A)		43,392		40
Total Affiliated Partnership
(Cost $43) ($ Thousands)				40
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		12,138,925		12,139
Total Cash Equivalent
(Cost $12,139) ($ Thousands)				12,139
Total Investments in Securities — 99.9%
(Cost $914,568) ($ Thousands)			$	1,388,925

A list of the open futures contracts held at March 31, 2024 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		17		Jun-2024	$	4,497	$	4,512	$	15
S&P Mid Cap 400 Index E-MINI		13		Jun-2024		3,911		4,001		90
					$	8,408	$	8,513	$	105

8

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $1,390,743 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
(A)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $40 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		1,376,746		–		–		1,376,746
Affiliated Partnership		–		40		–		40
Cash Equivalent		12,139		–		–		12,139
Total Investments in Securities		1,388,885		40		–		1,388,925

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		105		–		–		105
Total Other Financial Instruments		105		–		–		105

* 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, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	38	$	36,430	$	(36,424	)	$	(6	)	$	2	$	40	$	13	$	3
SEI Daily Income Trust, Government Fund, Institutional Class		9,541		107,766		(105,168	)		—			—		12,139		264		—
Totals	$	9,579	$	144,196	$	(141,592	)	$	(6	)	$	2	$	12,179	$	277	$	3

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

9

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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†† — 96.2%
Communication Services — 11.4%
Alphabet Inc, Cl A *		336,106	$	50,728
Alphabet Inc, Cl C *		146,057		22,239
Liberty Global PLC *		8,013		141
Liberty Media Corp-Liberty Formula One, Cl C *		48,942		3,211
Meta Platforms Inc, Cl A		130,343		63,291
Netflix Inc *		28,641		17,395
News Corp, Cl A		123		3
Pinterest Inc, Cl A *		162,136		5,621
Spotify Technology SA *		9,586		2,530
Trade Desk Inc/The, Cl A *		18,449		1,613
ZoomInfo Technologies Inc, Cl A *		64,022		1,026
				167,798
Consumer Discretionary — 12.6%
ADT Inc		22,006		148
Amazon.com Inc, Cl A *		333,263		60,114
AutoZone Inc *		7,672		24,179
Booking Holdings Inc		1,418		5,144
Burlington Stores Inc *		9,786		2,272
Coupang Inc, Cl A *		128,149		2,280
Deckers Outdoor Corp *		5,404		5,087
DoorDash Inc, Cl A *		11,728		1,615
DR Horton Inc		8,775		1,444
DraftKings Inc, Cl A *		143,166		6,501
Expedia Group Inc *		6,609		910
Gap Inc/The		44,679		1,231
General Motors Co		59,994		2,721
H&R Block Inc		24,030		1,180
Home Depot Inc/The		10,655		4,087
Las Vegas Sands Corp		4,439		230
Lowe's Cos Inc		58,437		14,886
Lululemon Athletica Inc *		4,683		1,829
Marriott International Inc/MD, Cl A		1,095		276
MercadoLibre Inc *		5,198		7,859

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Meritage Homes Corp		7,218	$	1,267
Mobileye Global Inc, Cl A *		149,671		4,812
NIKE Inc, Cl B		55,769		5,241
PVH Corp		9,127		1,283
Ralph Lauren Corp, Cl A		4,727		888
Starbucks Corp		7,816		714
Taylor Morrison Home Corp, Cl A *		15,545		966
Tesla Inc *		12,401		2,180
TJX Cos Inc/The		192,210		19,494
Toll Brothers Inc		25,698		3,325
Wingstop Inc, Cl A		4,740		1,737
				185,900
Consumer Staples — 4.0%
Celsius Holdings Inc *		19,982		1,657
Colgate-Palmolive Co		123,761		11,145
Costco Wholesale Corp		7,278		5,332
General Mills Inc		3,004		210
Kenvue Inc		172,720		3,706
Kraft Heinz Co/The		56,757		2,094
Kroger Co/The		49,523		2,829
Maplebear Inc *		30,082		1,122
Mondelez International Inc, Cl A		91,916		6,434
PepsiCo Inc		127,419		22,300
Procter & Gamble Co/The		8,197		1,330
Target Corp, Cl A		5,923		1,050
				59,209
Energy — 0.6%
Cheniere Energy Inc		13,494		2,176
Diamondback Energy Inc, Cl A		11,735		2,326
EQT Corp		3,939		146
Marathon Oil Corp		37,117		1,052
PBF Energy Inc, Cl A		14,148		814
TechnipFMC PLC		70,977		1,782
Transocean Ltd *		104,236		655
				8,951
Financials — 8.3%
Affirm Holdings Inc, Cl A *		17,762		662
Ares Management Corp, Cl A		7,714		1,026
BlackRock Inc		541		451
Block Inc, Cl A *		16,790		1,420
Brown & Brown Inc		2,596		227
Capital One Financial Corp		15,146		2,255
Cboe Global Markets Inc		24,286		4,462
Citigroup Inc		16,875		1,067
CME Group Inc, Cl A		74,460		16,031
Comerica Inc		17,772		977
Evercore Inc, Cl A		9,587		1,846
FactSet Research Systems Inc		16,535		7,513
First Horizon Corp		18,776		289
Fiserv Inc, Cl A *		14,258		2,279
JPMorgan Chase & Co		16,757		3,357

10

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Kinsale Capital Group Inc		2,175	$	1,141
Mastercard Inc, Cl A		46,869		22,571
MGIC Investment Corp		32,016		716
Moody's Corp		54,332		21,354
MSCI Inc, Cl A		17,647		9,890
PayPal Holdings Inc *		7,377		494
S&P Global Inc		7,852		3,341
State Street Corp		9,945		769
Visa Inc, Cl A		50,293		14,036
Wells Fargo & Co		54,134		3,138
Western Union Co/The		90,918		1,271
				122,583
Health Care — 10.3%
10X Genomics Inc, Cl A *		11,913		447
Acadia Healthcare Co Inc, Cl A *		16,983		1,345
Akero Therapeutics Inc *		6,887		174
Amgen Inc, Cl A		8,396		2,387
Apellis Pharmaceuticals Inc *		7,113		418
Becton Dickinson & Co		28,159		6,968
Boston Scientific Corp *		92,572		6,340
Bruker Corp		5,228		491
Cardinal Health Inc		18,982		2,124
Cencora Inc, Cl A		29,578		7,187
CVS Health Corp		1,613		129
Danaher Corp, Cl A		4,649		1,161
DaVita Inc *		3,983		550
Doximity Inc, Cl A *		34,929		940
Edwards Lifesciences Corp, Cl A *		6,004		574
Eli Lilly & Co		33,680		26,202
Exelixis Inc *		7,998		190
HCA Healthcare Inc		5,271		1,758
Humana Inc		4,299		1,490
Immunovant Inc *		12,214		395
Johnson & Johnson		65,574		10,373
McKesson Corp		19,718		10,586
Medpace Holdings Inc *		3,278		1,325
Mettler-Toledo International Inc *		6,049		8,053
Natera Inc *		111,259		10,176
Neurocrine Biosciences Inc *		309		43
Nuvalent Inc, Cl A *		9,907		744
Regeneron Pharmaceuticals Inc *		3,590		3,455
Sarepta Therapeutics Inc *		3,191		413
Stryker Corp		24,972		8,937
Tenet Healthcare Corp *		3,790		398
UnitedHealth Group Inc		57,628		28,509
Universal Health Services Inc, Cl B		2,671		487
Vaxcyte Inc *		22,889		1,563
Vertex Pharmaceuticals Inc *		10,465		4,374
				150,706
Industrials — 8.0%
API Group Corp *		7,964		313

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Boeing Co/The *		2,297	$	443
Builders FirstSource Inc *		4,669		974
Carrier Global Corp		212,427		12,348
Caterpillar Inc, Cl A		1,996		731
Core & Main Inc, Cl A *		76,193		4,362
Eaton Corp PLC		4,259		1,332
EMCOR Group Inc		1,540		539
FedEx Corp		2,509		727
GFL Environmental Inc		181,868		6,274
Graco Inc		103,678		9,690
HEICO Corp, Cl A		25,850		3,979
Lennox International Inc		6,929		3,387
Lockheed Martin Corp		6,770		3,079
Masco Corp		12,649		998
Middleby Corp/The *		44,551		7,163
NEXTracker Inc, Cl A *		9,387		528
Northrop Grumman Corp		652		312
Otis Worldwide Corp		114,835		11,400
Owens Corning		3,085		515
RTX Corp		26,243		2,560
Saia Inc *		2,505		1,465
Textron Inc		4,204		403
Trane Technologies PLC		25,693		7,713
TransDigm Group Inc		5,110		6,294
TransUnion		13,525		1,079
Uber Technologies Inc *		61,524		4,737
United Airlines Holdings Inc *		36,184		1,733
Vertiv Holdings Co, Cl A		118,799		9,702
WESCO International Inc		14,085		2,413
Westinghouse Air Brake Technologies Corp		70,017		10,200
XPO Inc *		3,938		481
				117,874
Information Technology — 38.1%
Accenture PLC, Cl A		2,766		959
Adobe Inc *		38,138		19,244
Advanced Micro Devices Inc *		51,302		9,260
Allegro MicroSystems Inc *		19,539		527
Analog Devices Inc		68,390		13,527
Apple Inc		503,222		86,293
Applied Materials Inc		66,326		13,678
AppLovin Corp, Cl A *		61,854		4,282
Arista Networks Inc *		42,466		12,314
Arrow Electronics Inc, Cl A *		4,975		644
Atlassian Corp, Cl A *		3,131		611
Autodesk Inc, Cl A *		11,555		3,009
Broadcom Inc		15,630		20,716
Cadence Design Systems Inc *		39,889		12,417
Cloudflare Inc, Cl A *		3,326		322
Crowdstrike Holdings Inc, Cl A *		40,450		12,968
Dell Technologies Inc, Cl C		1,440		164
DocuSign Inc, Cl A *		18,409		1,096
Dropbox Inc, Cl A *		24,947		606

SEI Institutional Managed Trust

11

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Fair Isaac Corp *		1,615	$	2,018
Fortinet Inc *		19,010		1,299
Hewlett Packard Enterprise Co		127,877		2,267
HubSpot Inc *		12,489		7,825
Intel Corp		11,524		509
Intuit Inc		15,626		10,157
KLA Corp		6,979		4,875
Lattice Semiconductor Corp *		7,396		579
Manhattan Associates Inc *		22,073		5,523
Marvell Technology Inc		111,773		7,922
Micron Technology Inc		66,446		7,833
Microsoft Corp		410,690		172,786
MongoDB Inc, Cl A *		11,515		4,130
Monolithic Power Systems Inc		789		534
NVIDIA Corp		77,322		69,865
Oracle Corp, Cl B		116,910		14,685
Palo Alto Networks Inc *		439		125
Pegasystems Inc		17,636		1,140
Pure Storage Inc, Cl A *		5,215		271
QUALCOMM Inc		4,117		697
Salesforce Inc		5,110		1,539
SentinelOne Inc, Cl A *		13,267		309
ServiceNow Inc *		7,619		5,809
Smartsheet Inc, Cl A *		3,268		126
Snowflake Inc, Cl A *		6,507		1,052
Synopsys Inc *		18,207		10,405
Taiwan Semiconductor Manufacturing Co Ltd ADR		63,008		8,572
TE Connectivity Ltd		2,352		342
Tenable Holdings Inc *		10,259		507
Teradata Corp *		46,386		1,794
UiPath Inc, Cl A *		70,202		1,591
Zscaler Inc *		2,157		416
				560,139
Materials — 2.3%
Ecolab Inc		3,091		714

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Linde PLC		30,633	$	14,223
Martin Marietta Materials Inc, Cl A		6,472		3,973
Packaging Corp of America		8,028		1,524
Sherwin-Williams Co/The, Cl A		37,452		13,008
				33,442
Real Estate — 0.4%
Brixmor Property Group Inc ‡		78,863		1,849
Invitation Homes Inc ‡		48,076		1,712
Iron Mountain Inc ‡		3,498		281
Lamar Advertising Co, Cl A ‡		12,275		1,466
STAG Industrial Inc ‡		6,335		243
				5,551
Utilities — 0.2%
Dominion Energy Inc		49,818		2,451
Entergy Corp		1,392		147
				2,598
Total Common Stock
(Cost $657,045) ($ Thousands)				1,414,751
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION — 2.1%
U.S. Treasury Bill
5.253%, 05/30/2024 (A)	$	30,902		30,636
Total U.S. Treasury Obligation
(Cost $30,640) ($ Thousands)				30,636
	Shares
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		21,161,380		21,161
Total Cash Equivalent
(Cost $21,161) ($ Thousands)				21,161
Total Investments in Securities — 99.7%
(Cost $708,846) ($ Thousands)			$	1,466,548

A list of the open futures contracts held at March 31, 2024 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
Long Contracts
Russell 2000 Index E-MINI		7		Jun-2024	$	741	$	752	$	11
S&P 500 Index E-MINI		37		Jun-2024		9,758		9,820		62
					$	10,499	$	10,572	$	73

12

SEI Institutional Managed Trust

A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:

Total Return Swap

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Bank of America

United States Custom Basket of Securities

New York Federal Overnight Bank Fund Rate + 0.40%

Asset Returns

Annually

09/15/2025

USD

36,513

$

2,511

$

–

$

2,511

$

2,511

$

–

$

2,511

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of March 31, 2024:

United States Custom Basket of Long Securities

Shares		Description	Notional Amount (Thousands)		Value (Thousands)			Percentage of Basket
	5,447	LAM RESEARCH CORP REGISTERED SHS	$	4,957	$	334		13.6	%
	22,500	SIMON PROPERTY GROUP INC REGISTERED SHS		3,392		164		9.3
	13,406	EQUIFAX INC REGISTERED SHS		3,391		187		9.3
	20,873	ALLSTATE CORP REGISTERED SHS		3,386		237		9.3
	80,641	SYNCHRONY FINANCIAL REGISTERED SHS		3,369		100		9.2
	14,336	TRAVELERS COMPANIES INC REGISTERED SHS		3,167		139		8.7
	28,367	CARDINAL HEALTH INC REGISTERED SHS		3,138		43		8.6
	23,994	ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY		3,093		235		8.5
	7,836	GOLDMAN SACHS GROUP INC REGISTERED SHS		3,034		253		8.3
	22,412	INTERCONTINENTAL EXCHANGE INC REGISTERED SHS		3,018		65		8.3
	15,094	ATLASSIAN CORP REGISTERED SHS -A-		2,941		(2	)	8.1
	54,025	US FOODS HOLDING CORP REGISTERED SHS		2,918		(9	)	8.0
	46,037	NUTANIX INC REGISTERED SHS -A-		2,907		(72	)	8.0
	26,700	DELL TECHNOLOGIES INC REGISTERED SHS -C-		2,857		183		7.8
	39,575	EDISON INTERNATIONAL REGISTERED SHS		2,723		101		7.5
	24,134	PULTEGROUP INC REGISTERED SHS		2,676		233		7.3
	22,831	GODADDY INC REGISTERED SHS -A-		2,676		28		7.3
	28,698	TEXTRON INC REGISTERED SHS		2,666		81		7.3
	17,252	AGILENT TECHNOLOGIES INC REGISTERED SHS		2,544		(40	)	7.0
	3,709	UNITED RENTALS INC REGISTERED SHS		2,506		163		6.9
	14,648	GE AEROSPACE REGISTERED SHS		2,474		91		6.8
	1,958	BROADCOM INC REGISTERED SHS		2,419		233		6.6
	8,900	WORKDAY INC SHS -A-		2,388		34		6.5
	91,729	NEWS CORP REGISTERED SHS -A-		2,340		65		6.4
	30,182	ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS		2,272		182		6.2
	139,277	CARNIVAL CORPORATION SHS		2,265		6		6.2
	16,888	EXPEDIA GROUP INC REGISTERED SHS		2,262		59		6.2
	45,062	PURE STORAGE INC REGISTERED SHS -A-		2,251		86		6.2
	28,775	CVS HEALTH CORP REGISTERED SHS		2,227		63		6.1
	112,451	NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS		2,182		204		6.0
	90,888	DROPBOX INC REGISTERED SHS -A-		2,165		38		5.9
	50,586	INTEL CORP REGISTERED SHS		2,160		70		5.9
	11,614	BOEING CO REGISTERED SHS		2,120		116		5.8
	17,353	TOLL BROTHERS INC REGISTERED SHS		2,088		152		5.7
	3,377	NETFLIX INC REGISTERED SHS		2,046		0		5.6
	7,644	FEDEX CORP REGISTERED SHS		1,936		284		5.3
	25,359	UBER TECHNOLOGIES INC REGISTERED SHS		1,929		19		5.3
	38,765	COMERICA INC REGISTERED SHS		1,918		222		5.3
	20,299	MICRON TECHNOLOGY INC REGISTERED SHS		1,893		498		5.2
	107,025	LIBERTY GLOBAL LTD 3REGISTERED SHS -C-		1,873		11		5.1
	24,280	TRANSUNION REGISTERED SHS		1,868		67		5.1
	22,033	POPULAR INC REGISTERED SHS		1,813		135		5.0
	27,960	PAYPAL HOLDINGS INC REGISTERED SHS		1,757		112		4.8
	27,382	INCYTE CORP REGISTERED SHS		1,595		(39	)	4.4

SEI Institutional Managed Trust

13

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Growth Fund (Continued)

Shares		Description	Notional Amount (Thousands)		Value (Thousands)			Percentage of Basket
	4,054	EVEREST GROUP LTD REGISTERED SHS	$	1,593	$	22		4.4	%
	21,364	MASCO CORP REGISTERED SHS		1,584		97		4.3
	36,080	SMARTSHEET INC REGISTERED SHS -A-		1,375		11		3.8
	6,884	ZSCALER INC REGISTERED SHS		1,336		(13	)	3.7
	19,374	FORTINET INC REGISTERED SHS		1,293		28		3.5
	22,467	TAYLOR MORRISON HOME CORPORATION REGISTERED SHS		1,268		125		3.5
	106,138	VIATRIS INC REGISTERED SHS		1,319		10		3.5
	34,965	INVITATION HOMES INC REGISTERED SHS		1,311		30		3.3
	79,973	KEYCORP REGISTERED SHS		1,280		104		3.2
	50,138	EXELIXIS INC REGISTERED SHS		1,265		35		3.2
	1,475	ELI LILLY & CO REGISTERED SHS		1,239		11		3.1
	6,966	CHENIERE ENERGY INC REGISTERED SHS		1,217		(3	)	3.1
	2,961	MONGODB INC REGISTERED SHS -A-		1,153		7		2.9
	8,482	SAREPTA THERAPEUTICS INC REGISTERED SHS		1,113		48		2.9
	2,332	LOCKHEED MARTIN CORP REGISTERED SHS		1,102		49		2.8
	160,132	ADT INC REGISTERED SHS		1,042		80		2.7
	8,441	LAMAR ADVERTISING CO REGISTERED SHS -A-		973		37		2.7
	9,561	ELASTIC N.V. BEARER AND REGISTERED SHARES		950		(10	)	2.6
	6,944	NEUROCRINE BIOSCIENCES INC REGISTERED SHS		942		(10	)	2.6
	5,503	TARGET CORP REGISTERED SHS		932		53		2.5
	60,393	AES CORP REGISTERED SHS		859		174		2.5
	6,614	CAPITAL ONE FINANCIAL CORP REGISTERED SHS		845		86		2.5
	2,101	CABLE ONE INC REGISTERED SHS		835		1		2.4
	53,817	PG&E CORPORATION REGISTERED SHS		835		26		2.4
	8,432	ENTERGY CORP REGISTERED SHS		780		22		2.4
	5,005	SNOWFLAKE INC REGISTERED SHS -A-		713		21		2.2
	69,562	SNAP INC REGISTERED SHS -A-		713		18		2.1
	3,848	RESMED INC REGISTERED SHS		705		15		2.0
	23,566	ALKERMES PLC REGISTERED SHS		701		(41	)	1.9
	13,878	DOMINION ENERGY INC REGISTERED SHS		684		26		1.8
	46,596	THE WESTERN UNION COMPANY REGISTERED SHS		650		33		1.7
	13,244	H.& R.BLOCK INC REGISTERED SHS		636		34		1.7
	770	BLACKROCK INC REGISTERED SHS		635		26		1.7
	6,239	TENET HEALTHCARE CORP REGISTERED SHS		623		38		1.7
	9,891	VST FEB 2025		619		369		1.7
	194	AUTOZONE INC REGISTERED SHS		547		4		1.7
	10,708	KROGER CO REGISTERED SHS		510		10		1.6
	3,165	EVERCORE INC REGISTERED SHS -A-		505		9		1.6
	5,597	WYNN RESORTS LTD REGISTERED SHS		462		16		1.5
	24,063	BRIXMOR PROPERTY GROUP INC REGISTERED SHS		444		30		1.5
	32,524	COTY INC REGISTERED SHS -A-		405		(13	)	1.1
	804	META PLATFORMS INC REGISTERED SHS -A-		404		(1	)	1.1
	2,273	ZOETIS INC REGISTERED SHS -A-		382		8		1.0

United States Custom Basket of Short Securities

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket
	(22,607	)	COSTAR GROUP INC REGISTERED SHS	$	(2,152	)	$	(28	)	(5.9	)%
	(7,252	)	ZEBRA TECHNOLOGIES CORP SHS -A-		(2,073	)		(109	)	(5.7	)
	(102,159	)	REGIONS FINANCIAL CORP REGISTERED SHS		(2,043	)		(105	)	(5.6	)
	(16,958	)	EXPEDITORS INTERNATIONAL OF WASHINGTON REGISTERED		(2,035	)		(23	)	(5.6	)
	(57,715	)	FIFTH THIRD BANCORP REGISTERED SHS		(2,034	)		(130	)	(5.6	)
	(3,483	)	SAIA INC REGISTERED SHS		(2,013	)		(20	)	(5.5	)
	(14,869	)	SUN COMMUNITIES INC REGISTERED SHS		(1,948	)		26		(5.3	)
	(15,864	)	RAYMOND JAMES FINANCIAL INC REGISTERED SHS		(1,916	)		(125	)	(5.2	)
	(16,326	)	AMERICAN WATER WORKS CO INC REGISTERED SHS		(1,912	)		(79	)	(5.2	)
	(12,908	)	GARMIN LTD. NAMEN-AKT		(1,881	)		(46	)	(5.2	)
	(12,437	)	FIRST SOLAR INC REGISTERED SHS		(1,849	)		(247	)	(5.1	)

14

SEI Institutional Managed Trust

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket
	(24,888	)	C.H.ROBINSON WORLDWIDE INC REGISTERED SHS	$	(1,840	)	$	(51	)	(5.0	)%
	(29,099	)	W MAY 2025		(1,840	)		(150	)	(5.0	)
	(4,384	)	TYLER TECHNOLOGIES INC REGISTERED SHS		(1,827	)		(33	)	(5.0	)
	(11,006	)	CELANESE CORP REGISTERED SHS		(1,762	)		(137	)	(4.8	)
	(21,292	)	PRINCIPAL FINANCIAL GROUP INC REGISTERED SHS		(1,758	)		(91	)	(4.8	)
	(10,166	)	JACK HENRY & ASSOCIATES INC REGISTERED SHS		(1,738	)		(30	)	(4.8	)
	(3,111	)	TEXAS PACIFIC LAND CORP REGISTERED SHS		(1,728	)		(68	)	(4.7	)
	(3,347	)	KINSALE CAPITAL GROUP INC REGISTERED SHS		(1,727	)		(26	)	(4.7	)
	(31,802	)	BROWN-FORMAN CORP REGISTERED SHS -B- NON VTG		(1,708	)		63		(4.7	)
	(29,502	)	LIBERTY BROADBAND CORP REGISTERED SHS SERIES -C-		(1,693	)		8		(4.6	)
	(20,452	)	NORTHERN TRUST CORP REGISTERED SHS		(1,666	)		(164	)	(4.6	)
	(53,547	)	OMEGA HEALTHCARE INVESTORS INC REGISTERED SHS		(1,647	)		(45	)	(4.5	)
	(45,537	)	ESSENTIAL UTILITIES INC REGISTERED SHS		(1,639	)		(44	)	(4.5	)
	(8,601	)	REPLIGEN CORP REGISTERED SHS		(1,634	)		45		(4.5	)
	(31,191	)	REALTY INCOME CORP REGISTERED SHS		(1,628	)		(64	)	(4.5	)
	(9,386	)	NEXSTAR MEDIA GROUP INC REGISTERED SHS		(1,534	)		(80	)	(4.2	)
	(7,446	)	FABRINET BEARER SHS		(1,489	)		85		(4.1	)
	(13,971	)	CULLEN/FROST BANKERS INC REGISTERED SHS		(1,481	)		(88	)	(4.1	)
	(3,545	)	ERIE INDEMNITY CO SHS -A-		(1,478	)		57		(4.0	)
	(10,555	)	WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU		(1,476	)		(59	)	(4.0	)
	(25,843	)	AGREE REALTY CORP REGISTERED SHS		(1,463	)		(16	)	(4.0	)
	(11,698	)	HOULIHAN LOKEY INC REGISTERED SHS -A-		(1,457	)		(40	)	(4.0	)
	(5,277	)	RBC BEARINGS INC REGISTERED SHS		(1,385	)		(39	)	(3.8	)
	(144,329	)	AMCOR PLC REGISTERED SHS		(1,368	)		(20	)	(3.7	)
	(2,497	)	ROPER TECHNOLOGIES INC REGISTERED SHS		(1,367	)		(31	)	(3.7	)
	(6,841	)	ASPEN TECHNOLOGY INC REGISTERED SHS		(1,333	)		(123	)	(3.7	)
	(854	)	MARKEL GROUP INC REGISTERED SHS		(1,301	)		4		(3.6	)
	(16,381	)	PINNACLE FINANCIAL PARTNERS INC REGISTERED SHS		(1,301	)		(103	)	(3.6	)
	(14,302	)	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC REGISTERED		(1,290	)		(75	)	(3.5	)
	(26,540	)	WEBSTER FINANCIAL CORP (CONN) REGISTERED SHS		(1,275	)		(70	)	(3.5	)
	(15,753	)	SOUTHSTATE CORPORATION REGISTERED SHS		(1,256	)		(81	)	(3.4	)
	(10,642	)	CHURCHILL DOWNS INC REGISTERED SHS		(1,249	)		(65	)	(3.4	)
	(7,247	)	SITEONE LANDSCAPE SUPPLY INC REGISTERED SHS		(1,232	)		(30	)	(3.4	)
	(6,048	)	FIVE BELOW INC REGISTERED SHS		(1,219	)		125		(3.3	)
	(5,798	)	FTI CONSULTING INC REGISTERED SHS		(1,192	)		(25	)	(3.3	)
	(2,883	)	BERKSHIRE HATHAWAY INC REGISTERED SHS -B-		(1,191	)		(20	)	(3.3	)
	(5,397	)	MARKETAXESS HOLDING INC REGISTERED SHS		(1,179	)		(2	)	(3.2	)
	(7,753	)	HEICO CORP REGISTERED SHS -A-		(1,165	)		(26	)	(3.2	)
	(22,169	)	COMMERCE BANCSHARES INC REGISTERED SHS		(1,128	)		(55	)	(3.1	)
	(33,187	)	PILGRIMS PRIDE CORP REGISTERED SHS		(1,118	)		(19	)	(3.1	)
	(6,429	)	NOVANTA INC REGISTERED SHS		(1,114	)		(7	)	(3.1	)
	(16,045	)	SMG FEB 2025		(1,103	)		(107	)	(3.0	)
	(7,475	)	RLI CORP REGISTERED SHS		(1,098	)		(11	)	(3.0	)
	(6,023	)	SPS COMMERCE INC REGISTERED SHS		(1,084	)		(27	)	(3.0	)
	(9,593	)	GENERAC HOLDINGS INC REGISTERED SHS		(1,073	)		(136	)	(2.9	)
	(14,790	)	CIVITAS RESOURCES INC REGISTERED SHS		(1,056	)		(86	)	(2.9	)
	(5,035	)	LANCASTER COLONY CORP REGISTERED SHS		(998	)		(50	)	(2.7	)
	(20,741	)	NOBLE CORPORATION PLC REGISTERED SHS -A-		(983	)		(29	)	(2.7	)
	(16,050	)	MONSTER BEVERAGE CORP REGISTERED SHS		(970	)		21		(2.7	)
	(15,207	)	BOSTON PROPERTIES INC REGISTERED SHS		(952	)		(54	)	(2.6	)
	(27,715	)	DUTCH BROS INC REGISTERED SHS -A-		(941	)		28		(2.6	)
	(6,435	)	CHART INDUSTRIES INC REGISTERED SHS		(919	)		(139	)	(2.5	)
	(26,605	)	RANGE RESOURCES CORP REGISTERED SHS		(877	)		(39	)	(2.4	)
	(75,338	)	NU HOLDINGS LIMITED REGISTERED SHS -A-		(875	)		(29	)	(2.4	)
	(7,680	)	WEATHERFORD INTERNATIONAL PLC REGISTERED SHS		(867	)		(17	)	(2.4	)
	(503,123	)	CHARGEPOINT HOLDINGS INC REGISTERED SHS -A-		(845	)		(118	)	(2.3	)
	(2,829	)	RH REGISTERED SHS		(841	)		(144	)	(2.3	)
	(9,212	)	IDACORP INC REGISTERED SHS		(836	)		(18	)	(2.3	)
	(16,933	)	NOBLE CORPORATION PLC REGISTERED SHS -A-		(802	)		(24	)	(2.2	)
	(22,240	)	VIPER ENERGY PARTNERS LP REGISTERED SHS		(797	)		(57	)	(2.2	)
	(43,474	)	HOOD AUG 2025		(789	)		(101	)	(2.2	)

SEI Institutional Managed Trust

15

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Growth Fund (Concluded)

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket
	(12,692	)	PROSPERITY BANCSHARES INC REGISTERED SHS	$	(769	)	$	(71	)	(2.1	)%
	(10,808	)	VAXCYTE INC REGISTERED SHS		(750	)		13		(2.1	)
	(3,946	)	MSA SAFETY INC REGISTERED SHS		(722	)		(40	)	(2.0	)
	(9,522	)	EAST WEST BANCORP INC REGISTERED SHS		(716	)		(36	)	(2.0	)
	(8,861	)	TKO GROUP HOLDINGS INC REGISTERED SHS -A-		(707	)		(57	)	(1.9	)
	(2,973	)	APPFOLIO INC REGISTERED SHS -A-		(658	)		(74	)	(1.8	)
	(63,936	)	ROIVANT SCIENCES LIMITED REGISTERED SHS		(648	)		(24	)	(1.8	)
	(1,602	)	POOL CORP REGISTERED SHS		(640	)		(7	)	(1.8	)
	(5,512	)	BRIGHT HORIZONS FAMILY SOLUTIONS REGISTERED SHS		(626	)		(0	)	(1.7	)
	(141,067	)	PELOTON INTERACTIVE INC REGISTERED SHS -A-		(615	)		11		(1.7	)
	(45,726	)	HUNTINGTON BANCSHARES INC REGISTERED SHS		(597	)		(47	)	(1.6	)
	(4,767	)	BLACKSTONE INC REGISTERED SHS		(596	)		(29	)	(1.6	)
	(5,569	)	CROWN CASTLE INC REGISTERED SHS		(589	)		(8	)	(1.6	)
	(39,802	)	SOTERA HEALTH COMPANY REGISTERED SHS		(578	)		101		(1.6	)
	(18,013	)	NEW FORTRESS ENERGY INC REGISTERED SHS -A-		(565	)		26		(1.5	)
	(4,192	)	AMERICAN FINANCIAL GROUP INC REGISTERED SHS		(563	)		(9	)	(1.5	)
	(18,853	)	KEURIG DR PEPPER INC REGISTERED SHS		(544	)		(37	)	(1.5	)
	(15,721	)	AFFIRM HOLDINGS INC REGISTERED SHS -A-		(530	)		(79	)	(1.5	)
	(2,834	)	LANDSTAR SYSTEM INC REGISTERED SHS		(520	)		(25	)	(1.4	)
	(3,874	)	MASIMO CORP REGISTERED SHS		(513	)		(55	)	(1.4	)
	(13,341	)	KINETIK HOLDINGS INC REGISTERED SHS -A-		(499	)		(32	)	(1.4	)
	(1,897	)	ACUITY BRANDS INC REGISTERED SHS		(490	)		(18	)	(1.3	)
	(3,672	)	CROCS INC REGISTERED SHS		(471	)		(56	)	(1.3	)
	(3,242	)	TAKE-TWO INTERACTIVE SOFTWARE INC REGISTERED SHS		(467	)		(14	)	(1.3	)
	(5,378	)	TIMKEN CO REGISTERED SHS		(458	)		(11	)	(1.3	)
	(1,700	)	CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS		(440	)		(19	)	(1.2	)
	(55	)	NVR INC REGISTERED SHS		(423	)		(22	)	(1.2	)
	(2,942	)	WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU		(411	)		(16	)	(1.1	)
	(7,133	)	W.P. CAREY INC REGISTERED REIT SHS		(399	)		(9	)	(1.1	)
	(6,185	)	EXACT SCIENCES CORP REGISTERED SHS		(394	)		(33	)	(1.1	)
	(33,302	)	CCC INTELLIGENT SOLUTIONS HOLDINGS INC REGISTERED		(393	)		(5	)	(1.1	)
	(2,826	)	ENTEGRIS INC REGISTERED SHS		(384	)		(18	)	(1.1	)
	(2,975	)	QUEST DIAGNOSTICS INC REGISTERED SHS		(382	)		(14	)	(1.0	)
	(1,544	)	PRIMERICA INC REGISTERED SHS		(381	)		(9	)	(1.0	)

	Percentages are based on Net Assets of $1,471,318 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
‡	Real Estate Investment Trust.
(A)	Interest rate represents the security's effective yield at the time of purchase.

The following is a summary of the level of inputs used as of March 31, 2024, 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		1,414,751		–		–		1,414,751
U.S. Treasury Obligation		–		30,636		–		30,636
Cash Equivalent		21,161		–		–		21,161
Total Investments in Securities		1,435,912		30,636		–		1,466,548

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		73		–		–		73
OTC Swap
Total Return Swap*
Unrealized Appreciation		–		2,511		–		2,511
Total Other Financial Instruments		73		2,511		–		2,584

* Futures 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.

16

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	16,819	$	257,815	$	(253,473	)	$	—	$	—	$	21,161	$	535	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

17

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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†† — 97.4%
Communication Services — 8.4%
Alphabet Inc, Cl A *		137,960	$	20,822
Alphabet Inc, Cl C *		116,475		17,735
AMC Entertainment Holdings Inc, Cl A *		5,063		19
AT&T Inc		165,701		2,916
Cable One Inc		138		58
Charter Communications Inc, Cl A *		2,372		689
Comcast Corp, Cl A		91,376		3,961
Electronic Arts Inc		6,206		823
Fox Corp, Cl A		5,831		182
Fox Corp, Cl B		3,100		89
Frontier Communications Parent Inc *		5,500		135
GCI Liberty Inc *		2,200		—
IAC Inc *		1,798		96
Interpublic Group of Cos Inc/The		8,800		287
Iridium Communications Inc		3,000		78
Liberty Broadband Corp, Cl A *		400		23
Liberty Broadband Corp, Cl C *		2,758		158
Liberty Media Corp-Liberty Formula One, Cl A *		500		29
Liberty Media Corp-Liberty Formula One, Cl C *		4,400		289
Liberty Media Corp-Liberty Live, Cl A *		521		22
Liberty Media Corp-Liberty Live, Cl C *		1,209		53
Liberty Media Corp-Liberty SiriusXM *		3,698		110
Liberty Media Corp-Liberty SiriusXM, Cl A *		1,700		51
Live Nation Entertainment Inc *		3,590		380
Madison Square Garden Sports Corp *		396		73
Match Group Inc *		6,299		229
Meta Platforms Inc, Cl A		51,374		24,946
Netflix Inc *		9,929		6,030
New York Times Co/The, Cl A		3,812		165
News Corp, Cl A		8,600		225
News Corp, Cl B		2,800		76

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Nexstar Media Group Inc, Cl A		800	$	138
Omnicom Group Inc		4,526		438
Paramount Global, Cl A		219		5
Paramount Global, Cl B		13,753		162
Pinterest Inc, Cl A *		13,376		464
Playtika Holding Corp		637		5
ROBLOX Corp, Cl A *		11,000		420
Roku Inc, Cl A *		2,845		185
Sirius XM Holdings Inc (A)		16,018		62
Spotify Technology SA *		3,260		860
Take-Two Interactive Software Inc, Cl A *		3,804		565
TKO Group Holdings Inc, Cl A		1,400		121
T-Mobile US Inc		11,314		1,847
Trade Desk Inc/The, Cl A *		10,251		896
TripAdvisor Inc *		2,600		72
Verizon Communications Inc		97,679		4,099
Walt Disney Co/The		42,344		5,181
Warner Bros Discovery Inc *		50,220		438
ZoomInfo Technologies Inc, Cl A *		6,800		109
				96,816
Consumer Discretionary — 10.2%
ADT Inc		5,828		39
Advance Auto Parts Inc		1,417		121
Airbnb Inc, Cl A *		9,600		1,584
Amazon.com Inc, Cl A *		209,092		37,716
Aptiv PLC *		6,253		498
Aramark		5,991		195
AutoNation Inc *		694		115
AutoZone Inc *		403		1,270
Bath & Body Works Inc		5,200		260
Best Buy Co Inc		4,480		367
Birkenstock Holding *		700		33
Booking Holdings Inc		817		2,964
BorgWarner Inc		5,300		184
Boyd Gaming Corp		1,600		108
Bright Horizons Family Solutions Inc *		1,300		147
Brunswick Corp/DE		1,600		154
Burlington Stores Inc *		1,553		361
Caesars Entertainment Inc *		4,700		206
Capri Holdings Ltd *		2,500		113
CarMax Inc *		3,600		314
Carnival Corp *		22,627		370
Carter's Inc		900		76
Cava Group Inc *		1,100		77
Chipotle Mexican Grill Inc, Cl A *		629		1,828
Choice Hotels International Inc		728		92
Churchill Downs Inc		1,622		201
Columbia Sportswear Co		800		65
Coupang Inc, Cl A *		25,400		452
Crocs Inc *		1,400		201
Darden Restaurants Inc		2,799		468
Deckers Outdoor Corp *		601		566

18

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Dick's Sporting Goods Inc		1,392	$	313
Domino's Pizza Inc		799		397
DoorDash Inc, Cl A *		7,164		987
DR Horton Inc		7,238		1,191
DraftKings Inc, Cl A *		9,500		431
eBay Inc		12,206		644
Etsy Inc *		2,804		193
Expedia Group Inc *		3,124		430
Five Below Inc *		1,283		233
Floor & Decor Holdings Inc, Cl A *		2,400		311
Ford Motor Co		90,885		1,207
GameStop Corp, Cl A *(A)		6,300		79
Gap Inc/The		4,600		127
Garmin Ltd		3,557		530
General Motors Co		26,649		1,209
Gentex Corp		5,335		193
Genuine Parts Co		3,276		508
Grand Canyon Education Inc *		700		95
H&R Block Inc		3,300		162
Harley-Davidson Inc, Cl A		3,000		131
Hasbro Inc		2,902		164
Hilton Worldwide Holdings Inc		5,784		1,234
Home Depot Inc/The		23,246		8,917
Hyatt Hotels Corp, Cl A		994		159
Kohl's Corp		2,625		76
Las Vegas Sands Corp		8,446		437
Lear Corp		1,294		187
Leggett & Platt Inc		3,200		61
Lennar Corp, Cl A		5,689		978
Lennar Corp, Cl B		350		54
Lithia Motors Inc, Cl A		630		190
LKQ Corp		6,088		325
Lowe's Cos Inc		13,426		3,420
Lucid Group Inc *(A)		17,500		50
Lululemon Athletica Inc *		2,548		995
Macy's Inc		6,400		128
Marriott International Inc/MD, Cl A		5,655		1,427
Marriott Vacations Worldwide Corp		900		97
Mattel Inc *		7,900		156
McDonald's Corp		16,961		4,782
MGM Resorts International *		6,453		305
Mister Car Wash Inc *		2,100		16
Mohawk Industries Inc *		1,232		161
Murphy USA Inc		445		187
Newell Brands Inc, Cl B		8,970		72
NIKE Inc, Cl B		27,544		2,589
Nordstrom Inc		2,500		51
Norwegian Cruise Line Holdings Ltd *		9,563		200
NVR Inc *		68		551
Ollie's Bargain Outlet Holdings Inc *		1,461		116
O'Reilly Automotive Inc *		1,350		1,524
Peloton Interactive Inc, Cl A *		7,927		34

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Penn Entertainment Inc *		3,300	$	60
Penske Automotive Group Inc, Cl A		500		81
Petco Health & Wellness Co Inc, Cl A *		2,300		5
Phinia Inc		1,200		46
Planet Fitness Inc, Cl A *		2,000		125
Polaris Inc		1,231		123
Pool Corp		869		351
PulteGroup Inc		4,900		591
PVH Corp		1,349		190
QuantumScape Corp, Cl A *(A)		6,600		41
Ralph Lauren Corp, Cl A		884		166
RH *		353		123
Rivian Automotive Inc, Cl A *		15,000		164
Ross Stores Inc		7,744		1,136
Royal Caribbean Cruises Ltd *		5,423		754
Service Corp International/US		3,300		245
Skechers USA Inc, Cl A *		3,053		187
Starbucks Corp		26,101		2,385
Tapestry Inc		5,208		247
Tempur Sealy International Inc		3,900		222
Tesla Inc *		63,973		11,246
Texas Roadhouse Inc, Cl A		1,500		232
Thor Industries Inc		1,200		141
TJX Cos Inc/The		26,659		2,704
Toll Brothers Inc		2,500		323
TopBuild Corp *		758		334
Tractor Supply Co		2,501		655
Travel + Leisure Co		1,763		86
Ulta Beauty Inc *		1,130		591
Under Armour Inc, Cl A *		4,815		36
Under Armour Inc, Cl C *		4,500		32
Vail Resorts Inc		870		194
Valvoline Inc *		3,300		147
VF Corp		8,364		128
Victoria's Secret & Co *		1,766		34
Wayfair Inc, Cl A *		1,823		124
Wendy's Co/The		4,200		79
Whirlpool Corp		1,238		148
Williams-Sonoma Inc		1,500		476
Wingstop Inc, Cl A		700		256
Wyndham Hotels & Resorts Inc		1,863		143
Wynn Resorts Ltd		2,415		247
YETI Holdings Inc *		2,100		81
Yum! Brands Inc		6,509		902
				116,740
Consumer Staples — 5.6%
Albertsons Cos Inc, Cl A		9,400		202
Altria Group Inc		41,350		1,804
Archer-Daniels-Midland Co		12,388		778
BJ's Wholesale Club Holdings Inc *		3,000		227
Boston Beer Co Inc/The, Cl A *		240		73
Brown-Forman Corp, Cl A		1,240		66

SEI Institutional Managed Trust

19

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Brown-Forman Corp, Cl B		4,122	$	213
Bunge Global SA		3,300		338
Campbell Soup Co		4,500		200
Casey's General Stores Inc		852		271
Celsius Holdings Inc *		3,300		274
Church & Dwight Co Inc		5,610		585
Clorox Co/The		2,871		440
Coca-Cola Co/The		90,394		5,530
Colgate-Palmolive Co		18,979		1,709
Conagra Brands Inc		10,849		322
Constellation Brands Inc, Cl A		3,786		1,029
Costco Wholesale Corp		10,264		7,520
Coty Inc, Cl A *		8,539		102
Darling Ingredients Inc *		3,623		169
Dollar General Corp		5,045		787
Dollar Tree Inc *		4,856		647
Estee Lauder Cos Inc/The, Cl A		5,280		814
Flowers Foods Inc		4,500		107
Freshpet Inc *		1,000		116
General Mills Inc		13,461		942
Grocery Outlet Holding Corp *		2,300		66
Hershey Co/The		3,442		669
Hormel Foods Corp		6,537		228
Ingredion Inc		1,510		176
J M Smucker Co/The		2,354		296
Kellanova		5,885		337
Kenvue Inc		40,254		864
Keurig Dr Pepper Inc		21,785		668
Kimberly-Clark Corp		7,790		1,008
Kraft Heinz Co/The		18,649		688
Kroger Co/The		15,088		862
Lamb Weston Holdings Inc		3,300		352
Maplebear Inc *		500		19
McCormick & Co Inc/MD		5,882		452
Molson Coors Beverage Co, Cl B		3,995		269
Mondelez International Inc, Cl A		31,446		2,201
Monster Beverage Corp *		17,278		1,024
Olaplex Holdings Inc *		3,500		7
PepsiCo Inc		31,930		5,588
Performance Food Group Co *		3,500		261
Philip Morris International Inc		35,963		3,295
Pilgrim's Pride Corp *		900		31
Post Holdings Inc *		1,207		128
Procter & Gamble Co/The		54,657		8,868
Reynolds Consumer Products Inc		1,200		34
Seaboard Corp		6		19
Spectrum Brands Holdings Inc		857		76
Sysco Corp, Cl A		11,763		955
Target Corp, Cl A		10,702		1,897
Tyson Foods Inc, Cl A		6,308		370
US Foods Holding Corp *		5,097		275
Walgreens Boots Alliance Inc		16,341		354

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Walmart Inc		99,413	$	5,982
WK Kellogg Co		1,621		30
				63,614
Energy — 3.8%
Antero Midstream Corp		8,100		114
Antero Resources Corp *		6,400		186
APA Corp		6,900		237
Baker Hughes Co, Cl A		23,502		787
Cheniere Energy Inc		5,573		899
Chesapeake Energy Corp		2,900		258
Chevron Corp		39,899		6,294
ConocoPhillips		27,804		3,539
Coterra Energy Inc		17,014		474
Devon Energy Corp		14,661		736
Diamondback Energy Inc, Cl A		4,129		818
DT Midstream Inc		2,306		141
EOG Resources Inc		13,582		1,736
EQT Corp		8,167		303
Exxon Mobil Corp		92,771		10,784
Halliburton Co		20,845		822
Hess Corp		6,449		984
HF Sinclair Corp		3,700		223
Kinder Morgan Inc		45,434		833
Marathon Oil Corp		13,692		388
Marathon Petroleum Corp		8,512		1,715
New Fortress Energy Inc, Cl A		1,500		46
NOV Inc		9,300		182
Occidental Petroleum Corp		15,923		1,035
ONEOK Inc		13,461		1,079
Ovintiv Inc		5,800		301
Phillips 66		10,262		1,676
Pioneer Natural Resources Co		5,374		1,411
Range Resources Corp		5,500		189
Schlumberger NV, Cl A		32,975		1,807
Southwestern Energy Co *		24,800		188
Targa Resources Corp		5,100		571
TechnipFMC PLC		10,200		256
Texas Pacific Land Corp		447		259
Valero Energy Corp		7,874		1,344
Williams Cos Inc/The		28,173		1,098
				43,713
Financials — 13.5%
Affiliated Managers Group Inc		771		129
Affirm Holdings Inc, Cl A *		5,200		194
Aflac Inc		13,646		1,172
AGNC Investment Corp ‡		16,228		161
Allstate Corp/The		6,080		1,052
Ally Financial Inc		6,358		258
American Express Co		13,414		3,054
American Financial Group Inc/OH		1,643		224
American International Group Inc		16,503		1,290

20

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Ameriprise Financial Inc		2,336	$	1,024
Annaly Capital Management Inc ‡		11,193		220
Aon PLC, Cl A		4,647		1,551
Apollo Global Management Inc		12,047		1,355
Arch Capital Group Ltd *		8,189		757
Ares Management Corp, Cl A		3,800		505
Arthur J Gallagher & Co		5,005		1,251
Assurant Inc		1,200		226
Assured Guaranty Ltd		1,314		115
Axis Capital Holdings Ltd		1,823		119
Bank of America Corp		159,802		6,060
Bank of New York Mellon Corp/The		17,885		1,031
Bank OZK		2,600		118
Berkshire Hathaway Inc, Cl B *		42,520		17,880
BlackRock Inc		3,451		2,877
Blackstone Inc, Cl A		16,499		2,167
Block Inc, Cl A *		12,753		1,079
Blue Owl Capital Inc, Cl A		10,800		204
BOK Financial Corp		700		64
Brighthouse Financial Inc *		1,500		77
Brown & Brown Inc		5,400		473
Capital One Financial Corp		8,763		1,305
Carlyle Group Inc/The		4,800		225
Cboe Global Markets Inc		2,400		441
Charles Schwab Corp/The		34,327		2,483
Chubb Ltd		9,410		2,438
Cincinnati Financial Corp		3,500		435
Citigroup Inc		44,280		2,800
Citizens Financial Group Inc		10,559		383
CME Group Inc, Cl A		8,333		1,794
CNA Financial Corp		552		25
Coinbase Global Inc, Cl A *		4,000		1,060
Columbia Banking System Inc		4,966		96
Comerica Inc		3,053		168
Commerce Bancshares Inc/MO		2,665		142
Corebridge Financial Inc		5,000		144
Corpay Inc *		1,711		528
Credit Acceptance Corp, Cl A *		136		75
Cullen/Frost Bankers Inc		1,414		159
Discover Financial Services		5,771		757
East West Bancorp Inc		3,200		253
Equitable Holdings Inc		7,900		300
Euronet Worldwide Inc *		1,100		121
Evercore Inc, Cl A		783		151
Everest Group Ltd		1,016		404
Eversource Energy		8,098		484
FactSet Research Systems Inc		885		402
Fidelity National Financial Inc		5,910		314
Fidelity National Information Services Inc, Cl B		13,719		1,018
Fifth Third Bancorp		15,500		577
First American Financial Corp		2,400		147

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
First Citizens BancShares Inc/NC, Cl A		259	$	423
First Hawaiian Inc		3,000		66
First Horizon Corp		13,200		203
Fiserv Inc, Cl A *		13,828		2,210
FNB Corp/PA		8,500		120
Franklin Resources Inc		6,900		194
Global Payments Inc		5,977		799
Globe Life Inc		2,001		233
Goldman Sachs Group Inc/The		7,340		3,066
Hanover Insurance Group Inc/The, Cl A		826		112
Hartford Financial Services Group Inc/The		6,759		697
Houlihan Lokey Inc, Cl A		1,200		154
Huntington Bancshares Inc/OH		32,738		457
Interactive Brokers Group Inc, Cl A		2,421		270
Intercontinental Exchange Inc		13,112		1,802
Invesco Ltd		8,762		145
Jack Henry & Associates Inc		1,694		294
Janus Henderson Group PLC		3,200		105
Jefferies Financial Group Inc		4,300		190
JPMorgan Chase & Co		66,936		13,407
Kemper Corp, Cl A		1,455		90
KeyCorp		21,188		335
Kinsale Capital Group Inc		500		262
KKR & Co Inc		15,400		1,549
Lazard Inc, Cl A		2,600		109
Lincoln National Corp		4,077		130
Loews Corp		4,189		328
LPL Financial Holdings Inc		1,792		473
M&T Bank Corp		3,777		549
Markel Group Inc *		300		456
MarketAxess Holdings Inc		875		192
Marsh & McLennan Cos Inc		11,495		2,368
Mastercard Inc, Cl A		19,236		9,263
MetLife Inc		14,715		1,091
MGIC Investment Corp		6,500		145
Moody's Corp		3,656		1,437
Morgan Stanley		27,162		2,558
Morningstar Inc, Cl A		600		185
MSCI Inc, Cl A		1,834		1,028
Nasdaq Inc, Cl A		7,800		492
NCR Atleos Corp *		1,511		30
New York Community Bancorp Inc		17,000		55
Northern Trust Corp		4,650		413
NU Holdings Ltd, Cl A *		54,200		647
Old Republic International Corp		5,900		181
OneMain Holdings Inc, Cl A		2,681		137
PayPal Holdings Inc *		25,420		1,703
Pinnacle Financial Partners Inc		1,800		155
PNC Financial Services Group Inc/The		9,256		1,496
Popular Inc		1,600		141
Primerica Inc		781		198
Principal Financial Group Inc, Cl A		5,534		478

SEI Institutional Managed Trust

21

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Progressive Corp/The		13,607	$	2,814
Prosperity Bancshares Inc		2,100		138
Prudential Financial Inc		8,462		993
Raymond James Financial Inc		4,405		566
Regions Financial Corp		21,312		448
Reinsurance Group of America Inc, Cl A		1,524		294
RenaissanceRe Holdings Ltd		1,175		276
Rithm Capital Corp ‡		11,640		130
RLI Corp		900		134
Robinhood Markets Inc, Cl A *		15,200		306
Rocket Cos Inc, Cl A *		2,800		41
Ryan Specialty Holdings Inc, Cl A		2,200		122
S&P Global Inc		7,351		3,127
SEI Investments Co †		2,400		173
Shift4 Payments Inc, Cl A *		1,300		86
SLM Corp		5,340		116
SoFi Technologies Inc *(A)		21,100		154
Starwood Property Trust Inc ‡		7,100		144
State Street Corp		7,109		550
Stifel Financial Corp		2,200		172
Synchrony Financial		9,368		404
Synovus Financial Corp		3,400		136
T Rowe Price Group Inc		5,071		618
TFS Financial Corp		1,417		18
Toast Inc, Cl A *		8,600		214
TPG Inc, Cl A		1,500		67
Tradeweb Markets Inc, Cl A		2,600		271
Travelers Cos Inc/The		5,270		1,213
Truist Financial Corp		30,727		1,198
Unum Group		4,475		240
US Bancorp		36,080		1,613
UWM Holdings Corp		2,800		20
Virtu Financial Inc, Cl A		2,400		49
Visa Inc, Cl A		37,019		10,331
Voya Financial Inc		2,200		163
W R Berkley Corp		4,550		402
Webster Financial Corp		3,868		196
Wells Fargo & Co		83,515		4,841
Western Alliance Bancorp		2,400		154
Western Union Co/The		8,200		115
WEX Inc *		995		236
White Mountains Insurance Group Ltd		60		108
Willis Towers Watson PLC		2,404		661
Wintrust Financial Corp		1,400		146
XP Inc, Cl A		7,300		187
Zions Bancorp NA		3,500		152
				154,474
Health Care — 12.0%
10X Genomics Inc, Cl A *		2,198		82
Abbott Laboratories		40,233		4,573
AbbVie Inc		40,985		7,463
Acadia Healthcare Co Inc, Cl A *		2,000		158

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Agilent Technologies Inc		6,754	$	983
agilon health Inc *		7,170		44
Align Technology Inc *		1,751		574
Alnylam Pharmaceuticals Inc *		2,927		437
Amedisys Inc *		800		74
Amgen Inc, Cl A		12,445		3,538
Apellis Pharmaceuticals Inc *		2,400		141
Avantor Inc *		15,320		392
Azenta Inc *		1,400		84
Baxter International Inc		11,565		494
Becton Dickinson & Co		6,709		1,660
Biogen Inc *		3,359		724
BioMarin Pharmaceutical Inc *		4,267		373
Bio-Rad Laboratories Inc, Cl A *		456		158
Bio-Techne Corp		3,496		246
Boston Scientific Corp *		33,838		2,318
Bristol-Myers Squibb Co		47,136		2,556
Bruker Corp		2,400		225
Cardinal Health Inc		5,700		638
Catalent Inc *		4,223		238
Cencora Inc, Cl A		3,895		946
Centene Corp *		12,381		972
Certara Inc *		3,100		55
Charles River Laboratories International Inc *		1,161		315
Chemed Corp		336		216
Cigna Group/The		6,750		2,452
Cooper Cos Inc/The		4,448		451
CVS Health Corp		29,608		2,362
Danaher Corp, Cl A		15,234		3,804
DaVita Inc *		1,200		166
DENTSPLY SIRONA Inc		5,000		166
Dexcom Inc *		8,972		1,244
Doximity Inc, Cl A *		2,900		78
Edwards Lifesciences Corp, Cl A *		13,947		1,333
Elanco Animal Health Inc *		11,077		180
Elevance Health Inc		5,532		2,869
Eli Lilly & Co		19,618		15,262
Encompass Health Corp		2,200		182
Enovis Corp *		1,266		79
Envista Holdings Corp *		4,000		86
Exact Sciences Corp *		4,100		283
Exelixis Inc *		7,400		176
Fortrea Holdings Inc *		2,001		80
GE HealthCare Technologies Inc		9,704		882
Gilead Sciences Inc		28,944		2,120
Globus Medical Inc, Cl A *		2,800		150
HCA Healthcare Inc		4,654		1,552
Henry Schein Inc *		2,947		223
Hologic Inc *		5,600		437
Humana Inc		2,904		1,007
ICON PLC ADR *		1,900		638

22

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
ICU Medical Inc *		519	$	56
IDEXX Laboratories Inc *		1,866		1,008
Illumina Inc *		3,628		498
Incyte Corp *		4,143		236
Inspire Medical Systems Inc *		700		150
Insulet Corp *		1,619		277
Integra LifeSciences Holdings Corp *		1,700		60
Intuitive Surgical Inc *		8,083		3,226
Ionis Pharmaceuticals Inc *		3,200		139
IQVIA Holdings Inc *		4,205		1,063
Jazz Pharmaceuticals PLC *		1,380		166
Johnson & Johnson		55,906		8,844
Laboratory Corp of America Holdings		2,001		437
Maravai LifeSciences Holdings Inc, Cl A *		3,000		26
Masimo Corp *		1,000		147
McKesson Corp		3,142		1,687
Medpace Holdings Inc *		500		202
Medtronic PLC		30,703		2,676
Merck & Co Inc		58,872		7,768
Mettler-Toledo International Inc *		520		692
Moderna Inc *		7,681		818
Molina Healthcare Inc *		1,295		532
Natera Inc *		2,500		229
Neurocrine Biosciences Inc *		2,184		301
Novocure Ltd *		2,675		42
Organon & Co		5,770		108
Penumbra Inc *		800		179
Perrigo Co PLC		3,193		103
Pfizer Inc		130,775		3,629
Premier Inc, Cl A		2,800		62
QIAGEN NV		5,035		216
Quest Diagnostics Inc		2,600		346
QuidelOrtho Corp *		1,300		62
R1 RCM Inc *		4,000		52
Regeneron Pharmaceuticals Inc *		2,349		2,261
Repligen Corp *		1,250		230
ResMed Inc		3,353		664
Revvity Inc		2,841		298
Roivant Sciences Ltd *		8,700		92
Royalty Pharma PLC, Cl A		8,400		255
Sarepta Therapeutics Inc *		2,100		272
Shockwave Medical Inc *		800		261
Sotera Health Co *		3,000		36
STERIS PLC		2,340		526
Stryker Corp		8,298		2,970
Tandem Diabetes Care Inc *		1,662		59
Teladoc Health Inc *		3,810		58
Teleflex Inc		1,139		258
Tenet Healthcare Corp *		2,300		242
Thermo Fisher Scientific Inc		8,947		5,200
Ultragenyx Pharmaceutical Inc *		1,700		79
United Therapeutics Corp *		1,072		246

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
UnitedHealth Group Inc		21,585	$	10,678
Universal Health Services Inc, Cl B		1,375		251
Veeva Systems Inc, Cl A *		3,368		780
Vertex Pharmaceuticals Inc *		5,996		2,506
Viatris Inc, Cl W		27,230		325
Waters Corp *		1,399		482
West Pharmaceutical Services Inc		1,728		684
Zimmer Biomet Holdings Inc		4,822		636
Zoetis Inc, Cl A		10,725		1,815
				137,140
Industrials — 9.4%
3M Co		12,752		1,353
A O Smith Corp		2,800		251
Acuity Brands Inc		719		193
Advanced Drainage Systems Inc		1,600		276
AECOM		3,100		304
AGCO Corp		1,400		172
Air Lease Corp, Cl A		2,500		129
Alaska Air Group Inc *		3,000		129
Allegion plc		2,050		276
Allison Transmission Holdings Inc		2,000		162
American Airlines Group Inc *		14,672		225
AMETEK Inc		5,283		966
Armstrong World Industries Inc		1,000		124
Automatic Data Processing Inc		9,574		2,391
Avis Budget Group Inc		500		61
Axon Enterprise Inc *		1,643		514
AZEK Co Inc/The, Cl A *		3,300		166
Boeing Co/The *		13,138		2,536
Booz Allen Hamilton Holding Corp, Cl A		2,940		436
Broadridge Financial Solutions Inc		2,725		558
Builders FirstSource Inc *		2,900		605
BWX Technologies Inc		2,100		216
CACI International Inc, Cl A *		492		186
Carlisle Cos Inc		1,124		440
Carrier Global Corp		19,252		1,119
Caterpillar Inc, Cl A		11,867		4,348
CH Robinson Worldwide Inc		2,555		195
ChargePoint Holdings Inc *(A)		6,800		13
Cintas Corp		2,001		1,375
Clarivate PLC *		11,200		83
Clean Harbors Inc *		1,200		242
CNH Industrial NV		22,200		288
Concentrix Corp		1,000		66
Copart Inc *		19,856		1,150
Core & Main Inc, Cl A *		4,100		235
Crane Co		1,100		149
CSX Corp		45,700		1,694
Cummins Inc		3,018		889
Curtiss-Wright Corp		900		230
Dayforce Inc *		3,355		222
Deere & Co		5,962		2,449

SEI Institutional Managed Trust

23

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Delta Air Lines Inc, Cl A		14,921	$	714
Donaldson Co Inc, Cl A		2,700		202
Dover Corp		3,251		576
Driven Brands Holdings Inc *		1,500		24
Dun & Bradstreet Holdings Inc		6,000		60
Eaton Corp PLC		9,211		2,880
EMCOR Group Inc		1,100		385
Emerson Electric Co		13,246		1,502
Equifax Inc		2,879		770
Esab Corp		1,366		151
Expeditors International of Washington Inc		3,400		413
Fastenal Co, Cl A		13,187		1,017
FedEx Corp		5,360		1,553
Ferguson PLC		4,700		1,027
Flowserve Corp		2,900		133
Fortive Corp		8,159		702
Fortune Brands Innovations Inc		2,861		242
FTI Consulting Inc *		752		158
Gates Industrial Corp PLC *		3,800		67
Generac Holdings Inc *		1,400		177
General Dynamics Corp		5,655		1,598
General Electric Co		25,114		4,408
Genpact Ltd		4,200		138
Graco Inc		3,800		355
GXO Logistics Inc *		2,633		142
Hayward Holdings Inc *		3,300		51
HEICO Corp		1,050		201
HEICO Corp, Cl A		1,900		293
Hertz Global Holdings Inc *		3,500		27
Hexcel Corp, Cl A		2,000		146
Honeywell International Inc		15,451		3,171
Howmet Aerospace Inc		8,800		602
Hubbell Inc, Cl B		1,205		500
Huntington Ingalls Industries Inc, Cl A		927		270
IDEX Corp		1,803		440
Illinois Tool Works Inc		6,989		1,875
Ingersoll Rand Inc		9,349		888
ITT Inc		1,948		265
Jacobs Solutions Inc		2,895		445
JB Hunt Transport Services Inc		1,910		381
Johnson Controls International PLC		15,726		1,027
KBR Inc		3,000		191
Kirby Corp *		1,400		133
Knight-Swift Transportation Holdings Inc, Cl A		3,527		194
L3Harris Technologies Inc		4,397		937
Landstar System Inc		792		153
Leidos Holdings Inc		3,100		406
Lennox International Inc		731		357
Lincoln Electric Holdings Inc		1,342		343
Lockheed Martin Corp		5,088		2,314
Lyft Inc, Cl A *		7,700		149

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
ManpowerGroup Inc		1,188	$	92
Masco Corp		5,100		402
MasTec Inc *		1,500		140
MDU Resources Group Inc		4,900		124
Mercury Systems Inc *		1,300		38
Middleby Corp/The *		1,239		199
MSA Safety Inc		858		166
MSC Industrial Direct Co Inc, Cl A		1,079		105
Nordson Corp		1,343		369
Norfolk Southern Corp		5,315		1,355
Northrop Grumman Corp		3,278		1,569
nVent Electric PLC		3,700		279
Old Dominion Freight Line Inc, Cl A		4,516		990
Oshkosh Corp		1,500		187
Otis Worldwide Corp		9,626		956
Owens Corning		2,060		344
PACCAR Inc		11,882		1,472
Parker-Hannifin Corp, Cl A		2,956		1,643
Paychex Inc		7,390		908
Paycom Software Inc		1,166		232
Paycor HCM Inc *		1,400		27
Paylocity Holding Corp *		935		161
Pentair PLC		3,700		316
Plug Power Inc *		13,800		48
Quanta Services Inc		3,300		857
RB Global Inc		4,190		319
RBC Bearings Inc *		700		189
Regal Rexnord Corp		1,500		270
Republic Services Inc		4,746		909
Robert Half Inc		2,300		182
Rockwell Automation Inc		2,649		772
Rollins Inc		5,800		268
RTX Corp		33,297		3,247
Ryder System Inc		1,000		120
Saia Inc *		600		351
Schneider National Inc, Cl B		1,500		34
Science Applications International Corp		1,200		157
Sensata Technologies Holding PLC		3,400		125
SiteOne Landscape Supply Inc *		1,052		184
Snap-on Inc		1,179		349
Southwest Airlines Co, Cl A		13,544		395
Spirit AeroSystems Holdings Inc, Cl A *		2,700		97
SS&C Technologies Holdings Inc		5,100		328
Stanley Black & Decker Inc		3,457		339
Stericycle Inc, Cl A *		2,200		116
Sunrun Inc *		4,709		62
Tetra Tech Inc		1,200		222
Textron Inc		4,538		435
Timken Co/The		1,400		122
Toro Co/The		2,400		220
Trane Technologies PLC		5,320		1,597
TransDigm Group Inc		1,213		1,494

24

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
TransUnion		4,400	$	351
Trex Co Inc *		2,500		249
Uber Technologies Inc *		45,529		3,505
U-Haul Holding Co *		237		16
U-Haul Holding Co, Cl B		2,333		156
Union Pacific Corp		14,136		3,477
United Airlines Holdings Inc *		7,473		358
United Parcel Service Inc, Cl B		16,820		2,500
United Rentals Inc		1,543		1,113
Valmont Industries Inc		459		105
Veralto Corp		5,011		444
Verisk Analytics Inc, Cl A		3,349		790
Vertiv Holdings Co, Cl A		8,000		653
Vestis Corp		2,945		57
Waste Management Inc		9,450		2,014
Watsco Inc		776		335
WESCO International Inc		1,000		171
Westinghouse Air Brake Technologies Corp		4,166		607
WillScot Mobile Mini Holdings Corp, Cl A *		4,300		200
Woodward Inc		1,342		207
WW Grainger Inc		1,011		1,029
XPO Inc *		2,633		321
Xylem Inc/NY		5,438		703
				107,812
Information Technology — 27.5%
Accenture PLC, Cl A		14,679		5,088
Adobe Inc *		10,494		5,295
Advanced Micro Devices Inc *		37,223		6,718
Akamai Technologies Inc *		3,400		370
Allegro MicroSystems Inc *		1,800		49
Amdocs Ltd		2,700		244
Amphenol Corp, Cl A		13,532		1,561
Analog Devices Inc		11,537		2,282
ANSYS Inc *		1,975		686
Apple Inc		338,477		58,042
Applied Materials Inc		19,397		4,000
AppLovin Corp, Cl A *		4,800		332
Arista Networks Inc *		5,852		1,697
Arrow Electronics Inc, Cl A *		1,231		159
Aspen Technology Inc *		631		135
Atlassian Corp, Cl A *		3,643		711
Autodesk Inc, Cl A *		4,982		1,297
Avnet Inc		2,100		104
Bentley Systems Inc, Cl B		4,400		230
BILL Holdings Inc *		2,441		168
Broadcom Inc		10,000		13,254
Cadence Design Systems Inc *		6,302		1,962
CCC Intelligent Solutions Holdings Inc *		7,800		93
CDW Corp/DE		3,145		804
Ciena Corp *		3,500		173
Cirrus Logic Inc *		1,300		120
Cisco Systems Inc		94,181		4,701

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Cloudflare Inc, Cl A *		6,800	$	658
Cognex Corp		4,100		174
Cognizant Technology Solutions Corp, Cl A		11,761		862
Coherent Corp *		2,885		175
Confluent Inc, Cl A *		4,200		128
Corning Inc, Cl B		17,614		581
Crane NXT Co		1,100		68
Crowdstrike Holdings Inc, Cl A *		4,986		1,598
Datadog Inc, Cl A *		6,500		803
DocuSign Inc, Cl A *		4,620		275
Dolby Laboratories Inc, Cl A		1,353		113
DoubleVerify Holdings Inc *		3,300		116
Dropbox Inc, Cl A *		5,800		141
DXC Technology Co *		4,581		97
Dynatrace Inc *		6,000		279
Elastic NV *		1,800		180
Enphase Energy Inc *		3,040		368
Entegris Inc		3,400		478
EPAM Systems Inc *		1,292		357
F5 Inc, Cl A *		1,381		262
Fair Isaac Corp *		555		694
First Solar Inc *		2,500		422
Five9 Inc *		1,700		106
Fortinet Inc *		15,235		1,041
Gartner Inc *		1,757		838
Gen Digital Inc		12,601		282
Gitlab Inc, Cl A *		2,100		122
GLOBALFOUNDRIES Inc *		1,900		99
Globant SA *		953		192
GoDaddy Inc, Cl A *		3,325		395
Guidewire Software Inc, Cl Z *		1,882		220
HashiCorp Inc, Cl A *		2,400		65
Hewlett Packard Enterprise Co		30,107		534
HP Inc		20,001		604
HubSpot Inc *		1,071		671
Informatica Inc, Cl A *		900		31
Intel Corp		97,976		4,328
International Business Machines Corp		21,037		4,017
Intuit Inc		6,349		4,127
IPG Photonics Corp *		672		61
Jabil Inc		2,900		388
Juniper Networks Inc		7,200		267
Keysight Technologies Inc *		4,132		646
KLA Corp		3,141		2,194
Kyndryl Holdings Inc *		5,177		113
Lam Research Corp		3,014		2,928
Lattice Semiconductor Corp *		3,100		243
Littelfuse Inc		600		145
Lumentum Holdings Inc *		1,600		76
Manhattan Associates Inc *		1,405		352
Marvell Technology Inc		19,759		1,401
Microchip Technology Inc		12,450		1,117

SEI Institutional Managed Trust

25

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Micron Technology Inc		25,273	$	2,979
Microsoft Corp		172,675		72,648
MKS Instruments Inc		1,500		199
MongoDB Inc, Cl A *		1,564		561
Monolithic Power Systems Inc		1,084		734
Motorola Solutions Inc		3,864		1,372
nCino inc *		1,600		60
NCR Voyix Corp *		3,023		38
NetApp Inc		4,800		504
Nutanix Inc, Cl A *		5,559		343
NVIDIA Corp		55,120		49,804
Okta Inc, Cl A *		3,516		368
ON Semiconductor Corp *		9,957		732
Oracle Corp, Cl B		35,793		4,496
Palantir Technologies Inc, Cl A *		44,720		1,029
Palo Alto Networks Inc *		7,123		2,024
Pegasystems Inc		900		58
Procore Technologies Inc *		1,900		156
PTC Inc *		2,665		504
Pure Storage Inc, Cl A *		6,500		338
Qorvo Inc *		2,224		255
QUALCOMM Inc		25,857		4,378
RingCentral Inc, Cl A *		2,155		75
Roper Technologies Inc		2,417		1,356
Salesforce Inc		21,704		6,537
SentinelOne Inc, Cl A *		5,500		128
ServiceNow Inc *		4,764		3,632
Skyworks Solutions Inc		3,626		393
Smartsheet Inc, Cl A *		3,000		115
Snowflake Inc, Cl A *		7,300		1,180
Synopsys Inc *		3,567		2,039
TD SYNNEX Corp		1,300		147
Teledyne Technologies Inc *		1,094		470
Teradata Corp *		2,397		93
Teradyne Inc		3,554		401
Texas Instruments Inc		21,057		3,668
Trimble Inc *		5,600		360
Twilio Inc, Cl A *		3,858		236
Tyler Technologies Inc *		960		408
Ubiquiti Inc		69		8
UiPath Inc, Cl A *		8,600		195
Unity Software Inc *		6,553		175
Universal Display Corp		1,042		176
VeriSign Inc *		2,048		388
Viasat Inc *		2,900		52
Vontier Corp		3,463		157
Western Digital Corp *		7,392		504
Wolfspeed Inc *		2,930		86
Workday Inc, Cl A *		4,654		1,269
Zebra Technologies Corp, Cl A *		1,184		357
Zoom Video Communications Inc, Cl A *		6,000		392

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Zscaler Inc *		2,064	$	398
				315,682
Materials — 2.5%
Air Products and Chemicals Inc		5,185		1,256
Albemarle Corp		2,720		358
Alcoa Corp		4,000		135
Amcor PLC		32,700		311
AptarGroup Inc		1,500		216
Ardagh Metal Packaging SA		5,550		19
Ashland Inc		1,100		107
Avery Dennison Corp		1,866		417
Axalta Coating Systems Ltd *		5,000		172
Ball Corp		7,035		474
Berry Global Group Inc		2,677		162
Celanese Corp, Cl A		2,238		385
CF Industries Holdings Inc		4,437		369
Chemours Co/The		3,600		95
Cleveland-Cliffs Inc *		11,300		257
Corteva Inc		16,534		954
Crown Holdings Inc		2,500		198
Dow Inc		16,375		949
DuPont de Nemours Inc		9,938		762
Eagle Materials Inc		759		206
Eastman Chemical Co		2,732		274
Ecolab Inc		5,788		1,336
Element Solutions Inc		5,000		125
FMC Corp		2,810		179
Freeport-McMoRan Inc, Cl B		33,102		1,556
Ginkgo Bioworks Holdings Inc *(A)		34,200		40
Graphic Packaging Holding Co		7,200		210
Huntsman Corp		4,005		104
International Flavors & Fragrances Inc		5,969		513
International Paper Co		7,891		308
Linde PLC		11,300		5,247
Louisiana-Pacific Corp		1,400		117
LyondellBasell Industries NV, Cl A		5,961		610
Martin Marietta Materials Inc, Cl A		1,416		869
Mosaic Co/The		7,800		253
MP Materials Corp *		2,400		34
NewMarket Corp		182		116
Newmont Corp		26,755		959
Nucor Corp		5,741		1,136
Olin Corp		2,900		171
Packaging Corp of America		2,064		392
PPG Industries Inc		5,388		781
Reliance Inc		1,329		444
Royal Gold Inc, Cl A		1,547		188
RPM International Inc		2,900		345
Scotts Miracle-Gro Co/The, Cl A		877		65
Sealed Air Corp		3,400		126
Sherwin-Williams Co/The, Cl A		5,542		1,925
Silgan Holdings Inc		2,030		99

26

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Sonoco Products Co		2,200	$	127
Southern Copper Corp		1,900		202
SSR Mining Inc		5,300		24
Steel Dynamics Inc		3,549		526
United States Steel Corp		5,000		204
Vulcan Materials Co		3,039		829
Westlake Corp		732		112
Westrock Co		5,800		287
				28,635
Real Estate — 2.5%
Agree Realty Corp ‡		2,300		131
Alexandria Real Estate Equities Inc ‡		3,948		509
American Homes 4 Rent, Cl A ‡		7,600		280
American Tower Corp, Cl A ‡		10,784		2,131
Americold Realty Trust Inc ‡		6,400		159
Apartment Income REIT Corp ‡		3,365		109
AvalonBay Communities Inc ‡		3,259		605
Boston Properties Inc ‡		3,562		233
Brixmor Property Group Inc ‡		7,000		164
Camden Property Trust ‡		2,369		233
CBRE Group Inc, Cl A *		7,000		681
CoStar Group Inc *		9,400		908
Cousins Properties Inc ‡		3,600		87
Crown Castle Inc ‡		10,036		1,062
CubeSmart ‡		5,100		231
Digital Realty Trust Inc, Cl A ‡		6,973		1,004
EastGroup Properties Inc ‡		1,100		198
EPR Properties, Cl A ‡		1,700		72
Equinix Inc ‡		2,172		1,793
Equity LifeStyle Properties Inc ‡		4,000		258
Equity Residential ‡		8,683		548
Essex Property Trust Inc ‡		1,517		371
Extra Space Storage Inc ‡		4,865		715
Federal Realty Investment Trust ‡		1,846		189
First Industrial Realty Trust Inc ‡		3,100		163
Gaming and Leisure Properties Inc ‡		5,810		268
Healthcare Realty Trust Inc, Cl A ‡		8,600		122
Healthpeak Properties Inc ‡		16,470		309
Highwoods Properties Inc ‡		2,378		62
Host Hotels & Resorts Inc ‡		16,102		333
Howard Hughes Holdings Inc *		763		55
Invitation Homes Inc ‡		14,200		506
Iron Mountain Inc ‡		6,600		529
Jones Lang LaSalle Inc *		1,103		215
Kilroy Realty Corp ‡		2,800		102
Kimco Realty Corp ‡		14,905		292
Lamar Advertising Co, Cl A ‡		2,000		239
Medical Properties Trust Inc ‡(A)		13,835		65
Mid-America Apartment Communities Inc ‡		2,700		355
National Storage Affiliates Trust ‡		2,000		78
NET Lease Office Properties ‡		355		8
NNN REIT Inc ‡		4,100		175

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Omega Healthcare Investors Inc ‡		5,645	$	179
Park Hotels & Resorts Inc ‡		5,100		89
Prologis Inc ‡		21,412		2,788
Public Storage ‡		3,656		1,060
Rayonier Inc ‡		3,500		116
Realty Income Corp ‡		19,313		1,045
Regency Centers Corp ‡		4,100		248
Rexford Industrial Realty Inc ‡		4,900		246
SBA Communications Corp, Cl A ‡		2,537		550
Simon Property Group Inc ‡		7,535		1,179
STAG Industrial Inc ‡		4,100		158
Sun Communities Inc ‡		2,883		371
UDR Inc ‡		7,400		277
Ventas Inc ‡		9,090		396
VICI Properties Inc, Cl A ‡		23,994		715
Vornado Realty Trust ‡		4,200		121
Welltower Inc ‡		12,800		1,196
Weyerhaeuser Co ‡		16,997		610
WP Carey Inc ‡		4,990		282
Zillow Group Inc, Cl A *		1,200		57
Zillow Group Inc, Cl C *		3,500		171
				28,401
Utilities — 2.0%
AES Corp/The		15,200		273
Alliant Energy Corp		5,721		288
Ameren Corp		6,125		453
American Electric Power Co Inc		12,229		1,053
American Water Works Co Inc		4,465		546
Atmos Energy Corp		3,466		412
Avangrid Inc		1,600		58
Brookfield Renewable Corp, Cl A		3,100		76
CenterPoint Energy Inc		14,355		409
Clearway Energy Inc, Cl A		900		19
Clearway Energy Inc, Cl C		2,100		48
CMS Energy Corp		6,610		399
Consolidated Edison Inc		8,079		734
Constellation Energy Corp		7,413		1,370
Dominion Energy Inc		19,402		954
DTE Energy Co		4,713		528
Duke Energy Corp		17,812		1,723
Edison International		8,649		612
Entergy Corp		4,889		517
Essential Utilities Inc		5,900		219
Evergy Inc		5,017		268
Exelon Corp		23,039		866
FirstEnergy Corp		12,400		479
Hawaiian Electric Industries Inc		2,800		32
IDACORP Inc, Cl A		1,200		111
National Fuel Gas Co		2,100		113
NextEra Energy Inc		47,555		3,039
NiSource Inc		9,400		260
NRG Energy Inc		5,200		352

SEI Institutional Managed Trust

27

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Large Cap Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
OGE Energy Corp		4,500	$	154
PG&E Corp		47,206		791
Pinnacle West Capital Corp		2,600		194
PPL Corp		16,803		463
Public Service Enterprise Group Inc		11,504		768
Sempra		14,562		1,046
Southern Co/The		25,262		1,812
UGI Corp		5,030		123
Vistra Corp		8,469		590
WEC Energy Group Inc		7,284		598
Xcel Energy Inc		12,590		677
				23,427
Total Common Stock
(Cost $605,495) ($ Thousands)				1,116,454

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.340% **†(B)		532,947	$	531
Total Affiliated Partnership
(Cost $533) ($ Thousands)				531
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		28,152,467		28,152
Total Cash Equivalent
(Cost $28,152) ($ Thousands)				28,152
Total Investments in Securities — 99.9%
(Cost $634,180) ($ Thousands)			$	1,145,137

A list of the open futures contracts held by the Fund at March 31, 2024 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		89		Jun-2024	$	23,106	$	23,623	$	517
S&P Mid Cap 400 Index E-MINI		20		Jun-2024		5,951		6,155		204
					$	29,057	$	29,778	$	721

	Percentages are based on Net Assets of $1,146,360 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $531 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		1,116,454		–		–		1,116,454
Affiliated Partnership		–		531		–		531
Cash Equivalent		28,152		–		–		28,152
Total Investments in Securities		1,144,606		531		–		1,145,137

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		721		–		–		721
Total Other Financial Instruments		721		–		–		721

* 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.

28

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Investments Co	$	151	$	—	$	(6	)	$	(1	)	$	29	$	173	$	1	$	—
SEI Liquidity Fund, LP		567		867		(903	)		—			—		531		15		—
SEI Daily Income Trust, Government Fund, Institutional Class		32,499		80,993		(85,340	)		—			—		28,152		647		—
Totals	$	33,217	$	81,860	$	(86,249	)	$	(1	)	$	29	$	28,856	$	663	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

29

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Large Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.5%
Communication Services — 6.7%
Alphabet Inc, Cl A *		522,924	$	78,925
Alphabet Inc, Cl C *		456,960		69,577
AT&T Inc		746,091		13,131
Charter Communications Inc, Cl A *		12,696		3,690
Comcast Corp, Cl A		240,091		10,408
Electronic Arts Inc		44,812		5,945
Meta Platforms Inc, Cl A		111,272		54,031
Nexstar Media Group Inc, Cl A		14,442		2,488
Omnicom Group Inc		76,231		7,376
Sirius XM Holdings Inc (A)		752,237		2,919
TEGNA Inc		66,265		990
Verizon Communications Inc		97,068		4,073
Walt Disney Co/The		266,981		32,668
Warner Bros Discovery Inc *		14,202		124
				286,345
Consumer Discretionary — 10.9%
Amazon.com Inc, Cl A *		368,960		66,553
AutoZone Inc *		16,513		52,043
Best Buy Co Inc		85,787		7,037
Booking Holdings Inc		2,537		9,204
BorgWarner Inc		89,239		3,100
Brinker International Inc *		141,821		7,046
Darden Restaurants Inc		3,127		523
Dick's Sporting Goods Inc		94,331		21,211
Domino's Pizza Inc		16,892		8,393
DR Horton Inc		16,198		2,665
eBay Inc		127,055		6,706
Foot Locker Inc, Cl A		164,494		4,688
General Motors Co		179,947		8,161
Genuine Parts Co		79,642		12,339
Goodyear Tire & Rubber Co/The *		406,438		5,580

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Grand Canyon Education Inc *		9,300	$	1,267
Harley-Davidson Inc, Cl A		88,020		3,850
Home Depot Inc/The		28,380		10,886
Lear Corp		45,049		6,527
Lowe's Cos Inc		320,236		81,574
Magna International Inc, Cl A		19,822		1,080
NIKE Inc, Cl B		357,743		33,621
O'Reilly Automotive Inc *		1,906		2,152
Phinia Inc		17,847		686
PulteGroup Inc		251,522		30,338
PVH Corp		35,794		5,033
Ross Stores Inc		48,881		7,174
Royal Caribbean Cruises Ltd *		51,128		7,107
Starbucks Corp		68,046		6,219
TJX Cos Inc/The		374,562		37,988
TopBuild Corp *		16,986		7,486
Whirlpool Corp		66,069		7,904
				466,141
Consumer Staples — 6.2%
Altria Group Inc		246,529		10,754
Archer-Daniels-Midland Co		50,878		3,196
Coca-Cola Co/The		123,765		7,572
Conagra Brands Inc		258,149		7,651
Constellation Brands Inc, Cl A		10,975		2,983
Costco Wholesale Corp		9,292		6,808
Dollar General Corp		45,559		7,110
Estee Lauder Cos Inc/The, Cl A		35,000		5,395
Hershey Co/The		26,426		5,140
Ingredion Inc		26,094		3,049
Kimberly-Clark Corp		41,873		5,416
Kraft Heinz Co/The		115,076		4,246
Kroger Co/The		798,798		45,635
Lamb Weston Holdings Inc		16,377		1,745
Molson Coors Beverage Co, Cl B		246,452		16,574
Mondelez International Inc, Cl A		24,475		1,713
Monster Beverage Corp *		27,454		1,627
PepsiCo Inc		208,587		36,505
Philip Morris International Inc		269,916		24,730
Procter & Gamble Co/The		233,806		37,935
Target Corp, Cl A		53,833		9,540
Tyson Foods Inc, Cl A		253,116		14,865
Walmart Inc		127,956		7,699
				267,888
Energy — 4.2%
Canadian Natural Resources Ltd		247,006		18,851
Chevron Corp		178,499		28,156
ConocoPhillips		179,580		22,857
Devon Energy Corp		357,504		17,940
Exxon Mobil Corp		129,439		15,046
HF Sinclair Corp		40,846		2,466
Marathon Petroleum Corp		152,241		30,677

30

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Phillips 66		95,701	$	15,632
Valero Energy Corp		163,189		27,855
				179,480
Financials — 16.2%
Aflac Inc		136,144		11,689
Allstate Corp/The		49,660		8,592
American Financial Group Inc/OH		11,100		1,515
Ameriprise Financial Inc		82,444		36,147
Assurant Inc		33,412		6,289
Assured Guaranty Ltd		31,872		2,781
Bank of America Corp		1,369,018		51,913
Berkshire Hathaway Inc, Cl B *		93,247		39,212
Capital One Financial Corp		43,778		6,518
Chubb Ltd		5,209		1,350
Citigroup Inc		289,630		18,316
CME Group Inc, Cl A		77,815		16,753
Discover Financial Services		126,480		16,580
Everest Group Ltd		38,172		15,173
FactSet Research Systems Inc		7,277		3,307
Fifth Third Bancorp		492,899		18,341
Goldman Sachs Group Inc/The		21,644		9,040
Hartford Financial Services Group Inc/The		66,936		6,898
Intercontinental Exchange Inc		50,750		6,975
JPMorgan Chase & Co		412,282		82,580
KKR & Co Inc		72,133		7,255
Marsh & McLennan Cos Inc		34,088		7,021
Mastercard Inc, Cl A		117,450		56,560
Moody's Corp		164,081		64,489
Morgan Stanley		311,935		29,372
MSCI Inc, Cl A		64,006		35,872
Navient Corp		263,511		4,585
PNC Financial Services Group Inc/The		36,433		5,888
Popular Inc		93,782		8,261
Progressive Corp/The		4,956		1,025
Prudential Financial Inc		17,700		2,078
Regions Financial Corp		507,300		10,674
S&P Global Inc		15,324		6,520
Travelers Cos Inc/The		118,288		27,223
Truist Financial Corp		28,769		1,121
Visa Inc, Cl A		182,933		51,053
Voya Financial Inc		152,795		11,295
Wells Fargo & Co		92,870		5,383
				695,644
Health Care — 13.7%
Abbott Laboratories		84,496		9,604
AbbVie Inc		92,048		16,762
Amgen Inc, Cl A		120,417		34,237
AstraZeneca PLC ADR		99,185		6,720
Becton Dickinson & Co		113,758		28,149
Biogen Inc *		23,794		5,131
Bristol-Myers Squibb Co		100,000		5,423

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cardinal Health Inc		36,074	$	4,037
Cencora Inc, Cl A		137,635		33,444
Centene Corp *		19,739		1,549
Cigna Group/The		27,340		9,929
CVS Health Corp		205,055		16,355
Danaher Corp, Cl A		27,463		6,858
Edwards Lifesciences Corp, Cl A *		61,914		5,916
Elevance Health Inc		10,844		5,623
Eli Lilly & Co		17,885		13,914
Gilead Sciences Inc		120,443		8,822
HCA Healthcare Inc		109,165		36,410
Humana Inc		11,818		4,097
IDEXX Laboratories Inc *		12,340		6,663
Intuitive Surgical Inc *		21,300		8,501
Johnson & Johnson		497,850		78,755
McKesson Corp		12,923		6,938
Medtronic PLC		35,661		3,108
Merck & Co Inc		563,613		74,369
Mettler-Toledo International Inc *		28,371		37,770
Novartis AG ADR		32,225		3,117
Novo Nordisk A/S ADR		54,725		7,027
Organon & Co		761,962		14,325
Pfizer Inc		706,138		19,595
Sandoz Group ADR *		6,445		194
United Therapeutics Corp *		22,931		5,268
UnitedHealth Group Inc		120,227		59,476
Veeva Systems Inc, Cl A *		4,706		1,090
Vertex Pharmaceuticals Inc *		2,576		1,077
Viatris Inc, Cl W		359,688		4,295
Zoetis Inc, Cl A		33,352		5,643
				590,191
Industrials — 10.2%
AerCap Holdings NV *		20,386		1,772
AGCO Corp		52,600		6,471
Alaska Air Group Inc *		21,775		936
Carlisle Cos Inc		6,137		2,405
Carrier Global Corp		357,041		20,755
Caterpillar Inc, Cl A		25,261		9,256
Chart Industries Inc *		29,522		4,863
Cummins Inc		8,214		2,420
Deere & Co		14,637		6,012
Delta Air Lines Inc, Cl A		128,832		6,167
Eaton Corp PLC		27,035		8,453
FedEx Corp		20,626		5,976
Fortive Corp		67,655		5,820
Graco Inc		542,313		50,685
GXO Logistics Inc *		266,043		14,302
Huntington Ingalls Industries Inc, Cl A		41,706		12,156
Illinois Tool Works Inc		47,481		12,741
Johnson Controls International PLC		490,100		32,013
L3Harris Technologies Inc		25,220		5,374
Lockheed Martin Corp		15,688		7,136

SEI Institutional Managed Trust

31

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Large Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ManpowerGroup Inc		127,792	$	9,922
Middleby Corp/The *		100,000		16,079
Northrop Grumman Corp		12,855		6,153
Oshkosh Corp		61,954		7,726
PACCAR Inc		59,000		7,310
Robert Half Inc		51,320		4,069
Rollins Inc		48,391		2,239
RTX Corp		247,761		24,164
Siemens AG ADR		170,436		16,265
Southwest Airlines Co, Cl A		86,460		2,524
SPX Technologies Inc *		62,254		7,665
Textron Inc		190,528		18,277
Timken Co/The		112,333		9,821
TransDigm Group Inc		27,487		33,853
United Airlines Holdings Inc *		21,156		1,013
Veralto Corp		32,335		2,867
Waste Management Inc		18,232		3,886
WW Grainger Inc		45,652		46,442
				435,988
Information Technology — 23.4%
Adobe Inc *		132,564		66,892
Amphenol Corp, Cl A		104,624		12,068
Analog Devices Inc		123,654		24,457
Apple Inc		800,024		137,188
Applied Materials Inc		148,944		30,717
Arista Networks Inc *		85,796		24,879
Broadcom Inc		27,392		36,306
Cadence Design Systems Inc *		10,238		3,187
Cisco Systems Inc		488,328		24,372
Cognizant Technology Solutions Corp, Cl A		8,912		653
Corning Inc, Cl B		177,573		5,853
Dropbox Inc, Cl A *		357,035		8,676
Fair Isaac Corp *		6,327		7,906
Hewlett Packard Enterprise Co		294,388		5,219
HP Inc		447,766		13,531
Intel Corp		334,938		14,794
International Business Machines Corp		6,932		1,324
Intuit Inc		91,995		59,797
Juniper Networks Inc		7,046		261
Keysight Technologies Inc *		96,705		15,123
Lam Research Corp		6,981		6,783
Marvell Technology Inc		74,923		5,311
Microchip Technology Inc		496,362		44,529
Micron Technology Inc		156,515		18,452
Microsoft Corp		486,353		204,618
Motorola Solutions Inc		21,424		7,605
NetApp Inc		45,929		4,821
NVIDIA Corp		23,859		21,558
Oracle Corp, Cl B		453,993		57,026
QUALCOMM Inc		67,431		11,416
Roper Technologies Inc		51,458		28,860
Salesforce Inc		55,295		16,654

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SAP SE ADR (A)		157,922	$	30,800
Seagate Technology Holdings PLC		72,578		6,753
ServiceNow Inc *		8,865		6,759
Texas Instruments Inc		44,297		7,717
VeriSign Inc *		91,384		17,318
Vishay Intertechnology Inc		436,245		9,894
Western Digital Corp *		33,750		2,303
				1,002,380
Materials — 5.0%
Cabot Corp		81,410		7,506
Celanese Corp, Cl A		28,298		4,863
Corteva Inc		64,004		3,691
Dow Inc		162,912		9,438
DuPont de Nemours Inc		37,261		2,857
Eastman Chemical Co		135,211		13,551
Ecolab Inc		30,841		7,121
Huntsman Corp		278,086		7,239
Ingevity Corp *		14,131		674
Linde PLC		123,959		57,557
LyondellBasell Industries NV, Cl A		74,826		7,653
O-I Glass Inc, Cl I *		451,358		7,488
Reliance Inc		11,055		3,694
Sherwin-Williams Co/The, Cl A		160,019		55,579
Steel Dynamics Inc		152,103		22,546
Sylvamo Corp		12,276		758
Westrock Co		27,405		1,355
				213,570
Real Estate — 1.5%
American Tower Corp, Cl A ‡		101,757		20,106
Brandywine Realty Trust ‡		24,300		117
CBRE Group Inc, Cl A *		41,173		4,004
Crown Castle Inc ‡		34,157		3,615
Equinix Inc ‡		1,986		1,639
Healthpeak Properties Inc ‡		629,400		11,801
Invitation Homes Inc ‡		28,203		1,004
Omega Healthcare Investors Inc ‡		48,451		1,534
Public Storage ‡		4,106		1,191
Sabra Health Care REIT Inc ‡		246,508		3,641
SBA Communications Corp, Cl A ‡		18,373		3,981
Service Properties Trust ‡		643,756		4,365
Welltower Inc ‡		70,223		6,562
				63,560
Utilities — 1.5%
Ameren Corp		64,109		4,741
American Electric Power Co Inc		57,553		4,955
Constellation Energy Corp		37,812		6,990
Duke Energy Corp		77,340		7,480
Edison International		100,625		7,117
Exelon Corp		132,096		4,963
NextEra Energy Inc		127,278		8,134
NRG Energy Inc		264,927		17,933

32

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		40,284	$	2,806
				65,119
Total Common Stock
(Cost $1,174,398) ($ Thousands)				4,266,306
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, LP
5.340% **†(B)		34,824,286		34,830
Total Affiliated Partnership
(Cost $34,831) ($ Thousands)				34,830

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		22,292,992	$	22,293
Total Cash Equivalent
(Cost $22,293) ($ Thousands)				22,293
Total Investments in Securities — 100.8%
(Cost $1,231,522) ($ Thousands)			$	4,323,429

A list of the open futures contracts held by the Fund at March 31, 2024 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		45		Jun-2024	$	11,780	$	11,944	$	164
S&P Mid Cap 400 Index E-MINI		12		Jun-2024		3,589		3,693		104
					$	15,369	$	15,637	$	268

	Percentages are based on Net Assets of $4,290,307 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $34,830 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		4,266,306		–		–		4,266,306
Affiliated Partnership		–		34,830		–		34,830
Cash Equivalent		22,293		–		–		22,293
Total Investments in Securities		4,288,599		34,830		–		4,323,429

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		268		–		–		268
Total Other Financial Instruments		268		–		–		268

* 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.

SEI Institutional Managed Trust

33

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Large Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,657	$	86,965	$	(55,765	)	$	(4	)	$	(23	)	$	34,830	$	326	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		26,387		355,493		(359,587	)		—			—			22,293		543		—
Totals	$	30,044	$	442,458	$	(415,352	)	$	(4	)	$	(23	)	$	57,123	$	869	$	—

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

See “Glossary” for abbreviations.

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

34

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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†† — 97.8%
Communication Services — 8.8%
Alphabet Inc, Cl A *		134,490	$	20,299
Alphabet Inc, Cl C *		112,555		17,138
AT&T Inc		162,717		2,864
Charter Communications Inc, Cl A *		2,332		678
Comcast Corp, Cl A		90,355		3,917
Electronic Arts Inc		5,578		740
Fox Corp, Cl A		5,686		178
Fox Corp, Cl B		3,181		91
Interpublic Group of Cos Inc/The		8,801		287
Live Nation Entertainment Inc *		3,300		349
Match Group Inc *		6,200		225
Meta Platforms Inc, Cl A		50,237		24,394
Netflix Inc *		9,915		6,022
News Corp, Cl A		8,575		224
News Corp, Cl B		2,700		73
Omnicom Group Inc		4,504		436
Paramount Global, Cl B		11,217		132
Take-Two Interactive Software Inc, Cl A *		3,600		534
T-Mobile US Inc		11,876		1,938
Verizon Communications Inc		95,713		4,016
Walt Disney Co/The		41,624		5,093
Warner Bros Discovery Inc *		51,074		446
				90,074
Consumer Discretionary — 10.2%
Airbnb Inc, Cl A *		9,850		1,625
Amazon.com Inc, Cl A *		208,589		37,625
Aptiv PLC *		6,370		507
AutoZone Inc *		402		1,267
Bath & Body Works Inc		5,227		261
Best Buy Co Inc		4,454		365
Booking Holdings Inc		795		2,884
BorgWarner Inc		5,553		193
Caesars Entertainment Inc *		5,000		219
CarMax Inc *		3,700		322
Carnival Corp *		23,384		382

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Chipotle Mexican Grill Inc, Cl A *		639	$	1,857
Darden Restaurants Inc		2,718		454
Deckers Outdoor Corp *		600		565
Domino's Pizza Inc		795		395
DR Horton Inc		6,858		1,128
eBay Inc		11,799		623
Etsy Inc *		2,800		192
Expedia Group Inc *		3,055		421
Ford Motor Co		89,370		1,187
Garmin Ltd		3,471		517
General Motors Co		26,347		1,195
Genuine Parts Co		3,196		495
Hasbro Inc		3,096		175
Hilton Worldwide Holdings Inc		5,800		1,237
Home Depot Inc/The		22,808		8,749
Las Vegas Sands Corp		8,400		434
Lennar Corp, Cl A		5,674		976
LKQ Corp		6,100		326
Lowe's Cos Inc		13,159		3,352
Lululemon Athletica Inc *		2,600		1,016
Marriott International Inc/MD, Cl A		5,650		1,426
McDonald's Corp		16,504		4,653
MGM Resorts International *		6,350		300
Mohawk Industries Inc *		1,200		157
NIKE Inc, Cl B		27,850		2,617
Norwegian Cruise Line Holdings Ltd *		9,700		203
NVR Inc *		72		583
O'Reilly Automotive Inc *		1,390		1,569
Pool Corp		922		372
PulteGroup Inc		4,899		591
Ralph Lauren Corp, Cl A		905		170
Ross Stores Inc		7,719		1,133
Royal Caribbean Cruises Ltd *		5,400		751
Starbucks Corp		26,004		2,377
Tapestry Inc		5,219		248
Tesla Inc *		63,238		11,117
TJX Cos Inc/The		26,036		2,641
Tractor Supply Co		2,480		649
Ulta Beauty Inc *		1,147		600
VF Corp		7,665		118
Wynn Resorts Ltd		2,229		228
Yum! Brands Inc		6,370		883
				104,330
Consumer Staples — 5.8%
Altria Group Inc		40,273		1,757
Archer-Daniels-Midland Co		12,118		761
Brown-Forman Corp, Cl B		4,265		220
Bunge Global SA		3,300		338
Campbell Soup Co		4,484		199
Church & Dwight Co Inc		5,676		592
Clorox Co/The		2,802		429
Coca-Cola Co/The		88,548		5,417

SEI Institutional Managed Trust

35

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Colgate-Palmolive Co		18,695	$	1,684
Conagra Brands Inc		10,765		319
Constellation Brands Inc, Cl A		3,707		1,008
Costco Wholesale Corp		10,119		7,414
Dollar General Corp		4,981		777
Dollar Tree Inc *		4,754		633
Estee Lauder Cos Inc/The, Cl A		5,250		809
General Mills Inc		13,186		923
Hershey Co/The		3,412		664
Hormel Foods Corp		6,708		234
J M Smucker Co/The		2,453		309
Kellanova		5,967		342
Kenvue Inc		39,160		840
Keurig Dr Pepper Inc		22,900		702
Kimberly-Clark Corp		7,703		996
Kraft Heinz Co/The		18,108		668
Kroger Co/The		15,036		859
Lamb Weston Holdings Inc		3,300		352
McCormick & Co Inc/MD		5,732		440
Molson Coors Beverage Co, Cl B		4,151		279
Mondelez International Inc, Cl A		30,920		2,164
Monster Beverage Corp *		16,808		996
PepsiCo Inc		31,279		5,474
Philip Morris International Inc		35,327		3,237
Procter & Gamble Co/The		53,672		8,708
Sysco Corp, Cl A		11,420		927
Target Corp, Cl A		10,528		1,866
Tyson Foods Inc, Cl A		6,603		388
Walgreens Boots Alliance Inc		16,257		353
Walmart Inc		97,419		5,862
				59,940
Energy — 3.9%
APA Corp		6,931		238
Baker Hughes Co, Cl A		23,149		776
Chevron Corp		39,529		6,235
ConocoPhillips		26,978		3,434
Coterra Energy Inc		17,313		483
Devon Energy Corp		14,513		728
Diamondback Energy Inc, Cl A		4,051		803
EOG Resources Inc		13,307		1,701
EQT Corp		9,300		345
Exxon Mobil Corp		90,552		10,526
Halliburton Co		20,342		802
Hess Corp		6,275		958
Kinder Morgan Inc		43,882		805
Marathon Oil Corp		13,256		376
Marathon Petroleum Corp		8,438		1,700
Occidental Petroleum Corp		14,962		972
ONEOK Inc		13,209		1,059
Phillips 66		10,037		1,640
Pioneer Natural Resources Co		5,266		1,382
Schlumberger NV, Cl A		32,500		1,781

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Targa Resources Corp		5,100	$	571
Valero Energy Corp		7,753		1,323
Williams Cos Inc/The		27,669		1,078
				39,716
Financials — 12.9%
Aflac Inc		12,084		1,038
Allstate Corp/The		5,959		1,031
American Express Co		13,095		2,982
American International Group Inc		15,935		1,246
Ameriprise Financial Inc		2,281		1,000
Aon PLC, Cl A		4,551		1,519
Arch Capital Group Ltd *		8,500		786
Arthur J Gallagher & Co		4,949		1,237
Assurant Inc		1,205		227
Bank of America Corp		156,709		5,942
Bank of New York Mellon Corp/The		17,499		1,008
Berkshire Hathaway Inc, Cl B *		41,490		17,447
BlackRock Inc		3,169		2,642
Blackstone Inc, Cl A		16,200		2,128
Brown & Brown Inc		5,400		473
Capital One Financial Corp		8,649		1,288
Cboe Global Markets Inc		2,400		441
Charles Schwab Corp/The		33,859		2,449
Chubb Ltd		9,301		2,410
Cincinnati Financial Corp		3,583		445
Citigroup Inc		43,598		2,757
Citizens Financial Group Inc		10,700		388
CME Group Inc, Cl A		8,212		1,768
Comerica Inc		3,092		170
Corpay Inc *		1,679		518
Discover Financial Services		5,708		748
Everest Group Ltd		987		392
Eversource Energy		7,935		474
FactSet Research Systems Inc		900		409
Fidelity National Information Services Inc, Cl B		13,465		999
Fifth Third Bancorp		15,711		585
Fiserv Inc, Cl A *		13,705		2,190
Franklin Resources Inc		6,438		181
Global Payments Inc		5,883		786
Globe Life Inc		1,939		226
Goldman Sachs Group Inc/The		7,418		3,098
Hartford Financial Services Group Inc/The		6,786		699
Huntington Bancshares Inc/OH		32,814		458
Intercontinental Exchange Inc		13,005		1,787
Invesco Ltd		10,416		173
Jack Henry & Associates Inc		1,600		278
JPMorgan Chase & Co		65,858		13,191
KeyCorp		21,783		344
Loews Corp		4,162		326
M&T Bank Corp		3,734		543
MarketAxess Holdings Inc		856		188

36

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Marsh & McLennan Cos Inc		11,259	$	2,319
Mastercard Inc, Cl A		18,897		9,100
MetLife Inc		14,089		1,044
Moody's Corp		3,571		1,404
Morgan Stanley		28,736		2,706
MSCI Inc, Cl A		1,834		1,028
Nasdaq Inc, Cl A		7,877		497
Northern Trust Corp		4,709		419
PayPal Holdings Inc *		24,529		1,643
PNC Financial Services Group Inc/The		9,013		1,456
Principal Financial Group Inc, Cl A		5,057		436
Progressive Corp/The		13,285		2,748
Prudential Financial Inc		8,166		959
Raymond James Financial Inc		4,258		547
Regions Financial Corp		21,363		449
S&P Global Inc		7,355		3,129
State Street Corp		6,995		541
Synchrony Financial		9,463		408
T Rowe Price Group Inc		5,093		621
Travelers Cos Inc/The		5,156		1,187
Truist Financial Corp		30,306		1,181
US Bancorp		35,438		1,584
Visa Inc, Cl A		36,049		10,061
W R Berkley Corp		4,700		416
Wells Fargo & Co		82,623		4,789
Willis Towers Watson PLC		2,319		638
				132,725
Health Care — 12.1%
Abbott Laboratories		39,512		4,491
AbbVie Inc		40,213		7,323
Agilent Technologies Inc		6,715		977
Align Technology Inc *		1,586		520
Amgen Inc, Cl A		12,222		3,475
Baxter International Inc		11,535		493
Becton Dickinson & Co		6,578		1,628
Biogen Inc *		3,306		713
Bio-Rad Laboratories Inc, Cl A *		431		149
Bio-Techne Corp		3,652		257
Boston Scientific Corp *		33,276		2,279
Bristol-Myers Squibb Co		46,303		2,511
Cardinal Health Inc		5,659		633
Catalent Inc *		4,200		237
Cencora Inc, Cl A		3,796		922
Centene Corp *		12,139		953
Charles River Laboratories International Inc *		1,160		314
Cigna Group/The		6,643		2,413
Cooper Cos Inc/The		4,416		448
CVS Health Corp		29,176		2,327
Danaher Corp, Cl A		15,012		3,749
DaVita Inc *		1,256		173
DENTSPLY SIRONA Inc		5,009		166

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Dexcom Inc *		8,822	$	1,224
Edwards Lifesciences Corp, Cl A *		13,742		1,313
Elevance Health Inc		5,379		2,789
Eli Lilly & Co		18,239		14,189
GE HealthCare Technologies Inc		9,262		842
Gilead Sciences Inc		28,314		2,074
HCA Healthcare Inc		4,531		1,511
Henry Schein Inc *		3,000		227
Hologic Inc *		5,600		437
Humana Inc		2,781		964
IDEXX Laboratories Inc *		1,923		1,038
Illumina Inc *		3,596		494
Incyte Corp *		4,300		245
Insulet Corp *		1,600		274
Intuitive Surgical Inc *		8,007		3,196
IQVIA Holdings Inc *		4,196		1,061
Johnson & Johnson		54,843		8,676
Laboratory Corp of America Holdings		1,910		417
McKesson Corp		2,993		1,607
Medtronic PLC		30,279		2,639
Merck & Co Inc		57,714		7,615
Mettler-Toledo International Inc *		524		698
Moderna Inc *		7,500		799
Molina Healthcare Inc *		1,279		525
Pfizer Inc		128,560		3,568
Quest Diagnostics Inc		2,524		336
Regeneron Pharmaceuticals Inc *		2,440		2,349
ResMed Inc		3,309		655
Revvity Inc		2,798		294
STERIS PLC		2,245		505
Stryker Corp		7,726		2,765
Teleflex Inc		1,029		233
Thermo Fisher Scientific Inc		8,826		5,130
UnitedHealth Group Inc		21,072		10,424
Universal Health Services Inc, Cl B		1,400		255
Vertex Pharmaceuticals Inc *		5,827		2,436
Viatris Inc, Cl W		27,157		324
Waters Corp *		1,372		472
West Pharmaceutical Services Inc		1,722		681
Zimmer Biomet Holdings Inc		4,774		630
Zoetis Inc, Cl A		10,495		1,776
				124,838
Industrials — 8.6%
3M Co		12,571		1,333
A O Smith Corp		2,800		250
Allegion plc		1,970		265
American Airlines Group Inc *		15,309		235
AMETEK Inc		5,200		951
Automatic Data Processing Inc		9,315		2,326
Axon Enterprise Inc *		1,600		501
Boeing Co/The *		12,955		2,500
Broadridge Financial Solutions Inc		2,684		550

SEI Institutional Managed Trust

37

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

S&P 500 Index Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Builders FirstSource Inc *		2,800	$	584
Carrier Global Corp		19,031		1,106
Caterpillar Inc, Cl A		11,593		4,248
CH Robinson Worldwide Inc		2,705		206
Cintas Corp		1,932		1,327
Copart Inc *		19,900		1,153
CSX Corp		44,949		1,666
Cummins Inc		2,975		877
Dayforce Inc *		3,600		238
Deere & Co		5,961		2,448
Delta Air Lines Inc, Cl A		14,813		709
Dover Corp		3,137		556
Eaton Corp PLC		9,120		2,852
Emerson Electric Co		12,975		1,472
Equifax Inc		2,789		746
Expeditors International of Washington Inc		3,277		398
Fastenal Co, Cl A		13,018		1,004
FedEx Corp		5,211		1,510
Fortive Corp		7,987		687
Generac Holdings Inc *		1,454		183
General Dynamics Corp		5,144		1,453
General Electric Co		24,788		4,351
Honeywell International Inc		14,970		3,073
Howmet Aerospace Inc		8,878		608
Hubbell Inc, Cl B		1,200		498
Huntington Ingalls Industries Inc, Cl A		947		276
IDEX Corp		1,700		415
Illinois Tool Works Inc		6,265		1,681
Ingersoll Rand Inc		9,233		877
Jacobs Solutions Inc		2,862		440
JB Hunt Transport Services Inc		1,851		369
Johnson Controls International PLC		15,472		1,011
L3Harris Technologies Inc		4,309		918
Leidos Holdings Inc		3,143		412
Lockheed Martin Corp		4,950		2,252
Masco Corp		5,184		409
Nordson Corp		1,250		343
Norfolk Southern Corp		5,186		1,322
Northrop Grumman Corp		3,180		1,522
Old Dominion Freight Line Inc, Cl A		4,088		897
Otis Worldwide Corp		9,250		918
PACCAR Inc		11,900		1,474
Parker-Hannifin Corp, Cl A		2,971		1,651
Paychex Inc		7,269		893
Paycom Software Inc		1,059		211
Pentair PLC		3,766		322
Quanta Services Inc		3,318		862
Republic Services Inc		4,683		896
Robert Half Inc		2,432		193
Rockwell Automation Inc		2,626		765
Rollins Inc		6,500		301
RTX Corp		30,278		2,953

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Snap-on Inc		1,207	$	358
Southwest Airlines Co, Cl A		13,562		396
Stanley Black & Decker Inc		3,508		344
Textron Inc		4,507		432
Trane Technologies PLC		5,170		1,552
TransDigm Group Inc		1,270		1,564
Uber Technologies Inc *		46,850		3,607
Union Pacific Corp		13,891		3,416
United Airlines Holdings Inc *		7,400		354
United Parcel Service Inc, Cl B		16,468		2,448
United Rentals Inc		1,564		1,128
Veralto Corp		5,070		449
Verisk Analytics Inc, Cl A		3,326		784
Waste Management Inc		8,384		1,787
Westinghouse Air Brake Technologies Corp		4,071		593
WW Grainger Inc		1,014		1,032
Xylem Inc/NY		5,500		711
				88,402
Information Technology — 28.9%
Accenture PLC, Cl A		14,306		4,959
Adobe Inc *		10,297		5,196
Advanced Micro Devices Inc *		36,825		6,647
Akamai Technologies Inc *		3,404		370
Amphenol Corp, Cl A		13,560		1,564
Analog Devices Inc		11,322		2,239
ANSYS Inc *		2,007		697
Apple Inc		331,143		56,784
Applied Materials Inc		19,041		3,927
Arista Networks Inc *		5,770		1,673
Autodesk Inc, Cl A *		4,855		1,264
Broadcom Inc		10,010		13,267
Cadence Design Systems Inc *		6,151		1,915
CDW Corp/DE		3,047		779
Cisco Systems Inc		92,178		4,601
Cognizant Technology Solutions Corp, Cl A		11,505		843
Corning Inc, Cl B		17,408		574
Enphase Energy Inc *		3,100		375
EPAM Systems Inc *		1,300		359
F5 Inc, Cl A *		1,360		258
Fair Isaac Corp *		576		720
First Solar Inc *		2,400		405
Fortinet Inc *		14,440		986
Gartner Inc *		1,806		861
Gen Digital Inc		13,147		294
Hewlett Packard Enterprise Co		29,491		523
HP Inc		19,972		604
Intel Corp		95,937		4,238
International Business Machines Corp		20,768		3,966
Intuit Inc		6,409		4,166
Jabil Inc		2,900		388
Juniper Networks Inc		7,300		271
Keysight Technologies Inc *		4,032		630

38

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
KLA Corp		3,077	$	2,149
Lam Research Corp		2,978		2,893
Microchip Technology Inc		12,313		1,105
Micron Technology Inc		24,969		2,944
Microsoft Corp		169,484		71,305
Monolithic Power Systems Inc		1,100		745
Motorola Solutions Inc		3,782		1,342
NetApp Inc		4,685		492
NVIDIA Corp		56,348		50,914
NXP Semiconductors NV		5,876		1,456
ON Semiconductor Corp *		9,800		721
Oracle Corp, Cl B		36,421		4,575
Palo Alto Networks Inc *		7,159		2,034
PTC Inc *		2,657		502
Qorvo Inc *		2,200		253
QUALCOMM Inc		25,332		4,289
Roper Technologies Inc		2,413		1,353
Salesforce Inc		22,162		6,675
Seagate Technology Holdings PLC		4,500		419
ServiceNow Inc *		4,685		3,572
Skyworks Solutions Inc		3,616		392
Super Micro Computer Inc *		1,100		1,111
Synopsys Inc *		3,521		2,012
TE Connectivity Ltd		7,059		1,025
Teledyne Technologies Inc *		1,118		480
Teradyne Inc		3,515		397
Texas Instruments Inc		20,644		3,596
Trimble Inc *		5,600		360
Tyler Technologies Inc *		970		412
VeriSign Inc *		1,995		378
Western Digital Corp *		7,474		510
Zebra Technologies Corp, Cl A *		1,173		354
				297,108
Materials — 2.3%
Air Products and Chemicals Inc		5,021		1,216
Albemarle Corp		2,657		350
Amcor PLC		33,232		316
Avery Dennison Corp		1,864		416
Ball Corp		7,172		483
Celanese Corp, Cl A		2,252		387
CF Industries Holdings Inc		4,350		362
Corteva Inc		15,973		921
Dow Inc		15,906		921
DuPont de Nemours Inc		9,799		751
Eastman Chemical Co		2,720		273
Ecolab Inc		5,816		1,343
FMC Corp		2,900		185
Freeport-McMoRan Inc, Cl B		32,563		1,531
International Flavors & Fragrances Inc		5,826		501
International Paper Co		8,052		314
Linde PLC		11,096		5,152
LyondellBasell Industries NV, Cl A		5,774		591

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Martin Marietta Materials Inc, Cl A		1,419	$	871
Mosaic Co/The		7,409		240
Newmont Corp		26,225		940
Nucor Corp		5,627		1,114
Packaging Corp of America		2,000		380
PPG Industries Inc		5,405		783
Sherwin-Williams Co/The, Cl A		5,395		1,874
Steel Dynamics Inc		3,500		519
Vulcan Materials Co		3,049		832
Westrock Co		5,984		296
				23,862
Real Estate — 2.2%
Alexandria Real Estate Equities Inc ‡		3,523		454
American Tower Corp, Cl A ‡		10,597		2,094
AvalonBay Communities Inc ‡		3,228		599
Boston Properties Inc ‡		3,300		216
Camden Property Trust ‡		2,500		246
CBRE Group Inc, Cl A *		7,009		682
CoStar Group Inc *		9,300		898
Crown Castle Inc ‡		9,864		1,044
Digital Realty Trust Inc, Cl A ‡		6,869		989
Equinix Inc ‡		2,138		1,765
Equity Residential ‡		7,844		495
Essex Property Trust Inc ‡		1,421		348
Extra Space Storage Inc ‡		4,799		705
Federal Realty Investment Trust ‡		1,700		174
Healthpeak Properties Inc ‡		16,200		304
Host Hotels & Resorts Inc ‡		15,974		330
Invitation Homes Inc ‡		13,200		470
Iron Mountain Inc ‡		6,738		541
Kimco Realty Corp ‡		15,013		294
Mid-America Apartment Communities Inc ‡		2,640		347
Prologis Inc ‡		20,980		2,732
Public Storage ‡		3,587		1,040
Realty Income Corp ‡		18,928		1,024
Regency Centers Corp ‡		3,699		224
SBA Communications Corp, Cl A ‡		2,399		520
Simon Property Group Inc ‡		7,406		1,159
UDR Inc ‡		6,800		254
Ventas Inc ‡		9,132		398
VICI Properties Inc, Cl A ‡		23,600		703
Welltower Inc ‡		12,609		1,178
Weyerhaeuser Co ‡		16,761		602
				22,829
Utilities — 2.1%
AES Corp/The		15,590		280
Alliant Energy Corp		5,900		297
Ameren Corp		5,953		440
American Electric Power Co Inc		11,915		1,026
American Water Works Co Inc		4,457		545
Atmos Energy Corp		3,400		404

SEI Institutional Managed Trust

39

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

S&P 500 Index Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
CenterPoint Energy Inc		14,485	$	413
CMS Energy Corp		6,601		398
Consolidated Edison Inc		7,836		712
Constellation Energy Corp		7,251		1,340
Dominion Energy Inc		19,030		936
DTE Energy Co		4,676		524
Duke Energy Corp		17,491		1,692
Edison International		8,657		612
Entergy Corp		4,826		510
Evergy Inc		5,199		278
Exelon Corp		22,655		851
FirstEnergy Corp		11,923		460
NextEra Energy Inc		46,721		2,986
NiSource Inc		9,544		264
NRG Energy Inc		5,081		344
PG&E Corp		48,500		813
Pinnacle West Capital Corp		2,649		198
PPL Corp		16,671		459

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Public Service Enterprise Group Inc		11,430	$	763
Sempra		14,290		1,026
Southern Co/The		24,819		1,781
WEC Energy Group Inc		7,271		597
Xcel Energy Inc		12,536		674
				21,623
Total Common Stock
(Cost $225,965) ($ Thousands)				1,005,447
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		20,922,016		20,922
Total Cash Equivalent
(Cost $20,922) ($ Thousands)				20,922
Total Investments in Securities — 99.8%
(Cost $246,887) ($ Thousands)			$	1,026,369

A list of the open futures contracts held by the Fund at March 31, 2024 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		84		Jun-2024	$	21,796	$	22,296	$	500

	Percentages are based on Net Assets of $1,028,006 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
†	Investment in Affiliated Security (see Note 6).
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

The following is a summary of the level of inputs used as of March 31, 2024, 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		1,005,447		–		–		1,005,447
Cash Equivalent		20,922		–		–		20,922
Total Investments in Securities		1,026,369		–		–		1,026,369

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		500		–		–		500
Total Other Financial Instruments		500		–		–		500

* 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.

40

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	19,012	$	65,773	$	(63,863	)	$	—	$	—	$	20,922	$	481	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

41

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 2.6%
AdTheorent Holding Co Inc *		81,000	$	260
Advantage Solutions Inc *		68,110		295
Anterix Inc *		4,710		158
Bandwidth Inc, Cl A *		7,510		137
Cardlytics Inc *		56,052		812
Cinemark Holdings Inc *		210,122		3,776
Cogent Communications Holdings Inc		15,865		1,036
Eventbrite Inc, Cl A *		24,578		135
fuboTV Inc *		23,663		37
Gannett Co Inc *		25,285		62
IDT Corp, Cl B		13,680		517
Lions Gate Entertainment Corp, Cl A *		119,412		1,188
Lions Gate Entertainment Corp, Cl B *		37,817		352
MediaAlpha Inc, Cl A *		20,270		413
Nexstar Media Group Inc, Cl A		5,917		1,019
PubMatic Inc, Cl A *		49,500		1,174
Shutterstock Inc		25,090		1,149
Sinclair Inc		12,510		169
Spok Holdings Inc		26,550		424
TEGNA Inc		30,174		451
Thryv Holdings Inc *		16,310		363
TrueCar Inc *		80,000		271
Vimeo Inc *		140,800		576
Yelp Inc, Cl A *		6,937		273
Ziff Davis Inc *		12,416		783
				15,830
Consumer Discretionary — 12.8%
1stdibs.com Inc *		44,000		262
2U Inc *		302,519		118
Aaron's Co Inc/The		87,985		660
Abercrombie & Fitch Co, Cl A *		16,968		2,127

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Accel Entertainment Inc, Cl A *		26,800	$	316
Advance Auto Parts Inc		29,312		2,494
American Eagle Outfitters Inc		25,191		650
Beazer Homes USA Inc, Cl A *		28,362		930
Beyond Inc *		4,133		148
Biglari Holdings Inc, Cl B *		2,365		449
BJ's Restaurants Inc *		18,740		678
Bloomin' Brands Inc		161,282		4,626
Brinker International Inc *		97,081		4,823
Brunswick Corp/DE		15,034		1,451
Build-A-Bear Workshop Inc		36,170		1,080
Caleres Inc		11,587		475
Carter's Inc		18,774		1,590
Carvana Co, Cl A *		2,631		231
Cava Group Inc *		7,600		532
Cavco Industries Inc *		1,460		583
Century Casinos Inc *		50,729		160
Cheesecake Factory Inc/The		17,726		641
Churchill Downs Inc		10,165		1,258
Chuy's Holdings Inc *		12,043		406
Cooper-Standard Holdings Inc *		15,163		251
Coursera Inc *		14,521		204
Denny's Corp, Cl A *		27,430		246
Designer Brands Inc, Cl A		31,060		340
Destination XL Group Inc *		49,080		177
Dick's Sporting Goods Inc		7,705		1,733
Dine Brands Global Inc		7,100		330
Domino's Pizza Inc		2,989		1,485
Dorman Products Inc *		10,232		986
Duolingo Inc, Cl A *		1,320		291
Ethan Allen Interiors Inc		9,250		320
First Watch Restaurant Group Inc *		23,887		588
Frontdoor Inc *		7,041		229
Gap Inc/The		19,000		524
Gentex Corp		33,924		1,225
G-III Apparel Group Ltd *		3,967		115
Goodyear Tire & Rubber Co/The *		37,090		509
Hooker Furnishings Corp		46,846		1,125
Hovnanian Enterprises Inc, Cl A *		4,100		644
Inspired Entertainment Inc *		43,434		428
Installed Building Products Inc		2,486		643
KB Home		22,944		1,626
Latham Group Inc *		62,881		249
Legacy Housing Corp *		30,371		654
Light & Wonder Inc, Cl A *		9,019		921
Lindblad Expeditions Holdings Inc *		27,420		256
Marine Products Corp		27,468		323
MasterCraft Boat Holdings Inc *		26,608		631
Meritage Homes Corp		1,727		303
Modine Manufacturing Co *		38,640		3,678
Movado Group Inc		5,162		144
Murphy USA Inc		6,390		2,679

42

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
OneSpaWorld Holdings Ltd *		47,366	$	627
Oxford Industries Inc, Cl A		4,458		501
Patrick Industries Inc		4,800		574
PlayAGS Inc *		125,378		1,126
Pool Corp		2,840		1,146
Potbelly Corp *		93,920		1,137
PVH Corp		3,700		520
Ralph Lauren Corp, Cl A		2,812		528
Rocky Brands Inc		5,249		142
Rush Street Interactive Inc *		45,410		296
Shake Shack Inc, Cl A *		3,070		319
SharkNinja Inc		7,400		461
Signet Jewelers Ltd		4,387		439
Skyline Champion Corp *		3,403		289
Sleep Number Corp *		14,000		224
Steven Madden Ltd		23,013		973
Stitch Fix Inc, Cl A *		236,493		624
Strategic Education Inc		2,641		275
Stride Inc *		10,544		665
Sweetgreen Inc, Cl A *		26,974		681
Texas Roadhouse Inc, Cl A		3,554		549
Toll Brothers Inc		4,239		548
Topgolf Callaway Brands Corp *		49,064		793
Travel + Leisure Co		25,902		1,268
Tri Pointe Homes Inc *		14,856		574
Udemy Inc *		23,568		259
Universal Technical Institute Inc *		48,723		777
Urban Outfitters Inc *		115,032		4,995
Valvoline Inc *		39,561		1,763
Whirlpool Corp		10,787		1,291
Wingstop Inc, Cl A		6,488		2,377
Xponential Fitness Inc, Cl A *		81,502		1,348
YETI Holdings Inc *		10,158		392
				79,026
Consumer Staples — 4.0%
Andersons Inc/The		1,616		93
BellRing Brands Inc *		29,973		1,769
Casey's General Stores Inc		5,163		1,644
Coca-Cola Consolidated Inc		234		198
elf Beauty Inc *		8,784		1,722
Freshpet Inc *		4,600		533
Hain Celestial Group Inc/The *		33,155		261
Honest Co Inc/The *		60,000		243
Ingles Markets Inc, Cl A		6,280		481
Ingredion Inc		10,278		1,201
Inter Parfums Inc		11,715		1,646
Lancaster Colony Corp		3,780		785
Lifeway Foods Inc *		18,012		310
MGP Ingredients Inc		8,519		734
Natural Grocers by Vitamin Cottage Inc		62,659		1,131
Nature's Sunshine Products Inc *		24,242		503
Performance Food Group Co *		18,167		1,356

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pilgrim's Pride Corp *		140,200	$	4,812
Post Holdings Inc *		4,900		521
PriceSmart Inc		896		75
Primo Water Corp		7,650		139
Sprouts Farmers Market Inc *		16,188		1,044
TreeHouse Foods Inc *		29,294		1,141
Village Super Market Inc, Cl A		25,159		720
Vital Farms Inc *		55,189		1,283
				24,345
Energy — 6.1%
Archrock Inc		51,368		1,010
Cactus Inc, Cl A		20,340		1,019
Centrus Energy Corp, Cl A *		11,127		462
ChampionX Corp		48,904		1,755
Chord Energy Corp		6,145		1,095
Civitas Resources Inc		47,280		3,589
CNX Resources Corp *		84,279		1,999
Crescent Point Energy Corp		342,662		2,806
Delek US Holdings Inc		159,292		4,897
DMC Global Inc *		53,408		1,041
Dorian LPG Ltd		6,122		235
Excelerate Energy Inc, Cl A		52,680		844
Expro Group Holdings NV *		25,859		516
FutureFuel Corp		26,318		212
Helix Energy Solutions Group Inc *		54,900		595
HF Sinclair Corp		20,024		1,209
Kodiak Gas Services Inc		17,000		465
Matador Resources Co		20,409		1,363
Northern Oil & Gas Inc		36,489		1,448
Oceaneering International Inc, Cl A *		6,519		153
Permian Resources Corp, Cl A		136,510		2,411
Ranger Energy Services Inc, Cl A		69,528		785
REX American Resources Corp *		14,454		849
RPC Inc		64,610		500
Scorpio Tankers Inc		5,422		388
SFL Corp Ltd		65,581		864
Solaris Oilfield Infrastructure Inc, Cl A		38,849		337
TechnipFMC PLC		18,000		452
Teekay Corp *		138,840		1,011
Tidewater Inc *		13,212		1,215
VAALCO Energy Inc		128,230		894
Weatherford International PLC *		11,096		1,281
				37,700
Financials — 19.2%
AFC Gamma Inc ‡		45,508		563
Alerus Financial Corp		40,354		881
Amalgamated Financial Corp		49,467		1,187
Ambac Financial Group Inc *		40,276		629
Amerant Bancorp Inc, Cl A		3,588		84
Arbor Realty Trust Inc ‡		4,165		55
AssetMark Financial Holdings Inc *		27,643		979

SEI Institutional Managed Trust

43

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Assured Guaranty Ltd		5,800	$	506
Atlanticus Holdings Corp *		15,573		461
AvidXchange Holdings Inc *		76,447		1,005
Axos Financial Inc *		4,729		256
Bain Capital Specialty Finance Inc		16,283		255
Banco Latinoamericano de Comercio Exterior SA, Cl E		29,884		885
Bancorp Inc/The *		10,440		349
Bank OZK		30,202		1,373
BayCom Corp		13,556		279
BGC Group Inc, Cl A		86,977		676
Capital Bancorp Inc		11,234		234
Capital City Bank Group Inc		5,740		159
Carter Bankshares Inc *		15,208		192
Cass Information Systems Inc		28,597		1,378
Chimera Investment Corp ‡		135,447		624
City Holding Co		6,907		720
Civista Bancshares Inc		10,071		155
CNO Financial Group Inc		171,738		4,719
Coastal Financial Corp/WA *		22,153		861
Cohen & Steers Inc		18,927		1,455
Columbia Banking System Inc		230,968		4,469
Comerica Inc		22,072		1,214
Crawford & Co, Cl A		47,723		450
CrossFirst Bankshares Inc *		36,163		500
Customers Bancorp Inc *		7,805		414
Diamond Hill Investment Group Inc		8,330		1,284
Donegal Group Inc, Cl A		10,970		155
Donnelley Financial Solutions Inc *		10,414		646
eHealth Inc *		32,500		196
Enact Holdings Inc		9,681		302
Enova International Inc *		4,110		258
Esquire Financial Holdings Inc		21,674		1,029
Essent Group Ltd		4,840		288
Evercore Inc, Cl A		2,850		549
FactSet Research Systems Inc		2,495		1,134
Federal Agricultural Mortgage Corp, Cl C		2,422		477
First American Financial Corp		17,274		1,055
First BanCorp/Puerto Rico		15,401		270
First Bank/Hamilton NJ		24,790		341
First Commonwealth Financial Corp		159,642		2,222
First Community Bankshares Inc		16,950		587
First Financial Corp/IN		5,780		222
First Horizon Corp		93,774		1,444
First Internet Bancorp		7,921		275
First Interstate BancSystem Inc, Cl A		49,377		1,344
FirstCash Holdings Inc		2,200		281
FNB Corp/PA		196,624		2,772
Globe Life Inc		8,394		977
Goosehead Insurance Inc, Cl A *		3,520		234
Great Southern Bancorp Inc		8,100		444
Guaranty Bancshares Inc/TX		3,004		91

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hamilton Lane Inc, Cl A		15,941	$	1,797
Hanmi Financial Corp		9,920		158
Hanover Insurance Group Inc/The, Cl A		9,511		1,295
HBT Financial Inc		35,465		675
HCI Group Inc		10,007		1,162
Home BancShares Inc/AR		53,745		1,321
HomeTrust Bancshares Inc		18,920		517
Horace Mann Educators Corp, Cl A		7,041		260
I3 Verticals Inc, Cl A *		8,392		192
Independent Bank Corp		19,187		998
Independent Bank Corp/MI		15,040		381
International Money Express Inc *		21,157		483
Jack Henry & Associates Inc		6,741		1,171
Jackson Financial Inc, Cl A		83,527		5,524
James River Group Holdings Ltd		18,450		172
KeyCorp		168,685		2,667
Kinsale Capital Group Inc		4,484		2,353
Lemonade Inc *		12,545		206
LendingTree Inc *		30,906		1,309
Lincoln National Corp		152,199		4,860
Live Oak Bancshares Inc		8,931		371
Macatawa Bank Corp		65,283		639
Mercantile Bank Corp		12,752		491
Merchants Bancorp/IN		22,667		979
Mercury General Corp		15,500		800
Metrocity Bankshares Inc		7,846		196
MGIC Investment Corp		53,002		1,185
Midland States Bancorp Inc		9,830		247
Moneylion Inc *		9,900		706
Morningstar Inc, Cl A		4,140		1,277
Mr Cooper Group Inc *		27,579		2,150
National Bank Holdings Corp, Cl A		16,751		604
NMI Holdings Inc, Cl A *		31,958		1,034
Northrim BanCorp Inc		4,360		220
OFG Bancorp		28,930		1,065
Old National Bancorp/IN, Cl A		283,378		4,934
Old Second Bancorp Inc		36,100		500
Orrstown Financial Services Inc		20,315		544
Oscar Health Inc, Cl A *		17,603		262
Pagseguro Digital Ltd, Cl A *		21,000		300
Palomar Holdings Inc, Cl A *		4,283		359
Paymentus Holdings Inc, Cl A *		32,340		736
Paysafe Ltd *		39,527		624
Peapack-Gladstone Financial Corp		9,550		232
PennyMac Financial Services Inc		2,964		270
Peoples Bancorp Inc/OH		6,720		199
Peoples Financial Services Corp		4,562		197
Pinnacle Financial Partners Inc		17,635		1,514
Piper Sandler Cos		2,398		476
Ponce Financial Group Inc *		28,009		249
Primerica Inc		7,862		1,989
PROG Holdings Inc		12,542		432

44

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prosperity Bancshares Inc		17,794	$	1,170
QCR Holdings Inc		5,167		314
Regional Management Corp		25,347		614
Remitly Global Inc *		11,950		248
Republic Bancorp Inc/KY, Cl A		5,204		265
Security National Financial Corp, Cl A *		15,270		121
Selective Insurance Group Inc		2,640		288
Selectquote Inc *		247,220		494
Sierra Bancorp		22,830		461
Skyward Specialty Insurance Group Inc *		9,863		369
Southern First Bancshares Inc *		2,197		70
Southern Missouri Bancorp Inc		3,279		143
Stellar Bancorp Inc		8,250		201
StepStone Group Inc, Cl A		14,875		532
Stewart Information Services Corp		4,400		286
TPG RE Finance Trust Inc ‡		63,080		487
UMB Financial Corp		12,805		1,114
Unity Bancorp Inc		2,820		78
Universal Insurance Holdings Inc		63,295		1,286
Univest Financial Corp		53,205		1,108
Valley National Bancorp		138,231		1,100
Victory Capital Holdings Inc, Cl A		7,500		318
Virtus Investment Partners Inc		1,100		273
Waterstone Financial Inc		11,773		143
Westamerica BanCorp		13,009		636
Wintrust Financial Corp		20,255		2,114
World Acceptance Corp *		10,290		1,492
Zions Bancorp NA		56,884		2,469
				118,320
Health Care — 14.3%
4D Molecular Therapeutics Inc *		12,500		398
ACADIA Pharmaceuticals Inc *		11,232		208
Accolade Inc *		14,740		154
Addus HomeCare Corp *		2,640		273
ADMA Biologics Inc *		135,327		893
Aldeyra Therapeutics Inc *		190,932		624
Alector Inc *		30,731		185
Allogene Therapeutics Inc *		73,340		328
Alpine Immune Sciences Inc *		19,016		754
ALX Oncology Holdings Inc *		52,287		583
Amedisys Inc *		7,854		724
Amicus Therapeutics Inc *		22,002		259
AMN Healthcare Services Inc *		18,517		1,158
Amphastar Pharmaceuticals Inc *		6,058		266
Anavex Life Sciences Corp *		35,930		183
ANI Pharmaceuticals Inc *		14,257		986
Anika Therapeutics Inc *		7,330		186
Apogee Therapeutics Inc *		7,200		478
Arcellx Inc *		8,535		594
Arcutis Biotherapeutics Inc *		62,510		619
Ardelyx Inc *		9,272		68
ARS Pharmaceuticals Inc *		7,780		80

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arvinas Inc *		5,924	$	245
Avidity Biosciences Inc *		29,490		753
Biohaven Ltd *		8,566		468
Bioventus Inc, Cl A *		57,198		297
Blueprint Medicines Corp *		9,832		933
Bridgebio Pharma Inc *		2,416		75
Brookdale Senior Living Inc, Cl A *		116,228		768
CareDx Inc *		136,059		1,441
Castle Biosciences Inc *		22,520		499
Celldex Therapeutics Inc *		9,200		386
Chemed Corp		1,983		1,273
Coherus Biosciences Inc *		72,290		173
Collegium Pharmaceutical Inc *		93,297		3,622
Community Health Systems Inc *		48,740		171
CorVel Corp *		591		155
Crinetics Pharmaceuticals Inc *		19,379		907
Cross Country Healthcare Inc *		53,788		1,007
Cytokinetics Inc *		5,142		361
Disc Medicine Inc, Cl A *		5,605		349
Dyne Therapeutics Inc *		19,400		551
Eagle Pharmaceuticals Inc/DE *		100,396		526
Editas Medicine Inc, Cl A *		76,082		565
Emergent BioSolutions Inc *		101,490		257
Encompass Health Corp		43,159		3,564
Ensign Group Inc/The		15,766		1,962
Envista Holdings Corp *		27,901		597
Evolent Health Inc, Cl A *		7,978		262
Evolus Inc *		63,945		895
Generation Bio Co *		200,190		815
Glaukos Corp *		4,700		443
Globus Medical Inc, Cl A *		16,947		909
Health Catalyst Inc *		20,648		155
HealthEquity Inc *		13,862		1,132
HealthStream Inc		17,780		474
Heron Therapeutics Inc *		225,731		625
Hims & Hers Health Inc *		87,027		1,346
Ideaya Biosciences Inc *		11,827		519
IGM Biosciences Inc *		2,742		26
Immunome Inc *		16,500		407
Immunovant Inc *		8,863		286
Inmode Ltd *		140,756		3,042
Innoviva Inc *		32,903		501
Integra LifeSciences Holdings Corp *		113,479		4,023
Intra-Cellular Therapies Inc, Cl A *		3,441		238
Iovance Biotherapeutics Inc *		27,500		408
iRadimed Corp		22,795		1,003
iTeos Therapeutics Inc *		22,284		304
Janux Therapeutics Inc *		7,300		275
Karyopharm Therapeutics Inc *		206,600		312
Kiniksa Pharmaceuticals Ltd, Cl A *		64,527		1,273
Kodiak Sciences Inc *		69,890		368
Krystal Biotech Inc *		3,450		614

SEI Institutional Managed Trust

45

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lantheus Holdings Inc *		4,128	$	257
LeMaitre Vascular Inc		25,241		1,675
LifeMD Inc *		40,000		411
Liquidia Corp *		30,000		443
Longboard Pharmaceuticals Inc *		15,500		335
Lyell Immunopharma Inc *		48,189		107
MacroGenics Inc *		27,910		411
Medpace Holdings Inc *		4,117		1,664
MeiraGTx Holdings plc *		53,083		322
Merit Medical Systems Inc *		965		73
Mersana Therapeutics Inc *		104,370		468
Mesa Laboratories Inc		1,670		183
Mirum Pharmaceuticals Inc *		18,730		471
NeuroPace Inc *		17,601		232
Nkarta Inc *		10,453		113
Nurix Therapeutics Inc *		58,590		861
Nuvalent Inc, Cl A *		4,358		327
Option Care Health Inc *		7,921		266
OraSure Technologies Inc *		189,168		1,163
Organogenesis Holdings Inc, Cl A *		262,882		747
ORIC Pharmaceuticals Inc *		5,203		72
Pennant Group Inc/The *		47,543		933
Perrigo Co PLC		32,204		1,037
PetIQ Inc, Cl A *		63,857		1,167
Phibro Animal Health Corp, Cl A		13,030		168
Prestige Consumer Healthcare Inc, Cl A *		36,746		2,666
Privia Health Group Inc *		7,110		139
Protagonist Therapeutics Inc *		8,900		257
Quanterix Corp *		8,501		200
Quest Diagnostics Inc		7,499		998
QuidelOrtho Corp *		16,613		796
RadNet Inc *		9,200		448
RAPT Therapeutics Inc *		16,790		151
Relay Therapeutics Inc *		15,146		126
Repay Holdings Corp, Cl A *		30,830		339
Replimune Group Inc *		28,930		236
Revance Therapeutics Inc *		34,710		171
Rigel Pharmaceuticals Inc *		231,204		342
RxSight Inc *		15,368		793
Sana Biotechnology Inc *		37,070		371
SIGA Technologies Inc		69,789		597
Soleno Therapeutics Inc *		6,870		294
STERIS PLC		6,226		1,400
Stevanato Group SpA		24,522		787
Stoke Therapeutics Inc *		32,944		445
Surmodics Inc *		18,452		541
Tarsus Pharmaceuticals Inc *		13,000		473
Tenet Healthcare Corp *		11,522		1,211
Travere Therapeutics Inc *		39,740		306
UFP Technologies Inc *		2,300		580
US Physical Therapy Inc		11,855		1,338
Utah Medical Products Inc		6,356		452

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vanda Pharmaceuticals Inc *		225,887	$	928
Vaxcyte Inc *		5,569		380
Vera Therapeutics Inc, Cl A *		8,833		381
Vericel Corp *		10,800		562
Viemed Healthcare Inc *		25,804		243
Viking Therapeutics Inc *		11,578		949
WaVe Life Sciences Ltd *		48,199		297
Y-mAbs Therapeutics Inc *		63,718		1,036
Zentalis Pharmaceuticals Inc *		11,750		185
				87,885
Industrials — 21.1%
AAON Inc		15,824		1,394
AAR Corp *		4,401		263
ABM Industries Inc		49,689		2,217
ACCO Brands Corp		198,756		1,115
Acuity Brands Inc		1,977		531
AeroVironment Inc *		5,580		855
Air Lease Corp, Cl A		29,389		1,512
Allison Transmission Holdings Inc		21,372		1,735
API Group Corp *		21,969		863
Applied Industrial Technologies Inc, Cl A		5,670		1,120
ArcBest Corp		6,387		910
Arcosa Inc		3,957		340
Argan Inc		2,892		146
Aris Water Solutions Inc, Cl A		38,564		546
Armstrong World Industries Inc		4,231		526
Astec Industries Inc		31,857		1,392
Astronics Corp *		28,250		538
Atkore Inc		1,023		195
AZEK Co Inc/The, Cl A *		30,414		1,527
AZZ Inc		6,200		479
Babcock & Wilcox Enterprises Inc *		380,779		430
Barnes Group Inc		42,826		1,591
Barrett Business Services Inc		5,483		695
Beacon Roofing Supply Inc *		14,509		1,422
Boise Cascade Co		1,433		220
Booz Allen Hamilton Holding Corp, Cl A		10,258		1,523
BrightView Holdings Inc *		112,240		1,336
Brink's Co/The		3,520		325
Broadridge Financial Solutions Inc		7,242		1,484
BWX Technologies Inc		24,611		2,526
CACI International Inc, Cl A *		3,783		1,433
Carlisle Cos Inc		4,139		1,622
CECO Environmental Corp *		42,170		971
Cimpress PLC *		6,800		602
Clean Harbors Inc *		8,404		1,692
Comfort Systems USA Inc		5,097		1,619
Commercial Vehicle Group Inc *		103,094		663
Concentrix Corp		16,363		1,084
Construction Partners Inc, Cl A *		14,650		823
Core & Main Inc, Cl A *		9,384		537
Costamare Inc		114,764		1,303

46

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Crane Co		2,820	$	381
CSW Industrials Inc		1,320		310
Curtiss-Wright Corp		2,017		516
DXP Enterprises Inc/TX *		26,401		1,419
Dycom Industries Inc *		10,535		1,512
Eagle Bulk Shipping Inc		16,419		1,026
EMCOR Group Inc		4,825		1,690
Encore Wire Corp		3,209		843
Enerpac Tool Group Corp, Cl A		31,585		1,126
EnerSys		2,200		208
Ennis Inc		16,414		337
Enpro Inc		9,955		1,680
Enviri Corp *		37,525		343
Esab Corp		5,500		608
ExlService Holdings Inc *		58,109		1,848
Federal Signal Corp		3,100		263
Franklin Covey Co *		26,132		1,026
FTAI Aviation Ltd		11,774		792
Gates Industrial Corp PLC *		89,013		1,576
GATX Corp		1,760		236
Genco Shipping & Trading Ltd		33,993		691
GEO Group Inc/The *‡		41,221		582
GFL Environmental Inc		36,845		1,271
Gibraltar Industries Inc *		3,521		284
Global Industrial Co		23,646		1,059
GMS Inc *		10,238		997
Gorman-Rupp Co/The		7,041		278
Greenbrier Cos Inc/The		1,718		89
Griffon Corp		21,606		1,585
H&E Equipment Services Inc		13,326		855
Heidrick & Struggles International Inc		10,496		353
Hexcel Corp, Cl A		26,877		1,958
HNI Corp		6,119		276
Hudson Technologies Inc *		92,316		1,016
Huntington Ingalls Industries Inc, Cl A		3,155		920
Huron Consulting Group Inc *		19,836		1,917
Hyster-Yale Materials Handling Inc		9,873		634
IBEX Holdings Ltd *		31,975		493
IES Holdings Inc *		3,685		448
Insperity Inc, Cl A		8,639		947
Interface Inc, Cl A		48,599		817
ITT Inc		14,416		1,961
Karat Packaging Inc		38,739		1,108
Kelly Services Inc, Cl A		28,259		708
Kennametal Inc		17,426		435
Kirby Corp *		5,100		486
Korn Ferry		24,922		1,639
Landstar System Inc		5,557		1,071
Legalzoom.com Inc *		23,762		317
Leonardo DRS Inc *		22,500		497
Limbach Holdings Inc *		19,451		806
LSI Industries Inc		44,670		675

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lyft Inc, Cl A *		29,500	$	571
Manitowoc Co Inc/The *		73,793		1,043
Masonite International Corp *		8,525		1,121
Matson Inc		870		98
Moog Inc, Cl A		4,882		779
MYR Group Inc *		3,961		700
National Presto Industries Inc		1,860		156
NEXTracker Inc, Cl A *		23,028		1,296
Nordson Corp		4,687		1,287
nVent Electric PLC		6,300		475
PAM Transportation Services Inc *		14,714		238
Pangaea Logistics Solutions Ltd		8,507		59
Park-Ohio Holdings Corp		29,567		789
Parsons Corp *		13,571		1,126
Powell Industries Inc		6,819		970
Preformed Line Products Co		2,150		277
Proto Labs Inc *		7,481		267
Regal Rexnord Corp		6,746		1,215
REV Group Inc		98,483		2,175
Rush Enterprises Inc, Cl A		7,540		404
Safe Bulkers Inc		262,132		1,300
Sensata Technologies Holding PLC		32,900		1,209
Simpson Manufacturing Co Inc		4,330		888
SkyWest Inc *		11,413		788
SP Plus Corp *		11,159		583
SPX Technologies Inc *		6,317		778
Standex International Corp		17,976		3,276
Steelcase Inc, Cl A		70,305		920
Sterling Infrastructure Inc *		9,472		1,045
Sun Country Airlines Holdings Inc *		39,918		602
Tennant Co		7,830		952
Terex Corp		26,616		1,714
Tetra Tech Inc		7,927		1,464
Thermon Group Holdings Inc *		7,510		246
Titan Machinery Inc *		6,530		162
TransUnion		13,207		1,054
Tutor Perini Corp *		80,039		1,157
UFP Industries Inc		9,351		1,150
UniFirst Corp/MA		4,937		856
Upwork Inc *		19,803		243
V2X Inc *		3,110		145
Valmont Industries Inc		9,385		2,142
Vertiv Holdings Co, Cl A		6,805		556
Viad Corp *		14,436		570
Watts Water Technologies Inc, Cl A		2,125		452
WESCO International Inc		14,279		2,446
Willdan Group Inc *		8,774		254
Willis Lease Finance Corp *		3,190		158
XPO Inc *		2,953		360
				129,534
Information Technology — 10.2%
8x8 Inc *		331,490		895

SEI Institutional Managed Trust

47

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ACI Worldwide Inc *		8,400	$	279
ACM Research Inc, Cl A *		8,021		234
Agilysys Inc *		3,080		259
Alarm.com Holdings Inc *		3,500		254
Alkami Technology Inc *		36,723		902
Amplitude Inc, Cl A *		19,220		209
Appfolio Inc, Cl A *		3,735		922
Arlo Technologies Inc *		32,020		405
Asana Inc, Cl A *		3,725		58
Aurora Innovation Inc, Cl A *		24,966		70
Aviat Networks Inc *		15,520		595
Backblaze Inc, Cl A *		26,008		266
Badger Meter Inc		5,576		902
Bel Fuse Inc, Cl B		1,429		86
Belden Inc		8,781		813
BigCommerce Holdings Inc *		43,050		297
Bit Digital Inc *(A)		31,743		91
Blackbaud Inc, Cl A *		3,080		228
BlackLine Inc *		3,960		256
Braze Inc, Cl A *		18,494		819
Cleanspark Inc *		24,758		525
Clearfield Inc *		11,826		365
Cognex Corp		29,870		1,267
Coherent Corp *		5,786		351
CommVault Systems Inc *		9,739		988
Couchbase Inc *		27,258		717
Credo Technology Group Holding Ltd *		22,546		478
Daktronics Inc *		15,990		159
Digital Turbine Inc *		61,320		161
Diodes Inc *		10,667		752
eGain Corp *		22,284		144
Fabrinet *		6,689		1,264
Fastly Inc, Cl A *		19,504		253
Freshworks Inc, Cl A *		15,479		282
Hackett Group Inc/The		37,682		916
Harmonic Inc, Cl A *		144,098		1,937
Ichor Holdings Ltd *		9,110		352
Immersion Corp		45,094		337
Impinj Inc *		1,461		188
Informatica Inc, Cl A *		17,752		621
Insight Enterprises Inc *		1,448		269
Intapp Inc *		10,619		364
Iteris Inc *		50,612		250
Itron Inc *		3,461		320
JFrog Ltd *		13,500		597
Kulicke & Soffa Industries Inc		21,779		1,096
Kyndryl Holdings Inc *		23,500		511
Littelfuse Inc		4,185		1,014
LivePerson Inc *		179,725		179
LiveRamp Holdings Inc *		18,587		641
Lumentum Holdings Inc *		27,537		1,304
Marathon Digital Holdings Inc *		7,413		167

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MicroStrategy Inc, Cl A *		63	$	107
Mitek Systems Inc *		15,216		214
MKS Instruments Inc		4,200		559
Napco Security Technologies Inc		10,500		422
Nutanix Inc, Cl A *		8,823		545
Olo Inc, Cl A *		161,100		884
ON24 Inc		126,448		903
OneSpan Inc *		114,331		1,330
Onto Innovation Inc *		3,371		610
OSI Systems Inc *		1,980		283
PC Connection Inc		9,767		644
Pegasystems Inc		7,664		495
Photronics Inc *		183,007		5,183
Power Integrations Inc		16,915		1,210
PROS Holdings Inc *		7,040		256
Q2 Holdings Inc *		24,449		1,285
Qualys Inc *		2,288		382
QuickLogic Corp *		16,581		266
Rapid7 Inc *		4,777		234
Ribbon Communications Inc *		63,770		204
Rimini Street Inc *		109,571		357
Sapiens International Corp NV		8,802		283
Silicon Laboratories Inc *		7,023		1,009
Silicon Motion Technology Corp ADR		62,797		4,832
SolarWinds Corp *		133,962		1,691
Sprinklr Inc, Cl A *		42,258		518
Sprout Social Inc, Cl A *		801		48
SPS Commerce Inc *		2,636		487
Squarespace Inc, Cl A *		7,921		289
Super Micro Computer Inc *		4,854		4,903
Tenable Holdings Inc *		5,721		283
Unisys Corp *		126,744		622
Universal Display Corp		6,732		1,134
Varonis Systems Inc, Cl B *		13,843		653
Veeco Instruments Inc *		14,500		510
Viavi Solutions Inc *		127,935		1,163
Vontier Corp		12,300		558
				62,965
Materials — 4.4%
Alpha Metallurgical Resources Inc		1,056		350
American Vanguard Corp, Cl B		11,080		143
Arcadium Lithium PLC *		158,845		685
Aspen Aerogels Inc *		31,191		549
Axalta Coating Systems Ltd *		35,707		1,228
Cabot Corp		12,430		1,146
Carpenter Technology Corp		4,400		314
Century Aluminum Co *		52,880		814
Chemours Co/The		56,930		1,495
Clearwater Paper Corp *		15,900		695
Commercial Metals Co, Cl A		67,624		3,974
Eagle Materials Inc		2,160		587
FMC Corp		50,842		3,239

48

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Haynes International Inc		11,309	$	680
HB Fuller Co		3,520		281
Ingevity Corp *		21,319		1,017
Innospec Inc		5,226		674
Kronos Worldwide Inc		41,471		489
Minerals Technologies Inc		3,520		265
NewMarket Corp		780		495
O-I Glass Inc, Cl I *		47,500		788
Olympic Steel Inc		5,388		382
Pactiv Evergreen Inc		86,915		1,245
Quaker Chemical Corp		6,832		1,402
Ranpak Holdings Corp, Cl A *		24,260		191
Reliance Inc		5,637		1,884
Silgan Holdings Inc		13,376		650
Summit Materials Inc, Cl A *		6,601		294
SunCoke Energy Inc		59,083		666
Trinseo PLC		42,877		162
Universal Stainless & Alloy Products Inc *		15,402		345
Warrior Met Coal Inc		1,489		90
				27,219
Real Estate — 3.3%
Alexander's Inc ‡		5,403		1,173
Anywhere Real Estate Inc *		33,062		204
Braemar Hotels & Resorts Inc ‡		83,041		166
COPT Defense Properties ‡		42,224		1,021
CubeSmart ‡		22,637		1,024
Douglas Elliman Inc		97,460		154
eXp World Holdings Inc		68,865		711
Forestar Group Inc *		37,471		1,506
Healthpeak Properties Inc ‡		50,415		945
Highwoods Properties Inc ‡		123,106		3,223
National Storage Affiliates Trust ‡		24,434		957
Newmark Group Inc, Cl A		171,270		1,899
Office Properties Income Trust ‡		75,190		154
Orion Office REIT Inc ‡		256,180		899
Redfin Corp *		35,560		237
RMR Group Inc/The, Cl A		46,088		1,106
Ryman Hospitality Properties Inc ‡		12,846		1,485
STAG Industrial Inc ‡		40,130		1,543
Terreno Realty Corp ‡		18,313		1,216
Universal Health Realty Income Trust ‡		3,720		137
Urban Edge Properties ‡		14,083		243
Whitestone REIT, Cl B ‡		11,660		146
				20,149
Utilities — 1.1%
Black Hills Corp, Cl A		12,405		677
Brookfield Infrastructure Corp, Cl A		33,177		1,196
Chesapeake Utilities Corp		8,602		923
Consolidated Water Co Ltd		4,863		143
IDACORP Inc, Cl A		10,057		934
Otter Tail Corp		4,860		420

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		41,151	$	1,728
Pure Cycle Corp *		14,410		137
Spire Inc		9,787		601
				6,759
Total Common Stock
(Cost $470,184) ($ Thousands)				609,732
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.340% **†(B)		82,380		82
Total Affiliated Partnership
(Cost $82) ($ Thousands)				82
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		6,846,093		6,846
Total Cash Equivalent
(Cost $6,846) ($ Thousands)				6,846
Total Investments in Securities — 100.2%
(Cost $477,112) ($ Thousands)			$	616,660

	Percentages are based on Net Assets of $615,733 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $82 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		609,732		–		–		609,732
Affiliated Partnership		–		82		–		82
Cash Equivalent		6,846		–		–		6,846
Total Investments in Securities		616,578		82		–		616,660

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.

SEI Institutional Managed Trust

49

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	381	$	5,433	$	(5,732	)	$	—	$	—	$	82	$	10	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		5,314		112,855		(111,323	)		—		—		6,846		128		—
Totals	$	5,695	$	118,288	$	(117,055	)	$	–	$	—	$	6,928	$	138	$	—

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

See “Glossary” for abbreviations.

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

50

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Value Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.8%
Communication Services — 3.3%
Advantage Solutions Inc *		21,146	$	92
AMC Networks Inc, Cl A *		16,930		205
Cargurus Inc, Cl A *		2,575		59
Cinemark Holdings Inc *		141,189		2,537
EchoStar Corp, Cl A *		11,083		158
Entravision Communications Corp, Cl A		16,827		28
Nexstar Media Group Inc, Cl A		28,803		4,962
Playstudios Inc *		23,481		65
Scholastic Corp, Cl B		8,052		304
Shutterstock Inc		12,829		588
TEGNA Inc		7,000		105
Telephone and Data Systems Inc		18,042		289
Yelp Inc, Cl A *		4,325		170
Ziff Davis Inc *		44,952		2,834
				12,396
Consumer Discretionary — 13.2%
Aaron's Co Inc/The		27,440		206
Academy Sports & Outdoors Inc		10,453		706
Adient PLC *		27,983		921
ADT Inc		68,398		460
Advance Auto Parts Inc		19,356		1,647
Biglari Holdings Inc, Cl B *		257		49
Bloomin' Brands Inc		149,790		4,296
Brinker International Inc *		64,803		3,219
Build-A-Bear Workshop Inc		2,889		86
Capri Holdings Ltd *		10,701		485
Carriage Services Inc, Cl A		11,244		304
Carter's Inc		9,334		790
Cato Corp/The, Cl A		5,737		33
Chegg Inc *		34,253		259
Dick's Sporting Goods Inc		6,199		1,394
Genesco Inc *		10,865		306
G-III Apparel Group Ltd *		29,397		853
Goodyear Tire & Rubber Co/The *		64,715		888

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Group 1 Automotive Inc		6,156	$	1,799
Guess? inc, Cl 3		29,104		916
H&R Block Inc		22,264		1,093
Harley-Davidson Inc, Cl A		18,137		793
Haverty Furniture Cos Inc		22,645		773
Helen of Troy Ltd *		6,893		794
Jack in the Box Inc		6,756		463
JAKKS Pacific Inc *		3,144		78
KB Home		17,285		1,225
La-Z-Boy Inc, Cl Z		39,491		1,486
Lithia Motors Inc, Cl A		9,570		2,879
Macy's Inc		26,059		521
MasterCraft Boat Holdings Inc *		5,463		130
Meritage Homes Corp		9,795		1,719
Modine Manufacturing Co *		15,180		1,445
Movado Group Inc		4,903		137
ODP Corp/The *		25,237		1,339
Perdoceo Education Corp		20,135		354
Playa Hotels & Resorts NV *		50,191		487
Polaris Inc		7,725		773
PVH Corp		8,258		1,161
Sally Beauty Holdings Inc *		43,660		542
Signet Jewelers Ltd		12,837		1,285
Taylor Morrison Home Corp, Cl A *		22,228		1,382
Thor Industries Inc		3,789		445
Travel + Leisure Co		11,528		564
Tri Pointe Homes Inc *		67,985		2,628
Upbound Group Inc		18,760		661
Urban Outfitters Inc *		59,273		2,574
Vera Bradley Inc *		9,000		61
Vista Outdoor Inc *		2,602		85
Weyco Group Inc		1,784		57
Whirlpool Corp		7,190		860
Winnebago Industries Inc		11,465		848
				49,259
Consumer Staples — 4.8%
Andersons Inc/The		9,202		528
Cal-Maine Foods Inc		11,653		686
Coca-Cola Consolidated Inc		1,612		1,364
Dole PLC		21,592		258
Energizer Holdings Inc		18,407		542
Herbalife Ltd *		19,568		197
Ingles Markets Inc, Cl A		14,127		1,083
Ingredion Inc		10,460		1,222
Medifast Inc		3,114		119
Nature's Sunshine Products Inc *		3,305		69
Nu Skin Enterprises Inc, Cl A		14,997		207
Pilgrim's Pride Corp *		93,241		3,200
PriceSmart Inc		8,688		730
SpartanNash Co		18,801		380
Spectrum Brands Holdings Inc		39,637		3,528
Sprouts Farmers Market Inc *		13,833		892

SEI Institutional Managed Trust

51

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
US Foods Holding Corp *		42,145	$	2,275
USANA Health Sciences Inc *		1,728		84
Village Super Market Inc, Cl A		11,753		336
				17,700
Energy — 9.6%
Berry Corp		18,660		150
California Resources Corp		36,809		2,028
Chord Energy Corp		6,601		1,177
CNX Resources Corp *		101,697		2,412
CONSOL Energy Inc		10,395		871
Crescent Point Energy Corp		228,248		1,869
CVR Energy Inc		8,986		321
Delek US Holdings Inc		112,935		3,472
DHT Holdings Inc		46,473		535
DT Midstream Inc		54,212		3,312
FutureFuel Corp		8,129		65
Gulfport Energy Corp *		6,063		971
Helmerich & Payne Inc		42,014		1,767
HF Sinclair Corp		43,510		2,627
International Seaways Inc		1,535		82
Liberty Energy Inc, Cl A		70,226		1,455
Murphy Oil Corp		17,179		785
Overseas Shipholding Group Inc, Cl A		12,695		81
Par Pacific Holdings Inc *		16,624		616
Patterson-UTI Energy Inc		38,226		456
PBF Energy Inc, Cl A		47,451		2,732
Peabody Energy Corp		36,021		874
Ranger Energy Services Inc, Cl A		5,347		60
REX American Resources Corp *		2,781		163
RPC Inc		29,184		226
Scorpio Tankers Inc		14,688		1,051
TechnipFMC PLC		110,445		2,773
Teekay Corp *		22,021		160
US Silica Holdings Inc *		22,091		274
Viper Energy Inc, Cl A		27,420		1,055
World Kinect Corp		44,038		1,165
				35,585
Financials — 23.5%
AFC Gamma Inc ‡		6,041		75
Amalgamated Financial Corp		4,384		105
A-Mark Precious Metals Inc		5,257		161
Apollo Commercial Real Estate Finance Inc ‡		20,183		225
Arbor Realty Trust Inc ‡(A)		54,384		721
Associated Banc-Corp		57,239		1,231
Axis Capital Holdings Ltd		12,377		805
Axos Financial Inc *		11,501		622
B Riley Financial Inc (A)		7,496		159
Banco Latinoamericano de Comercio Exterior SA, Cl E		39,380		1,166
Bank of NT Butterfield & Son Ltd/The		15,049		481

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank OZK		19,926	$	906
BankUnited Inc		39,907		1,117
Bankwell Financial Group Inc		1,565		41
Banner Corp		10,318		495
BayCom Corp		4,440		92
BCB Bancorp Inc		4,520		47
Berkshire Hills Bancorp Inc		27,567		632
BGC Group Inc, Cl A		297,805		2,314
Bread Financial Holdings Inc		14,194		529
BrightSpire Capital Inc, Cl A ‡		49,605		342
Camden National Corp		16,981		569
Capital Bancorp Inc		2,753		57
Carlyle Secured Lending Inc		30,373		495
Cathay General Bancorp		29,761		1,126
Central Pacific Financial Corp		28,255		558
Civista Bancshares Inc		4,598		71
CNB Financial Corp/PA		5,063		103
CNO Financial Group Inc		200,723		5,516
Columbia Banking System Inc		177,275		3,430
Comerica Inc		14,499		797
Community Trust Bancorp Inc		11,577		494
Crawford & Co, Cl A		5,301		50
CrossFirst Bankshares Inc *		11,080		153
Customers Bancorp Inc *		5,757		305
Diamond Hill Investment Group Inc		545		84
Donnelley Financial Solutions Inc *		950		59
Employers Holdings Inc		12,758		579
Enova International Inc *		4,826		303
Enterprise Bancorp Inc		546		14
Euronet Worldwide Inc *		13,023		1,432
Financial Institutions Inc		4,854		91
First BanCorp/Puerto Rico		74,929		1,314
First Bank/Hamilton NJ		4,774		66
First Busey Corp		38,971		937
First Business Financial Services Inc		2,400		90
First Commonwealth Financial Corp		155,214		2,161
First Financial Corp/IN		11,262		432
First Horizon Corp		73,141		1,126
First Merchants Corp		46,354		1,618
Flushing Financial Corp		24,033		303
FNB Corp/PA		195,917		2,762
FS KKR Capital Corp		35,159		671
Fulton Financial Corp		49,566		788
Genworth Financial Inc, Cl A *		279,691		1,798
Golub Capital BDC Inc		38,571		641
Great Southern Bancorp Inc		5,612		308
Green Dot Corp, Cl A *		14,020		131
Greenlight Capital Re Ltd, Cl A *		7,364		92
Hancock Whitney Corp, Cl A		25,083		1,155
Hanmi Financial Corp		25,468		405
HomeStreet Inc		4,844		73
Hope Bancorp Inc		67,276		774

52

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Independent Bank Corp/MI		6,278	$	159
Invesco Mortgage Capital Inc ‡		14,900		144
Jackson Financial Inc, Cl A		75,358		4,984
James River Group Holdings Ltd		12,150		113
KeyCorp		110,639		1,749
Ladder Capital Corp, Cl A ‡		48,615		541
LendingClub Corp *		30,082		264
Lincoln National Corp		100,717		3,216
Mercantile Bank Corp		4,399		169
Merchants Bancorp/IN		5,228		226
MGIC Investment Corp		60,076		1,343
Mid Penn Bancorp Inc		4,546		91
Midland States Bancorp Inc		6,502		163
Mr Cooper Group Inc *		9,756		761
Navient Corp		47,169		821
NCR Atleos Corp *		12,988		257
New Mountain Finance Corp		27,794		352
OceanFirst Financial Corp		15,237		250
OFG Bancorp		71,321		2,625
Old National Bancorp/IN, Cl A		163,467		2,846
Orrstown Financial Services Inc		3,530		95
Pacific Premier Bancorp Inc		61,532		1,477
Pagseguro Digital Ltd, Cl A *		52,714		753
Pathward Financial Inc		7,612		384
PCB Bancorp		3,500		57
PennantPark Investment Corp		49,304		339
PennyMac Financial Services Inc		6,118		557
Peoples Bancorp Inc/OH		11,912		353
Peoples Financial Services Corp		1,020		44
Popular Inc		14,421		1,270
PROG Holdings Inc		13,724		473
QCR Holdings Inc		4,736		288
Radian Group Inc		31,603		1,058
RBB Bancorp		4,906		88
Rithm Capital Corp ‡		92,566		1,033
Sierra Bancorp		4,509		91
Silvercrest Asset Management Group Inc, Cl A		2,900		46
Simmons First National Corp, Cl A		48,685		947
SiriusPoint Ltd *		8,820		112
Sixth Street Specialty Lending Inc		27,913		598
South Plains Financial Inc		3,417		91
Starwood Property Trust Inc ‡		131,661		2,677
StoneX Group Inc *		634		45
Summit Financial Group Inc		3,604		98
Synovus Financial Corp		23,955		960
Third Coast Bancshares Inc *		4,000		80
TowneBank		16,681		468
Trustmark Corp		15,489		435
Universal Insurance Holdings Inc		7,701		157
Valley National Bancorp		63,306		504
Veritex Holdings Inc		26,804		549

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Victory Capital Holdings Inc, Cl A		16,245	$	689
WaFd Inc		22,361		649
Zions Bancorp NA		66,359		2,880
				87,616
Health Care — 7.2%
Alkermes PLC *		58,135		1,574
AMN Healthcare Services Inc *		22,337		1,396
Avanos Medical Inc *		7,759		154
Collegium Pharmaceutical Inc *		55,553		2,157
Cross Country Healthcare Inc *		65,436		1,225
Dynavax Technologies Corp *		32,063		398
Eagle Pharmaceuticals Inc/DE *		4,100		22
Enovis Corp *		29,360		1,834
Globus Medical Inc, Cl A *		21,782		1,168
Halozyme Therapeutics Inc *		27,572		1,122
Harmony Biosciences Holdings Inc *		18,382		617
Inmode Ltd *		91,944		1,987
Innoviva Inc *		18,530		282
Integra LifeSciences Holdings Corp *		52,403		1,858
Ironwood Pharmaceuticals Inc, Cl A *		87,438		762
Lantheus Holdings Inc *		13,833		861
Ligand Pharmaceuticals Inc *		21,069		1,540
LivaNova PLC *		22,533		1,261
OraSure Technologies Inc *		21,884		135
Organon & Co		81,391		1,530
Owens & Minor Inc *		23,339		647
Patterson Cos Inc		29,967		829
Pediatrix Medical Group Inc *		23,769		238
PetIQ Inc, Cl A *		6,201		113
Premier Inc, Cl A		23,297		515
Prestige Consumer Healthcare Inc, Cl A *		14,611		1,060
QuidelOrtho Corp *		10,874		521
Select Medical Holdings Corp		18,092		545
SIGA Technologies Inc		6,831		58
TruBridge Inc *		18,821		174
Vanda Pharmaceuticals Inc *		17,148		70
Varex Imaging Corp *		11,234		203
Zimvie Inc *		1,869		31
				26,887
Industrials — 16.8%
ABM Industries Inc		32,305		1,441
ACCO Brands Corp		225,612		1,266
Alaska Air Group Inc *		13,012		559
Allison Transmission Holdings Inc		19,140		1,553
Apogee Enterprises Inc		15,771		934
ArcBest Corp		13,426		1,913
Argan Inc		1,080		55
Astec Industries Inc		20,966		916
Atkore Inc		10,944		2,083
Atmus Filtration Technologies Inc *		37,500		1,209
Barnes Group Inc		28,562		1,061

SEI Institutional Managed Trust

53

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Value Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BlueLinx Holdings Inc *		2,288	$	298
Boise Cascade Co		15,029		2,305
BWX Technologies Inc		40,402		4,146
Commercial Vehicle Group Inc *		7,206		46
CoreCivic Inc *‡		5,245		82
Costamare Inc		14,937		170
CSG Systems International Inc		12,781		659
Deluxe Corp		17,037		351
Eagle Bulk Shipping Inc		1,764		110
Encore Wire Corp		10,463		2,750
Ennis Inc		17,716		363
Esab Corp		26,975		2,983
Fluor Corp *		7,288		308
Gates Industrial Corp PLC *		56,013		992
Griffon Corp		12,374		908
GXO Logistics Inc *		48,388		2,601
Heidrick & Struggles International Inc		5,834		196
Interface Inc, Cl A		35,223		592
Kaman Corp, Cl A		25,227		1,157
Kelly Services Inc, Cl A		28,078		703
Kennametal Inc		12,177		304
ManpowerGroup Inc		5,726		445
Masterbrand Inc *		13,510		253
Matson Inc		3,375		379
Middleby Corp/The *		6,325		1,017
Moog Inc, Cl A		3,317		530
Mueller Industries Inc		43,013		2,320
OPENLANE Inc *		128,791		2,228
Oshkosh Corp		13,516		1,686
Park-Ohio Holdings Corp		9,160		244
Primoris Services Corp		16,754		713
Quanex Building Products Corp		6,485		249
Radiant Logistics Inc *		8,313		45
RB Global Inc		13,637		1,039
Resideo Technologies Inc *		8,384		188
Resources Connection Inc		4,888		64
Rush Enterprises Inc, Cl A		21,119		1,130
Ryder System Inc		16,332		1,963
Safe Bulkers Inc		21,291		106
Sensata Technologies Holding PLC		21,500		790
SkyWest Inc *		9,658		667
Steelcase Inc, Cl A		29,310		383
Terex Corp		32,605		2,100
Timken Co/The		11,567		1,011
Titan International Inc *		15,000		187
TrueBlue Inc *		11,651		146
Tutor Perini Corp *		11,085		160
UFP Industries Inc		1,794		221
Universal Logistics Holdings Inc		2,192		81
Verra Mobility Corp, Cl A *		80,647		2,014
Wabash National Corp		48,290		1,446
WESCO International Inc		11,535		1,976

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
XPO Inc *		14,748	$	1,800
				62,595
Information Technology — 7.5%
ACI Worldwide Inc *		50,454		1,676
Amkor Technology Inc		72,246		2,329
Avnet Inc		23,546		1,167
Cirrus Logic Inc *		10,328		956
Clearfield Inc *		8,886		274
Diodes Inc *		7,091		500
Immersion Corp		10,000		75
Insight Enterprises Inc *		4,766		884
Kyndryl Holdings Inc *		68,522		1,491
NCR Voyix Corp *		27,136		343
NetScout Systems Inc *		5,753		126
Photronics Inc *		142,863		4,046
Rimini Street Inc *		11,454		37
Sanmina Corp *		42,527		2,644
ScanSource Inc *		12,167		536
Silicon Motion Technology Corp ADR		41,912		3,225
Super Micro Computer Inc *		839		847
TD SYNNEX Corp		7,218		816
Teledyne Technologies Inc *		2,638		1,133
Teradata Corp *		19,984		773
TTM Technologies Inc *		49,473		774
Unisys Corp *		21,481		105
Verint Systems Inc *		42,813		1,419
Vishay Intertechnology Inc		9,298		211
Vontier Corp		19,126		868
Xerox Holdings Corp		36,614		655
				27,910
Materials — 7.1%
AdvanSix Inc		20,220		578
Alpha Metallurgical Resources Inc		2,783		922
Ashland Inc		10,067		980
Axalta Coating Systems Ltd *		82,433		2,835
Berry Global Group Inc		13,927		842
Chemours Co/The		53,072		1,394
Clearwater Paper Corp *		5,502		241
Commercial Metals Co, Cl A		73,833		4,339
FMC Corp		45,519		2,900
Greif Inc, Cl A		21,234		1,466
Ingevity Corp *		8,037		383
Koppers Holdings Inc		19,263		1,063
LSB Industries Inc *		17,800		156
Minerals Technologies Inc		1,133		85
O-I Glass Inc, Cl I *		48,989		813
Rayonier Advanced Materials Inc *		21,052		101
Ryerson Holding Corp		18,775		629
Silgan Holdings Inc		93,043		4,518
SunCoke Energy Inc		74,724		842
Sylvamo Corp		5,881		363

54

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Valhi Inc		1,055	$	18
Warrior Met Coal Inc		13,973		848
				26,316
Real Estate — 5.3%
American Assets Trust Inc ‡		39,134		857
Apple Hospitality REIT Inc ‡		39,183		642
Brandywine Realty Trust ‡		50,078		240
Brixmor Property Group Inc ‡		24,560		576
Chatham Lodging Trust ‡		27,302		276
DiamondRock Hospitality Co ‡		65,055		625
Diversified Healthcare Trust ‡		45,722		113
EPR Properties, Cl A ‡		19,780		840
Equity Commonwealth *‡		71,938		1,358
Forestar Group Inc *		5,259		211
Franklin Street Properties Corp ‡		59,648		135
Gaming and Leisure Properties Inc ‡		71,284		3,284
Highwoods Properties Inc ‡		82,000		2,147
Kilroy Realty Corp ‡		22,742		829
Kite Realty Group Trust ‡		30,184		654
Newmark Group Inc, Cl A		117,052		1,298
Office Properties Income Trust ‡		18,671		38
Orion Office REIT Inc ‡		16,000		56
Pebblebrook Hotel Trust ‡		33,715		520
Piedmont Office Realty Trust Inc, Cl A ‡		55,893		393
RLJ Lodging Trust ‡		112,317		1,328
Sabra Health Care REIT Inc ‡		71,558		1,057
Service Properties Trust ‡		36,912		250
Summit Hotel Properties Inc ‡		4,100		27
Sunstone Hotel Investors Inc ‡		64,778		722
Uniti Group Inc ‡		105,823		624
Xenia Hotels & Resorts Inc ‡		32,653		490
				19,590
Utilities — 0.5%
ALLETE Inc		2,231		133
Genie Energy Ltd, Cl B		5,000		75
National Fuel Gas Co		20,687		1,111
Northwest Natural Holding Co		3,030		113
ONE Gas Inc		2,026		131
UGI Corp		10,539		259
				1,822
Total Common Stock
(Cost $259,767) ($ Thousands)				367,676

Description	Shares		Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANY — 0.0%
NexPoint Diversified Real Estate Trust		12,828	$	85
Total Registered Investment Company
(Cost $110) ($ Thousands)				85
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, LP
5.340% **†(B)		931,355		934
Total Affiliated Partnership
(Cost $931) ($ Thousands)				934
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		4,572,256		4,572
Total Cash Equivalent
(Cost $4,572) ($ Thousands)				4,572
Total Investments in Securities — 100.3%
(Cost $265,380) ($ Thousands)			$	373,267

	Percentages are based on Net Assets of $372,278 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $934 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		367,676		–		–		367,676
Registered Investment Company		85		–		–		85
Affiliated Partnership		–		934		–		934
Cash Equivalent		4,572		–		–		4,572
Total Investments in Securities		372,333		934		–		373,267

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

SEI Institutional Managed Trust

55

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Value Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	1,689	$	6,064	$	(6,819	)	$	—	$	—	$	934	$	33	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		3,706		40,048		(39,182	)		—	$	—		4,572		89		—
Totals	$	5,395	$	46,112	$	(46,001	)	$	–	$	—	$	5,506	$	122	$	—

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

See “Glossary” for abbreviations.

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

56

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Growth Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.8%
Communication Services — 2.9%
Angi Inc, Cl A *		419,223	$	1,098
Cargurus Inc, Cl A *		116,401		2,687
Lions Gate Entertainment Corp, Cl B *		95,234		887
PubMatic Inc, Cl A *		63,400		1,504
Reservoir Media Inc *		65,495		519
TechTarget Inc *		19,027		630
TripAdvisor Inc *		30,510		848
Vivid Seats, Cl A *		178,523		1,069
ZipRecruiter Inc, Cl A *		74,447		855
				10,097
Consumer Discretionary — 12.9%
Abercrombie & Fitch Co, Cl A *		21,545		2,700
American Eagle Outfitters Inc		26,370		680
Beazer Homes USA Inc, Cl A *		8,491		279
Beyond Inc *		2,815		101
Brinker International Inc *		13,428		667
Caleres Inc		19,005		780
Carvana Co, Cl A *		1,976		174
Cava Group Inc *		12,349		865
Cavco Industries Inc *		2,106		840
Century Communities Inc		7,912		764
Clarus Corp		142,874		964
Dorman Products Inc *		11,087		1,069
Everi Holdings Inc *		176,630		1,775
First Watch Restaurant Group Inc *		24,207		596
Frontdoor Inc *		14,496		472
Gap Inc/The		28,536		786
G-III Apparel Group Ltd *		6,338		184
Grand Canyon Education Inc *		3,195		435
Group 1 Automotive Inc		2,116		618
Installed Building Products Inc		6,666		1,725
KB Home		36,919		2,617
Life Time Group Holdings Inc *		46,550		722

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Light & Wonder Inc, Cl A *		9,153	$	934
Meritage Homes Corp		1,779		312
Modine Manufacturing Co *		25,952		2,470
Murphy USA Inc		2,581		1,082
National Vision Holdings Inc *		31,316		694
Patrick Industries Inc		7,459		891
PlayAGS Inc *		201,179		1,807
PVH Corp		5,760		810
Ralph Lauren Corp, Cl A		4,386		824
Sally Beauty Holdings Inc *		57,351		712
SharkNinja Inc		11,254		701
Signet Jewelers Ltd		4,512		452
Skechers USA Inc, Cl A *		21,059		1,290
Skyline Champion Corp *		3,116		265
Stoneridge Inc *		139,868		2,579
Stride Inc *		20,658		1,302
Sweetgreen, Cl A *		60,094		1,518
Taylor Morrison Home Corp, Cl A *		11,109		691
Texas Roadhouse Inc, Cl A		5,560		859
Toll Brothers Inc		6,503		841
TRI Pointe Homes Inc *		12,558		486
Upbound Group Inc		15,900		560
Urban Outfitters Inc *		34,667		1,505
Valvoline Inc *		18,577		828
Wingstop Inc, Cl A		2,383		873
Worthington Industries Inc		8,576		534
				45,633
Consumer Staples — 3.8%
Beauty Health Co/The *		104,937		466
BellRing Brands Inc *		29,443		1,738
Coca-Cola Consolidated Inc		246		208
Edgewell Personal Care Co		13,321		515
elf Beauty Inc *		8,347		1,636
Energizer Holdings Inc		22,034		649
Freshpet Inc *		7,073		819
Inter Parfums Inc		3,410		479
MGP Ingredients Inc		2,584		222
Post Holdings Inc *		7,826		832
Primo Water Corp		7,006		128
Sprouts Farmers Market Inc *		31,805		2,051
Turning Point Brands Inc		89,904		2,634
Vita Coco Co Inc/The *		20,300		496
Vital Farms Inc *		31,625		735
				13,608
Energy — 5.0%
Archrock Inc		47,935		943
Ardmore Shipping Corp		31,616		519
Civitas Resources Inc		10,443		793
Crescent Energy, Cl A		52,552		625
CVR Energy Inc		17,387		620
Delek US Holdings Inc		16,610		511

SEI Institutional Managed Trust

57

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Growth Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Helmerich & Payne Inc		13,638	$	574
International Seaways Inc		12,755		679
Kodiak Gas Services		27,318		747
Newpark Resources Inc, Cl A *		241,805		1,746
Oceaneering International Inc, Cl A *		8,930		209
Par Pacific Holdings Inc *		19,864		736
Peabody Energy Corp		20,997		509
Permian Resources Corp, Cl A		16,464		291
Scorpio Tankers Inc		18,043		1,291
SFL Corp Ltd		9,473		125
TechnipFMC PLC		23,415		588
Teekay Tankers Ltd, Cl A		12,620		737
Tidewater Inc *		13,653		1,256
Viper Energy Inc, Cl A		53,133		2,043
Weatherford International PLC *		17,610		2,032
				17,574
Financials — 9.0%
Assured Guaranty Ltd		15,171		1,324
AvidXchange Holdings Inc *		38,543		507
Axos Financial Inc *		13,730		742
Banco Latinoamericano de Comercio Exterior SA, Cl E		4,185		124
Bancorp Inc/The *		8,827		295
BGC Group Inc, Cl A		51,457		400
City Holding Co		4,805		501
CNO Financial Group Inc		23,105		635
Customers Bancorp Inc *		8,043		427
Donnelley Financial Solutions Inc *		5,721		355
Evercore Inc, Cl A		4,145		798
Federal Agricultural Mortgage Corp, Cl C		2,478		488
Fidelis Insurance Holdings		37,365		728
Fulton Financial Corp		37,700		599
Hancock Whitney Corp, Cl A		12,722		586
HCI Group Inc		4,920		571
International Money Express Inc *		97,860		2,234
Kinsale Capital Group Inc		2,130		1,118
Lemonade Inc *		12,628		207
Live Oak Bancshares Inc		9,383		389
Mercury General Corp		15,822		816
Moneylion *		7,259		518
Mr Cooper Group Inc *		39,235		3,058
NMI Holdings Inc, Cl A *		19,220		622
Northwest Bancshares Inc		46,808		545
OFG Bancorp		16,285		599
Palomar Holdings Inc, Cl A *		8,261		693
Park National Corp		4,613		627
Pathward Financial Inc		11,351		573
Paymentus Holdings Inc, Cl A *		29,517		671
PennyMac Financial Services Inc		3,280		299
Piper Sandler Cos		1,985		394
Preferred Bank/Los Angeles CA		9,400		722
PROG Holdings Inc		12,747		439

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
QCR Holdings Inc		3,588	$	218
Remitly Global Inc *		7,580		157
Skyward Specialty Insurance Group Inc *		28,674		1,073
Trustmark Corp		22,017		619
UMB Financial Corp		20,314		1,767
United Bankshares Inc/WV		17,307		619
Victory Capital Holdings Inc, Cl A		14,974		635
WisdomTree Inc		216,432		1,989
World Acceptance Corp *		5,409		784
WSFS Financial Corp		11,566		522
				31,987
Health Care — 19.9%
4D Molecular Therapeutics Inc *		48,875		1,557
Addus HomeCare Corp *		5,354		553
ADMA Biologics Inc *		237,534		1,568
Alpine Immune Sciences Inc *		15,034		596
Amphastar Pharmaceuticals Inc *		5,579		245
ANI Pharmaceuticals Inc *		8,695		601
Apogee Therapeutics *		9,672		643
Arcellx Inc *		11,751		817
Ardelyx Inc *		10,056		73
Arvinas Inc *		19,973		824
Axogen Inc *		90,779		733
Biohaven Ltd *		10,544		577
Blueprint Medicines Corp *		15,556		1,476
Bridgebio Pharma Inc *		6,437		199
C4 Therapeutics Inc *(A)		79,196		647
CareDx Inc *		72,593		769
Celldex Therapeutics Inc *		14,164		594
Certara Inc *		45,308		810
CG oncology *		9,510		417
Collegium Pharmaceutical Inc *		33,507		1,301
Corcept Therapeutics Inc *		20,150		508
CorVel Corp *		578		152
Crinetics Pharmaceuticals Inc *		20,566		963
Cytokinetics Inc *		7,076		496
Definitive Healthcare Corp, Cl A *		121,739		982
Disc Medicine Inc, Cl A *		8,409		524
Dyne Therapeutics Inc *		29,410		835
Ensign Group Inc/The		4,928		613
Evolent Health Inc, Cl A *		25,465		835
Glaukos Corp *		7,472		705
Haemonetics Corp *		5,845		499
HealthEquity Inc *		25,141		2,052
Hims & Hers Health Inc *		89,630		1,387
Ideaya Biosciences Inc *		19,210		843
Immunome *		22,325		551
Immunovant Inc *		12,289		397
Inhibrx Inc *		20,777		726
Integer Holdings Corp *		6,245		729
Iovance Biotherapeutics Inc *		42,899		636
Janux Therapeutics *		9,357		352

58

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kiniksa Pharmaceuticals Ltd, Cl A *		65,136	$	1,285
Krystal Biotech Inc *		9,032		1,607
Lantheus Holdings Inc *		12,407		772
LifeMD Inc *		60,718		624
Ligand Pharmaceuticals Inc *		7,840		573
Liquidia Technologies Inc *		47,127		695
Longboard Pharmaceuticals *		23,989		518
Lyell Immunopharma *		47,847		107
MaxCyte Inc *		94,508		396
Medpace Holdings Inc *		6,240		2,522
Merit Medical Systems Inc *		35,559		2,694
Nevro Corp *		43,003		621
Newamsterdam Pharma *		16,546		391
Nkarta *		8,183		88
Nurix Therapeutics Inc *		10,070		148
Nuvalent Inc, Cl A *		12,212		917
Omnicell Inc *		13,466		394
OraSure Technologies Inc *		22,964		141
ORIC Pharmaceuticals Inc *		74,193		1,020
Paragon 28 Inc *		37,443		462
Pediatrix Medical Group Inc *		74,198		744
Phreesia Inc *		30,579		732
PMV Pharmaceuticals Inc *		286,250		487
Prestige Consumer Healthcare Inc, Cl A *		19,326		1,402
PROCEPT BioRobotics Corp *		10,162		502
Progyny Inc *		14,759		563
Protagonist Therapeutics Inc *		20,242		586
QuidelOrtho Corp *		23,424		1,123
RadNet Inc *		26,963		1,312
Relay Therapeutics Inc *		72,577		602
RxSight Inc *		15,023		775
Silk Road Medical Inc *		88,184		1,616
Soleno Therapeutics Inc *		11,431		489
SpringWorks Therapeutics Inc *		17,582		865
Structure Therapeutics ADR *		17,186		737
Tandem Diabetes Care Inc *		49,015		1,736
Tarsus Pharmaceuticals *		34,535		1,255
Tenet Healthcare Corp *		14,918		1,568
TG Therapeutics Inc *		28,717		437
TransMedics Group Inc *		16,474		1,218
UFP Technologies Inc *		3,531		891
Vaxcyte Inc *		10,621		726
Vera Therapeutics, Cl A *		12,613		544
Veracyte Inc *		49,055		1,087
Vericel Corp *		29,550		1,537
Viking Therapeutics Inc *		15,845		1,299
				70,593
Industrials — 23.9%
AAON Inc		18,827		1,659
ABM Industries Inc		15,057		672
Acuity Brands Inc		3,160		849
ACV Auctions Inc, Cl A *		155,668		2,922

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AeroVironment Inc *		5,577	$	855
Alight Inc, Cl A *		292,280		2,879
Allison Transmission Holdings Inc		10,849		880
American Woodmark Corp *		6,191		629
API Group Corp *		19,421		763
Applied Industrial Technologies Inc, Cl A		9,211		1,820
ArcBest Corp		6,713		957
Arcosa Inc		8,487		729
Armstrong World Industries Inc		6,588		818
Atkore Inc		868		165
Atmus Filtration Technologies Inc *		18,014		581
AZEK Co Inc/The, Cl A *		16,546		831
AZZ Inc		8,100		626
Beacon Roofing Supply Inc *		11,300		1,108
Boise Cascade Co		1,611		247
BWX Technologies Inc, Cl W		7,515		771
Byrna Technologies Inc *		165,322		2,303
Cadre Holdings		12,669		459
CECO Environmental Corp *		23,771		547
Cimpress PLC *		25,106		2,222
Comfort Systems USA Inc		6,917		2,198
Construction Partners Inc, Cl A *		25,969		1,458
Core & Main Inc, Cl A *		15,575		892
Costamare Inc		55,103		625
Crane Co		4,066		549
Curtiss-Wright Corp		3,143		804
Dycom Industries Inc *		13,513		1,939
Encore Wire Corp		3,138		825
Esab Corp		8,474		937
ExlService Holdings Inc *		33,069		1,052
Forrester Research Inc *		65,565		1,414
FTAI Aviation Ltd		17,333		1,166
GATX Corp		5,009		671
GEO Group *‡		58,834		831
Gibraltar Industries Inc *		7,676		618
GMS Inc *		22,968		2,236
Greenbrier Cos Inc/The		14,695		766
Griffon Corp		30,260		2,219
H&E Equipment Services Inc		24,891		1,597
Heartland Express Inc		58,263		696
Hillman Solutions *		65,089		692
HNI Corp		12,492		564
Hudson Technologies Inc *		115,327		1,270
Huron Consulting Group Inc *		6,268		606
IES Holdings Inc *		5,033		612
Interface Inc, Cl A		5,842		98
Kadant Inc		1,270		417
Kirby Corp *		24,570		2,342
Korn Ferry		1,896		125
Legalzoom.com Inc *		197,229		2,631
Leonardo DRS Inc *		30,695		678
Limbach Holdings Inc *		2,901		120

SEI Institutional Managed Trust

59

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Small Cap Growth Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lyft Inc, Cl A *		41,083	$	795
Matson Inc		27,023		3,037
MillerKnoll Inc		19,380		480
Montrose Environmental Group Inc *		22,357		876
Moog Inc, Cl A		4,643		741
Mueller Water Products Inc, Cl A		32,777		527
MYR Group Inc *		3,915		692
NEXTracker Inc, Cl A *		35,890		2,019
nVent Electric PLC		7,592		572
OPENLANE Inc *		34,928		604
Parsons Corp *		12,216		1,013
Powell Industries Inc		7,989		1,137
RB Global Inc		36,786		2,802
REV Group Inc		46,743		1,033
Rush Enterprises Inc, Cl A		5,642		302
Simpson Manufacturing Co Inc		4,718		968
SkyWest Inc *		17,553		1,213
SPX Technologies Inc *		5,876		723
Sterling Infrastructure Inc *		12,436		1,372
Tennant Co		13,992		1,702
Vertiv Holdings Co, Cl A		10,246		837
Watts Water Technologies Inc, Cl A		3,588		763
XPO Inc *		4,726		577
				84,725
Information Technology — 16.0%
8x8 Inc *		400,366		1,081
ACM Research Inc, Cl A *		36,087		1,052
Agilysys Inc *		8,394		707
Alkami Technology Inc *		58,513		1,438
Allegro MicroSystems Inc *		21,844		589
Amplitude Inc, Cl A *		82,240		895
Appfolio Inc, Cl A *		6,177		1,524
Asana Inc, Cl A *		3,000		46
Aurora Innovation, Cl A *		28,847		81
Badger Meter Inc		8,261		1,337
Bel Fuse Inc, Cl B		1,631		98
Belden Inc		5,312		492
Bit Digital *(A)		32,894		94
Blackbaud Inc, Cl A *		9,014		668
Braze Inc, Cl A *		20,442		906
Cleanspark Inc *		34,009		721
Clear Secure, Cl A		28,232		601
Coherent Corp *		11,356		688
CommVault Systems *		17,582		1,783
Consensus Cloud Solutions Inc *		89,423		1,418
Couchbase *		39,025		1,027
Credo Technology Group Holding Ltd *		39,387		835
CS Disco *		106,818		868
Fabrinet *		6,760		1,278
Freshworks Inc, Cl A *		11,738		214
Ichor Holdings Ltd *		17,173		663
Impinj Inc *		1,455		187

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Informatica Inc, Cl A *		27,524	$	963
Insight Enterprises Inc *		1,664		309
Intapp Inc *		20,783		713
InterDigital Inc		4,889		520
Itron Inc *		6,775		627
JFrog Ltd *		21,679		959
Kyndryl Holdings Inc *		36,128		786
LiveRamp Holdings Inc *		29,594		1,021
Marathon Digital Holdings *		6,147		139
MicroStrategy Inc, Cl A *		53		90
Mirion Technologies Inc, Cl A *		280,191		3,186
MKS Instruments Inc		6,423		854
Napco Security Technologies Inc		32,758		1,316
Navitas Semiconductor, Cl A *		117,321		560
NetScout Systems Inc *		30,704		671
Nutanix Inc, Cl A *		14,035		866
Onto Innovation Inc *		8,467		1,533
OSI Systems Inc *		4,979		711
PagerDuty Inc *		113,339		2,571
Pegasystems Inc		12,949		837
Q2 Holdings Inc *		25,188		1,324
Qualys Inc *		1,470		245
Rapid7 Inc *		12,533		615
Silicon Laboratories Inc *		1,272		183
SMART Global Holdings Inc *		32,520		856
Smartsheet Inc, Cl A *		44,547		1,715
SolarWinds Corp *		53,232		672
Sprinklr Inc, Cl A *		36,493		448
SPS Commerce Inc *		1,280		237
Super Micro Computer Inc *		4,719		4,766
Tenable Holdings Inc *		13,400		662
TTM Technologies Inc *		44,297		693
Varonis Systems Inc, Cl B *		13,003		613
Veeco Instruments Inc *		44,821		1,576
Vontier Corp		21,824		990
Xerox Holdings Corp		44,020		788
				56,906
Materials — 2.5%
Alpha Metallurgical Resources Inc		1,168		387
Aspen Aerogels Inc *		77,347		1,361
Cabot Corp		7,381		681
Eagle Materials Inc		3,458		940
Innospec Inc		5,093		657
Koppers Holdings Inc		11,224		619
Minerals Technologies Inc		8,730		657
NewMarket Corp		1,203		764
Quaker Chemical Corp		2,628		539
Ranpak Holdings Corp, Cl A *		229,393		1,805
Summit Materials Inc, Cl A *		12,679		565
				8,975

60

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.0%
Acadia Realty Trust ‡		32,826	$	558
Anywhere Real Estate Inc *		34,274		212
COPT Defense Properties ‡		22,909		554
Essential Properties Realty Trust Inc ‡		20,051		535
Forestar Group Inc *		23,170		931
Innovative Industrial Properties Inc, Cl A ‡		7,266		752
Newmark Group Inc, Cl A		36,897		409
Ryman Hospitality Properties Inc ‡		8,780		1,015
Tanger Inc ‡		22,777		673
Terreno Realty Corp ‡		10,156		674
Xenia Hotels & Resorts Inc ‡		39,727		596
				6,909
Utilities — 0.9%
Black Hills Corp, Cl A		12,293		671
Consolidated Water Co Ltd		2,771		81
New Jersey Resources Corp		11,557		496
Otter Tail Corp		11,414		986
Pure Cycle Corp *		46,415		441
SJW Group		11,016		624
				3,299
Total Common Stock
(Cost $274,402) ($ Thousands)				350,306
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, LP
5.340% **†(B)		743,340		737
Total Affiliated Partnership
(Cost $743) ($ Thousands)				737

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		4,353,901	$	4,354
Total Cash Equivalent
(Cost $4,354) ($ Thousands)				4,354
Total Investments in Securities — 100.2%
(Cost $279,499) ($ Thousands)			$	355,397

	Percentages are based on Net Assets of $354,667 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
†	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $737 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		350,306		–		–		350,306
Affiliated Partnership		–		737		–		737
Cash Equivalent		4,354		–		–		4,354
Total Investments in Securities		354,660		737		–		355,397

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, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	2,403	$	9,076	$	(10,740	)	$	—	$	(2	)	$	737	$	69	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		3,887		38,138		(37,671	)		—		—			4,354		101		—
Totals	$	6,290	$	47,214	$	(48,411	)	$	–	$	(2	)	$	5,091	$	170	$	—

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

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

SEI Institutional Managed Trust

61

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Small/Mid Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%
Communication Services — 4.2%
AdTheorent Holding Co Inc *		170,000	$	546
Cinemark Holdings Inc *		433,279		7,786
Cogent Communications Holdings Inc		12,431		812
Electronic Arts Inc		2,290		304
IAC Inc *		3,105		166
Interpublic Group of Cos Inc/The		24,754		808
Lions Gate Entertainment Corp, Cl A *		17,833		177
Match Group Inc *		1,449		53
MediaAlpha Inc, Cl A *		68,180		1,389
Nexstar Media Group Inc, Cl A		65,404		11,268
Shutterstock Inc		14,686		673
Take-Two Interactive Software Inc, Cl A *		3,431		509
TKO Group Holdings Inc, Cl A		29,835		2,578
TrueCar Inc *		395,631		1,341
Yelp Inc, Cl A *		38,859		1,531
Ziff Davis Inc *		112,296		7,079
				37,020
Consumer Discretionary — 9.8%
1stdibs.com Inc *		100,000		596
Abercrombie & Fitch Co, Cl A *		3,827		480
Accel Entertainment Inc, Cl A *		81,211		957
Advance Auto Parts Inc		48,018		4,086
American Eagle Outfitters Inc		12,590		325
Asbury Automotive Group Inc *		3,907		921
AutoNation Inc *		1,730		286
Bloomin' Brands Inc		226,408		6,493
Bright Horizons Family Solutions Inc *		1,538		174
Brinker International Inc *		215,582		10,710
Carrols Restaurant Group Inc		171,438		1,630
Carter's Inc		13,757		1,165
Coursera Inc *		129,317		1,813
Cricut Inc, Cl A		52,506		250

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dave & Buster's Entertainment Inc *		39,310	$	2,461
Deckers Outdoor Corp *		1,672		1,574
Duolingo Inc, Cl A *		9,465		2,088
Etsy Inc *		6,503		447
Frontdoor Inc *		11,789		384
Group 1 Automotive Inc		4,472		1,307
Haverty Furniture Cos Inc		17,831		608
Helen of Troy Ltd *		8,526		982
Hibbett Inc		17,681		1,358
LCI Industries		15,997		1,969
Lithia Motors Inc, Cl A		24,454		7,357
LKQ Corp		42,488		2,269
Modine Manufacturing Co *		67,133		6,390
Murphy USA Inc		5,255		2,203
Ollie's Bargain Outlet Holdings Inc *		3,893		310
Pool Corp		13,752		5,549
Skechers USA Inc, Cl A *		19,536		1,197
Standard Motor Products Inc		6,044		203
Strategic Education Inc		7,744		806
Stride Inc *		38,570		2,432
Taylor Morrison Home Corp, Cl A *		45,726		2,843
Universal Technical Institute Inc *		31,501		502
Urban Outfitters Inc *		144,768		6,286
Vail Resorts Inc		9,293		2,071
Whirlpool Corp		11,925		1,427
Williams-Sonoma Inc		2,639		838
Winmark Corp		1,329		481
				86,228
Consumer Staples — 5.0%
BellRing Brands Inc *		10,378		613
BJ's Wholesale Club Holdings Inc *		12,598		953
Cal-Maine Foods Inc		80		5
Casey's General Stores Inc		3,155		1,005
Central Garden & Pet Co, Cl A *		19,370		715
Coca-Cola Consolidated Inc		2,372		2,008
Darling Ingredients Inc *		16,819		782
elf Beauty Inc *		11,364		2,228
Flowers Foods Inc		23,770		565
Fresh Del Monte Produce Inc		22,329		579
Freshpet Inc *		8,866		1,027
Honest Co Inc/The *		243,727		987
Ingles Markets Inc, Cl A		6,621		508
Ingredion Inc		14,851		1,735
J & J Snack Foods Corp		7,030		1,016
John B Sanfilippo & Son Inc		5,357		567
Kroger Co/The		6,156		352
Lifeway Foods Inc *		49,292		849
Nature's Sunshine Products Inc *		16,727		347
Pilgrim's Pride Corp *		278,987		9,575
PriceSmart Inc		12,015		1,009
Primo Water Corp		86,629		1,577
Seaboard Corp		44		142

62

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seneca Foods Corp, Cl A *		315	$	18
Spectrum Brands Holdings Inc		75,995		6,764
Sprouts Farmers Market Inc *		27,834		1,795
Universal Corp/VA		18,077		935
US Foods Holding Corp *		21,619		1,167
USANA Health Sciences Inc *		4,731		229
Village Super Market Inc, Cl A		16,517		473
Vital Farms Inc *		77,527		1,802
Weis Markets Inc		26,233		1,689
				44,016
Energy — 5.1%
Archrock Inc		26,874		529
ChampionX Corp		14,821		532
CNX Resources Corp *		105,025		2,491
Coterra Energy Inc		69,602		1,940
Crescent Point Energy Corp		280,271		2,295
Delek US Holdings Inc		314,513		9,668
DHT Holdings Inc		83,305		958
Diamondback Energy Inc, Cl A		12,076		2,393
DT Midstream Inc		68,483		4,184
Golar LNG Ltd		5,175		124
Gulfport Energy Corp *		10,152		1,626
HF Sinclair Corp		40,000		2,415
International Seaways Inc		20,216		1,075
Marathon Petroleum Corp		7,296		1,470
Par Pacific Holdings Inc *		21,115		783
Pioneer Natural Resources Co		3,254		854
TechnipFMC PLC		187,640		4,712
Teekay Corp *		107,083		780
Teekay Tankers Ltd, Cl A		23,249		1,358
Tidewater Inc *		15,597		1,435
Viper Energy Inc, Cl A		71,469		2,749
				44,371
Financials — 18.6%
1st Source Corp		7,047		369
Allstate Corp/The		990		171
American Equity Investment Life Holding Co *		40,116		2,255
American Financial Group Inc/OH		13,674		1,866
Ameriprise Financial Inc		4,701		2,061
AMERISAFE Inc		4,184		210
Arch Capital Group Ltd *		10,008		925
AssetMark Financial Holdings Inc *		29,705		1,052
AvidXchange Holdings Inc *		17,254		227
Axos Financial Inc *		48,113		2,600
Bain Capital Specialty Finance Inc		180,069		2,823
Banc of California Inc		34,251		521
Banco Latinoamericano de Comercio Exterior SA, Cl E		49,383		1,463
Bank OZK		55,988		2,545
BankUnited Inc		6,774		190

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BGC Group Inc, Cl A		1,099,126	$	8,540
Cambridge Bancorp		2,114		144
Capital City Bank Group Inc		9,652		267
Cass Information Systems Inc		2,041		98
Cboe Global Markets Inc		3,600		661
City Holding Co		9,869		1,029
CNO Financial Group Inc		301,615		8,288
Columbia Banking System Inc		479,381		9,276
Comerica Inc		6,969		383
Community Trust Bancorp Inc		21,646		923
Diamond Hill Investment Group Inc		2,001		309
Donnelley Financial Solutions Inc *		39,415		2,444
Eagle Bancorp Inc		21,162		497
Employers Holdings Inc		17,888		812
Enact Holdings Inc		7,491		234
Enova International Inc *		9,200		578
Enstar Group Ltd *		314		98
Essent Group Ltd		17,254		1,027
Euronet Worldwide Inc *		60,730		6,676
Everest Group Ltd		6,060		2,409
EVERTEC Inc		55,000		2,195
Federal Agricultural Mortgage Corp, Cl C		1,256		247
Financial Institutions Inc		64,862		1,221
First American Financial Corp		3,200		195
First Citizens BancShares Inc/NC, Cl A		775		1,267
First Commonwealth Financial Corp		316,920		4,412
First Community Bankshares Inc		66,479		2,302
First Internet Bancorp		34,235		1,189
First Interstate BancSystem Inc, Cl A		51,000		1,388
First Merchants Corp		43,616		1,522
FirstCash Holdings Inc		11,094		1,415
FNB Corp/PA		494,669		6,975
GCM Grosvenor Inc, Cl A		76,518		739
Global Payments Inc		1,009		135
Goosehead Insurance Inc, Cl A *		5,104		340
Great Southern Bancorp Inc		13,042		715
Hamilton Lane Inc, Cl A		9,000		1,015
Hanover Insurance Group Inc/The, Cl A		25,705		3,500
Heritage Insurance Holdings Inc *		70,585		752
HomeTrust Bancshares Inc		4,975		136
Horace Mann Educators Corp, Cl A		66,934		2,476
Independent Bank Corp/MI		12,857		326
Jackson Financial Inc, Cl A		160,532		10,618
KeyCorp		114,508		1,810
Lincoln National Corp		335,302		10,706
MarketAxess Holdings Inc		350		77
Merchants Bancorp/IN		59,391		2,565
Mercury General Corp		8,325		430
MidWestOne Financial Group Inc		30,180		707
Moneylion Inc *		17,963		1,281
NMI Holdings Inc, Cl A *		16,031		518
OFG Bancorp		133,441		4,912

SEI Institutional Managed Trust

63

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Old National Bancorp/IN, Cl A		201,886	$	3,515
Oscar Health Inc, Cl A *		128,448		1,910
Pacific Premier Bancorp Inc		115,527		2,773
Pagseguro Digital Ltd, Cl A *		94,344		1,347
Paymentus Holdings Inc, Cl A *		128,882		2,932
PJT Partners Inc, Cl A		14,364		1,354
Popular Inc		11,261		992
Preferred Bank/Los Angeles CA		13,055		1,002
Reinsurance Group of America Inc, Cl A		7,938		1,531
Remitly Global Inc *		37,571		779
RenaissanceRe Holdings Ltd		4,308		1,013
Republic Bancorp Inc/KY, Cl A		17,019		868
Safety Insurance Group Inc		2,574		212
Selective Insurance Group Inc		19,688		2,149
Sierra Bancorp		10,091		204
Starwood Property Trust Inc ‡		274,065		5,572
United Fire Group Inc		23,336		508
Universal Insurance Holdings Inc		24,324		494
Westamerica BanCorp		22,421		1,096
Zions Bancorp NA		35,664		1,548
				163,856
Health Care — 12.9%
ACADIA Pharmaceuticals Inc *		87,758		1,623
Addus HomeCare Corp *		5,000		517
ADMA Biologics Inc *		263,628		1,740
Agios Pharmaceuticals Inc *		25,779		754
Akero Therapeutics Inc *		15,000		379
Alkermes PLC *		68,608		1,857
Amicus Therapeutics Inc *		125,521		1,479
AMN Healthcare Services Inc *		37,327		2,333
Amphastar Pharmaceuticals Inc *		38,650		1,697
ANI Pharmaceuticals Inc *		36,413		2,517
Anika Therapeutics Inc *		49,576		1,259
Ascendis Pharma A/S ADR *		10,262		1,551
AtriCure Inc *		7,005		213
Avista Public Acquisition Corp II, Cl W *		67,355		365
Biohaven Ltd *		7,698		421
BioMarin Pharmaceutical Inc *		7,000		611
Bioventus Inc, Cl A *		293,568		1,527
Blueprint Medicines Corp *		2,467		234
Catalyst Pharmaceuticals Inc *		32,000		510
Cencora Inc, Cl A		4,713		1,145
Charles River Laboratories International Inc *		7,525		2,039
Chemed Corp		5,665		3,637
Collegium Pharmaceutical Inc *		141,833		5,506
CorVel Corp *		3,132		824
Crinetics Pharmaceuticals Inc *		6,227		292
Cross Country Healthcare Inc *		21,725		407
Cullinan Oncology Inc *		9,439		161
CVRx Inc *		33,796		615
Doximity Inc, Cl A *		67,559		1,818

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Edgewise Therapeutics Inc *		61,045	$	1,114
Encompass Health Corp		19,928		1,646
Enovis Corp *		68,384		4,271
Ensign Group Inc/The		4,885		608
Establishment Labs Holdings Inc *		10,205		519
Globus Medical Inc, Cl A *		14,804		794
GoodRx Holdings Inc, Cl A *		21,916		156
Haemonetics Corp *		8,827		753
Harmony Biosciences Holdings Inc *		9,936		334
HealthEquity Inc *		15,081		1,231
HealthStream Inc		76,121		2,029
Hims & Hers Health Inc *		104,175		1,612
ICON PLC ADR *		7,886		2,649
ICU Medical Inc *		5,669		608
IDEXX Laboratories Inc *		458		247
Incyte Corp *		3,300		188
Inmode Ltd *		237,294		5,128
Insmed Inc *		22,493		610
Integra LifeSciences Holdings Corp *		58,738		2,082
Intra-Cellular Therapies Inc, Cl A *		6,446		446
Ionis Pharmaceuticals Inc *		6,047		262
Iovance Biotherapeutics Inc *		61,381		910
iRadimed Corp		6,407		282
Jazz Pharmaceuticals PLC *		5,000		602
Kiniksa Pharmaceuticals Ltd, Cl A *		31,021		612
LeMaitre Vascular Inc		21,975		1,458
Ligand Pharmaceuticals Inc *		44,793		3,274
LivaNova PLC *		66,167		3,701
Masimo Corp *		3,863		567
Medpace Holdings Inc *		12,810		5,177
Merit Medical Systems Inc *		17,000		1,288
Mettler-Toledo International Inc *		411		547
National HealthCare Corp		4,888		462
NeoGenomics Inc *		6,928		109
Neurocrine Biosciences Inc *		11,777		1,624
OmniAB Inc *		11,714		—
Option Care Health Inc *		40,000		1,342
OraSure Technologies Inc *		166,742		1,026
Pacira BioSciences Inc *		40,636		1,187
Pennant Group Inc/The *		81,388		1,598
Penumbra Inc *		1,427		319
PetIQ Inc, Cl A *		17,066		312
Phibro Animal Health Corp, Cl A		101,110		1,307
Premier Inc, Cl A		63,450		1,402
Prestige Consumer Healthcare Inc, Cl A *		46,904		3,403
Puma Biotechnology Inc *		142,162		754
Quanterix Corp *		43,035		1,014
QuidelOrtho Corp *		4,273		205
Revvity Inc		12,707		1,334
RxSight Inc *		13,728		708
Select Medical Holdings Corp		17,097		516
Supernus Pharmaceuticals Inc *		36,249		1,236

64

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Taro Pharmaceutical Industries Ltd *		25,554	$	1,082
Teleflex Inc		3,980		900
Tenet Healthcare Corp *		6,108		642
Theravance Biopharma Inc *		30,242		271
UFP Technologies Inc *		6,094		1,537
United Therapeutics Corp *		7,055		1,621
Varex Imaging Corp *		22,778		412
Viemed Healthcare Inc *		122,739		1,157
Voyager Therapeutics Inc *		48,392		451
WaVe Life Sciences Ltd *		299,865		1,850
				113,517
Industrials — 18.4%
A O Smith Corp		4,400		394
AAON Inc		24,624		2,169
AAR Corp *		15,000		898
ABM Industries Inc		64,862		2,894
ACCO Brands Corp		414,648		2,326
Acuity Brands Inc		2,320		623
Advanced Drainage Systems Inc		14,960		2,577
AECOM		13,579		1,332
AeroVironment Inc *		8,052		1,234
Apogee Enterprises Inc		8,561		507
Applied Industrial Technologies Inc, Cl A		12,000		2,371
Astec Industries Inc		50,444		2,205
Atmus Filtration Technologies Inc *		6,780		219
Barnes Group Inc		83,927		3,118
Barrett Business Services Inc		2,176		276
Boise Cascade Co		4,228		648
Brink's Co/The		1,514		140
Broadridge Financial Solutions Inc		1,700		348
Builders FirstSource Inc *		9,855		2,055
BWX Technologies Inc		92,285		9,470
CACI International Inc, Cl A *		1,073		406
Casella Waste Systems Inc, Cl A *		5,000		494
CBIZ Inc *		13,842		1,087
CECO Environmental Corp *		52,254		1,203
Cimpress PLC *		10,954		969
Cintas Corp		3,186		2,189
Clean Harbors Inc *		7,022		1,414
Construction Partners Inc, Cl A *		2,041		115
CRA International Inc		11,678		1,747
CSG Systems International Inc		16,685		860
CSW Industrials Inc		1,824		428
Curtiss-Wright Corp		12,804		3,277
Ducommun Inc *		8,335		428
EMCOR Group Inc		14,058		4,923
EnerSys		3,724		352
Esab Corp		75,081		8,302
ExlService Holdings Inc *		74,842		2,380
Exponent Inc		24,310		2,010
Franklin Covey Co *		648		25
FTI Consulting Inc *		6,375		1,341

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gorman-Rupp Co/The		13,217	$	523
GXO Logistics Inc *		66,615		3,581
H&E Equipment Services Inc		2,651		170
Hillenbrand Inc		1,943		98
Hub Group Inc, Cl A		25,928		1,121
Huntington Ingalls Industries Inc, Cl A		1,235		360
Huron Consulting Group Inc *		1,476		143
Hyster-Yale Materials Handling Inc		10,524		675
IDEX Corp		4,000		976
Kadant Inc		7,375		2,420
Kaman Corp, Cl A		101,060		4,636
Kennametal Inc		59,550		1,485
Kforce Inc		10,057		709
L B Foster Co, Cl A *		36,797		1,005
L3Harris Technologies Inc		2,036		434
Landstar System Inc		8,600		1,658
Legalzoom.com Inc *		102,367		1,366
LSI Industries Inc		40,693		615
Luxfer Holdings PLC		23,229		241
Marten Transport Ltd		25,038		463
Masonite International Corp *		28,376		3,730
Miller Industries Inc/TN		36,016		1,804
MSA Safety Inc		10,698		2,071
Mueller Industries Inc		16,000		863
MYR Group Inc *		14,511		2,565
National Presto Industries Inc		7,176		601
Old Dominion Freight Line Inc, Cl A		10,792		2,367
OPENLANE Inc *		252,208		4,363
Park Aerospace Corp		81,129		1,349
Powell Industries Inc		11,343		1,614
Primoris Services Corp		29,688		1,264
Proto Labs Inc *		50,990		1,823
RB Global Inc		40,510		3,086
RBC Bearings Inc *		4,000		1,081
Resources Connection Inc		21,841		287
Rush Enterprises Inc, Cl A		58,383		3,125
RXO Inc *		50,356		1,101
Science Applications International Corp		13,698		1,786
Sensata Technologies Holding PLC		85,477		3,140
Simpson Manufacturing Co Inc		7,500		1,539
SkyWest Inc *		21,015		1,452
SP Plus Corp *		1,746		91
Standex International Corp		5,842		1,064
Steelcase Inc, Cl A		39,651		519
Tennant Co		12,618		1,534
Terex Corp		23,983		1,544
Tetra Tech Inc		24,827		4,586
Toro Co/The		2,800		257
UFP Industries Inc		9,396		1,156
United Rentals Inc		3,502		2,525
Verra Mobility Corp, Cl A *		125,782		3,141
WESCO International Inc		27,460		4,703

SEI Institutional Managed Trust

65

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Small/Mid Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WNS Holdings Ltd *		5,198	$	263
XPO Inc *		55,015		6,713
Xylem Inc/NY		4,342		561
				162,101
Information Technology — 13.9%
A10 Networks Inc		113,184		1,550
ACI Worldwide Inc *		213,713		7,097
Agilysys Inc *		17,117		1,442
Alarm.com Holdings Inc *		5,622		407
Alkami Technology Inc *		56,048		1,377
Amdocs Ltd		6,162		557
Amkor Technology Inc		28,193		909
ANSYS Inc *		2,600		903
Appfolio Inc, Cl A *		2,459		607
Arista Networks Inc *		4,900		1,421
Arlo Technologies Inc *		92,723		1,173
Aspen Technology Inc *		8,071		1,721
Axcelis Technologies Inc *		14,709		1,640
Backblaze Inc, Cl A *		148,456		1,519
Bel Fuse Inc, Cl B		17,783		1,073
Blackbaud Inc, Cl A *		13,912		1,031
Braze Inc, Cl A *		12,605		558
Cadence Design Systems Inc *		7,897		2,458
Calix Inc *		22,676		752
CommVault Systems Inc *		19,305		1,958
Consensus Cloud Solutions Inc *		69,517		1,103
Digital Turbine Inc *		122,995		322
Diodes Inc *		15,000		1,058
Entegris Inc		17,353		2,439
EPAM Systems Inc *		2,034		562
Fabrinet *		2,627		497
Fair Isaac Corp *		1,446		1,807
Fastly Inc, Cl A *		36,176		469
Freshworks Inc, Cl A *		40,746		742
Gartner Inc *		1,518		724
GoDaddy Inc, Cl A *		20,705		2,457
Hackett Group Inc/The		37,239		905
Ichor Holdings Ltd *		10,411		402
Insight Enterprises Inc *		21,641		4,015
Intapp Inc *		4,474		153
Iteris Inc *		190,831		943
Itron Inc *		10,084		933
Kyndryl Holdings Inc *		131,879		2,870
Lattice Semiconductor Corp *		14,532		1,137
LiveRamp Holdings Inc *		42,672		1,472
MACOM Technology Solutions Holdings Inc *		5,522		528
Manhattan Associates Inc *		10,280		2,572
Monolithic Power Systems Inc		2,213		1,499
ON Semiconductor Corp *		39,853		2,931
OSI Systems Inc *		3,229		461
Palo Alto Networks Inc *		2,358		670

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Perficient Inc *		12,505	$	704
Photronics Inc *		269,345		7,628
Progress Software Corp		5,788		309
PROS Holdings Inc *		41,930		1,523
PTC Inc *		19,109		3,610
Q2 Holdings Inc *		16,933		890
Qualys Inc *		12,281		2,049
QuickLogic Corp *		26,199		420
Radware Ltd *		27,056		506
Rambus Inc *		12,784		790
Rapid7 Inc *		14,927		732
RingCentral Inc, Cl A *		773		27
Sapiens International Corp NV		25,074		806
ScanSource Inc *		6,359		280
Silicon Motion Technology Corp ADR		116,124		8,935
SolarWinds Corp *		179,901		2,270
Sprinklr Inc, Cl A *		35,141		431
SPS Commerce Inc *		16,563		3,063
Squarespace Inc, Cl A *		31,030		1,131
Super Micro Computer Inc *		3,261		3,294
Synopsys Inc *		2,761		1,578
Teledyne Technologies Inc *		12,678		5,443
Tenable Holdings Inc *		29,500		1,458
Teradyne Inc		11,312		1,276
Tyler Technologies Inc *		4,508		1,916
Verint Systems Inc *		115,658		3,834
Wix.com Ltd *		11,682		1,606
Zuora Inc, Cl A *		232,766		2,123
				122,456
Materials — 6.3%
Alamos Gold Inc, Cl A		47,569		702
Albemarle Corp		3,497		461
Ashland Inc		40,947		3,987
Avery Dennison Corp		2,472		552
Axalta Coating Systems Ltd *		170,448		5,862
Balchem Corp		14,444		2,238
Carpenter Technology Corp		9,684		692
Century Aluminum Co *		59,619		918
Chemours Co/The		76,488		2,009
Commercial Metals Co, Cl A		177,556		10,435
Crown Holdings Inc		4,800		380
FMC Corp		95,512		6,084
Fortitude Gold Corp		40,846		223
Hawkins Inc		12,136		932
Ingevity Corp *		39,520		1,885
Koppers Holdings Inc		10,287		567
Materion Corp		9,421		1,241
NewMarket Corp		1,035		657
Packaging Corp of America		2,600		493
Reliance Inc		1,282		428
Royal Gold Inc, Cl A		2,923		356
Silgan Holdings Inc		238,512		11,582

66

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Universal Stainless & Alloy Products Inc *		102,752	$	2,304
				54,988
Real Estate — 3.8%
Alexander's Inc ‡		5,898		1,281
CBL & Associates Properties Inc ‡		25,547		585
Centerspace ‡		14,377		821
CoStar Group Inc *		25,721		2,485
EastGroup Properties Inc ‡		14,800		2,661
Equity Commonwealth *‡		40,790		770
FRP Holdings Inc *		4,575		281
Gaming and Leisure Properties Inc ‡		160,161		7,379
Getty Realty Corp ‡		28,351		775
Gladstone Commercial Corp ‡		24,848		344
Highwoods Properties Inc ‡		213,161		5,581
Howard Hughes Holdings Inc *		9,600		697
Independence Realty Trust Inc ‡		67,618		1,091
Invitation Homes Inc ‡		23,648		842
Newmark Group Inc, Cl A		403,284		4,472
One Liberty Properties Inc ‡		20,367		460
Regency Centers Corp ‡		1,254		76
Ryman Hospitality Properties Inc ‡		10,995		1,271
Saul Centers Inc ‡		8,238		317
Sun Communities Inc ‡		1,400		180
Universal Health Realty Income Trust ‡		10,187		374
Ventas Inc ‡		7,436		324
				33,067
Utilities — 0.7%
IDACORP Inc, Cl A		10,909		1,013
MGE Energy Inc		5,320		419
Middlesex Water Co		8,501		446
Otter Tail Corp		19,000		1,642

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

	Percentages are based on Net Assets of $879,912 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $374 ($ Thousands).

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		43,378	$	1,822
UGI Corp		6,450		158
Unitil Corp		12,924		677
York Water Co/The		4,806		174
				6,351
Total Common Stock
(Cost $449,370) ($ Thousands)				867,971

		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		967		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.340% **†(A)		369,361		374
Total Affiliated Partnership
(Cost $369) ($ Thousands)				374
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		12,202,131		12,202
Total Cash Equivalent
(Cost $12,202) ($ Thousands)				12,202
Total Investments in Securities — 100.1%
(Cost $461,941) ($ Thousands)			$	880,547

The following is a summary of the level of inputs used as of March 31, 2024, 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		867,971		–		–		867,971
Rights		–		–		–		–
Affiliated Partnership		–		374		–		374
Cash Equivalent		12,202		–		–		12,202
Total Investments in Securities		880,173		374		–		880,547

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

SEI Institutional Managed Trust

67

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Small/Mid Cap Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	—	$	3,195	$	(2,821	)	$	—	$	—	$	374	$	1	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		9,783		82,619		(80,200	)		—		—		12,202		213		—
Totals	$	9,783	$	85,814	$	(83,021	)	$	–	$	—	$	12,576	$	214	$	—

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

See “Glossary” for abbreviations.

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

68

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Mid-Cap Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.3%
Communication Services — 1.2%
Liberty Broadband Corp, Cl C *		1,535	$	88
Live Nation Entertainment Inc *		2,400		254
New York Times Co/The, Cl A		1,920		83
Playtika Holding Corp		10,490		74
Roku Inc, Cl A *		1,100		72
Trade Desk Inc/The, Cl A *		4,740		414
Warner Bros Discovery Inc *		14,850		129
				1,114
Consumer Discretionary — 15.1%
Advance Auto Parts Inc		1,006		86
AutoZone Inc *		103		325
Bath & Body Works Inc		1,820		91
BorgWarner Inc		3,774		131
Burlington Stores Inc *		2,133		495
Carter's Inc		1,612		136
Chipotle Mexican Grill Inc, Cl A *		44		128
Columbia Sportswear Co		2,647		215
Coupang Inc, Cl A *		5,230		93
Darden Restaurants Inc		740		124
Dick's Sporting Goods Inc		1,920		432
Domino's Pizza Inc		420		209
DoorDash Inc, Cl A *		5,526		761
DR Horton Inc		1,500		247
eBay Inc		5,725		302
Expedia Group Inc *		1,750		241
Five Below Inc *		640		116
Gap Inc/The		17,500		482
Gentex Corp		6,545		236
Grand Canyon Education Inc *		2,635		359
H&R Block Inc		2,450		120
Hasbro Inc		3,783		214
Hilton Worldwide Holdings Inc		740		158
Kohl's Corp		2,620		76

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lennar Corp, Cl A		2,180	$	375
Lennar Corp, Cl B		1,585		244
LKQ Corp		7,378		394
Lululemon Athletica Inc *		491		192
Mohawk Industries Inc *		1,540		202
Murphy USA Inc		170		71
NVR Inc *		10		81
Ollie's Bargain Outlet Holdings Inc *		1,808		144
O'Reilly Automotive Inc *		260		293
Polaris Inc		1,040		104
PulteGroup Inc		5,142		620
Ralph Lauren Corp, Cl A		2,170		407
Ross Stores Inc		4,600		675
Royal Caribbean Cruises Ltd *		2,870		399
Tapestry Inc		3,966		188
Toll Brothers Inc		4,720		611
TopBuild Corp *		1,470		648
Travel + Leisure Co		8,488		416
Ulta Beauty Inc *		880		460
Valvoline Inc *		8,673		387
Williams-Sonoma Inc		1,270		403
Wynn Resorts Ltd		690		71
Yum! Brands Inc		3,130		434
				13,596
Consumer Staples — 3.4%
Boston Beer Co Inc/The, Cl A *		270		82
Casey's General Stores Inc		597		190
Celsius Holdings Inc *		750		62
Clorox Co/The		670		102
Constellation Brands Inc, Cl A		908		247
Darling Ingredients Inc *		5,856		272
Dollar Tree Inc *		1,540		205
Grocery Outlet Holding Corp *		4,260		123
Ingredion Inc		2,172		254
Kroger Co/The		4,270		244
Lamb Weston Holdings Inc		2,139		228
Performance Food Group Co *		1,830		137
Post Holdings Inc *		1,210		129
TreeHouse Foods Inc *		5,648		220
Tyson Foods Inc, Cl A		5,296		311
US Foods Holding Corp *		2,300		124
Walgreens Boots Alliance Inc		4,240		92
				3,022
Energy — 4.6%
Antero Midstream Corp		14,167		199
Antero Resources Corp *		5,290		154
APA Corp		5,940		204
Baker Hughes Co, Cl A		3,830		129
ChampionX Corp		8,030		288
Cheniere Energy Inc		2,234		360
Coterra Energy Inc		9,048		252

SEI Institutional Managed Trust

69

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Mid-Cap Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Diamondback Energy Inc, Cl A		1,353	$	268
DT Midstream Inc		1,835		112
Halliburton Co		3,480		137
Marathon Petroleum Corp		665		134
Permian Resources Corp, Cl A		15,702		277
Phillips 66		2,485		406
Southwestern Energy Co *		13,240		101
Targa Resources Corp		4,206		471
TechnipFMC PLC		12,790		321
Texas Pacific Land Corp		186		108
Valero Energy Corp		850		145
Williams Cos Inc/The		3,002		117
				4,183
Financials — 17.8%
Affiliated Managers Group Inc		590		99
Affirm Holdings Inc, Cl A *		1,920		72
Aflac Inc		2,910		250
Allstate Corp/The		4,502		779
American International Group Inc		4,413		345
Ameriprise Financial Inc		886		388
Apollo Global Management Inc		8,268		930
Arch Capital Group Ltd *		2,527		234
Assurant Inc		670		126
Axis Capital Holdings Ltd		4,890		318
Bank of New York Mellon Corp/The		5,600		323
Bank OZK		4,630		210
Block Inc, Cl A *		6,566		555
Blue Owl Capital Inc, Cl A		12,440		235
Brown & Brown Inc		2,450		214
Cboe Global Markets Inc		1,170		215
Chimera Investment Corp ‡		20,232		93
Cincinnati Financial Corp		2,490		309
Corpay Inc *		1,647		508
Discover Financial Services		3,148		413
Equitable Holdings Inc		2,320		88
Evercore Inc, Cl A		690		133
Everest Group Ltd		637		253
Eversource Energy		4,950		296
Fidelity National Information Services Inc, Cl B		1,390		103
Fifth Third Bancorp		5,240		195
First Horizon Corp		27,291		420
FNB Corp/PA		5,524		78
Franklin Resources Inc		8,570		241
Global Payments Inc		3,488		466
Globe Life Inc		737		86
Hartford Financial Services Group Inc/The		1,160		120
Jefferies Financial Group Inc		2,730		120
Kinsale Capital Group Inc		170		89
Loews Corp		1,780		139
M&T Bank Corp		2,320		337
MarketAxess Holdings Inc		940		206

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MGIC Investment Corp		21,150	$	473
MSCI Inc, Cl A		1,061		595
Old Republic International Corp		4,430		136
Pinnacle Financial Partners Inc		5,342		459
Popular Inc		5,620		495
Primerica Inc		1,553		393
Progressive Corp/The		995		206
Prosperity Bancshares Inc		1,100		72
Reinsurance Group of America Inc, Cl A		2,445		472
Rithm Capital Corp ‡		7,330		82
SLM Corp		13,568		296
Stifel Financial Corp		3,572		279
StoneCo Ltd, Cl A *		8,750		145
Synchrony Financial		6,190		267
Voya Financial Inc		3,470		257
W R Berkley Corp		5,572		493
Webster Financial Corp		3,651		185
Western Union Co/The		14,370		201
WEX Inc *		470		112
Willis Towers Watson PLC		1,074		295
Zions Bancorp NA		3,550		154
				16,053
Health Care — 11.3%
10X Genomics Inc, Cl A *		2,650		99
Align Technology Inc *		398		131
Cardinal Health Inc		1,870		209
Catalent Inc *		1,900		107
Cencora Inc, Cl A		3,261		792
Chemed Corp		484		311
DaVita Inc *		2		—
Dexcom Inc *		1,040		144
Encompass Health Corp		4,555		376
Envista Holdings Corp *		5,336		114
Exact Sciences Corp *		1,640		113
Exelixis Inc *		22,375		531
Hologic Inc *		5,646		440
Humana Inc		550		252
ICON PLC *		2,160		726
IDEXX Laboratories Inc *		1,020		551
Illumina Inc *		625		86
Incyte Corp *		8,260		471
Insulet Corp *		1,340		230
IQVIA Holdings Inc *		1,778		450
Jazz Pharmaceuticals PLC *		844		102
Laboratory Corp of America Holdings		1,430		312
Maravai LifeSciences Holdings Inc, Cl A *		11,474		100
Medpace Holdings Inc *		1,920		776
Mettler-Toledo International Inc *		241		321
Molina Healthcare Inc *		620		255
Neurocrine Biosciences Inc *		2,455		339
Organon & Co		14,100		265
Perrigo Co PLC		7,791		251

70

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ResMed Inc		1,420	$	281
Royalty Pharma PLC, Cl A		2,713		82
Shockwave Medical Inc *		600		195
United Therapeutics Corp *		330		76
Veeva Systems Inc, Cl A *		2,039		472
Zimmer Biomet Holdings Inc		2,056		271
				10,231
Industrials — 20.6%
Acuity Brands Inc		280		75
AECOM		3,480		341
AerCap Holdings NV *		4,341		377
Allegion plc		2,308		311
Allison Transmission Holdings Inc		2,950		239
AMETEK Inc		427		78
Armstrong World Industries Inc		1,932		240
AZEK Co Inc/The, Cl A *		8,250		414
Carrier Global Corp		3,890		226
Cintas Corp		1,000		687
Clean Harbors Inc *		2,818		567
Curtiss-Wright Corp		330		84
Delta Air Lines Inc, Cl A		6,600		316
Dover Corp		2,449		434
EMCOR Group Inc		2,350		823
Esab Corp		3,540		391
Fastenal Co, Cl A		9,327		720
Flowserve Corp		4,560		208
Genpact Ltd		5,642		186
GXO Logistics Inc *		1,760		95
Hexcel Corp, Cl A		3,578		261
Howmet Aerospace Inc		9,830		673
Ingersoll Rand Inc		1,940		184
ITT Inc		1,010		137
L3Harris Technologies Inc		852		182
Leidos Holdings Inc		3,085		404
MSC Industrial Direct Co Inc, Cl A		940		91
Old Dominion Freight Line Inc, Cl A		960		211
Oshkosh Corp		5,040		629
Otis Worldwide Corp		7,115		706
PACCAR Inc		5,505		682
Parker-Hannifin Corp, Cl A		1,756		976
Paychex Inc		4,320		531
Quanta Services Inc		370		96
Regal Rexnord Corp		2,891		521
Republic Services Inc		1,644		315
Science Applications International Corp		580		76
Snap-on Inc		1,236		366
Tetra Tech Inc		1,670		309
Textron Inc		6,430		617
Trane Technologies PLC		2,113		634
TransDigm Group Inc		170		209
United Rentals Inc		718		518
Verisk Analytics Inc, Cl A		1,270		299

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WESCO International Inc		2,144	$	367
Westinghouse Air Brake Technologies Corp		1,913		279
Woodward Inc		2,010		310
WW Grainger Inc		793		807
Xylem Inc/NY		3,128		404
				18,606
Information Technology — 11.9%
Akamai Technologies Inc *		3,420		372
Amdocs Ltd		826		75
Amphenol Corp, Cl A		935		108
ANSYS Inc *		657		228
AppLovin Corp, Cl A *		4,180		289
Arista Networks Inc *		1,020		296
Cadence Design Systems Inc *		865		269
Ciena Corp *		857		42
Cirrus Logic Inc *		2,590		240
Cloudflare Inc, Cl A *		1,318		128
Cognizant Technology Solutions Corp, Cl A		1,620		119
Crowdstrike Holdings Inc, Cl A *		950		305
Datadog Inc, Cl A *		2,035		252
DocuSign Inc, Cl A *		5,600		334
Elastic NV *		1,950		195
F5 Inc, Cl A *		1,762		334
Fair Isaac Corp *		233		291
Gen Digital Inc		23,719		531
GoDaddy Inc, Cl A *		2,889		343
HubSpot Inc *		557		349
Keysight Technologies Inc *		1,921		300
Lattice Semiconductor Corp *		1,510		118
Manhattan Associates Inc *		2,295		574
Marvell Technology Inc		3,660		259
Microchip Technology Inc		4,676		420
Monolithic Power Systems Inc		130		88
Motorola Solutions Inc		220		78
NetApp Inc		6,328		664
Nutanix Inc, Cl A *		3,700		228
Okta Inc, Cl A *		2,710		284
Palantir Technologies Inc, Cl A *		9,440		217
Pegasystems Inc		3,781		244
PTC Inc *		1,612		305
Pure Storage Inc, Cl A *		3,140		163
Qorvo Inc *		2,925		336
Smartsheet Inc, Cl A *		9,856		379
Synopsys Inc *		474		271
TD SYNNEX Corp		1,340		152
UiPath Inc, Cl A *		8,368		190
Unity Software Inc *		2,750		73
VeriSign Inc *		382		72
Western Digital Corp *		1,670		114
Zscaler Inc *		550		106
				10,735

SEI Institutional Managed Trust

71

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Mid-Cap Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Materials — 3.6%
Alcoa Corp		2,800	$	95
AptarGroup Inc		1,320		190
Arcadium Lithium PLC *		24,370		105
Ashland Inc		1,647		160
Axalta Coating Systems Ltd *		7,348		253
Berry Global Group Inc		3,229		195
Eagle Materials Inc		2,210		601
FMC Corp		3,663		233
International Flavors & Fragrances Inc		2,506		216
NewMarket Corp		423		268
Nucor Corp		2,710		536
PPG Industries Inc		650		94
Scotts Miracle-Gro Co/The, Cl A		1,148		86
SSR Mining Inc		17,966		80
Vulcan Materials Co		410		112
				3,224
Real Estate — 5.5%
Alexandria Real Estate Equities Inc ‡		2,889		372
Boston Properties Inc ‡		6,280		410
Camden Property Trust ‡		1,190		117
Cousins Properties Inc ‡		7,770		187
CubeSmart ‡		1,790		81
EPR Properties, Cl A ‡		7,190		305
Equity Residential ‡		1,190		75
Essex Property Trust Inc ‡		771		189
Federal Realty Investment Trust ‡		956		98
Healthcare Realty Trust Inc, Cl A ‡		7,062		100
Healthpeak Properties Inc ‡		8,940		168
Host Hotels & Resorts Inc ‡		17,696		366
Invitation Homes Inc ‡		2,600		93
Kilroy Realty Corp ‡		3,460		126
Kimco Realty Corp ‡		7,620		149
Mid-America Apartment Communities Inc ‡		1,106		145
National Storage Affiliates Trust ‡		2,930		115
Park Hotels & Resorts Inc ‡		25,510		446
Rexford Industrial Realty Inc ‡		4,790		241
SBA Communications Corp, Cl A ‡		1,260		273
Simon Property Group Inc ‡		863		135
Ventas Inc ‡		2,974		129
VICI Properties Inc, Cl A ‡		2,880		86
Welltower Inc ‡		5,915		553
				4,959
Utilities — 3.3%
Alliant Energy Corp		1,490		75
American Water Works Co Inc		730		89
Brookfield Renewable Corp, Cl A		7,280		179
CenterPoint Energy Inc		10,632		303
CMS Energy Corp		1,770		107
Consolidated Edison Inc		810		73
Constellation Energy Corp		820		151

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DTE Energy Co		2,503	$	281
Entergy Corp		3,157		334
Evergy Inc		3,198		171
IDACORP Inc, Cl A		972		90
NiSource Inc		14,267		395
PPL Corp		3,760		103
Public Service Enterprise Group Inc		564		38
UGI Corp		3,073		75
WEC Energy Group Inc		4,005		329
Xcel Energy Inc		2,510		135
				2,928
Total Common Stock
(Cost $70,177) ($ Thousands)				88,651
EXCHANGE TRADED FUND — 0.4%
iShares Russell Mid-Cap Value ETF		2,302		289
Total Exchange Traded Fund
(Cost $249) ($ Thousands)				289
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		160		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		1,479,406		1,479
Total Cash Equivalent
(Cost $1,479) ($ Thousands)				1,479
Total Investments in Securities — 100.3%
(Cost $71,905) ($ Thousands)			$	90,419

72

SEI Institutional Managed Trust

	Percentages are based on Net Assets of $90,193 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).

As of March 31, 2024, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	1,512	$	6,084	$	(6,117	)	$	—	$	—	$	1,479	$	48	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

73

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 98.1%
Communication Services — 8.4%
AT&T Inc		580,400	$	10,215
Comcast Corp, Cl A		235,050		10,189
Electronic Arts Inc		17,564		2,330
Fox Corp, Cl A		92,000		2,877
Fox Corp, Cl B		28,963		829
IDT Corp, Cl B		5,197		197
Madison Square Garden Sports Corp *		496		92
Netflix Inc *		1,392		845
New York Times Co/The, Cl A		26,439		1,143
Omnicom Group Inc		29,345		2,839
Scholastic Corp, Cl B		1,807		68
SK Telecom Co Ltd ADR		84,213		1,816
Spok Holdings Inc		16,066		256
Spotify Technology SA *		10,365		2,735
TEGNA Inc		171,600		2,564
T-Mobile US Inc		17,744		2,896
Verizon Communications Inc		353,054		14,814
				56,705
Consumer Discretionary — 5.2%
AutoZone Inc *		900		2,837
Canadian Tire Corp Ltd, Cl A		13,300		1,328
eBay Inc		38,300		2,021
Gentex Corp		15,221		550
Graham Holdings Co, Cl B		149		114
Grand Canyon Education Inc *		11,608		1,581
H&R Block Inc		87,847		4,314
Honda Motor Co Ltd ADR (A)		145,242		5,407
Murphy USA Inc		18,940		7,940
ODP Corp/The *		1,631		87
O'Reilly Automotive Inc *		1,866		2,107
Perdoceo Education Corp		11,637		204
Stride Inc *		2,559		161
Sturm Ruger & Co Inc		5,462		252

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Texas Roadhouse Inc, Cl A		9,543	$	1,474
Toyota Motor Corp ADR		10,600		2,668
Whirlpool Corp		14,200		1,699
				34,744
Consumer Staples — 16.8%
Altria Group Inc		142,608		6,221
Andersons Inc/The		5,696		327
Archer-Daniels-Midland Co		109,759		6,894
BellRing Brands Inc *		3,975		235
BJ's Wholesale Club Holdings Inc *		5,168		391
Boston Beer Co Inc/The, Cl A *		2,401		731
Calavo Growers Inc		2,615		73
Cal-Maine Foods Inc		6,998		412
Campbell Soup Co		51,788		2,302
Casey's General Stores Inc		3,550		1,130
Central Garden & Pet Co, Cl A *		5,305		196
Church & Dwight Co Inc		14,333		1,495
Clorox Co/The		25,383		3,886
Coca-Cola Co/The		15,538		951
Coca-Cola Consolidated Inc		426		361
Colgate-Palmolive Co		31,371		2,825
Conagra Brands Inc		208,643		6,184
Costco Wholesale Corp		5,424		3,974
Dole PLC		44,459		530
Dollar General Corp		488		76
Energizer Holdings Inc		11,582		341
Flowers Foods Inc		179,810		4,270
Fresh Del Monte Produce Inc		16,990		440
General Mills Inc		76,368		5,343
Herbalife Ltd *		2,040		21
Hershey Co/The		184		36
Hormel Foods Corp		6,500		227
Ingles Markets Inc, Cl A		6,850		525
Ingredion Inc		61,591		7,197
J & J Snack Foods Corp		2,865		414
J M Smucker Co/The		1		—
John B Sanfilippo & Son Inc		4,472		474
Kellanova		118,987		6,817
Keurig Dr Pepper Inc		28,941		888
Kimberly-Clark Corp		17,429		2,254
Kraft Heinz Co/The		219,400		8,096
Kroger Co/The		175,600		10,032
Lancaster Colony Corp		3,415		709
Medifast Inc		266		10
Molson Coors Beverage Co, Cl B		96,184		6,468
Mondelez International Inc, Cl A		6,689		468
Monster Beverage Corp *		12,483		740
National Beverage Corp, Cl A *		576		27
Oil-Dri Corp of America		3,512		262
PepsiCo Inc		8,025		1,404
Pilgrim's Pride Corp *		35,531		1,219
Post Holdings Inc *		6,908		734

74

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Procter & Gamble Co/The		19,537	$	3,170
Reynolds Consumer Products Inc		35,117		1,003
Seaboard Corp		154		496
Simply Good Foods Co/The *		4,870		166
SpartanNash Co		7,405		150
Sprouts Farmers Market Inc *		543		35
TreeHouse Foods Inc *		6,459		252
Tyson Foods Inc, Cl A		32,706		1,921
Universal Corp/VA		7,808		404
Vector Group Ltd		23,137		254
Village Super Market Inc, Cl A		10,871		311
Vita Coco Co Inc/The *		470		11
Vital Farms Inc *		19,818		461
Walmart Inc		78,698		4,735
Weis Markets Inc		4,294		277
WK Kellogg Co		35,172		661
				112,917
Energy — 3.2%
Chesapeake Energy Corp (A)		40,400		3,589
Chevron Corp		34,400		5,426
CONSOL Energy Inc		2,197		184
Dorian LPG Ltd		1,035		40
DT Midstream Inc		44,600		2,725
Excelerate Energy Inc, Cl A		1,051		17
Exxon Mobil Corp		76,251		8,863
Gulfport Energy Corp *		2,778		445
International Seaways Inc		427		23
Teekay Corp *		22,033		160
Teekay Tankers Ltd, Cl A		4,724		276
Weatherford International PLC *		864		100
				21,848
Financials — 12.5%
AFC Gamma Inc ‡		2,153		27
Aflac Inc		111,500		9,573
Allstate Corp/The		8,217		1,422
AMERISAFE Inc		257		13
Aon PLC, Cl A		2,995		999
AssetMark Financial Holdings Inc *		4,986		177
Banco Latinoamericano de Comercio Exterior SA, Cl E		2,332		69
Bank of New York Mellon Corp/The		134,800		7,767
Bankwell Financial Group Inc		585		15
Berkshire Hathaway Inc, Cl B *		9,100		3,827
Canadian Imperial Bank of Commerce		58,800		2,984
Cboe Global Markets Inc		17,895		3,288
Chicago Atlantic Real Estate Finance ‡		7,728		122
CME Group Inc, Cl A		1,632		351
Corebridge Financial Inc		16,490		474
Diamond Hill Investment Group Inc		90		14
Donegal Group Inc, Cl A		3,742		53
Employers Holdings Inc		12,136		551

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Everest Group Ltd		7,870	$	3,128
First Citizens BancShares Inc/NC, Cl A		44		72
Globe Life Inc		2,957		344
Greenlight Capital Re Ltd, Cl A *		2,593		32
Hanover Insurance Group Inc/The, Cl A		7,824		1,065
Hartford Financial Services Group Inc/The		100,400		10,346
Loblaw Cos Ltd		20,000		2,218
LPL Financial Holdings Inc		8,820		2,330
Markel Group Inc *		581		884
Mercury General Corp		6,870		355
MetLife Inc		17,000		1,260
Northeast Community Bancorp		15,888		250
OceanFirst Financial Corp		89,610		1,471
Old Republic International Corp		97,000		2,980
Progressive Corp/The		10,370		2,145
Reinsurance Group of America Inc, Cl A		8,017		1,546
Safety Insurance Group Inc		3,728		306
Selective Insurance Group Inc		4,270		466
Sixth Street Specialty Lending Inc		90,500		1,939
Skyward Specialty Insurance Group Inc *		4,774		179
Travelers Cos Inc/The		18,661		4,295
Universal Insurance Holdings Inc		14,675		298
Unum Group		26,307		1,412
Virtu Financial Inc, Cl A		13,563		278
W R Berkley Corp		23,881		2,112
WaFd Inc		79,300		2,302
Western Union Co/The		498,620		6,971
White Mountains Insurance Group Ltd		345		619
Willis Towers Watson PLC		3,371		927
				84,256
Health Care — 19.9%
Abbott Laboratories		5,822		662
AbbVie Inc		25,562		4,655
ACADIA Pharmaceuticals Inc *		8,085		149
ADMA Biologics Inc *		42,203		279
Agilent Technologies Inc		9,698		1,411
Alkermes PLC *		15,434		418
Amgen Inc, Cl A		27,239		7,745
Amneal Pharmaceuticals Inc *		20,034		121
Amphastar Pharmaceuticals Inc *		4,039		177
ANI Pharmaceuticals Inc *		3,711		257
Anika Therapeutics Inc *		13,447		342
Arcellx Inc *		797		55
Arcturus Therapeutics Holdings Inc *		4,688		158
Ardelyx Inc *		12,175		89
Avista Public Acquisition Corp II, Cl W *		10,284		56
Becton Dickinson & Co		1,244		308
Bristol-Myers Squibb Co		228,601		12,397
Bruker Corp		10,392		976
Cardinal Health Inc		63,600		7,117
Catalyst Pharmaceuticals Inc *		16,623		265
Cigna Group/The		20,678		7,510

SEI Institutional Managed Trust

75

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Collegium Pharmaceutical Inc *		6,225	$	242
Cross Country Healthcare Inc *		765		14
CVS Health Corp		137,637		10,978
DaVita Inc *		8,939		1,234
Deciphera Pharmaceuticals Inc *		4,298		68
Dynavax Technologies Corp *		19,605		243
Elevance Health Inc		5,749		2,981
Eli Lilly & Co		763		594
Exelixis Inc *		123,169		2,923
Gilead Sciences Inc		156,218		11,443
Haemonetics Corp *		512		44
Halozyme Therapeutics Inc *		7,023		286
Harmony Biosciences Holdings Inc *		3,530		119
HealthEquity Inc *		1,335		109
HealthStream Inc		8,761		234
Hologic Inc *		28,365		2,211
Humana Inc		8,169		2,832
Incyte Corp *		83,397		4,751
Innoviva Inc *		18,718		285
Intra-Cellular Therapies Inc, Cl A *		3,131		217
iRadimed Corp		3,321		146
Ironwood Pharmaceuticals Inc, Cl A *		9,997		87
Jazz Pharmaceuticals PLC *		26,400		3,179
Johnson & Johnson		25,761		4,075
Kiniksa Pharmaceuticals Ltd, Cl A *		8,700		172
Ligand Pharmaceuticals Inc *		843		62
MacroGenics Inc *		2,045		30
McKesson Corp		14,000		7,516
Merck & Co Inc		83,930		11,075
Mesa Laboratories Inc		531		58
MiMedx Group Inc *		18,108		139
Mirum Pharmaceuticals Inc *		2,420		61
Myriad Genetics Inc *		990		21
National HealthCare Corp		1,863		176
Neurocrine Biosciences Inc *		20,694		2,854
Option Care Health Inc *		7,699		258
OraSure Technologies Inc *		33,529		206
Organon & Co		24,839		467
Pacira BioSciences Inc *		2,565		75
Patterson Cos Inc		3,237		89
Pediatrix Medical Group Inc *		7,530		76
Pfizer Inc		134,303		3,727
Phibro Animal Health Corp, Cl A		12,444		161
Prestige Consumer Healthcare Inc, Cl A *		2,822		205
Quipt Home Medical *		2,792		12
Regeneron Pharmaceuticals Inc *		2,393		2,303
SIGA Technologies Inc		9,499		81
Supernus Pharmaceuticals Inc *		6,777		231
Tactile Systems Technology Inc *		5,314		86
TruBridge Inc *		1,258		12
UFP Technologies Inc *		289		73
United Therapeutics Corp *		10,079		2,315

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UroGen Pharma *		814	$	12
Vanda Pharmaceuticals Inc *		24,666		101
Varex Imaging Corp *		1,856		34
Vericel Corp *		663		34
Vertex Pharmaceuticals Inc *		5,850		2,445
Viatris Inc, Cl W		158,237		1,889
Voyager Therapeutics Inc *		12,386		115
West Pharmaceutical Services Inc		4,525		1,791
Zymeworks *		20,370		214
				133,618
Industrials — 10.8%
Allison Transmission Holdings Inc		59,400		4,821
Argan Inc		2,752		139
Barrett Business Services Inc		1,788		227
Booz Allen Hamilton Holding Corp, Cl A		15,435		2,291
Cadre Holdings		2,688		97
CH Robinson Worldwide Inc		14,724		1,121
Core & Main Inc, Cl A *		4,527		259
CSG Systems International Inc		57,900		2,984
Cummins Inc		16,300		4,803
Curtiss-Wright Corp		3,988		1,021
Donaldson Co Inc, Cl A		19,739		1,474
EMCOR Group Inc		8,493		2,974
Enerpac Tool Group Corp, Cl A		9,374		334
Ennis Inc		652		13
Ferguson PLC		9,683		2,115
FTI Consulting Inc *		699		147
General Dynamics Corp		9,801		2,769
Genpact Ltd		20,565		678
Golden Ocean Group Ltd		10,094		131
Huntington Ingalls Industries Inc, Cl A		14,627		4,263
Huron Consulting Group Inc *		850		82
Hyster-Yale Materials Handling Inc		1,174		75
IBEX Holdings Ltd *		6,521		101
Insperity Inc, Cl A		493		54
ITT Inc		652		89
Kelly Services Inc, Cl A		1,069		27
Landstar System Inc		13,438		2,590
Leidos Holdings Inc		9,571		1,255
Lockheed Martin Corp		20,469		9,311
LSI Industries Inc		4,250		64
ManpowerGroup Inc		18,476		1,434
Maximus Inc		1,262		106
MSC Industrial Direct Co Inc, Cl A		2,156		209
Mueller Industries Inc		461		25
National Presto Industries		4,439		372
Northrop Grumman Corp		5,143		2,462
Otis Worldwide Corp		4,292		426
PACCAR Inc		39,106		4,845
Republic Services Inc		6,433		1,231
Rollins Inc		23,755		1,099
Ryder System Inc		1,554		187

76

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Schneider National Inc, Cl B		31,350	$	710
Science Applications International Corp		20,000		2,608
Snap-on Inc		20,200		5,984
Textron Inc		35,300		3,386
Waste Management Inc		5,720		1,219
				72,612
Information Technology — 13.5%
A10 Networks Inc		17,336		237
Adeia Inc		7,080		77
Agilysys Inc *		181		15
Amdocs Ltd		132,216		11,948
Appfolio Inc, Cl A *		1,945		480
Arrow Electronics Inc, Cl A *		38,000		4,920
Avnet Inc		107,633		5,336
Box Inc, Cl A *		4,005		113
Canon Inc ADR		165,700		4,930
Cisco Systems Inc		219,598		10,960
Cognizant Technology Solutions Corp, Cl A		66,919		4,905
CommVault Systems Inc *		4,913		498
CoreCard Corp *		2,012		22
Daktronics Inc *		15,161		151
Dolby Laboratories Inc, Cl A		2,603		218
F5 Inc, Cl A *		1,876		356
Gartner Inc *		364		174
Gen Digital Inc		30,495		683
GoDaddy Inc, Cl A *		6,835		811
Hackett Group Inc/The		6,131		149
Hewlett Packard Enterprise Co		418,100		7,413
HP Inc		95,130		2,875
Insight Enterprises Inc *		13,100		2,430
InterDigital Inc		2,610		278
International Business Machines Corp		65,400		12,489
inTEST *		1,537		20
Juniper Networks Inc		119,300		4,421
LiveRamp Holdings Inc *		3,186		110
Motorola Solutions Inc		2,458		873
NetApp Inc		43,000		4,514
Open Text Corp		57,000		2,214
Oracle Corp, Cl B		29,096		3,655
QUALCOMM Inc		6,834		1,157
Qualys Inc *		778		130
Skyworks Solutions Inc		6,700		726
Squarespace Inc, Cl A *		2,091		76
Super Micro Computer Inc *		50		51
Teradata Corp *		10,562		408
				90,823
Materials — 3.3%
Arch Resources Inc		568		91
Berry Global Group Inc		58,041		3,510
CF Industries Holdings Inc		9,430		785
Core Molding Technologies *		2,803		53

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Graphic Packaging Holding Co		82,700	$	2,413
Innospec Inc		807		104
International Paper Co		47,300		1,846
NewMarket Corp		8,679		5,508
Packaging Corp of America		8,318		1,578
Reliance Inc		11,400		3,810
Sonoco Products Co		31,100		1,799
Southern Copper Corp		3,087		329
SSR Mining Inc		73,740		329
				22,155
Real Estate — 0.2%
Apartment Income Corp ‡		11,656		379
Equity Commonwealth *‡		11,617		219
Forestar Group Inc *		1,828		74
RMR Group Inc/The, Cl A		15,929		382
				1,054
Utilities — 4.3%
ALLETE Inc		965		57
American Electric Power Co Inc		23,300		2,006
American States Water Co		3,559		257
Black Hills Corp, Cl A		1,021		56
California Water Service Group, Cl A		3,569		166
Clearway Energy Inc, Cl A		4,172		90
Consolidated Water Co Ltd		11,815		346
Entergy Corp		29,700		3,139
Evergy Inc		41,100		2,194
Genie Energy Ltd, Cl B		13,149		198
MGE Energy Inc		2,306		181
National Fuel Gas Co		103,382		5,554
Northwest Natural Holding Co		5,722		213
NRG Energy Inc		16,281		1,102
ONE Gas Inc		2,155		139
Otter Tail Corp		30,200		2,609
PPL Corp		142,100		3,912
Public Service Enterprise Group Inc		34,300		2,291
SJW Group		6,816		386
Spire Inc		2,532		155
Vistra Corp		57,700		4,019
				29,070
Total Common Stock
(Cost $526,426) ($ Thousands)				659,802
AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, LP
5.340% **†(B)		6,900,218		6,899
Total Affiliated Partnership
(Cost $6,901) ($ Thousands)				6,899

SEI Institutional Managed Trust

77

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

U.S. Managed Volatility Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		12,788,842	$	12,789
Total Cash Equivalent
(Cost $12,789) ($ Thousands)				12,789
Total Investments in Securities — 101.0%
(Cost $546,116) ($ Thousands)			$	679,490

A list of the open futures contracts held by the Fund at March 31, 2024, 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		18		Jun-2024	$	4,667	$	4,777	$	110

	Percentages are based on a Net Assets of $672,675 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $6,899 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		659,802		–		–		659,802
Affiliated Partnership		–		6,899		–		6,899
Cash Equivalent		12,789		–		–		12,789
Total Investments in Securities		672,591		6,899		–		679,490

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		110		–		–		110
Total Other Financial Instruments		110		–		–		110

* 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, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	2,813	$	21,377	$	(17,290	)	$	1	$	(2	)	$	6,899	$	5	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		15,573		105,879		(108,663	)		—		—			12,789		285		—
Totals	$	18,386	$	127,256	$	(125,953	)	$	1	$	(2	)	$	19,688	$	290	$	—

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

See “Glossary” for abbreviations.

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

78

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Global Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.6%
Australia — 0.7%
Origin Energy Ltd		73,066	$	439
Rio Tinto Ltd		71,377		5,670
				6,109
Austria — 0.1%
Oberbank AG		162		12
Telekom Austria AG, Cl A		44,848		375
UNIQA Insurance Group AG		14,649		127
				514
Belgium — 0.1%
Ageas SA/NV		25,858		1,199
Colruyt Group N.V		580		27
TINC Comm VA *		2,066		26
				1,252
Canada — 2.1%
BCE Inc		116,565		3,961
Canadian Utilities Ltd, Cl A		11,300		258
Constellation Software Inc/Canada		100		274
Dollarama Inc		8,200		625
Empire Co Ltd, Cl A		104,700		2,559
Fairfax Financial Holdings Ltd		4,400		4,747
George Weston Ltd		6,700		906
Kinross Gold Corp		52,700		324
Loblaw Cos Ltd		28,800		3,195
Metro Inc/CN, Cl A		29,800		1,601
				18,450
China — 0.2%
APT Satellite Holdings Ltd		202,000		56
BOC Hong Kong Holdings Ltd		63,000		169
CITIC Telecom International Holdings Ltd		1,447,000		468
Wilmar International Ltd		456,600		1,160
				1,853

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Denmark — 2.1%
Carlsberg AS, Cl B		21,584	$	2,959
Danske Bank A/S		108,688		3,266
Novo Nordisk A/S, Cl B		89,694		11,518
Pandora A/S		5,058		817
				18,560
Finland — 0.3%
Elisa Oyj		67,622		3,020
Orion Oyj, Cl A		259		10
				3,030
France — 1.9%
ABC arbitrage		4,265		18
Air Liquide SA		4,590		956
Carrefour SA		226,255		3,879
Danone SA		9,143		591
Dassault Systemes SE		24,084		1,067
Eiffage SA		4,383		498
Legrand SA		14,100		1,496
Orange SA		659,109		7,750
Sanofi SA		4,028		396
				16,651
Germany — 0.0%
Deutsche Telekom AG		2,820		68
Heidelberg Materials AG		3,048		336
				404
Hong Kong — 2.5%
CK Asset Holdings Ltd		14,500		60
CK Hutchison Holdings Ltd		1,097,500		5,301
CK Infrastructure Holdings Ltd		6,500		38
CLP Holdings Ltd, Cl B		105,500		840
Dah Sing Banking Group Ltd		108,898		77
Ferretti		16,900		56
HKT Trust & HKT Ltd		3,336,834		3,893
Langham Hospitality Investments and Langham Hospitality Investments Ltd		425,500		31
Miramar Hotel & Investment		49,000		62
PCCW Ltd		4,732,000		2,340
Power Assets Holdings Ltd		886,500		5,188
Regal Hotels International Holdings Ltd *		77,509		26
Swire Pacific Ltd, Cl A		81,000		667
VTech Holdings Ltd		42,069		255
WH Group Ltd		3,884,000		2,561
				21,395
Israel — 1.6%
Check Point Software Technologies Ltd *		44,275		7,262
First International Bank Of Israel Ltd/The		76,979		3,215
Isracard Ltd		5		–
Nice Ltd *		6,826		1,783
Nova Ltd *		2,765		490
Radware Ltd *		24,814		465

SEI Institutional Managed Trust

79

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		2,376	$	143
Tower Semiconductor Ltd *		12,625		422
				13,780
Italy — 0.3%
Leonardo SpA		26,122		657
Stellantis NV		2,349		67
UniCredit SpA		19,301		733
UnipolSai Assicurazioni SpA		340,283		986
				2,443
Japan — 9.3%
Achilles Corp		2,500		25
Aeon Delight		5,100		118
Aica Kogyo		7,200		176
Aichi Electric Co Ltd		600		16
Aisin Corp		9,500		387
Akatsuki		11,700		39
Albis Co Ltd		1,600		29
Alinco Inc		2,700		19
Amano Corp		31,900		812
Anritsu Corp (A)		207,200		1,673
Arcs Co Ltd		55,900		1,152
Artience		30,300		586
Asahi Co Ltd (A)		49,500		435
Asante Inc (A)		10,700		116
Autobacs Seven Co Ltd		49,100		512
Axial Retailing Inc		13,600		92
Belc Co Ltd		5,900		271
Canon Electronics		2,200		36
Canon Inc		60,600		1,802
Canon Marketing Japan Inc		7,100		209
Cawachi Ltd		29,900		521
Chiyoda Integre		1,600		29
Chubu Electric Power Co Inc		378,300		4,935
Chudenko		5,200		103
CI Takiron Corp (A)		37,000		164
COLOPL		10,800		44
Computer Engineering & Consulting Ltd		7,500		76
COMSYS Holdings Corp (A)		41,900		978
Create Medic Co Ltd		5,677		36
Dai Nippon Toryo Co Ltd		7,800		60
Dai-Ichi Cutter Kogyo		2,600		28
Daiken Medical		6,500		24
Dainichiseika Color & Chemicals Manufacturing		1,800		35
Daisue Construction		4,800		51
Daiwa Securities Group Inc (A)		236,400		1,790
Earth Corp		21,200		595
Eco's		1,800		27
Eizo Corp		8,600		292
EXEO Group (A)		37,600		398

Description	Shares			Market Value ($ Thousands)
COMMON STOCK (continued)
Ezaki Glico Co Ltd		41,000		$	1,143
FAN Communications Inc		8,000			21
Feed One		5,100			33
FJ Next Holdings Co Ltd		14,600			133
France Bed Holdings		9,400			79
FTGroup Co Ltd		2,900			24
Fujicco Co Ltd		22,500			282
Fujiya Co Ltd		2,900			48
Gakken Holdings Co Ltd		15,200			93
Gakkyusha Co Ltd		5,600			78
H.U. Group Holdings		12,900			210
Hamakyorex		1,300			33
Heiwado Co Ltd		73,000			975
Hitachi Ltd		650			59
Hogy Medical		6,600			162
Hokuto Corp (A)		53,000			641
House Foods Group Inc (A)		43,000			874
Icom		1,000			22
Inpex Corp		21,100			321
Itochu-Shokuhin Co Ltd		2,003			95
Japan Oil Transportation Co Ltd		2,100			40
Japan Post Bank Co Ltd		116,500			1,251
Japan Post Holdings Co Ltd		100,100			1,007
Japan Post Insurance Co Ltd		8,400			160
Japan Tobacco Inc		281,500			7,492
Jastec		4,300			41
JFE Holdings Inc		17,800			294
JM Holdings		3,600			65
J-Oil Mills		15,500			198
JSP Corp		34,500			513
Kaken Pharmaceutical Co Ltd		30,400			686
Kakiyasu Honten Co Ltd		5,531			116
Kameda Seika Co Ltd		1,100			31
Kansai Electric Power Co Inc/The (A)		265,600			3,771
Kato Sangyo Co Ltd		27,800			832
KDDI Corp		2,000			59
Kenko Mayonnaise		2,500			33
Kewpie Corp		25,400			471
Key Coffee Inc (A)		7,400			98
KFC Holdings Japan Ltd		7,600			220
Kobe Electric Railway		3,300			61
Komeri Co Ltd		19,200			437
KRS		5,500			42
Kuriyama Holdings		4,200			37
Kyorin Pharmaceutical (A)		104,700			1,257
Kyosan Electric Manufacturing Co Ltd		9,800			34
LAC		9,400			50
Lawson Inc		20,200			1,379
Lion Corp		82,100			733
Marvelous Inc		5,300	��		24
McDonald's Holdings Co Japan Ltd		5,000			225
Medical System Network, Cl A		7,000			30

80

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Megmilk Snow Brand Co Ltd		44,600	$	791
MEIJI Holdings Co Ltd		71,800		1,566
Ministop Co Ltd		4,700		47
Miroku Jyoho Service Co Ltd		6,500		77
Mitsubishi Chemical Group Corp, Cl B		66,100		402
Mitsubishi Shokuhin Co Ltd		18,900		693
Mitsui DM Sugar Holdings Co Ltd		15,000		308
Miyoshi Oil & Fat Co Ltd		18,300		155
Mochida Pharmaceutical Co Ltd		2,200		46
Morinaga & Co Ltd/Japan		11,000		189
Morozoff Ltd		1,200		34
MS&AD Insurance Group Holdings Inc		27,900		491
Musashi Co Ltd		2,400		29
Nagase Brothers		10,000		128
Nagatanien Holdings Co Ltd		1,700		25
NH Foods Ltd		13,400		448
Nichirin Co Ltd		4,300		105
Nihon Chouzai Co Ltd		31,100		321
Nihon Denkei Co Ltd		2,000		32
Nikko Co Ltd/Hyogo		12,400		62
Nippn Corp		111,234		1,705
Nippon Air Conditioning Services Co Ltd		4,900		29
Nippon BS Broadcasting Corp		1,700		10
Nippon Carbon		900		32
NIPPON EXPRESS HOLDINGS INC		3,700		189
Nippon Telegraph & Telephone Corp		511,500		608
Nisshin Oillio Group Ltd/The		14,152		474
Nissin Foods Holdings Co Ltd		5,400		149
Nittoc Construction Co Ltd		17,600		135
Nomura Real Estate Holdings Inc		14,700		414
Oiles Corp		31,500		461
Okinawa Cellular Telephone Co		10,800		254
Okuwa Co Ltd		37,200		233
Osaka Gas Co Ltd		3,800		85
Osaki Electric Co Ltd		13,700		61
Otsuka Holdings Co Ltd		12,500		518
OUG Holdings Inc		2,236		38
Prima Meat Packers		18,300		274
Raito Kogyo Co Ltd		17,800		237
Restar		1,700		34
RYODEN CORP		2,300		41
San-A Co Ltd, Cl A		39,500		1,221
Sanki Engineering Co Ltd		32,000		444
Sanyo Chemical Industries		10,400		290
Secom Co Ltd		9,400		681
Senko Group Holdings Co Ltd		44,900		336
Showa Sangyo Co Ltd		22,000		502
SKY Perfect JSAT Holdings Inc		79,100		537
SoftBank Corp (A)		500,200		6,415
Software Service		900		76
SPK Corp		1,900		26
SRA Holdings		6,400		167

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ST Corp		5,400	$	55
Step Co Ltd		9,200		120
Studio Alice Co Ltd		6,000		82
Sugi Holdings Co Ltd		18,900		322
Sundrug Co Ltd		71,700		2,221
Tachibana Eletech Co Ltd		3,700		79
Takamatsu Construction Group Co Ltd		13,200		245
Takasago International Corp		2,300		52
TAKEBISHI CORP		2,000		27
Tekken Corp		8,500		151
TOKAI Holdings Corp		100,700		655
Tokyo Gas Co Ltd		19,900		452
Tokyo Individualized Educational Institute Inc		8,500		24
Tokyu Construction Co Ltd		70,400		384
Trend Micro Inc/Japan		84,400		4,275
Unicafe Inc		6,400		39
United Super Markets Holdings Inc		123,500		814
Uoriki Co Ltd		5,800		94
Valor Holdings Co Ltd		21,900		357
Vital KSK Holdings Inc		21,700		178
Wowow Inc		19,124		143
Yamatane Corp		2,700		53
Yaoko Co Ltd		18,000		1,081
Yashima Denki Co Ltd		2,600		27
Yasuda Logistics Corp		3,700		29
Zenkoku Hosho Co Ltd		4,000		143
Zenrin Co Ltd		29,300		165
ZERIA Pharmaceutical		8,000		112
				80,708
Netherlands — 3.0%
EXOR		9,586		1,067
Koninklijke Ahold Delhaize NV		370,954		11,106
Koninklijke KPN NV		1,514,238		5,668
Shell PLC		13,223		442
Wolters Kluwer NV		51,132		8,018
				26,301
New Zealand — 0.4%
Spark New Zealand Ltd		1,102,750		3,143
				��
Norway — 1.4%
AMSC ASA		29,261		73
DNB Bank ASA		148,568		2,955
Equinor ASA		5,871		158
Orkla ASA		286,136		2,022
Sparebank 1 Oestlandet		3,854		44
SpareBank 1 SMN		24,206		308
SpareBank 1 Sorost-Norge		3,479		22
SpareBank 1 SR-Bank ASA		13,067		165
Sparebanken Vest		26,910		289
Storebrand		45,467		420
Telenor ASA (A)		482,285		5,368

SEI Institutional Managed Trust

81

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Veidekke ASA		19,659	$	214
				12,038
Portugal — 0.2%
Jeronimo Martins SGPS SA		108,962		2,163
Singapore — 0.8%
Jardine Cycle & Carriage Ltd		69,300		1,241
Jardine Matheson Holdings Ltd		38,500		1,436
Kimly Ltd		85,900		20
Oversea-Chinese Banking Corp Ltd		181,100		1,810
Sembcorp Industries Ltd		38,700		155
Sheng Siong Group Ltd		1,367,374		1,550
Singapore Airlines Ltd		53,000		251
Singapore Exchange Ltd		82,400		562
				7,025
Spain — 0.7%
ACS Actividades de Construccion y Servicios SA		11,446		479
Aena SME SA		11,081		2,183
Cia de Distribucion Integral Logista Holdings SA		30,628		857
Ebro Foods SA		9,388		157
Enagas SA		11,441		170
Iberdrola SA		123,813		1,537
Redeia Corp SA		37,326		637
				6,020
Sweden — 0.8%
Essity AB, Cl B (A)		101,494		2,413
Industrivarden AB, Cl C (A)		34,484		1,187
Volvo AB, Cl A		23,916		659
Volvo AB, Cl B (A)		90,774		2,463
				6,722
Switzerland — 4.1%
BKW AG		4,552		699
Chocoladefabriken Lindt & Spruengli AG		67		803
Holcim AG		10,566		958
Kuehne + Nagel International AG		6,924		1,930
Nestle SA		45,154		4,800
Novartis AG		103,869		10,076
Plazza AG		133		45
PSP Swiss Property AG		1,819		239
Roche Holding AG		32,536		8,374
St Galler Kantonalbank AG		106		57
Swatch Group AG/The		10,799		490
Swisscom AG		10,910		6,679
				35,150
United Kingdom — 5.3%
Auto Trader Group PLC		55,675		492
BAE Systems PLC		66,139		1,128
BT Group PLC, Cl A		767,005		1,062

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Centrica PLC		1,321,511	$	2,131
Coca-Cola Europacific Partners PLC		74,449		5,208
Coca-Cola HBC AG		24,325		769
GSK PLC		93,176		2,011
Haleon PLC		661,896		2,785
HSBC Holdings PLC		88,023		688
J Sainsbury PLC		406,829		1,390
RELX PLC		126,858		5,487
Sage Group PLC/The		474,760		7,590
Shell PLC		40,137		1,331
Spirent Communications PLC		169,712		429
Tesco PLC		1,136,232		4,257
Unilever PLC		56,353		2,830
Vodafone Group PLC		6,836,189		6,085
				45,673
United States — 58.7%
AbbVie Inc		20,032		3,648
Akamai Technologies Inc *		900		98
Alphabet Inc, Cl A *		27,304		4,121
Alphabet Inc, Cl C *		22,515		3,428
Altria Group Inc		126,106		5,501
Amazon.com Inc, Cl A *		8,995		1,622
Amdocs Ltd		68,340		6,176
American Business Bank *		1,369		51
American Electric Power Co Inc		3,600		310
AMETEK Inc		17,810		3,257
Amgen Inc, Cl A		13,412		3,813
Amphenol Corp, Cl A		19,786		2,282
Apple Inc		42,279		7,250
AptarGroup Inc		41,469		5,967
AT&T Inc		404,453		7,118
Automatic Data Processing Inc		8,343		2,084
AutoZone Inc *		447		1,409
Bank of New York Mellon Corp/The		106,294		6,125
Becton Dickinson & Co		3,969		982
Berkshire Hathaway Inc, Cl B *		15,630		6,573
Box Inc, Cl A *		63,064		1,786
Bristol-Myers Squibb Co		156,215		8,472
Bunge Global SA		43,858		4,496
CACI International Inc, Cl A *		2,270		860
Cadence Design Systems Inc *		15,875		4,942
Campbell Soup Co		45,551		2,025
Cardinal Health Inc		43,739		4,894
Casey's General Stores Inc		19,357		6,164
Cboe Global Markets Inc		43,421		7,978
Cencora Inc, Cl A		20,867		5,070
Centene Corp *		42,610		3,344
Chemed Corp		7,836		5,030
Chevron Corp		41		6
Church & Dwight Co Inc		67,386		7,029
Cigna Group/The		8,828		3,206
Cintas Corp		9,368		6,436

82

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cirrus Logic Inc *		3,934	$	364
Cisco Systems Inc		178,565		8,912
Clorox Co/The		50,515		7,734
CME Group Inc, Cl A		10,606		2,283
Coca-Cola Co/The		100,764		6,165
Colgate-Palmolive Co		107,251		9,658
Comcast Corp, Cl A		115,311		4,999
CommVault Systems Inc *		65,326		6,626
Conagra Brands Inc		55,314		1,639
Consolidated Edison Inc		25,862		2,348
Costco Wholesale Corp		12,032		8,815
CVS Health Corp		75,648		6,034
DaVita Inc *		2,300		317
Deckers Outdoor Corp *		306		288
Dell Technologies Inc, Cl C		948		108
Dolby Laboratories Inc, Cl A		17,259		1,446
Domino's Pizza Inc		2,881		1,431
Dropbox Inc, Cl A *		65,755		1,598
DTE Energy Co		2,600		292
Duke Energy Corp		8,400		812
eBay Inc		43,101		2,275
Ecolab Inc		23,784		5,492
Electronic Arts Inc		73,933		9,809
Eli Lilly & Co		434		338
Entergy Corp		300		32
Everest Group Ltd		12,087		4,805
Evergy Inc		2,500		133
Expeditors International of Washington Inc		8,800		1,070
Exxon Mobil Corp		84		10
F5 Inc, Cl A *		32,789		6,216
Fair Isaac Corp *		1,042		1,302
FedEx Corp		14,749		4,273
Ferguson PLC		3,093		676
Fox Corp, Cl A		92,957		2,907
Fox Corp, Cl B		56,608		1,620
General Dynamics Corp		8,056		2,276
General Mills Inc		111,167		7,778
Gilead Sciences Inc		107,907		7,904
Globe Life Inc		2,800		326
Graco Inc		36,155		3,379
Graham Holdings Co, Cl B		67		51
Grand Canyon Education Inc *		7,381		1,005
HealthStream Inc		18,968		506
Hershey Co/The		20,816		4,049
Hologic Inc *		15,622		1,218
Humana Inc		3,953		1,371
Huntington Ingalls Industries Inc, Cl A		2,700		787
Incyte Corp *		65,474		3,730
Ingredion Inc		1,742		204
International Business Machines Corp		56,369		10,764
J M Smucker Co/The		400		50
Johnson & Johnson		39,810		6,298

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Juniper Networks Inc		6,500	$	241
Kellanova		14,776		846
Kimberly-Clark Corp		119,811		15,498
Kraft Heinz Co/The		88,913		3,281
Kroger Co/The		8,700		497
LKQ Corp		6,100		326
Lockheed Martin Corp		15,549		7,073
Manhattan Associates Inc *		3,700		926
Marathon Petroleum Corp		2,600		524
Marsh & McLennan Cos Inc		38,961		8,025
Mastercard Inc, Cl A		3,093		1,489
McDonald's Corp		1,908		538
McKesson Corp		13,275		7,127
Medtronic PLC		15,117		1,317
Merck & Co Inc		3,900		515
Microsoft Corp		27,229		11,456
Molina Healthcare Inc *		4,048		1,663
Molson Coors Beverage Co, Cl B		41,344		2,780
Mondelez International Inc, Cl A		51,279		3,589
Motorola Solutions Inc		18,930		6,720
NetApp Inc		54,141		5,683
Neurocrine Biosciences Inc *		4,076		562
New Mountain Finance Corp		269		3
NewMarket Corp		2,858		1,814
Northrop Grumman Corp		10,622		5,084
NVIDIA Corp		4,737		4,280
NVR Inc *		8		65
Omnicom Group Inc		1,000		97
O'Reilly Automotive Inc *		4,820		5,441
PACCAR Inc		28,224		3,497
Packaging Corp of America		1,700		323
PepsiCo Inc		40,632		7,111
Pfizer Inc		26,800		744
Philip Morris International Inc		26,042		2,386
Phillips 66		5,400		882
PNM Resources Inc		51,477		1,938
Procter & Gamble Co/The		80,136		13,002
Quest Diagnostics Inc		2,600		346
Regeneron Pharmaceuticals Inc *		1,651		1,589
Reliance Inc		3,872		1,294
Republic Services Inc		42,497		8,136
Reynolds Consumer Products Inc		20,557		587
Rollins Inc		19,013		880
Roper Technologies Inc		8,681		4,869
Royal Gold Inc, Cl A		28,116		3,425
RPM International Inc		10,985		1,307
Sherwin-Williams Co/The, Cl A		1,542		536
Southern Co/The		4,900		351
Spotify Technology SA *		734		194
Synopsys Inc *		4,329		2,474
TE Connectivity Ltd		885		128
TJX Cos Inc/The		32,554		3,302

SEI Institutional Managed Trust

83

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
T-Mobile US Inc		14,520	$	2,370
United Therapeutics Corp *		5,597		1,286
Valero Energy Corp		500		85
VeriSign Inc *		31,625		5,993
Verisk Analytics Inc, Cl A		4,900		1,155
Verizon Communications Inc		212,231		8,905
Vertex Pharmaceuticals Inc *		2,934		1,226
Viatris Inc, Cl W		113,985		1,361
VICI Properties Inc, Cl A ‡		56,328		1,678
Vistra Corp		10,200		710
W R Berkley Corp		700		62
Walmart Inc		216,234		13,011
Waste Management Inc		24,770		5,280
Willis Towers Watson PLC		3,010		828
Yelp Inc, Cl A *		10,407		410
				509,197
Total Common Stock
(Cost $750,396) ($ Thousands)				838,581
PREFERRED STOCK — 1.0%
Germany — 1.0%
Bayerische Motoren Werke AG, 7.000%		7,625		818
Henkel AG & Co KGaA (B)		94,532		7,606
Total Preferred Stock
(Cost $8,044) ($ Thousands)				8,424
AFFILIATED PARTNERSHIP — 3.0%
SEI Liquidity Fund, LP
5.340% **†(C)		26,455,321		26,452
Total Affiliated Partnership
(Cost $26,460) ($ Thousands)				26,452
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		9,471,754		9,472
Total Cash Equivalent
(Cost $9,472) ($ Thousands)				9,472
Total Investments in Securities — 101.7%
(Cost $794,372) ($ Thousands)			$	882,929

84

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
Long Contracts
Euro STOXX 50		18		Jun-2024	$	969	$	982	$	21
FTSE 100 Index		5		Jun-2024		496		505		14
Hang Seng Index		4		Apr-2024		423		423		–
S&P 500 Index E-MINI		16		Jun-2024		4,171		4,247		76
SPI 200 Index		5		Jun-2024		637		648		13
TOPIX Index		4		Jun-2024		729		726		–
					$	7,425	$	7,531	$	124

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/02/24		CAD	10,301		USD	7,589	$	(23	)
Barclays PLC		04/02/24		GBP	14,468		USD	18,291		15
Barclays PLC		04/02/24		SEK	66,589		USD	6,447		220
Barclays PLC		04/02/24		HKD	85,516		USD	10,936		10
Barclays PLC		04/02/24		JPY	6,633,861		USD	44,270		437
BNP Paribas		04/02/24		DKK	41,426		USD	6,021		23
BNP Paribas		04/02/24		NOK	73,526		USD	6,951		174
BNP Paribas		04/29/24		AUD	4,897		USD	3,214		18
BNP Paribas		04/29/24		CAD	10,816		USD	7,975		(21	)
BNP Paribas		04/29/24		CHF	16,159		USD	17,989		(10	)
BNP Paribas		04/29/24		DKK	56,889		USD	8,296		47
BNP Paribas		04/29/24		NOK	66,701		USD	6,236		82
BNP Paribas		04/29/24		SEK	68,103		USD	6,464		87
BNP Paribas		04/29/24		HKD	93,416		USD	11,952		4
Brown Brothers Harriman		04/02/24		USD	51		SGD	68		—
Brown Brothers Harriman		04/02/24		USD	16		AUD	24		—
Brown Brothers Harriman		04/02/24		USD	79		AUD	121		(1	)
Brown Brothers Harriman		04/02/24		USD	45		CAD	61		—
Brown Brothers Harriman		04/02/24		USD	82		CAD	111		—
Brown Brothers Harriman		04/02/24		USD	135		DKK	925		(1	)
Brown Brothers Harriman		04/02/24		USD	153		SEK	1,574		(6	)
Brown Brothers Harriman		04/02/24		NZD	175		USD	106		2
Brown Brothers Harriman		04/02/24		USD	182		HKD	1,425		—
Brown Brothers Harriman		04/02/24		USD	424		GBP	333		(3	)
Brown Brothers Harriman		04/02/24		USD	431		NZD	700		(12	)
Brown Brothers Harriman		04/02/24		AUD	361		USD	239		3
Brown Brothers Harriman		04/02/24		AUD	72		USD	47		—
Brown Brothers Harriman		04/02/24		SGD	558		USD	419		5
Brown Brothers Harriman		04/02/24		USD	682		EUR	627		(5	)
Brown Brothers Harriman		04/02/24		CAD	510		USD	379		2
Brown Brothers Harriman		04/02/24		CAD	176		USD	129		(1	)
Brown Brothers Harriman		04/02/24		CHF	732		USD	825		13
Brown Brothers Harriman		04/02/24		USD	956		NOK	10,019		(33	)
Brown Brothers Harriman		04/02/24		EUR	1,626		USD	1,774		18

SEI Institutional Managed Trust

85

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Global Managed Volatility Fund (Concluded)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		04/02/24		GBP	2,060		USD	2,635	$	32
Brown Brothers Harriman		04/02/24		GBP	106		USD	134		(1	)
Brown Brothers Harriman		04/02/24		SEK	3,088		USD	297		8
Brown Brothers Harriman		04/02/24		USD	3,139		CHF	2,752		(84	)
Brown Brothers Harriman		04/02/24		NOK	3,194		USD	302		7
Brown Brothers Harriman		04/02/24		USD	4,245		JPY	627,306		(100	)
Brown Brothers Harriman		04/02/24		HKD	9,325		USD	1,193		1
Brown Brothers Harriman		04/02/24		DKK	16,388		USD	2,406		33
Brown Brothers Harriman		04/02/24		JPY	194,229		USD	1,301		18
Brown Brothers Harriman		04/02/24		JPY	69,063		USD	456		—
Brown Brothers Harriman		04/29/24		USD	8		NZD	14		—
Brown Brothers Harriman		04/29/24		USD	12		AUD	18		—
Brown Brothers Harriman		04/29/24		USD	13		SGD	17		—
Brown Brothers Harriman		04/29/24		USD	19		SEK	205		—
Brown Brothers Harriman		04/29/24		USD	21		CHF	19		—
Brown Brothers Harriman		04/29/24		USD	32		CAD	43		—
Brown Brothers Harriman		04/29/24		NZD	3		USD	2		—
Brown Brothers Harriman		04/29/24		NZD	34		USD	21		—
Brown Brothers Harriman		04/29/24		SGD	39		USD	29		—
Brown Brothers Harriman		04/29/24		USD	40		DKK	274		—
Brown Brothers Harriman		04/29/24		CAD	37		USD	27		—
Brown Brothers Harriman		04/29/24		CAD	6		USD	4		—
Brown Brothers Harriman		04/29/24		USD	44		HKD	346		—
Brown Brothers Harriman		04/29/24		AUD	45		USD	29		—
Brown Brothers Harriman		04/29/24		USD	55		GBP	43		—
Brown Brothers Harriman		04/29/24		GBP	91		USD	115		—
Brown Brothers Harriman		04/29/24		GBP	7		USD	9		—
Brown Brothers Harriman		04/29/24		CHF	102		USD	113		—
Brown Brothers Harriman		04/29/24		USD	167		EUR	154		(1	)
Brown Brothers Harriman		04/29/24		EUR	343		USD	371		—
Brown Brothers Harriman		04/29/24		DKK	98		USD	14		—
Brown Brothers Harriman		04/29/24		DKK	491		USD	71		—
Brown Brothers Harriman		04/29/24		HKD	646		USD	83		—
Brown Brothers Harriman		04/29/24		NOK	201		USD	19		—
Brown Brothers Harriman		04/29/24		NOK	757		USD	70		—
Brown Brothers Harriman		04/29/24		SEK	253		USD	24		—
Brown Brothers Harriman		04/29/24		SEK	863		USD	81		—
Brown Brothers Harriman		04/30/24		USD	288		JPY	43,364		—
Brown Brothers Harriman		04/30/24		USD	34		JPY	5,078		—
Brown Brothers Harriman		04/30/24		JPY	43,759		USD	290		—
Standard Chartered		04/02/24		NZD	3,841		USD	2,343		45
Standard Chartered		04/29/24		GBP	16,301		USD	20,622		31
Standard Chartered		04/29/24		EUR	33,389		USD	36,296		200
Westpac Banking		04/02/24		SGD	3,586		USD	2,668		11
Westpac Banking		04/02/24		AUD	4,609		USD	3,000		(7	)
Westpac Banking		04/02/24		CHF	18,179		USD	20,740		556
Westpac Banking		04/02/24		EUR	32,391		USD	35,070		89
Westpac Banking		04/29/24		NZD	3,317		USD	1,999		16
Westpac Banking		04/29/24		SGD	4,076		USD	3,037		12

86

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Westpac Banking		04/30/24		JPY	6,269,846		USD	41,633	$	22
									$	1,932

	Percentages are based on Net Assets of $868,028 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $26,452 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		838,581		–		–		838,581
Preferred Stock		8,424		–		–		8,424
Affiliated Partnership		–		26,452		–		26,452
Cash Equivalent		9,472		–		–		9,472
Total Investments in Securities		856,477		26,452		–		882,929

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		124		–			–		124
Forward Contracts*
Unrealized Appreciation		–		2,241			–		2,241
Unrealized Depreciation		–		(309	)		–		(309	)
Total Other Financial Instruments		124		1,932			–		2,056

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

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	5,171	$	62,817	$	(41,526	)	$	(2	)	$	(8	)	$	26,452	$	17	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		8,088		178,111		(176,727	)		—			—			9,472		186		—
Totals	$	13,259	$	240,928	$	(218,253	)	$	(2	)	$	(8	)	$	35,924	$	203	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

87

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 98.4%
Communication Services — 2.7%
Comcast Corp, Cl A		63,700	$	2,761
Fox Corp, Cl A		72,007		2,252
Fox Corp, Cl B		13,515		387
Madison Square Garden Sports Corp *		8,894		1,641
New York Times Co/The, Cl A		90,194		3,898
T-Mobile US Inc		37,205		6,073
Verizon Communications Inc		133,139		5,586
				22,598
Consumer Discretionary — 5.1%
AutoZone Inc *		5,600		17,649
Darden Restaurants Inc		6,293		1,052
Honda Motor Co Ltd ADR		129,300		4,814
McDonald's Corp		24,019		6,772
Murphy USA Inc		6,300		2,641
Texas Roadhouse Inc, Cl A		38,001		5,870
Toyota Motor Corp ADR (A)		16,500		4,153
				42,951
Consumer Staples — 14.1%
Altria Group Inc		51,246		2,235
Archer-Daniels-Midland Co		46,136		2,898
Campbell Soup Co		61,859		2,750
Casey's General Stores Inc		2,858		910
Church & Dwight Co Inc		69,150		7,213
Clorox Co/The		18,287		2,800
Coca-Cola Co/The		61,118		3,739
Coca-Cola Europacific Partners PLC		49,400		3,456
Colgate-Palmolive Co		59,487		5,357
Costco Wholesale Corp		9,848		7,215
Dollar General Corp		14,427		2,251
General Mills Inc		77,717		5,438
Hershey Co/The		32,131		6,250
Hormel Foods Corp		84,649		2,953
Kellanova		65,002		3,724

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimberly-Clark Corp		40,417	$	5,228
Kroger Co/The		153,100		8,747
Lamb Weston Holdings Inc		28,333		3,018
McCormick & Co Inc/MD		71,893		5,522
Metro Inc/CN, Cl A		58,400		3,138
PepsiCo Inc		55,363		9,689
Procter & Gamble Co/The		36,873		5,983
Target Corp, Cl A		11,722		2,077
Tyson Foods Inc, Cl A		16,292		957
Walmart Inc		223,965		13,476
WK Kellogg Co		42,187		793
				117,817
Energy — 1.9%
DT Midstream Inc		7,200		440
Exxon Mobil Corp		21,000		2,441
Marathon Petroleum Corp		20,423		4,115
Shell PLC ADR		48,400		3,245
TotalEnergies ADR		23,900		1,645
Williams Cos Inc/The		96,414		3,757
				15,643
Financials — 14.7%
Aflac Inc		112,800		9,685
Allstate Corp/The		40,900		7,076
American Financial Group Inc/OH		17,700		2,416
Berkshire Hathaway Inc, Cl B *		13,500		5,677
Cboe Global Markets Inc		46,588		8,560
Chubb Ltd		12,399		3,213
Cullen/Frost Bankers Inc		10,482		1,180
Everest Group Ltd		31,839		12,656
First Hawaiian Inc		136,393		2,995
Hanover Insurance Group Inc/The, Cl A		19,700		2,682
Jack Henry & Associates Inc		10,939		1,900
M&T Bank Corp		13,412		1,951
MGIC Investment Corp		108,239		2,420
Morningstar Inc, Cl A		14,569		4,493
National Bank of Canada		40,500		3,414
NU Holdings Ltd, Cl A *		79,426		948
Progressive Corp/The		126,860		26,237
RenaissanceRe Holdings Ltd		31,431		7,387
Travelers Cos Inc/The		38,014		8,748
Unum Group		78,804		4,229
White Mountains Insurance Group Ltd		2,847		5,108
				122,975
Health Care — 21.2%
AbbVie Inc		81,633		14,865
Amgen Inc, Cl A		16,800		4,777
AstraZeneca PLC ADR		60,600		4,106
Bristol-Myers Squibb Co		84,506		4,583
Cencora Inc, Cl A		14,727		3,578
Chemed Corp		9,592		6,157
Cigna Group/The		5,727		2,080

88

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CVS Health Corp		31,417	$	2,506
Danaher Corp, Cl A		7,087		1,770
Elevance Health Inc		41,000		21,260
Eli Lilly & Co		32,100		24,972
Exelixis Inc *		186,750		4,432
Gilead Sciences Inc		42,113		3,085
Henry Schein Inc *		13,267		1,002
Humana Inc		23,845		8,268
Incyte Corp *		74,391		4,238
Johnson & Johnson		14,300		2,262
McKesson Corp		8,957		4,809
Merck & Co Inc		164,378		21,690
Mettler-Toledo International Inc *		3,168		4,217
Neurocrine Biosciences Inc *		49,986		6,894
Pfizer Inc		96,968		2,691
Quest Diagnostics Inc		15,100		2,010
Thermo Fisher Scientific Inc		3,885		2,258
United Therapeutics Corp *		14,228		3,268
UnitedHealth Group Inc		33,000		16,325
				178,103
Industrials — 13.9%
Automatic Data Processing Inc		11,453		2,860
Carrier Global Corp		50,700		2,947
CH Robinson Worldwide Inc		31,279		2,382
CSG Systems International Inc		37,600		1,938
Cummins Inc		8,000		2,357
EMCOR Group Inc		13,365		4,680
General Dynamics Corp		20,035		5,660
L3Harris Technologies Inc		22,600		4,816
Landstar System Inc		11,414		2,200
Lockheed Martin Corp		5,885		2,677
Northrop Grumman Corp		40,245		19,264
Quanta Services Inc		32,700		8,495
Republic Services Inc		131,000		25,079
Rollins Inc		59,391		2,748
RTX Corp		106,100		10,348
Schneider National Inc, Cl B		107,305		2,429
Waste Management Inc		74,421		15,863
				116,743
Information Technology — 19.2%
Amdocs Ltd		158,114		14,289
Apple Inc		131,500		22,549
Cisco Systems Inc		74,694		3,728
Cognizant Technology Solutions Corp, Cl A		51,408		3,768
F5 Inc, Cl A *		17,610		3,339
International Business Machines Corp		9,600		1,833
Microsoft Corp		69,096		29,070
Motorola Solutions Inc		87,964		31,225
NetApp Inc		46,296		4,860
Oracle Corp, Cl B		168,520		21,168
Qorvo Inc *		24,194		2,778

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		39,300	$	22,460
				161,067
Materials — 2.6%
AptarGroup Inc		6,262		901
Avery Dennison Corp		26,300		5,871
Corteva Inc		74,350		4,288
NewMarket Corp		7,800		4,950
Royal Gold Inc, Cl A		11,548		1,407
Sealed Air Corp		58,400		2,172
Silgan Holdings Inc		37,000		1,797
				21,386
Real Estate — 0.2%
Equity LifeStyle Properties Inc ‡		29,390		1,893
Utilities — 2.8%
Ameren Corp		21,800		1,612
American Electric Power Co Inc		23,100		1,989
DTE Energy Co		38,099		4,272
Duke Energy Corp		26,843		2,596
Entergy Corp		17,400		1,839
National Fuel Gas Co		37,930		2,038
NextEra Energy Inc		25,080		1,603
Portland General Electric Co		39,600		1,663
Public Service Enterprise Group Inc		27,400		1,830
Southern Co/The		19,305		1,385
WEC Energy Group Inc		29,250		2,402
				23,229
Total Common Stock
(Cost $324,262) ($ Thousands)				824,405
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
5.340% **†(B)		2,950,637		2,944
Total Affiliated Partnership
(Cost $2,951) ($ Thousands)				2,944
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		13,783,568		13,784
Total Cash Equivalent
(Cost $13,784) ($ Thousands)				13,784
Total Investments in Securities — 100.4%
(Cost $340,997) ($ Thousands)			$	841,133

SEI Institutional Managed Trust

89

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed Managed Volatility Fund (Concluded)

A list of the open futures contracts held by the Fund at March 31, 2024, 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		23		Jun-2024	$	5,964	$	6,105	$	141

	Percentages are based on a Net Assets of $838,065 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $2,944 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		824,405		–		–		824,405
Affiliated Partnership		–		2,944		–		2,944
Cash Equivalent		13,784		–		–		13,784
Total Investments in Securities		838,189		2,944		–		841,133

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		141		–		–		141
Total Other Financial Instruments		141		–		–		141

* 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, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	3,171	$	5,544	$	(5,769	)	$	—	$	(2	)	$	2,944	$	6	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		18,107		79,312		(83,635	)		—		—			13,784		343		—
Totals	$	21,278	$	84,856	$	(89,404	)	$	–	$	(2	)	$	16,728	$	349	$	—

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

See “Glossary” for abbreviations.

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

90

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed International Managed Volatility Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.3%
Australia — 5.5%
a2 Milk *		38,118	$	155
Abacus Storage King ‡		226,087		184
AGL Energy Ltd		179,746		978
Ampol Ltd		22,683		589
ANZ Group Holdings Ltd		59,390		1,139
Aurizon Holdings Ltd		163,603		427
Bendigo & Adelaide Bank Ltd		52,109		348
BlueScope Steel Ltd		17,019		265
Brambles Ltd		154,246		1,625
CAR Group Ltd		4,561		107
Chorus Ltd		33,388		153
Cochlear Ltd		1,230		271
Coles Group Ltd		13,130		145
Computershare Ltd		20,988		358
CSL Ltd		3,288		618
Deterra Royalties Ltd		32,233		104
Elders Ltd		100,356		614
Fortescue Ltd		7,760		130
Harvey Norman Holdings Ltd (A)		306,063		1,028
JB Hi-Fi Ltd		27,996		1,174
Metcash Ltd, Cl A		272,155		694
Northern Star Resources Ltd		12,917		122
Orica Ltd		44,639		532
Origin Energy Ltd		143,021		858
QBE Insurance Group Ltd		16,607		196
REA Group Ltd		2,613		316
Rio Tinto Ltd		12,147		965
Rio Tinto PLC		3,292		209
Rio Tinto PLC ADR		3,379		215
Telstra Group Ltd, Cl B		138,665		349
Ventia Services Group Pty Ltd		289,406		727
Viva Energy Group Ltd		30,280		73
Wesfarmers Ltd		18,824		840

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Woolworths Group Ltd		17,215	$	373
				16,881
Austria — 0.4%
ANDRITZ AG		5,099		318
CA Immobilien Anlagen AG		4,737		167
Eurotelesites AG *		20,380		82
S Immo AG		9,548		–
Telekom Austria AG, Cl A		81,520		682
				1,249
Belgium — 1.0%
Ageas SA/NV		26,534		1,230
Colruyt Group N.V		25,637		1,185
Proximus SADP		82,479		668
				3,083
Canada — 2.3%
Bank of Nova Scotia/The, Cl C		10,136		525
Canadian Imperial Bank of Commerce (A)		21,343		1,083
Canadian Tire Corp Ltd, Cl A (A)		12,717		1,269
Cogeco Communications Inc		11,156		495
iA Financial Corp Inc		2,992		186
Loblaw Cos Ltd		24,108		2,674
Stella-Jones Inc		13,355		780
				7,012
China — 0.3%
Wilmar International Ltd		349,300		888
Denmark — 3.7%
Ascendis Pharma A/S ADR *		2,552		386
Carlsberg AS, Cl B		15,344		2,103
Coloplast A/S, Cl B		3,674		497
Danske Bank A/S		63,284		1,902
DSV A/S		3,369		548
Jyske Bank A/S		2,041		173
Novo Nordisk A/S, Cl B		24,925		3,201
Scandinavian Tobacco Group A/S		61,312		1,099
Solar A/S, Cl B		2,119		102
Sydbank AS		22,507		1,168
UIE PLC		5,640		178
				11,357
Finland — 0.9%
Elisa Oyj		6,768		302
Kemira Oyj		45,914		869
Kesko Oyj, Cl B		30,770		575
Orion Oyj, Cl B		7,782		291
TietoEVRY Oyj		27,526		583
				2,620
France — 8.4%
Air Liquide SA		3,881		808
Arkema SA		1,238		130
AXA SA		35,579		1,338

SEI Institutional Managed Trust

91

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BNP Paribas SA		3,209	$	228
Bouygues SA		13,175		538
Carrefour SA		126,668		2,172
Cie Generale des Etablissements Michelin SCA		49,129		1,885
Credit Agricole SA		22,471		335
Danone SA		36,496		2,361
Dassault Systemes SE		7,021		311
Eiffage SA		4,634		526
Engie SA		70,311		1,178
Legrand SA		6,561		696
L'Oreal SA		465		220
Metropole Television SA		45,348		677
Orange SA		352,858		4,149
Sanofi SA		42,094		4,135
Societe BIC SA		21,338		1,526
Thales SA, Cl A		5,065		865
TotalEnergies SE		22,396		1,535
Vivendi SE		12,382		135
				25,748
Germany — 4.6%
Bayer AG		18,292		562
Bayerische Motoren Werke AG		1,376		159
Beiersdorf AG		12,795		1,865
Deutsche Boerse AG		2,569		526
Deutsche Post AG		28,985		1,249
Deutsche Telekom AG		139,568		3,392
E.ON SE		10,939		152
Fresenius Medical Care AG		3,728		144
Fresenius SE & Co KGaA		3,549		96
Hannover Rueck SE		1,509		413
Henkel AG & Co KGaA		1,777		128
Hornbach Holding AG & Co KGaA		11,109		894
Knorr-Bremse AG		2,220		168
Merck KGaA		1,146		202
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4,916		2,401
SAP SE		2,687		524
Sirius Real Estate Ltd		87,389		108
Suedzucker AG		8,202		118
Talanx AG		3,734		296
United Internet AG		23,226		523
				13,920
Hong Kong — 3.2%
Bank of East Asia		211,400		252
CK Asset Holdings Ltd		316,000		1,300
CK Hutchison Holdings Ltd		433,000		2,091
CLP Holdings Ltd, Cl B		140,500		1,119
Dah Sing Banking Group Ltd		750,400		534
HK Electric Investments & HK Electric Investments Ltd		663,000		414

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HKT Trust & HKT Ltd		355,000	$	414
Hutchison Telecommunications Hong Kong Holdings Ltd		756,000		98
PCCW Ltd		997,704		494
Power Assets Holdings Ltd		119,500		699
VTech Holdings Ltd		186,100		1,128
WH Group Ltd		2,029,500		1,338
				9,881
Indonesia — 0.2%
First Resources Ltd		600,200		609
Ireland — 0.2%
Glanbia PLC		32,023		632
Israel — 2.0%
Bank Hapoalim BM		31,232		294
Bank Leumi Le-Israel BM		70,770		591
Bezeq The Israeli Telecommunication Corp Ltd		430,506		556
Check Point Software Technologies Ltd *		8,788		1,441
Elbit Systems Ltd		1,000		210
FIBI Holdings Ltd		2,971		133
First International Bank Of Israel Ltd/The		3,372		141
Isracard Ltd		–		–
Mizrahi Tefahot Bank Ltd		12,013		452
Nice Ltd ADR *		3,872		1,009
Nova Ltd *		853		151
Oil Refineries Ltd		1,752,180		583
Radware Ltd *		5,518		103
Shufersal Ltd *		26,493		187
Telsys Ltd		1,666		113
				5,964
Italy — 1.6%
A2A SpA		582,186		1,052
ACEA SpA		16,169		287
Assicurazioni Generali SpA		15,478		392
Enel SpA		38,590		255
Eni SpA		65,456		1,036
Leonardo SpA		5,397		136
Terna - Rete Elettrica Nazionale		27,136		224
UnipolSai Assicurazioni SpA		507,575		1,471
				4,853
Japan — 26.0%
AEON REIT Investment Corp ‡		669		614
Aica Kogyo		4,400		107
Amano Corp		4,800		122
Anritsu Corp		50,200		405
Arcs Co Ltd		38,800		800
Autobacs Seven Co Ltd		9,100		95
Bandai Namco Holdings Inc		6,900		128
Bridgestone Corp		26,900		1,189
Brother Industries Ltd		60,700		1,123

92

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Canon Inc		89,200	$	2,653
Chubu Electric Power Co Inc		63,400		827
Citizen Watch Co Ltd (A)		84,800		556
Daicel Corp		75,100		739
Daiichi Sankyo Co Ltd		7,500		238
Daiki Aluminium Industry Co Ltd		9,800		79
Daito Trust Construction Co Ltd		1,700		193
Daiwa Securities Group Inc		72,800		551
DCM Holdings Co Ltd		102,200		987
EDION Corp (A)		77,600		780
ENEOS Holdings Inc		388,500		1,865
Ezaki Glico Co Ltd		13,300		371
Fuji Nihon Seito Corp (A)		7,600		50
FUJIFILM Holdings Corp		36,600		819
Heiwado Co Ltd		7,900		106
Hirose Electric Co Ltd (A)		3,600		369
Honda Motor Co Ltd		121,700		1,499
House Foods Group Inc		5,400		110
Hoya Corp		1,500		187
Inpex Corp		89,400		1,358
ITOCHU Corp		41,800		1,785
Itochu Enex Co Ltd		67,200		691
Itoham Yonekyu Holdings Inc		32,080		842
Japan Post Bank Co Ltd		106,800		1,147
Japan Post Holdings Co Ltd		182,800		1,839
Japan Tobacco Inc		104,800		2,789
JFE Holdings Inc		6,000		99
Kajima Corp		62,300		1,274
Kaken Pharmaceutical Co Ltd		24,700		558
Kamigumi Co Ltd		10,100		222
Kaneka Corp		30,200		749
Kansai Electric Power Co Inc/The		47,000		667
Kato Sangyo Co Ltd		8,700		260
KDDI Corp		58,300		1,721
Keihanshin Building Co Ltd		14,200		144
Keisei Electric Railway Co Ltd		4,674		190
Kewpie Corp		12,300		228
Kinden Corp		42,200		733
Komeri Co Ltd		5,200		118
K's Holdings Corp (A)		46,300		398
Kuraray Co Ltd		151,500		1,617
Kurimoto Ltd		5,300		138
Lawson Inc		13,400		915
Lintec Corp (A)		38,500		791
Lion Corp		12,500		112
Marubeni Corp		17,400		300
Maruichi Steel Tube Ltd		4,400		117
McDonald's Holdings Co Japan Ltd		2,900		130
Megmilk Snow Brand Co Ltd		25,000		443
MEIJI Holdings Co Ltd		14,700		321
MIRAIT ONE corp		41,700		513
Mitsubishi Chemical Group Corp, Cl B		116,800		710

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mitsubishi Electric Corp		67,600	$	1,126
Mitsubishi Shokuhin Co Ltd		23,100		847
Mitsubishi UFJ Financial Group Inc (A)		205,800		2,087
Mitsui & Co Ltd		28,400		1,322
Mitsui Chemicals Inc		11,400		333
Mizuho Financial Group Inc		139,580		2,756
Morinaga & Co Ltd/Japan		21,600		370
Morinaga Milk Industry Co Ltd		6,000		123
Morishita Jintan Co Ltd		4,200		69
MS&AD Insurance Group Holdings Inc		93,000		1,637
NEC Corp		6,400		466
NH Foods Ltd		3,800		127
Nichirei Corp		6,500		175
Nippn Corp		17,100		262
NIPPON EXPRESS HOLDINGS INC		5,500		280
Nippon Light Metal Holdings Co Ltd		32,400		383
Nippon Steel Corp (A)		7,400		178
Nippon Telegraph & Telephone Corp		1,109,500		1,320
Nippon Television Holdings Inc		80,400		1,174
Nisshin Seifun Group Inc		55,700		766
Nissin Foods Holdings Co Ltd		7,500		207
Niterra Co Ltd		19,800		655
Nitto Fuji Flour Milling Co Ltd		5,000		175
Nomura Real Estate Holdings Inc		13,300		375
Obayashi Corp		11,500		136
Oji Holdings Corp (A)		60,100		249
Okinawa Cellular Telephone Co		6,200		146
Ono Pharmaceutical Co Ltd		50,200		822
Osaka Gas Co Ltd		38,600		867
Otsuka Corp		18,200		385
Otsuka Holdings Co Ltd		16,200		671
Rohm Co Ltd		5,600		89
Sankyo Co Ltd		148,000		1,615
Sankyu Inc		14,600		501
Secom Co Ltd		7,100		514
Seiko Epson Corp		57,000		992
Seino Holdings Co Ltd		58,300		800
Sekisui House Ltd		47,600		1,080
Senko Group Holdings Co Ltd		58,300		436
Showa Sangyo Co Ltd		5,500		126
SoftBank Corp		30,200		387
Sojitz (A)		15,000		394
Sompo Holdings Inc		7,200		150
Sugi Holdings Co Ltd		4,200		72
Sumitomo Corp		38,800		931
Sumitomo Heavy Industries Ltd		29,800		934
Sumitomo Mitsui Financial Group Inc		40,200		2,346
Sumitomo Mitsui Trust Holdings Inc		59,600		1,283
Sundrug Co Ltd		18,600		576
Techno Ryowa Ltd		18,100		247
Toho Holdings Co Ltd		5,000		119
TOPPAN Holdings Inc		10,000		250

SEI Institutional Managed Trust

93

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed International Managed Volatility Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Toyota Boshoku Corp (A)		24,600	$	418
Trend Micro Inc/Japan		12,900		653
USS Co Ltd		67,600		558
Valor Holdings Co Ltd		29,600		483
Yamada Holdings Co Ltd *		56,700		164
Yamaguchi Financial Group Inc		92,500		936
Zaoh Co Ltd		8,700		146
Zensho Holdings Co Ltd		2,300		96
				79,266
Jordan — 0.3%
Hikma Pharmaceuticals PLC		39,776		964
Netherlands — 3.3%
ABN AMRO Bank NV GDR		11,695		200
EXOR		7,719		859
Koninklijke Ahold Delhaize NV		158,868		4,756
Koninklijke KPN NV		419,598		1,571
NN Group NV		29,146		1,348
Shell PLC		3,555		119
Wolters Kluwer NV		7,314		1,147
				10,000
New Zealand — 0.5%
Channel Infrastructure NZ		111,719		102
Fisher & Paykel Healthcare Corp Ltd		19,131		294
Freightways Group		19,353		102
Mercury NZ Ltd		109,078		452
Meridian Energy Ltd		35,190		124
Spark New Zealand Ltd		212,656		606
				1,680
Norway — 1.2%
DNB Bank ASA		22,448		447
Norsk Hydro ASA		28,454		156
Olav Thon Eiendomsselskap ASA		13,082		267
Orkla ASA		238,367		1,685
Sparebank 1 Oestlandet		8,506		98
SpareBank 1 SR-Bank ASA		17,208		217
Telenor ASA		68,488		762
				3,632
Portugal — 0.9%
Jeronimo Martins SGPS SA		55,263		1,097
Navigator Co SA/The		133,142		582
NOS SGPS SA		146,623		574
Sonae SGPS SA		383,487		365
				2,618
Singapore — 3.3%
DBS Group Holdings Ltd		100,700		2,688
Genting Singapore Ltd		369,400		242
Jardine Cycle & Carriage Ltd		96,100		1,721
Jardine Matheson Holdings Ltd		17,200		642
Mapletree Logistics Trust ‡		154,270		167

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Oversea-Chinese Banking Corp Ltd		184,400	$	1,843
Sheng Siong Group Ltd		383,000		434
Singapore Exchange Ltd		44,300		302
Singapore Technologies Engineering Ltd		146,200		436
United Overseas Bank Ltd		70,700		1,535
Venture Corp Ltd		8,100		86
				10,096
South Africa — 0.0%
Thungela Resources Ltd		1,394		9
Spain — 2.1%
Acerinox SA		17,247		189
ACS Actividades de Construccion y Servicios SA		6,200		260
Aena SME SA		693		137
CaixaBank SA		14,847		72
Cia de Distribucion Integral Logista Holdings SA		90,492		2,531
Faes Farma SA		57,395		195
Iberdrola SA		60,545		752
Indra Sistemas		23,422		486
Industria de Diseno Textil SA		5,360		270
Repsol SA, Cl A		69,865		1,165
Telefonica SA		61,390		271
				6,328
Sweden — 1.9%
Axfood AB		13,229		385
Betsson AB, Cl B		32,738		324
Epiroc AB, Cl B		14,793		251
Essity AB, Cl B (A)		45,353		1,078
Industrivarden AB, Cl C		21,625		745
KNOW IT AB		7,589		112
Nyfosa AB		18,745		185
Securitas AB, Cl B		22,999		237
Skandinaviska Enskilda Banken AB, Cl A (A)		27,192		369
Svenska Cellulosa AB SCA, Cl B		11,438		176
Swedbank AB, Cl A		32,836		652
Swedish Orphan Biovitrum AB *		18,063		451
Volvo AB, Cl B		26,274		713
				5,678
Switzerland — 8.0%
ABB Ltd		11,765		547
Alcon Inc		3,282		272
ALSO Holding AG		606		157
Baloise Holding AG		6,068		952
Basellandschaftliche Kantonalbank		201		186
Berner Kantonalbank AG		473		128
BKW AG		5,701		876
Chocoladefabriken Lindt & Spruengli AG		74		887
EFG International AG		36,769		460
Emmi AG		588		584

94

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EMS-Chemie Holding AG		206	$	158
Givaudan SA		24		107
Helvetia Holding AG		579		80
Holcim AG		12,184		1,105
Kuehne + Nagel International AG		310		86
Landis+Gyr Group AG		1,298		100
Nestle SA		10,269		1,092
Novartis AG		50,109		4,861
PSP Swiss Property AG		3,886		510
Roche Holding AG		8,844		2,255
Romande Energie Holding SA		1,900		114
Sandoz Group AG *		10,990		332
Sika AG		1,337		399
Sonova Holding AG		2,439		707
Swatch Group AG/The		2,251		102
Swiss Life Holding AG		1,571		1,103
Swiss Prime Site AG		1,190		112
Swiss Re AG		18,721		2,410
Swisscom AG		4,134		2,531
Thurgauer Kantonalbank		927		130
TX Group AG		559		92
Valiant Holding AG		8,341		980
				24,415
United Kingdom — 13.4%
3i Group PLC		18,195		646
Atalaya Mining PLC		44,952		220
B&M European Value Retail SA		109,127		752
BAE Systems PLC		265,971		4,534
Balfour Beatty PLC		18,764		91
Bank of Georgia Group PLC		15,867		1,012
BP PLC		199,563		1,250
British American Tobacco PLC		33,613		1,022
Britvic PLC		61,970		643
BT Group PLC, Cl A		291,396		404
Bunzl PLC		27,294		1,051
Centamin PLC		91,997		131
Centrica PLC		462,322		745
Coca-Cola Europacific Partners PLC		11,497		804
Coca-Cola HBC AG		44,915		1,420
Computacenter PLC		33,825		1,152
DCC PLC		1,124		82
Diageo PLC		3,992		147
Endeavour Mining PLC		6,089		124
Ferguson PLC		1,009		221
GSK PLC		187,648		4,050
GSK PLC ADR		9,074		389
Haleon PLC		44,593		188
Howden Joinery Group PLC		31,799		364
HSBC Holdings PLC		99,862		781
Imperial Brands PLC		111,853		2,501
Inchcape PLC		12,434		114
J Sainsbury PLC		514,865		1,759

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kingfisher PLC		155,257	$	489
National Grid PLC		8,113		109
Pearson PLC		44,486		586
Premier Foods PLC		325,003		613
QinetiQ Group PLC		329,839		1,522
RELX PLC		23,211		1,004
Sage Group PLC/The		82,555		1,320
Serco Group PLC		303,591		727
Shell PLC		69,558		2,307
Spirent Communications PLC		75,809		192
Tesco PLC		804,451		3,014
Unilever PLC		24,439		1,227
Vodafone Group PLC		1,027,290		914
Woodside Energy Group Ltd		5,009		100
YouGov PLC		8,551		108
				40,829
United States — 0.1%
Ferguson PLC		1,103		241
Taro Pharmaceutical Industries Ltd *		2,666		113
				354
Total Common Stock
(Cost $216,334) ($ Thousands)				290,566
PREFERRED STOCK — 0.8%
Germany — 0.8%
Henkel AG & Co KGaA (B)		30,256		2,435
Total Preferred Stock
(Cost $1,993) ($ Thousands)				2,435
		Number of Rights
RIGHT — 0.0%
Australia — 0.0%
Abacus Property Group *‡‡		40,372		–
Total Right
(Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 3.5%
SEI Liquidity Fund, LP
5.340% **†(C)		10,577,068		10,578
Total Affiliated Partnership
(Cost $10,579) ($ Thousands)				10,578

SEI Institutional Managed Trust

95

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Managed International Managed Volatility Fund (Concluded)

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		4,944,054	$	4,944
Total Cash Equivalent
(Cost $4,944) ($ Thousands)				4,944
Total Investments in Securities — 101.2%
(Cost $233,850) ($ Thousands)			$	308,523

96

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at March 31, 2024, 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		26		Jun-2024	$	1,407	$	1,416	$	19
FTSE 100 Index		7		Jun-2024		699		707		13
Hang Seng Index		1		Apr-2024		106		106		–
SPI 200 Index		3		Jun-2024		384		389		6
TOPIX Index		6		Jun-2024		1,098		1,090		(9	)
					$	3,694	$	3,708	$	29

	Percentages are based on Net Assets of $304,893 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
†	Investment in Affiliated Security (see Note 6).
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2024.
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $10,578 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		290,566		—			—		290,566
Preferred Stock		2,435		—			—		2,435
Right		—		—	^		—		—
Affiliated Partnership		10,578		—			—		10,578
Cash Equivalent		4,944		—			—		4,944
Total Investments in Securities		308,523		—			—		308,523

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		38			–		–		38
Unrealized Depreciation		(9	)		–		–		(9	)
Total Other Financial Instruments		29			–		–		29

^ This category includes securities with a value less than $500.

* 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, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	2,591	$	44,129	$	(36,138	)	$	—	$	(4	)	$	10,578	$	16	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		1,096		42,023		(38,175	)		—		—			4,944		71		—
Totals	$	3,687	$	86,152	$	(74,313	)	$	–	$	(4	)	$	15,522	$	87	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

97

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Real Estate Fund

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

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† — 98.0%
Real Estate — 98.0%
Alexandria Real Estate Equities Inc ‡		8,550	$	1,102
American Healthcare REIT Inc ‡		35,150		518
American Tower Corp, Cl A ‡		5,370		1,061
AvalonBay Communities Inc ‡		7,490		1,390
Boston Properties Inc ‡		22,350		1,460
Brixmor Property Group Inc ‡		76,400		1,792
Camden Property Trust ‡		19,764		1,945
CareTrust REIT Inc ‡		23,580		575
Cousins Properties Inc ‡		39,110		940
DiamondRock Hospitality Co ‡		83,440		802
Digital Realty Trust Inc, Cl A ‡		22,630		3,260
Douglas Emmett Inc ‡		41,750		579
Elme Communities ‡		18,539		258
Equinix Inc ‡		9,385		7,746
Equity Residential ‡		42,070		2,655
Extra Space Storage Inc ‡		23,380		3,437
First Industrial Realty Trust Inc ‡		44,550		2,341
Healthpeak Properties Inc ‡		107,520		2,016
Host Hotels & Resorts Inc ‡		87,200		1,803
Independence Realty Trust Inc ‡		10,437		168
Invitation Homes Inc ‡		70,060		2,495
Iron Mountain Inc ‡		5,870		471
Kilroy Realty Corp ‡		21,590		787
Kimco Realty Corp ‡		119,100		2,336
Medical Properties Trust Inc ‡(A)		47,933		225
Omega Healthcare Investors Inc ‡		39,041		1,236
Paramount Group Inc ‡		24,580		115
Prologis Inc ‡		55,380		7,212
Public Storage ‡		11,520		3,342
Retail Opportunity Investments Corp ‡		71,240		913
Rexford Industrial Realty Inc ‡		36,860		1,854
Ryman Hospitality Properties Inc ‡		1,300		150
SBA Communications Corp, Cl A ‡		2,210		479
Simon Property Group Inc ‡		20,956		3,279
Sun Communities Inc ‡		19,060		2,451
UDR Inc ‡		68,280		2,554
Urban Edge Properties ‡		25,299		437
Ventas Inc ‡		65,570		2,855
Welltower Inc ‡		37,430		3,497

Description	Shares		Market Value ($ Thousands)
COMMON STOCK†† (continued)
Xenia Hotels & Resorts Inc ‡		34,460	$	517
				73,053
Total Common Stock
(Cost $55,737) ($ Thousands)				73,053
AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, LP
5.340% **(B)		176,385		175
Total Affiliated Partnership
(Cost $177) ($ Thousands)				175
CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**		1,202,400		1,202
Total Cash Equivalent
(Cost $1,202) ($ Thousands)				1,202
Total Investments in Securities — 99.9%
(Cost $57,116) ($ Thousands)			$	74,430

	Percentages are based on Net Assets of $74,528 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	Real Estate Investment Trust.
††	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at March 31, 2024.
(B)	This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $175 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, 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		73,053		–		–		73,053
Affiliated Partnership		–		175		–		175
Cash Equivalent		1,202		–		–		1,202
Total Investments in Securities		74,255		175		–		74,430

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

98

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	4	$	529	$	(358	)	$	—	$	—	$	175	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		973		10,137		(9,908	)		—		—		1,202		21		—
Totals	$	977	$	10,666	$	(10,266	)	$	–	$	—	$	1,377	$	21	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

99

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 40.6%
Agency Mortgage-Backed Obligations — 35.6%
FHLMC
7.500%, 05/01/2031 to 02/01/2038	$	168	$	170
7.000%, 05/01/2024 to 03/01/2039		46		49
6.500%, 10/01/2031 to 07/01/2053		2,110		2,174
6.000%, 02/01/2032 to 12/01/2053		9,164		9,317
5.500%, 06/01/2052 to 09/01/2053		10,160		10,137
5.000%, 05/01/2033 to 05/01/2053		12,073		11,854
4.500%, 04/01/2035 to 12/01/2052		12,812		12,325
4.000%, 08/01/2041 to 02/01/2053		14,251		13,495
3.500%, 12/01/2033 to 06/01/2052		27,535		25,149
3.000%, 03/01/2031 to 06/01/2052		40,104		35,306
2.500%, 10/01/2031 to 05/01/2052		64,402		54,103
2.000%, 07/01/2032 to 05/01/2052		61,426		50,021
1.500%, 11/01/2040 to 08/01/2051		12,934		10,090
0.000%, 07/15/2031(A)		265		190
FHLMC ARM
7.511%, RFUCCT1Y + 1.683%, 02/01/2043(B)		83		85
7.464%, RFUCCT1Y + 1.770%, 09/01/2042(B)		54		55
7.451%, RFUCCT1Y + 1.609%, 10/01/2043(B)		62		63
7.191%, RFUCCT1Y + 1.628%, 11/01/2043(B)		48		49
7.156%, RFUCCT1Y + 1.605%, 09/01/2043(B)		28		29
7.109%, RFUCCT1Y + 1.650%, 03/01/2043(B)		54		55

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
7.031%, RFUCCT1Y + 1.642%, 10/01/2043(B)	$	61	$	62
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B)		36		37
6.866%, RFUCCT1Y + 1.637%, 09/01/2045(B)		541		552
6.817%, RFUCCT1Y + 1.642%, 08/01/2043(B)		61		62
6.791%, RFUCCT1Y + 1.687%, 09/01/2047(B)		356		360
6.204%, RFUCCT1Y + 1.637%, 04/01/2048(B)		785		800
5.965%, RFUCCT1Y + 1.724%, 01/01/2044(B)		129		131
5.501%, RFUCCT1Y + 1.638%, 03/01/2049(B)		327		332
5.180%, SOFR30A + 2.300%, 06/01/2053(B)		271		269
5.128%, SOFR30A + 2.214%, 08/01/2053(B)		304		301
4.298%, SOFR30A + 2.130%, 07/01/2052(B)		475		459
4.192%, SOFR30A + 2.305%, 05/01/2053(B)		1,439		1,393
4.107%, SOFR30A + 2.380%, 09/01/2052(B)		264		253
3.966%, SOFR30A + 2.140%, 08/01/2052(B)		523		492
3.912%, SOFR30A + 2.130%, 07/01/2052(B)		400		382
3.406%, RFUCCT1Y + 1.633%, 02/01/2050(B)		524		518
3.126%, RFUCCT1Y + 1.640%, 11/01/2048(B)		409		404
3.097%, RFUCCT1Y + 1.621%, 02/01/2050(B)		211		199
3.005%, RFUCCT1Y + 1.627%, 11/01/2048(B)		1,169		1,101
2.871%, RFUCCT1Y + 1.619%, 11/01/2047(B)		393		380
2.634%, RFUCCT1Y + 1.634%, 12/01/2050(B)		493		451
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		15		16
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		129		132
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		373		383
FHLMC CMO, Ser 2007-3281, Cl AI, IO
0.997%, 02/15/2037(B)		29		3
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		83		85

100

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(A)	$	1	$	1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
0.597%, 05/15/2038(B)		4		–
FHLMC CMO, Ser 2010-3621, Cl SB, IO
0.797%, 01/15/2040(B)		20		2
FHLMC CMO, Ser 2011-3947, Cl SG, IO
0.517%, 10/15/2041(B)		169		15
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		827		746
FHLMC CMO, Ser 2012-271, Cl F5
5.933%, SOFR30A + 0.614%, 08/15/2042(B)		271		266
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		219		199
FHLMC CMO, Ser 2012-272, Cl F1
5.933%, SOFR30A + 0.614%, 08/15/2042(B)		432		426
FHLMC CMO, Ser 2012-280, Cl F1
5.933%, SOFR30A + 0.614%, 09/15/2042(B)		437		430
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		80		3
FHLMC CMO, Ser 2012-4047, Cl CX
3.500%, 05/15/2042		821		737
FHLMC CMO, Ser 2012-4054, Cl SA, IO
0.617%, 08/15/2039(B)		303		24
FHLMC CMO, Ser 2012-4091, Cl BX
3.250%, 10/15/2041		420		384
FHLMC CMO, Ser 2012-4091, Cl MX
3.250%, 02/15/2042		340		309
FHLMC CMO, Ser 2012-4091, Cl EX
3.375%, 07/15/2042		271		247
FHLMC CMO, Ser 2012-4117, Cl HB
2.500%, 10/15/2042		283		241
FHLMC CMO, Ser 2012-4122, Cl FP
5.833%, SOFR30A + 0.514%, 10/15/2042(B)		310		305
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		185		8
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		47		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
0.817%, 09/15/2042(B)		157		13
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		272		227
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		74		58
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		43		1

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2013-4240, Cl FA
5.933%, SOFR30A + 0.614%, 08/15/2043(B)	$	795	$	782
FHLMC CMO, Ser 2013-4248, Cl FT
5.933%, SOFR30A + 0.614%, 09/15/2043(B)		275		271
FHLMC CMO, Ser 2013-4286, Cl VF
5.883%, SOFR30A + 0.564%, 12/15/2043(B)		585		576
FHLMC CMO, Ser 2014-328, Cl S4, IO
0.067%, 02/15/2038(B)		9		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
0.567%, 05/15/2044(B)		34		3
FHLMC CMO, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		133		115
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.038%, 04/15/2041(B)		101		6
FHLMC CMO, Ser 2015-4446, Cl CP
2.250%, 03/15/2045		368		317
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039(C)		9		9
FHLMC CMO, Ser 2016-353, Cl S1, IO
0.567%, 12/15/2046(B)		241		24
FHLMC CMO, Ser 2016-4582, Cl HA
3.000%, 09/15/2045		1,351		1,242
FHLMC CMO, Ser 2016-4614, Cl FG
5.933%, SOFR30A + 0.614%, 09/15/2046(B)		313		308
FHLMC CMO, Ser 2016-4628, Cl KF
5.933%, SOFR30A + 0.614%, 01/15/2055(B)		393		385
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053(C)		1,908		1,481
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,126		1,001
FHLMC CMO, Ser 2017-4719, Cl LA
3.500%, 09/15/2047		383		346
FHLMC CMO, Ser 2017-4719, Cl LM
3.000%, 09/15/2047		305		268
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		820		732
FHLMC CMO, Ser 2018-4753, Cl BD
3.000%, 01/15/2048		292		252
FHLMC CMO, Ser 2018-4793, Cl FD
5.733%, SOFR30A + 0.414%, 06/15/2048(B)		119		116
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		173		149
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		390		343
FHLMC CMO, Ser 2018-4826, Cl KF
5.733%, SOFR30A + 0.414%, 09/15/2048(B)		257		251

SEI Institutional Managed Trust

101

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047	$	26	$	26
FHLMC CMO, Ser 2018-4857, Cl JA
3.350%, 01/15/2049		1,224		1,145
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		560		502
FHLMC CMO, Ser 2019-4903, Cl NF
5.835%, SOFR30A + 0.514%, 08/25/2049(B)		243		238
FHLMC CMO, Ser 2019-4927, Cl BG
3.000%, 11/25/2049		530		477
FHLMC CMO, Ser 2019-4937, Cl MD
2.500%, 10/25/2049		537		463
FHLMC CMO, Ser 2019-4940, Cl AG
3.000%, 05/15/2040		338		312
FHLMC CMO, Ser 2019-4941, Cl GA
2.000%, 12/15/2047		303		249
FHLMC CMO, Ser 2020-4954, Cl LB
2.500%, 02/25/2050		333		287
FHLMC CMO, Ser 2020-4957, Cl MY
3.000%, 02/25/2050		312		253
FHLMC CMO, Ser 2020-4979, Cl UC
1.500%, 06/25/2050		974		776
FHLMC CMO, Ser 2020-4990, Cl FN
5.785%, SOFR30A + 0.464%, 05/25/2050(B)		668		651
FHLMC CMO, Ser 2020-4991, Cl QV
2.000%, 09/25/2045		277		222
FHLMC CMO, Ser 2020-4993, Cl KF
5.885%, SOFR30A + 0.564%, 07/25/2050(B)		2,271		2,227
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		675		106
FHLMC CMO, Ser 2020-5004, Cl FM
5.785%, SOFR30A + 0.464%, 08/25/2050(B)		480		468
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		692		110
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		324		48
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		2,526		515
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		393		64
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		485		64
FHLMC CMO, Ser 2020-5020, Cl ET
3.500%, 10/25/2050		439		393
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		136		18
FHLMC CMO, Ser 2020-5058, Cl BC
5.000%, 11/25/2050		316		310

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051	$	729	$	112
FHLMC CMO, Ser 2020-5068, Cl AI, IO
3.000%, 11/25/2050		613		100
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		2,177		439
FHLMC CMO, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		485		63
FHLMC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		995		120
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		912		726
FHLMC CMO, Ser 2021-5092, Cl HE
2.000%, 02/25/2051		524		433
FHLMC CMO, Ser 2021-5092, Cl AP
2.000%, 04/25/2041		384		327
FHLMC CMO, Ser 2021-5093, Cl IY, IO
4.500%, 12/25/2050		968		219
FHLMC CMO, Ser 2021-5115, Cl IO, IO
4.500%, 10/25/2049		491		111
FHLMC CMO, Ser 2021-5116, Cl PB
2.250%, 02/25/2051		547		465
FHLMC CMO, Ser 2021-5118, Cl NI, IO
2.000%, 02/25/2051		1,521		196
FHLMC CMO, Ser 2021-5118, Cl CA
1.500%, 10/15/2033		473		413
FHLMC CMO, Ser 2021-5119, Cl QF
5.520%, SOFR30A + 0.200%, 06/25/2051(B)		688		657
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		417		326
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		949		131
FHLMC CMO, Ser 2021-5143, Cl GA
2.000%, 06/25/2049		346		280
FHLMC CMO, Ser 2021-5159, Cl IP, IO
3.000%, 11/25/2051		729		104
FHLMC CMO, Ser 2021-5159, Cl UA
2.500%, 12/25/2048		582		510
FHLMC CMO, Ser 2021-5161, Cl IO, IO
2.000%, 03/25/2051		792		109
FHLMC CMO, Ser 2021-5178, Cl TP
2.500%, 04/25/2049		780		668
FHLMC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		475		415
FHLMC CMO, Ser 2021-5182, Cl D
2.500%, 11/25/2043		2,275		2,062
FHLMC CMO, Ser 2021-5184, Cl AB
2.500%, 05/25/2048		325		287
FHLMC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048		707		627

102

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2022-5202, Cl LA
2.500%, 05/25/2049	$	711	$	613
FHLMC CMO, Ser 2022-5202, Cl TA
2.500%, 12/25/2048		991		885
FHLMC CMO, Ser 2022-5202, Cl MB
3.000%, 11/25/2048		840		752
FHLMC CMO, Ser 2022-5202, Cl IN, IO
3.000%, 01/25/2047		726		95
FHLMC CMO, Ser 2022-5202, Cl BH
2.000%, 12/25/2047		356		316
FHLMC CMO, Ser 2022-5206, Cl CD
3.500%, 05/25/2049		657		600
FHLMC CMO, Ser 2022-5207, Cl PA
3.000%, 06/25/2051		719		640
FHLMC CMO, Ser 2022-5209, Cl EA
3.000%, 08/25/2050		543		486
FHLMC CMO, Ser 2022-5209, Cl EJ
3.000%, 08/25/2050		543		486
FHLMC CMO, Ser 2022-5210, Cl DC
3.000%, 09/25/2051		504		460
FHLMC CMO, Ser 2022-5214, Cl BY
3.000%, 04/25/2052		480		386
FHLMC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		581		526
FHLMC CMO, Ser 2022-5220, Cl QK
3.500%, 09/25/2050		1,047		977
FHLMC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,100		1,885
FHLMC CMO, Ser 2022-5228, Cl TN
3.500%, 07/25/2039		355		334
FHLMC CMO, Ser 2022-5274, Cl IO, IO
2.500%, 01/25/2051		643		104
FHLMC CMO, Ser 2022-5282, Cl GI, IO
4.000%, 02/25/2050		527		105
FHLMC CMO, Ser 2023-390, Cl C14, IO
4.000%, 11/15/2052		475		99
FHLMC CMO, Ser 2023-400, Cl C9, IO
2.000%, 03/25/2052		778		103
FHLMC CMO, Ser 2023-5293, Cl IO, IO
2.000%, 03/25/2051		2,788		342
FHLMC CMO, Ser 2023-5300, Cl C
2.000%, 09/25/2047		913		828
FHLMC CMO, Ser 2023-5335, Cl FB
6.133%, SOFR30A + 0.814%, 10/15/2039(B)		891		892
FHLMC CMO, Ser 2023-5338, Cl FH
5.733%, SOFR30A + 0.414%, 04/15/2045(B)		864		844
FHLMC CMO, Ser 2024-5386, Cl DM
2.000%, 03/25/2044		532		375
FHLMC CMO, Ser 2024-5389, Cl IC, IO
4.500%, 11/25/2051		993		223

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2024-5396, Cl HF
6.270%, SOFR30A + 0.950%, 04/25/2054(B)	$	1,188	$	1,188
FHLMC CMO, Ser 2024-5399, Cl FB
6.220%, SOFR30A + 0.900%, 04/25/2054(B)		669		669
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		418
FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO
0.154%, 11/25/2032(B)		12,993		185
FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO
0.353%, 01/25/2033(B)		13,297		380
FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO
0.265%, 04/25/2033(B)		8,992		204
FHLMC Multifamily Structured Pass-Through Certificates, Ser 160, Cl X1, IO
0.209%, 08/25/2033(B)		4,999		100
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(B)		280		274
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.595%, 03/25/2027(B)		4,479		66
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.147%, 06/25/2029(B)		4,850		254
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
0.878%, 06/25/2029(B)		1,977		74
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.241%, 06/25/2029(B)		700		39
FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO
1.318%, 01/25/2030(B)		3,299		205
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.695%, 04/25/2030(B)		1,786		139
FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO
1.036%, 10/25/2030(B)		5,446		282
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.514%, 03/25/2031(B)		9,014		253
FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO
0.397%, 12/25/2031(B)		11,658		256

SEI Institutional Managed Trust

103

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO
0.264%, 08/25/2032(B)	$	10,973	$	232
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.281%, 07/25/2026(B)		953		21
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.566%, 12/25/2027(B)		2,978		52
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
0.921%, 05/25/2028(B)		3,976		127
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.225%, 06/25/2027(B)		1,431		29
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		541
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(B)		710		595
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		305
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		555
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA
6.000%, 04/15/2036		238		245
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050		1,779		403
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A
7.420%, SOFR30A + 2.100%, 04/25/2043(B)(D)		1,532		1,560
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.820%, SOFR30A + 1.500%, 10/25/2041(B)(D)		5,746		5,754
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1
8.720%, SOFR30A + 3.400%, 10/25/2041(B)(D)		920		952
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
7.720%, SOFR30A + 2.400%, 02/25/2042(B)(D)		1,220		1,242
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2
9.070%, SOFR30A + 3.750%, 02/25/2042(B)(D)		440		463

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1
10.970%, SOFR30A + 5.650%, 04/25/2042(B)(D)	$	420	$	455
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
2.310%, 10/25/2037(B)		57		56
FNMA
7.500%, 10/01/2037 to 01/01/2054		1,776		1,856
7.000%, 09/01/2026 to 01/01/2054		3,226		3,351
6.500%, 05/01/2027 to 03/01/2054		6,974		7,150
6.000%, 02/01/2034 to 02/01/2054		10,565		10,731
5.800%, 10/01/2033		100		105
5.500%, 02/01/2035 to 09/01/2056		8,794		8,788
5.490%, 10/01/2033		100		104
5.000%, 06/01/2038 to 07/01/2053		9,789		9,677
4.820%, 07/01/2033		100		100
4.680%, 07/01/2033		100		100
4.500%, 04/01/2025 to 08/01/2058		34,753		33,329
4.420%, 04/01/2033		99		97
4.200%, 01/01/2029		775		754
4.060%, 07/01/2032		98		94
4.000%, 01/01/2027 to 06/01/2057		33,438		31,707
3.880%, 07/01/2032		98		92
3.520%, 06/01/2032		100		92
3.500%, 05/01/2033 to 06/01/2052		48,272		44,055
3.020%, 05/01/2026		550		528
3.000%, 12/01/2031 to 07/01/2060		122,797		108,367
2.900%, 11/01/2029		488		445
2.820%, 07/01/2027		543		512
2.500%, 03/01/2035 to 09/01/2061		72,761		61,332
2.455%, 04/01/2040		1,920		1,369
2.000%, 03/01/2028 to 04/01/2052		152,163		124,098
1.850%, 09/01/2035		525		444
1.500%, 04/01/2041 to 02/01/2052		10,039		7,688
FNMA ARM
7.361%, RFUCCT1Y + 1.654%, 01/01/2043(B)		26		27
7.192%, RFUCCT1Y + 1.581%, 10/01/2043(B)		125		127
7.007%, 12MTA + 1.940%, 11/01/2035(B)		136		139
6.933%, 12MTA + 1.848%, 10/01/2035(B)		36		37
6.903%, 12MTA + 1.859%, 11/01/2035(B)		28		28
6.855%, 12MTA + 1.854%, 10/01/2035(B)		123		125
6.723%, RFUCCT1Y + 1.560%, 06/01/2043(B)		42		43
5.726%, RFUCCT1Y + 1.578%, 06/01/2045(B)		224		229

104

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.691%, RFUCCT1Y + 1.584%, 01/01/2046(B)	$	560	$	572
4.648%, SOFR30A + 2.130%, 08/01/2052(B)		871		855
4.629%, SOFR30A + 2.123%, 08/01/2052(B)		854		828
4.616%, SOFR30A + 2.125%, 08/01/2052(B)		1,086		1,065
4.355%, SOFR30A + 2.125%, 07/01/2052(B)		962		936
4.296%, SOFR30A + 2.126%, 08/01/2052(B)		1,028		998
4.213%, SOFR30A + 2.370%, 09/01/2052(B)		257		249
4.208%, SOFR30A + 2.128%, 11/01/2052(B)		640		622
4.143%, SOFR30A + 2.120%, 07/01/2052(B)		784		745
4.142%, SOFR30A + 2.132%, 10/01/2052(B)		1,889		1,832
4.122%, SOFR30A + 2.120%, 09/01/2052(B)		752		730
3.962%, SOFR30A + 2.120%, 08/01/2052(B)		226		213
3.677%, SOFR30A + 2.370%, 08/01/2052(B)		568		537
3.053%, RFUCCT1Y + 1.603%, 03/01/2050(B)		875		871
2.776%, RFUCCT1Y + 1.606%, 06/01/2050(B)		370		343
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		46		44
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		106		108
FNMA CMO, Ser 2006-112, Cl ST, IO
1.265%, 11/25/2036(B)		209		8
FNMA CMO, Ser 2009-103, Cl MB
5.399%, 12/25/2039(B)		14		14
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(A)		297		256
FNMA CMO, Ser 2011-111, Cl DB
4.000%, 11/25/2041		386		367
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		730		744
FNMA CMO, Ser 2011-87, Cl SG, IO
1.115%, 04/25/2040(B)		24		1
FNMA CMO, Ser 2011-96, Cl SA, IO
1.115%, 10/25/2041(B)		377		25
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		32		–
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		3		–

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2012-118, Cl VZ
3.000%, 11/25/2042	$	380	$	339
FNMA CMO, Ser 2012-133, Cl JF
5.785%, SOFR30A + 0.464%, 12/25/2042(B)		362		354
FNMA CMO, Ser 2012-133, Cl CS, IO
0.715%, 12/25/2042(B)		109		11
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		286		238
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		3		3
FNMA CMO, Ser 2012-35, Cl SC, IO
1.065%, 04/25/2042(B)		90		10
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		93		96
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(A)		8		7
FNMA CMO, Ser 2012-74, Cl SA, IO
1.215%, 03/25/2042(B)		103		6
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(A)		16		14
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		908		814
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		243		214
FNMA CMO, Ser 2013-124, Cl SB, IO
0.515%, 12/25/2043(B)		176		16
FNMA CMO, Ser 2013-126, Cl CS, IO
0.715%, 09/25/2041(B)		132		8
FNMA CMO, Ser 2013-15, Cl FA
5.785%, SOFR30A + 0.464%, 03/25/2043(B)		434		425
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,478
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		335		281
FNMA CMO, Ser 2013-54, Cl BS, IO
0.715%, 06/25/2043(B)		65		8
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		146		7
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		19		1
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		111		117
FNMA CMO, Ser 2013-9, Cl SA, IO
0.715%, 03/25/2042(B)		127		7
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		890		902
FNMA CMO, Ser 2014-17, Cl DY
3.500%, 04/25/2044		514		458
FNMA CMO, Ser 2014-25, Cl EL
3.000%, 05/25/2044		412		371

SEI Institutional Managed Trust

105

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2014-47, Cl AI, IO
0.255%, 08/25/2044(B)	$	77	$	3
FNMA CMO, Ser 2014-6, Cl Z
2.500%, 02/25/2044		258		218
FNMA CMO, Ser 2014-74, Cl PC
2.500%, 06/25/2044		322		297
FNMA CMO, Ser 2015-20, Cl EF
5.785%, SOFR30A + 0.464%, 04/25/2045(B)		1,000		978
FNMA CMO, Ser 2015-26, Cl GF
5.735%, SOFR30A + 0.414%, 05/25/2045(B)		634		619
FNMA CMO, Ser 2015-32, Cl FA
5.735%, SOFR30A + 0.414%, 05/25/2045(B)		388		378
FNMA CMO, Ser 2015-48, Cl FB
5.735%, SOFR30A + 0.414%, 07/25/2045(B)		474		462
FNMA CMO, Ser 2015-55, Cl IO, IO
0.309%, 08/25/2055(B)		178		6
FNMA CMO, Ser 2015-56, Cl AS, IO
0.715%, 08/25/2045(B)		26		3
FNMA CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045		270		228
FNMA CMO, Ser 2015-8, Cl AP
2.000%, 03/25/2045		733		638
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,052		953
FNMA CMO, Ser 2016-19, Cl FD
5.835%, SOFR30A + 0.514%, 04/25/2046(B)		1,328		1,311
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		28		28
FNMA CMO, Ser 2016-45, Cl PB
3.000%, 07/25/2046		282		217
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,085		984
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		2,262		1,883
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		456		414
FNMA CMO, Ser 2017-30, Cl FA
5.785%, SOFR30A + 0.464%, 05/25/2047(B)		231		226
FNMA CMO, Ser 2017-76, Cl SB, IO
0.665%, 10/25/2057(B)		732		83
FNMA CMO, Ser 2017-78, Cl FC
5.785%, SOFR30A + 0.464%, 10/25/2047(B)		457		446
FNMA CMO, Ser 2017-85, Cl SC, IO
0.765%, 11/25/2047(B)		212		19
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		788		729

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2018-38, Cl MA
3.300%, 06/25/2048	$	603	$	561
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		632		556
FNMA CMO, Ser 2018-45, Cl TM
3.000%, 06/25/2048		460		407
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		190		185
FNMA CMO, Ser 2018-55, Cl GA
3.375%, 08/25/2048		451		419
FNMA CMO, Ser 2018-64, Cl A
3.000%, 09/25/2048		400		346
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		223		195
FNMA CMO, Ser 2018-85, Cl EA
3.500%, 12/25/2048		340		318
FNMA CMO, Ser 2019-15, Cl FA
5.935%, SOFR30A + 0.614%, 04/25/2049(B)		243		239
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		731		660
FNMA CMO, Ser 2019-41, Cl FG
5.935%, SOFR30A + 0.614%, 08/25/2059(B)		568		558
FNMA CMO, Ser 2019-43, Cl FC
5.835%, SOFR30A + 0.514%, 08/25/2049(B)		470		461
FNMA CMO, Ser 2019-67, Cl FB
5.885%, SOFR30A + 0.564%, 11/25/2049(B)		243		239
FNMA CMO, Ser 2019-79, Cl FA
5.935%, SOFR30A + 0.614%, 01/25/2050(B)		1,208		1,187
FNMA CMO, Ser 2020-12, Cl FL
5.885%, SOFR30A + 0.564%, 03/25/2050(B)		408		397
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		580		106
FNMA CMO, Ser 2020-34, Cl F
5.885%, SOFR30A + 0.564%, 06/25/2050(B)		337		330
FNMA CMO, Ser 2020-37, Cl DA
1.500%, 06/25/2050		244		210
FNMA CMO, Ser 2020-45, Cl JL
3.000%, 07/25/2040		926		839
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		431		257
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		1,134		941
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		372		304
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		299		48

106

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050	$	900	$	697
FNMA CMO, Ser 2020-57, Cl TA
2.000%, 04/25/2050		963		830
FNMA CMO, Ser 2020-59, Cl NC
3.000%, 08/25/2040		507		459
FNMA CMO, Ser 2020-61, Cl NI, IO
3.500%, 09/25/2050		1,249		209
FNMA CMO, Ser 2020-62, Cl AI, IO
2.500%, 09/25/2050		693		109
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		824		168
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		1,712		350
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		957		194
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		1,428		275
FNMA CMO, Ser 2020-73, Cl KI, IO
3.000%, 10/25/2050		604		97
FNMA CMO, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		691		115
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		164		26
FNMA CMO, Ser 2021-22, Cl MN
2.750%, 10/25/2050		560		494
FNMA CMO, Ser 2021-26, Cl BD
1.750%, 05/25/2051		299		258
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		1,637		1,302
FNMA CMO, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051		1,437		210
FNMA CMO, Ser 2021-33, Cl AV
2.500%, 03/25/2048		226		166
FNMA CMO, Ser 2021-42, Cl DC
2.000%, 11/25/2050		1,069		890
FNMA CMO, Ser 2021-42, Cl AC
2.000%, 02/25/2051		443		371
FNMA CMO, Ser 2021-43, Cl IO, IO
2.500%, 06/25/2051		1,450		225
FNMA CMO, Ser 2021-52, Cl CI, IO
2.500%, 12/25/2047		827		111
FNMA CMO, Ser 2021-62, Cl GI, IO
2.500%, 10/25/2047		783		114
FNMA CMO, Ser 2021-65, Cl JA
2.000%, 01/25/2046		286		249
FNMA CMO, Ser 2021-73, Cl A
2.500%, 11/25/2049		590		510
FNMA CMO, Ser 2021-73, Cl DJ
2.000%, 03/25/2049		601		502
FNMA CMO, Ser 2021-76, Cl KB
1.250%, 11/25/2051		263		212

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2021-77, Cl WI, IO
3.000%, 08/25/2050	$	664	$	105
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		918		736
FNMA CMO, Ser 2021-86, Cl MA
2.500%, 11/25/2047		960		849
FNMA CMO, Ser 2021-91, Cl AB
2.500%, 09/25/2049		568		493
FNMA CMO, Ser 2021-95, Cl MA
2.500%, 04/25/2050		699		592
FNMA CMO, Ser 2021-96, Cl AH
2.500%, 03/25/2049		614		524
FNMA CMO, Ser 2022-11, Cl D
3.000%, 01/25/2050		614		552
FNMA CMO, Ser 2022-18, Cl DL
3.250%, 07/25/2046		793		725
FNMA CMO, Ser 2022-22, Cl IO, IO
2.500%, 10/25/2051		1,262		217
FNMA CMO, Ser 2022-28, Cl CA
2.000%, 01/25/2048		580		520
FNMA CMO, Ser 2022-3, Cl N
2.000%, 10/25/2047		1,719		1,484
FNMA CMO, Ser 2022-4, Cl MH
3.000%, 09/25/2048		636		580
FNMA CMO, Ser 2022-49, Cl NQ
3.000%, 02/25/2052		282		244
FNMA CMO, Ser 2022-86, Cl IO, IO
2.500%, 05/25/2050		742		103
FNMA CMO, Ser 2022-89, Cl AY
3.000%, 02/25/2048		604		500
FNMA CMO, Ser 2022-9, Cl DJ
3.250%, 03/25/2049		441		402
FNMA CMO, Ser 2023-14, Cl EJ
2.750%, 04/25/2049		534		485
FNMA CMO, Ser 2023-2, Cl CI, IO
2.000%, 10/25/2050		2,793		342
FNMA CMO, Ser 2023-37, Cl FH
5.835%, SOFR30A + 0.514%, 01/25/2050(B)		953		934
FNMA CMO, Ser 2023-37, Cl FG
5.735%, SOFR30A + 0.414%, 08/25/2050(B)		1,527		1,488
FNMA CMO, Ser 2023-38, Cl FC
5.985%, SOFR30A + 0.664%, 06/25/2040(B)		615		610
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
8.035%, SOFR30A + 2.714%, 05/25/2024(B)		310		311
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
8.435%, SOFR30A + 3.114%, 07/25/2024(B)		1,157		1,163

SEI Institutional Managed Trust

107

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035	$	409	$	66
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		129		25
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		82		2
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		106		17
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		543		484
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		809		741
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,080		197
FNMA Interest CMO, Ser 2022-427, Cl C73, IO
3.000%, 12/25/2048		1,787		284
FNMA Interest CMO, Ser 2022-427, Cl C21, IO
2.000%, 03/25/2050		1,638		199
FNMA Interest CMO, Ser 2023-428, Cl C14, IO
2.500%, 01/25/2048		900		103
FNMA TBA
6.000%, 04/01/2032		11,540		11,645
5.500%, 04/30/2035		38,375		38,184
5.000%, 04/30/2037		28,405		27,714
4.500%, 04/14/2033		29,160		27,767
4.000%, 04/01/2039		47,336		43,833
3.500%, 04/01/2041		22,940		20,529
3.000%, 04/01/2043		33,568		28,875
2.500%, 04/25/2027 to 04/15/2054		19,686		16,482
2.000%, 04/15/2039 to 04/15/2054		29,776		23,909
FNMA, Ser 2014-M8, Cl X2, IO
0.310%, 06/25/2024(B)		1,705		–
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		91
FNMA, Ser M36, Cl X1, IO
1.448%, 09/25/2034(B)		525		25
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
7.585%, SOFR30A + 2.264%, 01/25/2026(B)(D)		709		691
GNMA
8.000%, 11/15/2029 to 09/15/2030		22		22
7.500%, 03/15/2029 to 10/15/2037		26		27
7.000%, 09/15/2031		10		11
6.500%, 07/15/2028 to 01/20/2054		1,154		1,183
6.000%, 01/15/2029 to 01/20/2054		2,541		2,595
5.500%, 11/20/2052 to 08/20/2053		7,143		7,163
5.000%, 07/20/2040 to 08/20/2053		10,753		10,624

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.700%, 09/20/2061(B)	$	27	$	26
4.500%, 04/20/2041 to 09/20/2052		8,234		8,001
4.376%, 01/20/2069(B)		2		2
4.000%, 06/20/2047 to 06/20/2052		10,120		9,557
3.625%, H15T1Y + 1.500%, 02/20/2034(B)		66		67
3.500%, 04/20/2045 to 06/20/2052		13,154		12,082
3.000%, 09/15/2042 to 04/20/2053		22,304		19,779
2.500%, 12/20/2037 to 12/20/2051		23,775		20,288
2.000%, 08/20/2050 to 03/20/2051		21,172		17,329
GNMA CMO, Ser 2007-17, Cl IB, IO
0.807%, 04/20/2037(B)		206		7
GNMA CMO, Ser 2007-51, Cl SG, IO
1.137%, 08/20/2037(B)		28		1
GNMA CMO, Ser 2007-78, Cl SA, IO
1.089%, 12/16/2037(B)		272		11
GNMA CMO, Ser 2009-66, Cl XS, IO
1.359%, 07/16/2039(B)		127		5
GNMA CMO, Ser 2010-163, Cl NC
4.000%, 12/20/2040		476		461
GNMA CMO, Ser 2010-4, Cl NS, IO
0.949%, 01/16/2040(B)		1,877		167
GNMA CMO, Ser 2010-85, Cl HS, IO
1.207%, 01/20/2040(B)		1		–
GNMA CMO, Ser 2010-H11, Cl FA
6.439%, TSFR1M + 1.114%, 06/20/2060(B)		295		297
GNMA CMO, Ser 2010-H27, Cl FA
5.824%, TSFR1M + 0.494%, 12/20/2060(B)		499		497
GNMA CMO, Ser 2010-H28, Cl FE
5.844%, TSFR1M + 0.514%, 12/20/2060(B)		148		148
GNMA CMO, Ser 2011-H08, Cl FG
5.924%, TSFR1M + 0.594%, 03/20/2061(B)		160		160
GNMA CMO, Ser 2011-H08, Cl FD
5.944%, TSFR1M + 0.614%, 02/20/2061(B)		77		77
GNMA CMO, Ser 2011-H09, Cl AF
5.944%, TSFR1M + 0.614%, 03/20/2061(B)		91		90
GNMA CMO, Ser 2012-34, Cl SA, IO
0.607%, 03/20/2042(B)		217		20
GNMA CMO, Ser 2012-43, Cl SN, IO
1.159%, 04/16/2042(B)		37		5
GNMA CMO, Ser 2012-98, Cl SA, IO
0.659%, 08/16/2042(B)		94		10
GNMA CMO, Ser 2012-H25, Cl FA
6.144%, TSFR1M + 0.814%, 12/20/2061(B)		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.750%, 10/20/2062(B)		290		8

108

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2013-152, Cl HA
2.500%, 06/20/2043	$	521	$	468
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		65		7
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		234		36
GNMA CMO, Ser 2014-181, Cl L
3.000%, 12/20/2044		334		294
GNMA CMO, Ser 2014-5, Cl SP, IO
0.709%, 06/16/2043(B)		57		2
GNMA CMO, Ser 2014-H10, Cl TA
6.044%, TSFR1M + 0.714%, 04/20/2064(B)		448		448
GNMA CMO, Ser 2015-144, Cl CA
2.500%, 10/20/2045		548		471
GNMA CMO, Ser 2015-161, Cl GF
5.743%, TSFR1M + 0.414%, 11/20/2045(B)		300		293
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		62		12
GNMA CMO, Ser 2015-H10, Cl FC
5.924%, TSFR1M + 0.594%, 04/20/2065(B)		215		215
GNMA CMO, Ser 2015-H18, Cl FA
5.894%, TSFR1M + 0.564%, 06/20/2065(B)		69		68
GNMA CMO, Ser 2015-H20, Cl FA
5.914%, TSFR1M + 0.584%, 08/20/2065(B)		195		195
GNMA CMO, Ser 2016-135, Cl SB, IO
0.659%, 10/16/2046(B)		379		52
GNMA CMO, Ser 2016-136, Cl A
3.000%, 07/20/2044		273		238
GNMA CMO, Ser 2016-93, Cl AB
1.750%, 07/20/2044		608		481
GNMA CMO, Ser 2017-139, Cl GA
3.000%, 09/20/2047		1,221		1,089
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		433		393
GNMA CMO, Ser 2017-H15, Cl KI, IO
0.837%, 07/20/2067(B)		445		21
GNMA CMO, Ser 2017-H18, Cl BI, IO
0.048%, 09/20/2067(B)		2,823		87
GNMA CMO, Ser 2017-H20, Cl IB, IO
0.252%, 10/20/2067(B)		198		7
GNMA CMO, Ser 2017-H22, Cl IC, IO
0.289%, 11/20/2067(B)		84		3
GNMA CMO, Ser 2018-65, Cl DC
3.500%, 05/20/2048		414		369
GNMA CMO, Ser 2018-H06, Cl PF
5.744%, TSFR1M + 0.414%, 02/20/2068(B)		122		121

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2018-H07, Cl FD
5.744%, TSFR1M + 0.414%, 05/20/2068(B)	$	247	$	247
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		259		229
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		578		79
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		204		26
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		284		38
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		222		30
GNMA CMO, Ser 2020-133, Cl GA
1.000%, 09/20/2050		633		529
GNMA CMO, Ser 2020-138, Cl LE
1.500%, 09/20/2050		1,481		1,163
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		154		21
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		821		110
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		222		32
GNMA CMO, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		283		30
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		1,843		204
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		477		86
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		203		37
GNMA CMO, Ser 2020-H09, Cl NF
6.694%, TSFR1M + 1.364%, 04/20/2070(B)		194		196
GNMA CMO, Ser 2020-H09, Cl FL
6.594%, TSFR1M + 1.264%, 05/20/2070(B)		545		547
GNMA CMO, Ser 2020-H12, Cl F
5.944%, TSFR1M + 0.614%, 07/20/2070(B)		49		48
GNMA CMO, Ser 2020-H13, Cl FA
5.894%, TSFR1M + 0.564%, 07/20/2070(B)		555		542
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		376		39
GNMA CMO, Ser 2021-138, Cl IK, IO
3.000%, 07/20/2051		816		117
GNMA CMO, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,161		158
GNMA CMO, Ser 2021-188, Cl PA
2.000%, 10/20/2051		1,646		1,352

SEI Institutional Managed Trust

109

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2021-191, Cl NI, IO
3.000%, 10/20/2051	$	628	$	118
GNMA CMO, Ser 2021-215, Cl GA
2.000%, 12/20/2051		326		275
GNMA CMO, Ser 2021-227, Cl E
2.500%, 07/20/2050		2,345		2,009
GNMA CMO, Ser 2021-27, Cl CW
5.001%, 02/20/2051(B)		623		599
GNMA CMO, Ser 2021-27, Cl BD
5.000%, 02/20/2051		470		459
GNMA CMO, Ser 2021-27, Cl NT
5.000%, 02/20/2051		498		471
GNMA CMO, Ser 2021-27, Cl Q
5.000%, 02/20/2051		436		414
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		448		78
GNMA CMO, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,303		207
GNMA CMO, Ser 2021-8, Cl CY
5.000%, 01/20/2051		443		436
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		832		111
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		2,085		1,703
GNMA CMO, Ser 2022-153, Cl KA
4.000%, 12/20/2049		538		515
GNMA CMO, Ser 2022-189, Cl PT
2.500%, 10/20/2051		828		687
GNMA CMO, Ser 2022-191, Cl BY
4.000%, 08/20/2041		2,619		2,413
GNMA CMO, Ser 2022-191, Cl B
4.000%, 06/20/2041		2,408		2,216
GNMA CMO, Ser 2022-197, Cl LF
6.019%, SOFR30A + 0.700%, 11/20/2052(B)		1,835		1,818
GNMA CMO, Ser 2022-205, Cl A
2.000%, 09/20/2051		746		586
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		1,335		1,163
GNMA CMO, Ser 2022-34, Cl DN
3.500%, 09/20/2041		1,003		921
GNMA CMO, Ser 2022-5, Cl BA
2.000%, 10/20/2049		2,433		2,049
GNMA CMO, Ser 2022-50, Cl CA
3.000%, 03/20/2052		1,698		1,490
GNMA CMO, Ser 2022-50, Cl DC
2.500%, 08/20/2051		618		536
GNMA CMO, Ser 2022-66, Cl CG
3.500%, 04/20/2052		1,137		1,058
GNMA CMO, Ser 2022-81, Cl CI, IO
3.000%, 09/20/2050		772		111

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052	$	3,985	$	3,288
GNMA CMO, Ser 2022-99, Cl JW
2.500%, 01/20/2052		200		160
GNMA CMO, Ser 2024-30, Cl DF
6.500%, SOFR30A + 1.300%, 02/20/2054(B)		873		873
GNMA CMO, Ser 2024-30, Cl AF
6.500%, SOFR30A + 1.250%, 02/20/2054(B)		351		351
GNMA TBA
6.500%, 03/01/2037 to 05/15/2054		900		914
6.000%, 04/28/2036		200		202
5.500%, 04/22/2034 to 05/21/2037		9,975		9,962
5.000%, 04/01/2040		21,145		20,780
4.500%, 04/01/2039		20,575		19,769
4.000%, 04/01/2040		2,600		2,433
3.500%, 04/15/2054		1,420		1,292
3.000%, 04/15/2043		1,000		882
2.500%, 04/15/2048		18,590		15,832
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		752		565
GNMA, Ser 107, Cl AD
2.833%, 11/16/2047(B)		217		193
GNMA, Ser 110, Cl IO, IO
0.873%, 11/16/2063(B)		2,344		153
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,278		1,245
GNMA, Ser 118, Cl IO, IO
0.881%, 06/16/2062(B)		3,622		222
GNMA, Ser 14, Cl AB
1.340%, 06/16/2063		502		373
GNMA, Ser 14, Cl IO, IO
1.325%, 06/16/2063(B)		2,652		249
GNMA, Ser 147, Cl KI
1.144%, 06/16/2061(B)		2,427		201
GNMA, Ser 169, Cl IO, IO
1.112%, 06/16/2061(B)		2,904		236
GNMA, Ser 179, Cl IO, IO
0.611%, 09/16/2063(B)		8,152		331
GNMA, Ser 196, Cl BE
3.000%, 10/16/2064(B)		600		440
GNMA, Ser 2012-112, Cl IO, IO
0.108%, 02/16/2053(B)		277		1
GNMA, Ser 2012-152, Cl IO, IO
0.612%, 01/16/2054(B)		2,100		44
GNMA, Ser 2012-27, Cl IO, IO
0.226%, 04/16/2053(B)		361		1
GNMA, Ser 2013-96, Cl IO, IO
0.051%, 10/16/2054(B)		619		1
GNMA, Ser 2014-47, Cl IA, IO
0.154%, 02/16/2048(B)		43		–

110

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-50, Cl IO, IO
0.628%, 09/16/2055(B)	$	235	$	6
GNMA, Ser 2014-92, Cl IX, IO
0.099%, 05/16/2054(B)		2,808		10
GNMA, Ser 2015-5, Cl IK, IO
0.270%, 11/16/2054(B)		2,166		15
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		148		131
GNMA, Ser 21, Cl AH
1.400%, 06/16/2063		86		65
GNMA, Ser 210, Cl IO, IO
0.697%, 07/16/2064(B)		1,478		92
GNMA, Ser 216, Cl IO, IO
0.750%, 07/16/2065(B)		1,486		96
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(B)		500		370
GNMA, Ser 3, Cl B
1.850%, 02/16/2061		300		149
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(B)		672		33
GNMA, Ser 41, Cl IO, IO
0.584%, 07/16/2058(B)		489		14
GNMA, Ser 59, Cl IO, IO
0.571%, 02/16/2062(B)		3,378		163
GNMA, Ser 60, Cl IO, IO
0.826%, 05/16/2063(B)		2,239		134
GNMA, Ser 89, Cl IA, IO
1.165%, 04/16/2062(B)		3,097		251
GNMA, Ser 92, Cl IA, IO
0.611%, 06/16/2064(B)		2,000		126
GNMA, Ser 92, Cl AH
2.000%, 06/16/2064		2,100		1,618
				1,306,038
Non-Agency Mortgage-Backed Obligations — 5.0%
1211 Avenue of the Americas Trust, Ser 2015-1211, Cl A1A2
3.901%, 08/10/2035(D)		2,276		2,193
Alen Mortgage Trust, Ser ACEN, Cl A
6.591%, TSFR1M + 1.264%, 04/15/2034(B)(D)		885		809
Alternative Loan Trust, Ser 2006-18CB, Cl A6
6.824%, 07/25/2036(B)		139		123
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
7.681%, TSFR6M + 2.428%, 06/25/2045(B)		276		272
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
7.465%, TSFR6M + 2.178%, 11/25/2045(B)		642		257

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
5.844%, TSFR1M + 0.514%, 03/25/2046(B)	$	1,865	$	1,564
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(D)		238		220
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(D)		67		62
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(D)		461		375
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(D)		4,442		4,071
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1
4.750%, 09/26/2067(C)(D)		1,688		1,637
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(D)		615		506
AREIT, Ser 2022-CRE7, Cl A
7.569%, TSFR1M + 2.242%, 06/17/2039(B)(D)		2,050		2,052
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038(B)(D)		1,790		1,658
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.630%, 08/10/2045(B)(D)		721		122
BANK, Ser BNK40, Cl A4
3.394%, 03/15/2064(B)		605		540
BANK, Ser BNK44, Cl A5
5.745%, 11/15/2055(B)		430		453
BANK, Ser BNK46, Cl A4
5.745%, 08/15/2056		440		461
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5
2.500%, 11/25/2051(B)(D)		3,000		2,606
Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5
2.500%, 10/25/2051(B)(D)		5,691		4,911
BBCMS Mortgage Trust, Ser C18, Cl A5
5.710%, 12/15/2055(B)		675		706
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		192		187
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		621
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(D)		367		348

SEI Institutional Managed Trust

111

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
4.432%, 05/25/2034(B)	$	4	$	4
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
5.668%, 10/25/2033(B)		201		181
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
2.206%, 11/25/2035(B)		2,251		400
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(B)		471		453
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
5.584%, TSFR1M + 0.254%, 03/25/2037(B)		2,292		2,038
Benchmark Mortgage Trust, Ser B33, Cl A5
3.458%, 03/15/2055		1,190		1,060
Benchmark Mortgage Trust, Ser B35, Cl AS
4.444%, 05/15/2055(B)		530		478
Benchmark Mortgage Trust, Ser B35, Cl A5
4.444%, 05/15/2055(B)		485		454
Benchmark Mortgage Trust, Ser B38, Cl A4
5.525%, 04/15/2056		450		464
Benchmark Mortgage Trust, Ser V3, Cl A3
6.363%, 07/15/2056(B)		450		470
BLP Commercial Mortgage Trust, Ser IND, Cl A
7.017%, TSFR1M + 1.692%, 03/15/2040(B)(D)		450		451
BMO Mortgage Trust, Ser C1, Cl A1
2.198%, 02/15/2055		510		487
BPR Trust, Ser STAR, Cl A
8.557%, TSFR1M + 3.232%, 08/15/2039(B)(D)		1,785		1,789
BPR Trust, Ser TY, Cl A
6.491%, TSFR1M + 1.164%, 09/15/2038(B)(D)		415		412
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)(D)		276		261
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)(D)		125		122
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(D)		1,140		656
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E
11.196%, TSFR1M + 5.871%, 06/15/2040(B)(D)		1,740		1,741
BX Commercial Mortgage Trust, Ser VIV4, Cl A
2.843%, 03/09/2044(D)		3,110		2,689

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser VOLT, Cl A
6.140%, TSFR1M + 0.814%, 09/15/2036(B)(D)	$	2,057	$	2,042
BX Commercial Mortgage Trust, Ser XL2, Cl A
6.128%, TSFR1M + 0.803%, 10/15/2038(B)(D)		703		698
BX Commercial Mortgage Trust, Ser XL3, Cl A
7.087%, TSFR1M + 1.761%, 12/09/2040(B)(D)		850		855
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(D)		1,200		1,068
BX Trust, Ser LBA, Cl AV
6.241%, TSFR1M + 0.914%, 02/15/2036(B)(D)		356		354
BX Trust, Ser MMP, Cl A
6.369%, TSFR1M + 1.044%, 08/15/2036(B)(D)		388		380
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(D)		11		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		480		443
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		349
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		182		178
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM
3.691%, 05/10/2058		2,502		2,370
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(B)(D)		2,840		2,112
CFK Trust, Ser MF2, Cl F
3.458%, 03/15/2039(B)(D)		2,960		1,847
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
5.244%, 02/25/2037(B)		4		4
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
5.700%, 02/25/2037(B)		3		3
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
5.155%, 06/25/2035(B)		4		4
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(D)		45		41
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
4.792%, 03/25/2037(C)		359		354

112

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(D)	$	227	$	219
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,375
Citigroup Commercial Mortgage Trust, Ser C5, Cl AS
4.408%, 06/10/2051(B)		2,229		2,124
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
6.240%, 09/25/2033(B)		3		3
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(B)(D)		611		491
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(D)		658		536
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		277
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.079%, 02/10/2048(B)		5,138		19
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(D)		410		377
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(D)		1,085		1,047
COMM Mortgage Trust, Ser COR3, Cl B
4.512%, 05/10/2051(B)		540		465
COMM Mortgage Trust, Ser CR14, Cl B
3.682%, 02/10/2047(B)		482		459
COMM Mortgage Trust, Ser CR26, Cl C
4.464%, 10/10/2048(B)		870		814
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		353		346
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		578		576
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1
9.535%, SOFR30A + 4.214%, 09/25/2031(B)(D)		744		790
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
7.485%, SOFR30A + 2.164%, 01/25/2040(B)(D)		144		146
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
7.220%, SOFR30A + 1.900%, 12/25/2041(B)(D)		430		433

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1
8.271%, SOFR30A + 2.950%, 06/25/2042(B)(D)	$	409	$	420
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2
8.020%, SOFR30A + 2.700%, 07/25/2043(B)(D)		1,920		1,987
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		8		8
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
6.475%, 10/25/2033(B)		227		218
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1
9.822%, SOFR30A + 3.500%, 10/25/2066(B)(D)		1,250		1,212
Cross Mortgage Trust, Ser 2024-H2, Cl A1
6.093%, 04/25/2069(C)(D)		1,890		1,888
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		459		449
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		810		676
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		303		300
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(D)		290		148
CSMC Trust, Ser 2017-CHOP, Cl G
10.794%, PRIME + 5.350%, 07/15/2032(B)(D)		1,000		859
CSMC Trust, Ser 2017-PFHP, Cl A
6.323%, TSFR1M + 0.997%, 12/15/2030(B)(D)		1,190		1,138
CSMC Trust, Ser 2017-RPL1, Cl M2
2.969%, 07/25/2057(B)(D)		1,760		1,310
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(D)		1,644		1,452
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(D)		524		456
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(D)		1,452		1,250
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(D)		405		393
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(D)		1,282		1,119
CSMC, Ser 2014-11R, Cl 9A2
5.715%, TSFR1M + 0.254%, 10/27/2036(B)(D)		1,605		1,225

SEI Institutional Managed Trust

113

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(D)	$	1,310	$	1,159
CSMC, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067(B)(D)		2,701		2,621
CSMC, Ser MARK, Cl A
8.021%, TSFR1M + 2.695%, 06/15/2039(B)(D)		480		482
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(D)		1,240		1,057
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
6.241%, TSFR1M + 0.914%, 11/19/2044(B)		202		188
DTP Commercial Mortgage Trust, Ser STE2, Cl A
5.649%, 01/15/2041(B)(D)		870		872
EFMT, Ser 2023-1, Cl A3
6.544%, 02/25/2068(C)(D)		1,397		1,392
ELP Commercial Mortgage Trust, Ser ELP, Cl C
6.760%, TSFR1M + 1.434%, 11/15/2038(B)(D)		2,497		2,471
EQUS Mortgage Trust, Ser EQAZ, Cl B
6.541%, TSFR1M + 1.214%, 10/15/2038(B)(D)		790		783
EQUS Mortgage Trust, Ser EQAZ, Cl A
6.195%, TSFR1M + 0.869%, 10/15/2038(B)(D)		816		811
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(D)		124		109
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(D)		25		24
GPMT, Ser 2021-FL3, Cl A
6.691%, TSFR1M + 1.364%, 07/16/2035(B)(D)		597		590
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(D)		1,310		1,276
GS Mortgage Securities II, Ser 2024-70P, Cl E
8.666%, 03/10/2041(B)(D)		1,020		1,035
GS Mortgage Securities II, Ser ARDN, Cl B
7.090%, TSFR1M + 1.764%, 11/15/2036(B)(D)		1,623		1,593
GS Mortgage Securities II, Ser GC30, Cl B
4.024%, 05/10/2050(B)		480		448
GS Mortgage Securities II, Ser SHIP, Cl A
4.322%, 09/10/2038(B)(D)		1,235		1,200
GS Mortgage Securities II, Ser SRP5, Cl A
7.173%, TSFR1M + 1.800%, 09/15/2031(B)(D)		1,059		689

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(B)	$	680	$	632
GS Mortgage Securities Trust, Ser GC32, Cl A3
3.498%, 07/10/2048		311		303
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		1,055		844
GS Mortgage Securities Trust, Ser ROSS, Cl A
6.591%, TSFR1M + 1.264%, 05/15/2026(B)(D)		2,170		2,019
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(D)		1,579		1,515
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(D)		10		9
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
5.606%, 10/25/2033(B)		83		81
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		7		7
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		1		1
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
5.638%, 05/19/2034(B)		332		316
HIT Trust, Ser HI32, Cl A
7.717%, TSFR1M + 2.391%, 07/15/2024(B)(D)		1,512		1,515
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(D)		1,225		1,096
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
2.943%, 12/10/2041(B)(D)		1,240		1,086
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(D)		283		279
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		275		273
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,081		1,060
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		568		545

114

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047	$	415	$	405
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.481%, 07/15/2047(B)		380		301
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(D)		1,500		1,351
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		197
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
6.095%, 11/25/2033(B)		6		5
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
5.555%, 08/25/2034(B)		20		20
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(D)		90		78
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(D)		277		244
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(D)		134		113
LAQ Mortgage Trust, Ser LAQ, Cl A
7.417%, TSFR1M + 2.091%, 03/15/2036(B)(D)		186		186
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1
1.750%, 04/25/2061(C)(D)		434		421
Lehman XS Trust, Ser 2007-16N, Cl 2A2
7.144%, TSFR1M + 1.814%, 09/25/2047(B)		3,447		2,967
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(A)(D)		2		1
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(D)		957		599
Med Trust, Ser MDLN, Cl A
6.390%, TSFR1M + 1.064%, 11/15/2038(B)(D)		1,308		1,304
Med Trust, Ser MDLN, Cl G
10.690%, TSFR1M + 5.364%, 11/15/2038(B)(D)		1,493		1,490
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
6.991%, 07/25/2033(B)		5		5
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(B)(D)		250		215

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(D)	$	455	$	400
MHC Trust, Ser MHC2, Cl A
6.290%, TSFR1M + 0.964%, 05/15/2038(B)(D)		567		564
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(D)		486		452
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(D)		679		605
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		242
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(B)		1,030		906
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
0.954%, 11/15/2049(B)		2,754		52
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
6.473%, TSFR1M + 1.022%, 11/15/2034(B)(D)		35		34
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
7.318%, TSFR1M + 1.992%, 05/15/2036(B)(D)		1,304		1,295
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		479
Morgan Stanley Capital I Trust, Ser L8, Cl AS
3.794%, 04/15/2055(B)		580		512
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(D)		5,127		4,108
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(D)		620		563
MSWF Commercial Mortgage Trust, Ser 2, Cl A5
6.014%, 12/15/2056(B)		1,510		1,615
MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO
0.907%, 12/15/2056(B)		5,219		346
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(D)		427		404
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(D)		114		105
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(B)(D)		313		263

SEI Institutional Managed Trust

115

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)	$	1,661	$	1,634
New Residential Mortgage Loan Trust, Ser 2024-NQM1, Cl A1
6.129%, 03/25/2064(C)(D)		1,601		1,600
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
6.194%, TSFR1M + 0.864%, 05/25/2055(B)(D)		569		569
NJ Trust, Ser GSP, Cl A
6.481%, 01/06/2029(B)(D)		780		815
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(D)		26		25
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(D)		465		370
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061(B)(D)		1,008		781
OBX Trust, Ser 2023-NQM3, Cl A1
5.949%, 02/25/2063(C)(D)		1,428		1,422
OBX Trust, Ser 2024-NQM1, Cl A1
5.928%, 11/25/2063(C)(D)		1,691		1,687
Oceanview Mortgage Trust, Ser 2021-3, Cl A5
2.500%, 07/25/2051(B)(D)		3,534		3,072
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(D)		1,570		1,341
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
6.044%, TSFR1M + 0.714%, 07/25/2037(B)		2,398		2,284
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(A)		2		1
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		5		5
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(D)		503		455
PRKCM Trust, Ser 2022-AFC1, Cl A1A
4.100%, 04/25/2057(B)(D)		1,535		1,470
PRKCM Trust, Ser 2023-AFC1, Cl A1
6.598%, 02/25/2058(C)(D)		1,460		1,457
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(D)		1,963		1,577
RCKT Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(D)		454		365
RCKT Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(D)		570		457
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.089%, 12/25/2034(B)		188		168

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(D)	$	102	$	100
SCOTT Trust, Ser SFS, Cl A
5.910%, 03/15/2040(D)		1,110		1,116
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(D)		2,034		1,819
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(D)		2,840		2,658
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
4.987%, 10/25/2048(B)(D)		1,005		968
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(D)		75		59
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1					��
3.872%, 01/05/2043(B)(D)		390		301
SG Commercial Mortgage Securities Trust, Ser C5, Cl A3
2.779%, 10/10/2048		460		439
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(D)		203		177
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(D)		41		39
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(D)		137		129
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(D)		146		134
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056(B)(D)		586		487
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
5.634%, TSFR1M + 0.304%, 09/25/2047(B)		1,861		1,644
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		2		1
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
7.492%, 07/25/2033(B)		22		21
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
5.791%, 12/25/2033(B)		9		8

116

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(B)(D)	$	436	$	417
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
6.044%, TSFR1M + 0.714%, 02/25/2057(B)(D)		139		141
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063(B)(D)		662		624
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(D)		421		383
Towd Point Mortgage Trust, Ser 2022-4, Cl A1
3.750%, 09/25/2062(D)		4		4
UBS Commercial Mortgage Trust, Ser C4, Cl A3
3.301%, 10/15/2050		401		375
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(C)(D)		172		166
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(B)(D)		138		134
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(D)		61		61
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(D)		259		226
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(D)		508		438
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(D)		413		342
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(B)(D)		535		423
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066(B)(D)		1,318		1,095
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(D)		617		534
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(D)		588		503
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(D)		212		191
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(D)		241		214
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(D)		164		152
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
5.848%, 10/25/2033(B)		15		14

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
5.579%, 08/25/2033(B)	$	10	$	9
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
5.688%, 09/25/2033(B)		17		15
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
2.492%, 06/25/2033(B)		2		2
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		37		35
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
4.648%, 06/25/2034(B)		10		9
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		52		53
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
7.004%, TSFR1M + 1.674%, 10/25/2045(B)		131		127
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
5.964%, TSFR1M + 0.634%, 11/25/2045(B)		3,247		2,959
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
5.789%, 12MTA + 0.700%, 02/25/2047(B)		936		773
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
5.789%, 12MTA + 0.700%, 01/25/2047(B)		5		4
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		559
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.159%, 11/15/2059(B)		4,371		98
Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS
3.580%, 02/15/2048		1,840		1,790
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
4.880%, 05/25/2035(B)		1,251		935
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(B)		300		284

SEI Institutional Managed Trust

117

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser C22, Cl B
4.371%, 09/15/2057(B)	$	245	$	219
				181,662
Total Mortgage-Backed Securities
(Cost $1,562,208) ($ Thousands)				1,487,700
U.S. TREASURY OBLIGATIONS — 28.7%
U.S. Treasury Bills
5.354%, 05/16/2024 (E)		4,355		4,327
5.325%, 04/23/2024 (E)		2,380		2,372
5.320%, 04/18/2024 (E)		33,990		33,906
5.297%, 05/21/2024 (E)		12,005		11,917
U.S. Treasury Bonds
4.750%, 11/15/2043		7,363		7,638
4.750%, 11/15/2053		18,199		19,427
4.500%, 02/15/2044 (F)		78,584		79,014
4.375%, 08/15/2043		8,931		8,825
4.250%, 02/15/2054		73,884		72,660
4.125%, 08/15/2053		5,818		5,592
3.875%, 05/15/2043		1,700		1,569
3.625%, 08/15/2043		240		213
3.625%, 02/15/2044		50		44
3.625%, 02/15/2053		1,233		1,083
3.375%, 11/15/2048		1,080		903
3.250%, 05/15/2042		1,620		1,377
3.125%, 11/15/2041		5,282		4,437
3.125%, 08/15/2044		280		229
3.125%, 05/15/2048		5,285		4,227
3.000%, 02/15/2049		3,290		2,565
3.000%, 08/15/2052		2,010		1,561
2.875%, 08/15/2045		320		249
2.875%, 05/15/2049		740		563
2.875%, 05/15/2052		9,760		7,385
2.375%, 02/15/2042		6,971		5,185
2.375%, 05/15/2051		22,393		15,202
2.250%, 08/15/2046		2,545		1,742
2.000%, 11/15/2041		37,047		25,991
2.000%, 02/15/2050		400		251
2.000%, 08/15/2051		6,600		4,089
1.875%, 02/15/2051		2,570		1,548
1.875%, 11/15/2051		8,331		4,990
1.750%, 08/15/2041		35,016		23,630
1.625%, 11/15/2050		6,820		3,852
1.375%, 11/15/2040		17,157		11,033
1.375%, 08/15/2050		2,500		1,320
1.125%, 05/15/2040		869		543
1.125%, 08/15/2040		29,314		18,146
0.000%, 05/15/2049 (A)		5,380		1,782

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Inflation Protected Securities
1.125%, 01/15/2033	$	7,320	$	6,865
U.S. Treasury Notes
5.000%, 10/31/2025		3,040		3,049
4.875%, 11/30/2025		3,950		3,956
4.750%, 07/31/2025		4,590		4,582
4.625%, 02/28/2026		7,415		7,409
4.625%, 09/15/2026		50		50
4.625%, 11/15/2026		6,905		6,927
4.500%, 11/30/2024		42		42
4.500%, 03/31/2026		47,698		47,579
4.375%, 10/31/2024		196		195
4.375%, 08/31/2028		300		301
4.375%, 11/30/2030		870		877
4.250%, 10/15/2025		8,385		8,316
4.250%, 12/31/2025		440		436
4.250%, 01/31/2026		5,435		5,392
4.250%, 03/15/2027		58,530		58,260
4.250%, 02/28/2029 (F)		77,769		77,872
4.250%, 02/28/2031		79,537		79,674
4.125%, 02/15/2027		10,395		10,307
4.125%, 03/31/2029		129,197		128,642
4.125%, 08/31/2030		80		80
4.000%, 01/15/2027		109		108
4.000%, 01/31/2029		928		918
4.000%, 01/31/2031		5,420		5,349
4.000%, 02/15/2034 (F)		78,152		76,858
3.875%, 04/30/2025		8,595		8,493
3.875%, 12/31/2029		4,497		4,415
3.750%, 12/31/2028		260		255
3.625%, 03/31/2030		1,581		1,530
3.250%, 06/30/2029		7,916		7,549
2.875%, 08/15/2028		2,937		2,773
2.750%, 04/30/2027		8,110		7,723
2.750%, 07/31/2027		2,202		2,091
2.625%, 07/31/2029		22,885		21,145
2.375%, 03/31/2029		4,518		4,141
2.250%, 11/15/2025		4,307		4,137
2.000%, 11/15/2026		3,734		3,505
1.875%, 02/28/2027		2,928		2,724
1.375%, 10/31/2028		3,930		3,462
1.250%, 04/30/2028		10,850		9,620
1.250%, 09/30/2028		1,340		1,176
1.250%, 08/15/2031		30		24
1.125%, 10/31/2026		5,454		5,009
1.125%, 08/31/2028		4,412		3,858
1.000%, 07/31/2028		3,411		2,972
0.750%, 04/30/2026		1,861		1,719
0.750%, 01/31/2028		1,976		1,729
0.625%, 11/30/2027		1,783		1,561
0.500%, 08/31/2027		3,871		3,400
0.375%, 01/31/2026		660		610

118

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.375%, 07/31/2027	$	5,766	$	5,058
0.250%, 07/31/2025		11,995		11,285
0.250%, 08/31/2025		5,270		4,941
Total U.S. Treasury Obligations
(Cost $1,085,980) ($ Thousands)				1,052,336
CORPORATE OBLIGATIONS — 27.1%
Communication Services — 2.2%
Alphabet
1.900%, 08/15/2040		250		168
1.100%, 08/15/2030		240		197
AT&T
5.550%, 08/15/2041		130		131
5.400%, 02/15/2034		1,475		1,494
5.350%, 09/01/2040		130		127
5.150%, 03/15/2042		25		24
4.500%, 05/15/2035		370		346
4.350%, 06/15/2045		350		298
3.800%, 02/15/2027		318		308
3.800%, 12/01/2057		1,082		783
3.650%, 09/15/2059		409		285
3.550%, 09/15/2055		2,076		1,452
3.500%, 06/01/2041		274		214
3.500%, 09/15/2053		2,448		1,727
2.550%, 12/01/2033		290		232
2.300%, 06/01/2027		750		691
2.250%, 02/01/2032		60		49
1.700%, 03/25/2026		1,135		1,061
1.650%, 02/01/2028		20		18
CCO Holdings
4.750%, 02/01/2032 (D)		250		204
4.500%, 08/15/2030 (D)		50		42
4.500%, 05/01/2032		1,240		996
Charter Communications Operating
6.834%, 10/23/2055		70		67
6.484%, 10/23/2045		110		102
6.384%, 10/23/2035		10		10
6.150%, 11/10/2026		2,035		2,051
5.750%, 04/01/2048		1,097		924
5.500%, 04/01/2063		468		367
5.375%, 04/01/2038		663		576
5.375%, 05/01/2047		191		154
5.250%, 04/01/2053		1,355		1,073
5.125%, 07/01/2049		160		124
4.908%, 07/23/2025		1,150		1,136
4.800%, 03/01/2050		3,110		2,302
4.400%, 04/01/2033		800		709
4.200%, 03/15/2028		1,263		1,190
3.900%, 06/01/2052		217		138
3.750%, 02/15/2028		85		79

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 04/01/2051	$	1,250	$	773
3.500%, 06/01/2041		147		99
3.500%, 03/01/2042		884		590
Comcast
7.050%, 03/15/2033		90		102
5.350%, 11/15/2027		564		575
4.950%, 10/15/2058		60		56
4.400%, 08/15/2035		1,770		1,661
4.250%, 10/15/2030		730		705
4.200%, 08/15/2034		220		205
4.150%, 10/15/2028		2,220		2,167
4.000%, 08/15/2047		90		73
4.000%, 03/01/2048		70		57
3.999%, 11/01/2049		259		210
3.969%, 11/01/2047		418		336
3.950%, 10/15/2025		90		89
3.750%, 04/01/2040		200		166
3.450%, 02/01/2050		140		102
3.400%, 04/01/2030		280		259
3.400%, 07/15/2046		60		45
3.300%, 04/01/2027		190		182
3.250%, 11/01/2039		60		47
3.150%, 03/01/2026		390		378
2.987%, 11/01/2063		321		197
2.937%, 11/01/2056		712		448
2.887%, 11/01/2051		410		266
2.800%, 01/15/2051		280		179
1.500%, 02/15/2031		1,420		1,146
Discovery Communications
4.000%, 09/15/2055		300		205
DISH DBS
7.750%, 07/01/2026 (F)		120		80
5.875%, 11/15/2024 (F)		410		393
5.750%, 12/01/2028 (D)		30		20
5.250%, 12/01/2026 (D)		170		134
5.125%, 06/01/2029		280		117
Fox
6.500%, 10/13/2033		390		413
5.476%, 01/25/2039		520		495
Meta Platforms
5.750%, 05/15/2063		541		580
5.600%, 05/15/2053		748		790
4.450%, 08/15/2052		777		691
Paramount Global
6.875%, 04/30/2036		620		586
5.900%, 10/15/2040		455		381
4.950%, 05/19/2050		231		164
Rogers Communications
5.300%, 02/15/2034		1,445		1,432
SES GLOBAL Americas Holdings
5.300%, 03/25/2044 (D)		1,200		918

SEI Institutional Managed Trust

119

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint Spectrum
5.152%, 03/20/2028 (D)	$	2,842	$	2,835
4.738%, 03/20/2025 (D)		1,346		1,339
Take-Two Interactive Software
4.000%, 04/14/2032		1,265		1,169
Telefonica Emisiones
5.213%, 03/08/2047		150		138
T-Mobile USA
5.750%, 01/15/2034		568		592
5.150%, 04/15/2034		1,673		1,667
5.050%, 07/15/2033		712		704
4.500%, 04/15/2050		890		772
3.875%, 04/15/2030		1,955		1,831
3.750%, 04/15/2027		3,108		2,993
3.500%, 04/15/2025		1,910		1,873
3.500%, 04/15/2031		710		641
3.400%, 10/15/2052		1,230		873
3.375%, 04/15/2029		270		250
2.875%, 02/15/2031		240		208
2.700%, 03/15/2032		70		59
2.625%, 02/15/2029		330		295
2.550%, 02/15/2031		1,119		953
2.250%, 02/15/2026		699		662
1.500%, 02/15/2026		192		179
Verizon Communications
5.500%, 03/16/2047		60		62
5.500%, 02/23/2054		512		518
5.250%, 03/16/2037		805		814
4.862%, 08/21/2046		50		47
4.500%, 08/10/2033		500		478
4.400%, 11/01/2034		2,062		1,944
4.329%, 09/21/2028		1,106		1,081
4.016%, 12/03/2029		714		681
4.000%, 03/22/2050		140		113
3.875%, 02/08/2029		210		201
3.850%, 11/01/2042		610		502
3.400%, 03/22/2041		130		102
3.150%, 03/22/2030		360		325
3.000%, 03/22/2027		140		133
2.650%, 11/20/2040		789		556
2.625%, 08/15/2026		1,000		947
2.550%, 03/21/2031		779		665
2.355%, 03/15/2032		862		708
2.100%, 03/22/2028		400		360
1.750%, 01/20/2031		410		333
Vmed O2 UK Financing I
4.750%, 07/15/2031 (D)		630		543
Walt Disney
6.650%, 11/15/2037		235		270
6.200%, 12/15/2034		65		72
3.500%, 05/13/2040		980		806

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Warnermedia Holdings
6.412%, 03/15/2026	$	390	$	390
5.141%, 03/15/2052		5,564		4,618
5.050%, 03/15/2042		2,700		2,321
4.279%, 03/15/2032		1,240		1,107
4.054%, 03/15/2029		270		253
3.755%, 03/15/2027		200		191
				81,535
Consumer Discretionary — 1.3%
Amazon.com
4.950%, 12/05/2044		500		501
4.250%, 08/22/2057		110		96
3.875%, 08/22/2037		920		831
3.600%, 04/13/2032		1,240		1,155
3.450%, 04/13/2029		310		296
3.300%, 04/13/2027		150		144
3.150%, 08/22/2027		680		648
2.800%, 08/22/2024		245		242
2.500%, 06/03/2050		550		351
2.100%, 05/12/2031		300		254
1.500%, 06/03/2030		350		292
1.200%, 06/03/2027		672		604
AutoZone
6.250%, 11/01/2028		470		493
Caesars Entertainment
7.000%, 02/15/2030 (D)		460		472
Comcast
4.049%, 11/01/2052		277		223
CSC Holdings
4.500%, 11/15/2031 (D)		1,200		849
4.125%, 12/01/2030 (D)		590		422
3.375%, 02/15/2031 (D)		200		136
Ford Motor
6.100%, 08/19/2032		380		385
5.291%, 12/08/2046		99		88
3.250%, 02/12/2032		480		399
Ford Motor Credit
7.350%, 03/06/2030		890		949
6.050%, 03/05/2031		755		760
5.125%, 06/16/2025		400		396
5.113%, 05/03/2029		420		408
4.950%, 05/28/2027		850		829
4.125%, 08/17/2027		200		190
4.000%, 11/13/2030		956		854
3.815%, 11/02/2027		261		244
3.625%, 06/17/2031		380		329
2.900%, 02/16/2028		200		181
2.900%, 02/10/2029		1,440		1,270
General Motors
6.600%, 04/01/2036		40		42
6.250%, 10/02/2043		260		266

120

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.125%, 10/01/2025	$	320	$	323
5.950%, 04/01/2049		80		79
5.600%, 10/15/2032		150		152
5.150%, 04/01/2038		240		225
General Motors Financial
5.750%, 02/08/2031		709		717
5.000%, 04/09/2027		180		179
4.350%, 01/17/2027		110		107
Hilton Domestic Operating
6.125%, 04/01/2032 (D)		240		241
Home Depot
4.250%, 04/01/2046		48		42
3.900%, 12/06/2028		40		39
3.900%, 06/15/2047		60		49
3.350%, 04/15/2050		710		521
3.300%, 04/15/2040		350		278
2.700%, 04/15/2030		320		285
2.500%, 04/15/2027		280		262
Hyundai Capital America
6.500%, 01/16/2029 (D)		255		268
5.950%, 09/21/2026 (D)		796		805
5.700%, 06/26/2030 (D)		286		291
5.600%, 03/30/2028 (D)		893		903
5.500%, 03/30/2026 (D)		293		294
5.400%, 01/08/2031 (D)		435		437
Hyundai Capital America MTN
1.300%, 01/08/2026 (D)		541		503
Las Vegas Sands
3.900%, 08/08/2029		150		136
3.200%, 08/08/2024		1,860		1,840
2.900%, 06/25/2025		210		202
Lennar
4.750%, 11/29/2027		410		405
4.500%, 04/30/2024		140		140
Lowe's
5.850%, 04/01/2063		143		147
5.750%, 07/01/2053		427		441
5.625%, 04/15/2053		421		425
5.000%, 04/15/2040		725		695
4.500%, 04/15/2030		200		196
4.250%, 04/01/2052		824		675
McDonald's
5.450%, 08/14/2053		267		271
4.800%, 08/14/2028		568		570
McDonald's MTN
4.875%, 12/09/2045		260		243
4.700%, 12/09/2035		478		465
4.450%, 03/01/2047		240		209
4.450%, 09/01/2048		72		63
4.200%, 04/01/2050		530		443
3.800%, 04/01/2028		170		164
3.700%, 01/30/2026		220		215

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 09/01/2049	$	60	$	46
3.600%, 07/01/2030		290		270
3.500%, 03/01/2027		510		492
3.500%, 07/01/2027		200		192
1.450%, 09/01/2025		80		76
MDC Holdings
6.000%, 01/15/2043		30		30
Mercedes-Benz Finance North America
2.700%, 06/14/2024 (D)		595		591
NCL
8.125%, 01/15/2029 (D)		320		339
Newell Brands
5.700%, 04/01/2026		110		108
NIKE
3.375%, 03/27/2050		230		174
3.250%, 03/27/2040		210		169
2.850%, 03/27/2030		150		136
2.750%, 03/27/2027		410		388
Nissan Motor
4.345%, 09/17/2027 (D)		1,100		1,046
3.522%, 09/17/2025 (D)		1,190		1,147
Royal Caribbean Cruises
6.250%, 03/15/2032 (D)		290		292
Sands China
5.400%, 08/08/2028		320		314
5.125%, 08/08/2025		1,580		1,559
4.050%, 01/08/2026		420		404
2.850%, 03/08/2029		690		600
2.300%, 03/08/2027		460		416
Starbucks
4.850%, 02/08/2027		1,418		1,415
3.500%, 11/15/2050		435		322
Time Warner Cable
7.300%, 07/01/2038		530		535
6.750%, 06/15/2039		10		10
6.550%, 05/01/2037		268		253
5.875%, 11/15/2040		1,405		1,217
5.500%, 09/01/2041		1,599		1,331
Time Warner Entertainment
8.375%, 07/15/2033		270		301
Toyota Motor Credit
5.100%, 03/21/2031		1,190		1,199
Virgin Media Secured Finance
5.500%, 05/15/2029 (D)		250		231
VOC Escrow
5.000%, 02/15/2028 (D)		380		366
Wynn Macau
5.625%, 08/26/2028 (D)		500		474
Wynn Resorts Finance
7.125%, 02/15/2031 (D)		310		321
				47,308

SEI Institutional Managed Trust

121

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 1.5%
Altria Group
6.200%, 02/14/2059	$	76	$	78
5.950%, 02/14/2049		960		977
5.800%, 02/14/2039		630		638
4.800%, 02/14/2029		28		28
4.400%, 02/14/2026		514		506
3.875%, 09/16/2046		240		180
3.400%, 02/04/2041		600		440
2.450%, 02/04/2032		770		625
2.350%, 05/06/2025		130		126
Anheuser-Busch
4.900%, 02/01/2046		2,140		2,034
4.700%, 02/01/2036		1,783		1,724
3.650%, 02/01/2026		338		330
Anheuser-Busch InBev Worldwide
5.800%, 01/23/2059		214		230
5.550%, 01/23/2049		570		594
5.450%, 01/23/2039		645		666
5.000%, 06/15/2034		480		483
4.750%, 01/23/2029		120		120
4.375%, 04/15/2038		371		345
4.350%, 06/01/2040		560		507
4.000%, 04/13/2028		160		156
3.500%, 06/01/2030		200		186
Bacardi
5.400%, 06/15/2033 (D)		1,010		1,002
4.450%, 05/15/2025 (D)		1,545		1,523
BAT Capital
5.834%, 02/20/2031		1,475		1,488
5.650%, 03/16/2052		590		532
5.282%, 04/02/2050		1,260		1,082
4.758%, 09/06/2049		81		65
4.540%, 08/15/2047		703		543
4.390%, 08/15/2037		61		51
3.734%, 09/25/2040		10		7
3.557%, 08/15/2027		791		749
3.222%, 08/15/2024		97		96
Bunge Finance
1.630%, 08/17/2025		294		278
Coca-Cola
2.500%, 06/01/2040		20		14
Constellation Brands
5.250%, 11/15/2048		596		569
4.900%, 05/01/2033		284		279
4.800%, 01/15/2029		338		335
4.350%, 05/09/2027		320		313
3.600%, 05/09/2024		230		230
2.250%, 08/01/2031		80		66
Costco Wholesale
3.000%, 05/18/2027		284		272
2.750%, 05/18/2024		183		182

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.600%, 04/20/2030	$	450	$	379
1.375%, 06/20/2027		780		706
General Mills
5.500%, 10/17/2028		660		674
Haleon US Capital
3.625%, 03/24/2032		490		442
3.375%, 03/24/2027		410		392
3.375%, 03/24/2029		290		270
Imperial Brands Finance
3.500%, 07/26/2026 (D)		635		606
3.125%, 07/26/2024 (D)		2,250		2,230
JBS USA LUX
7.250%, 11/15/2053 (D)		1,057		1,136
6.750%, 03/15/2034 (D)		1,560		1,639
6.500%, 12/01/2052		1,915		1,892
3.000%, 02/02/2029		1,205		1,067
3.000%, 05/15/2032		1,520		1,240
Kenvue
5.050%, 03/22/2028		571		577
4.900%, 03/22/2033		560		560
Keurig Dr Pepper
5.300%, 03/15/2034		1,786		1,792
4.500%, 04/15/2052		539		462
Kraft Heinz Foods
5.200%, 07/15/2045		360		341
Mars
3.200%, 04/01/2030 (D)		210		191
2.375%, 07/16/2040 (D)		300		209
Mondelez International
1.500%, 05/04/2025		660		633
Nestle Capital
5.100%, 03/12/2054 (D)		441		439
4.875%, 03/12/2034 (D)		441		441
PepsiCo
3.900%, 07/18/2032		696		660
2.625%, 03/19/2027		50		47
1.625%, 05/01/2030		440		369
Philip Morris International
5.750%, 11/17/2032		145		150
5.625%, 09/07/2033		243		249
5.500%, 09/07/2030		402		410
5.375%, 02/15/2033		1,276		1,286
5.250%, 09/07/2028		616		623
5.250%, 02/13/2034		180		178
5.125%, 02/15/2030		1,635		1,635
5.125%, 02/13/2031		500		497
5.000%, 11/17/2025		606		604
4.875%, 02/15/2028		1,090		1,087
4.875%, 02/13/2029		857		852
4.500%, 03/20/2042		130		114
2.100%, 05/01/2030		290		246

122

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pilgrim's Pride
6.250%, 07/01/2033	$	780	$	797
3.500%, 03/01/2032		350		297
Procter & Gamble
3.000%, 03/25/2030		240		221
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (D)		830		824
Reynolds American
8.125%, 05/01/2040		570		658
7.250%, 06/15/2037		390		421
5.850%, 08/15/2045		3,140		2,912
Tyson Foods
5.700%, 03/15/2034		713		723
5.400%, 03/15/2029		469		473
Walmart
3.300%, 04/22/2024		60		60
1.800%, 09/22/2031		110		91
1.500%, 09/22/2028		230		203
				55,654
Energy — 2.4%
Aker BP
6.000%, 06/13/2033 (D)		950		981
5.600%, 06/13/2028 (D)		736		745
Apache
7.750%, 12/15/2029		140		152
5.350%, 07/01/2049		230		194
5.100%, 09/01/2040		105		90
4.750%, 04/15/2043		380		300
4.250%, 01/15/2044		890		637
BP Capital Markets America
4.989%, 04/10/2034		709		708
4.893%, 09/11/2033		715		710
4.812%, 02/13/2033		1,986		1,960
4.699%, 04/10/2029		705		703
3.633%, 04/06/2030		320		302
3.410%, 02/11/2026		1,110		1,079
3.119%, 05/04/2026		230		222
3.000%, 02/24/2050		940		641
Cameron LNG
3.302%, 01/15/2035 (D)		660		549
2.902%, 07/15/2031 (D)		140		120
Canadian Natural Resources
6.450%, 06/30/2033		50		53
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		873
Cheniere Energy
4.625%, 10/15/2028		260		252
Cheniere Energy Partners
4.000%, 03/01/2031		100		91
3.250%, 01/31/2032		530		451

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chevron
1.995%, 05/11/2027	$	180	$	166
Chevron USA
3.850%, 01/15/2028		200		195
3.250%, 10/15/2029		50		47
Columbia Pipelines Operating
6.544%, 11/15/2053 (D)		190		206
6.036%, 11/15/2033 (D)		940		974
Conoco Funding
7.250%, 10/15/2031		180		206
ConocoPhillips
5.900%, 10/15/2032		10		11
5.900%, 05/15/2038		420		445
4.150%, 11/15/2034		280		258
Continental Resources
5.750%, 01/15/2031 (D)		370		368
4.900%, 06/01/2044		80		66
4.375%, 01/15/2028		520		503
3.800%, 06/01/2024		200		199
2.268%, 11/15/2026 (D)		2,295		2,113
Coterra Energy
4.375%, 03/15/2029		780		751
3.900%, 05/15/2027		970		934
DCP Midstream Operating
6.450%, 11/03/2036 (D)		110		115
Devon Energy
7.875%, 09/30/2031		900		1,032
5.875%, 06/15/2028		40		40
5.850%, 12/15/2025		50		50
5.600%, 07/15/2041		490		473
5.250%, 10/15/2027		46		46
5.000%, 06/15/2045		1,232		1,093
4.750%, 05/15/2042		187		163
4.500%, 01/15/2030		304		293
Diamondback Energy
6.250%, 03/15/2033		1,879		2,003
6.250%, 03/15/2053		587		633
4.250%, 03/15/2052		87		70
3.500%, 12/01/2029		500		463
3.250%, 12/01/2026		30		29
Ecopetrol
5.875%, 05/28/2045		1,276		953
5.375%, 06/26/2026		200		197
4.625%, 11/02/2031		160		133
Enbridge
6.200%, 11/15/2030		429		455
6.000%, 11/15/2028		429		446
Energy Transfer
9.597%, TSFR3M + 4.290%(B)(G)		90		90
7.125%, H15T5Y + 5.306%(B)(G)		580		566
6.750%, H15T5Y + 5.134%(B)(G)		500		491
6.500%, H15T5Y + 5.694%(B)(G)		200		196

SEI Institutional Managed Trust

123

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.400%, 12/01/2030	$	2,205	$	2,328
6.250%, 04/15/2049		130		133
5.950%, 05/15/2054		1,479		1,476
5.550%, 05/15/2034		370		371
5.500%, 06/01/2027		118		119
5.400%, 10/01/2047		1,233		1,138
5.300%, 04/01/2044		640		588
5.300%, 04/15/2047		739		672
5.250%, 04/15/2029		1,165		1,166
5.000%, 05/15/2050		840		737
4.950%, 06/15/2028		180		179
4.000%, 10/01/2027		600		577
3.750%, 05/15/2030		1,250		1,152
Enterprise Products Operating
7.550%, 04/15/2038		40		48
6.650%, 10/15/2034		220		245
5.700%, 02/15/2042		40		41
5.375%, TSFR3M + 2.832%, 02/15/2078 (B)		150		140
4.850%, 01/31/2034		870		857
4.850%, 03/15/2044		430		402
4.150%, 10/16/2028		1,605		1,561
3.950%, 01/31/2060		220		171
3.700%, 01/31/2051		270		209
3.125%, 07/31/2029		170		157
2.800%, 01/31/2030		540		484
EOG Resources
4.950%, 04/15/2050		400		381
4.375%, 04/15/2030		120		117
4.150%, 01/15/2026		340		335
3.900%, 04/01/2035		390		355
EQM Midstream Partners
5.500%, 07/15/2028		480		473
EQT
6.125%, 02/01/2025		17		17
5.000%, 01/15/2029		150		147
3.900%, 10/01/2027		1,020		970
3.625%, 05/15/2031 (D)		320		282
3.125%, 05/15/2026 (D)		10		9
Exxon Mobil
4.327%, 03/19/2050		60		53
4.114%, 03/01/2046		533		460
3.482%, 03/19/2030		460		434
3.452%, 04/15/2051		200		151
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		239		191
2.625%, 03/31/2036 (D)		458		372
2.160%, 03/31/2034 (D)		583		502
1.750%, 09/30/2027 (D)		502		471
Halliburton
5.000%, 11/15/2045		80		75
4.850%, 11/15/2035		60		58

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hess
6.000%, 01/15/2040	$	1,125	$	1,187
5.800%, 04/01/2047		770		792
HF Sinclair
5.875%, 04/01/2026		620		624
KazMunayGas National JSC
5.750%, 04/19/2047 (D)		340		295
Kinder Morgan
5.200%, 03/01/2048		205		185
5.050%, 02/15/2046		170		151
4.300%, 06/01/2025		360		355
4.300%, 03/01/2028		150		146
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		395
5.400%, 09/01/2044		20		18
MEG Energy
5.875%, 02/01/2029 (D)		80		79
MPLX
5.650%, 03/01/2053		153		150
5.500%, 02/15/2049		280		266
5.000%, 03/01/2033		859		834
4.950%, 03/14/2052		1,890		1,660
4.875%, 12/01/2024		320		318
4.800%, 02/15/2029		330		326
4.700%, 04/15/2048		430		367
4.500%, 04/15/2038		520		462
Northwest Pipeline
4.000%, 04/01/2027		219		213
Occidental Petroleum
7.875%, 09/15/2031		610		691
7.500%, 05/01/2031		870		968
6.950%, 07/01/2024		136		136
6.600%, 03/15/2046		360		388
6.450%, 09/15/2036		280		299
5.550%, 03/15/2026		110		110
4.625%, 06/15/2045		280		227
4.400%, 04/15/2046		120		98
4.200%, 03/15/2048		170		131
4.100%, 02/15/2047 (F)		600		450
3.400%, 04/15/2026		270		260
3.000%, 02/15/2027		300		281
ONEOK
6.625%, 09/01/2053		1,539		1,696
6.050%, 09/01/2033		500		521
5.800%, 11/01/2030		290		299
5.550%, 11/01/2026		180		182
Parsley Energy
4.125%, 02/15/2028 (D)		60		57
Pertamina Persero
6.000%, 05/03/2042 (D)		300		303
Petrobras Global Finance BV
6.850%, 06/05/2115		790		733

124

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.299%, 01/27/2025	$	1,278	$	1,264
Petroleos Mexicanos
6.625%, 06/15/2035		245		186
6.350%, 02/12/2048		155		99
2.460%, 12/15/2025		369		350
2.378%, 04/15/2025		152		149
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		117
6.750%, 09/21/2047		516		343
Phillips 66
1.300%, 02/15/2026		405		377
Pioneer Natural Resources
2.150%, 01/15/2031		660		555
1.900%, 08/15/2030		240		202
1.125%, 01/15/2026		110		102
Range Resources
4.875%, 05/15/2025		120		119
Reliance Industries
3.625%, 01/12/2052 (D)		870		627
2.875%, 01/12/2032 (D)		320		272
Rockies Express Pipeline
4.950%, 07/15/2029 (D)		1,258		1,176
Sabine Pass Liquefaction
5.750%, 05/15/2024		148		148
5.000%, 03/15/2027		1,650		1,645
Schlumberger Holdings
3.900%, 05/17/2028 (D)		475		458
Shell International Finance BV
4.550%, 08/12/2043		280		260
4.375%, 05/11/2045		350		313
4.125%, 05/11/2035		1,356		1,269
3.250%, 04/06/2050		710		515
2.750%, 04/06/2030		440		396
Southern Natural Gas
8.000%, 03/01/2032		170		195
Southwestern Energy
5.375%, 02/01/2029		20		19
5.375%, 03/15/2030		80		77
4.750%, 02/01/2032		190		175
Targa Resources
4.200%, 02/01/2033		250		228
Targa Resources Partners
5.500%, 03/01/2030		130		129
5.000%, 01/15/2028		100		99
4.875%, 02/01/2031		370		354
4.000%, 01/15/2032		40		36
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,303
2.900%, 03/01/2030 (D)		1,450		1,270
TransCanada PipeLines
4.625%, 03/01/2034		1,465		1,383

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transcontinental Gas Pipe Line
7.850%, 02/01/2026	$	60	$	62
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (D)		290		246
Western Midstream Operating
5.500%, 08/15/2048		244		216
5.300%, 03/01/2048		162		142
5.250%, 02/01/2050		210		188
4.650%, 07/01/2026		40		39
4.500%, 03/01/2028		60		58
4.050%, 02/01/2030		1,200		1,120
3.100%, 02/01/2025		390		381
Williams
7.750%, 06/15/2031		841		931
7.500%, 01/15/2031		100		111
5.750%, 06/24/2044		51		51
5.400%, 03/04/2044		84		79
5.150%, 03/15/2034		680		674
3.750%, 06/15/2027		1,044		1,005
				88,255
Financials — 9.6%
ABN AMRO Bank MTN
4.750%, 07/28/2025 (D)		360		354
Agree
4.800%, 10/01/2032		268		254
AIB Group MTN
5.871%, SOFRRATE + 1.910%, 03/28/2035 (B)(D)		755		757
American Express
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B)		4,345		4,360
4.050%, 05/03/2029		530		514
3.375%, 05/03/2024		480		479
American International Group
3.875%, 01/15/2035		210		188
American Tower
3.125%, 01/15/2027		241		228
Aon
6.250%, 09/30/2040		19		21
2.600%, 12/02/2031		2,080		1,750
Aon North America
5.750%, 03/01/2054		284		291
5.450%, 03/01/2034		3,485		3,525
5.150%, 03/01/2029		1,267		1,274
5.125%, 03/01/2027		140		141
Apollo Management Holdings
4.400%, 05/27/2026 (D)		530		518
Arthur J Gallagher
3.050%, 03/09/2052		1,370		873

SEI Institutional Managed Trust

125

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Athene Global Funding
6.053%, SOFRINDX + 0.700%, 05/24/2024 (B)(D)	$	1,885	$	1,886
3.205%, 03/08/2027 (D)		635		593
2.950%, 11/12/2026 (D)		1,350		1,261
1.985%, 08/19/2028 (D)		30		26
1.608%, 06/29/2026 (D)		1,880		1,726
Athene Holding
4.125%, 01/12/2028		605		583
Avolon Holdings Funding
5.750%, 03/01/2029 (D)		1,255		1,249
3.950%, 07/01/2024 (D)		715		711
2.875%, 02/15/2025 (D)		975		948
2.528%, 11/18/2027 (D)		779		693
Banco Bilbao Vizcaya Argentaria
7.883%, H15T1Y + 3.300%, 11/15/2034 (B)		600		656
6.033%, H15T1Y + 1.950%, 03/13/2035 (B)		600		609
Banco Santander
6.938%, 11/07/2033		1,000		1,104
6.607%, 11/07/2028		400		423
6.527%, H15T1Y + 1.650%, 11/07/2027 (B)		400		410
5.538%, H15T1Y + 1.450%, 03/14/2030 (B)		1,000		1,000
4.175%, H15T1Y + 2.000%, 03/24/2028 (B)		200		193
2.746%, 05/28/2025		1,200		1,160
1.722%, H15T1Y + 0.900%, 09/14/2027 (B)		390		356
Bank of America
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B)		1,562		1,583
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B)		1,093		1,134
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B)		2,186		2,241
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B)		1,323		1,332
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B)		1,946		1,940
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)		2,605		2,474
3.419%, TSFR3M + 1.302%, 12/20/2028 (B)		3,222		3,023
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B)		530		457
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)		1,010		838
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B)		415		339

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B)	$	5,250	$	4,840
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B)		3,685		3,433
Bank of America MTN
5.000%, 01/21/2044		830		803
4.450%, 03/03/2026		432		425
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B)		1,140		1,113
4.330%, TSFR3M + 1.782%, 03/15/2050 (B)		260		224
4.250%, 10/22/2026		80		78
4.244%, TSFR3M + 2.076%, 04/24/2038 (B)		179		161
4.200%, 08/26/2024		1,530		1,521
4.083%, TSFR3M + 3.412%, 03/20/2051 (B)		1,630		1,337
4.000%, 04/01/2024		1,309		1,309
4.000%, 01/22/2025		1,070		1,056
3.974%, TSFR3M + 1.472%, 02/07/2030 (B)		1,900		1,801
3.970%, TSFR3M + 1.332%, 03/05/2029 (B)		625		597
3.824%, TSFR3M + 1.837%, 01/20/2028 (B)		631		608
3.593%, TSFR3M + 1.632%, 07/21/2028 (B)		1,364		1,296
3.500%, 04/19/2026		780		756
3.093%, TSFR3M + 1.352%, 10/01/2025 (B)		1,925		1,900
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		690		587
2.884%, TSFR3M + 1.452%, 10/22/2030 (B)		265		235
2.496%, TSFR3M + 1.252%, 02/13/2031 (B)		695		599
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B)		5,495		4,856
1.922%, SOFRRATE + 1.370%, 10/24/2031 (B)		500		407
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B)		720		674
Bank of Montreal MTN
1.850%, 05/01/2025		880		847
Bank of New York Mellon
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B)		1,085		1,068
3.400%, 05/15/2024		530		529
Bank of New York Mellon MTN
3.250%, 09/11/2024		100		99
1.600%, 04/24/2025		260		250
Bank of Nova Scotia
4.900%, H15T5Y + 4.551%(B)(G)		510		502

126

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.588%, H15T5Y + 2.050%, 05/04/2037 (B)	$	390	$	353
1.300%, 06/11/2025		480		458
Barclays
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B)		757		807
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B)		855		859
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B)		855		858
5.088%, US0003M + 3.054%, 06/20/2030 (B)		1,630		1,570
4.375%, 01/12/2026		2,270		2,227
Barclays MTN
4.972%, US0003M + 1.902%, 05/16/2029 (B)		310		304
Berkshire Hathaway Finance
4.250%, 01/15/2049		870		778
BlackRock Funding
5.250%, 03/14/2054		283		284
5.000%, 03/14/2034		411		413
4.700%, 03/14/2029		142		142
BNP Paribas
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D)		1,770		1,851
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D)		1,095		1,098
5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D)		845		845
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D)		1,670		1,667
4.625%, 03/13/2027 (D)		200		195
4.400%, 08/14/2028 (D)		1,087		1,053
3.375%, 01/09/2025 (D)		290		285
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D)		600		577
BNP Paribas MTN
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D)		400		379
3.052%, SOFRRATE + 1.507%, 01/13/2031 (B)(D)		200		176
BPCE
5.150%, 07/21/2024 (D)		410		408
BPCE MTN
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D)		1,560		1,564
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)		1,505		1,503
Canadian Imperial Bank of Commerce
6.092%, 10/03/2033		1,840		1,936
Cantor Fitzgerald
4.500%, 04/14/2027 (D)		795		757

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Capital One Financial
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B)	$	714	$	789
CBRE Services
5.500%, 04/01/2029		284		286
Charles Schwab
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B)		720		748
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B)		200		209
5.875%, 08/24/2026		1,020		1,037
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B)		1,330		1,350
Chubb INA Holdings
3.350%, 05/03/2026		200		193
3.150%, 03/15/2025		74		73
Chubb INA Holdings MTN
5.000%, 03/15/2034		685		687
CI Financial
4.100%, 06/15/2051		1,020		637
3.200%, 12/17/2030		1,255		1,028
Citadel
4.875%, 01/15/2027 (D)		660		643
Citibank
5.803%, 09/29/2028		1,465		1,516
5.488%, 12/04/2026		1,195		1,208
Citigroup
8.125%, 07/15/2039		1,064		1,361
6.675%, 09/13/2043		70		78
6.625%, 06/15/2032		100		107
6.300%, TSFR3M + 3.685%(B)(G)		300		299
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)		1,090		1,107
5.950%, TSFR3M + 4.167%(B)(G)		590		589
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B)		312		309
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)		1,765		1,768
5.500%, 09/13/2025		690		690
5.300%, 05/06/2044		225		219
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B)		1,685		1,677
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B)		370		357
4.750%, 05/18/2046		100		89
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B)		340		335
4.650%, 07/30/2045		903		815
4.450%, 09/29/2027		1,005		978
4.412%, SOFRRATE + 3.914%, 03/31/2031 (B)		640		610
4.400%, 06/10/2025		1,080		1,065
4.300%, 11/20/2026		240		234

SEI Institutional Managed Trust

127

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 07/25/2028	$	210	$	201
4.075%, TSFR3M + 1.454%, 04/23/2029 (B)		81		78
3.980%, TSFR3M + 1.600%, 03/20/2030 (B)		1,860		1,753
3.878%, TSFR3M + 1.430%, 01/24/2039 (B)		59		50
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B)		970		866
3.300%, 04/27/2025		120		117
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B)		350		341
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B)		355		302
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B)		715		635
2.666%, SOFRRATE + 1.146%, 01/29/2031 (B)		570		494
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B)		1,575		1,346
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)		2,195		1,831
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B)		360		295
1.462%, SOFRRATE + 0.770%, 06/09/2027 (B)		105		96
Citizens Financial Group
5.841%, SOFRRATE + 2.010%, 01/23/2030 (B)		701		700
Constellation Insurance
6.800%, 01/24/2030 (D)		625		611
Cooperatieve Rabobank UA
4.375%, 08/04/2025		1,780		1,749
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D)		1,790		1,597
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D)		420		400
Credit Agricole MTN
4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D)		250		233
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D)		400		383
Credit Suisse NY
7.950%, 01/09/2025		1,220		1,240
7.500%, 02/15/2028		1,240		1,337
2.950%, 04/09/2025		520		507
Credit Suisse NY MTN
3.700%, 02/21/2025		1,320		1,297
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D)		1,115		1,119
5.705%, H15T1Y + 1.400%, 03/01/2030 (B)(D)		726		731

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D)	$	220	$	215
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D)		250		252
4.375%, 06/12/2028 (D)		200		193
Deutsche Bank NY
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B)		730		763
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B)		1,178		973
DOC DR
2.625%, 11/01/2031		700		577
F&G Global Funding
1.750%, 06/30/2026 (D)		810		734
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,021		975
7.050%, 07/15/2028 (D)		1,000		1,009
Farmers Exchange Capital II
6.151%, US0003M + 3.744%, 11/01/2053 (B)(D)		1,650		1,466
Goldman Sachs Bank USA NY
5.283%, SOFRRATE + 0.777%, 03/18/2027 (B)		1,561		1,560
Goldman Sachs Capital II
6.370%, TSFR3M + 1.029%(B)(G)		10		8
Goldman Sachs Group
6.750%, 10/01/2037		30		33
6.250%, 02/01/2041		1,050		1,143
5.835%, SOFRRATE + 0.486%, 10/21/2024 (B)		1,370		1,371
5.150%, 05/22/2045		820		793
4.750%, 10/21/2045		370		341
4.250%, 10/21/2025		850		834
4.223%, TSFR3M + 1.563%, 05/01/2029 (B)		1,300		1,251
3.814%, TSFR3M + 1.420%, 04/23/2029 (B)		350		332
3.750%, 02/25/2026		345		337
3.691%, TSFR3M + 1.772%, 06/05/2028 (B)		380		363
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B)		170		163
3.500%, 04/01/2025		540		530
3.500%, 11/16/2026		900		863
3.272%, TSFR3M + 1.463%, 09/29/2025 (B)		1,130		1,116
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)		120		90
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B)		260		187
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)		1,305		1,086

128

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)	$	2,650	$	2,174
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B)		5,645		5,158
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B)		1,150		1,065
Goldman Sachs Group MTN
3.850%, 07/08/2024		330		328
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		190		181
Healthcare Realty Holdings
3.875%, 05/01/2025		15		15
2.400%, 03/15/2030		170		139
HSBC Bank USA
7.000%, 01/15/2039		275		318
HSBC Holdings
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B)		1,115		1,220
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B)		685		691
4.762%, SOFRRATE + 2.530%, 03/29/2033 (B)		420		390
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B)		220		216
4.583%, TSFR3M + 1.796%, 06/19/2029 (B)		260		252
4.375%, 11/23/2026		345		337
4.300%, 03/08/2026		1,710		1,679
4.250%, 08/18/2025		560		549
3.973%, TSFR3M + 1.872%, 05/22/2030 (B)		860		804
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B)		365		306
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B)		370		308
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B)		2,640		2,532
2.013%, SOFRRATE + 1.732%, 09/22/2028 (B)		555		496
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B)		330		316
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B)		815		750
HSBC USA
5.294%, 03/04/2027		2,145		2,157
ILFC E-Capital Trust II
7.395%, TSFR3M + 2.062%, 12/21/2065 (B)(D)		400		319
ING Groep
5.335%, SOFRRATE + 1.440%, 03/19/2030 (B)		722		720
Inter-American Development Bank MTN
7.350%, 10/06/2030	INR	478,000		5,834

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intercontinental Exchange
4.600%, 03/15/2033	$	710	$	687
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (D)		2,320		2,312
Invitation Homes Operating Partnership
2.000%, 08/15/2031		1,544		1,227
Jackson Financial
3.125%, 11/23/2031		1,405		1,170
JPMorgan Chase
8.750%, 09/01/2030		970		1,158
6.118%, TSFR3M + 0.812%, 02/01/2027 (B)		1,590		1,529
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B)		1,910		1,924
4.950%, 06/01/2045		70		67
4.452%, TSFR3M + 1.592%, 12/05/2029 (B)		300		292
4.260%, TSFR3M + 1.842%, 02/22/2048 (B)		84		73
4.250%, 10/01/2027		720		704
4.203%, TSFR3M + 1.522%, 07/23/2029 (B)		800		771
3.882%, TSFR3M + 1.622%, 07/24/2038 (B)		325		281
3.875%, 09/10/2024		1,140		1,131
3.625%, 05/13/2024		230		229
3.625%, 12/01/2027		230		219
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)		130		90
2.956%, TSFR3M + 2.515%, 05/13/2031 (B)		300		262
2.950%, 10/01/2026		377		359
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B)		650		611
2.739%, TSFR3M + 1.510%, 10/15/2030 (B)		855		757
2.580%, TSFR3M + 1.250%, 04/22/2032 (B)		40		34
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B)		1,380		1,148
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B)		450		389
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B)		1,190		1,169
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B)		410		375
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B)		830		800
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B)		1,285		1,140
2.005%, TSFR3M + 1.585%, 03/13/2026 (B)		660		638

SEI Institutional Managed Trust

129

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B)	$	1,430	$	1,165
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B)		4,085		3,787
1.561%, SOFRRATE + 0.605%, 12/10/2025 (B)		2,070		2,013
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B)		925		862
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		3,475		3,435
KeyCorp
6.401%, SOFRINDX + 2.420%, 03/06/2035 (B)		710		725
KKR Group Finance II
5.500%, 02/01/2043 (D)(F)		80		78
Lloyds Banking Group
5.679%, H15T1Y + 1.750%, 01/05/2035 (B)		845		850
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)		1,693		1,693
4.375%, 03/22/2028		390		379
4.344%, 01/09/2048		200		159
3.870%, H15T1Y + 3.500%, 07/09/2025 (B)		1,190		1,184
M&T Bank
6.082%, SOFRRATE + 2.260%, 03/13/2032 (B)		427		426
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (D)		88		60
Mercury General
4.400%, 03/15/2027		935		899
MetLife
6.400%, 12/15/2036		420		430
5.700%, 06/15/2035		15		16
MetLife Capital Trust IV
7.875%, 12/15/2037 (D)		800		858
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)		1,955		1,879
Metropolitan Life Global Funding I MTN
5.150%, 03/28/2033 (D)		700		701
5.000%, 01/06/2026 (D)		660		658
3.300%, 03/21/2029 (D)		500		461
Mitsubishi UFJ Financial Group
5.719%, H15T1Y + 1.080%, 02/20/2026 (B)		1,760		1,762
5.063%, H15T1Y + 1.550%, 09/12/2025 (B)		1,620		1,615
4.080%, H15T1Y + 1.300%, 04/19/2028 (B)		400		388
3.837%, H15T1Y + 1.125%, 04/17/2026 (B)		380		373

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B)	$	975	$	1,043
5.948%, H15T5Y + 2.430%, 01/19/2038 (B)		585		586
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B)		2,160		2,180
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B)		996		1,005
5.173%, SOFRRATE + 1.450%, 01/16/2030 (B)		1,280		1,281
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B)		525		415
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B)		770		712
Morgan Stanley MTN
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)		2,010		1,994
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B)		283		283
4.431%, TSFR3M + 1.890%, 01/23/2030 (B)		10		10
3.971%, US0003M + 1.455%, 07/22/2038 (B)		119		102
3.772%, TSFR3M + 1.402%, 01/24/2029 (B)		1,985		1,890
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B)		1,920		1,761
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B)		520		454
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)		1,145		947
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)		390		319
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B)		1,300		1,254
1.794%, SOFRRATE + 1.034%, 02/13/2032 (B)		915		731
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B)		970		890
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B)		4,860		4,732
Morgan Stanley Bank
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B)		1,428		1,422
Nasdaq
5.550%, 02/15/2034		1,080		1,098
National Securities Clearing
1.500%, 04/23/2025 (D)		330		318
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)		1,375		1,283

130

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nationwide Mutual Insurance
7.881%, US0003M + 2.290%, 12/15/2024 (B)(D)	$	3,735	$	3,735
NatWest Group
7.472%, H15T1Y + 2.850%, 11/10/2026 (B)		1,085		1,114
4.892%, US0003M + 1.754%, 05/18/2029 (B)		200		196
1.642%, H15T1Y + 0.900%, 06/14/2027 (B)		920		846
New York Life Global Funding
0.950%, 06/24/2025 (D)		340		323
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		1,112		782
PNC Bank
3.875%, 04/10/2025		430		423
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B)		880		963
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B)		550		569
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		250		251
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B)		200		202
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B)		2,205		2,232
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B)		645		625
Principal Life Global Funding II
2.250%, 11/21/2024 (D)		1,465		1,435
1.250%, 06/23/2025 (D)		160		152
Prudential Financial MTN
5.625%, 05/12/2041		10		10
Royal Bank of Canada MTN
5.150%, 02/01/2034		390		390
1.150%, 06/10/2025		460		439
Santander Holdings USA
7.660%, SOFRRATE + 3.280%, 11/09/2031 (B)		714		776
4.500%, 07/17/2025		80		79
Santander UK Group Holdings
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B)		510		469
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B)		1,055		965
1.532%, H15T1Y + 1.250%, 08/21/2026 (B)		235		221
Scentre Group Trust 1
3.625%, 01/28/2026 (D)		635		616
Societe Generale
7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D)		308		307

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.066%, H15T1Y + 2.100%, 01/19/2035 (B)(D)	$	306	$	308
5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D)		278		277
Societe Generale MTN
7.367%, 01/10/2053 (D)		720		747
2.625%, 01/22/2025 (D)		735		716
State Street
3.300%, 12/16/2024		70		69
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		124		141
4.900%, 09/15/2044 (D)		240		220
3.300%, 05/15/2050 (D)		2,455		1,720
The Vanguard Group
3.050%, 08/22/2050		670		426
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		510		489
2.800%, 03/10/2027		1,300		1,224
1.150%, 06/12/2025		460		438
Truist Financial MTN
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B)		999		1,065
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B)		470		477
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B)		421		423
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B)		701		700
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)		1,590		1,564
Trust Fibra Uno
6.390%, 01/15/2050 (D)		344		279
UBS
5.650%, 09/11/2028		649		664
4.500%, 06/26/2048		440		399
UBS Group
9.250%, H15T5Y + 4.745%(B)(D)(G)		1,030		1,116
9.250%, H15T5Y + 4.758%(B)(D)(G)		230		260
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D)		300		364
7.750%, USISSO05 + 4.160%(B)(D)(G)		220		226
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D)		457		478
5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D)		1,376		1,383
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D)		360		353
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D)		320		315
4.282%, 01/09/2028 (D)		625		603
4.253%, 03/23/2028 (D)		350		338

SEI Institutional Managed Trust

131

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D)	$	1,200	$	1,114
4.125%, 09/24/2025 (D)		200		196
3.750%, 03/26/2025		1,085		1,065
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D)		994		845
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D)		210		172
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D)		760		749
2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D)		1,070		1,026
US Bancorp
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)		995		1,014
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)		255		260
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B)		490		499
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B)		185		186
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B)		505		510
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B)		575		577
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)		930		883
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B)		1,850		1,813
1.450%, 05/12/2025		780		748
US Bancorp MTN
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B)		70		65
WEA Finance
4.750%, 09/17/2044 (D)		230		170
3.750%, 09/17/2024 (D)		990		977
Wells Fargo
7.950%, 11/15/2029		495		552
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B)		1,137		1,220
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B)		428		446
6.076%, TSFR3M + 0.762%, 01/15/2027 (B)		1,200		1,169
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B)		871		873
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B)		450		447
5.375%, 11/02/2043		340		328
3.000%, 10/23/2026		1,030		975
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B)		1,765		1,700

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wells Fargo MTN
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B)	$	785	$	794
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)		620		622
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B)		1,123		1,121
5.013%, TSFR3M + 4.502%, 04/04/2051 (B)		3,550		3,333
4.900%, 11/17/2045		839		755
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B)		2,787		2,686
4.750%, 12/07/2046		650		570
4.650%, 11/04/2044		241		210
4.478%, TSFR3M + 4.032%, 04/04/2031 (B)		1,880		1,800
4.400%, 06/14/2046		1,270		1,057
4.150%, 01/24/2029		1,010		973
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B)		2,075		1,975
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		3,580		3,106
3.196%, TSFR3M + 1.432%, 06/17/2027 (B)		2,455		2,344
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)		20		18
2.406%, TSFR3M + 1.087%, 10/30/2025 (B)		1,005		986
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B)		75		69
2.164%, TSFR3M + 1.012%, 02/11/2026 (B)		1,165		1,130
				351,087
Health Care — 2.6%
Abbott Laboratories
4.750%, 11/30/2036		260		258
AbbVie
5.500%, 03/15/2064		225		231
5.400%, 03/15/2054		732		754
5.050%, 03/15/2034		1,081		1,094
4.950%, 03/15/2031		687		692
4.875%, 11/14/2048		70		67
4.800%, 03/15/2027		711		712
4.800%, 03/15/2029		1,311		1,313
4.625%, 10/01/2042		38		36
4.550%, 03/15/2035		714		690
4.500%, 05/14/2035		1,418		1,363
4.250%, 11/21/2049		1,582		1,370
4.050%, 11/21/2039		303		270
3.800%, 03/15/2025		460		453
3.600%, 05/14/2025		210		206
3.200%, 11/21/2029		2,392		2,204

132

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.950%, 11/21/2026	$	380	$	362
2.600%, 11/21/2024		1,820		1,787
Aetna
3.875%, 08/15/2047		90		69
Alcon Finance
3.000%, 09/23/2029 (D)		1,975		1,782
Amgen
6.375%, 06/01/2037		910		987
5.650%, 03/02/2053		2,317		2,361
5.150%, 11/15/2041		332		321
4.663%, 06/15/2051		269		238
4.400%, 05/01/2045		375		326
3.625%, 05/22/2024		130		130
3.150%, 02/21/2040		190		146
2.770%, 09/01/2053		263		163
2.000%, 01/15/2032		1,515		1,226
Bausch Health
7.250%, 05/30/2029 (D)		170		73
6.250%, 02/15/2029 (D)		500		214
5.500%, 11/01/2025 (D)		20		19
Bayer US Finance
6.875%, 11/21/2053 (D)		500		513
3.375%, 10/08/2024 (D)		800		789
Bayer US Finance II
4.875%, 06/25/2048 (D)		1,795		1,442
4.625%, 06/25/2038 (D)		420		351
4.375%, 12/15/2028 (D)		4,193		3,947
Becton Dickinson
4.685%, 12/15/2044		264		239
3.734%, 12/15/2024		287		283
3.700%, 06/06/2027		121		116
3.363%, 06/06/2024		758		755
Bristol-Myers Squibb
5.750%, 02/01/2031		1,105		1,160
5.650%, 02/22/2064		537		552
5.550%, 02/22/2054		443		456
5.200%, 02/22/2034		810		822
5.100%, 02/22/2031		290		293
4.550%, 02/20/2048		129		115
4.350%, 11/15/2047		51		44
3.400%, 07/26/2029		124		117
2.900%, 07/26/2024		785		778
Centene
4.625%, 12/15/2029		390		370
4.250%, 12/15/2027		260		248
3.375%, 02/15/2030		230		203
3.000%, 10/15/2030		1,938		1,662
2.625%, 08/01/2031		40		33
Cigna Group
4.900%, 12/15/2048		830		756
4.800%, 08/15/2038		500		470
4.375%, 10/15/2028		810		790

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.400%, 03/01/2027	$	380	$	364
3.400%, 03/15/2051		588		420
CommonSpirit Health
4.350%, 11/01/2042		110		96
3.347%, 10/01/2029		264		242
2.782%, 10/01/2030		1,135		985
CVS Health
5.875%, 06/01/2053		200		203
5.125%, 02/21/2030		1,550		1,555
5.125%, 07/20/2045		670		617
5.050%, 03/25/2048		1,102		1,001
5.000%, 02/20/2026		1,295		1,291
4.780%, 03/25/2038		565		522
4.300%, 03/25/2028		809		790
4.250%, 04/01/2050		30		24
4.125%, 04/01/2040		160		135
3.875%, 07/20/2025		515		505
3.750%, 04/01/2030		540		503
3.625%, 04/01/2027		360		346
2.700%, 08/21/2040		500		347
2.125%, 09/15/2031		370		302
1.875%, 02/28/2031		110		90
CVS Pass-Through Trust
5.926%, 01/10/2034 (D)		59		58
DH Europe Finance II Sarl
2.200%, 11/15/2024		702		688
Elevance Health
4.625%, 05/15/2042		41		37
4.550%, 05/15/2052		250		219
4.100%, 05/15/2032		270		253
3.650%, 12/01/2027		220		211
3.500%, 08/15/2024		90		89
3.350%, 12/01/2024		745		734
Eli Lilly
5.100%, 02/09/2064		895		891
5.000%, 02/09/2054		505		502
4.700%, 02/09/2034		1,591		1,582
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)		1,345		1,217
Gilead Sciences
5.650%, 12/01/2041		35		36
4.750%, 03/01/2046		380		349
4.500%, 02/01/2045		10		9
3.700%, 04/01/2024		410		410
3.650%, 03/01/2026		460		448
HCA
6.000%, 04/01/2054		1,315		1,335
5.900%, 06/01/2053		944		949
5.875%, 02/01/2029		410		419
5.625%, 09/01/2028		60		61
5.500%, 06/15/2047		60		57
5.375%, 02/01/2025		160		159

SEI Institutional Managed Trust

133

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.375%, 09/01/2026	$	155	$	155
5.250%, 04/15/2025		820		817
5.250%, 06/15/2026		650		648
5.250%, 06/15/2049		1,285		1,173
4.625%, 03/15/2052		273		228
4.500%, 02/15/2027		20		20
3.625%, 03/15/2032		74		65
3.500%, 09/01/2030		1,630		1,474
3.500%, 07/15/2051		672		464
2.375%, 07/15/2031		751		618
Humana
5.375%, 04/15/2031		711		711
4.950%, 10/01/2044		60		55
4.800%, 03/15/2047		30		26
4.625%, 12/01/2042		170		149
4.500%, 04/01/2025		80		79
3.950%, 03/15/2027		70		68
3.700%, 03/23/2029		3,205		3,016
2.150%, 02/03/2032		130		104
Johnson & Johnson
3.625%, 03/03/2037		260		231
3.400%, 01/15/2038		173		148
Medline Borrower
6.250%, 04/01/2029 (D)		310		311
Medtronic
4.625%, 03/15/2045		9		9
Merck
1.450%, 06/24/2030		300		247
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		633
Pfizer
4.000%, 12/15/2036		705		641
2.625%, 04/01/2030		440		392
1.700%, 05/28/2030		420		353
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		571		560
5.300%, 05/19/2053		885		880
4.750%, 05/19/2033		2,770		2,727
Royalty Pharma
1.200%, 09/02/2025		535		504
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		854
Solventum
5.900%, 04/30/2054 (D)		660		659
5.600%, 03/23/2034 (D)		830		833
5.450%, 03/13/2031 (D)		630		628
5.400%, 03/01/2029 (D)		630		631
Teva Pharmaceutical Finance Netherlands III BV
8.125%, 09/15/2031		200		219
7.125%, 01/31/2025		390		392
5.125%, 05/09/2029 (F)		1,780		1,710

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 05/09/2027	$	200	$	194
3.150%, 10/01/2026		1,580		1,477
UnitedHealth Group
5.875%, 02/15/2053		1,599		1,730
5.800%, 03/15/2036		280		300
5.500%, 04/15/2064		146		148
5.375%, 04/15/2054		1,222		1,243
5.000%, 04/15/2034		1,190		1,192
4.900%, 04/15/2031		584		584
4.700%, 04/15/2029		438		436
4.625%, 07/15/2035		163		159
4.600%, 04/15/2027		584		581
4.450%, 12/15/2048		90		80
4.250%, 04/15/2047		450		388
4.250%, 06/15/2048		110		95
4.200%, 05/15/2032		290		276
4.000%, 05/15/2029		420		406
3.875%, 12/15/2028		170		164
3.875%, 08/15/2059		360		279
3.700%, 08/15/2049		150		118
3.125%, 05/15/2060		50		33
3.050%, 05/15/2041		134		101
2.300%, 05/15/2031		80		68
2.000%, 05/15/2030		140		119
1.250%, 01/15/2026		170		159
Universal Health Services
1.650%, 09/01/2026		685		624
Wyeth
5.950%, 04/01/2037		470		508
				95,166
Industrials — 2.1%
3M
3.700%, 04/15/2050		630		465
3.050%, 04/15/2030		90		81
2.375%, 08/26/2029		240		211
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (D)		240		204
AerCap Ireland Capital DAC
6.450%, 04/15/2027 (D)		929		954
3.500%, 01/15/2025		232		228
3.300%, 01/30/2032		3,938		3,377
3.000%, 10/29/2028		5,245		4,746
2.450%, 10/29/2026		3,530		3,278
1.650%, 10/29/2024		365		356
Air Lease
5.300%, 02/01/2028		450		450
3.625%, 04/01/2027		221		209
3.625%, 12/01/2027		216		204
3.375%, 07/01/2025		310		302
3.250%, 03/01/2025		1,645		1,608

134

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Air Lease MTN
3.000%, 02/01/2030	$	1,320	$	1,167
2.300%, 02/01/2025		355		345
American Airlines
8.500%, 05/15/2029 (D)		350		370
BAE Systems
5.250%, 03/26/2031 (D)		1,185		1,190
Boeing
5.805%, 05/01/2050		2,231		2,111
5.705%, 05/01/2040		360		345
5.150%, 05/01/2030		530		513
4.875%, 05/01/2025		2,075		2,052
3.750%, 02/01/2050		661		460
3.550%, 03/01/2038		196		149
3.250%, 02/01/2035		521		410
3.200%, 03/01/2029		490		438
3.100%, 05/01/2026		160		152
2.800%, 03/01/2027		190		175
2.700%, 02/01/2027		140		129
2.196%, 02/04/2026		1,120		1,048
Builders FirstSource
4.250%, 02/01/2032 (D)		80		72
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		107
5.400%, 06/01/2041		50		51
5.200%, 04/15/2054		298		295
4.450%, 01/15/2053		114		101
4.150%, 12/15/2048		150		127
4.050%, 06/15/2048		124		103
2.875%, 06/15/2052		120		79
Canadian Pacific Railway
6.125%, 09/15/2115		44		46
Carrier Global
6.200%, 03/15/2054		201		221
5.900%, 03/15/2034		571		600
3.577%, 04/05/2050		30		23
Caterpillar Financial Services
4.500%, 01/08/2027		705		700
Caterpillar Financial Services MTN
4.850%, 02/27/2029		853		858
Cintas No. 2
4.000%, 05/01/2032		1,190		1,122
3.700%, 04/01/2027		400		389
Crowley Conro
4.181%, 08/15/2043		385		350
Deere
3.750%, 04/15/2050		190		157
3.100%, 04/15/2030		100		92
Delta Air Lines
7.375%, 01/15/2026		580		598
4.750%, 10/20/2028 (D)		1,382		1,352
4.500%, 10/20/2025 (D)		286		283

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 04/19/2028	$	153	$	148
2.900%, 10/28/2024		60		59
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,163		2,859
DP World MTN
5.625%, 09/25/2048 (D)		990		941
Eaton
7.625%, 04/01/2024		75		75
4.150%, 11/02/2042		140		123
Emerson Electric
2.800%, 12/21/2051		280		183
General Dynamics
4.250%, 04/01/2040		330		299
4.250%, 04/01/2050		200		174
General Electric MTN
6.049%, TSFR3M + 0.742%, 08/15/2036 (B)		2,400		2,250
GFL Environmental
4.250%, 06/01/2025 (D)		480		472
Honeywell International
5.350%, 03/01/2064		293		297
5.250%, 03/01/2054		293		296
5.000%, 03/01/2035		1,679		1,685
John Deere Capital
4.500%, 01/08/2027		988		981
4.500%, 01/16/2029		988		978
John Deere Capital MTN
5.150%, 09/08/2026		992		997
4.950%, 07/14/2028		887		894
4.150%, 09/15/2027		570		560
L3Harris Technologies
5.054%, 04/27/2045		180		170
4.854%, 04/27/2035		80		76
Lockheed Martin
5.200%, 02/15/2064		563		557
4.800%, 08/15/2034		578		572
4.500%, 05/15/2036		90		85
4.150%, 06/15/2053		1,220		1,029
4.070%, 12/15/2042		91		79
3.900%, 06/15/2032		230		216
Mileage Plus Holdings
6.500%, 06/20/2027 (D)		331		333
Northrop Grumman
5.250%, 05/01/2050		350		343
5.200%, 06/01/2054		72		70
4.900%, 06/01/2034		900		885
4.400%, 05/01/2030		328		319
4.030%, 10/15/2047		192		157
3.250%, 01/15/2028		1,074		1,015
2.930%, 01/15/2025		810		795

SEI Institutional Managed Trust

135

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Otis Worldwide
3.112%, 02/15/2040	$	315	$	242
2.056%, 04/05/2025		220		213
Parker-Hannifin
4.250%, 09/15/2027		760		745
2.700%, 06/14/2024		400		398
Prime Security Services Borrower
5.750%, 04/15/2026 (D)		320		319
Protective Life Global Funding
1.618%, 04/15/2026 (D)		2,170		2,016
Republic Services
3.950%, 05/15/2028		335		324
1.450%, 02/15/2031		1,650		1,314
RTX
6.400%, 03/15/2054		590		667
6.100%, 03/15/2034		737		788
6.000%, 03/15/2031		410		431
RTX Corp
4.625%, 11/16/2048		51		45
4.500%, 06/01/2042		320		285
4.450%, 11/16/2038		63		57
4.150%, 05/15/2045		59		49
4.125%, 11/16/2028		280		271
3.950%, 08/16/2025		190		187
3.150%, 12/15/2024		200		196
3.030%, 03/15/2052		430		285
2.250%, 07/01/2030		420		359
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)		1,120		1,044
Spirit Loyalty Cayman
8.000%, 09/20/2025 (D)		375		285
TransDigm
7.125%, 12/01/2031 (D)		330		340
6.625%, 03/01/2032 (D)		220		222
6.375%, 03/01/2029 (D)		200		201
Union Pacific
3.839%, 03/20/2060		1,030		791
3.750%, 02/05/2070		230		169
3.250%, 02/05/2050		480		350
2.891%, 04/06/2036		1,595		1,301
2.800%, 02/14/2032		369		320
2.375%, 05/20/2031		272		232
United Airlines
4.625%, 04/15/2029 (D)		510		474
4.375%, 04/15/2026 (D)		300		290
United Airlines Class A Pass-Through Trust
5.800%, 01/15/2036		2,100		2,135
United Parcel Service
5.200%, 04/01/2040		240		241
United Rentals North America
6.125%, 03/15/2034 (D)		570		571
4.875%, 01/15/2028		150		146

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 11/15/2027	$	100	$	95
3.875%, 02/15/2031		920		824
3.750%, 01/15/2032		300		262
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		386		380
Waste Connections
5.000%, 03/01/2034		440		436
Waste Management
4.875%, 02/15/2034		565		561
				77,286
Information Technology — 1.4%
Apple
4.850%, 05/10/2053		145		144
3.950%, 08/08/2052		401		338
3.200%, 05/13/2025		64		63
2.650%, 05/11/2050		227		151
2.650%, 02/08/2051		175		115
2.375%, 02/08/2041		208		148
Broadcom
4.926%, 05/15/2037 (D)		1,177		1,117
4.150%, 11/15/2030		370		350
3.419%, 04/15/2033 (D)		529		459
3.187%, 11/15/2036 (D)		10		8
3.150%, 11/15/2025		335		324
3.137%, 11/15/2035 (D)		1,040		840
2.450%, 02/15/2031 (D)		447		377
Cisco Systems
5.300%, 02/26/2054		427		438
5.050%, 02/26/2034		2,045		2,073
4.950%, 02/26/2031		569		574
4.850%, 02/26/2029		853		859
4.800%, 02/26/2027		853		855
CommScope
4.750%, 09/01/2029 (D)		140		101
Corning
5.450%, 11/15/2079		370		350
Dell International
6.020%, 06/15/2026		29		29
Global Payments
4.450%, 06/01/2028		1,845		1,784
Intel
5.900%, 02/10/2063		399		423
5.700%, 02/10/2053		570		589
5.625%, 02/10/2043		164		170
5.600%, 02/21/2054		569		580
5.150%, 02/21/2034		1,138		1,141
5.125%, 02/10/2030		320		325
5.000%, 02/21/2031		427		427
4.750%, 03/25/2050		170		154
3.050%, 08/12/2051		270		182

136

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 08/12/2041	$	246	$	178
1.600%, 08/12/2028		540		474
International Business Machines
3.000%, 05/15/2024		1,510		1,505
Intuit
5.500%, 09/15/2053		568		589
5.250%, 09/15/2026		709		716
5.200%, 09/15/2033		567		577
5.125%, 09/15/2028		567		577
KLA
4.700%, 02/01/2034		559		550
3.300%, 03/01/2050		234		172
Kyndryl Holdings
2.050%, 10/15/2026		925		847
Marvell Technology
5.950%, 09/15/2033		426		442
5.750%, 02/15/2029		426		436
Mastercard
3.850%, 03/26/2050		80		66
3.375%, 04/01/2024		80		80
Micron Technology
5.875%, 02/09/2033		408		422
5.375%, 04/15/2028		1,432		1,446
5.300%, 01/15/2031		350		352
Microsoft
3.450%, 08/08/2036		1,030		922
2.921%, 03/17/2052		105		74
Motorola Solutions
5.400%, 04/15/2034		285		284
5.000%, 04/15/2029		199		198
NVIDIA
3.700%, 04/01/2060		310		247
2.850%, 04/01/2030		230		209
NXP BV
2.700%, 05/01/2025		280		272
Open Text
6.900%, 12/01/2027 (D)		304		314
Oracle
6.900%, 11/09/2052		290		334
4.650%, 05/06/2030		330		323
4.000%, 07/15/2046		496		391
3.950%, 03/25/2051		2,316		1,765
3.900%, 05/15/2035		1,615		1,417
3.800%, 11/15/2037		2,255		1,891
3.600%, 04/01/2040		915		721
2.950%, 11/15/2024		315		310
2.950%, 04/01/2030		860		765
2.875%, 03/25/2031		1,040		904
1.650%, 03/25/2026		890		831
PayPal Holdings
2.300%, 06/01/2030		1,685		1,453
1.650%, 06/01/2025		400		384

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Prosus
3.832%, 02/08/2051 (D)	$	320	$	197
Prosus MTN
4.027%, 08/03/2050 (D)		730		465
3.061%, 07/13/2031 (D)		2,100		1,709
QUALCOMM
6.000%, 05/20/2053		644		720
Roper Technologies
1.000%, 09/15/2025		420		395
Salesforce
3.700%, 04/11/2028		670		650
Sprint
7.125%, 06/15/2024		1,015		1,017
Sprint Capital
8.750%, 03/15/2032		1,435		1,740
Texas Instruments
5.150%, 02/08/2054		285		286
5.000%, 03/14/2053		629		617
4.850%, 02/08/2034		709		713
4.600%, 02/08/2029		567		568
4.150%, 05/15/2048		300		258
1.750%, 05/04/2030		290		245
TSMC Global
1.375%, 09/28/2030 (D)		675		546
Visa
4.300%, 12/14/2045		690		622
3.650%, 09/15/2047		235		190
VMware
1.400%, 08/15/2026		395		361
1.000%, 08/15/2024		889		873
Vontier
1.800%, 04/01/2026		495		459
				51,557
Materials — 0.9%
Air Products and Chemicals
4.850%, 02/08/2034		709		701
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,339
Anglo American Capital
4.750%, 04/10/2027 (D)		720		705
4.750%, 03/16/2052 (D)		443		374
4.000%, 09/11/2027 (D)		200		191
3.625%, 09/11/2024 (D)		710		702
ArcelorMittal
7.000%, 10/15/2039		120		131
Ball
3.125%, 09/15/2031		370		314
Barrick North America Finance
5.750%, 05/01/2043		290		300
5.700%, 05/30/2041		509		521

SEI Institutional Managed Trust

137

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berry Global
5.650%, 01/15/2034 (D)	$	450	$	447
1.650%, 01/15/2027		2,985		2,710
BHP Billiton Finance USA
5.000%, 09/30/2043		410		395
4.125%, 02/24/2042		40		35
Celanese US Holdings
6.550%, 11/15/2030		2,120		2,230
6.379%, 07/15/2032		280		290
6.050%, 03/15/2025		345		346
Dow Chemical
5.600%, 02/15/2054		425		423
5.250%, 11/15/2041		25		24
5.150%, 02/15/2034		569		567
4.800%, 05/15/2049		360		317
DuPont de Nemours
4.493%, 11/15/2025		830		819
First Quantum Minerals
9.375%, 03/01/2029 (D)		200		207
6.875%, 10/15/2027 (D)		220		211
Freeport-McMoRan
5.450%, 03/15/2043		785		751
4.625%, 08/01/2030		180		173
4.550%, 11/14/2024		40		40
Glencore Finance Canada
6.000%, 11/15/2041 (D)		104		104
5.550%, 10/25/2042 (D)		128		124
Glencore Funding
5.634%, 04/04/2034 (D)		705		707
5.371%, 04/04/2029 (D)		1,128		1,130
4.000%, 03/27/2027 (D)		1,200		1,160
3.875%, 10/27/2027 (D)		220		210
International Flavors & Fragrances
5.000%, 09/26/2048		1,535		1,312
4.375%, 06/01/2047		230		178
3.468%, 12/01/2050 (D)		55		37
3.268%, 11/15/2040 (D)		535		381
2.300%, 11/01/2030 (D)		1,570		1,304
1.832%, 10/15/2027 (D)		130		115
MEGlobal BV MTN
4.250%, 11/03/2026 (D)		680		653
Newmont
5.350%, 03/15/2034 (D)		254		256
OCP
5.125%, 06/23/2051 (D)		360		271
4.500%, 10/22/2025 (D)		400		390
3.750%, 06/23/2031 (D)(F)		410		349
Orbia Advance
2.875%, 05/11/2031 (D)		780		649
1.875%, 05/11/2026 (D)		820		753
Southern Copper
5.250%, 11/08/2042		2,620		2,483

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suzano Austria GmbH
3.750%, 01/15/2031	$	1,600	$	1,414
3.125%, 01/15/2032		70		58
Teck Resources
6.250%, 07/15/2041		5		5
6.000%, 08/15/2040		30		30
Vale Overseas
6.875%, 11/21/2036		874		934
6.250%, 08/10/2026		32		33
				31,303
Real Estate — 0.9%
Agree
2.600%, 06/15/2033		122		96
2.000%, 06/15/2028		535		470
American Assets Trust
3.375%, 02/01/2031		1,370		1,117
American Homes 4 Rent
5.500%, 02/01/2034		280		279
4.300%, 04/15/2052		716		561
3.625%, 04/15/2032		1,511		1,329
American Tower
5.900%, 11/15/2033		852		882
5.650%, 03/15/2033		1,143		1,161
5.550%, 07/15/2033		1,280		1,290
5.500%, 03/15/2028		570		575
2.950%, 01/15/2051		143		92
2.700%, 04/15/2031		1,900		1,609
1.875%, 10/15/2030		1,430		1,159
AvalonBay Communities MTN
2.450%, 01/15/2031		505		434
Boston Properties
3.400%, 06/21/2029		720		646
Brandywine Operating Partnership
3.950%, 11/15/2027		17		15
Brixmor Operating Partnership
2.500%, 08/16/2031		471		387
Camden Property Trust
2.800%, 05/15/2030		265		235
Crown Castle
5.800%, 03/01/2034		884		904
5.100%, 05/01/2033		418		408
2.900%, 04/01/2041		285		201
2.100%, 04/01/2031		484		392
DOC DR
3.950%, 01/15/2028		30		29
Equinix
3.900%, 04/15/2032		1,715		1,552
Essex Portfolio
2.550%, 06/15/2031		254		211
Extra Space Storage
3.900%, 04/01/2029		226		213

138

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 12/15/2027	$	5	$	5
2.550%, 06/01/2031		735		610
2.400%, 10/15/2031		525		432
2.200%, 10/15/2030		371		307
GLP Capital
5.375%, 04/15/2026		990		981
5.250%, 06/01/2025		80		80
4.000%, 01/15/2030		318		290
4.000%, 01/15/2031		50		45
3.250%, 01/15/2032		1,461		1,230
Healthcare Realty Holdings
3.625%, 01/15/2028		115		106
3.100%, 02/15/2030		1,645		1,432
2.050%, 03/15/2031		273		211
Hudson Pacific Properties
4.650%, 04/01/2029		470		400
3.950%, 11/01/2027		1,173		1,039
3.250%, 01/15/2030		15		12
Invitation Homes Operating Partnership
5.500%, 08/15/2033		189		188
4.150%, 04/15/2032		630		577
LXP Industrial Trust
6.750%, 11/15/2028		295		307
Realty Income
5.625%, 10/13/2032		213		218
5.125%, 02/15/2034		889		872
4.900%, 07/15/2033		419		405
3.400%, 01/15/2030		286		260
2.850%, 12/15/2032		356		296
2.200%, 06/15/2028		264		236
2.100%, 03/15/2028		272		243
Regency Centers
5.250%, 01/15/2034		281		280
2.950%, 09/15/2029		674		603
Rexford Industrial Realty
2.150%, 09/01/2031		512		410
Sabra Health Care
3.900%, 10/15/2029		715		644
Simon Property Group
2.450%, 09/13/2029		730		641
Store Capital
4.625%, 03/15/2029		314		296
4.500%, 03/15/2028		283		268
2.750%, 11/18/2030		436		350
2.700%, 12/01/2031		171		135
Sun Communities Operating
4.200%, 04/15/2032		632		567
VICI Properties
5.125%, 05/15/2032		931		891
4.950%, 02/15/2030		170		164
4.625%, 06/15/2025 (D)		75		74
4.500%, 01/15/2028 (D)		238		228

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 08/15/2030 (D)	$	39	$	36
3.875%, 02/15/2029 (D)		410		377
				32,993
Utilities — 2.2%
AEP Texas
6.650%, 02/15/2033		500		533
AEP Transmission
5.150%, 04/01/2034		2,230		2,222
Alabama Power
3.700%, 12/01/2047		965		747
Alliant Energy Finance
3.600%, 03/01/2032 (D)		300		264
American Electric Power
5.699%, 08/15/2025		875		877
American Transmission Systems
2.650%, 01/15/2032 (D)		1,398		1,157
Baltimore Gas and Electric
5.400%, 06/01/2053		427		425
2.250%, 06/15/2031		382		321
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		682
Boston Gas
4.487%, 02/15/2042 (D)		35		29
Brooklyn Union Gas
6.388%, 09/15/2033 (D)		200		207
CenterPoint Energy Houston Electric
5.200%, 10/01/2028		427		434
5.150%, 03/01/2034		2,541		2,560
3.600%, 03/01/2052		282		214
Chile Electricity Lux MPC Sarl
6.010%, 01/20/2033 (D)		885		892
Cleco Power
6.000%, 12/01/2040		700		699
Comision Federal de Electricidad
3.875%, 07/26/2033 (D)		270		221
Consolidated Edison of New York
5.900%, 11/15/2053		285		304
5.500%, 03/15/2034		849		877
5.200%, 03/01/2033		153		156
4.450%, 03/15/2044		805		708
3.950%, 04/01/2050		130		106
3.350%, 04/01/2030		180		166
3.200%, 12/01/2051		85		58
Constellation Energy Generation
5.600%, 03/01/2028		935		952
Consumers 2023 Securitization Funding
5.550%, 03/01/2028		810		812
Consumers Energy
4.600%, 05/30/2029		619		612
2.500%, 05/01/2060		232		134

SEI Institutional Managed Trust

139

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dominion Energy
3.071%, 08/15/2024 (C)	$	980	$	969
DTE Electric
5.200%, 03/01/2034		569		572
3.650%, 03/01/2052		204		154
2.950%, 03/01/2050		445		299
DTE Energy
2.529%, 10/01/2024 (C)		830		816
1.050%, 06/01/2025		1,055		1,002
Duke Energy
3.500%, 06/15/2051		79		55
3.150%, 08/15/2027		280		263
0.900%, 09/15/2025		705		662
Duke Energy Carolinas
5.400%, 01/15/2054		282		281
5.350%, 01/15/2053		822		810
4.950%, 01/15/2033		1,336		1,329
4.250%, 12/15/2041		878		756
4.000%, 09/30/2042		1,000		832
3.550%, 03/15/2052		345		251
2.850%, 03/15/2032		474		406
2.550%, 04/15/2031		169		146
Duke Energy Florida
5.875%, 11/15/2033		140		148
3.200%, 01/15/2027		295		281
2.400%, 12/15/2031		380		319
Duke Energy Indiana
4.200%, 03/15/2042		30		26
2.750%, 04/01/2050		280		177
Duke Energy Ohio
5.250%, 04/01/2033		990		1,001
Duke Energy Progress
5.250%, 03/15/2033		284		287
4.100%, 05/15/2042		425		359
2.500%, 08/15/2050		385		231
Entergy Arkansas
5.150%, 01/15/2033		572		574
2.650%, 06/15/2051		344		209
Evergy Metro
5.300%, 10/01/2041		100		97
Eversource Energy
5.950%, 02/01/2029		3,520		3,632
Exelon
5.625%, 06/15/2035		760		772
FirstEnergy
4.150%, 07/15/2027		940		902
1.600%, 01/15/2026		180		167
FirstEnergy Pennsylvania Electric
5.200%, 04/01/2028 (D)		429		430
5.150%, 03/30/2026 (D)		286		284
4.300%, 01/15/2029 (D)		448		432
3.250%, 03/15/2028 (D)		372		344

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
FirstEnergy Transmission
5.450%, 07/15/2044 (D)	$	285	$	272
Florida Power & Light
4.400%, 05/15/2028		1,560		1,543
Indiana Michigan Power
4.550%, 03/15/2046		325		277
Interstate Power and Light
5.700%, 10/15/2033		1,755		1,798
Jersey Central Power & Light
4.700%, 04/01/2024 (D)		700		700
2.750%, 03/01/2032 (D)		1,844		1,532
KeySpan Gas East
5.994%, 03/06/2033 (D)		55		56
3.586%, 01/18/2052 (D)		2,595		1,754
2.742%, 08/15/2026 (D)		1,025		956
Louisville Gas and Electric
5.450%, 04/15/2033		1,300		1,326
MidAmerican Energy
5.300%, 02/01/2055		266		263
4.800%, 09/15/2043		830		781
2.700%, 08/01/2052		331		206
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (D)		162		156
Mississippi Power
4.250%, 03/15/2042		194		165
3.100%, 07/30/2051		457		303
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025		275		267
NextEra Energy Capital Holdings
6.051%, 03/01/2025		1,095		1,099
5.250%, 03/15/2034		1,015		1,013
NiSource
5.800%, 02/01/2042		149		145
5.350%, 04/01/2034		1,240		1,233
Northern States Power
5.400%, 03/15/2054		455		458
NSTAR Electric
3.100%, 06/01/2051		94		64
Pacific Gas and Electric
6.100%, 01/15/2029		1,540		1,587
5.800%, 05/15/2034		1,133		1,144
4.950%, 07/01/2050		1,220		1,049
4.750%, 02/15/2044		128		108
4.200%, 06/01/2041		222		179
3.950%, 12/01/2047		845		632
3.500%, 08/01/2050		270		185
3.300%, 08/01/2040		60		44
2.500%, 02/01/2031		1,595		1,326
2.100%, 08/01/2027		1,705		1,535
PacifiCorp
2.900%, 06/15/2052		1,330		815

140

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PECO Energy
4.150%, 10/01/2044	$	900	$	763
2.850%, 09/15/2051		460		297
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		500		506
Piedmont Natural Gas
5.400%, 06/15/2033		250		252
5.050%, 05/15/2052		1,100		1,004
Public Service Electric and Gas MTN
5.125%, 03/15/2053		545		536
2.700%, 05/01/2050		178		117
2.050%, 08/01/2050		106		60
1.900%, 08/15/2031		656		534
Public Service Enterprise Group
5.875%, 10/15/2028		575		592
5.450%, 04/01/2034		198		199
5.200%, 04/01/2029		423		423
Public Service of Colorado
5.250%, 04/01/2053		1,090		1,035
Public Service of Oklahoma
3.150%, 08/15/2051		258		173
Southern California Edison
4.125%, 03/01/2048		713		575
4.050%, 03/15/2042		5		4
3.700%, 08/01/2025		99		97
Southern California Gas
2.550%, 02/01/2030		900		789
Southern Gas Capital
5.750%, 09/15/2033		500		517
5.150%, 09/15/2032		500		502
4.400%, 05/30/2047		500		416
Southwestern Electric Power
5.300%, 04/01/2033		925		914
3.250%, 11/01/2051		400		265
1.650%, 03/15/2026		1,575		1,469
Southwestern Public Service
3.750%, 06/15/2049		845		623
Texas Electric Market Stabilization Funding
4.265%, 08/01/2034 (D)		1,788		1,730
Union Electric
5.200%, 04/01/2034		1,025		1,027
Virginia Electric and Power
5.000%, 04/01/2033		1,041		1,027
5.000%, 01/15/2034		870		854
4.650%, 08/15/2043		585		526
2.950%, 11/15/2051		382		247
Virginia Power Fuel Securitization
5.088%, 05/01/2027		485		478

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wisconsin Electric Power
1.700%, 06/15/2028	$	255	$	226
				81,392
Total Corporate Obligations
(Cost $1,049,627) ($ Thousands)				993,536
ASSET-BACKED SECURITIES — 7.9%
Automotive — 1.7%
Ally Auto Receivables Trust, Ser 2022-3, Cl A4
5.070%, 06/15/2031		336		335
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028		650		644
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3
5.620%, 11/18/2027		295		296
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3
5.810%, 05/18/2028		586		589
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (D)		231		230
ARI Fleet Lease Trust, Ser 2024-A, Cl A2
5.300%, 11/15/2032 (D)		850		848
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		2,660		2,510
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl A
5.230%, 12/20/2030 (D)		480		480
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl C
6.110%, 12/20/2030 (D)		2,400		2,399
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3
5.160%, 11/25/2025		205		205
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4
5.070%, 06/25/2026		462		460
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3
5.470%, 02/25/2028		320		321
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3
3.660%, 05/17/2027		1,095		1,074
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3
4.870%, 02/15/2028		1,043		1,037
CarMax Auto Owner Trust, Ser 2024-1, Cl A3
4.920%, 10/16/2028		695		693

SEI Institutional Managed Trust

141

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Auto Owner Trust, Ser 2022-AA, Cl A4
3.990%, 03/27/2028 (D)	$	439	$	428
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		575		568
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)		1,010		992
Enterprise Fleet Financing, Ser 2023-3, Cl A2
6.400%, 03/20/2030 (D)		740		751
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		425		415
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3
5.060%, 05/15/2027		1,252		1,250
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4
5.050%, 06/15/2027		292		291
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4
5.300%, 03/15/2028		307		308
Ford Credit Auto Owner Trust, Ser 2023-2, Cl B
5.920%, 02/15/2036 (D)		1,230		1,253
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C
6.160%, 02/15/2036 (D)		1,280		1,304
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3
4.650%, 02/15/2028		1,286		1,275
Ford Credit Auto Owner Trust, Ser 2023-C, Cl A3
5.530%, 09/15/2028		695		702
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A
4.870%, 08/15/2036 (D)		1,720		1,716
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		586		584
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4
5.090%, 05/20/2027		417		416
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4
5.440%, 08/20/2027		264		265
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3
5.090%, 03/22/2027		545		545
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3
4.820%, 08/16/2027		513		510

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A
4.980%, 12/11/2036 (D)	$	1,908	$	1,916
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3
3.730%, 07/20/2026		575		567
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3
4.380%, 10/15/2025 (D)		725		722
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4
5.170%, 04/15/2027 (D)		663		660
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4
5.840%, 09/15/2027 (D)		437		441
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3
5.020%, 03/15/2027 (D)		765		761
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A4
5.070%, 02/15/2028 (D)		290		289
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		566		535
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		850		832
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		361		344
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4
4.480%, 07/17/2028		604		595
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3
5.480%, 04/17/2028		342		344
Hyundai Auto Receivables Trust, Ser 2023-C, Cl A3
5.540%, 10/16/2028		1,410		1,425
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		93		91
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (D)		379		368
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4
5.250%, 02/15/2029		711		713
Nissan Auto Lease Trust, Ser 2023-B, Cl A4
5.610%, 11/15/2027		586		588
Nissan Auto Lease Trust, Ser 2024-A, Cl A4
4.970%, 09/15/2028		306		305

142

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4
4.450%, 11/15/2029	$	434	$	427
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3
6.230%, 06/15/2028 (D)		645		650
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3
3.960%, 04/15/2026 (D)		473		470
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4
4.180%, 12/15/2028 (D)		318		313
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		211		211
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		431		429
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3
4.140%, 02/16/2027		464		462
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		255		255
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3
4.490%, 11/16/2026		1,270		1,266
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3
5.750%, 04/15/2027		363		363
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A3
5.250%, 04/17/2028		534		534
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (D)		895		888
SBNA Auto Lease Trust, Ser 2024-A, Cl A3
5.390%, 11/20/2026 (D)		1,408		1,408
SBNA Auto Lease Trust, Ser 2024-A, Cl A4
5.240%, 01/22/2029 (D)		799		797
SBNA Auto Receivables Trust, Ser 2024-A, Cl A3
5.320%, 12/15/2028 (D)		2,067		2,066
SBNA Auto Receivables Trust, Ser 2024-A, Cl A4
5.210%, 04/16/2029 (D)		169		169
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3
4.950%, 05/21/2029 (D)		872		868
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4
4.940%, 01/21/2031 (D)		148		147

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (D)	$	440	$	438
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)		1,360		1,298
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (D)		2,080		1,927
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A
4.930%, 06/25/2036 (D)		1,890		1,893
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4
5.430%, 04/17/2028		389		393
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3
4.710%, 02/15/2028		774		768
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3
5.160%, 04/17/2028		1,219		1,220
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3
5.540%, 08/15/2028		700		707
Toyota Lease Owner Trust, Ser 2024-A, Cl A3
5.250%, 04/20/2027 (D)		795		797
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3
5.560%, 03/15/2028 (D)		1,195		1,192
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		291		289
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3
5.020%, 06/20/2028		857		856
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3
5.070%, 09/15/2026		440		439
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		452		453
				61,583
Credit Cards — 0.4%
American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/15/2027		785		769
American Express Credit Account Master Trust, Ser 2023-1, Cl A
4.870%, 05/15/2028		424		423
BA Credit Card Trust, Ser 2023-A2, Cl A2
4.980%, 11/15/2028		3,962		3,971

SEI Institutional Managed Trust

143

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Issuance Trust, Ser 2024-A2, Cl A
4.630%, 01/15/2031	$	1,318	$	1,313
Discover Card Execution Note Trust, Ser 2023-A1, Cl A
4.310%, 03/15/2028		837		825
Discover Card Execution Note Trust, Ser 2023-A2, Cl A
4.930%, 06/15/2028		2,639		2,634
Synchrony Card Funding, Ser 2023-A1, Cl A
5.540%, 07/15/2029		1,382		1,395
Synchrony Card Funding, Ser 2024-A1, Cl A
5.040%, 03/15/2030		549		549
WF Card Issuance Trust, Ser 2024-A1, Cl A
4.940%, 02/15/2029		1,705		1,705
				13,584
Mortgage Related Securities — 0.2%
Accredited Mortgage Loan Trust, Ser 2007-1, Cl M2
5.714%, TSFR1M + 0.384%, 02/25/2037 (B)		5,000		4,515
Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1
6.494%, TSFR1M + 1.164%, 01/25/2034 (B)		423		416
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
5.724%, TSFR1M + 0.394%, 05/25/2037 (B)		5,500		4,300
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
6.119%, TSFR1M + 0.789%, 12/25/2034 (B)		148		143
				9,374
Non-Agency Mortgage-Backed Obligations — 0.4%
BMO Mortgage Trust, Ser C8, Cl A5
5.598%, 03/15/2057 (B)		450		468
BX Commercial Mortgage Trust, Ser XL5, Cl A
6.692%, TSFR1M + 1.392%, 03/15/2041 (B)(D)		720		720
Chase Home Lending Mortgage Trust Series, Ser 2024-3, Cl A4
6.000%, 02/25/2055 (B)(D)		1,200		1,196
Chase Mortgage Finance, Ser 2016-SH2, Cl M4
3.750%, 12/25/2045 (B)(D)		685		605

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2
6.870%, SOFR30A + 1.550%, 10/25/2041 (B)(D)	$	2,180	$	2,189
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1B1
8.470%, SOFR30A + 3.150%, 12/25/2041 (B)(D)		460		473
Houston Galleria Mall Trust, Ser HGLR, Cl A1A2
3.087%, 03/05/2037 (D)		3,400		3,286
NRTH Mortgage Trust, Ser PARK, Cl A
6.941%, TSFR1M + 1.641%, 03/15/2041 (B)(D)		3,350		3,354
SREIT Trust, Ser MFP2, Cl A
6.261%, TSFR1M + 0.936%, 11/15/2036 (B)(D)		1,880		1,870
				14,161
Other Asset-Backed Securities — 5.2%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
6.535%, SOFR30A + 1.214%, 12/27/2044 (B)(D)		787		781
ACRES Commercial Realty, Ser 2021-FL1, Cl A
6.640%, TSFR1M + 1.314%, 06/15/2036 (B)(D)		1,478		1,446
AIG CLO, Ser 2021-1A, Cl A1R
6.699%, TSFR3M + 1.382%, 04/20/2032 (B)(D)		3,400		3,404
AIMCO CLO 22, Ser 2024-22A, Cl A
0.000%, 04/19/2037 (B)(D)(H)		1,330		1,330
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (D)		1,824		1,784
AMMC CLO 15, Ser 2021-15A, Cl BR3
7.226%, TSFR3M + 1.912%, 01/15/2032 (B)(D)		1,100		1,099
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053 (D)		1,790		1,851
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A
6.510%, TSFR1M + 1.184%, 08/15/2034 (B)(D)		3,213		3,188
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1
7.097%, TSFR3M + 1.750%, 10/15/2036 (B)(D)		1,280		1,287
Birch Grove CLO 5, Ser 2023-5A, Cl A1
7.518%, TSFR3M + 2.200%, 04/20/2035 (B)(D)		410		412

144

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Birch Grove CLO 7, Ser 2023-7A, Cl A1
7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D)	$	790	$	794
BSL CLO 4, Ser 2023-4A, Cl A
7.318%, TSFR3M + 2.000%, 04/20/2036 (B)(D)		790		795
Carrington Mortgage Loan Trust Series, Ser 2006-FRE1, Cl A4
5.694%, TSFR1M + 0.364%, 04/25/2036 (B)		2,526		2,214
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
7.186%, TSFR3M + 1.862%, 10/25/2034 (B)(D)		3,000		2,994
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.858%, 11/25/2034 (C)		21		21
CIFC Funding, Ser 2021-1A, Cl A1
6.696%, TSFR3M + 1.372%, 04/25/2033 (B)(D)		410		410
CIFC Funding, Ser 2021-7A, Cl A1
6.707%, TSFR3M + 1.392%, 01/23/2035 (B)(D)		3,500		3,509
CIT Education Loan Trust, Ser 2007-1, Cl A
5.705%, SOFR90A + 0.352%, 03/25/2042 (B)(D)		575		547
CNH Equipment Trust, Ser 2022-B, Cl A3
3.890%, 08/16/2027		690		678
CNH Equipment Trust, Ser 2022-C, Cl A3
5.150%, 04/17/2028		1,255		1,253
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (D)		618		530
College Avenue Student Loans, Ser 2017-A, Cl A1
7.094%, TSFR1M + 1.764%, 11/26/2046 (B)(D)		252		254
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)		174		166
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		338		311
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		297		259
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
5.944%, TSFR1M + 0.614%, 10/25/2034 (B)		264		255
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
5.984%, TSFR1M + 0.654%, 12/25/2034 (B)		186		181

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
6.244%, TSFR1M + 0.914%, 10/25/2047 (B)	$	1,042	$	931
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
5.580%, TSFR1M + 0.254%, 07/15/2036 (B)		151		142
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,223		1,220
CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4
6.794%, TSFR1M + 1.464%, 08/25/2047 (B)		5,400		4,902
CyrusOne Data Centers Issuer I, Ser 2024-1A, Cl A2
4.760%, 03/22/2049 (D)		3,000		2,805
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (D)		939		842
DLLAA, Ser 2023-1A, Cl A3
5.640%, 02/22/2028 (D)		300		303
DLLAD, Ser 2023-1A, Cl A3
4.790%, 01/20/2028 (D)		1,325		1,312
DLLST, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (D)		505		503
DLLST, Ser 2024-1A, Cl A3
5.050%, 08/20/2027 (D)		285		284
Dryden 55 CLO, Ser 2018-55A, Cl A1
6.596%, TSFR3M + 1.282%, 04/15/2031 (B)(D)		534		534
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
6.476%, TSFR3M + 1.162%, 04/15/2029 (B)(D)		785		785
Educational Funding of the South, Ser 2011-1, Cl A2
6.273%, SOFR90A + 0.912%, 04/25/2035 (B)		11		11
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A
5.250%, 11/25/2040 (D)		562		553
Elevation CLO, Ser 2021-13A, Cl A1
6.766%, TSFR3M + 1.452%, 07/15/2034 (B)(D)		530		529
Elmwood CLO I, Ser 2024-1A, Cl A1RR
6.831%, TSFR3M + 1.520%, 04/20/2037 (B)(D)		550		551
Elmwood CLO IV, Ser 2020-1A, Cl A
6.816%, TSFR3M + 1.502%, 04/15/2033 (B)(D)		610		611

SEI Institutional Managed Trust

145

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C
6.444%, TSFR1M + 1.114%, 08/25/2034 (B)	$	208	$	186
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		198		187
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,789
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
6.104%, TSFR1M + 0.774%, 01/25/2036 (B)		3,603		3,395
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		56		56
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
6.649%, TSFR3M + 1.332%, 04/20/2034 (B)(D)		660		660
GSAMP Trust, Ser 2003-SEA, Cl A1
6.244%, TSFR1M + 0.914%, 02/25/2033 (B)		227		221
GSAMP Trust, Ser 2005-WMC3, Cl A2C
6.104%, TSFR1M + 0.774%, 12/25/2035 (B)		4,456		4,306
GSAMP Trust, Ser 2006-HE3, Cl A2D
5.944%, TSFR1M + 0.614%, 05/25/2046 (B)		3,983		3,700
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (D)		1,156		951
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		356		339
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (D)		570		569
HPS Loan Management, Ser 2022-19, Cl A1R
6.638%, TSFR3M + 1.320%, 01/22/2035 (B)(D)		400		400
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		636		594
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		841		752
John Deere Owner Trust 2024, Ser 2024-A, Cl A3
4.960%, 11/15/2028		1,425		1,425
Kings Park CLO, Ser 2021-1A, Cl A
6.709%, TSFR3M + 1.392%, 01/21/2035 (B)(D)		400		400
Logan CLO I, Ser 2021-1A, Cl A
6.739%, TSFR3M + 1.422%, 07/20/2034 (B)(D)		260		260

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (D)	$	913	$	810
Madison Park Funding XXIX, Ser 2024-29A, Cl AR
0.000%, 10/18/2030 (B)(D)(H)		2,700		2,700
Madison Park Funding XXVII, Ser 2018-27A, Cl A2
6.929%, TSFR3M + 1.612%, 04/20/2030 (B)(D)		1,550		1,538
Madison Park Funding XXXVII, Ser 2021-37A, Cl AR
6.646%, TSFR3M + 1.332%, 07/15/2033 (B)(D)		260		260
Magnetite XII, Ser 2024-12A, Cl AR4
6.472%, TSFR3M + 1.150%, 10/15/2031 (B)(D)		2,800		2,800
Magnetite XIV-R, Ser 2018-14RA, Cl A1
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D)		278		279
MF1, Ser 2020-FL4, Cl A
7.140%, TSFR1M + 1.814%, 11/15/2035 (B)(D)		436		436
MF1, Ser 2021-FL7, Cl A
6.521%, TSFR1M + 1.194%, 10/16/2036 (B)(D)		481		478
MF1, Ser 2022-FL8, Cl A
6.676%, TSFR1M + 1.350%, 02/19/2037 (B)(D)		2,313		2,298
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		724		708
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.060%, 02/26/2029 (B)(D)		610		559
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		159		148
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
7.040%, TSFR1M + 1.714%, 10/15/2031 (B)(D)		205		206
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
7.590%, TSFR1M + 2.264%, 12/15/2045 (B)(D)		140		141
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		146		143
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		8		8
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		1,009		979

146

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)	$	340	$	330
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)		570		548
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		854		808
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)		1,282		1,199
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		114		104
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		480		433
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)		76		67
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		209		182
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		883		776
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		1,194		1,032
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (D)		790		675
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (D)		189		165
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (D)		575		507
Navient Student Loan Trust, Ser 2014-1, Cl A3
5.945%, SOFR30A + 0.624%, 06/25/2031 (B)		1,506		1,487
Navient Student Loan Trust, Ser 2016-2A, Cl A3
6.935%, SOFR30A + 1.614%, 06/25/2065 (B)(D)		914		923
Navient Student Loan Trust, Ser 2017-1A, Cl A3
6.585%, SOFR30A + 1.264%, 07/26/2066 (B)(D)		686		691

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2017-3A, Cl A3
6.485%, SOFR30A + 1.164%, 07/26/2066 (B)(D)	$	2,412	$	2,419
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		230		221
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		339		291
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (D)		819		713
Navient Student Loan Trust, Ser 2023-BA, Cl A1A
6.480%, 03/15/2072 (D)		316		320
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
5.803%, SOFR90A + 0.442%, 10/27/2036 (B)		262		258
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
5.783%, SOFR90A + 0.422%, 01/25/2037 (B)		403		399
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
5.733%, SOFR90A + 0.372%, 10/25/2033 (B)		1,556		1,539
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
5.715%, SOFR90A + 0.362%, 03/23/2037 (B)		1,181		1,168
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
5.735%, SOFR90A + 0.382%, 12/24/2035 (B)		1,144		1,129
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
5.795%, SOFR90A + 0.442%, 03/22/2032 (B)		201		194
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
6.385%, SOFR30A + 1.064%, 11/25/2048 (B)(D)		1,754		1,748
Nelnet Student Loan Trust, Ser 2019-5, Cl A
2.530%, 10/25/2067 (D)		487		444
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (D)		356		322
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		688		624

SEI Institutional Managed Trust

147

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman CLO XX, Ser 2021-20A, Cl ARR
6.736%, TSFR3M + 1.422%, 07/15/2034 (B)(D)	$	530	$	530
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl A1
6.701%, TSFR3M + 1.392%, 10/19/2031 (B)(D)		415		416
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (D)		1,103		927
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (D)		1,060		983
Octagon 53, Ser 2021-1A, Cl A
6.606%, TSFR3M + 1.292%, 04/15/2034 (B)(D)		3,750		3,729
Octagon 66, Ser 2023-1A, Cl A1R
7.076%, TSFR3M + 1.750%, 11/16/2036 (B)(D)		1,350		1,358
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
6.526%, TSFR3M + 1.212%, 07/15/2029 (B)(D)		1,526		1,526
Octane Receivables Trust, Ser 2023-1A, Cl A
5.870%, 05/21/2029 (D)		521		521
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2
6.641%, 10/15/2037 (B)		375		342
Owl Rock CLO III, Ser 2024-3A, Cl AR
0.000%, 04/20/2036 (B)(D)(H)		1,180		1,180
Palmer Square CLO, Ser 2022-5A, Cl A
7.318%, TSFR3M + 2.000%, 10/20/2035 (B)(D)		400		401
Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR
6.721%, TSFR3M + 1.400%, 04/15/2031 (B)(D)		2,270		2,269
Rad CLO 22, Ser 2023-22A, Cl A1
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D)		1,580		1,592
Regatta XII Funding, Ser 2021-1A, Cl BR
7.176%, TSFR3M + 1.862%, 10/15/2032 (B)(D)		2,500		2,508
Rockford Tower CLO, Ser 2021-2A, Cl AR
6.681%, TSFR3M + 1.362%, 08/20/2032 (B)(D)		3,150		3,150
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		556		523
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		854		770

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SBA Small Business Investment, Ser 2022-10B, Cl 1
4.262%, 09/10/2032	$	434	$	416
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
6.976%, TSFR3M + 1.662%, 04/15/2031 (B)(D)		215		215
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A
1.350%, 09/20/2038 (D)		207		194
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
5.901%, TSFR3M + 0.572%, 12/15/2038 (B)		701		690
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
6.815%, SOFR90A + 1.462%, 12/15/2033 (B)(D)		1,273		1,256
SLM Student Loan Trust, Ser 2005-4, Cl A4
5.793%, SOFR90A + 0.432%, 07/25/2040 (B)		2,494		2,425
SLM Student Loan Trust, Ser 2006-8, Cl A6
5.783%, SOFR90A + 0.422%, 01/25/2041 (B)		1,621		1,567
SLM Student Loan Trust, Ser 2007-7, Cl B
6.373%, SOFR90A + 1.012%, 10/27/2070 (B)		1,050		971
SLM Student Loan Trust, Ser 2008-2, Cl B
6.823%, SOFR90A + 1.462%, 01/25/2083 (B)		685		656
SLM Student Loan Trust, Ser 2008-3, Cl B
6.823%, SOFR90A + 1.462%, 04/26/2083 (B)		685		655
SLM Student Loan Trust, Ser 2008-4, Cl A4
7.273%, SOFR90A + 1.912%, 07/25/2022 (B)		333		334
SLM Student Loan Trust, Ser 2008-4, Cl B
7.473%, SOFR90A + 2.112%, 04/25/2073 (B)		685		688
SLM Student Loan Trust, Ser 2008-5, Cl A4
7.323%, SOFR90A + 1.962%, 07/25/2023 (B)		54		54
SLM Student Loan Trust, Ser 2008-5, Cl B
7.473%, SOFR90A + 2.112%, 07/25/2073 (B)		685		680
SLM Student Loan Trust, Ser 2008-6, Cl A4
6.723%, SOFR90A + 1.362%, 07/25/2023 (B)		1,869		1,854
SLM Student Loan Trust, Ser 2008-6, Cl B
7.473%, SOFR90A + 2.112%, 07/26/2083 (B)		685		649

148

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-7, Cl B
7.473%, SOFR90A + 2.112%, 07/26/2083 (B)	$	685	$	644
SLM Student Loan Trust, Ser 2021-10A, Cl A4
6.285%, SOFR90A + 0.931%, 12/17/2068 (B)(D)		664		656
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		76		75
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
6.540%, TSFR1M + 1.214%, 09/15/2034 (B)(D)		67		67
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (D)		104		95
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)		871		794
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)		367		328
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		1,071		944
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		1,790		1,623
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		526		473
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (D)		686		621
SMB Private Education Loan Trust, Ser 2024-A, Cl A1B
6.769%, SOFR30A + 1.450%, 03/15/2056 (B)(D)		727		728
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (D)		72		71
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		73		67
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (D)		612		521
South Carolina Student Loan, Ser 2015-A, Cl A
6.944%, TSFR1M + 1.614%, 01/25/2036 (B)		489		489

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Stack Infrastructure Issuer, Ser 2021-1A, Cl A2
1.877%, 03/26/2046 (D)	$	2,775	$	2,559
Storm King Park CLO, Ser 2022-1A, Cl A1
7.364%, TSFR3M + 2.050%, 10/15/2035 (B)(D)		250		251
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
5.994%, TSFR1M + 0.664%, 09/25/2034 (B)		315		298
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
5.864%, TSFR1M + 0.534%, 02/25/2037 (B)		1,829		1,763
STWD, Ser 2019-FL1, Cl A
6.520%, TSFR1M + 1.194%, 07/15/2038 (B)(D)		21		21
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (D)		628		526
Symphony CLO 40, Ser 2023-40A, Cl A1
6.984%, TSFR3M + 1.640%, 01/14/2034 (B)(D)		1,530		1,535
T-Mobile US Trust, Ser 2022-1A, Cl A
4.910%, 05/22/2028 (D)		684		681
T-Mobile US Trust, Ser 2024-1A, Cl A
5.050%, 09/20/2029 (D)		2,073		2,073
Trestles CLO IV, Ser 2021-4A, Cl B1
7.279%, TSFR3M + 1.962%, 07/21/2034 (B)(D)		3,445		3,457
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		147		134
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		250		218
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		473		441
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		695		652
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		4,570		4,261
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		2,652		2,445
United States Small Business Administration, Ser 2024-25C, Cl 1
4.970%, 03/01/2049		480		478
Venture 41 CLO, Ser 2021-41A, Cl A1N
6.909%, TSFR3M + 1.592%, 01/20/2034 (B)(D)		800		800

SEI Institutional Managed Trust

149

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028	$	610	$	591
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		1,001		979
Verizon Master Trust, Ser 2022-6, Cl A
3.670%, 01/22/2029		768		752
Verizon Master Trust, Ser 2023-1, Cl A
4.490%, 01/22/2029		2,664		2,633
Verizon Master Trust, Ser 2023-2, Cl A
4.890%, 04/13/2028		434		432
Verizon Master Trust, Ser 2023-4, Cl A1A
5.160%, 06/20/2029		1,987		1,990
Verizon Master Trust, Ser 2023-6, Cl A
5.350%, 09/22/2031 (D)		2,530		2,578
Verizon Master Trust, Ser 2023-7, Cl A1A
5.670%, 11/20/2029		1,410		1,433
Verizon Master Trust, Ser 2024-1, Cl A1A
5.000%, 12/20/2028		2,142		2,135
Verizon Master Trust, Ser 2024-2, Cl A
4.830%, 12/22/2031 (D)		1,378		1,377
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
5.734%, TSFR1M + 0.404%, 07/25/2036 (B)		3,679		3,619
WISE CLO, Ser 2023-2A, Cl A
7.161%, TSFR3M + 1.800%, 01/15/2037 (B)(D)		460		463
				190,768
Total Asset-Backed Securities
(Cost $294,217) ($ Thousands)				289,470
SOVEREIGN DEBT — 0.9%
Angolan Government International Bond MTN
9.125%, 11/26/2049		240		203
Argentine Republic Government International Bond
3.500%, 07/09/2041(C)		1,460		589
1.000%, 07/09/2029		203		109
0.750%, 07/09/2030(C)		832		436
Bermuda Government International Bond
5.000%, 07/15/2032(D)		339		326
Brazilian Government International Bond
4.750%, 01/14/2050		740		554
Colombia Government International Bond
5.625%, 02/26/2044		660		522
5.000%, 06/15/2045		830		601
4.125%, 02/22/2042		680		459
3.250%, 04/22/2032		970		754

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Export Finance & Insurance
4.625%, 10/26/2027(D)	$	1,079	$	1,081
Export-Import Bank of India
3.375%, 08/05/2026(D)(F)		350		335
Israel Government International Bond
5.750%, 03/12/2054		313		300
5.500%, 03/12/2034		2,012		1,986
4.500%, 01/17/2033		651		605
3.875%, 07/03/2050		236		174
3.375%, 01/15/2050		280		188
2.750%, 07/03/2030		470		404
Ivory Coast Government International Bond
6.125%, 06/15/2033		290		261
Kenya Government International Bond
7.250%, 02/28/2028(D)		200		190
6.300%, 01/23/2034(D)		960		783
Mexico Government International Bond
6.400%, 05/07/2054		309		308
6.050%, 01/11/2040		1,210		1,194
4.750%, 03/08/2044		10,080		8,390
4.600%, 01/23/2046		267		215
4.600%, 02/10/2048		277		221
3.750%, 01/11/2028		390		370
3.500%, 02/12/2034		1,008		838
3.250%, 04/16/2030		221		197
2.659%, 05/24/2031		6,100		5,089
Nigeria Government International Bond
7.143%, 02/23/2030(D)		240		218
6.500%, 11/28/2027(D)		220		206
Panama Government International Bond
8.000%, 03/01/2038		216		226
6.853%, 03/28/2054		387		351
Paraguay Government International Bond
5.400%, 03/30/2050(D)		342		301
3.849%, 06/28/2033(D)		350		305
Peruvian Government International Bond
5.625%, 11/18/2050(F)		340		338
2.783%, 01/23/2031		300		257
2.780%, 12/01/2060		430		247
Provincia de Buenos Aires Government Bond MTN
6.375%, 09/01/2037(C)(D)		3,303		1,346
Republic of Kenya Government International Bond
9.750%, 02/16/2031(D)		200		205
Total Sovereign Debt
(Cost $35,767) ($ Thousands)				31,682

150

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 0.7%
Ali Group
7.445%, 07/30/2029 (B)	$	401	$	401
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
9.180%, CME Term SOFR + 3.750%, 05/12/2028 (B)		1,162		1,160
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.945%, 08/17/2028 (B)		551		553
AMWINS Group Inc.
8.080%, 02/19/2028		119		119
APi Group, Term Loan
7.692%, 10/01/2026		309		310
Asurion
9.676%, 08/19/2028 (B)		552		532
Asurion, LLC, New B-8 Term Loan, 1st Lien
8.692%, LIBOR + 3.250%, 12/23/2026 (B)		322		315
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.692%, 07/31/2027 (B)		369		353
Athena Helath Group, Initial Term Loan
8.580%, 02/15/2029 (B)		855		846
Avolon TLB
7.329%, 06/22/2028		123		123
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
8.180%, CME Term SOFR + 2.750%, 06/07/2028 (B)		564		564
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (B)		1,060		1,060
Caesars Entertainment, Term Loan, 1st Lien
8.663%, 02/06/2030 (B)		69		69
Castlelake Avia
7.829%, 10/22/2026 (B)		392		392
Charter Communications Operating, Term Loan B4, 1st Lien
7.329%, 12/07/2030		613		606
Citadel Securities, Term Loan
7.577%, 07/29/2030 (B)		558		557
Clarios Global, Term Loan, 1st Lien
8.330%, 05/06/2030 (B)		259		260
Cotiviti Holdings, Term Loan, 1st Lien
0.000%, 02/21/2031 (H)(I)		1,660		1,656
DCert Buyer, Inc., Initial Term Loan, 1st Lien
9.330%, CME Term SOFR + 4.000%, 10/16/2026 (B)		1,200		1,193
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
9.098%, CME Term SOFR + 3.750%, 04/09/2027 (B)		780		776

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Entain PLC
7.909%, 03/29/2027	$	115	$	115
First Eagle
8.334%, 02/22/2029		249		247
Flutter Financing, Term Loan, 1st Lien
7.698%, 11/25/2030 (B)		978		977
Focus Financial, Term Loan, 1st Lien
8.076%, 06/30/2028		778		775
Four Season Hot, Term Loan, 1st Lien
7.321%, 11/30/2029		399		399
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (B)		1,319		1,259
Garda Security, Term Loan, 1st Lien
9.583%, 02/01/2029		268		268
GFL Environmental
7.816%, 05/31/2027		32		32
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
7.459%, CME Term SOFR + 2.000%, 11/15/2027 (B)		108		105
GTCR W Merger Sub LLC
8.309%, 01/31/2031 (B)		1,330		1,334
Harbor Freight Tools USA, Inc
8.195%, 10/19/2027		634		634
Icon Public Limited Company
7.302%, 07/03/2028		426		427
KKR Apple Bidco, LLC, Term Loan, 1st Lien
8.195%, 09/22/2028 (B)		405		404
PCI Gaming Authority, Term B Facility Loan
7.945%, 05/29/2026 (B)		382		382
Peraton Corp., Term B Loan, 1st Lien
9.180%, CME Term SOFR + 3.750%, 02/01/2028 (B)		888		886
Phoenix Guarantor, Term Loan, 1st Lien
8.577%, 02/21/2031		1,151		1,135
PRA Health Sciences, Inc.
7.321%, 07/03/2028		106		106
Project Sky, Term Loan, 1st Lien
9.333%, 10/08/2028 (B)		245		244
Scientific Games/Light & Wonder
8.075%, 04/14/2029 (B)		887		887
Setanta Aircraft
7.564%, 11/05/2028		1,060		1,062
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
8.195%, 12/11/2026 (B)		1,050		1,044
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (B)		770		761

SEI Institutional Managed Trust

151

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
UFC Holdings, Term Loan, 1st Lien
8.336%, 04/29/2026	$	817	$	818
VFH Parent, Initial Term Loan
8.430%, 01/13/2029 (B)		393		392
Virgin Media Bristol LLC, N Facility, 1st Lien
7.940%, CME Term SOFR + 2.500%, 01/31/2028 (B)		144		142
Total Loan Participations
(Cost $26,780) ($ Thousands)				26,680
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.6%
FHLB
5.300%, 05/22/2024		11,820		11,799
1.250%, 09/30/2031(C)		1,455		1,230
FHLMC MTN
0.000%, 12/14/2029(A)		1,213		942
FNMA
1.900%, 01/25/2036		1,343		988
1.520%, 08/21/2035		1,498		1,064
0.000%, 11/15/2030(A)		3,564		2,647
Resolution Funding Interest
0.000%, 01/15/2030(A)		905		694
Resolution Funding Principal
0.000%, 04/15/2030(A)		1,660		1,257
Total U.S. Government Agency Obligations
(Cost $22,662) ($ Thousands)				20,621
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State University, Ser B, RB
2.374%, 11/01/2035		635		499
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		650		519
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB
3.256%, 05/15/2060		740		509
				1,527
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,040		1,183

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Nevada — 0.0%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045	$	728	$	861
New York — 0.1%
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		452
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
2.000%, 08/01/2035		1,000		742
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
2.400%, 11/01/2032		610		506
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
5.508%, 08/01/2037		325		331
New York State, Dormitory Authority, RB
5.628%, 03/15/2039		400		410
5.289%, 03/15/2033		850		855
				3,296
Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		388
Texas — 0.0%
Board of Regents of the University of Texas System, Ser B, RB
2.439%, 08/15/2049		295		189
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		746
				935
Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		480		294
Total Municipal Bonds
(Cost $9,740) ($ Thousands)				8,484

152

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 3.9%
SEI Liquidity Fund, LP
5.340% **†(J)		143,869,249	$	143,892
Total Affiliated Partnership
(Cost $143,887) ($ Thousands)				143,892
CASH EQUIVALENT — 6.5%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		239,206,337		239,206
Total Cash Equivalent
(Cost $239,206) ($ Thousands)				239,206

Description	Shares	Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $606) ($ Thousands)		$	364
Total Investments in Securities — 117.2%
(Cost $4,470,680) ($ Thousands)		$	4,293,971
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $715) ($ Thousands)		$	(411	)

A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:
Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
April 2024, 3 Month SOFR OPT Apr24P 94.75		172		$	40,742		$	94.75		4/20/2024	$	2
December 2024, 3 Month SOFR OPT Dec24P 95.5		102			24,352			95.50		12/21/2024		84
April 2024, U.S. 5 Year Future Option		137			14,556			106.25		4/20/2024		5
April 2024, U.S. 5 Year Future Option		274			29,181			106.50		4/20/2024		24
April 2024, U.S. 6-7 Year Future Option		597			65,670			110.00		4/20/2024		75
USD Put/AUD Call		6,771,678			4,528			0.67		4/20/2024		3
USD Put/JPY Call		7,350,000			1,054,137			143.42		4/20/2024		4
					1,233,166							197
Call Options
April 2024, U.S. 5 Year Future Option		274			29,455			107.50		4/20/2024		32
April 2024, U.S. 5 Year Future Option		137			14,762			107.75		4/20/2024		9
May 2024, U.S. 5 Year Future Option		269			29,052			108.00		4/20/2024		42
April 2024, U.S. 6-7 Year Future Option		597			66,566			111.50		4/20/2024		84
					139,835							167
Total Purchased Options				$	1,373,001						$	364
WRITTEN OPTIONS — (0.0)%
Put Options
December 2024, 3 Month SOFR OPT Dec24C 95		(102	)	$	(24,225	)		95.00		12/21/2024	$	(27	)
April 2024, U.S. 5 Year Future Option		(137	)		(14,659	)		107.00		04/20/2024		(35	)
April 2024, U.S. 6-7 Year Future Option		(199	)		(22,039	)		110.75		04/20/2024		(75	)
					(60,923	)						(137	)
Call Options
December 2024, 3 Month SOFR OPT Dec24C 97.13		(102	)		(24,767	)		97.13		12/21/2024		(13	)
September 2024, 3 Month SOFR OPT Sep24C 96.88		(118	)		(28,578	)		96.88		09/21/2024		(7	)
September 2024, 3 Month SOFR OPT Sep24C 97		(189	)		(45,833	)		97.00		09/21/2024		(11	)
April 2024, U.S. 5 Year Future Option		(137	)		(14,659	)		107.00		04/20/2024		(38	)
June 2024, U.S. 5 Year Future Option		(359	)		(38,772	)		108.00		05/18/2024		(121	)

SEI Institutional Managed Trust

153

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Continued)

A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:
Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS (continued)
April 2024, U.S. 6-7 Year Future Option		(199	)	$	(22,039	)	$	110.75		04/20/2024	$	(84	)
					(174,648	)						(274	)
Total Written Options				$	(235,571	)					$	(411	)

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
3 Month SOFR		265		Mar-2025	$	63,513		$	63,223		$	(290	)
3 Month SOFR		335		Mar-2026		80,444			80,605			161
Euro-OAT		82		Jun-2024		11,292			11,351			96
U.S. 2-Year Treasury Note		2,207		Jun-2024		451,775			451,297			(478	)
U.S. 5-Year Treasury Note		2,244		Jun-2024		239,808			240,142			334
U.S. 10-Year Treasury Note		439		Jun-2024		48,754			48,640			(114	)
U.S. 10-Year Treasury Note		171		Jun-2024		18,847			18,946			99
U.S. Long Treasury Bond		216		Jun-2024		25,573			26,014			441
U.S. Ultra Long Treasury Bond		573		Jun-2024		72,776			73,917			1,141
Ultra 10-Year U.S. Treasury Note		18		Jun-2024		2,052			2,063			11
						1,014,834			1,016,198			1,401
Short Contracts
Euro-Bund		(81)		Jun-2024	$	(11,602	)	$	(11,668	)	$	(104	)
Euro-Buxl		(4)		Jun-2024		(572	)		(586	)		(16	)
U.S. 10-Year Treasury Note		(15)		Jun-2024		(1,674	)		(1,662	)		12
U.S. Long Treasury Bond		(151)		Jun-2024		(17,924	)		(18,186	)		(262	)
Ultra 10-Year U.S. Treasury Note		(812)		Jun-2024		(92,466	)		(93,063	)		(597	)
						(124,238	)		(125,165	)		(967	)
					$	890,596		$	891,033		$	434

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		04/19/24		USD	3,490		EUR	3,202	$	(30	)
BNP Paribas		04/19/24		EUR	4,127		NOK	46,790		(144	)
Citigroup		04/19/24		USD	622		IDR	9,637,997		(14	)
Citigroup		04/19/24		CAD	1,860		USD	1,392		17
Citigroup		04/19/24		JPY	3,130		USD	21		1
Citigroup		04/19/24		GBP	3,904		USD	4,977		46
Citigroup		04/19/24		USD	3,966		EUR	3,599		(76	)
Citigroup		04/19/24		USD	7,060		AUD	10,529		(188	)
Citigroup		04/19/24		EUR	5,200		USD	5,662		42
Citigroup		04/19/24		EUR	2,850		USD	3,072		(8	)
Citigroup		04/19/24		USD	9,035		BRL	45,522		43
Citigroup		04/19/24		IDR	8,878,452		USD	566		7
Goldman Sachs		04/19/24		USD	102		EUR	93		(1	)
Goldman Sachs		04/19/24		EUR	3,220		USD	3,502		22

154

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Goldman Sachs		04/19/24		USD	1,420		CHF	1,280	$	4
Goldman Sachs		04/19/24		USD	5,160		CHF	4,570		(75	)
Goldman Sachs		04/19/24		CHF	10,984		USD	12,499		276
Morgan Stanley		04/19/24		CAD	2,550		USD	1,890		5
Morgan Stanley		04/19/24		CAD	3,600		USD	2,654		(7	)
Morgan Stanley		04/19/24		USD	8,597		CAD	11,511		(88	)
Morgan Stanley		04/19/24		USD	16,833		JPY	2,401,276		(919	)
Morgan Stanley		04/19/24		CNH	60,232		USD	8,466		163
Morgan Stanley		04/19/24		JPY	366,170		USD	2,507		80
Morgan Stanley		04/19/24		IDR	759,546		USD	49		1
									$	(843	)

A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:

Interest Rate Swap

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

Citigroup Global Markets

10.2375

BRL-CDI

Annually

01/02/2029

BRL

70,430

$

(157

)

$

–

$

(157

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024, 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)
FIXED 3.52%		SOFRRATE		Annually		12/20/2053		USD		7,131	$	104		$	–		$	104
3.87%		USD-SOFR-OIS COMPOUND		Annually		02/28/2031		USD		48,920		(121	)		(133	)		12
3.15%		USD-SOFR-OIS COMPOUND		Annually		05/15/2048		USD		15,462		1,365			676			689
1.52% FIXED		USD-SOFR-COMPOUND		Annually		02/15/2047		USD		5,559		1,874			(60	)		1,934
3.05% FIXED		USD-SOFR-OIS COMPOUND		Annually		02/15/2048		USD		10,834		1,127			492			635
0.026% FIXED		USD-SOFR-OIS-COMPOUND		Annually		02/15/2048		USD		9,739		1,700			905			795
											$	6,049		$	1,880		$	4,169

Credit Default Swap - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.4206		5.00%		Quarterly		06/20/2029	$	7,974	$	(578	)	$	(559	)	$	(19	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-NA.IG.4206		1.00%		Quarterly		06/20/2029	$	108,087	$	2,441	$	2,380	$	61

SEI Institutional Managed Trust

155

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Core Fixed Income Fund (Concluded)

	Percentages are based on Net Assets of $3,664,967 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
†	Investment in Affiliated Security (see Note 6).
(A)	Zero coupon security.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $473,455 ($ Thousands), representing 12.9% of the Net Assets of the Fund.
(E)	Interest rate represents the security's effective yield at the time of purchase.
(F)	Certain securities or partial positions of certain securities are on loan at March 31, 2024.
(G)	Perpetual security with no stated maturity date.
(H)	No interest rate available.
(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 11). The total market value of such securities as of March 31, 2024 was $143,892 ($ Thousands).

The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–		1,487,700		–		1,487,700
U.S. Treasury Obligations		–		1,052,336		–		1,052,336
Corporate Obligations		–		993,536		–		993,536
Asset-Backed Securities		–		289,470		–		289,470
Sovereign Debt		–		31,682		–		31,682
Loan Participations		–		26,680		–		26,680
U.S. Government Agency Obligations		–		20,621		–		20,621
Municipal Bonds		–		8,484		–		8,484
Affiliated Partnership		–		143,892		–		143,892
Cash Equivalent		239,206		–		–		239,206
Purchased Options		364		–		–		364
Total Investments in Securities		239,570		4,054,401		–		4,293,971

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(411	)		–			–		(411	)
Futures Contracts*
Unrealized Appreciation		2,295			–			–		2,295
Unrealized Depreciation		(1,861	)		–			–		(1,861	)
Forward Contracts*
Unrealized Appreciation		–			707			–		707
Unrealized Depreciation		–			(1,550	)		–		(1,550	)
OTC Swap
Interest Rate Swap*
Unrealized Depreciation		–			(157	)		–		(157	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			4,169			–		4,169
Credit Default Swaps*
Unrealized Appreciation		–			61			–		61
Unrealized Depreciation		–			(19	)		–		(19	)
Total Other Financial Instruments		23			3,211			–		3,234

* 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.

156

SEI Institutional Managed Trust

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	53,339	$	680,513	$	(589,895	)	$	1	$	(66	)	$	143,892	$	200	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		241,390		1,687,076		(1,689,260	)		—		—			239,206		2,516		—
Totals	$	294,729	$	2,367,589	$	(2,279,155	)	$	1	$	(66	)	$	383,098	$	2,716	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

157

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 75.6%
Communication Services — 9.5%
Altice France
8.125%, 02/01/2027 (A)	$	380	$	297
5.500%, 01/15/2028 (A)		340		242
5.500%, 10/15/2029 (A)		937		636
5.125%, 07/15/2029 (A)		1,249		844
Altice France Holding
10.500%, 05/15/2027 (A)		3,550		1,328
AMC Networks
4.750%, 08/01/2025		876		875
ANGI Group
3.875%, 08/15/2028 (A)		2,622		2,276
Audacy Capital
6.750%, 03/31/2029 (A)(B)(C)		3,784		123
6.500%, 05/01/2027 (A)(B)(C)		1,717		56
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		4,200		2,506
Belo
7.250%, 09/15/2027		250		255
C&W Senior Finance
6.875%, 09/15/2027 (A)		569		537
CCO Holdings
7.375%, 03/01/2031 (A)		1,165		1,143
5.375%, 06/01/2029 (A)		1,088		996
5.125%, 05/01/2027 (A)		4,089		3,896
5.000%, 02/01/2028 (A)		2,254		2,098
4.750%, 03/01/2030 (A)		1,720		1,477
4.750%, 02/01/2032 (A)		62		51
4.500%, 08/15/2030 (A)		4,962		4,158

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 05/01/2032	$	2,260	$	1,816
4.250%, 02/01/2031 (A)		4,134		3,376
Charter Communications Operating
6.384%, 10/23/2035		1,350		1,334
Cinemark USA
8.750%, 05/01/2025 (A)		96		96
5.250%, 07/15/2028 (A)		140		133
Clear Channel Outdoor Holdings Inc
9.000%, 09/15/2028 (A)		120		125
7.750%, 04/15/2028 (A)		295		258
7.500%, 06/01/2029 (A)		539		446
5.125%, 08/15/2027 (A)		2,132		2,010
Consolidated Communications
6.500%, 10/01/2028 (A)		1,950		1,703
DISH DBS
7.750%, 07/01/2026		3,115		2,086
7.375%, 07/01/2028		405		195
5.875%, 11/15/2024		4,351		4,169
5.750%, 12/01/2028 (A)		1,040		715
5.250%, 12/01/2026 (A)		1,970		1,551
5.125%, 06/01/2029		1,085		452
Frontier Communications Holdings
8.750%, 05/15/2030 (A)		211		216
6.750%, 05/01/2029 (A)		896		799
6.000%, 01/15/2030 (A)		93		79
5.875%, 10/15/2027 (A)		2,505		2,425
5.875%, 11/01/2029		102		86
5.000%, 05/01/2028 (A)		695		645
Gannett Holdings
6.000%, 11/01/2026 (A)		138		126
Gray Television
7.000%, 05/15/2027 (A)		130		121
5.875%, 07/15/2026 (A)		876		853
5.375%, 11/15/2031 (A)		4,419		2,898
4.750%, 10/15/2030 (A)		4,788		3,140
iHeartCommunications
8.375%, 05/01/2027		595		333
6.375%, 05/01/2026		2,278		1,943
5.250%, 08/15/2027 (A)		300		218
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		1,482		1,377
Level 3 Financing
11.000%, 11/15/2029		1,280		1,331
10.750%, 12/15/2030 (A)		400		410
10.500%, 04/15/2029 (A)		1,615		1,647
10.500%, 05/15/2030 (A)		1,534		1,569
4.625%, 09/15/2027 (A)		2,105		1,400
4.500%, 04/01/2030 (A)		775		480
4.250%, 07/01/2028 (A)		843		396
3.875%, 10/15/2030 (A)		1,290		761
3.750%, 07/15/2029 (A)		1,975		879
3.625%, 01/15/2029 (A)		1,430		756

158

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Live Nation Entertainment
6.500%, 05/15/2027 (A)	$	911	$	921
5.625%, 03/15/2026 (A)		309		306
4.875%, 11/01/2024 (A)		1,832		1,820
4.750%, 10/15/2027 (A)		547		522
3.750%, 01/15/2028 (A)		668		618
Lumen Technologies
5.625%, 04/01/2025		274		258
5.375%, 06/15/2029 (A)		263		93
5.125%, 12/15/2026 (A)		1,176		800
4.500%, 01/15/2029 (A)		110		37
4.125%, 04/15/2029 (A)		300		189
4.125%, 04/15/2030 (A)		300		186
4.000%, 02/15/2027 (A)		2,002		1,240
News
5.125%, 02/15/2032 (A)		140		131
3.875%, 05/15/2029 (A)		204		187
Nexstar Media
5.625%, 07/15/2027 (A)		1,000		959
4.750%, 11/01/2028 (A)		2,465		2,246
Paramount Global
6.375%, H15T5Y + 3.999%, 03/30/2062 (D)		569		526
4.950%, 01/15/2031		569		506
Sable International Finance
5.750%, 09/07/2027 (A)		854		824
Scripps Escrow
5.875%, 07/15/2027 (A)		1,957		1,637
Scripps Escrow II
3.875%, 01/15/2029 (A)		2,278		1,811
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		195
4.125%, 12/01/2030 (A)		100		73
Sirius XM Radio
5.500%, 07/01/2029 (A)		1,059		1,009
5.000%, 08/01/2027 (A)		3,415		3,286
4.125%, 07/01/2030 (A)		85		74
4.000%, 07/15/2028 (A)		612		560
3.125%, 09/01/2026 (A)		501		469
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,645		1,253
Stagwell Global
5.625%, 08/15/2029 (A)		363		330
TEGNA
4.750%, 03/15/2026 (A)		1,771		1,736
4.625%, 03/15/2028		2,040		1,866
Telesat Canada
6.500%, 10/15/2027 (A)		1,482		593
5.625%, 12/06/2026 (A)		3,305		1,652
United States Cellular
6.700%, 12/15/2033		420		412

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Urban One
7.375%, 02/01/2028 (A)	$	4,075	$	3,458
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		2,295		1,943
VTR Comunicaciones
5.125%, 01/15/2028 (A)		925		647
4.375%, 04/15/2029 (A)		430		296
Windstream Escrow
7.750%, 08/15/2028 (A)		3,160		2,925
Zayo Group Holdings Inc
4.000%, 03/01/2027 (A)		8,399		6,914
				114,655
Consumer Discretionary — 14.9%
1011778 BC ULC
4.375%, 01/15/2028 (A)		1,360		1,286
3.875%, 01/15/2028 (A)		1,630		1,532
Academy
6.000%, 11/15/2027 (A)		1,310		1,290
Adient Global Holdings Ltd
8.250%, 04/15/2031 (A)		262		277
7.000%, 04/15/2028 (A)		17		17
4.875%, 08/15/2026 (A)		2,195		2,140
Adtalem Global Education
5.500%, 03/01/2028 (A)		1,461		1,399
Altice Financing
5.750%, 08/15/2029 (A)		1,599		1,281
5.000%, 01/15/2028 (A)		2,571		2,116
Amer Sports
6.750%, 02/16/2031 (A)		1,159		1,156
American Axle & Manufacturing
6.875%, 07/01/2028		488		486
6.500%, 04/01/2027		305		304
6.250%, 03/15/2026		60		60
5.000%, 10/01/2029		112		101
Aramark Services
5.000%, 02/01/2028 (A)		287		277
Asbury Automotive Group
4.625%, 11/15/2029 (A)		1,011		933
4.500%, 03/01/2028		1,661		1,581
Ashton Woods USA
6.625%, 01/15/2028 (A)		2,072		2,080
4.625%, 04/01/2030 (A)		620		567
Aston Martin Capital Holdings
10.000%, 03/31/2029 (A)		1,675		1,705
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(E)(F)		2,750		–
Bath & Body Works
7.600%, 07/15/2037		370		368
7.500%, 06/15/2029		271		281
6.875%, 11/01/2035		964		985
6.750%, 07/01/2036		2,590		2,616

SEI Institutional Managed Trust

159

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.625%, 10/01/2030 (A)	$	1,669	$	1,705
5.250%, 02/01/2028		349		342
Brookfield Residential Properties
6.250%, 09/15/2027 (A)		884		865
5.000%, 06/15/2029 (A)		135		122
4.875%, 02/15/2030 (A)		1,800		1,615
Caesars Entertainment
8.125%, 07/01/2027 (A)		430		441
7.000%, 02/15/2030 (A)		2,150		2,207
6.500%, 02/15/2032 (A)		210		212
4.625%, 10/15/2029 (A)		1,029		938
Carnival
7.000%, 08/15/2029 (A)		102		107
6.000%, 05/01/2029 (A)		4,644		4,582
5.750%, 03/01/2027 (A)		1,348		1,334
4.000%, 08/01/2028 (A)		1,403		1,307
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		1,359		1,483
Carvana, Strike Price Fixed
14.000% cash/0% PIK, 06/01/2031 (A)		808		812
12.000% cash/0% PIK, 12/01/2028 (A)		1,232		1,204
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		514		509
Cedar Fair
5.375%, 04/15/2027		140		138
5.250%, 07/15/2029		295		280
Clarios Global
8.500%, 05/15/2027 (A)		3,925		3,931
6.750%, 05/15/2025 (A)		576		576
6.750%, 05/15/2028 (A)		203		206
6.250%, 05/15/2026 (A)		486		486
CMG Media
8.875%, 12/15/2027 (A)		4,100		2,717
Cooper-Standard Automotive
13.500% cash/0% PIK, 03/31/2027 (A)		1,578		1,704
5.625% cash/0% PIK, 05/15/2027 (A)		970		726
CSC Holdings
11.250%, 05/15/2028 (A)		2,399		2,377
7.500%, 04/01/2028 (A)		330		222
6.500%, 02/01/2029 (A)		2,235		1,894
5.750%, 01/15/2030 (A)		2,064		1,092
4.625%, 12/01/2030 (A)		1,370		696
4.500%, 11/15/2031 (A)		299		212
3.375%, 02/15/2031 (A)		463		315
Dana
5.625%, 06/15/2028		205		200
Diamond Sports Group
6.625%, 08/15/2027 (A)(B)		1,993		55
5.375%, 08/15/2026 (A)(B)		2,955		81

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DirecTV Financing
8.875%, 02/01/2030 (A)	$	1,130	$	1,127
5.875%, 08/15/2027 (A)		2,291		2,168
DISH Network
11.750%, 11/15/2027 (A)		5,034		5,139
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		880		782
eG Global Finance
12.000%, 11/30/2028 (A)		1,515		1,610
Empire Resorts
7.750%, 11/01/2026 (A)		2,690		2,497
EquipmentShare.com
9.000%, 05/15/2028 (A)		402		414
Everi Holdings
5.000%, 07/15/2029 (A)		1,423		1,410
Fertitta Entertainment
4.625%, 01/15/2029 (A)		1,408		1,291
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)		3,108		–
Ford Motor Credit
7.200%, 06/10/2030		200		212
6.950%, 03/06/2026		200		204
6.950%, 06/10/2026		200		204
6.800%, 05/12/2028		200		208
4.687%, 06/09/2025		655		646
4.542%, 08/01/2026		730		709
3.815%, 11/02/2027		300		281
3.375%, 11/13/2025		200		192
2.700%, 08/10/2026		200		187
Ford Motor Credit MTN
4.389%, 01/08/2026		715		697
Foundation Building Materials
6.000%, 03/01/2029 (A)		883		812
GCI
4.750%, 10/15/2028 (A)		639		586
Goodyear Tire & Rubber
5.250%, 04/30/2031		122		112
5.250%, 07/15/2031		304		277
5.000%, 07/15/2029		327		305
GrubHub Holdings
5.500%, 07/01/2027 (A)		1,865		1,694
Hanesbrands
9.000%, 02/15/2031 (A)		87		89
Hilton Domestic Operating
6.125%, 04/01/2032 (A)		1,224		1,229
5.875%, 04/01/2029 (A)		87		87
5.750%, 05/01/2028 (A)		246		246
4.875%, 01/15/2030		50		48
4.000%, 05/01/2031 (A)		4,170		3,727
3.750%, 05/01/2029 (A)		1,159		1,063
International Game Technology
5.250%, 01/15/2029 (A)		1,685		1,628

160

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 04/15/2026 (A)	$	604	$	586
Jacobs Entertainment
6.750%, 02/15/2029 (A)		1,835		1,777
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		1,485		1,429
KB Home
7.250%, 07/15/2030		1,474		1,525
LBM Acquisition
6.250%, 01/15/2029 (A)		1,272		1,193
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,094		1,006
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,015		953
LGI Homes
8.750%, 12/15/2028 (A)		1,530		1,614
Liberty Interactive
8.250%, 02/01/2030		5,150		3,155
Life Time
5.750%, 01/15/2026 (A)		1,175		1,166
Lions Gate Capital Holdings
5.500%, 04/15/2029 (A)		1,155		884
Lithia Motors
3.875%, 06/01/2029 (A)		341		307
McGraw-Hill Education
5.750%, 08/01/2028 (A)		1,970		1,856
MGM Resorts International
6.500%, 04/15/2032		176		176
5.750%, 06/15/2025		674		673
4.750%, 10/15/2028		1,391		1,323
Midcontinent Communications
5.375%, 08/15/2027 (A)		472		448
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,136
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(E)		5,936		–
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		256
Newell Brands
6.875%, 04/01/2036		70		62
6.625%, 09/15/2029		70		68
6.375%, 09/15/2027		200		197
5.700%, 04/01/2026		420		412
Nordstrom
4.375%, 04/01/2030		563		510
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		1,230		646
PetSmart
7.750%, 02/15/2029 (A)		1,085		1,056
4.750%, 02/15/2028 (A)		1,335		1,250
PM General Purchaser
9.500%, 10/01/2028 (A)		348		355

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
QVC
4.750%, 02/15/2027	$	3,330	$	2,965
4.375%, 09/01/2028		250		200
Radiate Holdco
6.500%, 09/15/2028 (A)		540		257
4.500%, 09/15/2026 (A)		3,765		2,994
Raptor Acquisition
4.875%, 11/01/2026 (A)		233		224
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)		1,255		1,100
Royal Caribbean Cruises
9.250%, 01/15/2029 (A)		225		241
8.250%, 01/15/2029 (A)		225		238
7.250%, 01/15/2030 (A)		165		172
6.250%, 03/15/2032 (A)		1,327		1,338
Service International
7.500%, 04/01/2027		460		477
Shea Homes
4.750%, 04/01/2029		825		778
Shutterfly Finance
9.750%, 10/01/2027 (A)		83		83
8.500% cash/0% PIK, 10/01/2027 (A)		528		417
Six Flags Entertainment
7.250%, 05/15/2031 (A)		1,706		1,728
5.500%, 04/15/2027 (A)		20		20
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		82		82
Sonic Automotive
4.625%, 11/15/2029 (A)		249		223
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		2,394		2,378
SRS Distribution
6.125%, 07/01/2029 (A)		1,040		1,061
6.000%, 12/01/2029 (A)		1,039		1,061
4.625%, 07/01/2028 (A)		342		344
Staples
10.750%, 04/15/2027 (A)		3,544		3,369
7.500%, 04/15/2026 (A)		2,721		2,655
Station Casinos
6.625%, 03/15/2032 (A)		1,380		1,394
4.500%, 02/15/2028 (A)		585		551
StoneMor
8.500%, 05/15/2029 (A)		2,410		1,663
Studio City Finance
5.000%, 01/15/2029 (A)		1,295		1,139
Superior Plus
4.500%, 03/15/2029 (A)		202		187
Taylor Morrison Communities
5.125%, 08/01/2030 (A)		1,768		1,688
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,600		2,439

SEI Institutional Managed Trust

161

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tempur Sealy International
4.000%, 04/15/2029 (A)	$	540	$	490
3.875%, 10/15/2031 (A)		1,356		1,152
Time Warner Entertainment
8.375%, 07/15/2033		1,028		1,147
Univision Communications
8.000%, 08/15/2028 (A)		1,530		1,559
7.375%, 06/30/2030 (A)		326		322
6.625%, 06/01/2027 (A)		5		5
4.500%, 05/01/2029 (A)		810		724
Vail Resorts
6.250%, 05/15/2025 (A)		701		701
Victoria's Secret
4.625%, 07/15/2029 (A)		2,566		2,105
Viking Cruises
5.875%, 09/15/2027 (A)		2,030		1,992
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		417
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		170		157
4.500%, 08/15/2030 (A)		480		414
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,612		1,479
Vista Outdoor
4.500%, 03/15/2029 (A)		408		409
Wand NewCo 3
7.625%, 01/30/2032 (A)		1,156		1,196
White Cap Parent
8.250% cash/0% PIK, 03/15/2026 (A)		1,765		1,763
Wolverine World Wide
4.000%, 08/15/2029 (A)		2,562		2,056
WW International
4.500%, 04/15/2029 (A)		1,410		557
Wynn Las Vegas
5.250%, 05/15/2027 (A)		790		774
Wynn Macau
5.125%, 12/15/2029 (A)		1,095		1,000
Wynn Resorts Finance
7.125%, 02/15/2031 (A)		758		785
5.125%, 10/01/2029 (A)		394		373
Yum! Brands
6.875%, 11/15/2037		850		935
5.375%, 04/01/2032		1,443		1,396
3.625%, 03/15/2031		1,915		1,695
Ziggo Bond BV
6.000%, 01/15/2027 (A)		363		358
				179,858
Consumer Staples — 2.6%
Albertsons
5.875%, 02/15/2028 (A)		130		129
4.875%, 02/15/2030 (A)		3,320		3,159

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 01/15/2027 (A)	$	876	$	848
3.500%, 03/15/2029 (A)		463		415
3.250%, 03/15/2026 (A)		201		191
Central Garden & Pet
5.125%, 02/01/2028		350		339
4.125%, 10/15/2030		242		217
4.125%, 04/30/2031 (A)		168		148
Chobani
7.625%, 07/01/2029 (A)		588		596
4.625%, 11/15/2028 (A)		514		479
Coty
6.625%, 07/15/2030 (A)		401		407
4.750%, 01/15/2029 (A)		1,740		1,647
Edgewell Personal Care
5.500%, 06/01/2028 (A)		315		308
4.125%, 04/01/2029 (A)		192		176
Energizer Holdings
6.500%, 12/31/2027 (A)		133		133
4.750%, 06/15/2028 (A)		484		448
4.375%, 03/31/2029 (A)		642		575
Fiesta Purchaser
7.875%, 03/01/2031 (A)		487		503
High Ridge Brands Co. (Escrow Security)
8.875%, 03/15/2025 (A)(B)		445		–
HLF Financing Sarl
4.875%, 06/01/2029 (A)		2,345		1,630
Lamb Weston Holdings
4.125%, 01/31/2030 (A)		1,430		1,304
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,073		3,045
New Albertsons
8.700%, 05/01/2030		705		770
8.000%, 05/01/2031		910		953
Performance Food Group
6.875%, 05/01/2025 (A)		50		50
5.500%, 10/15/2027 (A)		370		363
4.250%, 08/01/2029 (A)		475		436
Post Holdings
5.625%, 01/15/2028 (A)		2,134		2,097
5.500%, 12/15/2029 (A)		1,182		1,142
4.625%, 04/15/2030 (A)		83		76
Rite Aid
8.000%, 11/15/2026 (A)(B)		3,047		2,102
7.500%, 07/01/2025 (A)(B)		846		563
Sigma Holdco BV
7.875%, 05/15/2026 (A)		2,802		2,690
Simmons Foods
4.625%, 03/01/2029 (A)		450		398
Spectrum Brands
5.000%, 10/01/2029 (A)		100		98
3.875%, 03/15/2031 (A)		93		90

162

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Triton Water Holdings
6.250%, 04/01/2029 (A)	$	1,877	$	1,710
US Foods
6.875%, 09/15/2028 (A)		83		85
4.625%, 06/01/2030 (A)		230		213
Walgreens Boots Alliance
4.800%, 11/18/2044		910		765
				31,298
Energy — 10.5%
Aethon United BR
8.250%, 02/15/2026 (A)		1,216		1,230
Antero Midstream Partners
7.875%, 05/15/2026 (A)		323		330
5.750%, 03/01/2027 (A)		50		49
5.750%, 01/15/2028 (A)		300		295
5.375%, 06/15/2029 (A)		1,776		1,708
Antero Resources
8.375%, 07/15/2026 (A)		260		270
7.625%, 02/01/2029 (A)		160		164
Apache
5.100%, 09/01/2040		2,111		1,812
Archrock Partners
6.875%, 04/01/2027 (A)		275		276
6.250%, 04/01/2028 (A)		1,079		1,067
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (A)		1,978		2,032
7.000%, 11/01/2026 (A)		1,301		1,304
5.875%, 06/30/2029 (A)		1,110		1,059
Baytex Energy
8.750%, 04/01/2027 (A)		325		339
8.500%, 04/30/2030 (A)		320		334
7.375%, 03/15/2032 (A)		1,380		1,394
Blue Racer Midstream
7.625%, 12/15/2025 (A)		1,371		1,379
Buckeye Partners
4.500%, 03/01/2028 (A)		400		380
4.125%, 03/01/2025 (A)		230		225
4.125%, 12/01/2027		135		127
Cheniere Energy Partners
4.000%, 03/01/2031		389		354
3.250%, 01/31/2032		260		221
Chesapeake Energy Corp
7.500%, 10/01/2026 (B)(C)(E)		2,515		50
7.000%, 10/01/2024 (B)(E)		1,135		23
6.750%, 04/15/2029 (A)		1,638		1,656
Chord Energy Corp
6.375%, 06/01/2026 (A)		379		381
CITGO Petroleum
6.375%, 06/15/2026 (A)		2,025		2,031
Civitas Resources
8.750%, 07/01/2031 (A)		1,739		1,861

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.625%, 11/01/2030 (A)	$	2,012	$	2,160
8.375%, 07/01/2028 (A)		319		336
Comstock Resources
6.750%, 03/01/2029 (A)		4,403		4,199
5.875%, 01/15/2030 (A)		225		204
Crescent Energy Finance
9.250%, 02/15/2028 (A)		459		485
7.625%, 04/01/2032 (A)		154		155
CVR Energy
8.500%, 01/15/2029 (A)		1,625		1,645
Diamond Foreign Asset
8.500%, 10/01/2030 (A)		258		272
DT Midstream
4.375%, 06/15/2031 (A)		103		93
4.125%, 06/15/2029 (A)		210		193
Enbridge
8.250%, H15T5Y + 3.785%, 01/15/2084 (D)		1,615		1,681
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		2,521		2,548
Energy Transfer
8.000%, 04/01/2029 (A)		698		724
8.000%, H15T5Y + 4.020%, 05/15/2054 (D)		1,572		1,649
7.375%, 02/01/2031 (A)		97		101
6.750%, H15T5Y + 5.134%(D)(G)		300		295
6.625%, US0003M + 4.155%(D)(G)		855		798
6.500%, H15T5Y + 5.694%(D)(G)		1,730		1,696
5.500%, 06/01/2027		1,564		1,574
EnLink Midstream
6.500%, 09/01/2030 (A)		1,620		1,667
5.375%, 06/01/2029		2,875		2,822
EnLink Midstream Partners
5.600%, 04/01/2044		1,695		1,509
5.450%, 06/01/2047		557		485
Enviva Partners
6.500%, 01/15/2026 (A)(B)		2,139		930
EQM Midstream Partners
7.500%, 06/01/2027 (A)		170		174
7.500%, 06/01/2030 (A)		139		149
6.500%, 07/01/2027 (A)		150		152
6.500%, 07/15/2048		1,735		1,740
6.000%, 07/01/2025 (A)		67		67
4.750%, 01/15/2031 (A)		1,109		1,031
4.500%, 01/15/2029 (A)		1,314		1,232
Genesis Energy
8.875%, 04/15/2030		1,715		1,795
8.250%, 01/15/2029		68		70
8.000%, 01/15/2027		102		103
7.750%, 02/01/2028		315		317
Greenfire Resources
12.000%, 10/01/2028 (A)		1,115		1,187

SEI Institutional Managed Trust

163

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Gulfport Energy Corp
8.000%, 05/17/2026 (A)	$	555	$	564
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (E)		183		–
6.375%, 01/15/2026 (B)		585		1
6.000%, 10/15/2024 (B)		215		1
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,000		1,014
Hess Midstream Operations
5.625%, 02/15/2026 (A)		340		337
4.250%, 02/15/2030 (A)		612		563
Hilcorp Energy I
6.250%, 04/15/2032 (A)		85		84
6.000%, 04/15/2030 (A)		101		99
6.000%, 02/01/2031 (A)		1,421		1,381
Howard Midstream Energy Partners
8.875%, 07/15/2028 (A)		210		222
6.750%, 01/15/2027 (A)		1,640		1,636
ITT Holdings
6.500%, 08/01/2029 (A)		2,505		2,286
Kinetik Holdings
6.625%, 12/15/2028 (A)		1,760		1,791
Kodiak Gas Services
7.250%, 02/15/2029 (A)		1,691		1,722
Matador Resources
6.500%, 04/15/2032 (A)		1,692		1,694
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		864		891
7.500%, 01/15/2026 (A)		2,026		2,024
Nabors Industries
7.250%, 01/15/2026 (A)		93		92
New Fortress Energy
8.750%, 03/15/2029 (A)		1,200		1,195
NGL Energy Operating
8.375%, 02/15/2032 (A)		172		176
8.125%, 02/15/2029 (A)		1,798		1,842
Northern Oil & Gas
8.750%, 06/15/2031 (A)		565		597
8.125%, 03/01/2028 (A)		1,084		1,100
Northriver Midstream Finance
5.625%, 02/15/2026 (A)		1,240		1,229
NuStar Logistics
6.375%, 10/01/2030		134		135
6.000%, 06/01/2026		255		254
5.750%, 10/01/2025		119		118
5.625%, 04/28/2027		120		119
PBF Holding
7.875%, 09/15/2030 (A)		1,610		1,670
Permian Resources Operating
9.875%, 07/15/2031 (A)		195		217
7.000%, 01/15/2032 (A)		1,787		1,854
6.875%, 04/01/2027 (A)		150		150

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Prairie Acquiror
9.000%, 08/01/2029 (A)	$	86	$	89
Precision Drilling
7.125%, 01/15/2026 (A)		310		310
Range Resources
8.250%, 01/15/2029		417		434
4.875%, 05/15/2025		290		288
Rockcliff Energy II
5.500%, 10/15/2029 (A)		2,497		2,337
Rockies Express Pipeline
4.800%, 05/15/2030 (A)		1,428		1,320
Seventy Seven Operating (Escrow Security)
6.625%, 01/15/2020 (B)(E)		1,869		–
Sitio Royalties Operating Partnership
7.875%, 11/01/2028 (A)		1,765		1,826
SM Energy
6.625%, 01/15/2027		73		73
6.500%, 07/15/2028		113		113
5.625%, 06/01/2025		295		294
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		1,262		1,276
Southwestern Energy
8.375%, 09/15/2028		170		176
5.375%, 02/01/2029		32		31
5.375%, 03/15/2030		239		230
4.750%, 02/01/2032		38		35
Summit Midstream Holdings
12.000%, 10/15/2026 (A)		1,388		1,390
Sunoco
5.875%, 03/15/2028		1,865		1,847
4.500%, 05/15/2029		983		914
4.500%, 04/30/2030		1,352		1,238
Tallgrass Energy Partners
7.375%, 02/15/2029 (A)		1,635		1,645
6.000%, 03/01/2027 (A)		270		266
6.000%, 12/31/2030 (A)		2,365		2,246
6.000%, 09/01/2031 (A)		722		674
5.500%, 01/15/2028 (A)		1,485		1,431
TerraForm Power Operating
5.000%, 01/31/2028 (A)		3,107		2,959
4.750%, 01/15/2030 (A)		375		344
Transocean
11.500%, 01/30/2027 (A)		297		309
8.750%, 02/15/2030 (A)		1,203		1,255
7.250%, 11/01/2025 (A)		1,624		1,617
6.800%, 03/15/2038		2,089		1,753
Transocean Titan Financing
8.375%, 02/01/2028 (A)		58		60
Valaris
8.375%, 04/30/2030 (A)		129		133
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		2,665		2,370

164

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 08/15/2029 (A)	$	255	$	229
3.875%, 11/01/2033 (A)		1,365		1,160
Venture Global LNG
9.875%, 02/01/2032 (A)		1,882		2,028
9.500%, 02/01/2029 (A)		140		151
8.125%, 06/01/2028 (A)		2,365		2,413
Vital Energy
10.125%, 01/15/2028		483		507
9.750%, 10/15/2030		90		99
7.875%, 04/15/2032 (A)		138		140
Weatherford International
8.625%, 04/30/2030 (A)		1,657		1,730
Western Midstream Operating
5.250%, 02/01/2050		2,061		1,844
				127,231
Financials — 7.7%
Acrisure
10.125%, 08/01/2026 (A)		1,211		1,257
8.250%, 02/01/2029 (A)		1,177		1,182
4.250%, 02/15/2029 (A)		354		320
AG Issuer
6.250%, 03/01/2028 (A)		1,208		1,183
Alliant Holdings Intermediate
7.000%, 01/15/2031 (A)		3,539		3,575
4.250%, 10/15/2027 (A)		476		448
Ally Financial
4.750%, 06/09/2027		1,401		1,361
AmWINS Group
6.375%, 02/15/2029 (A)		1,391		1,398
Ardonagh Finco
7.750%, 02/15/2031 (A)		671		668
Ardonagh Group Finance
8.875%, 02/15/2032 (A)		584		577
Aretec Group
10.000%, 08/15/2030 (A)		2,997		3,274
Barclays
8.000%, H15T5Y + 5.431%(D)(G)		883		881
Blackstone Private Credit Fund
2.625%, 12/15/2026		2,248		2,051
Block
3.500%, 06/01/2031		301		262
2.750%, 06/01/2026		140		132
Blue Owl Capital
3.400%, 07/15/2026		1,587		1,495
Citigroup
3.875%, H15T5Y + 3.417%(D)(G)		854		806
Coinbase Global
3.375%, 10/01/2028 (A)		551		472
Comerica Bank
2.500%, 07/23/2024		236		233

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CPI CG
8.625%, 03/15/2026 (A)	$	1,718	$	1,711
Credit Acceptance
9.250%, 12/15/2028 (A)		1,620		1,742
Encore Capital Group
9.250%, 04/01/2029 (A)		1,400		1,434
Finance of America Funding
7.875%, 11/15/2025 (A)		4,607		3,649
FirstCash
6.875%, 03/01/2032 (A)		1,735		1,734
Freedom Mortgage
12.000%, 10/01/2028 (A)		1,458		1,589
Freedom Mortgage Holdings
9.250%, 02/01/2029 (A)		1,570		1,607
Genworth Holdings
6.500%, 06/15/2034		1,210		1,165
GGAM Finance
6.875%, 04/15/2029 (A)		488		490
Global Atlantic Finance
7.950%, 06/15/2033 (A)		889		987
HAT Holdings I
6.000%, 04/15/2025 (A)		957		953
3.750%, 09/15/2030 (A)		415		349
3.375%, 06/15/2026 (A)		577		543
Howden UK Refinance
8.125%, 02/15/2032 (A)		292		295
7.250%, 02/15/2031 (A)		1,105		1,109
HUB International
7.250%, 06/15/2030 (A)		1,313		1,349
Intesa Sanpaolo
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(D)		1,135		847
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		647		635
4.750%, 06/15/2029 (A)		3,765		3,423
4.250%, 02/01/2027 (A)		608		569
LPL Holdings
4.625%, 11/15/2027 (A)		568		545
4.375%, 05/15/2031 (A)		325		296
Macquarie Airfinance Holdings
6.500%, 03/26/2031 (A)		180		183
6.400%, 03/26/2029 (A)		180		183
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,435		2,246
5.625%, 01/15/2030 (A)		1,451		1,249
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		414		327
5.500%, 09/01/2028 (A)		271		230
Nationstar Mortgage Holdings
7.125%, 02/01/2032 (A)		140		139
6.000%, 01/15/2027 (A)		60		59
5.750%, 11/15/2031 (A)		275		254

SEI Institutional Managed Trust

165

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 08/15/2028 (A)	$	2,346	$	2,245
5.125%, 12/15/2030 (A)		143		130
5.000%, 02/01/2026 (A)		297		290
Navient
9.375%, 07/25/2030		568		608
5.500%, 03/15/2029		400		372
Navient MTN
5.625%, 08/01/2033		1,440		1,192
OneMain Finance
9.000%, 01/15/2029		404		429
7.875%, 03/15/2030		1,595		1,645
6.625%, 01/15/2028		267		268
5.375%, 11/15/2029		3,620		3,403
4.000%, 09/15/2030		1,399		1,197
3.875%, 09/15/2028		253		226
3.500%, 01/15/2027		995		924
Osaic Holdings
10.750%, 08/01/2027 (A)		3,187		3,295
Panther Escrow Issuer
7.125%, 06/01/2031 (A)		3,096		3,148
PennyMac Financial Services
7.875%, 12/15/2029 (A)		1,579		1,623
5.750%, 09/15/2031 (A)		1,606		1,490
4.250%, 02/15/2029 (A)		1,980		1,806
PRA Group
8.375%, 02/01/2028 (A)		1,050		1,045
5.000%, 10/01/2029 (A)		615		518
Rithm Capital
6.250%, 10/15/2025 (A)		790		783
Rocket Mortgage
4.000%, 10/15/2033 (A)		2,067		1,751
3.625%, 03/01/2029 (A)		1,182		1,063
2.875%, 10/15/2026 (A)		185		171
Sabre GLBL
11.250%, 12/15/2027 (A)		3,925		3,684
Starwood Property Trust
7.250%, 04/01/2029 (A)		1,628		1,641
4.375%, 01/15/2027 (A)		883		831
UniCredit
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(D)		1,225		1,196
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		1,374		1,336
5.500%, 11/15/2025 (A)		867		859
5.500%, 04/15/2029 (A)		142		134
WeWork US
15.000% cash/0% PIK, 08/15/2027 (A)(B)		1,853		185
11.000% cash/0% PIK, 08/15/2027 (A)(B)		2,325		140
				93,094

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 6.3%
Acadia Healthcare
5.000%, 04/15/2029 (A)	$	883	$	839
AHP Health Partners
5.750%, 07/15/2029 (A)		251		228
Akumin
9.000%, 08/01/2027 (A)		2,020		1,752
8.000%, 08/01/2028 (A)(B)		535		442
AthenaHealth Group
6.500%, 02/15/2030 (A)		1,347		1,232
Avantor Funding
4.625%, 07/15/2028 (A)		564		534
Bausch + Lomb
8.375%, 10/01/2028 (A)		855		885
Bausch Health
11.000%, 09/30/2028 (A)		1,213		810
9.000%, 12/15/2025 (A)		1,655		1,572
5.750%, 08/15/2027 (A)		220		127
5.500%, 11/01/2025 (A)		990		934
5.250%, 01/30/2030 (A)		75		31
5.250%, 02/15/2031 (A)		193		79
5.000%, 01/30/2028 (A)		215		96
5.000%, 02/15/2029 (A)		445		186
4.875%, 06/01/2028 (A)		485		265
Bausch Health Americas
9.250%, 04/01/2026 (A)		390		367
8.500%, 01/31/2027 (A)		444		261
Catalent Pharma Solutions
3.500%, 04/01/2030 (A)		1,751		1,668
Charles River Laboratories International
4.250%, 05/01/2028 (A)		1,633		1,540
4.000%, 03/15/2031 (A)		1,280		1,144
CHS
8.000%, 03/15/2026 (A)		1,492		1,489
8.000%, 12/15/2027 (A)		810		795
6.125%, 04/01/2030 (A)		79		57
6.000%, 01/15/2029 (A)		260		227
5.625%, 03/15/2027 (A)		3,848		3,542
5.250%, 05/15/2030 (A)		282		230
4.750%, 02/15/2031 (A)		1,676		1,293
DaVita
4.625%, 06/01/2030 (A)		1,640		1,468
3.750%, 02/15/2031 (A)		453		380
Embecta
6.750%, 02/15/2030 (A)		1,475		1,278
5.000%, 02/15/2030 (A)		395		323
Emergent BioSolutions
3.875%, 08/15/2028 (A)		307		144
Encompass Health
4.625%, 04/01/2031		450		409
4.500%, 02/01/2028		440		419

166

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo DAC
9.500%, 07/31/2027 (A)(B)	$	1,406	$	92
6.000%, 06/30/2028 (A)(B)		1,302		90
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(B)(C)		1,485		965
Envision Healthcare Corp
8.750%, 10/15/2026 (E)		1,825		–
Global Medical Response
6.500%, 10/01/2025 (A)		3,448		3,276
Grifols
4.750%, 10/15/2028 (A)		2,088		1,727
HCA
3.500%, 09/01/2030		1,065		963
Heartland Dental
10.500%, 04/30/2028 (A)		1,565		1,663
IQVIA
6.500%, 05/15/2030 (A)		1,100		1,122
5.000%, 10/15/2026 (A)		805		788
LifePoint Health
11.000%, 10/15/2030 (A)		1,225		1,309
9.875%, 08/15/2030 (A)		369		386
5.375%, 01/15/2029 (A)		564		465
Mallinckrodt International Finance
14.750%, 11/14/2028 (A)		319		350
Medline Borrower
6.250%, 04/01/2029 (A)		777		781
3.875%, 04/01/2029 (A)		5,189		4,723
Molina Healthcare
4.375%, 06/15/2028 (A)		1,166		1,096
3.875%, 11/15/2030 (A)		1,845		1,640
Option Care Health
4.375%, 10/31/2029 (A)		2,725		2,498
Organon
5.125%, 04/30/2031 (A)		2,072		1,842
4.125%, 04/30/2028 (A)		781		728
Owens & Minor
6.625%, 04/01/2030 (A)		185		184
4.500%, 03/31/2029 (A)		397		363
Par Pharmaceutical
7.500%, 04/01/2027 (A)(B)(C)		1,373		900
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		1,580		1,435
Prime Security Services Borrower
3.375%, 08/31/2027 (A)		689		633
Radiology Partners
9.781%, 02/15/2030 (A)		1,577		1,270
8.500%, 01/31/2029 (A)		4,940		4,584
Surgery Center Holdings
7.250%, 04/15/2032 (A)		758		764
Team Health Holdings
13.500%, 06/30/2028		420		466
6.375%, 02/01/2025 (A)		2,997		2,765

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tenet Healthcare
6.750%, 05/15/2031 (A)	$	1,042	$	1,061
6.250%, 02/01/2027		305		305
6.125%, 10/01/2028		375		374
6.125%, 06/15/2030		3,336		3,328
5.125%, 11/01/2027		688		673
4.625%, 06/15/2028		1,299		1,237
4.375%, 01/15/2030		800		739
4.250%, 06/01/2029		1,537		1,429
				76,060
Industrials — 8.4%
AAR Escrow Issuer
6.750%, 03/15/2029 (A)		2,505		2,524
ACCO Brands
4.250%, 03/15/2029 (A)		545		491
Allegiant Travel
7.250%, 08/15/2027 (A)		858		853
Allied Universal Holdco
6.625%, 07/15/2026 (A)		79		79
4.625%, 06/01/2028 (A)		400		364
Allison Transmission
5.875%, 06/01/2029 (A)		210		208
4.750%, 10/01/2027 (A)		2,071		1,993
3.750%, 01/30/2031 (A)		255		222
American Airlines
5.750%, 04/20/2029 (A)		3,951		3,883
5.500%, 04/20/2026 (A)		750		745
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,046		979
APi Group DE
4.750%, 10/15/2029 (A)		135		124
API Group DE
4.125%, 07/15/2029 (A)		214		193
Avis Budget Car Rental
8.000%, 02/15/2031 (A)		1,601		1,598
5.750%, 07/15/2027 (A)		280		270
5.375%, 03/01/2029 (A)		558		520
4.750%, 04/01/2028 (A)		60		56
Beacon Roofing Supply
4.500%, 11/15/2026 (A)		1,350		1,312
Bombardier
8.750%, 11/15/2030 (A)		102		109
7.875%, 04/15/2027 (A)		1,916		1,917
7.500%, 02/01/2029 (A)		853		879
7.250%, 07/01/2031 (A)		474		475
Builders FirstSource
6.375%, 06/15/2032 (A)		246		250
6.375%, 03/01/2034 (A)		135		135
4.250%, 02/01/2032 (A)		2,008		1,801
BWX Technologies
4.125%, 06/30/2028 (A)		1,233		1,150

SEI Institutional Managed Trust

167

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 04/15/2029 (A)	$	1,099	$	1,014
Camelot Return Merger Sub
8.750%, 08/01/2028 (A)		1,595		1,638
Chart Industries
9.500%, 01/01/2031 (A)		1,555		1,693
7.500%, 01/01/2030 (A)		244		254
Clean Harbors
4.875%, 07/15/2027 (A)		775		752
Conduent Business Services
6.000%, 11/01/2029 (A)		310		281
CoreCivic
8.250%, 04/15/2029		305		319
CP Atlas Buyer
7.000%, 12/01/2028 (A)		1,353		1,270
EMRLD Borrower
6.625%, 12/15/2030 (A)		4,299		4,340
Enviri
5.750%, 07/31/2027 (A)		465		438
Esab
6.250%, 04/15/2029 (A)		154		155
First Student Bidco
4.000%, 07/31/2029 (A)		15		13
Garda World Security
9.500%, 11/01/2027 (A)		320		321
6.000%, 06/01/2029 (A)		242		216
GFL Environmental
6.750%, 01/15/2031 (A)		108		111
5.125%, 12/15/2026 (A)		335		329
4.750%, 06/15/2029 (A)		891		838
4.375%, 08/15/2029 (A)		146		134
4.000%, 08/01/2028 (A)		694		640
3.500%, 09/01/2028 (A)		1,415		1,296
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		175		171
5.625%, 06/01/2029 (A)		332		305
GrafTech Finance
4.625%, 12/15/2028 (A)		955		614
GrafTech Global Enterprises
9.875%, 12/15/2028 (A)		918		681
Griffon
5.750%, 03/01/2028		500		490
H&E Equipment Services
3.875%, 12/15/2028 (A)		2,285		2,092
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,776		1,667
Hertz
5.000%, 12/01/2029 (A)		663		513
4.625%, 12/01/2026 (A)		257		233
Hertz (Escrow Security)
7.125%, 08/01/2026 (A)(B)		465		42
6.000%, 01/15/2028 (A)(B)		450		41
5.500%, 10/15/2024 (A)(B)		559		18

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Icahn Enterprises
6.250%, 05/15/2026	$	883	$	852
5.250%, 05/15/2027		1,145		1,035
JELD-WEN
4.875%, 12/15/2027 (A)		250		239
4.625%, 12/15/2025 (A)		145		142
Korn Ferry
4.625%, 12/15/2027 (A)		2,197		2,092
Madison IAQ
5.875%, 06/30/2029 (A)		2,400		2,196
4.125%, 06/30/2028 (A)		175		162
MasTec
4.500%, 08/15/2028 (A)		433		412
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		1,761		1,771
Miter Brands Acquisition Holdco
6.750%, 04/01/2032 (A)		1,807		1,813
MIWD Holdco II
5.500%, 02/01/2030 (A)		221		203
Moog
4.250%, 12/15/2027 (A)		800		753
Pitney Bowes
7.250%, 03/15/2029 (A)		2,040		1,822
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,194		1,191
Regal Rexnord
6.300%, 02/15/2030 (A)		127		130
6.050%, 04/15/2028 (A)		300		304
Ritchie Bros Holdings
7.750%, 03/15/2031 (A)		715		748
6.750%, 03/15/2028 (A)		780		796
Science Applications International
4.875%, 04/01/2028 (A)		1,596		1,524
Sensata Technologies
4.000%, 04/15/2029 (A)		945		863
3.750%, 02/15/2031 (A)		20		17
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,031
Spirit AeroSystems
9.375%, 11/30/2029 (A)		175		191
4.600%, 06/15/2028		809		758
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		2,338		1,775
SS&C Technologies
5.500%, 09/30/2027 (A)		622		608
Standard Industries
5.000%, 02/15/2027 (A)		1,901		1,844
4.750%, 01/15/2028 (A)		798		762
4.375%, 07/15/2030 (A)		2,281		2,049
3.375%, 01/15/2031 (A)		88		74
Stericycle
3.875%, 01/15/2029 (A)		284		257

168

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Terex
5.000%, 05/15/2029 (A)	$	335	$	316
TK Elevator US Newco
5.250%, 07/15/2027 (A)		1,548		1,495
TransDigm
7.125%, 12/01/2031 (A)		5,554		5,724
6.875%, 12/15/2030 (A)		1,395		1,422
6.625%, 03/01/2032 (A)		240		242
6.375%, 03/01/2029 (A)		373		374
TriNet Group
7.125%, 08/15/2031 (A)		172		176
Triumph Group
9.000%, 03/15/2028 (A)		102		108
Tutor Perini
6.875%, 05/01/2025 (A)		2,747		2,719
Uber Technologies
7.500%, 09/15/2027 (A)		140		143
4.500%, 08/15/2029 (A)		254		241
United Airlines
4.625%, 04/15/2029 (A)		3,013		2,802
4.375%, 04/15/2026 (A)		1,052		1,017
United Rentals North America
6.125%, 03/15/2034 (A)		176		176
6.000%, 12/15/2029 (A)		1,173		1,181
5.250%, 01/15/2030		1,325		1,292
4.000%, 07/15/2030		1,435		1,306
US Airways Pass Through Trust
3.950%, 11/15/2025		349		341
VistaJet Malta Finance
9.500%, 06/01/2028 (A)		135		115
6.375%, 02/01/2030 (A)		4,766		3,513
Wesco Aircraft Holdings
13.125%, 11/15/2027 (A)(B)		100		3
9.000%, 11/15/2026 (A)(B)		599		150
WESCO Distribution
7.250%, 06/15/2028 (A)		483		493
7.125%, 06/15/2025 (A)		371		371
6.625%, 03/15/2032 (A)		120		122
6.375%, 03/15/2029 (A)		330		334
Williams Scotsman
7.375%, 10/01/2031 (A)		1,150		1,195
XPO
7.125%, 02/01/2032 (A)		130		134
				101,968
Information Technology — 3.2%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		387
Ahead DB Holdings
6.625%, 05/01/2028 (A)		1,962		1,776
ams-OSRAM
12.250%, 03/30/2029 (A)		190		191

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Arches Buyer
6.125%, 12/01/2028 (A)	$	1,540	$	1,290
4.250%, 06/01/2028 (A)		1,050		924
Ciena
4.000%, 01/31/2030 (A)		1,610		1,439
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		189		175
Cloud Software Group, Strike Price Fixed
6.500%, 03/31/2029 (A)		2,171		2,060
Coherent
5.000%, 12/15/2029 (A)		3,055		2,877
CommScope
8.250%, 03/01/2027 (A)		1,384		648
7.125%, 07/01/2028 (A)		645		255
6.000%, 03/01/2026 (A)		2,110		1,931
4.750%, 09/01/2029 (A)		812		585
CommScope Technologies
6.000%, 06/15/2025 (A)		1,991		1,732
5.000%, 03/15/2027 (A)		200		77
Elastic
4.125%, 07/15/2029 (A)		1,503		1,353
Entegris
5.950%, 06/15/2030 (A)		382		377
4.375%, 04/15/2028 (A)		182		171
3.625%, 05/01/2029 (A)		786		706
Entegris Escrow
4.750%, 04/15/2029 (A)		2,544		2,438
Go Daddy Operating
3.500%, 03/01/2029 (A)		920		830
Imola Merger
4.750%, 05/15/2029 (A)		533		500
MicroStrategy
6.125%, 06/15/2028 (A)		2,009		1,938
NCR Atleos
9.500%, 04/01/2029 (A)		284		304
NCR Voyix
5.125%, 04/15/2029 (A)		328		304
5.000%, 10/01/2028 (A)		252		235
Newfold Digital Holdings Group
11.750%, 10/15/2028 (A)		539		583
6.000%, 02/15/2029 (A)		404		317
ON Semiconductor
3.875%, 09/01/2028 (A)		2,703		2,483
Open Text Holdings
4.125%, 02/15/2030 (A)		2,342		2,098
Presidio Holdings
4.875%, 02/01/2027 (A)		260		252
RingCentral
8.500%, 08/15/2030 (A)		209		217
Seagate HDD Cayman
8.500%, 07/15/2031 (A)		810		875
8.250%, 12/15/2029 (A)		902		969

SEI Institutional Managed Trust

169

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 07/15/2031	$	1,341	$	1,053
Synaptics
4.000%, 06/15/2029 (A)		1,959		1,763
Viasat
7.500%, 05/30/2031 (A)		1,360		985
6.500%, 07/15/2028 (A)		2,610		2,016
Xerox Holdings
8.875%, 11/30/2029 (A)		165		168
				39,282
Materials — 8.1%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		600		594
ARD Finance
6.500% cash/0% PIK, 06/30/2027 (A)		2,813		942
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		756		730
5.250%, 08/15/2027 (A)		3,181		2,004
4.125%, 08/15/2026 (A)		435		394
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		2,325		1,499
ATI
7.250%, 08/15/2030		147		152
5.875%, 12/01/2027		174		171
5.125%, 10/01/2031		80		74
4.875%, 10/01/2029		160		151
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		380
3.375%, 02/15/2029 (A)		970		868
Axalta Coating Systems Dutch Holding B BV
7.250%, 02/15/2031 (A)		2,062		2,145
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		3,355		3,094
Ball
6.000%, 06/15/2029		1,971		1,990
3.125%, 09/15/2031		3,165		2,690
2.875%, 08/15/2030		1,751		1,494
Berry Global
5.625%, 07/15/2027 (A)		1,035		1,022
Big River Steel
6.625%, 01/31/2029 (A)		298		300
Carpenter Technology
7.625%, 03/15/2030		60		62
6.375%, 07/15/2028		184		184
CF Industries
5.150%, 03/15/2034		1,619		1,593
Chemours
5.750%, 11/15/2028 (A)		1,854		1,710
4.625%, 11/15/2029 (A)		1,208		1,041
Cleveland-Cliffs Inc
7.000%, 03/15/2032 (A)		1,924		1,949
6.750%, 04/15/2030 (A)		154		154

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 03/01/2029 (A)	$	213	$	199
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (A)		772		759
Compass Minerals International
6.750%, 12/01/2027 (A)		2,753		2,661
Cornerstone Chemical
10.250% cash/0% PIK, 09/01/2027 (A)(B)(C)(E)		343		343
15.000%, 12/06/2028 (E)		2,990		2,990
CVR Partners
6.125%, 06/15/2028 (A)		1,097		1,054
Domtar
6.750%, 10/01/2028 (A)		2,930		2,657
Element Solutions
3.875%, 09/01/2028 (A)		2,222		2,038
ERO Copper
6.500%, 02/15/2030 (A)		1,780		1,694
First Quantum Minerals
9.375%, 03/01/2029 (A)		1,162		1,204
8.625%, 06/01/2031 (A)		1,988		1,932
6.875%, 10/15/2027 (A)		1,649		1,581
FMG Resources August 2006 PTY
4.500%, 09/15/2027 (A)		772		742
Freeport-McMoRan
5.450%, 03/15/2043		300		287
5.400%, 11/14/2034		925		914
Graham Packaging
7.125%, 08/15/2028 (A)		185		168
INEOS Finance
7.500%, 04/15/2029 (A)		303		304
6.750%, 05/15/2028 (A)		200		197
INEOS Quattro Finance 2
9.625%, 03/15/2029 (A)		200		216
Innophos Holdings
9.375%, 02/15/2028 (A)		2,550		2,127
LABL
10.500%, 07/15/2027 (A)		1,291		1,280
6.750%, 07/15/2026 (A)		1,177		1,163
Mativ Holdings
6.875%, 10/01/2026 (A)		848		842
Mauser Packaging Solutions Holding
9.250%, 04/15/2027 (A)		500		496
7.875%, 08/15/2026 (A)		1,055		1,075
Methanex
5.250%, 12/15/2029		995		952
5.125%, 10/15/2027		1,361		1,316
Mineral Resources MTN
8.500%, 05/01/2030 (A)		775		798
Mountain Province Diamonds
9.000%, 12/15/2025 (A)(C)(E)		1,989		1,939
Neiman Marcus Group (Escrow Security)
8.750%, 10/15/2022 (A)(B)(E)		762		26

170

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.000%, 10/15/2022 (A)(B)(E)	$	820	$	29
NMG Holding
7.125%, 04/01/2026 (A)		630		617
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(E)		2,115		–
NOVA Chemicals
9.000%, 02/15/2030 (A)		1,015		1,047
8.500%, 11/15/2028 (A)		133		142
5.250%, 06/01/2027 (A)		495		466
5.000%, 05/01/2025 (A)		859		845
4.250%, 05/15/2029 (A)		213		182
Novelis
4.750%, 01/30/2030 (A)		280		258
3.250%, 11/15/2026 (A)		171		160
OI European Group BV
4.750%, 02/15/2030 (A)		1,820		1,676
Olympus Water US Holding
9.750%, 11/15/2028 (A)		1,438		1,532
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		63		63
Pactiv Evergreen Group Issuer
4.000%, 10/15/2027 (A)		1,093		1,020
Polar US Borrower
6.750%, 05/15/2026 (A)		1,239		291
Rain Carbon
12.250%, 09/01/2029 (A)		1,280		1,328
Rain CII Carbon
7.250%, 04/01/2025 (A)		33		32
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		1,845		1,708
4.875%, 05/01/2028 (A)		195		182
Scotts Miracle-Gro
4.500%, 10/15/2029		420		380
4.375%, 02/01/2032		212		183
4.000%, 04/01/2031		470		405
Sealed Air
7.250%, 02/15/2031 (A)		1,553		1,615
6.125%, 02/01/2028 (A)		3,029		3,035
Smyrna Ready Mix Concrete
8.875%, 11/15/2031 (A)		960		1,026
6.000%, 11/01/2028 (A)		790		772
Summit Materials
7.250%, 01/15/2031 (A)		609		633
5.250%, 01/15/2029 (A)		1,340		1,306
Tacora Resources
13.000% cash/0% PIK, 11/03/2023 (A)(B)(C)(E)		127		127
8.250%, 05/15/2026 (A)(B)(C)		870		426
Taseko Mines
7.000%, 02/15/2026 (A)		1,547		1,553
Trident TPI Holdings
12.750%, 12/31/2028 (A)		1,542		1,645

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TriMas
4.125%, 04/15/2029 (A)	$	294	$	266
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		104		82
5.125%, 04/01/2029 (A)		266		77
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		1,865		1,842
5.500%, 08/15/2026 (A)		1,299		1,281
Tronox
4.625%, 03/15/2029 (A)		4,883		4,380
WR Grace Holdings
5.625%, 08/15/2029 (A)		4,281		3,831
4.875%, 06/15/2027 (A)		310		295
				98,079
Real Estate — 2.1%
Brookfield Property REIT
5.750%, 05/15/2026 (A)		45		44
4.500%, 04/01/2027 (A)		4,459		4,070
Diversified Healthcare Trust
4.750%, 02/15/2028		1,150		932
4.375%, 03/01/2031		2,955		2,213
Iron Mountain
7.000%, 02/15/2029 (A)		1,078		1,099
5.250%, 03/15/2028 (A)		756		732
5.250%, 07/15/2030 (A)		865		818
5.000%, 07/15/2028 (A)		294		281
4.875%, 09/15/2029 (A)		1,876		1,760
Outfront Media Capital
7.375%, 02/15/2031 (A)		1,682		1,762
4.625%, 03/15/2030 (A)		370		332
Park Intermediate Holdings
4.875%, 05/15/2029 (A)		1,265		1,176
Realogy Group
5.250%, 04/15/2030 (A)		372		253
RHP Hotel Properties
7.250%, 07/15/2028 (A)		77		79
6.500%, 04/01/2032 (A)		206		207
4.750%, 10/15/2027		663		638
4.500%, 02/15/2029 (A)		529		494
Service Properties Trust
8.625%, 11/15/2031 (A)		883		942
5.500%, 12/15/2027		460		438
4.950%, 02/15/2027		1,520		1,406
4.375%, 02/15/2030		2,135		1,630
3.950%, 01/15/2028		215		184
Uniti Group
10.500%, 02/15/2028 (A)		587		609
6.000%, 01/15/2030 (A)		836		623
VICI Properties
4.625%, 06/15/2025 (A)		261		257
4.625%, 12/01/2029 (A)		153		145

SEI Institutional Managed Trust

171

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 09/01/2026 (A)	$	125	$	121
4.500%, 01/15/2028 (A)		95		91
4.250%, 12/01/2026 (A)		429		412
3.750%, 02/15/2027 (A)		1,840		1,744
				25,492
Utilities — 2.3%
AmeriGas Partners
9.375%, 06/01/2028 (A)		147		152
5.875%, 08/20/2026		125		125
5.750%, 05/20/2027		110		108
Calpine
5.000%, 02/01/2031 (A)		180		165
4.625%, 02/01/2029 (A)		907		840
4.500%, 02/15/2028 (A)		3,273		3,104
FirstEnergy
4.150%, 07/15/2027		1,438		1,379
NextEra Energy Operating Partners
7.250%, 01/15/2029 (A)		1,481		1,515
4.250%, 07/15/2024 (A)		2,658		2,635
NRG Energy
10.250%, H15T5Y + 5.920%(A)(D)(G)		1,723		1,848
7.000%, 03/15/2033 (A)		264		282
6.625%, 01/15/2027		505		505
5.750%, 01/15/2028		160		159
5.250%, 06/15/2029 (A)		350		335
3.875%, 02/15/2032 (A)		33		28
3.625%, 02/15/2031 (A)		2,716		2,344
3.375%, 02/15/2029 (A)		145		129
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,546
PG&E
5.250%, 07/01/2030		1,552		1,475
5.000%, 07/01/2028		294		283
Pike
8.625%, 01/31/2031 (A)		71		76
5.500%, 09/01/2028 (A)		202		193
Talen Energy Supply
8.625%, 06/01/2030 (A)		1,525		1,631
Vistra
8.000%, H15T5Y + 6.930%(A)(D)(G)		2,029		2,075
7.000%, H15T5Y + 5.740%(A)(D)(G)		250		247
Vistra Operations
7.750%, 10/15/2031 (A)		370		387
5.625%, 02/15/2027 (A)		215		212
5.000%, 07/31/2027 (A)		1,426		1,381
4.375%, 05/01/2029 (A)		2,697		2,498

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 07/15/2029 (A)	$	375	$	352
				28,009
Total Corporate Obligations
(Cost $992,361) ($ Thousands)				915,026
LOAN PARTICIPATIONS — 10.7%
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (D)		487		505
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien
10.330%, CME Term SOFR + 5.000%, 08/18/2028 (D)		904		904
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
9.814%, CME Term SOFR + 4.250%, 05/17/2028 (D)		326		296
Adient Global Holding Ltd., Term B-2 Loan
8.077%, CME Term SOFR + 0.000%, 01/31/2031		180		180
Advisor Group Holdings, Term Loan, 1st Lien
0.000%, 08/17/2028 (F)(H)		401		402
Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien
9.559%, CME Term SOFR + 4.250%, 02/01/2031 (D)		210		211
Ahead DB Holdings, LLC, Term B Loan, 1st Lien
9.159%, CME Term SOFR + 3.750%, 10/18/2027 (D)		99		99
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
12.779%, CME Term SOFR + 7.320%, 10/10/2025 (D)		984		983
AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien
7.945%, CME Term SOFR + 2.500%, 02/04/2028 (D)		496		497
Alvogen Pharma US, Inc., June 2002 Loan, 1st Lien
12.959%, CME Term SOFR + 7.500%, 06/30/2025 (D)		1,679		1,494
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
8.435%, CME Term SOFR + 3.000%, 04/22/2026 (D)		840		702

172

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien
10.945%, CME Term SOFR + 5.500%, 09/01/2027 (D)	$	283	$	277
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien
10.945%, CME Term SOFR + 5.500%, 09/01/2027 (D)		1,000		978
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien
8.809%, CME Term SOFR + 3.500%, 02/24/2031 (D)(H)		1,850		1,860
Arches Buyer Inc., Refinancing Term Loan, 1st Lien
8.680%, CME Term SOFR + 3.250%, 12/06/2027 (D)		945		914
Avaya Inc., Initial Term Loan, 1st Lien
6.830%, CME Term SOFR + 1.500%, 08/01/2028 (D)(H)		3,510		3,110
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien
8.680%, CME Term SOFR + 3.000%, 03/03/2025 (D)		724		725
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien
9.930%, CME Term SOFR + 4.500%, 10/15/2026 (D)		102		102
Bally's Corporation, Term B Facility Loan, 1st Lien
8.829%, CME Term SOFR + 3.250%, 10/02/2028 (D)		843		790
BYJU's Alpha, Inc., Initial Term Loan
15.500%, CME Term SOFR + 6.000%, 11/24/2026 (B)(D)		3,180		623
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (D)		2,975		2,975
Carestream Health, Inc., Term Loan, 1st Lien
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (D)		2,160		1,836
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (D)(H)		1,095		760
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
9.349%, CME Term SOFR + 3.750%, 01/29/2027 (D)		958		672

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Claire's Stores, Inc., Initial Term Loan, 1st Lien
11.930%, CME Term SOFR + 6.500%, 12/18/2026 (D)	$	1,093	$	1,035
Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan
9.430%, CME Term SOFR + 4.000%, 08/21/2028 (D)		32		32
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien
9.909%, CME Term SOFR + 4.500%, 03/30/2029 (D)		788		784
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien
10.564%, CME Term SOFR + 5.000%, 09/18/2026 (D)(H)		868		869
Commscope, Inc., Initial Term Loan, 1st Lien
8.695%, CME Term SOFR + 3.250%, 04/06/2026 (D)		427		387
Conair Holdings LLC, Initial Term Loan, 1st Lien
9.192%, CME Term SOFR + 3.750%, 05/17/2028 (D)(H)		220		218
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien
8.942%, CME Term SOFR + 3.500%, 10/02/2027 (D)		1,470		1,392
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
9.180%, CME Term SOFR + 3.750%, 11/23/2027 (D)		673		664
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien
9.825%, CME Term SOFR + 4.500%, 01/18/2028 (D)		100		96
Curia Global, Inc., 2021 Term Loan, 1st Lien
9.163%, CME Term SOFR + 3.750%, 08/30/2026 (D)		1,384		1,314
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien
9.321%, CME Term SOFR + 3.750%, 10/04/2028 (D)		338		334
Diamond Sports Group LLC, Dip Term Loan
10.000%, 12/02/2024		273		445
DirectTV Financing, LLC, Closing Date Term Loan, 1st Lien
10.445%, CME Term SOFR + 5.000%, 08/02/2027 (D)		543		543
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (E)		785		785

SEI Institutional Managed Trust

173

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
East Valley Tourist Development Authority , Term Loan, 1st Lien
12.945%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E)	$	2,457	$	2,398
Envision Healthcare Operating, Inc., Initial Term Loan
13.573%, CME Term SOFR + 8.250%, 12/30/2027 (D)		1,047		1,025
Enviva, Inc., Term Loan, 1st Lien
10.000%, 06/30/2027		607		609
7.914%, 06/30/2027		22		22
Enviva, Inc., Tranche A Loan, 1st Lien
13.325%, 12/13/2024		291		340
Epic Crude Services, LP, Term Loan, 1st Lien
10.605%, CME Term SOFR + 5.000%, 03/02/2026 (D)		902		903
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
9.945%, CME Term SOFR + 4.500%, 02/04/2027 (D)		1,443		1,446
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien
9.402%, CME Term SOFR + 4.000%, 07/21/2028 (D)		251		251
First Student Bidco Inc., Initial Term B Loan, 1st Lien
8.564%, CME Term SOFR + 3.000%, 07/21/2028 (D)		240		239
First Student Bidco Inc., Initial Term C Loan, 1st Lien
8.564%, CME Term SOFR + 3.000%, 07/21/2028 (D)		73		73
Freeport LNG Investments, LLLP, 1st Lien
8.579%, 11/16/2026 (H)		1,194		1,180
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (D)		1,526		1,457
GatesAir, Term Loan
14.932%, 08/01/2027 (C)(E)		1,153		1,153
Genesys Cloud Services Holdings I, LLC, 2024 Incremental Dollar Term Loan, 1st Lien
9.192%, CME Term SOFR + 3.750%, 12/01/2027 (D)		835		838
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (D)		277		277
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien
9.680%, CME Term SOFR + 4.250%, 10/31/2028 (D)		1,419		1,423

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (D)	$	1,978	$	1,840
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (D)		3,170		2,950
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien
8.445%, CME Term SOFR + 3.000%, 08/04/2027 (D)		337		337
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
7.459%, CME Term SOFR + 2.000%, 11/15/2027 (D)		935		904
Gulf Finance, LLC, Term Loan, 1st Lien
12.182%, CME Term SOFR + 6.750%, 08/25/2026 (D)		1,305		1,305
Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien
10.445%, CME Term SOFR + 5.000%, 12/15/2026 (D)		495		497
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien
8.827%, CME Term SOFR + 3.500%, 02/15/2031 (D)		1,210		1,210
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien
9.445%, CME Term SOFR + 4.000%, 04/26/2028 (D)		889		882
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, 06/21/2024 (B)(D)(E)		2,253		—
Journey Personal Care Corp., Initial Term Loan, 1st Lien
9.692%, CME Term SOFR + 4.250%, 03/01/2028 (D)		1,661		1,632
Jump Financial, LLC, Term Loan, 1st Lien
10.071%, CME Term SOFR + 4.500%, 08/07/2028 (D)		3,153		3,106
Kaman/Ruby, Term Loan
0.000%, 03/27/2031 (F)(H)		485		485
LABL, Inc., Initial Dollar Term Loan, 1st Lien
10.427%, CME Term SOFR + 5.000%, 10/29/2028 (D)(H)		982		960
Lannett Takeback Exit Term Loan, 1st Lien
2.000%, 06/16/2030 (E)		571		571
Libbey Glass LLC, Incremental Term Loan, 1st Lien
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (D)		1,769		1,657

174

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien
9.574%, CME Term SOFR + 4.000%, 01/15/2026 (D)	$	465	$	467
LifeScan Global Corporation, Initial Term Loan, 1st Lien
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (D)		7,908		4,745
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (D)		1,631		1,582
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (D)		64		62
Madison IAQ, LLC, Initial Term Loan, 1st Lien
8.693%, CME Term SOFR + 3.250%, 06/21/2028 (D)		304		303
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (D)(H)		5,792		3,406
Magnite, Inc., Initial Term Loan
9.821%, CME Term SOFR + 4.500%, 02/06/2031 (D)		1,212		1,213
9.791%, CME Term SOFR + 4.500%, 02/06/2031 (D)		229		229
9.596%, CME Term SOFR + 4.500%, 02/06/2031 (D)		229		229
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E)		524		367
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (D)		5,066		3,555
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
8.441%, CME Term SOFR + 3.250%, 10/23/2028 (D)(H)		714		716
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
10.733%, CME Term SOFR + 5.250%, 06/21/2027 (D)		1,331		1,369
MIWD Holdco II LLC, 2024 Incremental Term Loan, 1st Lien
8.816%, 03/28/2031 (H)		135		136
MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien
7.823%, CME Term SOFR + 2.500%, 08/17/2029 (D)		916		915

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
MLN US HoldCo, LLC, Term B Loan, 1st Lien
9.972%, CME Term SOFR + 4.500%, 11/30/2025 (D)	$	647	$	64
Mountaineer Merger Corp., Initial Term Loan, 1st Lien
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (D)		1,978		1,573
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (D)		232		223
Naked Juice LLC, Initial Loan, 2nd Lien
11.402%, CME Term SOFR + 6.000%, 01/24/2030 (D)		1,952		1,572
NEP Group, Inc., 2021 Dollar Term Loan, 1st Lien
9.470%, CME Term SOFR + 4.000%, 10/20/2025 (D)(H)		32		30
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien
9.442%, CME Term SOFR + 4.000%, 08/19/2026 (D)(H)		110		105
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien
8.692%, CME Term SOFR + 3.250%, 08/19/2026 (D)(H)		1,585		1,505
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien
10.423%, CME Term SOFR + 5.000%, 04/11/2029 (D)		1,175		1,082
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
11.677%, CME Term SOFR + 6.250%, 11/05/2029 (D)		1,167		1,158
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien
8.177%, CME Term SOFR + 2.750%, 01/31/2030 (D)		770		771
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien
9.827%, CME Term SOFR + 4.500%, 08/17/2028 (D)		404		405
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien
9.071%, CME Term SOFR + 3.500%, 11/30/2027 (D)		612		613
Parexel International Inc., Initial Term Loan, 1st Lien
8.692%, CME Term SOFR + 3.250%, 11/15/2028 (D)		224		225

SEI Institutional Managed Trust

175

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Park River Holdings Inc., Initial Term Loan, 1st Lien
8.843%, CME Term SOFR + 3.250%, 12/28/2027 (D)	$	124	$	123
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien
8.821%, CME Term SOFR + 3.250%, 03/03/2028 (D)		328		303
Pluto Acquisition I, Inc., Tranche A Term Loan
10.687%, CME Term SOFR + 2.750%, 06/20/2028 (D)		503		509
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien
9.316%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E)		2,693		2,343
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien
14.413%, LIBOR + 8.000%, 03/20/2026 (C)(D)		936		799
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (D)(H)		81		73
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (D)		1,137		860
Radiology Partners, Inc., Term B Loan, 1st Lien
10.587%, CME Term SOFR + 5.000%, 01/31/2029 (D)(H)		1,406		1,355
Schenectady International Group, Inc., Initial Term Loan
10.164%, CME Term SOFR + 4.750%, 10/15/2025 (D)		1,477		1,112
Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien
12.924%, CME Term SOFR + 7.500%, 06/29/2028 (D)		48		43
Shutterfly, 2nd Lien
10.302% cash/0% PIK, CME Term SOFR + 1.000%, 10/01/2027 (D)		170		133
SPX Flow, Inc., Term Loan, 1st Lien
9.927%, CME Term SOFR + 4.500%, 04/05/2029 (D)		176		177
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
10.440%, Syn LIBOR + 5.000%, 04/16/2026 (D)		901		891

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Star Parent, Inc., Term Loan, 1st Lien
9.309%, CME Term SOFR + 4.000%, 09/27/2030 (D)	$	115	$	114
Station Casinos LLC, Term B Facility, 1st Lien
7.575%, CME Term SOFR + 2.250%, 03/14/2031 (D)(H)		637		636
StubHub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien
10.075%, CME Term SOFR + 4.750%, 03/15/2030 (D)(H)		584		584
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien
8.829%, CME Term SOFR + 3.500%, 12/19/2030 (D)		1,665		1,672
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (D)(H)		5,511		4,870
Topgolf, Term Loan, 1st Lien
8.926%, CME Term SOFR + 3.000%, 03/15/2030 (D)(H)		115		115
TortoiseEcofin, Term Loan, 1st Lien
8.941%, 10/27/2028		200		198
Traverse Midstream Partners LLC, Advance, 1st Lien
8.817%, CME Term SOFR + 3.500%, 02/16/2028 (D)		983		984
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (D)		201		199
U.S. Renal Care, Inc., Closing Date Term Loan
10.446%, CME Term SOFR + 5.000%, 06/20/2028 (D)		65		57
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien
10.441%, CME Term SOFR + 5.000%, 06/20/2028 (D)		334		289
UKG Inc., 2021 Incremental Term Loan, 2nd Lien
10.680%, CME Term SOFR + 5.250%, 05/03/2027 (D)(H)		875		881
UKG Inc., 2024 Refinancing Term Loan, 1st Lien
8.814%, CME Term SOFR + 3.500%, 02/10/2031 (D)(H)		1,770		1,778
Venator Materials PLC, Term Loan, 1st Lien
15.426%, 10/12/2028		200		197
Venator, Term Loan, 1st Lien
11.000%, CME Term SOFR + 0.000%, 01/16/2026		69		69

176

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (D)(H)	$	1,372	$	1,210
Vestis Corp., Term B-1 Loan
7.576%, CME Term SOFR + 2.250%, 02/22/2031 (D)		1,830		1,828
Vida Capital, Inc., Initial Term Loan, 1st Lien
11.442%, CME Term SOFR + 6.000%, 10/01/2026 (D)		4,626		3,961
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien
14.677%, CME Term SOFR + 9.250%, 06/30/2028 (D)		1,615		1,647
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien
11.336%, CME Term SOFR + 5.750%, 06/22/2026 (D)		507		508
WEC US Holdings Ltd., Initial Term Loan, 1st Lien
8.077%, CME Term SOFR + 2.750%, 01/27/2031 (D)(H)		950		949
Wellful Inc., Initial Term Loan, 1st Lien
11.692%, CME Term SOFR + 6.250%, 04/21/2027 (D)(H)		2,454		2,138
WestJet Loyalty LP, Initial Term Loan, 1st Lien
9.068%, CME Term SOFR + 3.750%, 02/14/2031 (D)(H)		1,920		1,918
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien
9.080%, CME Term SOFR + 3.750%, 10/19/2027 (D)		430		431
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (D)		3,603		1,631
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien
8.077%, CME Term SOFR + 2.750%, 09/28/2029 (D)		1,000		999
Total Loan Participations
(Cost $137,024) ($ Thousands)				129,967

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 7.3%
Other Asset-Backed Securities — 7.3%
Ares XXXIV CLO, Ser 2020-2A, Cl FR
14.178%, TSFR3M + 8.862%, 04/17/2033 (A)(D)(E)	$	1,446	$	1,252
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(D)(E)(F)		4,490		–
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(D)(E)(F)		3,390		905
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(D)(E)(F)		4,450		2,866
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(D)(E)(F)		5,857		2,811
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(D)(E)(F)		4,663		1,445
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (E)(F)		3,427		2,156
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(D)(E)(F)		2,128		1,085
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (E)(F)		4,839		2,717
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(D)(E)(F)		2,531		192
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (E)(F)		10,259		3,796
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(D)(E)(F)		7,502		3,450
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (D)(E)(F)		6,715		26
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (E)(F)		6,720		1,552
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(D)(E)(F)		7,631		4,645
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(D)(E)(F)		3,809		1,741
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034 (A)(D)(E)(F)		3,486		2,312
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(D)(E)(F)		2,261		1,840
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (E)(F)		3,157		2,246
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(D)(E)(F)		2,725		545
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(D)(E)(F)		3,139		565

SEI Institutional Managed Trust

177

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Great Lakes CLO, Ser 2015-1A, Cl ER
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(D)(E)	$	3,253	$	3,131
Great Lakes CLO, Ser 2015-1A, Cl FR
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(D)(E)		1,198		1,040
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(D)(E)(F)		4,519		2,117
Great Lakes CLO, Ser 2017-1A, Cl ER
13.156%, TSFR3M + 7.762%, 10/15/2029 (A)(D)(E)		3,321		3,218
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2033 (A)(D)(E)(F)		2,484		1,341
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2033 (A)(D)(E)(F)		651		437
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(D)(E)(F)		1,169		35
LCM CLO, Ser 31A
0.000%, 01/20/2032 (E)(F)		1,115		597
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(D)(E)(F)		3,797		570
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
11.436%, TSFR3M + 6.112%, 01/25/2030 (A)(D)(E)		2,499		2,153
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2030 (A)(D)(E)(F)		3,640		1,092
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034 (E)(F)		1,924		1,216
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032 (E)(F)		3,294		2,015
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(D)(E)(F)		1,095		693
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(D)(E)		14		9
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(D)(E)(F)		7,983		1,940
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(D)(E)(F)		1,655		662
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034 (A)(D)(E)(F)		1,224		937
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (E)(F)		4,413		2,855
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (D)(E)(F)		9,085		5,300

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034 (A)(D)(E)(F)	$	4,194	$	2,013
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(D)(E)(F)		2,978		1,154
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(D)(E)(F)		3,528		2,117
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (E)(F)		5,352		2,837
Venture CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(D)(E)(F)		11,892		2,973
Venture XXV CLO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(D)(E)(F)		2,030		233
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(D)(E)(F)		1,609		105
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(D)(E)(F)		3,228		484
Voya CLO, Ser 2020-2
0.000%, 07/19/2034 (E)(F)		3,959		3,102
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033 (E)(F)		6,577		4,022
Total Asset-Backed Securities
(Cost $32,458) ($ Thousands)				88,545
	Shares
COMMON STOCK — 1.4%
21st Century Oncology Private Company *(E)		15,311		258
Air Methods *(E)		2,219		129
Aquity Holdings Inc *(E)		85,745		40
Arctic Canadian Diamond Company Ltd *(E)		1,054		269
AVAYA Inc *(C)(E)		127,790		703
Burgundy Diamond Mines Ltd *(C)		2,083,693		265
Carestream Health Holdings Inc *(C)(E)		69,956		1,193
CHC Group LLC *		399		—
Chesapeake Energy Corp		3,418		304
Clear Channel Outdoor Holdings Inc, Cl A *		39,771		66
Copper Property CTL Pass Through Trust		103,694		1,021
Cornerstone Chemical *(E)		162,678		3,202
Envision Healthcare Corp *		174,150		1,480
Frontier Communications Parent Inc *		9,642		236
Guitar Center *(C)(E)		13,905		1,966
Gulfport Energy Corp *		1,156		185
Gymboree Holding Corp *(C)(E)		40,312		—
iHeartMedia Inc *		8,286		17
Intelsat Jackson Holdings *(E)		39,892		1,097
Lannett *(C)(E)		93,813		193
Lumileds Common Bright Bidco *		5,202		2
Mallinckrodt PLC *(E)		4,647		207
Medical Card Systems *(E)		284,758		89
Monitronics International *(E)		5,065		81
MYT Holding LLC, Ser B *(E)		274,755		69

178

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
National CineMedia Inc *		14,231	$	73
Neiman Marcus Group *(E)		6,554		656
Nine West FKA Premier Brands *(E)		92,548		116
Parker Drilling Co *(E)		79,089		864
Quad/Graphics Inc		54		—
SandRidge Energy Inc		20		—
Serta Simmons Bedding *		11,559		72
SSB Equipment Company *		11,559		—
Tacora Resources *		53,058		53
Venator Materials PLC *		453		367
VICI Properties Inc, Cl A ‡		31,678		944
Windstream Services *		23,081		219
Total Common Stock
(Cost $22,337) ($ Thousands)				16,436
PREFERRED STOCK — 0.9%
Benefit Street Partners CLO IV, 0.000% *(E)(I)		6,657,000		3,329
Benefit Street Partners CLO IX, 0.000% *(E)(I)		2,293,000		846
Claire's Stores, 0.000% *(E)(G)		875		867
FHLMC, 5.919% (D)(G)		16,903		87
FNMA, 0.000% *(D)(G)		24,650		128
Foresight, 0.000% *(E)(G)		32,601		500
Guitar Center, 0.000% *(C)(E)(G)		365		35
Gulfport Energy Corp cash/0% PIK, 10.000% (E)(G)		28		320
MYT Holding LLC, 10.000%		325,766		207
Osaic Financial Services, 6.500%		65,290		1,214
Qurate Retail, 8.000%		14,222		707
Syniverse, 0.000% *(C)(E)(G)		3,235,812		3,100
Tortoise Investment, 0.000% *(F)		63,242		50
Total Preferred Stock
(Cost $8,149) ($ Thousands)				11,390
	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.7%
Authentic Brands
5.000%, 09/01/2029(C)(E)	$	270		270
Chesapeake Energy Corp (Escrow Security)
5.500%, 09/15/2026(B)		100		2
Coinbase Global
0.500%, 06/01/2026		276		302
DISH Network
0.000%, 12/15/2025(I)		1,470		1,073
3.375%, 08/15/2026		465		290
JetBlue Airways
0.500%, 04/01/2026		1,152		1,006

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Interactive
4.000%, 11/15/2029	$	122	$	50
3.750%, 02/15/2030		3,671		1,468
Multiplan
6.000%, 10/15/2027(A)		589		412
North Sea Natural Resources
0.000%, 01/23/2028(E)(F)		570		57
0.000%, 01/23/2028(E)(F)		82		8
0.000%, 01/23/2028(E)(F)		40		4
Silver Airways LLC
13.000% cash/0% PIK, 12/31/2027(E)		636		636
13.000% cash/0% PIK, 12/31/2027(E)		3,838		2,415
Total Convertible Bonds
(Cost $10,552) ($ Thousands)				7,993
		Number of Warrants
WARRANTS — 0.1%
Air Methods
Strike Price $– *‡‡(E)		19,546		452
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(C)(E)		3,680		191
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(C)(E)		3,681		89
Intelsat Jackson Holdings
Strike Price $– *‡‡(C)(E)		4		–
Neiman Marcus Group
Strike Price $– *‡‡(E)		3,938		52
Silver Airways LLC
Strike Price $– *‡‡(E)		1		–
Tacora Resources
Strike Price $– *‡‡(C)(E)		3,398,032		–
Windstream
Strike Price $– *‡‡(E)		104		1
Total Warrants
(Cost $646) ($ Thousands)				785
	Shares
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		33,888,497		33,888
Total Cash Equivalent
(Cost $33,888) ($ Thousands)				33,888
Total Investments in Securities — 99.5%
(Cost $1,237,415) ($ Thousands)			$	1,204,030

SEI Institutional Managed Trust

179

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		06/13/24		AUD	672		USD	445	$	6

	Percentages are based on Net Assets of $1,210,446 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024, the value of these securities amounted to $827,962 ($ Thousands), representing 68.4% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(C)	Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2024 was $14,886 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Level 3 security in accordance with fair value hierarchy.
(F)	No interest rate available.
(G)	Perpetual security with no stated maturity date.

(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Zero coupon security.

The following is a summary of the level of inputs used as of March 31, 2024, 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		–		909,498		5,528		915,026
Loan Participations		–		122,350		7,617		129,967
Asset-Backed Securities		–		–		88,545		88,545
Common Stock		2,511		2,794		11,131		16,436
Preferred Stock		835		1,558		8,997		11,390
Convertible Bonds		–		4,604		3,389		7,993
Warrants		–		–		785		785
Cash Equivalent		33,888		–		–		33,888
Total Investments in Securities		37,234		1,040,804		125,992		1,204,030

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Forward Contracts*
Unrealized Appreciation		–		6		–		6
Total Other Financial Instruments		–		6		–		6

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

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock			Investments in Convertible Bonds			Investments in Warrants			Investments in Rights
Balance as of September 30, 2023	$	7,295		$	6,921		$	98,517		$	8,440		$	5,423		$	4,114		$	378		$	–	^
Accrued discounts/premiums		23			(9	)		(4	)		–			–			2			–			–
Realized gain/(loss)		(3,918	)		5			6,821			2,933			163			–			–			–
Change in unrealized appreciation/(depreciation)		2,715			31			4,815			(782	)		(27	)		(2,052	)		(46	)		–
Purchases		3,439			25			–			1,107			4,365			1,365			–			–
Sales		(4,026	)		(2,072	)		(21,604	)		(1,399	)		(927	)		(40	)		–			–
Net transfer into Level 3		–			2,716			–			832			–			–			453			–
Net transfer out of Level 3		–			–			–			–			–			–			–			–
Ending Balance as of March 31, 2024(1)	$	5,528		$	7,617		$	88,545		$	11,131		$	8,997		$	3,389		$	785		$	–
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	1,985		$	85		$	3,514		$	(2,215	)	$	2,612		$	(2,049	)	$	(67	)	$	–

(1) Of the $125,992 ($ Thousands) in Level 3 securities as of March 31, 2024, $25,376 ($ Thousands) or 2.1% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. When 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.

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

180

SEI Institutional Managed Trust

For the period ended March 31, 2024, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

Category	Market Value at March 31, 2024 ($ Thousands)		Valuation Technique	Unobservable Inputs		Range Input Value(s) (Average Input Value)
Common Stock	$	7,420	Comparable multiple analysis using an average forward EBITDA multiple of publicly traded peers, discounted to account for smaller scale of operations ownership		None		N/A
			Recent transaction price		N/A		N/A
			Estimated recovery model	Equity Value			$240m
				Oustanding Shares			12m
					Illiquidity Discount		0.2
			Comparable company analysis		EBITDA		$156m
					EBITDA multiple		3.50x - 4.00x
			Weighted valuation techniques		EBITDA		$123m - $132m
					EBITDA multiple		6.25x - 9.50x
				Weighted Average Cost of Capital			0.14
				Valuation case probability weighting			50%
			Weighted valuation techniques		NFY Net Revenue		$277.2m
					Multiple		0.35x - 0.55x
				Weighted Average Cost of Capital			0.1344
				Valuation case probability weighting			12.5% - 75.0%
			Weighted valuation techniques		EBITDA		32.4m
					EBITDA multiple		6.6x - 11.5x
				Replacement Cost per Ton			$225 -$ 2,800
			Estimated recovery Model		Estimated Excess RBC		$13.7m
					Estimated Indemnity escrow		$24.5m
				Discount Rate			0.45
			Estimated recovery model		Earnout Realization Probability		15% - 35%
					Discount Factor		5% - 6.6%
			Estimated recovery Model		Escrow		$2.5m
				Discount Rate			0.35
Convertible Bonds		3,390	Comparable company analysis		EBITDA		$1,138.2m
					EBITDA multiple		16.50x - 18.50x
			Milestone Approach		Success probability		0% - 39%
				Price per barrel			$60
			Milestone Approach		Success probability		0% - 39%
				Price per barrel			$60
			Milestone Approach		Success probability		0% - 39%
				Price per barrel			$60
			Net recovery approach		EBITDA		$15.2m - 32.0m
					EBITDA multiple		2.25x - 4.50x
			Net recovery approach		EBITDA		$15.2m - 32.0m
					EBITDA multiple		2.25x - 4.50x
Corporate Bonds		5,454	Weighted valuation techniques		EBITDA		32.4m
					EBITDA multiple		6.6x - 11.5x
				Replacement Cost per Ton			$225 -$ 2,800
			Weighted valuation techniques		EBITDA		32.4m
					EBITDA multiple		6.6x - 11.5x
				Replacement Cost per Ton			$225 -$ 2,800
			Estimated recovery model	Estimated Total Claims Case			$382.4-400.3m
					Estimated Debt Claims		$153-160m
			Estimated recovery model	Estimated Total Claims Case			$382.4-400.3m
					Estimated Debt Claims		$153-160m
			Discounted cash flow model		Implied total yield		9.92% - 10.92%
			Enterprise Value Coverage Analysis	Enterprise Value			$350m
					Illiquidity Discount		0.1

SEI Institutional Managed Trust

181

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

High Yield Bond Fund (Concluded)

	Category	Market Value at March 31, 2024 ($ Thousands)		Valuation Technique	Unobservable Inputs		Range Input Value(s) (Average Input Value)
	Loan Participations		4,925	Discounted cash flow model		Implied total credit spread		10.73% - 11.73%
				Discounted cash flow model		Implied total yield		9.80% - 10.20%
				Discounted cash flow model		Implied credit spread		8.05% - 9.05%
				Weighted valuation techniques		NFY Net Revenue		$277.2m
						Multiple		0.35x - 0.55x
					Weighted Average Cost of Capital			0.1344
					Valuation case probability weighting			12.5% - 75.0%
	Preferred Stock		3,455	Priced base off conversion value to the common stock. Details: $1,000 par value per preferred share is convertible into GPOR common stock at $14.00 per share conversion price, therefore each preferred share is convertible into ~71.43 GPOR common shares. Valuation methodology is 1 GPOR preferred share equals 71.43 x GPOR common stock price.		None		N/A
				Weighted valuation techniques		EBITDA		$123m - $132m
						EBITDA multiple		6.25x - 9.50x
					Weighted Average Cost of Capital			0.14
					Valuation case probability weighting			0.5
				Discounted cash flow model		Implied total yield		12.11% - 14.11%
	Warrants		732	Weighted valuation techniques		EBITDA		$123m - $132m
						EBITDA multiple		6.25x - 9.50x
					Weighted Average Cost of Capital			0.14
					Valuation case probability weighting			0.5
				Weighted valuation techniques		EBITDA		$123m - $132m
						EBITDA multiple		6.25x - 9.50x
					Weighted Average Cost of Capital			0.14
					Valuation case probability weighting			0.5
				Weighted valuation techniques		EBITDA		$123m - $132m
						EBITDA multiple		6.25x - 9.50x
					Weighted Average Cost of Capital			0.14
					Valuation case probability weighting			0.5
				Recent transaction price		N/A		N/A
				Recent transaction price		N/A		N/A
				Recent transaction price		N/A		N/A
				Recent transaction price		N/A		N/A
Total		$	25,376

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, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	1	$	73	$	(74	)	$	—	$	—	$	—	$	—	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		13,031		343,626		(322,769	)		—		—		33,888		958		—
Totals	$	13,032	$	343,699	$	(322,843	)	$	–	$	—	$	33,888	$	958	$	—

182

SEI Institutional Managed Trust

A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2024, is as follows:

Description	Face Amount ($ Thousands)/ Number of Shares/ Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Corporate Obligations
Audacy Capital	$	3,784		3/12/2021	$	3,170	$	123
Audacy Capital		1,717		4/24/2019		1,113		56
Chesapeake Energy Corp		2,515		2/12/2021		–		50
Cornerstone Chemical		343		3/15/2023		357		343
Endo Luxembourg Finance I Sarl		1,485		3/12/2021		1,386		965
Mountain Province Diamonds		1,989		12/16/2022		1,952		1,939
Par Pharmaceutical		1,373		3/15/2019		1,274		900
Tacora Resources		127		5/24/2023		127		127
Tacora Resources		870		5/7/2021		912		426
Loan Participations
GatesAir, Term Loan		1,153		8/9/2022		1,128		1,153
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien		936		3/21/2019		884		799
Common Stock
AVAYA Inc		127,790		5/5/2023		1,894		703
Burgundy Diamond Mines Ltd		2,083,693		7/21/2023		347		265
Carestream Health Holdings Inc		69,956		9/30/2022		1,343		1,193
Guitar Center		13,905		1/8/2021		1,762		1,966
Gymboree Holding Corp		40,312		10/2/2017		672		–
Lannett		93,813		7/6/2023		53		193
Preferred Stock
Guitar Center		365		1/8/2021		34		35
Syniverse		3,235,812		5/13/2022		3,182		3,100
Convertible Bond
Authentic Brands		$270		9/21/2023		4		270
Warrant
Guitar Center		3,680		1/8/2021		197		191
Guitar Center		3,681		1/8/2021		132		89
Intelsat Jackson Holdings		4		3/3/2022		–		–
Tacora Resources		3,398,032		5/24/2023		–		–
					$	21,923	$	14,886

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

183

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Conservative Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 59.0%
Communication Services — 0.9%
AT&T
5.545%, 04/18/2024 (A)	$	6,000	$	5,981
Consumer Discretionary — 2.7%
American Honda Finance
5.493%, 04/26/2024 (A)		6,000		5,973
Autozone
5.407%, 04/02/2024 (A)		6,000		5,996
Mohawk Industries
5.530%, 04/16/2024 (A)		6,000		5,982
				17,951
Consumer Staples — 2.1%
Keurig Dr Pepper
5.456%, 04/02/2024 (A)		6,000		5,995
Regency Markets No.1
5.385%, 04/19/2024 (A)		8,000		7,974
				13,969
Financials — 44.9%
Albion Capital
5.428%, 05/15/2024 (A)		4,000		3,971
5.393%, 05/28/2024 (A)		5,000		4,954
Alinghi Funding
5.928%, 05/14/2024 (A)		3,000		2,979
5.516%, 10/04/2024 (A)		4,000		3,887
ANZ Group Holdings
5.698%, 08/29/2024 (A)		2,000		1,955
Aquitaine Funding
5.441%, 05/31/2024 (A)		3,000		2,971
5.405%, 04/15/2024 (A)		5,000		4,986
5.258%, 04/24/2024 (A)		5,000		4,980
Australia & New Zealand Banking Group
5.863%, 07/30/2024 (A)(B)		1,000		982
5.071%, 01/06/2025 (A)		2,000		1,920
Bank of America Securities
5.394%, 06/24/2024 (A)		2,000		1,974
Bank of Montreal
5.718%, 11/07/2024 (A)		2,000		1,935

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
5.403%, 07/26/2024 (A)	$	2,000	$	1,965
Barton Capital
5.418%, 05/08/2008 (A)(B)		4,000		3,975
Bay Square Funding
5.570%, 10/01/2024 (A)		6,000		6,000
Bayerische Landesbank
5.338%, 04/01/2024 (A)		16,000		15,990
Bedford Row Funding
5.356%, 04/03/2024 (A)		5,000		4,995
Britannia Funding
5.444%, 08/20/2024 (A)		6,000		5,870
CDP Financial
5.760%, 07/23/2024 (A)		3,000		2,948
5.555%, 05/29/2024 (A)(B)		10,000		9,908
Chariot Funding
5.438%, 04/03/2024 (A)		10,000		9,991
Columbia Funding
5.383%, 07/10/2024 (A)		10,000		9,844
5.340%, 08/01/2024 (A)		2,000		1,962
Commonwealth Bank of Australia
5.530%, 11/07/2024 (A)		1,000		1,000
Concord Minutemen Capital
5.470%, 05/13/2024 (A)		7,000		7,000
DNB Bank
5.898%, 06/13/2024 (A)(B)		3,000		2,966
5.623%, 05/28/2024 (A)		5,000		4,955
5.525%, 12/05/2024 (A)		2,500		2,410
5.417%, 09/19/2024 (A)		3,000		2,923
5.391%, 06/26/2024 (A)		2,000		1,974
5.173%, 01/22/2025 (A)		2,000		1,915
Federation des Caisses Desjardins du Quebec
5.404%, 06/14/2024 (A)		4,000		3,954
FMS Wertmanagement
5.688%, 05/03/2024 (A)(B)		500		497
0.000%, 05/02/2024 (A)(B)(C)		500		498
Goldman Sachs International
5.480%, 06/11/2024 (A)		1,500		1,483
Great Bear Funding
5.336%, 04/02/2024 (A)		10,000		9,993
ING US Funding
5.829%, 07/01/2024 (A)		1,000		986
5.786%, 05/01/2024 (A)		3,000		2,985
5.620%, 02/10/2025 (A)		1,550		1,549
Ionic Funding
5.352%, 04/26/2024 (A)		2,000		1,991
4.464%, 04/17/2024 (A)		5,500		5,484
Korea Development Bank
5.830%, 05/28/2024 (A)		2,000		1,982
Landesbank Baden-Wuerttemberg
5.343%, 04/01/2024 (A)		25,600		25,585

184

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Liberty Street Funding
5.829%, 05/07/2024 (A)	$	2,000	$	1,988
Lime Funding
5.346%, 04/04/2024 (A)		12,000		11,987
LMA-Americas
5.411%, 06/12/2024 (A)		2,550		2,521
5.403%, 05/07/2024 (A)		5,000		4,970
Mackinac Funding
5.414%, 09/04/2024 (A)		2,000		1,953
Macquarie Bank
5.813%, 04/18/2024 (A)		1,500		1,495
5.797%, 04/11/2024 (A)		4,000		3,992
5.689%, 04/08/2024 (A)		730		729
5.490%, 08/16/2024 (A)		3,000		3,000
5.325%, 02/07/2025 (A)		2,200		2,100
Mainbeach Funding
5.356%, 04/02/2024 (A)		7,800		7,794
5.356%, 04/03/2024 (A)		12,000		11,989
Mitsubishi HC Finance America
5.548%, 05/02/2024 (A)		6,000		5,967
National Australia Bank
5.787%, 04/15/2024 (A)(B)		2,000		1,995
5.520%, 10/21/2024 (A)		2,500		2,499
5.292%, 10/04/2024 (A)		2,900		2,821
National Bank of Canada
5.196%, 01/22/2025 (A)		2,000		1,914
Overwatch Alpha Funding
5.343%, 04/01/2024 (A)		7,000		6,996
Pricoa Short Term Funding
5.808%, 05/06/2024 (A)(B)		3,000		2,983
Ridgefield Funding
5.720%, 05/20/2024 (A)		3,000		2,976
Royal Bank of Canada
5.802%, 11/06/2024 (A)		2,000		1,936
Starbird Funding
5.742%, 05/10/2024 (A)		4,000		3,974
5.520%, 10/07/2024 (A)		2,700		2,700
Svenska Handelsbanken
5.871%, 06/03/2024 (A)		1,060		1,049
5.442%, 10/21/2024 (A)		3,000		2,910
UBS
5.990%, 05/31/2024 (A)(B)		1,000		990
Versailles Commercial Paper
5.481%, 05/23/2024 (A)		500		496
Westpac Banking
5.786%, 09/12/2024 (A)		2,000		1,951
5.691%, 11/14/2024 (A)		2,000		1,934
5.690%, 11/07/2024 (A)		1,500		1,451
				295,132

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Government — 2.7%
Province of Quebec Canada
5.391%, 05/07/2024 (A)	$	17,500	$	17,397
Health Care — 0.6%
CVS Health
4.859%, 04/05/2024 (A)		4,000		3,995
Industrials — 0.9%
Penske Truck Leasing
5.248%, 04/18/2024 (A)		6,000		5,981
Information Technolgy — 1.5%
Cisco Systems
5.392%, 05/06/2024 (A)		10,000		9,941
Materials — 1.8%
Amcor Finance USA
5.502%, 04/09/2024 (A)		6,000		5,989
CRH America Finance
5.537%, 05/03/2024 (A)		6,000		5,967
				11,956
Utiliites — 0.9%
American Electric Power
5.517%, 04/09/2024 (A)		6,000		5,989
Total Commercial Paper
(Cost $388,495) ($ Thousands)				388,292
CORPORATE OBLIGATIONS — 2.6%
Consumer Discretionary — 0.6%
Jets Stadium Development
5.920%, 04/01/2047 (B)(D)		3,900		3,900
Consumer Staples — 0.2%
PepsiCo
5.751%, SOFRINDX + 0.400%, 11/12/2024 (D)		1,185		1,186
Financials — 1.8%
ANZ New Zealand International
5.961%, SOFRRATE + 0.600%, 02/18/2025 (B)(D)		2,202		2,208
National Australia Bank
5.830%, 04/08/2024		3,000		3,000
5.830%, 04/12/2024		1,000		1,000

SEI Institutional Managed Trust

185

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Svenska Handelsbanken NY
5.870%, SOFRRATE + 0.550%, 04/29/2024 (D)	$	2,000	$	2,001
Wells Fargo Bank
5.970%, SOFRRATE + 0.640%, 07/17/2024 (D)		1,000		1,002
Westpac Banking
5.910%, SOFRRATE + 0.580%, 05/17/2024 (D)		1,000		1,001
5.830%, 04/19/2024		2,000		2,000
				12,212
Total Corporate Obligations
(Cost $17,291) ($ Thousands)				17,298
U.S. TREASURY OBLIGATION — 0.1%
U.S. Treasury Note
5.470%, USBMMY3M + 0.169%, 04/30/2025 (D)		500		500
Total U.S. Treasury Obligation
(Cost $500) ($ Thousands)				500
CERTIFICATES OF DEPOSIT — 20.7%
Australia & New Zealand Banking Group
5.830%, 04/02/2024 (B)		1,000		1,000
Bank of America
6.000%, 08/21/2024		1,000		1,000
5.940%, 07/15/2024		1,000		1,001
5.900%, 05/14/2024		2,000		2,000
5.750%, 11/14/2024		2,500		2,500
5.220%, 02/06/2025		1,839		1,836
Bank of Montreal IL
5.600%, 11/29/2024		2,000		2,002
Bank of Nova Scotia
5.820%, 06/13/2024		1,500		1,500
5.800%, 11/08/2024		1,500		1,500
Barclays Bank
5.710%, 10/04/2024		1,250		1,251
5.400%, 10/01/2024		1,000		999
BMO
5.500%, 12/06/2024		2,000		2,001
BNP Paribas NY
5.720%, 08/19/2024		1,000		1,001
5.280%, 12/31/2024		1,500		1,498
5.230%, 12/18/2024		3,000		3,000
BPCE
5.580%, 08/01/2024		3,000		3,002
Canadian Imperial Bank of Commerce NY
5.930%, 06/28/2024		1,500		1,501

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
5.800%, 06/07/2024	$	2,500	$	2,501
5.170%, 02/07/2025		2,500		2,496
Citibank
5.920%, 06/20/2024		2,000		2,000
5.920%, 07/22/2024		2,500		2,500
5.890%, 05/10/2024		2,000		2,000
5.880%, 05/08/2024		2,000		2,000
Commonwealth Bank of Australia
5.700%, 11/27/2024		1,500		1,500
5.630%, 01/31/2025		2,000		2,001
Concord Minutemen Capital
5.880%, 05/16/2024		2,000		2,000
Credit Agricole Corporate and Investment Bank
5.690%, 05/21/2024		3,000		3,001
5.420%, 06/11/2024		8,000		8,000
5.410%, 07/01/2024		1,500		1,500
Credit Industriel et Commercial
5.460%, 06/17/2024		3,000		3,000
DNB Bank
5.810%, 04/29/2024 (B)		1,000		1,000
HSBC Bank
5.970%, 07/25/2024 (B)		2,000		2,003
Lloyds Bank
5.670%, 02/14/2025		2,000		2,001
Mitsubishi UFJ Trust and Banking
5.510%, 09/05/2024		1,500		1,500
5.330%, 04/02/2024		13,000		13,000
Mizuho Bank
5.500%, 08/13/2024		3,500		3,500
5.500%, 09/05/2024		3,000		3,000
Natixis NY
5.510%, 09/10/2024		3,500		3,501
Nordea Bank Abp
5.860%, 04/26/2024		1,175		1,176
5.840%, 04/12/2024		2,000		2,000
5.800%, 07/24/2024		2,000		2,002
Podium Funding Trust
5.510%, 08/08/2024		2,500		2,500
Raobank
5.270%, 02/05/2025		2,300		2,300
Royal Bank of Canada
5.960%, 09/19/2024		1,500		1,503
5.930%, 05/23/2024 (B)		1,750		1,751
Sumitomo Mitsu Banking
5.570%, 09/27/2024		2,000		2,001
5.540%, 07/23/2024		2,000		2,000
5.500%, 08/06/2024		6,000		6,000
5.500%, 08/28/2024		2,500		2,500
Sumitomo Mitsui Trust Bank
5.600%, 07/08/2024		3,000		3,001
5.500%, 08/01/2024		6,000		6,001

186

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Toronto-Dominion Bank
6.000%, 10/02/2024	$	2,000	$	2,004
Wells Fargo Bank
5.180%, 02/07/2025		3,000		2,995
Westpac Banking
5.850%, 04/19/2024 (B)		1,000		1,000
5.630%, 01/31/2025		1,000		1,000
5.250%, 01/22/2025		2,000		1,999
Total Certificates of Deposit
(Cost $136,315) ($ Thousands)				136,329
REPURCHASE AGREEMENTS(E) — 17.4%
Bank of America Securities
5.330%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $91,053,892 (collateralized by various GNMA obligations, ranging in par value $6,000 - $251,484,928, 2.500% - 8.000%, 3/15/2030 - 10/20/2063; with total market value $92,820,000)		91,000		91,000
Goldman Sachs & Co
5.330%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $17,810,540 (collateralized by a U.S. Treasury obligation, par value $18,204,200, 4.000%, 1/31/2029; with total market value $18,156,027)		17,800		17,800
TD Securities
5.340%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $6,003,560 (collateralized by a GNMA obligation, par value $6,097,153, 5.500%, 1/20/2054; with total market value $6,120,001)		6,000		6,000
Total Repurchase Agreements
(Cost $114,800) ($ Thousands)				114,800
Total Investments in Securities — 99.8%
(Cost $657,401) ($ Thousands)			$	657,219

	Percentages are based on Net Assets of $658,309 ($ Thousands).
(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, 2024, the value of these securities amounted to $37,656 ($ Thousands), representing 5.7% of the Net Assets of the Fund.
(C)	No interest rate available.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Tri-Party Repurchase Agreement.

As of March 31, 2024, 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.

SEI Institutional Managed Trust

187

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Conservative Income Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	107	$	10,014	$	(10,121	)	$	—	$	—	$	—	$	23	$	—

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

See “Glossary” for abbreviations.

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

188

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Free Conservative Income Fund

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

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 85.9%
Alabama — 1.6%
Mobile, Industrial Development Board, RB
3.450%, 06/01/2034 (A)	$	2,900	$	2,900
Arizona — 0.8%
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
3.700%, 09/01/2035 (A)(B)		1,500		1,500
Colorado — 5.8%
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB
3.650%, 11/01/2028 (A)		5,655		5,655
Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB
3.640%, 05/15/2062 (A)		4,500		4,500
				10,155
Connecticut — 2.2%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser B-3, RB
3.620%, 11/15/2048 (A)		1,025		1,025
Connecticut State, Ser C, GO
3.720%, 05/15/2034 (A)		2,870		2,870
				3,895
District of Columbia — 0.1%
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
3.690%, 10/01/2053 (A)(B)(C)		95		95
Florida — 4.8%
Escambia County, Solid Waste Disposal, Florida Power & Light, RB
3.200%, 04/01/2039 (A)		300		300
Lucie County, Florida Power & Light Project, Ser R, RB
3.800%, 09/01/2028 (A)		7,050		7,050
Pinellas County, Housing Finance Authority, Bayside Court, RB, FHLMC
3.650%, 10/01/2048 (A)(B)		1,070		1,070
				8,420

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Idaho — 0.8%
Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB
3.640%, 09/01/2044 (A)	$	1,400	$	1,400
Illinois — 2.2%
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
3.650%, 06/01/2029 (A)(B)		3,900		3,900
Indiana — 1.0%
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB
3.790%, 04/01/2030 (A)(C)		1,770		1,770
Iowa — 5.7%
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB
3.850%, 12/01/2041 (A)(B)(C)		7,500		7,500
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC
3.620%, 01/01/2047 (A)		900		900
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
3.700%, 09/01/2036 (A)		1,600		1,600
				10,000
Louisiana — 1.9%
Louisiana State, Gasoline & Fuels Tax Revenue, Ser A-1, RB
3.150%, 05/01/2043 (A)(B)		800		800
Louisiana State, Public Facilities Authority, Louisiana Children's Medical Center Project, RB
3.650%, 09/01/2057 (A)(B)		1,100		1,100
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB
3.940%, 11/01/2040 (A)		1,500		1,500
				3,400
Maryland — 1.3%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
3.680%, 02/01/2041 (A)		1,070		1,070

SEI Institutional Managed Trust

189

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Free Conservative Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Maryland State, Economic Development Corporation, Howard Hughes Medical Institute, Ser A, RB
3.550%, 02/15/2043 (A)	$	1,200	$	1,200
				2,270
Massachusetts — 1.1%
Somerville, GO
5.000%, 05/30/2024		2,000		2,005
Michigan — 0.7%
Central Michigan University, Ser A, RB
3.650%, 10/01/2032 (A)(B)		1,300		1,300
Mississippi — 1.0%
Mississippi State, Business Finance, Chevron USA Project, Ser B, RB
3.250%, 12/01/2030 (A)		715		715
Mississippi State, Business Finance, Chevron USA Project, Ser C, RB
3.250%, 12/01/2030 (A)		210		210
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB
3.250%, 12/01/2030 (A)		790		790
				1,715
Missouri — 3.9%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
3.690%, 04/15/2034 (A)(B)		3,300		3,300
RBC Municipal Products Trust, Ser C-16, RB
3.690%, 09/01/2039 (A)(B)(C)		3,500		3,500
				6,800
Nevada — 2.4%
Clark County, Department of Aviation, Sub-Ser D-2B, RB
3.670%, 07/01/2040 (A)(B)		4,225		4,225
New Jersey — 11.3%
Cranford, GO
5.000%, 06/20/2024		3,760		3,767
5.000%, 08/22/2024		1,560		1,566
Hudson County, Improvement Authority, Local Unit Loan Program, RB
5.000%, 07/24/2024		1,000		1,004
Little Falls, GO
5.000%, 12/13/2024		6,154		6,200
Plainsboro, GO
5.000%, 07/25/2024		3,000		3,009

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
South Amboy, GO
5.000%, 06/28/2024	$	4,361	$	4,369
				19,915
New York — 10.4%
Metropolitan New York, Transportation Authority, Ser D-2B-REMK, RB
3.050%, 11/01/2035 (A)(B)		4,000		4,000
Mount Pleasant, Central School District, GO
5.000%, 06/28/2024		3,050		3,057
New York City, Sub-Ser G-6, GO
3.300%, 04/01/2042 (A)(B)		1,990		1,990
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
3.650%, 11/01/2041 (A)(B)		2,000		2,000
New York State, Dormitory Authority, BDS Rockefeller University, RB
3.650%, 07/01/2032 (A)		4,900		4,900
New York State, Housing Finance Agency, Ser A, RB
3.700%, 11/01/2050 (A)(B)		2,500		2,500
				18,447
Ohio — 0.7%
Ohio State, Infrastructure Improvement, Ser A, GO
5.000%, 03/01/2025		1,335		1,356
Pennsylvania — 2.6%
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
3.250%, 11/15/2029 (A)		150		150
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
4.750%, 12/01/2037 (A)(B)		3,300		3,300
Pennsylvania State, Turnpike Commission, RB
3.700%, 12/01/2038 (A)(B)		1,100		1,100
				4,550
South Carolina — 4.3%
South Carolina State, Jobs-Economic Development Authority, RB
3.660%, 03/01/2063 (A)(B)		3,000		3,000
South Carolina State, Public Service Authority, Ser A, RB
3.790%, 01/01/2036 (A)(B)		4,100		4,100

190

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM
3.760%, 12/01/2055 (A)(C)	$	500	$	500
				7,600
South Dakota — 2.9%
South Dakota State, Housing Development Authority, RB
3.650%, 11/01/2046 (A)		2,200		2,200
South Dakota State, Housing Development Authority, Ser A, RB
3.650%, 11/01/2062 (A)		2,850		2,850
				5,050
Tennessee — 0.2%
Clarksville, Public Building Authority, Pooled Financing, RB
3.790%, 06/01/2029 (A)(B)		280		280
Texas — 8.1%
Houston, Combined Utility System Revenue, Ser C-, RB
3.720%, 05/15/2034 (A)(B)		2,100		2,100
Midland, Independent School District, GO
5.000%, 02/15/2025		1,065		1,080
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
3.630%, 03/01/2039 (A)		5,300		5,300
Texas State, Veterans Bonds, GO
3.660%, 12/01/2046 (A)		1,800		1,800
Texas State, Veterans Bonds, Ser B, GO
3.700%, 12/01/2042 (A)		2,000		2,000
Texas State, Veterans Bonds, Ser B-REMK, GO
3.700%, 12/01/2043 (A)		2,000		2,000
				14,280
Utah — 1.1%
Utah State, Water Finance Agency, Ser B-2-REMK, RB
3.800%, 10/01/2035 (A)		1,955		1,955
Virginia — 1.2%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
3.680%, 05/15/2042 (A)		2,050		2,050

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Washington — 0.9%
Washington State, Housing Finance Commission, Ser VR, RB
3.640%, 12/01/2046 (A)	$	1,585	$	1,585
West Virginia — 0.6%
West Virginia State, Hospital Finance Authority, West Virginia University, RB
3.610%, 06/01/2034 (A)(B)		1,080		1,080
Wisconsin — 3.1%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
3.630%, 03/01/2041 (A)		2,320		2,320
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
3.600%, 05/01/2046 (A)		1,800		1,800
Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA
3.640%, 03/01/2038 (A)		1,400		1,400
				5,520
Wyoming — 1.2%
Wyoming State, Community Development Authority, Ser 4, RB
3.650%, 12/01/2048 (A)		2,200		2,200
Total Municipal Bonds
(Cost $151,636) ($ Thousands)				151,618
TAX-EXEMPT COMMERCIAL PAPER — 8.6%
Fort Bend, Independent School District
3.600%, 04/10/2024		5,000		5,000
Lincoln, Electric
3.600%, 06/10/2024		3,000		3,000
University of California
3.550%, 07/15/2024		1,100		1,094
University of Texas
3.600%, 07/11/2024		3,000		3,000
3.480%, 10/18/2024		1,200		1,201
3.450%, 09/20/2024		2,000		2,000
Total Tax-Exempt Commercial Paper
(Cost $15,300) ($ Thousands)				15,295
Total Investments in Securities — 94.5%
(Cost $166,936) ($ Thousands)			$	166,913

Percentages are based on Net Assets of $176,578 ($ Thousands).

SEI Institutional Managed Trust

191

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Tax-Free Conservative Income Fund (Concluded)

(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, 2024, the value of these securities amounted to $13,365 ($ Thousands), representing 7.6% of the Net Assets of the Fund.

As of March 31, 2024, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

See “Glossary” for abbreviations.

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

192

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Real Return Fund

^† Percentages are based on total investments.

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.6%
U.S. Treasury Inflation Protected Securities
3.625%, 04/15/2028	$	9,389	$	9,981
2.500%, 01/15/2029		8,820		9,061
2.375%, 01/15/2027		9,750		9,827
2.375%, 10/15/2028		25,474		26,064
2.000%, 01/15/2026		10,090		10,043
1.750%, 01/15/2028		9,151		9,074
1.625%, 10/15/2027		24,688		24,450
1.250%, 04/15/2028		24,773		24,065
0.875%, 01/15/2029		17,044		16,246
0.750%, 07/15/2028		19,838		18,951
0.625%, 01/15/2026		21,383		20,768
0.500%, 01/15/2028		22,555		21,341
0.375%, 07/15/2025		25,436		24,881
0.375%, 01/15/2027		19,830		18,913
0.375%, 07/15/2027		21,881		20,820
0.125%, 04/15/2025		18,481		18,023
0.125%, 10/15/2025		22,526		21,863
0.125%, 04/15/2026		17,350		16,616
0.125%, 07/15/2026		21,310		20,423
0.125%, 10/15/2026		24,088		22,979

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 04/15/2027	$	24,609	$	23,187
Total U.S. Treasury Obligations
(Cost $394,940) ($ Thousands)				387,576
	Shares
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		840,113		840
Total Cash Equivalent
(Cost $840) ($ Thousands)				840
Total Investments in Securities — 99.8%
(Cost $395,780) ($ Thousands)			$	388,416

	Percentages are based on Net Assets of $389,167 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
†	Investment in Affiliated Security (see Note 6).

The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		387,576		–		387,576
Cash Equivalent		840		–		–		840
Total Investments in Securities		840		387,576		–		388,416

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, 2024 ($ Thousands):
Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	1,547	$	21,481	$	(22,188	)	$	—	$	—	$	840	$	28	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

193

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 80.2%
Communication Services — 7.2%
Alphabet Inc, Cl A *		87,696	$	13,236
Alphabet Inc, Cl C *		73,411		11,178
AT&T Inc		106,454		1,874
Charter Communications Inc, Cl A *		1,443		419
Comcast Corp, Cl A		58,954		2,556
Electronic Arts Inc		3,625		481
Fox Corp, Cl A		3,371		105
Fox Corp, Cl B		1,866		53
Interpublic Group of Cos Inc/The		5,527		180
Live Nation Entertainment Inc *		2,107		223
Match Group Inc *		3,706		134
Meta Platforms Inc, Cl A		32,725		15,891
Netflix Inc *		6,409		3,892
News Corp, Cl A		5,662		148
News Corp, Cl B		2,017		55
Omnicom Group Inc		2,843		275
Paramount Global, Cl B		6,771		80
Take-Two Interactive Software Inc, Cl A *		2,421		360
T-Mobile US Inc		7,671		1,252
Verizon Communications Inc		62,586		2,626
Walt Disney Co/The		27,266		3,336
Warner Bros Discovery Inc *		34,564		302
				58,656
Consumer Discretionary — 8.3%
Airbnb Inc, Cl A *		6,500		1,072
Amazon.com Inc, Cl A *		136,070		24,544
Aptiv PLC *		4,172		332
AutoZone Inc *		209		659
Bath & Body Works Inc		3,429		172
Best Buy Co Inc		2,830		232
Booking Holdings Inc		535		1,941
BorgWarner Inc		3,437		119
Caesars Entertainment Inc *		3,254		142
CarMax Inc *		2,345		204
Carnival Corp *		14,426		236

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chipotle Mexican Grill Inc, Cl A *		450	$	1,308
Darden Restaurants Inc		1,742		291
Deckers Outdoor Corp *		400		377
Domino's Pizza Inc		484		240
DR Horton Inc		4,447		732
eBay Inc		7,718		407
Etsy Inc *		1,791		123
Expedia Group Inc *		1,912		263
Ford Motor Co		58,108		772
Garmin Ltd		2,200		328
General Motors Co		17,362		787
Genuine Parts Co		2,025		314
Hasbro Inc		1,909		108
Hilton Worldwide Holdings Inc		3,786		808
Home Depot Inc/The		14,849		5,696
Las Vegas Sands Corp		5,619		290
Lennar Corp, Cl A		3,690		635
LKQ Corp		3,816		204
Lowe's Cos Inc		8,583		2,186
Lululemon Athletica Inc *		1,700		664
Marriott International Inc/MD, Cl A		3,673		927
McDonald's Corp		10,837		3,055
MGM Resorts International *		4,042		191
Mohawk Industries Inc *		720		94
NIKE Inc, Cl B		18,084		1,700
Norwegian Cruise Line Holdings Ltd *		6,214		130
NVR Inc *		49		397
O'Reilly Automotive Inc *		918		1,036
Pool Corp		616		249
PulteGroup Inc		3,173		383
Ralph Lauren Corp, Cl A		628		118
Ross Stores Inc		5,026		738
Royal Caribbean Cruises Ltd *		3,466		482
Starbucks Corp		16,826		1,538
Tapestry Inc		3,153		150
Tesla Inc *		41,215		7,245
TJX Cos Inc/The		17,010		1,725
Tractor Supply Co		1,574		412
Ulta Beauty Inc *		723		378
VF Corp		4,919		75
Wynn Resorts Ltd		1,345		137
Yum! Brands Inc		4,260		591
				67,937
Consumer Staples — 4.8%
Altria Group Inc		26,216		1,143
Archer-Daniels-Midland Co		8,121		510
Brown-Forman Corp, Cl B		2,660		137
Bunge Global SA		2,200		226
Campbell Soup Co		2,834		126
Church & Dwight Co Inc		3,785		395
Clorox Co/The		1,935		296
Coca-Cola Co/The		57,904		3,543

194

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Colgate-Palmolive Co		12,221	$	1,100
Conagra Brands Inc		6,863		203
Constellation Brands Inc, Cl A		2,428		660
Costco Wholesale Corp		6,577		4,818
Dollar General Corp		3,271		510
Dollar Tree Inc *		3,096		412
Estee Lauder Cos Inc/The, Cl A		3,470		535
General Mills Inc		8,440		591
Hershey Co/The		2,276		443
Hormel Foods Corp		4,023		140
J M Smucker Co/The		1,530		193
Kellanova		4,119		236
Kenvue Inc		26,174		562
Keurig Dr Pepper Inc		15,292		469
Kimberly-Clark Corp		5,079		657
Kraft Heinz Co/The		12,143		448
Kroger Co/The		9,888		565
Lamb Weston Holdings Inc		2,101		224
McCormick & Co Inc/MD		3,580		275
Molson Coors Beverage Co, Cl B		2,695		181
Mondelez International Inc, Cl A		20,048		1,403
Monster Beverage Corp *		11,144		661
PepsiCo Inc		20,458		3,580
Philip Morris International Inc		23,058		2,113
Procter & Gamble Co/The		35,002		5,679
Sysco Corp, Cl A		7,411		602
Target Corp, Cl A		6,926		1,227
Tyson Foods Inc, Cl A		4,075		239
Walgreens Boots Alliance Inc		10,224		222
Walmart Inc		63,697		3,833
				39,157
Energy — 3.2%
APA Corp		4,452		153
Baker Hughes Co, Cl A		15,268		512
Chevron Corp		25,774		4,066
ConocoPhillips		17,549		2,234
Coterra Energy Inc		10,741		299
Devon Energy Corp		9,495		476
Diamondback Energy Inc, Cl A		2,723		540
EOG Resources Inc		8,699		1,112
EQT Corp		6,400		237
Exxon Mobil Corp		59,126		6,873
Halliburton Co		13,578		535
Hess Corp		4,096		625
Kinder Morgan Inc		29,398		539
Marathon Oil Corp		8,159		231
Marathon Petroleum Corp		5,437		1,096
Occidental Petroleum Corp		9,815		638
ONEOK Inc		8,806		706
Phillips 66		6,385		1,043
Pioneer Natural Resources Co		3,468		910
Schlumberger NV, Cl A		21,278		1,166

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Targa Resources Corp		3,300	$	370
Valero Energy Corp		5,074		866
Williams Cos Inc/The		18,429		718
				25,945
Financials — 10.6%
Aflac Inc		7,871		676
Allstate Corp/The		3,890		673
American Express Co		8,497		1,935
American International Group Inc		10,569		826
Ameriprise Financial Inc		1,523		668
Aon PLC, Cl A		2,976		993
Arch Capital Group Ltd *		5,525		511
Arthur J Gallagher & Co		3,219		805
Assurant Inc		743		140
Bank of America Corp		102,500		3,887
Bank of New York Mellon Corp/The		11,313		652
Berkshire Hathaway Inc, Cl B *		27,080		11,388
BlackRock Inc		2,061		1,718
Blackstone Inc, Cl A		10,700		1,406
Brown & Brown Inc		3,639		319
Capital One Financial Corp		5,698		848
Cboe Global Markets Inc		1,527		281
Charles Schwab Corp/The		22,116		1,600
Chubb Ltd		5,993		1,553
Cincinnati Financial Corp		2,403		298
Citigroup Inc		28,320		1,791
Citizens Financial Group Inc		6,508		236
CME Group Inc, Cl A		5,372		1,157
Comerica Inc		1,983		109
Corpay Inc *		1,044		322
Discover Financial Services		3,808		499
Everest Group Ltd		673		267
Eversource Energy		5,401		323
FactSet Research Systems Inc		574		261
Fidelity National Information Services Inc, Cl B		8,935		663
Fifth Third Bancorp		10,119		376
Fiserv Inc, Cl A *		8,977		1,435
Franklin Resources Inc		4,243		119
Global Payments Inc		3,959		529
Globe Life Inc		1,200		140
Goldman Sachs Group Inc/The		4,855		2,028
Hartford Financial Services Group Inc/The		4,499		464
Huntington Bancshares Inc/OH		20,762		290
Intercontinental Exchange Inc		8,608		1,183
Invesco Ltd		6,878		114
Jack Henry & Associates Inc		1,050		182
JPMorgan Chase & Co		42,998		8,612
KeyCorp		13,712		217
Loews Corp		2,555		200
M&T Bank Corp		2,476		360
MarketAxess Holdings Inc		553		121

SEI Institutional Managed Trust

195

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marsh & McLennan Cos Inc		7,315	$	1,507
Mastercard Inc, Cl A		12,270		5,909
MetLife Inc		9,111		675
Moody's Corp		2,362		928
Morgan Stanley		18,628		1,754
MSCI Inc, Cl A		1,199		672
Nasdaq Inc, Cl A		4,891		309
Northern Trust Corp		3,022		269
PayPal Holdings Inc *		15,959		1,069
PNC Financial Services Group Inc/The		5,981		967
Principal Financial Group Inc, Cl A		3,267		282
Progressive Corp/The		8,768		1,813
Prudential Financial Inc		5,460		641
Raymond James Financial Inc		2,893		371
Regions Financial Corp		13,734		289
S&P Global Inc		4,761		2,026
Synchrony Financial		6,144		265
T Rowe Price Group Inc		3,389		413
Travelers Cos Inc/The		3,404		783
Truist Financial Corp		20,148		785
US Bancorp		23,470		1,049
Visa Inc, Cl A		23,518		6,563
W R Berkley Corp		3,157		279
Wells Fargo & Co		53,611		3,107
Willis Towers Watson PLC		1,538		423
				86,323
Health Care — 10.0%
Abbott Laboratories		25,853		2,938
AbbVie Inc		26,292		4,788
Agilent Technologies Inc		4,409		642
Align Technology Inc *		1,098		360
Amgen Inc, Cl A		7,954		2,262
Baxter International Inc		7,349		314
Becton Dickinson & Co		4,258		1,054
Biogen Inc *		2,136		461
Bio-Rad Laboratories Inc, Cl A *		333		115
Bio-Techne Corp		2,192		154
Boston Scientific Corp *		21,784		1,492
Bristol-Myers Squibb Co		30,310		1,644
Cardinal Health Inc		3,623		405
Catalent Inc *		2,577		145
Cencora Inc, Cl A		2,499		607
Centene Corp *		8,082		634
Charles River Laboratories International Inc *		765		207
Cigna Group/The		4,304		1,563
Cooper Cos Inc/The		3,064		311
CVS Health Corp		18,747		1,495
Danaher Corp, Cl A		9,762		2,438
DaVita Inc *		715		99
DENTSPLY SIRONA Inc		3,221		107
Dexcom Inc *		5,766		800

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		9,151	$	874
Elevance Health Inc		3,516		1,823
Eli Lilly & Co		11,874		9,238
GE HealthCare Technologies Inc		5,943		540
Gilead Sciences Inc		18,555		1,359
HCA Healthcare Inc		2,953		985
Henry Schein Inc *		1,849		140
Hologic Inc *		3,529		275
Humana Inc		1,865		647
IDEXX Laboratories Inc *		1,243		671
Illumina Inc *		2,437		335
Incyte Corp *		2,671		152
Insulet Corp *		1,000		171
Intuitive Surgical Inc *		5,282		2,108
IQVIA Holdings Inc *		2,715		687
Johnson & Johnson		35,854		5,672
Laboratory Corp of America Holdings		1,253		274
McKesson Corp		1,908		1,024
Medtronic PLC		19,787		1,724
Merck & Co Inc		37,711		4,976
Mettler-Toledo International Inc *		360		479
Moderna Inc *		4,981		531
Molina Healthcare Inc *		860		353
Pfizer Inc		84,022		2,332
Quest Diagnostics Inc		1,596		212
Regeneron Pharmaceuticals Inc *		1,551		1,493
ResMed Inc		2,164		429
Revvity Inc		1,783		187
STERIS PLC		1,474		331
Stryker Corp		5,012		1,794
Teleflex Inc		700		158
Thermo Fisher Scientific Inc		5,749		3,341
UnitedHealth Group Inc		13,787		6,820
Universal Health Services Inc, Cl B		892		163
Vertex Pharmaceuticals Inc *		3,795		1,586
Viatris Inc, Cl W		17,483		209
Waters Corp *		846		291
West Pharmaceutical Services Inc		1,079		427
Zimmer Biomet Holdings Inc		3,073		406
Zoetis Inc, Cl A		6,817		1,154
				81,406
Industrials — 7.1%
3M Co		8,317		882
A O Smith Corp		1,710		153
Allegion plc		1,233		166
American Airlines Group Inc *		9,781		150
AMETEK Inc		3,410		624
Automatic Data Processing Inc		6,092		1,521
Axon Enterprise Inc *		1,000		313
Boeing Co/The *		8,587		1,657
Broadridge Financial Solutions Inc		1,734		355
Builders FirstSource Inc *		1,800		375

196

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Carrier Global Corp		12,442	$	723
Caterpillar Inc, Cl A		7,538		2,762
CH Robinson Worldwide Inc		1,698		129
Cintas Corp		1,298		892
Copart Inc *		13,210		765
CSX Corp		29,414		1,090
Cummins Inc		2,028		598
Dayforce Inc *		2,306		153
Deere & Co		3,902		1,603
Delta Air Lines Inc, Cl A		9,787		468
Dover Corp		2,141		379
Eaton Corp PLC		5,992		1,874
Emerson Electric Co		8,620		978
Equifax Inc		1,865		499
Expeditors International of Washington Inc		2,192		266
Fastenal Co, Cl A		8,631		666
FedEx Corp		3,395		984
Fortive Corp		5,370		462
Generac Holdings Inc *		883		111
General Dynamics Corp		3,364		950
General Electric Co		16,182		2,840
Honeywell International Inc		9,832		2,018
Howmet Aerospace Inc		5,832		399
Hubbell Inc, Cl B		800		332
Huntington Ingalls Industries Inc, Cl A		573		167
IDEX Corp		1,148		280
Illinois Tool Works Inc		4,063		1,090
Ingersoll Rand Inc		5,979		568
Jacobs Solutions Inc		1,832		282
JB Hunt Transport Services Inc		1,187		237
Johnson Controls International PLC		10,285		672
L3Harris Technologies Inc		2,787		594
Leidos Holdings Inc		2,004		263
Lockheed Martin Corp		3,223		1,466
Masco Corp		3,259		257
Nordson Corp		763		209
Norfolk Southern Corp		3,371		859
Northrop Grumman Corp		2,061		987
Old Dominion Freight Line Inc, Cl A		2,726		598
Otis Worldwide Corp		6,035		599
PACCAR Inc		7,850		973
Parker-Hannifin Corp, Cl A		1,886		1,048
Paychex Inc		4,791		588
Paycom Software Inc		687		137
Pentair PLC		2,364		202
Quanta Services Inc		2,183		567
Republic Services Inc		3,098		593
Robert Half Inc		1,584		126
Rockwell Automation Inc		1,755		511
Rollins Inc		4,320		200
RTX Corp		19,731		1,924
Snap-on Inc		818		242

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Southwest Airlines Co, Cl A		8,527	$	249
Stanley Black & Decker Inc		2,399		235
Textron Inc		2,886		277
Trane Technologies PLC		3,337		1,002
TransDigm Group Inc		837		1,031
Uber Technologies Inc *		30,600		2,356
Union Pacific Corp		9,085		2,234
United Airlines Holdings Inc *		4,578		219
United Parcel Service Inc, Cl B		10,776		1,602
United Rentals Inc		1,018		734
Veralto Corp		3,120		277
Verisk Analytics Inc, Cl A		2,215		522
Waste Management Inc		5,487		1,170
Westinghouse Air Brake Technologies Corp		2,662		388
WW Grainger Inc		625		636
Xylem Inc/NY		3,566		461
				57,769
Information Technology — 23.6%
Accenture PLC, Cl A		9,353		3,242
Adobe Inc *		6,738		3,400
Advanced Micro Devices Inc *		24,058		4,342
Akamai Technologies Inc *		2,163		235
Amphenol Corp, Cl A		8,975		1,035
Analog Devices Inc		7,420		1,468
ANSYS Inc *		1,340		465
Apple Inc		216,059		37,050
Applied Materials Inc		12,392		2,556
Arista Networks Inc *		3,800		1,102
Autodesk Inc, Cl A *		3,210		836
Broadcom Inc		6,561		8,696
Cadence Design Systems Inc *		4,064		1,265
CDW Corp/DE		1,978		506
Cisco Systems Inc		60,680		3,029
Cognizant Technology Solutions Corp, Cl A		7,407		543
Corning Inc, Cl B		11,734		387
Enphase Energy Inc *		1,988		241
EPAM Systems Inc *		818		226
F5 Inc, Cl A *		849		161
Fair Isaac Corp *		400		500
First Solar Inc *		1,600		270
Fortinet Inc *		9,600		656
Gartner Inc *		1,171		558
Gen Digital Inc		8,009		179
Hewlett Packard Enterprise Co		18,524		328
HP Inc		12,921		390
Intel Corp		63,162		2,790
International Business Machines Corp		13,628		2,602
Intuit Inc		4,122		2,679
Jabil Inc		1,900		255
Juniper Networks Inc		4,454		165
Keysight Technologies Inc *		2,587		405
KLA Corp		2,010		1,404

SEI Institutional Managed Trust

197

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lam Research Corp		1,927	$	1,872
Microchip Technology Inc		8,039		721
Micron Technology Inc		16,444		1,939
Microsoft Corp		110,606		46,534
Monolithic Power Systems Inc		670		454
Motorola Solutions Inc		2,514		892
NetApp Inc		3,076		323
NVIDIA Corp		36,718		33,177
ON Semiconductor Corp *		6,499		478
Oracle Corp, Cl B		23,717		2,979
Palo Alto Networks Inc *		4,700		1,335
PTC Inc *		1,828		345
Qorvo Inc *		1,431		164
QUALCOMM Inc		16,603		2,811
Roper Technologies Inc		1,623		910
Salesforce Inc		14,428		4,345
Seagate Technology Holdings PLC		3,005		280
ServiceNow Inc *		3,007		2,293
Skyworks Solutions Inc		2,246		243
Super Micro Computer Inc *		700		707
Synopsys Inc *		2,291		1,309
TE Connectivity Ltd		4,661		677
Teledyne Technologies Inc *		690		296
Teradyne Inc		2,188		247
Texas Instruments Inc		13,604		2,370
Trimble Inc *		3,728		240
Tyler Technologies Inc *		609		259
VeriSign Inc *		1,312		249
Western Digital Corp *		4,624		316
Zebra Technologies Corp, Cl A *		777		234
				192,965
Materials — 1.9%
Air Products and Chemicals Inc		3,319		804
Albemarle Corp		1,690		223
Amcor PLC		21,272		202
Avery Dennison Corp		1,219		272
Ball Corp		4,890		329
Celanese Corp, Cl A		1,426		245
CF Industries Holdings Inc		2,736		228
Corteva Inc		10,404		600
Dow Inc		10,617		615
DuPont de Nemours Inc		6,445		494
Eastman Chemical Co		1,610		161
Ecolab Inc		3,810		880
FMC Corp		1,862		119
Freeport-McMoRan Inc, Cl B		21,312		1,002
International Flavors & Fragrances Inc		3,682		317
International Paper Co		5,008		195
Linde PLC		7,220		3,352
LyondellBasell Industries NV, Cl A		3,775		386
Martin Marietta Materials Inc, Cl A		892		548
Mosaic Co/The		4,756		154

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Newmont Corp		17,455	$	626
Nucor Corp		3,662		725
Packaging Corp of America		1,335		253
PPG Industries Inc		3,589		520
Sherwin-Williams Co/The, Cl A		3,541		1,230
Steel Dynamics Inc		2,351		348
Vulcan Materials Co		1,931		527
Westrock Co		3,812		189
				15,544
Real Estate — 1.8%
Alexandria Real Estate Equities Inc ‡		2,395		309
American Tower Corp, Cl A ‡		6,927		1,369
AvalonBay Communities Inc ‡		2,145		398
Boston Properties Inc ‡		2,111		138
Camden Property Trust ‡		1,600		157
CBRE Group Inc, Cl A *		4,383		426
CoStar Group Inc *		6,159		595
Crown Castle Inc ‡		6,563		695
Digital Realty Trust Inc, Cl A ‡		4,541		654
Equinix Inc ‡		1,411		1,165
Equity Residential ‡		5,109		322
Essex Property Trust Inc ‡		915		224
Extra Space Storage Inc ‡		3,141		462
Federal Realty Investment Trust ‡		1,052		107
Healthpeak Properties Inc ‡		7,561		142
Host Hotels & Resorts Inc ‡		10,123		209
Invitation Homes Inc ‡		8,500		303
Iron Mountain Inc ‡		4,378		351
Kimco Realty Corp ‡		10,574		207
Mid-America Apartment Communities Inc ‡		1,639		216
Prologis Inc ‡		13,737		1,789
Public Storage ‡		2,369		687
Realty Income Corp ‡		12,574		680
Regency Centers Corp ‡		2,294		139
SBA Communications Corp, Cl A ‡		1,581		343
Simon Property Group Inc ‡		4,902		767
UDR Inc ‡		4,295		161
Ventas Inc ‡		5,837		254
VICI Properties Inc, Cl A ‡		15,756		469
Welltower Inc ‡		8,341		779
Weyerhaeuser Co ‡		10,905		392
				14,909
Utilities — 1.7%
AES Corp/The		9,455		170
Alliant Energy Corp		3,529		178
Ameren Corp		3,929		291
American Electric Power Co Inc		7,948		684
American Water Works Co Inc		2,923		357
Atmos Energy Corp		2,107		250
CenterPoint Energy Inc		9,182		262
CMS Energy Corp		4,187		253

198

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consolidated Edison Inc		5,228	$	475
Constellation Energy Corp		4,760		880
Dominion Energy Inc		12,648		622
DTE Energy Co		3,095		347
Duke Energy Corp		11,585		1,120
Edison International		5,727		405
Entergy Corp		3,247		343
Evergy Inc		3,143		168
Exelon Corp		15,109		568
FirstEnergy Corp		7,673		296
NextEra Energy Inc		30,521		1,951
NiSource Inc		6,044		167
NRG Energy Inc		3,196		216
PG&E Corp		32,327		542
Pinnacle West Capital Corp		1,617		121
PPL Corp		10,744		296
Public Service Enterprise Group Inc		7,440		497
Sempra		9,522		684
Southern Co/The		16,185		1,161
WEC Energy Group Inc		4,779		392
Xcel Energy Inc		8,359		449
				14,145
Total Common Stock
(Cost $270,920) ($ Thousands)				654,756
FOREIGN COMMON STOCK — 0.1%
China — 0.1%
NXP Semiconductors NV		3,815		945
Total Foreign Common Stock
(Cost $774) ($ Thousands)				945

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		5,553,660	$	5,554
Total Cash Equivalent
(Cost $5,554) ($ Thousands)				5,554
PURCHASED OPTION — 0.0%
Total Purchased Option
(Cost $1,297) ($ Thousands)				385
PURCHASED SWAPTIONS — 0.4%
Total Purchased Swaptions
(Cost $1,513) ($ Thousands)				3,383
Total Investments in Securities — 81.4%
(Cost $280,058) ($ Thousands)			$	665,023
WRITTEN OPTION — (0.0)%
Total Written Option
(Premiums Received $510) ($ Thousands)			$	(170	)
WRITTEN SWAPTIONS — (0.3)%
Total Written Swaptions
(Premiums Received $807) ($ Thousands)			$	(2,038	)

A list of over the counter options contracts for the Fund at March 31, 2024, is as follows:

Description	Counterparty		Number of Contracts		Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Put Options
SXP OTC EP UNLISTED OPTION*		GOLDMAN SACHS		17,644	$	81,162		$	4,600.00		07/20/24	$	385
WRITTEN OPTION — 0.0%
Put Options
SXP OTC EP UNLISTED OPTION*		GOLDMAN SACHS		(17,644)	$	(72,340	)		4,100.00		07/20/24	$	(170	)

SEI Institutional Managed Trust

199

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Dynamic Asset Allocation Fund (Concluded)

A list of over the counter swaption contracts for the Fund at March 31, 2024, is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 0.4%
Put Swaptions
SWAPTION PAYER		BAML	$	461,000,000		$	4.27		07/20/2024	$	2,434
SWAPTION PAYER		BAML		207,450,000		$	4.36		07/20/2024		949
Total Purchased Swaptions			$	668,450,000						$	3,383
WRITTEN SWAPTIONS — (0.2)%
Put Swaptions
SWAPTION PAYER		BAML	$	(922,000,000	)	$	4.82		07/20/2024	$	(1,514	)
SWAPTION PAYER		BAML		(414,900,000	)	$	4.91		07/20/2024		(524	)
Total Written Swaptions			$	(1,336,900,000	)					$	(2,038	)

A list of the open futures contracts held by the Fund at March 31, 2024 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^		606		Jun-2024	$	157,440	$	160,847	$	3,407

A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:

Total Return Swap

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 (Thousands)

Goldman Sachs^

Bloomberg Commodity Index Total Return

3-MONTH TREASURY BILL RATE + 7.5 BPS

Index RETURN

Annually

06/13/2024

USD

32,000

$

388

$

–

$

388

$

388

$

–

$

388

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024, 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)
2.659%^		CPI		Annually		2/27/2033		USD		103,200	$	2,612		$	–	$	2,612
FIXED 0.280960%		FLOATING (MUTKCALM INDEX)		Annually		05/15/2026		JPY		102,200,000		1,039			–		1,039
0.29283%		JPY UNSECURED OVERNIGHT CALL RATE TONAR		Annually		05/15/2026		JPY		81,000,000		761			–		761
USD-SOFR-OIS COMPOUND		3.41%		Annually		12/11/2028		USD		399,757		(950	)		–		(950	)
3.432%		USD-SOFR-OIS COMPOUND		Annually		12/11/2056		USD		42,027		82			–		82
3.707%		USD-SOFR-OIS COMPOUND		Annually		03/05/2034		USD		160,000		(307	)		–		(307	)
4.161% FIXED		FLOATING USD SOFR OIS COMPOUND		Annually		11/02/2056		USD		84,588		(9,911	)		–		(9,911	)
FLOATING USD SOFR OIS		4.35% FIXED		Annually		11/02/2031		USD		330,000		10,318			–		10,318
											$	3,644		$	–	$	3,644

	Percentages are based on Net Assets of $816,498 ($ Thousands).
^	Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2024.
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
†	Investment in Affiliated Security (see Note 6).

200

SEI Institutional Managed Trust

The following is a summary of the level of inputs used as of March 31, 2024, 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		654,756		–		–		654,756
Foreign Common Stock		945		–		–		945
Cash Equivalent		5,554		–		–		5,554
Purchased Option		385		–		–		385
Purchased Swaptions		3,383		–		–		3,383
Total Investments in Securities		665,023		–		–		665,023

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(170	)		–			–		(170	)
Written Swaptions		(2,038	)		–			–		(2,038	)
Futures Contracts*
Unrealized Appreciation		3,407			–			–		3,407
OTC Swap
Total Return Swap*
Unrealized Appreciation		–			388			–		388
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			14,812			–		14,812
Unrealized Depreciation		–			(11,168	)		–		(11,168	)
Total Other Financial Instruments		1,199			4,032			–		5,231

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	2,779	$	111,091	$	(108,316	)	$	—	$	—	$	5,554	$	142	$	—

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

201

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 26.8%
Communication Services — 1.6%
Altice France
5.500%, 10/15/2029 (A)	$	130	$	88
Audacy Capital
6.750%, 03/31/2029 (A)(B)(C)		335		11
6.500%, 05/01/2027 (A)(B)(C)		220		7
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		900		537
CCO Holdings
4.250%, 02/01/2031 (A)		125		102
4.250%, 01/15/2034 (A)		65		49
Charter Communications Operating
3.950%, 06/30/2062		155		93
DISH DBS
7.750%, 07/01/2026		135		90
7.375%, 07/01/2028		30		15
5.750%, 12/01/2028 (A)		170		117
5.250%, 12/01/2026 (A)		205		161
5.125%, 06/01/2029		220		92
Gray Television
5.375%, 11/15/2031 (A)		410		269
4.750%, 10/15/2030 (A)		365		239
Level 3 Financing
11.000%, 11/15/2029		124		129
10.750%, 12/15/2030 (A)		140		143
10.500%, 05/15/2030 (A)		251		257
4.500%, 04/01/2030 (A)		150		93
3.875%, 10/15/2030 (A)		105		62
3.750%, 07/15/2029 (A)		145		65
3.625%, 01/15/2029		5		2

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lumen Technologies
4.125%, 04/15/2029 (A)	$	119	$	75
4.125%, 04/15/2030 (A)		119		74
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		610		289
Urban One
7.375%, 02/01/2028 (A)		675		573
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		270		229
VTR Comunicaciones
5.125%, 01/15/2028 (A)		110		77
4.375%, 04/15/2029 (A)		105		72
Windstream Escrow
7.750%, 08/15/2028 (A)		510		472
Zayo Group Holdings Inc
4.000%, 03/01/2027 (A)		260		214
				4,696
Consumer Discretionary — 6.7%
1011778 BC ULC
4.375%, 01/15/2028 (A)		260		246
Academy
6.000%, 11/15/2027 (A)		388		382
Altice Financing
5.750%, 08/15/2029 (A)		125		100
Bath & Body Works
7.600%, 07/15/2037		5		5
6.750%, 07/01/2036		310		313
BCPE Ulysses Intermediate
7.750%, 04/01/2027 (A)		703		696
Brookfield Residential Properties
5.000%, 06/15/2029 (A)		20		18
4.875%, 02/15/2030 (A)		260		233
Caesars Entertainment
7.000%, 02/15/2030 (A)		230		236
Carnival
10.500%, 06/01/2030 (A)		368		403
6.000%, 05/01/2029 (A)		165		163
5.750%, 03/01/2027 (A)		75		74
4.000%, 08/01/2028 (A)		260		242
Clarios Global
6.750%, 05/15/2025 (A)		755		756
6.250%, 05/15/2026 (A)		764		763
CMG Media
8.875%, 12/15/2027 (A)		655		434
CSC Holdings
7.500%, 04/01/2028 (A)		135		91
Dave & Buster's
7.625%, 11/01/2025 (A)		297		299
Diamond Sports Group
6.625%, 08/15/2027 (A)(B)		312		9
5.375%, 08/15/2026 (A)(B)		480		13

202

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Empire Communities
7.000%, 12/15/2025 (A)	$	522	$	524
Empire Resorts
7.750%, 11/01/2026 (A)		490		455
Fertitta Entertainment
6.750%, 01/15/2030 (A)		316		284
Ford Motor Credit
7.350%, 03/06/2030		145		155
2.900%, 02/10/2029		90		79
Global Auto Holdings
8.375%, 01/15/2029 (A)		711		695
GrubHub Holdings
5.500%, 07/01/2027 (A)		345		313
Hilton Domestic Operating
4.000%, 05/01/2031 (A)		400		358
IRB Holding
7.000%, 06/15/2025 (A)		154		154
Jacobs Entertainment
6.750%, 02/15/2029 (A)		310		300
Las Vegas Sands
3.200%, 08/08/2024		4,031		3,987
Liberty Interactive
8.250%, 02/01/2030		745		456
MGM Resorts International
6.500%, 04/15/2032		767		764
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		495		–
NCL
8.125%, 01/15/2029 (A)		60		64
7.750%, 02/15/2029 (A)		461		479
5.875%, 03/15/2026 (A)		366		361
5.875%, 02/15/2027 (A)		90		89
3.625%, 12/15/2024 (A)		1,256		1,237
PetSmart
7.750%, 02/15/2029 (A)		459		447
QVC
4.750%, 02/15/2027		305		271
4.450%, 02/15/2025		620		601
4.375%, 09/01/2028		95		76
Radiate Holdco
6.500%, 09/15/2028 (A)		100		48
4.500%, 09/15/2026 (A)		390		310
StoneMor
8.500%, 05/15/2029 (A)		355		245
Studio City Finance
5.000%, 01/15/2029 (A)		205		180
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		312		311
Victoria's Secret
4.625%, 07/15/2029 (A)		563		462
WW International
4.500%, 04/15/2029 (A)		225		89

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Yum! Brands
5.375%, 04/01/2032	$	160	$	155
				19,425
Consumer Staples — 0.7%
Albertsons
4.875%, 02/15/2030 (A)		410		390
4.625%, 01/15/2027 (A)		160		155
New Albertsons
8.700%, 05/01/2030		200		218
8.000%, 05/01/2031		40		42
Post Holdings
5.625%, 01/15/2028 (A)		235		231
Rite Aid
8.000%, 11/15/2026 (A)(B)		420		290
7.500%, 07/01/2025 (A)(B)		75		50
United Natural Foods
6.750%, 10/15/2028 (A)		764		635
				2,011
Energy — 4.3%
Antero Midstream Partners
5.375%, 06/15/2029 (A)		140		135
Baytex Energy
8.750%, 04/01/2027 (A)		292		305
7.375%, 03/15/2032 (A)		190		192
Blue Racer Midstream
7.625%, 12/15/2025 (A)		843		848
6.625%, 07/15/2026 (A)		411		410
Chesapeake Energy Corp
7.500%, 10/01/2026 (B)(C)(D)		170		3
7.000%, 10/01/2024 (B)(D)		55		1
Civitas Resources
8.625%, 11/01/2030 (A)		140		150
EnLink Midstream
6.500%, 09/01/2030 (A)		240		247
5.375%, 06/01/2029		230		226
Genesis Energy
8.000%, 01/15/2027		195		197
7.750%, 02/01/2028		95		96
Greenfire Resources
12.000%, 10/01/2028 (A)		180		192
Nabors Industries
7.250%, 01/15/2026 (A)		1,534		1,524
New Fortress Energy
8.750%, 03/15/2029 (A)		140		139
NGL Energy Operating
8.375%, 02/15/2032 (A)		566		580
8.125%, 02/15/2029 (A)		633		648
Permian Resources Operating
8.000%, 04/15/2027 (A)		841		866

SEI Institutional Managed Trust

203

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rockcliff Energy II
5.500%, 10/15/2029 (A)	$	473	$	443
SM Energy
6.625%, 01/15/2027		793		792
5.625%, 06/01/2025		1,937		1,928
Transocean
8.000%, 02/01/2027 (A)		105		104
11.500%, 01/30/2027 (A)		1,189		1,239
7.500%, 01/15/2026 (A)		338		336
7.500%, 04/15/2031		95		89
7.250%, 11/01/2025 (A)		433		431
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		350		311
				12,432
Financials — 1.6%
Arsenal AIC Parent
11.500%, 10/01/2031 (A)		561		625
Champions Financing
8.750%, 02/15/2029 (A)		1,072		1,123
CPI CG
8.625%, 03/15/2026 (A)		315		314
Finance of America Funding
7.875%, 11/15/2025 (A)		680		539
Freedom Mortgage
12.000%, 10/01/2028 (A)		90		98
6.625%, 01/15/2027 (A)		230		223
Ladder Capital Finance Holdings LLLP
4.250%, 02/01/2027 (A)		275		257
LD Holdings Group
6.125%, 04/01/2028 (A)		155		128
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		210		194
5.625%, 01/15/2030 (A)		55		47
Navient
5.500%, 03/15/2029		60		56
Navient MTN
5.625%, 08/01/2033		130		108
OneMain Finance
3.875%, 09/15/2028		405		361
PennyMac Financial Services
5.750%, 09/15/2031 (A)		190		176
4.250%, 02/15/2029 (A)		225		206
Starwood Property Trust
3.625%, 07/15/2026 (A)		255		239
WeWork US
15.000%, 08/15/2027 (A)(B)		287		29
11.000%, 08/15/2027 (A)(B)		360		21
				4,744

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 2.2%
Akumin
9.000%, 08/01/2027 (A)	$	425	$	369
8.000%, 08/01/2028 (A)(B)		155		128
CHS
4.750%, 02/15/2031 (A)		270		208
Embecta
6.750%, 02/15/2030 (A)		235		204
5.000%, 02/15/2030 (A)		70		57
Emergent BioSolutions
3.875%, 08/15/2028 (A)		158		74
Endo DAC
5.875%, 10/15/2024 (A)(B)(C)		85		56
9.500%, 07/31/2027 (A)(B)		194		13
6.000%, 06/30/2028 (A)(B)		193		13
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(B)(C)		165		107
Envision Healthcare Corp
8.750%, 10/15/2026 (D)		145		–
Global Medical Response
6.500%, 10/01/2025 (A)		1,232		1,170
LifePoint Health
11.000%, 10/15/2030 (A)		868		928
5.375%, 01/15/2029 (A)		355		292
Medline Borrower
6.250%, 04/01/2029 (A)		30		30
3.875%, 04/01/2029 (A)		260		237
Molina Healthcare
4.375%, 06/15/2028 (A)		200		188
3.875%, 11/15/2030 (A)		60		53
Par Pharmaceutical
7.500%, 04/01/2027 (A)(B)(C)		85		56
Prime Security Services Borrower
5.250%, 04/15/2024 (A)		274		274
Radiology Partners
9.781%, 02/15/2030 (A)		237		190
8.500%, 01/31/2029 (A)		514		477
Team Health Holdings
13.500%, 06/30/2028		325		361
6.375%, 02/01/2025 (A)		135		124
Tenet Healthcare
6.750%, 05/15/2031 (A)		115		117
6.125%, 06/15/2030		365		364
4.375%, 01/15/2030		220		204
				6,294
Industrials — 4.1%
Allied Universal Holdco
6.000%, 06/01/2029 (A)		729		627
American Airlines Group
3.750%, 03/01/2025 (A)		662		644

204

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Artera Services
8.500%, 02/15/2031 (A)	$	554	$	568
Builders FirstSource
6.375%, 03/01/2034 (A)		351		352
4.250%, 02/01/2032 (A)		140		126
Cimpress
7.000%, 06/15/2026		1,040		1,041
CP Atlas Buyer
7.000%, 12/01/2028 (A)		205		192
Delta Air Lines
7.000%, 05/01/2025 (A)		1,388		1,406
Garda World Security
9.500%, 11/01/2027 (A)		749		751
6.000%, 06/01/2029 (A)		535		479
GFL Environmental
6.750%, 01/15/2031 (A)		305		313
3.750%, 08/01/2025 (A)		155		151
Icahn Enterprises
5.250%, 05/15/2027		115		104
JELD-WEN
4.625%, 12/15/2025 (A)		1,027		1,002
Miter Brands Acquisition Holdco
6.750%, 04/01/2032 (A)		160		161
Park-Ohio Industries
6.625%, 04/15/2027		474		443
Pitney Bowes
7.250%, 03/15/2029 (A)		185		165
6.875%, 03/15/2027 (A)		215		196
TransDigm
7.125%, 12/01/2031 (A)		688		709
6.875%, 12/15/2030 (A)		225		229
6.375%, 03/01/2029 (A)		314		315
Uber Technologies
8.000%, 11/01/2026 (A)		1,332		1,348
United Rentals North America
4.000%, 07/15/2030		260		237
Waste Pro USA
5.500%, 02/15/2026 (A)		514		506
				12,065
Information Technology — 1.2%
Banff Merger Sub
8.375%, 09/01/2026	EUR	752		807
CDW
5.500%, 12/01/2024	$	24		24
4.125%, 05/01/2025		209		205
Ciena
4.000%, 01/31/2030 (A)		200		179
Coherent
5.000%, 12/15/2029 (A)		255		240
CommScope
8.250%, 03/01/2027 (A)		45		21

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.125%, 07/01/2028 (A)	$	425	$	168
6.000%, 03/01/2026 (A)		150		137
CommScope Technologies
6.000%, 06/15/2025 (A)		61		53
5.000%, 03/15/2027 (A)		35		13
McAfee
7.375%, 02/15/2030 (A)		652		598
Viasat
7.500%, 05/30/2031 (A)		620		449
6.500%, 07/15/2028 (A)		353		273
Virtusa
7.125%, 12/15/2028 (A)		509		455
				3,622
Materials — 1.4%
Axalta Coating Systems
3.375%, 02/15/2029 (A)		280		251
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		545		503
Ball
3.125%, 09/15/2031		165		140
Berry Global
5.625%, 07/15/2027 (A)		150		148
Cleveland-Cliffs Inc
7.000%, 03/15/2032 (A)		180		182
Cornerstone Chemical
10.250%, 09/01/2027 (A)(B)(C)(D)		56		56
15.000%, 12/06/2028 (D)		487		487
Domtar
6.750%, 10/01/2028 (A)		430		390
First Quantum Minerals
8.625%, 06/01/2031 (A)		200		194
Innophos Holdings
9.375%, 02/15/2028 (A)		250		208
Iris Holdings
8.750%, 02/15/2026 (A)		5		4
Mountain Province Diamonds
9.000%, 12/15/2025 (A)(C)(D)		223		217
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(D)		460		–
Olympus Water US Holding
9.750%, 11/15/2028 (A)		423		451
Rain Carbon
12.250%, 09/01/2029 (A)		180		187
Rain CII Carbon
7.250%, 04/01/2025 (A)		6		6
Tacora Resources
13.000%, 11/03/2023 (A)(B)(C)(D)		23		23
8.250%, 05/15/2026 (A)(B)(C)		175		86

SEI Institutional Managed Trust

205

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tronox
4.625%, 03/15/2029 (A)	$	460	$	413
				3,946
Real Estate — 1.7%
Diversified Healthcare Trust
4.750%, 02/15/2028		100		81
4.375%, 03/01/2031		585		438
Park Intermediate Holdings
7.500%, 06/01/2025 (A)		830		832
Service Properties Trust
7.500%, 09/15/2025		643		652
5.500%, 12/15/2027		255		243
4.750%, 10/01/2026		392		365
4.500%, 03/15/2025		780		762
4.375%, 02/15/2030		533		407
3.950%, 01/15/2028		40		34
VICI Properties
4.625%, 06/15/2025 (A)		641		631
3.500%, 02/15/2025 (A)		454		444
				4,889
Utilities — 1.3%
Vistra Operations
5.625%, 02/15/2027 (A)		90		89
5.500%, 09/01/2026 (A)		55		54
5.125%, 05/13/2025 (A)		536		531
4.875%, 05/13/2024 (A)		93		93
3.550%, 07/15/2024 (A)		2,941		2,920
				3,687
Total Corporate Obligations
(Cost $82,697) ($ Thousands)				77,811
	Shares
COMMON STOCK — 24.3%
Communication Services — 2.0%
AVAYA Inc *(C)(D)		14,995		82
Endeavor Group Holdings, Cl A		24,979		643
ROBLOX Corp, Cl A *		17,128		654
TKO Group Holdings Inc, Cl A		43,068		3,721
TripAdvisor Inc *		24,320		676
Windstream Services *		11,015		105
				5,881
Consumer Discretionary — 2.1%
ADT Inc		13,640		92
Aquity Holdings Inc *(D)		3,945		2
Caesars Entertainment Inc *		3,037		133
Everi Holdings Inc *		9,920		100
Golden Entertainment Inc		5,445		200

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Guitar Center *(C)(D)		2,167	$	306
Monitronics International *(D)		443		7
Penn Entertainment Inc *		150,554		2,742
PlayAGS Inc *		22,602		203
Qurate Retail Inc *		64,550		79
Rent the Runway, Cl A *		22,365		8
RH *		5,867		2,043
Shake Shack Inc, Cl A *		2,553		266
				6,181
Consumer Staples — 0.2%
Keurig Dr Pepper Inc		13,544		416
Spectrum Brands Holdings Inc		2,160		192
				608
Energy — 2.8%
Diamondback Energy Inc, Cl A		12,503		2,478
Greenfire Resources *		13,407		80
Parker Drilling Co *(D)		4,414		48
San Juan Basin Royalty Trust		168,619		892
Transocean Ltd *		739,387		4,643
				8,141
Financials — 0.3%
LendingTree Inc *		3,475		147
Marqeta Inc, Cl A *		99,493		593
Oscar Health Inc, Cl A *		9,672		144
				884
Health Care — 0.1%
Carestream Health Holdings Inc *(C)(D)		5,876		100
Envision Healthcare Corp *		28,581		243
Lannett *(C)(D)		15,243		32
				375
Industrials — 0.3%
United Parcel Service Inc, Cl B		4,372		650
Yellow Corp *		2,841		17
				667
Information Technology — 7.0%
Adobe Inc *		1,289		650
Akamai Technologies Inc *		14,194		1,544
Corning Inc, Cl B		39,377		1,298
Elastic NV *		19,133		1,918
Entegris Inc		16,729		2,351
Everbridge Inc *		53,820		1,875
Infinera Corp *		23,422		141
Marvell Technology Inc		3,569		253
MongoDB Inc, Cl A *		2,898		1,039
Semtech Corp *		19,330		531
SentinelOne Inc, Cl A *		85,521		1,994
Sprinklr Inc, Cl A *		124,944		1,533
Terawulf *		12,500		33
Unity Software Inc *		9,454		252

206

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vishay Intertechnology Inc		107,250	$	2,432
Zoom Video Communications Inc, Cl A *		38,744		2,533
				20,377
Materials — 6.2%
Air Products and Chemicals Inc		2,667		646
Alcoa Corp		54,087		1,828
Arctic Canadian Diamond Company Ltd *(D)		228		58
ATI Inc *		46,001		2,354
Century Aluminum Co *		168,376		2,591
Constellium, Cl A *		115,205		2,547
Cornerstone Chemical *(D)		26,482		521
Freeport-McMoRan Inc, Cl B		52,582		2,472
Libbey Glass Inc. *(D)		1,227		6
Materion Corp		16,938		2,232
Olin Corp		41,705		2,452
Summit Materials Inc, Cl A *		4,320		193
Tacora Resources *		10,693		11
				17,911
Real Estate — 2.4%
Copper Property CTL Pass Through Trust		16,286		160
Healthcare Realty Trust Inc, Cl A ‡		116,545		1,649
Kimco Realty Corp ‡		159,740		3,133
Mid-America Apartment Communities Inc ‡		1,962		258
Park Hotels & Resorts Inc ‡		66,867		1,170
SL Green Realty Corp ‡		12,487		688
				7,058
Utilities — 0.9%
CMS Energy Corp		14,888		899
Consolidated Edison Inc		10,117		919
Lumileds Common Bright Bidco *		965		—
PPL Corp		30,960		852
				2,670
Total Common Stock
(Cost $65,034) ($ Thousands)				70,753
REGISTERED INVESTMENT COMPANIES — 20.6%
Merger Fund , Cl I *		3,497,407		59,666
Sprott Physical Uranium Trust *		17,087		352
Total Registered Investment Companies
(Cost $57,480) ($ Thousands)				60,018
	Face Amount (Thousands)
LOAN PARTICIPATIONS — 5.0%
Acrisure, LLC, 2020 Term Loan, 1st Lien
8.945%, Syn LIBOR + 3.500%, 02/15/2027 (E)	$	243		243

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.692%, 07/31/2027 (E)	$	171	$	164
Avaya Inc., Initial Term Loan, 1st Lien
6.830%, CME Term SOFR + 1.500%, 08/01/2028 (E)(F)		648		574
BCP V Everise, 1st Lien
11.514%, 12/14/2029 (D)(E)		320		307
Bluecrest, Intial Term Loan, 2nd Lien
13.456%, 08/31/2027 (C)(D)		71		69
Carestream Health, Inc., Term Loan, 1st Lien
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (E)		650		552
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (E)(F)		163		113
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien
9.349%, CME Term SOFR + 3.750%, 01/29/2027 (E)		197		138
CMG Media Corporation, 2021 Term B Loan, 1st Lien
8.909%, CME Term SOFR + 3.500%, 12/17/2026 (E)		119		103
Cooper’s Hawk Intermediate Holding, LLC, 2022 Incremental Term Loan, 1st Lien
11.942%, CME Term SOFR + 6.500%, 10/31/2026 (E)		44		43
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
11.942%, 10/31/2026 (E)		232		224
Diamond Sports Group LLC, Dip Term Loan
10.000%, 12/02/2024		44		72
DMT Solutions Global Corp, Initial Term Loan
13.443%, 08/30/2027 (D)		67		65
13.426%, 08/30/2027 (D)		67		65
13.272%, 08/30/2027 (D)		67		65
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (D)		170		170
East Valley Tourist Development Authority , Term Loan, 1st Lien
12.945%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E)		153		149
Epic Y-Grade Services, LP, Term Loan, 1st Lien
11.427%, 06/30/2027 (E)		174		174
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (E)		623		580

SEI Institutional Managed Trust

207

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (E)	$	597	$	556
Hubbard Radio, LLC, 1st Lien
9.700%, 03/28/2025		192		123
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, 06/21/2024 (B)(D)(E)		378		—
Lannett Takeback Exit Term Loan, 1st Lien
2.000%, 06/16/2030 (D)		93		93
Libbey Glass LLC, Incremental Term Loan, 1st Lien
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (E)		451		422
LifeScan Global Corporation, Initial Term Loan, 1st Lien
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (E)		1,732		1,039
LifeScan Global Corporation, Initial Term Loan, 2nd Lien
14.975%, CME Term SOFR + 9.500%, 03/31/2027 (E)		85		40
Mad Engine Term Loan, 1st Lien
12.564%, 07/15/2027		259		190
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (E)(F)		1,178		693
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
12.567%, 02/16/2025		267		264
Matrix Parent, Inc., Initial Term Loan, 1st Lien
10.459%, CME Term SOFR + 5.000%, 03/01/2029 (E)		597		405
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E)		78		55
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (E)		880		617
Mountaineer Merger Corp., Initial Term Loan, 1st Lien
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (E)		423		337
Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien
13.590%, CME Term SOFR + 8.000%, 03/22/2026 (D)(E)		199		197
Pixelle Specialty, 1st Lien
11.813%, 05/19/2028		179		145

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien
9.316%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E)	$	536	$	467
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien
14.413%, LIBOR + 8.000%, 03/20/2026 (C)(E)		221		189
Procera Networks, Inc., Initial Term Loan, 1st Lien
10.153%, CME Term SOFR + 4.500%, 10/31/2025 (D)(E)		474		348
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (E)		408		308
Radiate Holdco, LLC, Amendment No. 6 Term B Loan, 1st Lien
8.695%, CME Term SOFR + 3.250%, 09/25/2026 (E)		235		196
Radiology Partners, Inc., Term B Loan, 1st Lien
10.587%, CME Term SOFR + 5.000%, 01/31/2029 (E)(F)		230		222
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
8.945%, CME Term SOFR + 3.500%, 12/17/2027 (E)		85		71
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien
8.945%, CME Term SOFR + 3.500%, 12/17/2027 (E)		133		112
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien
9.680%, CME Term SOFR + 4.250%, 06/30/2028 (E)		230		197
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
12.302%, CME Term SOFR + 7.000%, 05/13/2027 (E)		365		346
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (E)(F)		925		817
Vida Capital, Inc., Initial Term Loan, 1st Lien
11.442%, CME Term SOFR + 6.000%, 10/01/2026 (E)		979		838
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien
14.677%, CME Term SOFR + 9.250%, 06/30/2028 (E)		269		274

208

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Wellful Inc., Initial Term Loan, 1st Lien
11.692%, CME Term SOFR + 6.250%, 04/21/2027 (E)(F)	$	570	$	497
WW International, Inc., Initial Term Loan, 1st Lien
8.945%, CME Term SOFR + 3.500%, 04/13/2028 (E)		70		31
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (E)		843		382
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
8.445%, CME Term SOFR + 3.000%, 03/09/2027 (E)		356		312
Total Loan Participations
(Cost $15,784) ($ Thousands)				14,653
	Shares
FOREIGN COMMON STOCK — 3.8%
Australia — 0.8%
Burgundy Diamond Mines Ltd *(C)		450,932		57
Lynas Rare Earths *		218,303		811
South32 Ltd		749,498		1,467
				2,335
Belgium — 0.2%
X-Fab Silicon Foundries *		88,540		671
Canada — 2.0%
Air Canada, Cl A *		12,400		180
Greenfire Resources *(C)		13,725		82
Hudbay Minerals		297,778		2,084
NexGen Energy *		143,981		1,119
West Fraser Timber Co Ltd, Cl O		27,503		2,377
				5,842
China — 0.0%
Bit Digital Inc *		11,000		31
Monaco — 0.7%
Scorpio Tankers Inc		29,603		2,118

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Norway — 0.1%
OKEA		65,649	$	151
Total Foreign Common Stock
(Cost $12,057) ($ Thousands)				11,148
	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS — 1.5%
U.S. Treasury Bills
5.312%, 06/13/2024 (G)	$	1,000		990
5.307%, 06/06/2024 (G)		3,000		2,971
U.S. Treasury Notes
4.250%, 02/28/2029		448		448
Total U.S. Treasury Obligations
(Cost $4,411) ($ Thousands)				4,409
CONVERTIBLE BONDS — 0.3%
Authentic Brands
5.000%, 09/01/2029(C)(D)		32		32
Liberty Interactive
4.000%, 11/15/2029		89		37
3.750%, 02/15/2030		603		241
North Sea Natural Resources
0.000%, 01/23/2028(D)(H)		94		9
0.000%, 01/23/2028(D)(H)		15		1
0.000%, 01/23/2028(D)(H)		7		1
Silver Airways LLC
13.000%, 12/31/2027(D)		734		462
Total Convertible Bonds
(Cost $1,168) ($ Thousands)				783
MORTGAGE-BACKED SECURITIES — 0.2%
Non-Agency Mortgage-Backed Obligations — 0.2%
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D
9.663%, TSFR1M + 4.337%, 06/15/2027(A)(E)		245		246
STWD, Ser 2021-FL2, Cl D
8.241%, TSFR1M + 2.914%, 04/18/2038(A)(E)		100		92
STWD, Ser 2021-FL2, Cl E
8.991%, TSFR1M + 3.664%, 04/18/2038(A)(E)		100		90
TRTX, Ser 2021-FL4, Cl D
9.040%, TSFR1M + 3.714%, 03/15/2038(A)(E)		100		92

SEI Institutional Managed Trust

209

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
TRTX, Ser 2021-FL4, Cl E
9.790%, TSFR1M + 4.464%, 03/15/2038(A)(E)	$	100	$	90
				610
Total Mortgage-Backed Securities
(Cost $644) ($ Thousands)				610
	Shares
PREFERRED STOCK — 0.2%
Consumer Discretionary — 0.0%
Guitar Center *(C)(D)(I)		39		4
Information Technology — 0.2%
Syniverse *(C)(D)(I)		527,417		505
Total Preferred Stock
(Cost $522) ($ Thousands)				509
		Number of Warrants
WARRANTS — 0.0%
Greenfire RES, Expires 09/20/2028*	$	1,088		1
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(C)(D)		574		30
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(C)(D)		574		14
Silver Airways LLC
Strike Price $– *‡‡(D)		–		–
Tacora Resources
Strike Price $– *‡‡(C)(D)		614,882		–
Total Warrants
(Cost $52) ($ Thousands)				45
	Shares
CASH EQUIVALENTS — 13.1%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class
5.160%**		100,886		101
SEI Daily Income Trust, Government Fund, Institutional Class
5.130%**†		38,052,875		38,053
Total Cash Equivalents
(Cost $38,154) ($ Thousands)				38,154

Description	Shares			Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $34) ($ Thousands)				$	11
Total Investments in Securities — 95.8%
(Cost $278,037) ($ Thousands)				$	278,904
COMMON STOCK SOLD SHORT— (8.4)%
Communication Services — (0.5)%
Meta Platforms Inc, Cl A		(1,273	)		(618	)
Yelp Inc, Cl A *		(24,471	)		(964	)
					(1,582	)
Consumer Discretionary — (2.1)%
Abercrombie & Fitch Co, Cl A *		(1,313	)		(164	)
Brunswick Corp/DE		(6,865	)		(663	)
Caleres Inc		(26,131	)		(1,072	)
Camping World Holdings Inc, Cl A		(12,644	)		(352	)
Crocs Inc *		(1,124	)		(162	)
Dick's Sporting Goods Inc		(2,925	)		(658	)
Floor & Decor Holdings Inc, Cl A *		(2,466	)		(320	)
iRobot *		(73,448	)		(643	)
McDonald's Corp		(2,291	)		(646	)
Stitch Fix Inc, Cl A *		(63,621	)		(168	)
Ulta Beauty Inc *		(599	)		(313	)
Urban Outfitters Inc *		(7,550	)		(328	)
Winnebago Industries Inc		(9,319	)		(689	)
					(6,178	)
Consumer Staples — (0.1)%
Nu Skin Enterprises Inc, Cl A		(10,086	)		(139	)
Financials — (2.4)%
Affirm Holdings Inc, Cl A *		(30,701	)		(1,144	)
Bank of America Corp		(27,152	)		(1,030	)
Capital One Financial Corp		(7,035	)		(1,047	)
Coinbase Global Inc, Cl A *		(633	)		(168	)
Evercore Inc, Cl A		(1,655	)		(319	)
Goldman Sachs Group Inc/The		(1,185	)		(495	)
JPMorgan Chase & Co		(5,151	)		(1,032	)
M&T Bank Corp		(2,283	)		(332	)
MGIC Investment Corp		(7,996	)		(179	)
Radian Group Inc		(5,504	)		(184	)
Robinhood Markets Inc, Cl A *		(8,645	)		(174	)
Runway Growth Finance		(51,435	)		(623	)
TriplePoint Venture Growth BDC		(32,696	)		(310	)
					(7,037	)

210

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Health Care — (0.4)%
Demant *		(24,004	)	$	(1,193	)
Industrials — (1.1)%
ArcBest Corp		(5,572	)		(794	)
Expeditors International of Washington Inc		(7,013	)		(852	)
Lincoln Electric Holdings Inc		(1,271	)		(325	)
Masco Corp		(4,307	)		(340	)
Matson Inc		(5,083	)		(571	)
Plug Power Inc *		(66,000	)		(227	)
					(3,109	)
Information Technology — (0.9)%
AppLovin Corp, Cl A *		(5,092	)		(352	)
Datadog Inc, Cl A *		(1,324	)		(164	)
NVIDIA Corp		(177	)		(160	)
QUALCOMM Inc		(2,728	)		(462	)
Sprout Social Inc, Cl A *		(5,455	)		(326	)
Xerox Holdings Corp		(64,330	)		(1,151	)
					(2,615	)
Materials — (0.2)%
Freeport-McMoRan Inc, Cl B		(7,060	)		(332	)
PureCycle Technologies *		(43,178	)		(269	)
					(601	)
Real Estate — (0.7)%
Lamar Advertising Co, Cl A		(11,164	)		(1,333	)
Vornado Realty Trust		(24,143	)		(695	)
					(2,028	)
Total Common Stock Sold Short
(Proceeds $21,967) ($ Thousands)					(24,482	)
	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (3.1)%
Consumer Discretionary — (0.8)%
Caesars Entertainment
4.625%, 10/15/2029 (A)	$	(295	)		(269	)
Dana
5.625%, 06/15/2028		(335	)		(327	)
DirecTV Financing
8.875%, 02/01/2030 (A)		(517	)		(516	)
Hanesbrands
9.000%, 02/15/2031 (A)		(575	)		(591	)
Newell Brands
6.625%, 09/15/2029		(195	)		(190	)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
6.375%, 09/15/2027	$	(185	)	$	(182	)
Tempur Sealy International
4.000%, 04/15/2029 (A)		(245	)		(222	)
3.875%, 10/15/2031 (A)		(115	)		(98	)
					(2,395	)
Consumer Staples — (0.1)%
B&G Foods
8.000%, 09/15/2028 (A)		(402	)		(418	)
Energy — (0.1)%
Nabors Industries
9.125%, 01/31/2030 (A)		(294	)		(306	)
Health Care — (0.3)%
Embecta
5.000%, 02/15/2030 (A)		(422	)		(345	)
Fortrea Holdings
7.500%, 07/01/2030 (A)		(381	)		(393	)
ModivCare
5.875%, 11/15/2025 (A)		(200	)		(195	)
					(933	)
Industrials — (0.8)%
3M MTN
3.375%, 03/01/2029		(479	)		(445	)
ACCO Brands
4.250%, 03/15/2029 (A)		(475	)		(427	)
CoreLogic
4.500%, 05/01/2028 (A)		(345	)		(309	)
Husky Injection Molding Systems
9.000%, 02/15/2029 (A)		(470	)		(486	)
Madison IAQ
5.875%, 06/30/2029 (A)		(200	)		(183	)
4.125%, 06/30/2028 (A)		(402	)		(372	)
					(2,222	)
Materials — (1.0)%
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (A)		(35	)		(34	)
6.625%, 04/15/2029 (A)		(455	)		(455	)
Compass Minerals International
6.750%, 12/01/2027 (A)		(304	)		(294	)
FMG Resources August 2006 Pty
6.125%, 04/15/2032 (A)		(235	)		(232	)
5.875%, 04/15/2030 (A)		(205	)		(202	)
LABL
5.875%, 11/01/2028 (A)		(243	)		(223	)
Mauser Packaging Solutions Holding
7.875%, 08/15/2026 (A)		(295	)		(301	)
SCIH Salt Holdings
4.875%, 05/01/2028 (A)		(420	)		(391	)
Scotts Miracle-Gro
4.500%, 10/15/2029		(508	)		(460	)

SEI Institutional Managed Trust

211

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Continued)

Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Tronox
4.625%, 03/15/2029 (A)	$	(195	)	$	(175	)
					(2,767	)
Total Corporate Obligations Sold Short
(Proceeds $8,873) ($ Thousands)					(9,041	)
	Shares
REGISTERED INVESTMENT COMPANIES — (2.2)%
iShares Russell 2000 ETF		(15,417	)		(3,242	)
SPDR S&P 500 ETF Trust		(6,201	)		(3,244	)
Total Registered Investment Companies
(Proceeds $6,456) ($ Thousands)					(6,486	)
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION SOLD SHORT — (0.7)%
U.S. Treasury Notes
4.250%, 02/28/2029	$	(1,972	)		(1,975	)
Total U.S. Treasury Obligation Sold Short
(Proceeds $1,980) ($ Thousands)					(1,975	)
	Shares
FOREIGN COMMON STOCK SOLD SHORT —(0.2)%
Switzerland — (0.2)%
Logitech International		(5,545	)		(496	)
Total Foreign Common Stock Sold Short
(Proceeds $504) ($ Thousands)					(496	)
Total Investments Sold Short — (14.6)%
(Proceeds $39,780) ($ Thousands)				$	(42,480	)
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $11) ($ Thousands)				$	(4	)

A list of the open exchange traded options contracts for the Fund at March 31, 2024, is as follows:

Description	Number of Contracts		Notional Amount (Thousands)		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
Boeing Co		19	$	323	$	170.00		5/18/2024	$	4
S&P 500 Index		2		1,010		5,050.00		5/18/2024		5
S&P 500 Index		3		1,470		4,900.00		4/20/2024		1
S&P 500 Index		2		966		4,830.00		4/20/2024		1

212

SEI Institutional Managed Trust

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS (continued)
Total Purchased Options				$	3,769						$	11
WRITTEN OPTIONS — 0.0%
Put Options
Boeing Co		(19	)	$	(276	)	$	145.00		05/18/2024	$	(1	)
S&P 500 Index		(2	)		(921	)		4,605.00		04/20/2024		–
S&P 500 Index		(3	)		(1,380	)		4,600.00		04/20/2024		(1	)
S&P 500 Index		(2	)		(960	)		4,800.00		05/18/2024		(2	)
Total Written Options				$	(3,537	)					$	(4	)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/25/24		EUR	200		USD	217	$	1
Barclays PLC		04/25/24		USD	65		EUR	60		—
Barclays PLC		04/25/24		USD	153		EUR	140		(1	)
Barclays PLC		06/13/24		AUD	160		USD	106		1
Barclays PLC		06/13/24		AUD	11		USD	7		—
BNYMellon		06/20/24		USD	91		EUR	84		—
BNYMellon		06/20/24		CAD	223		USD	166		1
BNYMellon		06/20/24		EUR	835		USD	918		14
									$	16

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 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 Depreciation (Thousands)
CDX.HY.42		5.00%		Quarterly		06/20/2029	$	1,751	$	(127	)	$	(122	)	$	(5	)
CDX.IG.42		1.00%		Quarterly		06/20/2029		13,863		(314	)		(300	)		(14	)
									$	(441	)	$	(422	)	$	(19	)

	Percentages are based on Net Assets of $291,016 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
‡	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, 2024, the value of these securities amounted to $52,856 ($ Thousands), representing 18.2% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(C)	Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2024 was $2,124 ($ Thousands) and represented 0.8% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(D)	Level 3 security in accordance with fair value hierarchy.

(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)	Unsettled bank loan. Interest rate may not be available.
(G)	Interest rate represents the security's effective yield at the time of purchase.
(H)	No interest rate available.
(I)	Perpetual security with no stated maturity date.

SEI Institutional Managed Trust

213

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Strategy Alternative Fund (Concluded)

The following is a summary of the level of inputs used as of March 31, 2024, 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		–			77,024			787		77,811
Common Stock		69,243			348			1,162		70,753
Registered Investment Companies		60,018			–			–		60,018
Loan Participations		–			12,603			2,050		14,653
Foreign Common Stock		11,148			–			–		11,148
U.S. Treasury Obligations		–			4,409			–		4,409
Convertible Bonds		–			278			505		783
Mortgage-Backed Securities		–			610			–		610
Preferred Stock		–			–			509		509
Warrants		–			1			44		45
Cash Equivalents		38,053			101			–		38,154
Purchased Options		11			–			–		11
Total Investments in Securities		178,473			95,374			5,057		278,904
Securities Sold Short
Common Stock		(24,482	)		–			–		(24,482	)
Corporate Obligations		–			(9,041	)		–		(9,041	)
Registered Investment Companies		(6,486	)		–			–		(6,486	)
U.S. Treasury Obligation		–			(1,975	)		–		(1,975	)
Foreign Common Stock		(496	)		–			–		(496	)
Total Securities Sold Short		(31,464	)		(11,016	)		–		(42,480	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(4	)		–			–		(4	)
Forward Contracts*
Unrealized Appreciation		–			17			–		17
Unrealized Depreciation		–			(1	)		–		(1	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(19	)		–		(19	)
Total Other Financial Instruments		(4	)		(3	)		–		(7	)

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

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

	Investments in Common Stock			Investments in Corporate Obligations			Investments in Loan Participations			Investments in Convertible Bond			Investments in Preferred Stock			Investments in Warrants
Balance as of October 1, 2023	$	651		$	1,052		$	1,414		$	734		$	479		$	49
Accrued discounts/premiums		–			3			1			–			–			–
Realized gain/(loss)		307			(636	)		(6	)		–			–			–
Change in unrealized appreciation/(depreciation)		9			465			9			(377	)		(1	)		(5	)
Purchases		180			560			1			155			31			–
Sales		(58	)		(657	)		(546	)		(7	)		–			–
Net transfer into Level 3		82			–			1,177			–			–			–
Net transfer out of Level 3		(9	)		–			–			–			–			–
Ending Balance as of March 31, 2024(1)	$	1,162		$	787		$	2,050		$	505		$	509		$	44
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(82	)	$	465		$	(29	)	$	(377	)	$	(1	)	$	(5	)

(1) Of the $5,057 ($ Thousands) in Level 3 securities as of March 31, 2024, $3,549 ($ Thousands) or 1.2% 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, 2024, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

214

SEI Institutional Managed Trust

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, 2024 ($ Thousands):

Security Description	Value 9/30/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 3/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	92,197	$	249,522	$	(303,666	)	$	—	$	—	$	38,053	$	1,786	$	—

A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2024, is as follows:

Description	Face Amount ($ Thousands)/Shares/Number of Warrants		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Corporate Obligations
Audacy Capital	$	335		3/12/2021	$	236	$	11
Audacy Capital		220		4/24/2019		140		7
Chesapeake Energy Corp		170		2/12/2021		–		3
Cornerstone Chemical		56		3/15/2023		58		56
Endo DAC		85		1/19/2022		83		56
Endo Luxembourg Finance I Sarl		165		3/12/2021		128		107
Mountain Province Diamonds		223		12/16/2022		219		217
Par Pharmaceutical		85		3/15/2019		67		56
Tacora Resources		23		5/24/2023		23		23
Tacora Resources		175		5/7/2021		187		86
Common Stock
AVAYA Inc		14,995		5/5/2023		224		82
Carestream Health Holdings Inc		5,876		9/30/2022		113		100
Guitar Center		2,167		1/8/2021		275		306
Lannett		15,243		7/6/2023		9		32
Loan Participations
Bluecrest, Intial Term Loan, 2nd Lien		71		9/6/2023		69		69
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien		221		3/21/2019		198		189
Foreign Common Stock
Burgundy Diamond Mines Ltd		450,932		7/21/2023		75		57
Greenfire Resources		13,725		9/21/2023		32		82
Convertible Bonds
Authentic Brands		32		9/21/2023		–		32
Preferred Stock
Guitar Center		39		1/8/2021		4		4
Syniverse		527,417		5/13/2022		518		505
Warrants
Guitar Center		1,148		1/8/2021		52		44
Tacora Resources		614,882		5/24/2023		–		–
					$	2,710	$	2,124

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

215

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Liquid Alternative Fund

EXPOSURE WEIGHTINGS^†

	Long		Short
Equity Contracts	74.58	%	–%
Foreign Exchange Contracts	9.83		(69.23	)
Interest Rate Contracts	19.47		(20.53	)

^†Exposures are calculated as the current notional value of the futures contracts as a percentage of net assets.

A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
3 Month SOFR		171			Dec-2025	$	41,137		$	41,092		$	(45	)
MSCI EAFE Index		792			Jun-2024		93,217			93,341			124
MSCI Emerging Markets		198			Jun-2024		10,366			10,385			19
NASDAQ 100 Index E-MINI		40			Jun-2024		14,852			14,780			(72	)
Russell 2000 Index E-MINI		44			Jun-2024		4,629			4,721			92
S&P 500 Index E-MINI		95			Jun-2024		24,814			25,216			402
S&P Mid Cap 400 Index E-MINI		29			Jun-2024		8,685			8,925			240
U.S. Dollar Index		199			Jun-2024		20,372			20,750			378
							218,072			219,210			1,138
Short Contracts
AUD USD Currency		(259	)		Jun-2024	$	(17,204	)	$	(16,921	)	$	283
CAD Currency		(230	)		Jun-2024		(17,099	)		(17,006	)		93
Euro FX		(388	)		Jun-2024		(53,217	)		(52,485	)		732
Japanese Yen		(714	)		Jun-2024		(61,342	)		(59,668	)		1,674
U.S. 10-Year Treasury Note		(292	)		Jun-2024		(32,209	)		(32,353	)		(144	)
U.S. Long Treasury Bond		(91	)		Jun-2024		(10,817	)		(10,960	)		(143	)
							(191,888	)		(189,393	)		2,495
						$	26,184		$	29,817		$	3,633

Percentages are based on Net Assets of $210,996 ($ Thousands).

As of March 31, 2024, all of the Fund's financial instruments carried at valued were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP*.

* 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.

See “Glossary” for abbreviations.

The accompanying notes are an integral part of the financial statements

216

SEI Institutional Managed Trust

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 45.8%
U.S. Treasury Bills
5.414%, 05/16/2024 ^(A)	$	109,868	$	109,150
5.404%, 05/09/2024 ^(A)		48,600		48,330
5.330%, 06/06/2024 ^(A)		95,056		94,147
5.297%, 05/21/2024 ^(A)		65,000		64,524
5.279%, 04/18/2024 ^(A)		50,000		49,876
5.267%, 06/20/2024 ^(A)		5,786		5,719
5.267%, 09/19/2024 (A)		80,000		78,055
5.198%, 08/15/2024 ^(A)		3,325		3,261
5.177%, 08/08/2024 ^(A)		53,729		52,742
U.S. Treasury Inflation Protected Securities
2.375%, 10/15/2028		6,042		6,182
1.750%, 01/15/2034		2,308		2,278
1.625%, 10/15/2027		9,266		9,177
1.375%, 07/15/2033		8,632		8,284
1.375%, 02/15/2044		662		580
1.250%, 04/15/2028		8,329		8,091
1.125%, 01/15/2033		15,531		14,565
1.000%, 02/15/2046		1,171		937
1.000%, 02/15/2049		3,677		2,880
0.875%, 01/15/2029		1,344		1,281
0.750%, 07/15/2028		8,601		8,216
0.750%, 02/15/2045		982		753
0.625%, 07/15/2032		11,358		10,299
0.625%, 02/15/2043		671		515
0.500%, 01/15/2028		4,626		4,377
0.375%, 07/15/2025		2,601		2,544
0.375%, 01/15/2027		2,554		2,436
0.375%, 07/15/2027		2,396		2,279
0.250%, 01/15/2025		651		640
0.250%, 07/15/2029		3,979		3,669
0.250%, 02/15/2050		360		227
0.125%, 07/15/2024		2,598		2,601
0.125%, 10/15/2025		2,377		2,307
0.125%, 04/15/2026		2,352		2,253
0.125%, 07/15/2026		1,287		1,233
0.125%, 04/15/2027		2,622		2,470

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 01/15/2030	$	1,438	$	1,302
0.125%, 07/15/2030		1,323		1,192
0.125%, 01/15/2031		11,492		10,224
0.125%, 07/15/2031		11,967		10,587
0.125%, 01/15/2032		12,461		10,885
Total U.S. Treasury Obligations
(Cost $646,873) ($ Thousands)				641,068
SOVEREIGN DEBT — 10.9%
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	12,155		13,311
0.100%, 04/15/2026		2,387		2,540
0.100%, 04/15/2033		7,663		8,195
0.100%, 04/15/2046		1,506		1,574
French Republic Government Bond OAT
3.400%, 07/25/2029(B)		739		920
1.800%, 07/25/2040(B)		705		887
0.700%, 07/25/2030(B)		17,406		19,204
0.100%, 03/01/2026(B)		1,122		1,202
0.100%, 03/01/2028(B)		2,359		2,502
0.100%, 03/01/2029(B)		16,581		17,643
0.100%, 07/25/2031(B)		9,271		9,806
0.100%, 03/01/2032(B)		7,316		7,646
0.100%, 03/01/2036(B)		561		567
0.100%, 07/25/2038(B)		1,152		1,146
0.100%, 07/25/2047(B)		1,400		1,302
Italy Buoni Poliennali Del Tesoro
2.550%, 09/15/2041(B)		1,056		1,262
2.350%, 09/15/2024(B)		1,237		1,355
2.350%, 09/15/2035(B)		1,103		1,292
1.300%, 05/15/2028(B)		606		659
1.250%, 09/15/2032(B)		2,458		2,629
0.650%, 05/15/2026		289		310
0.400%, 05/15/2030(B)		1,763		1,801
0.150%, 05/15/2051(B)		589		423
Korea International Bond
2.750%, 01/19/2027^	$	1,000		949
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500		2,179
2.500%, 07/17/2024		340		1,647
2.000%, 01/26/2035		932		2,941
1.250%, 11/22/2032		6,789		9,374
1.250%, 11/22/2055		1,573		2,058
0.750%, 11/22/2033		2,640		3,483
0.750%, 03/22/2034		8,139		10,685
0.250%, 03/22/2052		1,874		1,871
0.125%, 03/22/2026		2,196		2,762
0.125%, 08/10/2028		2,707		3,441

SEI Institutional Managed Trust

217

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
0.125%, 03/22/2029	GBP	159	$	201
0.125%, 08/10/2031		129		164
0.125%, 03/22/2044		780		828
0.125%, 03/22/2046		2,933		3,021
0.125%, 08/10/2048		2,751		2,754
0.125%, 03/22/2058		4,432		4,056
0.125%, 11/22/2065		798		699
0.125%, 03/22/2068		757		656
Total Sovereign Debt
(Cost $160,159) ($ Thousands)				151,945
	Shares
FOREIGN COMMON STOCK — 3.6%
Australia — 0.1%
Ampol Ltd		3,171		82
APA Group		26,821		147
Aristocrat Leisure Ltd		3,212		90
ASX Ltd		1,383		60
Aurizon Holdings Ltd		21,309		56
BlueScope Steel Ltd		3,194		50
Brambles Ltd		4,589		48
Cochlear Ltd		247		54
Coles Group Ltd		12,289		136
Computershare Ltd		681		12
CSL Ltd		81		15
Dexus ‡		7,723		40
Endeavour Group Ltd/Australia		7,582		27
Glencore PLC		9,290		51
Goodman Group ‡		501		11
IDP Education Ltd		3,370		39
Insurance Australia Group Ltd		20,132		84
Lottery Corp Ltd/The		30,312		102
Origin Energy Ltd		9,571		57
Qantas Airways Ltd *		8,953		32
Ramsay Health Care Ltd		2,924		108
Rio Tinto PLC		1,750		111
Santos Ltd		15,287		77
Suncorp Group Ltd		7,008		75
Telstra Group Ltd, Cl B		45,924		116
Vicinity Ltd ‡		25,145		35
Washington H Soul Pattinson & Co Ltd		771		17
Westpac Banking Corp		1,983		34
Woodside Energy Group Ltd		2,545		51
Woolworths Group Ltd		6,248		135
Xero Ltd *		943		82
				2,034
Austria — 0.1%
Erste Group Bank AG		3,074		137
OMV AG		5,000		237
Verbund AG		3,687		270

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
voestalpine AG		7,681	$	215
				859
Belgium — 0.1%
Ageas SA/NV		1,537		71
Anheuser-Busch InBev SA/NV		1,142		70
Argenx SE *		312		123
D'ieteren Group		920		204
Elia Group SA/NV		2,353		254
Syensqo SA *		1,000		95
UCB SA, Cl A		1,076		133
Umicore SA		2,473		54
				1,004
Brazil — 0.0%
Yara International ASA		560		18
Canada — 0.3%
Agnico Eagle Mines Ltd		1,381		82
Alimentation Couche-Tard Inc		481		27
AltaGas Ltd		1,810		40
ARC Resources Ltd		6,202		111
Bank of Nova Scotia/The, Cl C		1,239		64
Barrick Gold Corp		806		13
Brookfield Asset Management Ltd, Cl A		336		14
Brookfield Corp, Cl A		1,346		56
Cameco Corp		2,338		101
Canadian Natural Resources Ltd		952		73
Canadian Pacific Kansas City Ltd		398		35
Canadian Tire Corp Ltd, Cl A		894		89
Canadian Utilities Ltd, Cl A		4,850		111
CCL Industries Inc, Cl B		2,082		107
CGI Inc, Cl A *		508		56
Constellation Software Inc/Canada		22		60
Dollarama Inc		691		53
Empire Co Ltd, Cl A		4,984		122
Enbridge Inc		4,791		173
Fairfax Financial Holdings Ltd		25		27
First Quantum Minerals Ltd (Canada)		2,143		23
FirstService Corp		514		85
Franco-Nevada Corp		892		106
George Weston Ltd		427		58
Hydro One Ltd		936		27
iA Financial Corp Inc		1,313		82
IGM Financial Inc		1,781		46
Imperial Oil Ltd		2,660		184
Keyera Corp		3,731		96
Kinross Gold Corp		5,596		34
Loblaw Cos Ltd		548		61
Magna International Inc, Cl A		1,520		83
Manulife Financial Corp		3,345		84
Metro Inc/CN, Cl A		956		51

218

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Northland Power Inc		5,821	$	95
Nutrien Ltd		1,332		72
Open Text Corp		2,952		115
Parkland Corp		2,823		90
Pembina Pipeline Corp		4,545		161
Quebecor Inc, Cl B		3,150		69
RB Global Inc		674		51
Royal Bank of Canada		1,147		116
Saputo Inc		4,704		93
Shopify Inc, Cl A *		272		21
Suncor Energy Inc		5,194		192
TC Energy Corp		4,836		195
Teck Resources Ltd, Cl B		778		36
Toronto-Dominion Bank/The		1,857		112
Tourmaline Oil Corp		3,283		154
Wheaton Precious Metals Corp		696		33
				4,039
China — 0.0%
Sands China Ltd *		36,800		104
Wilmar International Ltd		138,500		352
				456
Denmark — 0.1%
AP Moller - Maersk A/S, Cl A		13		17
Carlsberg AS, Cl B		1,522		208
Danske Bank A/S		4,024		121
DSV A/S		121		20
Novo Nordisk A/S, Cl B		498		64
Novonesis (Novozymes) B, Cl B		5,393		317
Orsted AS *		4,143		232
Pandora A/S		852		138
Tryg A/S		2,801		58
				1,175
Finland — 0.1%
Elisa Oyj		4,930		220
Fortum Oyj		14,020		173
Kesko Oyj, Cl B		5,815		109
Kone Oyj, Cl B		1,311		61
Neste Oyj		6,098		165
Nokia Oyj		46,150		164
Orion Oyj, Cl B		4,209		157
Stora Enso Oyj, Cl R		1,698		24
UPM-Kymmene Oyj, Cl V		408		14
Wartsila OYJ Abp		4,133		63
				1,150
France — 0.2%
Accor SA		1,293		60
Aeroports de Paris SA, Cl A		373		51
Air Liquide SA		872		182

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Arkema SA		736	$	78
BioMerieux		1,345		149
Bollore SE		9,923		66
Bouygues SA		892		36
Capgemini SE		565		130
Carrefour SA		6,251		107
Cie Generale des Etablissements Michelin SCA		1,899		73
Danone SA		1,033		67
Dassault Systemes SE		3,283		146
Edenred SE		1,730		92
Eiffage SA		687		78
Engie SA		13,694		229
Eurazeo SE		468		41
Euronext NV		536		51
Gecina SA ‡		323		33
Getlink SE		4,624		79
Hermes International SCA		44		112
Ipsen SA		736		88
Kering SA		119		47
La Francaise des Jeux SAEM		1,007		41
L'Oreal SA		44		21
LVMH Moet Hennessy Louis Vuitton SE		84		76
Orange SA		17,466		205
Pernod Ricard SA		584		95
Publicis Groupe SA		570		62
Remy Cointreau SA		674		68
Renault SA		1,557		79
Sanofi SA		904		89
Sartorius Stedim Biotech		137		39
Sodexo SA		477		41
STMicroelectronics NV		2,074		89
Teleperformance SE		223		22
Thales SA, Cl A		220		38
TotalEnergies SE		5,627		386
Unibail-Rodamco-Westfield *‡		187		15
Veolia Environnement SA		3,097		101
Vinci SA		720		92
Vivendi SE		4,856		53
Worldline SA/France *		1,571		19
				3,626
Germany — 0.2%
adidas AG		198		44
Allianz SE		347		104
BASF SE		930		53
Bayerische Motoren Werke AG		600		69
Bechtle AG		1,658		88
Beiersdorf AG		1,148		167
Brenntag SE		810		68
Carl Zeiss Meditec AG		84		10
Commerzbank AG		866		12

SEI Institutional Managed Trust

219

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Covestro AG *		333	$	18
Deutsche Boerse AG		198		41
Deutsche Telekom AG		6,455		157
E.ON SE		15,120		210
Fresenius Medical Care AG		725		28
Heidelberg Materials AG		141		16
Henkel AG & Co KGaA		2,041		147
Infineon Technologies AG		2,515		86
Knorr-Bremse AG		603		46
Merck KGaA		510		90
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		134
Puma SE		744		34
QIAGEN NV		713		31
Rheinmetall AG		95		53
RWE AG		3,800		129
Scout24 SE		3,632		274
Siemens Healthineers AG		183		11
Symrise AG, Cl A		1,058		127
Vonovia SE		1,664		49
Zalando SE *		1,399		40
				2,336
Hong Kong — 0.1%
AIA Group Ltd		6,600		44
CK Asset Holdings Ltd		5,931		24
CK Hutchison Holdings Ltd		18,208		88
CK Infrastructure Holdings Ltd		18,000		105
Futu Holdings Ltd ADR *		279		15
Galaxy Entertainment Group Ltd		23,000		116
HKT Trust & HKT Ltd		355,000		414
Hong Kong & China Gas Co Ltd		187,999		143
Power Assets Holdings Ltd		15,974		94
Sino Land Co Ltd		28,000		29
SITC International Holdings Co Ltd		6,000		11
Swire Properties Ltd		18,400		39
Techtronic Industries Co Ltd		4,001		54
WH Group Ltd		655,829		432
				1,608
Ireland — 0.0%
AIB Group PLC		21,728		110
Bank of Ireland Group PLC		12,097		124
Kerry Group PLC, Cl A		2,791		239
Kingspan Group PLC		1,981		181
				654
Israel — 0.0%
Azrieli Group Ltd		746		54
Elbit Systems Ltd		1,354		284
ICL Group Ltd		38,589		205
Nice Ltd *		111		29

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Teva Pharmaceutical Industries Ltd ADR *		16,269	$	230
Wix.com Ltd *		98		13
				815
Italy — 0.1%
Amplifon SpA		633		23
Davide Campari-Milano NV		21,442		216
DiaSorin SpA		130		13
Eni SpA		3,134		50
FinecoBank Banca Fineco SpA		4,628		69
Infrastrutture Wireless Italiane SpA		10,607		121
Nexi SpA *		2,656		17
Poste Italiane SpA		8,102		101
Prysmian SpA		1,571		82
Recordati Industria Chimica e Farmaceutica SpA		2,099		116
Snam SpA		6,697		32
Telecom Italia SpA/Milano *		322,664		78
Terna - Rete Elettrica Nazionale		19,352		160
				1,078
Japan — 1.0%
Advantest Corp		800		35
Aeon Co Ltd, Cl H		5,400		128
Aisin Corp		1,500		61
Ajinomoto Co Inc		1,000		37
ANA Holdings Inc		3,500		73
Asahi Group Holdings Ltd		2,400		88
Asahi Intecc Co Ltd		4,400		77
Astellas Pharma Inc		6,600		71
Bandai Namco Holdings Inc		4,500		83
Brother Industries Ltd		9,300		172
Canon Inc		5,200		155
Capcom Co Ltd		8,200		153
Central Japan Railway Co		3,000		74
Chiba Bank Ltd/The, Cl B		7,300		61
Chubu Electric Power Co Inc		24,700		322
Chugai Pharmaceutical Co Ltd		2,500		95
Concordia Financial Group Ltd		15,100		76
Dai Nippon Printing Co Ltd		3,300		101
Daifuku Co Ltd		2,100		50
Dai-ichi Life Holdings Inc		2,300		58
Daiichi Sankyo Co Ltd		3,800		120
Daito Trust Construction Co Ltd		900		102
Daiwa House Industry Co Ltd		1,300		39
Dentsu Group Inc		4,300		119
Disco Corp		100		36
East Japan Railway Co		3,600		69
Eisai Co Ltd		2,000		82
ENEOS Holdings Inc		64,000		307
Fast Retailing Co Ltd		2		1
FUJIFILM Holdings Corp		6,300		141

220

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Fujitsu Ltd		5,000	$	80
GLP J-Reit ‡		44		37
Hankyu Hanshin Holdings Inc		3,600		103
Hirose Electric Co Ltd		882		90
Hitachi Construction Machinery Co Ltd		500		15
Hoya Corp		800		100
Ibiden Co Ltd		1,500		67
Idemitsu Kosan Co Ltd		43,790		299
Iida Group Holdings Co Ltd		3,400		44
Inpex Corp		17,200		261
Japan Airlines Co Ltd		5,500		104
Japan Metropolitan Fund Invest, Cl A ‡		64		40
Japan Post Bank Co Ltd		1,400		15
Japan Real Estate Investment Corp ‡		12		43
Japan Tobacco Inc		6,700		178
JFE Holdings Inc		5,400		89
JSR Corp		1,900		54
Kansai Electric Power Co Inc/The		15,400		219
Kao Corp		2,400		90
KDDI Corp		10,000		295
Kikkoman Corp		4,500		58
Kintetsu Group Holdings Co Ltd		4,000		116
Kirin Holdings Co Ltd		8,900		124
Kobe Bussan Co Ltd		2,600		64
Koito Manufacturing Co Ltd		900		12
Komatsu Ltd		300		9
Konami Group Corp		2,400		163
Kubota Corp		3,100		48
Kyocera Corp		12,000		160
Kyowa Kirin Co Ltd		6,400		115
Lasertec Corp		100		28
LY Corp		39,800		101
M3 Inc		3,400		49
Marubeni Corp		1,000		17
MatsukiyoCocokara & Co		3,300		53
MEIJI Holdings Co Ltd		4,800		105
Mitsubishi Chemical Group Corp, Cl B		11,400		69
Mitsui Fudosan Co Ltd		7,500		80
MonotaRO Co Ltd		2,000		24
NEC Corp		700		51
Nexon Co Ltd		5,300		88
Nintendo Co Ltd		3,040		166
Nippon Building Fund Inc ‡		13		52
Nippon Paint Holdings Co Ltd		5,400		39
Nippon Prologis REIT Inc ‡		40		71
Nippon Sanso Holdings Corp		2,600		81
Nippon Steel Corp		1,400		34
Nippon Telegraph & Telephone Corp		126,300		150
Nippon Yusen KK		900		25
Nissan Chemical Corp		1,800		68
Nissin Foods Holdings Co Ltd		6,000		165
Nitori Holdings Co Ltd		600		90

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nomura Holdings Inc		12,000	$	76
Nomura Real Estate Holdings Inc		700		20
Nomura Real Estate Master Fund Inc ‡		44		43
Nomura Research Institute Ltd		1,800		51
NTT Data Group Corp		5,300		84
Obic Co Ltd		500		75
Odakyu Electric Railway Co Ltd		3,500		48
Olympus Corp		3,600		52
Omron Corp, Cl JP		1,100		39
Ono Pharmaceutical Co Ltd		7,100		116
Oracle Corp Japan		1,500		112
Oriental Land Co Ltd/Japan		3,000		96
ORIX Corp		500		11
Osaka Gas Co Ltd		21,100		474
Otsuka Corp		6,200		131
Otsuka Holdings Co Ltd		3,200		133
Pan Pacific International Holdings Corp		1,900		50
Panasonic Holdings Corp		10,200		97
Rakuten Group Inc *		7,600		43
Renesas Electronics Corp		1,800		32
Ricoh Co Ltd		6,500		58
Rohm Co Ltd		3,500		56
SBI Holdings Inc		2,400		63
SCSK Corp		4,600		85
Secom Co Ltd		1,100		80
Seiko Epson Corp		2,400		42
Seven & i Holdings Co Ltd		4,600		67
SG Holdings Co Ltd		8,000		101
Sharp Corp/Japan *		4,700		26
Shimadzu Corp		2,300		64
Shimano Inc		400		60
Shin-Etsu Chemical Co Ltd, Cl A		1,500		65
Shionogi & Co Ltd		2,200		112
Shiseido Co Ltd		1,900		52
Shizuoka Financial Group Inc		12,000		114
SoftBank Corp		18,300		235
SoftBank Group Corp		1,200		71
Sompo Holdings Inc		600		13
Sony Group Corp		800		68
Square Enix Holdings Co Ltd		3,200		123
Subaru Corp		3,700		84
SUMCO Corp		4,600		72
Sumitomo Metal Mining Co Ltd		1,000		30
Suntory Beverage & Food Ltd		1,600		54
Sysmex Corp		3,000		53
T&D Holdings Inc		4,600		80
Taisei Corp		1,900		69
Takeda Pharmaceutical Co Ltd		4,318		120
TDK Corp		1,900		93
Terumo Corp		5,600		102
TIS Inc		3,900		83
Tobu Railway Co Ltd		5,000		125

SEI Institutional Managed Trust

221

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Toho Co Ltd/Tokyo		4,200	$	139
Tokio Marine Holdings Inc		400		12
Tokyo Electric Power Co Holdings Inc *		30,700		186
Tokyo Gas Co Ltd		20,400		463
Tokyu Corp		7,000		85
Toray Industries Inc		10,000		48
Toyota Industries Corp		700		73
Toyota Motor Corp		400		10
Trend Micro Inc/Japan		300		15
Unicharm Corp		2,100		67
West Japan Railway Co		6,800		142
Yakult Honsha Co Ltd		4,200		86
Yamaha Corp		1,100		24
Yamato Holdings Co Ltd		2,500		36
Yaskawa Electric Corp		1,400		59
Yokogawa Electric Corp		3,700		85
ZOZO Inc		1,800		45
				13,562
Jordan — 0.0%
Hikma Pharmaceuticals PLC		6,315		153
Luxembourg — 0.0%
Eurofins Scientific SE		1,432		91
Netherlands — 0.1%
ABN AMRO Bank NV		1,050		18
Adyen NV *		10		17
Aegon Ltd		14,434		88
Akzo Nobel NV		725		54
ArcelorMittal SA		2,187		60
ASM International NV		48		29
ASML Holding NV		39		38
BE Semiconductor Industries NV		181		28
DSM-Firmenich AG		490		56
Heineken NV		97		9
ING Groep NV		949		16
Koninklijke Ahold Delhaize NV		1,403		42
Koninklijke KPN NV		43,321		162
Koninklijke Philips NV *		9,957		200
OCI NV		1,649		45
Prosus NV		5,442		171
Randstad NV		360		19
Universal Music Group NV		2,634		79
Wolters Kluwer NV		188		30
				1,161
New Zealand — 0.1%
Auckland International Airport Ltd		34,133		171
EBOS Group Ltd		7,159		147
Fisher & Paykel Healthcare Corp Ltd		4,779		73

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Mercury NZ Ltd		14,943	$	62
Meridian Energy Ltd		20,866		74
Spark New Zealand Ltd		141,542		403
				930
Norway — 0.1%
Adevinta ASA, Cl B *		9,175		96
Aker BP ASA		3,843		96
Equinor ASA		6,962		187
Gjensidige Forsikring ASA		3,339		49
Kongsberg Gruppen ASA		3,303		228
Norsk Hydro ASA		9,750		54
Orkla ASA		3,794		27
Telenor ASA		9,474		105
				842
Portugal — 0.1%
EDP - Energias de Portugal SA		56,709		221
Galp Energia SGPS SA		26,968		446
Jeronimo Martins SGPS SA		13,817		274
				941
Singapore — 0.1%
CapitaLand Ascendas REIT ‡		28,900		59
CapitaLand Investment Ltd/Singapore		15,100		30
City Developments Ltd		10,200		44
Genting Singapore Ltd		255,800		168
Jardine Cycle & Carriage Ltd		400		7
Jardine Matheson Holdings Ltd		464		17
Oversea-Chinese Banking Corp Ltd		4,100		41
Sea Ltd ADR *		1,760		95
Sembcorp Industries Ltd		70,100		281
Singapore Exchange Ltd		7,100		48
Singapore Technologies Engineering Ltd		26,600		79
Singapore Telecommunications Ltd		56,500		106
				975
South Korea — 0.0%
Delivery Hero SE, Cl A *		1,113		32
Spain — 0.1%
Acciona SA		69		8
ACS Actividades de Construccion y Servicios SA		600		25
Aena SME SA		114		22
Amadeus IT Group SA, Cl A		799		51
CaixaBank SA		13,416		65
Cellnex Telecom SA		1,288		46
EDP Renovaveis SA		11,970		162
Enagas SA		5,761		86
Endesa SA		1,229		23

222

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Grifols SA *		12,839	$	116
Iberdrola SA		1,071		13
Industria de Diseno Textil SA		1,828		92
Repsol SA, Cl A		25,048		418
Telefonica SA		41,335		183
				1,310
Sweden — 0.1%
Atlas Copco AB, Cl A		1,380		23
Boliden AB		2,335		65
Epiroc AB, Cl A		1,094		21
EQT AB		941		30
Essity AB, Cl B		6,820		162
Evolution AB		165		21
Getinge AB, Cl B		3,429		69
Hexagon AB, Cl B		10,325		122
Holmen AB, Cl B		259		11
Nibe Industrier AB, Cl B		3,304		16
Sagax AB, Cl B		501		13
Skandinaviska Enskilda Banken AB, Cl A		5,484		74
SKF AB, Cl B		1,337		27
Svenska Cellulosa AB SCA, Cl B		1,231		19
Svenska Handelsbanken AB, Cl A		7,194		73
Swedish Orphan Biovitrum AB *		5,208		130
Tele2 AB, Cl B		7,288		60
Telefonaktiebolaget LM Ericsson, Cl B		24,467		132
Telia Co AB		26,853		69
				1,137
Switzerland — 0.2%
ABB Ltd		876		41
Adecco Group AG		1,187		47
Alcon Inc		637		53
Avolta AG *		1,679		70
Bachem Holding AG, Cl B		604		58
Baloise Holding AG		496		78
Barry Callebaut AG		104		151
BKW AG		3,038		467
Chocoladefabriken Lindt & Spruengli AG		1		121
Cie Financiere Richemont SA, Cl A		745		114
Clariant AG		5,826		79
Givaudan SA		26		116
Holcim AG		578		52
Logitech International SA		2,356		211
Lonza Group AG		52		31
Nestle SA		1,850		197
Novartis AG		1,266		123
Partners Group Holding AG		14		20
Roche Holding AG		484		131
Sandoz Group AG *		2,798		84
Schindler Holding AG		179		44
SGS SA		1,025		100

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
SIG Group AG		4,394	$	98
Sika AG		195		58
Sonova Holding AG		126		36
Straumann Holding AG		152		24
Swatch Group AG/The, Cl B		251		58
Swiss Life Holding AG		180		126
Swiss Prime Site AG		588		55
Swisscom AG		741		454
Temenos AG		2,148		154
UBS Group AG		1,036		32
VAT Group AG		78		40
Zurich Insurance Group AG		87		47
				3,570
United Kingdom — 0.3%
Admiral Group PLC		334		12
Antofagasta PLC		1,413		36
Associated British Foods PLC		3,032		96
AstraZeneca PLC		1,035		140
Auto Trader Group PLC		6,193		55
BAE Systems PLC		3,296		56
Barratt Developments PLC		6,905		41
Berkeley Group Holdings PLC		1,223		74
BP PLC		42,110		264
British American Tobacco PLC		1,522		46
BT Group PLC, Cl A		104,801		145
Bunzl PLC		3,000		116
Burberry Group PLC		2,683		41
Centrica PLC		72,174		116
Coca-Cola HBC AG		653		21
Compass Group PLC		3,169		93
CRH PLC		374		32
DCC PLC		732		53
Diageo PLC		2,888		107
Endeavour Mining PLC		3,666		75
Experian PLC		1,157		50
Flutter Entertainment PLC *		109		22
GSK PLC		4,891		106
Haleon PLC		10,105		43
Halma PLC		5,482		164
Hargreaves Lansdown PLC		4,638		43
Imperial Brands PLC		5,956		133
Informa PLC		8,891		93
InterContinental Hotels Group PLC		861		90
Kingfisher PLC		15,739		50
Land Securities Group PLC ‡		4,420		37
London Stock Exchange Group PLC		585		70
Mondi PLC		5,292		93
National Grid PLC		4,637		62
NMC Health PLC		12,179		—
Ocado Group PLC *		3,366		19
Pearson PLC		2,878		38

SEI Institutional Managed Trust

223

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Persimmon PLC		2,512	$	42
Phoenix Group Holdings PLC		7,887		55
Prudential PLC		1,980		19
Reckitt Benckiser Group PLC		506		29
RELX PLC		3,034		131
Rentokil Initial PLC		12,011		72
Rolls-Royce Holdings PLC *		4,996		27
Sage Group PLC/The		12,410		198
Segro PLC ‡		3,917		45
Severn Trent PLC		3,984		124
Shell PLC		10,804		358
Smith & Nephew PLC		9,612		120
Smiths Group PLC		3,056		63
Smurfit Kappa Group PLC		6,239		285
SSE PLC		6,499		135
Taylor Wimpey PLC		28,947		50
Tesco PLC		17,126		64
United Utilities Group PLC, Cl B		4,423		57
Vodafone Group PLC		157,079		140
Whitbread PLC		1,289		54
WPP PLC		6,268		60
				4,860
Total Foreign Common Stock
(Cost $45,369) ($ Thousands)				50,416
EXCHANGE TRADED FUND — 1.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		14,195
Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				14,195
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 0.0%^
Energy — 0.0%
CNOOC Petroleum North America ULC
5.875%, 03/10/2035 ^	$	100		106
Financials — 0.0%
Landwirtschaftliche Rentenbank
2.000%, 01/13/2025 ^		250		244
Total Corporate Obligations
(Cost $358) ($ Thousands)				350

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 0.0%
Consumer Discretionary — 0.0%
Global-e Online Ltd, Cl E *		5,075	$	185
Information Technology — 0.0%
CyberArk Software Ltd *		138		37
Monday.com Ltd *		126		28
				65
Total Common Stock
(Cost $228) ($ Thousands)				250
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE (C)		646		34
Health Care — 0.0%
Sartorius AG (C)		58		23
Total Preferred Stock
(Cost $61) ($ Thousands)				57
		Number of Warrants
WARRANT — 0.0%
Constellation Software Inc.‡‡(D)	$	100		–
Total Warrant
(Cost $—) ($ Thousands)				–
		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *‡‡		422		–
Total Rights
(Cost $—) ($ Thousands)				–
Total Investments in Securities — 61.3%
(Cost $867,969) ($ Thousands)			$	858,281

224

SEI Institutional Managed Trust

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
Aluminum^		11		Jul-2024	$	623	$	640	$	17
Australian 10-Year Bond		760		Jun-2024		58,479		57,800		(18	)
Australian 10-Year Bond		675		Jun-2024		51,923		51,336		18
Australian 3-Year Bond		140		Jun-2024		9,867		9,765		6
Brent Crude^		183		May-2024		14,907		15,765		858
Brent Crude^		149		Apr-2024		12,562		12,962		400
CAC40 10 Euro Index		68		Apr-2024		6,041		6,039		62
Canadian 10-Year Bond		600		Jun-2024		53,145		53,356		311
Coffee C^		115		May-2024		7,982		8,144		162
Coffee C^		3		Jul-2024		210		212		2
Copper^		46		Jul-2024		4,464		4,645		181
Copper^		20		May-2024		1,937		2,003		66
Corn^		177		Jul-2024		3,879		4,023		144
Corn^		365		May-2024		8,112		8,067		(45	)
Cotton No. 2^		64		Jul-2024		3,023		2,943		(80	)
Cotton No. 2^		38		May-2024		1,690		1,736		46
DAX Index		7		Jun-2024		3,444		3,549		146
Euro STOXX 50		537		Jun-2024		28,706		29,259		869
Euro-Bobl		485		Jun-2024		61,970		61,939		269
Euro-BTP		221		Jun-2024		28,144		28,405		395
Euro-Bund		218		Jun-2024		31,326		31,403		236
Euro-Buxl		113		Jun-2024		16,294		16,573		353
Euro-OAT		84		Jun-2024		11,530		11,628		121
Euro-Schatz		48		Jun-2024		5,506		5,479		2
Feeder Cattle^		9		Aug-2024		1,203		1,165		(38	)
Feeder Cattle^		41		May-2024		5,301		5,098		(203	)
FTSE 100 Index		313		Jun-2024		30,966		31,585		990
FTSE MIB Index		141		Jun-2024		25,486		26,055		870
FTSE Taiwan Index		107		Apr-2024		7,375		7,383		8
FTSE/JSE Top 40 Index		3		Jun-2024		107		110		3
Gasoline^		27		Apr-2024		3,011		3,085		74
Gasoline^		79		May-2024		8,529		8,921		392
Gold^		227		Jun-2024		48,387		50,812		2,425
Hang Seng China Enterprises Index		3		Apr-2024		111		111		–
Hang Seng Index		102		Apr-2024		10,779		10,798		25
IBEX		103		Apr-2024		11,745		12,312		694
IFSC Nifty50 Index		312		Apr-2024		13,900		14,028		128
Japanese 10-Year Bond		200		Jun-2024		196,872		192,778		351
Japanese 10-Year Government Bond E-MINI		7		Jun-2024		688		673		–
KC HRW Wheat^		21		May-2024		615		614		(1	)
KOSPI 200 Index		124		Jun-2024		8,558		8,651		303
Lean Hogs^		74		Jun-2024		2,984		3,004		20
Live Cattle^		151		Jun-2024		10,966		10,887		(79	)
Live Cattle^		22		Aug-2024		1,597		1,568		(29	)
LME Copper^		34		Jun-2024		7,263		7,530		267
LME Lead^		33		Jun-2024		1,724		1,693		(31	)
LME Nickel^		56		Jun-2024		5,825		5,625		(200	)
LME Primary Aluminum^		272		Jun-2024		15,362		15,875		513
LME Zinc^		107		Jun-2024		6,486		6,514		28
LME Zinc^		37		Jun-2024		2,325		2,253		(72	)
Long Gilt 10-Year Bond		873		Jun-2024		108,622		110,216		2,006
Low Sulphur Gasoil^		17		May-2024		1,370		1,373		3
Low Sulphur Gasoil^		78		Jun-2024		6,325		6,256		(69	)
Low Sulphur Gasoil^		42		Jun-2024		3,326		3,368		42
MSCI Emerging Markets		546		Jun-2024		28,717		28,638		(79	)

SEI Institutional Managed Trust

225

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Natural Gas^		450			May-2024	$	9,441		$	8,987		$	(454	)
NY Harbor ULSD^		11			Apr-2024		1,194			1,212			18
NY Harbor ULSD^		79			May-2024		8,579			8,691			112
NYMEX Cocoa^		15			May-2024		964			1,465			501
NYMEX Cocoa^		116			Jul-2024		7,834			10,796			2,962
OMX Stockholm 30		183			Apr-2024		4,430			4,320			81
Russell 2000 Index E-MINI		390			Jun-2024		41,172			41,845			673
S&P 500 Index E-MINI		1,514			Jun-2024		395,614			401,854			6,240
S&P Mid Cap 400 Index E-MINI		61			Jun-2024		18,262			18,772			510
S&P TSX 60 Index		28			Jun-2024		5,474			5,551			95
Silver^		142			May-2024		16,591			17,691			1,100
Soybean^		18			May-2024		1,087			1,072			(15	)
Soybean^		68			Jul-2024		3,977			4,098			121
Soybean Meal^		32			May-2024		1,132			1,080			(52	)
Soybean Meal^		186			Jul-2024		6,271			6,343			72
Soybean Meal^		13			May-2024		439			439			–
Soybean Oil^		110			Jul-2024		3,057			3,199			142
Soybean Oil^		90			May-2024		2,573			2,589			16
SPI 200 Index		40			Jun-2024		5,064			5,187			151
Sugar No. 11^		32			Apr-2024		802			808			6
Sugar No. 11^		473			Jun-2024		11,237			11,734			497
TOPIX Index		196			Jun-2024		35,167			35,609			704
U.S. 2-Year Treasury Note		500			Jun-2024		102,413			102,243			(170	)
U.S. 5-Year Treasury Note		1,142			Jun-2024		121,945			122,212			267
U.S. 10-Year Treasury Note		1,545			Jun-2024		170,158			171,181			1,023
U.S. Long Treasury Bond		454			Jun-2024		53,489			54,679			1,190
U.S. Ultra Long Treasury Bond		170			Jun-2024		21,436			21,930			494
Wheat^		70			May-2024		2,065			1,960			(105	)
Wheat^		116			Jul-2024		3,266			3,340			74
WTI Crude Oil^		245			May-2024		19,001			20,193			1,192
							2,076,423			2,097,730			30,307
Short Contracts
Canadian 10-Year Bond		(243	)		Jun-2024	$	(21,563	)	$	(21,609	)	$	(88	)
Copper^		(2	)		May-2024		(195	)		(201	)		(6	)
DAX Index		(59	)		Jun-2024		(29,250	)		(29,910	)		(938	)
FTSE KLCI		(24	)		Apr-2024		(390	)		(388	)		1
Mexican Bolsa Index		(6	)		Jun-2024		(199	)		(210	)		(8	)
MSCI Singapore Index		(72	)		Apr-2024		(1,556	)		(1,551	)		3
Natural Gas^		(2	)		Apr-2024		(35	)		(36	)		(1	)
NY Harbor ULSD^		(18	)		Apr-2024		(2,007	)		(1,982	)		25
OMX Stockholm 30		(141	)		Apr-2024		(3,440	)		(3,329	)		(38	)
Platinum^		(3	)		Feb-2025		(44	)		(44	)		(1	)
S&P TSX 60 Index		(1	)		Jun-2024		(195	)		(199	)		(3	)
SET 50		(263	)		Jun-2024		(1,213	)		(1,201	)		7
Soybean^		(19	)		May-2024		(1,127	)		(1,132	)		(5	)
SPI 200 Index		(82	)		Jun-2024		(10,376	)		(10,634	)		(293	)
Sugar No. 11^		(11	)		Apr-2024		(270	)		(278	)		(8	)
WTI Crude Oil^		(66	)		Apr-2024		(5,358	)		(5,490	)		(132	)
							(77,218	)		(78,194	)		(1,485	)
						$	1,999,205		$	2,019,536		$	28,822

226

SEI Institutional Managed Trust

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		04/26/24		GBP	32,900		USD	41,740	$	180
BNYMellon		04/26/24		USD	9,453		GBP	7,500		21
BNYMellon		04/26/24		USD	12,454		EUR	11,500		(22	)
Brown Brothers Harriman		04/30/24		CHF	3,170		USD	3,526		(6	)
Brown Brothers Harriman		04/30/24		JPY	2,078,430		USD	13,803		5
Citigroup		06/20/24		USD	89		PHP	5,000		—
Citigroup		06/20/24		USD	90		PHP	5,000		(1	)
Citigroup		06/20/24		USD	278		COP	1,112,083		5
Citigroup		06/20/24		USD	524		SGD	695		(8	)
Citigroup		06/20/24		USD	533		THB	19,000		(9	)
Citigroup		06/20/24		PLN	411		USD	103		—
Citigroup		06/20/24		PLN	137		USD	34		—
Citigroup		06/20/24		USD	31		TWD	1,000		—
Citigroup		06/20/24		USD	654		TWD	20,500		(10	)
Citigroup		06/20/24		USD	83		PLN	332		—
Citigroup		06/20/24		USD	713		PLN	2,816		(7	)
Citigroup		06/20/24		THB	1,000		USD	28		—
Citigroup		06/20/24		USD	283		CZK	6,633		—
Citigroup		06/20/24		USD	1,819		CZK	42,399		(8	)
Citigroup		06/20/24		ILS	2,775		USD	774		13
Citigroup		06/20/24		ILS	610		USD	166		(1	)
Citigroup		06/20/24		BRL	4,795		USD	954		3
Citigroup		06/20/24		USD	12		KRW	16,668		—
Citigroup		06/20/24		USD	4,958		KRW	6,562,214		(71	)
Citigroup		06/20/24		USD	4,407		ZAR	85,004		53
Citigroup		06/20/24		USD	875		ZAR	16,500		(9	)
Citigroup		06/20/24		TWD	5,500		USD	176		3
Citigroup		06/20/24		SGD	5,866		USD	4,389		26
Citigroup		06/20/24		ZAR	1,000		USD	53		—
Citigroup		06/20/24		ZAR	5,000		USD	260		(2	)
Citigroup		06/20/24		MXN	6,500		USD	381		(6	)
Citigroup		06/20/24		USD	974		HUF	357,312		1
Citigroup		06/20/24		USD	7,393		HUF	2,678,184		(82	)
Citigroup		06/20/24		USD	9,226		CNH	66,008		(98	)
Citigroup		06/20/24		CNH	11,265		USD	1,570		12
Citigroup		06/20/24		USD	86		BRL	436		—
Citigroup		06/20/24		USD	11,689		BRL	58,777		(36	)
Citigroup		06/20/24		USD	14,579		EUR	13,339		(127	)
Citigroup		06/20/24		GBP	14,926		USD	18,977		118
Citigroup		06/20/24		GBP	1,288		USD	1,627		(1	)
Citigroup		06/20/24		USD	120		INR	10,000		—
Citigroup		06/20/24		USD	20,970		INR	1,745,125		(83	)
Citigroup		06/20/24		USD	23,509		MXN	405,703		591
Citigroup		06/20/24		HUF	20,000		USD	55		—
Citigroup		06/20/24		HUF	5,000		USD	14		—
Citigroup		06/20/24		PHP	60,000		USD	1,071		3
Citigroup		06/20/24		CZK	25,589		USD	1,098		4

SEI Institutional Managed Trust

227

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/20/24		CZK	35,911		USD	1,531	$	(3	)
Citigroup		06/20/24		EUR	81,334		USD	88,689		562
Citigroup		06/20/24		EUR	825		USD	894		—
Citigroup		06/20/24		KRW	550,000		USD	421		11
Citigroup		06/20/24		COP	1,100,000		USD	277		(4	)
Citigroup		06/20/24		IDR	2,522,222		USD	161		2
Citigroup		06/21/24		USD	873		CLP	860,712		3
Citigroup		06/21/24		USD	1,357		CLP	1,312,305		(21	)
Citigroup		06/21/24		CLP	362,187		USD	373		4
Citigroup		06/21/24		CLP	279,896		USD	283		(2	)
JPMorgan Chase Bank		06/20/24		USD	89		PHP	5,000		—
JPMorgan Chase Bank		06/20/24		USD	90		PHP	5,000		(1	)
JPMorgan Chase Bank		06/20/24		USD	278		COP	1,112,083		6
JPMorgan Chase Bank		06/20/24		USD	524		SGD	695		(7	)
JPMorgan Chase Bank		06/20/24		USD	533		THB	19,000		(9	)
JPMorgan Chase Bank		06/20/24		PLN	411		USD	103		1
JPMorgan Chase Bank		06/20/24		PLN	137		USD	34		—
JPMorgan Chase Bank		06/20/24		USD	31		TWD	1,000		—
JPMorgan Chase Bank		06/20/24		USD	654		TWD	20,500		(10	)
JPMorgan Chase Bank		06/20/24		USD	83		PLN	332		—
JPMorgan Chase Bank		06/20/24		USD	713		PLN	2,816		(7	)
JPMorgan Chase Bank		06/20/24		THB	1,000		USD	28		1
JPMorgan Chase Bank		06/20/24		USD	283		CZK	6,633		1
JPMorgan Chase Bank		06/20/24		USD	1,819		CZK	42,399		(7	)
JPMorgan Chase Bank		06/20/24		ILS	2,775		USD	774		14
JPMorgan Chase Bank		06/20/24		ILS	610		USD	166		—
JPMorgan Chase Bank		06/20/24		BRL	4,795		USD	954		4
JPMorgan Chase Bank		06/20/24		USD	12		KRW	16,668		—
JPMorgan Chase Bank		06/20/24		USD	4,958		KRW	6,562,214		(71	)
JPMorgan Chase Bank		06/20/24		USD	4,406		ZAR	85,004		54
JPMorgan Chase Bank		06/20/24		USD	875		ZAR	16,500		(9	)
JPMorgan Chase Bank		06/20/24		TWD	5,500		USD	176		3
JPMorgan Chase Bank		06/20/24		SGD	5,866		USD	4,390		26
JPMorgan Chase Bank		06/20/24		ZAR	1,000		USD	53		1
JPMorgan Chase Bank		06/20/24		ZAR	5,000		USD	260		(2	)
JPMorgan Chase Bank		06/20/24		MXN	6,500		USD	381		(5	)
JPMorgan Chase Bank		06/20/24		USD	974		HUF	357,312		2
JPMorgan Chase Bank		06/20/24		USD	7,393		HUF	2,678,184		(82	)
JPMorgan Chase Bank		06/20/24		USD	9,226		CNH	66,008		(98	)
JPMorgan Chase Bank		06/20/24		CNH	11,265		USD	1,570		13
JPMorgan Chase Bank		06/20/24		USD	228		BRL	1,148		—
JPMorgan Chase Bank		06/20/24		USD	11,548		BRL	58,064		(35	)
JPMorgan Chase Bank		06/20/24		GBP	11,782		USD	14,971		84
JPMorgan Chase Bank		06/20/24		USD	120		INR	10,000		—
JPMorgan Chase Bank		06/20/24		USD	20,970		INR	1,745,125		(83	)
JPMorgan Chase Bank		06/20/24		USD	23,509		MXN	405,703		592
JPMorgan Chase Bank		06/20/24		HUF	20,000		USD	55		—
JPMorgan Chase Bank		06/20/24		HUF	5,000		USD	14		—
JPMorgan Chase Bank		06/20/24		PHP	60,000		USD	1,071		4

228

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		06/20/24		CZK	25,589		USD	1,098	$	4
JPMorgan Chase Bank		06/20/24		CZK	35,911		USD	1,531		(3	)
JPMorgan Chase Bank		06/20/24		EUR	64,532		USD	70,345		423
JPMorgan Chase Bank		06/20/24		EUR	33		USD	36		—
JPMorgan Chase Bank		06/20/24		KRW	550,000		USD	421		12
JPMorgan Chase Bank		06/20/24		COP	1,100,000		USD	277		(4	)
JPMorgan Chase Bank		06/20/24		IDR	2,522,222		USD	161		2
JPMorgan Chase Bank		06/21/24		USD	873		CLP	860,712		3
JPMorgan Chase Bank		06/21/24		USD	1,357		CLP	1,312,305		(21	)
JPMorgan Chase Bank		06/21/24		CLP	362,188		USD	373		5
JPMorgan Chase Bank		06/21/24		CLP	279,896		USD	283		(1	)
State Street		04/26/24		EUR	51,500		USD	55,879		205
State Street		04/30/24		AUD	2,820		USD	1,848		7
State Street		04/30/24		GBP	3,840		USD	4,854		4
State Street		04/30/24		CAD	5,400		USD	3,984		(9	)
State Street		04/30/24		HKD	13,350		USD	1,708		1
State Street		04/30/24		EUR	13,400		USD	14,561		73
									$	2,084

A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount ($ Thousands)

Value ($ Thousands)

Upfront Payments ($ Thousands)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Bank of America

BOVESPA INDEX FUTURE APR24

POSITIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

04/17/2024

BRL

$

8,430

$

8,234

$

–

$

(196

)

Bank of America

TAIEX FUTURES APR24

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

04/17/2024

TWD

8,776

8,837

–

61

JPMorgan Chase

AEX INDEX FUTURE SWAP APR24

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

04/19/2024

EUR

(2,083

)

(2,099

)

–

(17

)

JPMorgan Chase

HSCEI FUTURES SWAP APR24

POSITIVE PRICE RETURN

ASSET RETURN

At Maturity

05/02/2024

HKD

9,301

9,286

–

(15

)

Bank of America

HSCEI FUTURES SWAP APR24

POSITIVE PRICE RETURN

ASSET RETURN

At Maturity

05/02/2024

HKD

12,351

12,406

–

55

Bank of America

KOSPI 200 INDEX FUTURE JUN24

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

06/11/2024

KRW

3,516

3,558

–

43

Citibank

MSCI INTERNATIONAL SOUTH AFRICA NET INDEX

JIBA1M INDEX

ASSET RETURN

Monthly

06/19/2024

ZAR

12,133

(6

)

–

(6

)

Bank of America

WIG 20 INDEX FUTURE SWAP JUN`24

NEGATIVE PRICE RETURN

POSITIVE PRICE RETURN

At Maturity

06/19/2024

PLN

(183

)

(183

)

–

–

Citibank

MSCI INTERNATIONAL SINGAPORE NET INDEX

SIBCSORA INDEX

ASSET RETURN

Monthly

06/19/2024

SGD

2,306

(15

)

–

(15

)

Citibank

MSCI INTERNATIONAL SWEDEN NET

STBB1M INDEX

ASSET RETURN

Monthly

06/19/2024

SEK

25,146

(7

)

–

(7

)

Citibank

TEL AVIV 35 INDEX

TELBOR01 INDEX

ASSET RETURN

Monthly

06/19/2024

ILS

534

(7

)

–

(7

)

Citibank

MSCI INTERNATIONAL HONG KONG NET INDEX

ASSET RETURN

HIHD01M INDEX

Monthly

06/19/2024

HKD

1,289

–

–

–

Citibank

MSCI INTERNATIONAL SPAIN NET INDEX

ASSET RETURN

ESTRON INDEX

Monthly

06/19/2024

EUR

1,736

76

–

76

Citibank

MSCI INTERNATIONAL NETHERLANDS NET INDEX

ESTRON INDEX

ASSET RETURN

Monthly

06/19/2024

EUR

1,282

(29

)

–

(29

)

Citibank

MSCI INTERNATIONAL ITALY NET INDEX

ASSET RETURN

ESTRON INDEX

Monthly

06/19/2024

EUR

499

16

–

16

Citibank

MSCI INTERNATIONAL SWITZERLAND NET INDEX

SSARON INDEX

ASSET RETURN

Monthly

06/19/2024

CHF

4,566

7

–

7

SEI Institutional Managed Trust

229

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Accumulation Fund (Concluded)

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)

Citibank

MSCI INTERNATIONAL CANADA NET INDEX

CAONREPO INDEX

ASSET RETURN

Monthly

06/19/2024

CAD

$

7,582

$

(32

)

$

–

$

(32

)

Citibank

MSCI INTERNATIONAL MEXICO NET RETURN INDEX

MXIBTIIE INDEX

ASSET RETURN

Monthly

06/19/2024

MXN

8,064

(9

)

–

(9

)

Citibank

MSCI INTERNATIONAL BRAZIL NET INDEX

ASSET RETURN

BZDIOVRA INDEX

Monthly

06/19/2024

BRL

13,948

(11

)

–

(11

)

Citibank

MSCI TAIWAN NET INDEX

ASSET RETURN

NDEUSTW INDEX

Monthly

06/20/2024

USD

347

(4

)

–

(4

)

Citibank

MSCI THAILAND NET INDEX

NDEUTHF INDEX

ASSET RETURN

Monthly

06/20/2024

USD

1,011

38

–

38

Bank of America

FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX

POSITIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

06/20/2024

ZAR

(53

)

(54

)

–

(1

)

Bank of America

SWISS MARKET INDEX FUTURE JUN24

NEGATIVE PRICE RETURN

POSITVE PRICE RETURN

At Maturity

06/21/2024

CHF

(10,671

)

(10,463

)

–

207

$

29,539

$

–

$

154

	Percentages are based on Net Assets of $1,400,020 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2024.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $73,881 ($ Thousands), representing 5.3% of the Net Assets of the Fund.
(C)	No interest rate available.
(D)	Level 3 security in accordance with fair value hierarchy.

The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)			Total ($)
U.S. Treasury Obligations		–		641,068		–			641,068
Sovereign Debt		–		151,945		–			151,945
Foreign Common Stock		50,416		–		–			50,416
Exchange Traded Fund		14,195		–		–			14,195
Corporate Obligations		–		350		–			350
Common Stock		250		–		–			250
Preferred Stock		57		–		–			57
Warrant		–		–		–	^		–
Rights		–		–		–			–
Total Investments in Securities		64,918		793,363		–			858,281

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		–		32,083			–		32,083
Unrealized Depreciation		–		(3,261	)		–		(3,261	)
Forward Contracts*
Unrealized Appreciation		–		3,165			–		3,165
Unrealized Depreciation		–		(1,081	)		–		(1,081	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		503			–		503
Unrealized Depreciation		–		(349	)		–		(349	)
Total Other Financial Instruments		–		31,060			–		31,060

^ This category includes securities with a value less than $500.

230

SEI Institutional Managed Trust

* 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.

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

231

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 49.5%
Communication Services — 4.0%
Altice France
5.500%, 10/15/2029 (A)	$	1,519	$	1,031
5.125%, 07/15/2029 (A)		390		264
Altice France Holding
10.500%, 05/15/2027 (A)		920		344
AMC Entertainment Holdings
7.500%, 02/15/2029 (A)		190		127
AMC Networks
10.250%, 01/15/2029 (A)		220		221
ANGI Group
3.875%, 08/15/2028 (A)		587		509
AT&T
4.350%, 03/01/2029		650		633
3.500%, 06/01/2041		330		258
2.750%, 06/01/2031		355		306
2.550%, 12/01/2033		1,338		1,072
2.300%, 06/01/2027		939		865
1.650%, 02/01/2028		815		722
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,195
CCO Holdings
4.750%, 02/01/2032 (A)		1,320		1,077
4.250%, 02/01/2031 (A)		560		458
Charter Communications Operating
5.125%, 07/01/2049		200		155
4.908%, 07/23/2025		2,990		2,953
3.750%, 02/15/2028		610		566

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cinemark USA
5.250%, 07/15/2028 (A)	$	419	$	397
Clear Channel Outdoor Holdings
7.875%, 04/01/2030 (A)		705		701
Clear Channel Outdoor Holdings Inc
5.125%, 08/15/2027 (A)		230		217
DISH DBS
5.875%, 11/15/2024		940		901
5.750%, 12/01/2028 (A)		110		75
5.250%, 12/01/2026 (A)		540		425
Gannett Holdings
6.000%, 11/01/2026 (A)		160		146
Hughes Satellite Systems
6.625%, 08/01/2026		415		244
iHeartCommunications
8.375%, 05/01/2027		680		380
6.375%, 05/01/2026		70		59
IHS Holding
6.250%, 11/29/2028 (A)		350		306
5.625%, 11/29/2026 (A)		440		408
Millicom International Cellular
6.250%, 03/25/2029 (A)		297		290
4.500%, 04/27/2031 (A)		219		188
Nexstar Media
5.625%, 07/15/2027 (A)		240		230
Sinclair Television Group
5.125%, 02/15/2027 (A)		115		105
Sirius XM Radio
4.000%, 07/15/2028 (A)		930		851
T-Mobile USA
4.500%, 04/15/2050		1,416		1,227
Townsquare Media
6.875%, 02/01/2026 (A)		732		714
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		330		329
Urban One
7.375%, 02/01/2028 (A)		800		679
Verizon Communications
2.100%, 03/22/2028		485		437
Ziff Davis
4.625%, 10/15/2030 (A)		440		397
ZipRecruiter
5.000%, 01/15/2030 (A)		330		291
				22,753
Consumer Discretionary — 6.6%
Allen Media
10.500%, 02/15/2028 (A)		370		171
Altice Financing
5.750%, 08/15/2029 (A)		670		537
5.000%, 01/15/2028 (A)		535		440

232

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Asbury Automotive Group
5.000%, 02/15/2032 (A)	$	225	$	204
4.625%, 11/15/2029 (A)		415		383
Bath & Body Works
6.625%, 10/01/2030 (A)		430		439
Caesars Entertainment
6.500%, 02/15/2032 (A)		710		716
CalAtlantic Group
5.250%, 06/01/2026		330		310
Carnival
10.500%, 06/01/2030 (A)		240		263
7.000%, 08/15/2029 (A)		165		172
4.000%, 08/01/2028 (A)		290		270
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		430		469
Carriage Services
4.250%, 05/15/2029 (A)		290		257
Cirsa Finance International Sarl
6.500%, 03/15/2029 (A)	EUR	131		144
CSC Holdings
11.750%, 01/31/2029 (A)	$	1,110		1,112
11.250%, 05/15/2028 (A)		610		604
7.500%, 04/01/2028 (A)		600		404
5.750%, 01/15/2030 (A)		443		235
5.375%, 02/01/2028 (A)		430		370
4.125%, 12/01/2030 (A)		590		422
Diamond Sports Group
6.625%, 08/15/2027 (A)(B)		500		14
5.375%, 08/15/2026 (A)(B)		330		9
Directv Financing
8.875%, 02/01/2030 (A)		280		279
DirecTV Financing
5.875%, 08/15/2027 (A)		1,205		1,140
DISH Network
11.750%, 11/15/2027 (A)		530		541
Expedia Group
4.625%, 08/01/2027		607		595
Foot Locker
4.000%, 10/01/2029 (A)		530		446
Ford Motor
3.250%, 02/12/2032		1,581		1,315
Ford Motor Credit
4.950%, 05/28/2027		1,019		994
3.625%, 06/17/2031		220		190
Foundation Building Materials
6.000%, 03/01/2029 (A)		1,010		929
Full House Resorts
8.250%, 02/15/2028 (A)		420		401
General Motors
5.950%, 04/01/2049		36		35
General Motors Financial
5.650%, 01/17/2029		165		167

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Getty Images
9.750%, 03/01/2027 (A)	$	625	$	625
Global Auto Holdings
8.750%, 01/15/2032 (A)		660		639
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		820		765
Hyundai Capital America
6.200%, 09/21/2030 (A)		735		767
KB Home
7.250%, 07/15/2030		440		455
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		980		901
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		855		802
Match Group Holdings II
5.625%, 02/15/2029 (A)		180		174
3.625%, 10/01/2031 (A)		135		115
Mavis Tire Express Services Topco
6.500%, 05/15/2029 (A)		232		221
McClatchy
11.000%, 07/15/2027 (A)		246		268
Mclaren Finance
7.500%, 08/01/2026 (A)		810		715
Melco Resorts Finance
5.375%, 12/04/2029 (A)		420		383
MercadoLibre
3.125%, 01/14/2031		440		368
Merlin Entertainments Group US Holdings
7.375%, 02/15/2031 (A)		345		348
Michaels
5.250%, 05/01/2028 (A)		270		230
Mohegan Tribal Gaming Authority
13.250%, 12/15/2027 (A)		10		11
8.000%, 02/01/2026 (A)		686		671
NCL
8.125%, 01/15/2029 (A)		230		243
5.875%, 03/15/2026 (A)		330		326
Newell Brands
6.375%, 09/15/2027		70		69
5.700%, 04/01/2026		450		442
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		470		247
Penske Automotive Group
3.750%, 06/15/2029		688		617
Phinia
6.750%, 04/15/2029 (A)		290		293
PM General Purchaser
9.500%, 10/01/2028 (A)		1,130		1,153
QVC
4.450%, 02/15/2025		740		717
Royal Caribbean Cruises
9.250%, 01/15/2029 (A)		250		268

SEI Institutional Managed Trust

233

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.250%, 01/15/2029 (A)	$	170	$	180
6.250%, 03/15/2032 (A)		355		358
4.250%, 07/01/2026 (A)		460		444
Sally Holdings
6.750%, 03/01/2032		230		228
Sands China
5.400%, 08/08/2028		240		236
3.250%, 08/08/2031		200		167
2.850%, 03/08/2029		200		174
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		717		675
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		515		512
SRS Distribution
6.125%, 07/01/2029 (A)		836		852
StoneMor
8.500%, 05/15/2029 (A)		320		221
TKC Holdings
6.875%, 05/15/2028 (A)		140		133
TopBuild
4.125%, 02/15/2032 (A)		40		35
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		407
Viking Cruises
9.125%, 07/15/2031 (A)	$	570		624
5.875%, 09/15/2027 (A)		250		245
VOC Escrow
5.000%, 02/15/2028 (A)		400		385
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		485		416
Wand NewCo 3
7.625%, 01/30/2032 (A)		20		21
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		659
Winnebago Industries
6.250%, 07/15/2028 (A)	$	810		802
WW International
4.500%, 04/15/2029 (A)		260		103
Wynn Macau
4.875%, 10/01/2024 (A)		620		613
Wynn Resorts Finance
7.125%, 02/15/2031 (A)		760		787
Yum! Brands
4.750%, 01/15/2030 (A)		89		84
ZF North America Capital
7.125%, 04/14/2030 (A)		160		169
				37,340
Consumer Staples — 0.6%
Constellation Brands
3.150%, 08/01/2029		560		510

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Darling Ingredients
6.000%, 06/15/2030 (A)	$	190	$	188
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		76
Kraft Heinz Foods
4.375%, 06/01/2046		1,561		1,319
Performance Food Group
5.500%, 10/15/2027 (A)		365		358
Post Holdings
4.625%, 04/15/2030 (A)		349		321
US Foods
4.750%, 02/15/2029 (A)		531		504
				3,276
Energy — 7.6%
Berry Petroleum
7.000%, 02/15/2026 (A)		410		405
Blue Racer Midstream
7.625%, 12/15/2025 (A)		390		392
Cheniere Corpus Christi Holdings
5.125%, 06/30/2027		790		788
Chord Energy Corp
6.375%, 06/01/2026 (A)		580		582
Civitas Resources
8.375%, 07/01/2028 (A)		285		300
5.000%, 10/15/2026 (A)		385		376
CNX Midstream Partners
4.750%, 04/15/2030 (A)		350		312
CNX Resources
7.250%, 03/01/2032 (A)		255		259
Columbia Pipelines Operating
6.036%, 11/15/2033 (A)		595		616
CQP Holdco
5.500%, 06/15/2031 (A)		939		888
Crescent Energy Finance
9.250%, 02/15/2028 (A)		230		243
7.625%, 04/01/2032 (A)		230		232
Devon Energy
5.850%, 12/15/2025		951		956
Ecopetrol
8.375%, 01/19/2036		590		595
6.875%, 04/29/2030		810		791
Energy Transfer
9.597%, TSFR3M + 4.290%(C)(D)		230		229
7.125%, H15T5Y + 5.306%(C)(D)		320		312
EnLink Midstream Partners
9.701%, TSFR3M + 4.372%(C)(D)		669		656
EQM Midstream Partners
7.500%, 06/01/2030 (A)		210		225
Global Partners
6.875%, 01/15/2029		440		436

234

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hilcorp Energy I
8.375%, 11/01/2033 (A)	$	350	$	379
6.250%, 04/15/2032 (A)		180		178
Howard Midstream Energy Partners
8.875%, 07/15/2028 (A)		690		728
6.750%, 01/15/2027 (A)		918		916
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		200		195
Kinetik Holdings
5.875%, 06/15/2030 (A)		630		616
Kodiak Gas Services
7.250%, 02/15/2029 (A)		718		731
Marathon Petroleum
3.800%, 04/01/2028		305		293
Matador Resources
6.875%, 04/15/2028 (A)		625		640
6.500%, 04/15/2032 (A)		300		300
MEG Energy
7.125%, 02/01/2027 (A)		236		239
5.875%, 02/01/2029 (A)		110		108
MPLX
4.800%, 02/15/2029		230		227
4.000%, 03/15/2028		890		857
Nabors Industries
7.375%, 05/15/2027 (A)		915		913
7.250%, 01/15/2026 (A)		100		100
Neptune Energy Bondco
6.625%, 05/15/2025 (A)		800		800
Noble Finance II
8.000%, 04/15/2030 (A)		560		583
Northern Oil and Gas
8.125%, 03/01/2028 (A)		390		396
NuStar Logistics
6.375%, 10/01/2030		550		554
Occidental Petroleum
7.950%, 06/15/2039		1,200		1,411
7.150%, 05/15/2028		340		357
6.625%, 09/01/2030		650		689
6.450%, 09/15/2036		230		245
4.400%, 08/15/2049		50		38
ONEOK
6.350%, 01/15/2031		305		323
Permian Resources Operating
9.875%, 07/15/2031 (A)		490		546
7.000%, 01/15/2032 (A)		460		477
5.875%, 07/01/2029 (A)		605		595
Petrobras Global Finance BV
5.299%, 01/27/2025		290		287
Petroleos de Venezuela
6.000%, 10/28/2022 (B)		8,860		623
6.000%, 05/16/2024 (B)		3,790		343
6.000%, 11/15/2026 (B)		1,110		102

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 04/12/2037 (B)	$	130	$	12
5.375%, 04/12/2027 (B)		2,570		235
Petroleos Mexicanos
7.690%, 01/23/2050		406		292
6.950%, 01/28/2060		207		137
6.490%, 01/23/2027		73		69
5.350%, 02/12/2028		180		159
4.500%, 01/23/2026		40		38
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		11
Plains All American Pipeline
9.679%, TSFR3M + 4.372%(C)(D)		560		557
Prairie Acquiror
9.000%, 08/01/2029 (A)		770		793
QazaqGaz NC JSC
4.375%, 09/26/2027 (A)		300		282
Range Resources
8.250%, 01/15/2029		600		624
4.750%, 02/15/2030 (A)		380		354
Rockies Express Pipeline
7.500%, 07/15/2038 (A)		200		205
Shelf Drilling Holdings
9.625%, 04/15/2029 (A)		350		338
SilverBow Resources
13.079%, TSFR3M + 7.750%, 12/15/2028 (A)(C)		1,450		1,432
Sitio Royalties Operating Partnership
7.875%, 11/01/2028 (A)		475		491
Southwestern Energy
8.375%, 09/15/2028		160		166
4.750%, 02/01/2032		1,320		1,215
Summit Midstream Holdings
12.000%, 10/15/2026 (A)		940		942
9.000%, 10/15/2026 (A)(E)		190		192
Tallgrass Energy Partners
7.375%, 02/15/2029 (A)		420		423
6.000%, 12/31/2030 (A)		190		180
TechnipFMC
6.500%, 02/01/2026 (A)		855		853
Teck Resources
3.900%, 07/15/2030		230		212
Transocean
11.500%, 01/30/2027 (A)		1,210		1,261
8.750%, 02/15/2030 (A)		72		75
Transocean Poseidon
6.875%, 02/01/2027 (A)		277		277
Transocean Titan Financing
8.375%, 02/01/2028 (A)		190		198
USA Compression Partners
7.125%, 03/15/2029 (A)		510		516
Venture Global Calcasieu Pass
6.250%, 01/15/2030 (A)		860		865

SEI Institutional Managed Trust

235

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 08/15/2031 (A)	$	200	$	178
3.875%, 11/01/2033 (A)		300		255
Venture Global LNG
9.875%, 02/01/2032 (A)		330		356
8.125%, 06/01/2028 (A)		865		882
Vital Energy
7.875%, 04/15/2032 (A)		290		295
Western Midstream Operating
5.450%, 04/01/2044		880		809
5.300%, 03/01/2048		330		289
YPF
8.500%, 07/28/2025 (A)		400		392
6.950%, 07/21/2027 (A)		380		343
				42,585
Financials — 11.8%
Accelerate360 Holdings
8.000%, 03/01/2028 (A)		1,154		1,197
Acrisure
8.250%, 02/01/2029 (A)		210		211
6.000%, 08/01/2029 (A)		745		683
4.250%, 02/15/2029 (A)		495		447
AG Issuer
6.250%, 03/01/2028 (A)		911		892
AG TTMT Escrow Issuer
8.625%, 09/30/2027 (A)		105		109
AIA Group
3.900%, 04/06/2028 (A)		200		193
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		620		611
Ally Financial
4.700%, H15T7Y + 3.481%(C)(D)		1,235		979
American International Group
3.400%, 06/30/2030		215		197
Aviation Capital Group
1.950%, 01/30/2026 (A)		330		308
Avolon Holdings Funding
4.250%, 04/15/2026 (A)		90		87
2.875%, 02/15/2025 (A)		1,170		1,138
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		300		263
Banco do Brasil
6.250%, H15T10Y + 4.398%(C)(D)		1,099		1,104
Banco Mercantil del Norte
7.500%, H15T10Y + 5.470%(A)(C)(D)		770		768
6.750%, H15T5Y + 4.967%(A)(C)(D)		420		417
5.875%, H15T5Y + 4.643%(A)(C)(D)		1,340		1,277
Banco Santander
6.921%, 08/08/2033		600		628
4.250%, 04/11/2027		200		194
3.306%, 06/27/2029		400		366
2.746%, 05/28/2025		600		580

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
6.250%, TSFR3M + 3.967%(C)(D)	$	140	$	140
5.202%, SOFRRATE + 1.630%, 04/25/2029 (C)		995		996
3.419%, TSFR3M + 1.302%, 12/20/2028 (C)		1,975		1,853
Bank of America MTN
5.015%, SOFRRATE + 2.160%, 07/22/2033 (C)		525		517
3.824%, TSFR3M + 1.837%, 01/20/2028 (C)		1,425		1,372
Bank of New York Mellon MTN
4.596%, SOFRRATE + 1.755%, 07/26/2030 (C)		75		74
Bank of Nova Scotia
8.000%, H15T5Y + 4.017%, 01/27/2084 (C)		730		743
Barclays
8.000%, H15T5Y + 5.672%(C)(D)		770		768
7.125%, GUKG5 + 6.579%(C)(D)	GBP	700		869
2.852%, SOFRRATE + 2.714%, 05/07/2026 (C)	$	725		703
BBVA Bancomer
5.125%, H15T5Y + 2.650%, 01/18/2033 (A)(C)		410		381
BNP Paribas
7.750%, H15T5Y + 4.899%(A)(C)(D)		270		276
Boost Newco Borrower
7.500%, 01/15/2031 (A)		450		471
BPCE
4.625%, 09/12/2028 (A)		250		244
2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(C)		375		304
BroadStreet Partners
5.875%, 04/15/2029 (A)		970		898
Burford Capital Global Finance
9.250%, 07/01/2031 (A)		370		392
Citigroup
6.300%, TSFR3M + 3.685%(C)(D)		1,170		1,165
4.910%, SOFRRATE + 2.086%, 05/24/2033 (C)		535		516
4.125%, 07/25/2028		1,360		1,304
4.000%, H15T5Y + 3.597%(C)(D)		450		431
Cooperatieve Rabobank UA
4.625%, EUSA5 + 4.098%(C)(D)	EUR	1,000		1,058
Credit Agricole
8.125%, USSW5 + 6.185%(A)(C)(D)	$	710		724
Deutsche Bank
6.000%, H15T5Y + 4.524%(C)(D)		200		185
First Horizon National
4.000%, 05/26/2025		585		571
FirstCash
5.625%, 01/01/2030 (A)		220		209

236

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freedom Mortgage
6.625%, 01/15/2027 (A)	$	820	$	796
Gatwick Airport Finance
4.375%, 04/07/2026	GBP	510		619
Global Aircraft Leasing
6.500%cash/0% PIK, 09/15/2024 (A)	$	2,108		2,005
Global Payments
2.650%, 02/15/2025		370		360
Highlands Holdings Bond Issuer
7.625%, 10/15/2025 (A)		420		415
HSBC Holdings
4.950%, 03/31/2030		226		224
1.645%, SOFRRATE + 1.538%, 04/18/2026 (C)		1,000		958
HUB International
7.375%, 01/31/2032 (A)		345		347
Inter-American Development Bank MTN
7.350%, 10/06/2030	INR	82,000		1,001
Intercontinental Exchange
2.100%, 06/15/2030	$	750		637
Intesa Sanpaolo
7.800%, 11/28/2053 (A)		930		1,055
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		330		327
Itau Unibanco Holding
4.625%, H15T5Y + 3.222%(A)(C)(D)		920		866
Jane Street Group
4.500%, 11/15/2029 (A)		100		93
JPMorgan Chase
4.912%, SOFRRATE + 2.080%, 07/25/2033 (C)		530		519
4.323%, SOFRRATE + 1.560%, 04/26/2028 (C)		1,870		1,827
2.956%, TSFR3M + 2.515%, 05/13/2031 (C)		230		201
Ladder Capital Finance Holdings LLLP
4.750%, 06/15/2029 (A)		270		245
4.250%, 02/01/2027 (A)		50		47
Lloyds Banking Group
8.500%, GUKG5 + 5.143%(C)(D)	GBP	240		309
M&T Bank
5.053%, SOFRRATE + 1.850%, 01/27/2034 (C)	$	495		460
Macquarie Airfinance Holdings
8.125%, 03/30/2029 (A)		415		439
6.400%, 03/26/2029 (A)		75		76
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		812		749
Morgan Stanley
4.210%, SOFRRATE + 1.610%, 04/20/2028 (C)		1,820		1,769

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley MTN
5.164%, SOFRRATE + 1.590%, 04/20/2029 (C)	$	815	$	814
4.889%, SOFRRATE + 2.076%, 07/20/2033 (C)		525		509
3.950%, 04/23/2027		1,030		995
1.794%, SOFRRATE + 1.034%, 02/13/2032 (C)		585		468
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		70		55
National Bank of Uzbekistan
4.850%, 10/21/2025		200		193
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		215		206
Nationwide Building Society
3.960%, US0003M + 1.855%, 07/18/2030 (A)(C)		450		416
NatWest Group
4.500%, GUKG5 + 3.992%(C)(D)	GBP	960		1,039
3.754%, H15T5Y + 2.100%, 11/01/2029 (C)	$	225		221
Navient
9.375%, 07/25/2030		485		519
5.500%, 03/15/2029		379		353
NFP
6.875%, 08/15/2028 (A)		723		732
NMI Holdings
7.375%, 06/01/2025 (A)		410		414
Oxford Finance
6.375%, 02/01/2027 (A)		380		360
PNC Financial Services Group
6.200%, H15T5Y + 3.238%(C)(D)		1,260		1,257
Rocket Mortgage
3.625%, 03/01/2029 (A)		500		450
Saga
5.500%, 07/15/2026	GBP	610		689
Starwood Property Trust
7.250%, 04/01/2029 (A)	$	210		212
State Street
6.700%, H15T5Y + 2.613%(C)(D)		280		284
StoneX Group
7.875%, 03/01/2031 (A)		715		725
Toronto-Dominion Bank
8.125%, H15T5Y + 4.075%, 10/31/2082 (C)		200		210
UBS Group
9.250%, H15T5Y + 4.745%(A)(C)(D)		480		520
7.750%, USISSO05 + 4.160%(A)(C)(D)		270		278
4.550%, 04/17/2026		802		789
3.875%, H15T5Y + 3.098%(A)(C)(D)		1,232		1,125
3.869%, US0003M + 1.410%, 01/12/2029 (A)(C)		600		567

SEI Institutional Managed Trust

237

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(C)	$	340	$	278
UniCredit MTN
7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(C)		260		267
5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(C)		440		413
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		521		493
USI
7.500%, 01/15/2032 (A)		265		266
Wells Fargo
7.625%, H15T5Y + 3.606%(C)(D)		500		534
5.875%(C)(D)		495		494
Wells Fargo MTN
4.897%, SOFRRATE + 2.100%, 07/25/2033 (C)		1,155		1,113
4.100%, 06/03/2026		1,475		1,436
Yapi ve Kredi Bankasi
9.250%, H15T5Y + 5.278%, 01/17/2034 (A)(C)		540		555
				66,406
Health Care — 4.1%
AbbVie
3.200%, 11/21/2029		1,285		1,184
AdaptHealth
6.125%, 08/01/2028 (A)		550		516
5.125%, 03/01/2030 (A)		305		266
4.625%, 08/01/2029 (A)		240		207
Akumin
9.000%, 08/01/2027 (A)		750		651
Amgen
5.250%, 03/02/2030		790		802
5.250%, 03/02/2033		840		847
APX Group
5.750%, 07/15/2029 (A)		821		789
AthenaHealth Group
6.500%, 02/15/2030 (A)		1,330		1,217
Bausch Health
14.000%, 10/15/2030 (A)		18		10
7.000%, 01/15/2028 (A)		130		58
6.125%, 02/01/2027 (A)		436		272
5.500%, 11/01/2025 (A)		310		292
5.000%, 02/15/2029 (A)		390		163
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		282
4.250%, 12/15/2025 (A)		500		488
Becton Dickinson
3.700%, 06/06/2027		650		625
2.823%, 05/20/2030		585		516

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	325	$	317
Chrome Holdco SAS
5.000%, 05/31/2029 (A)		375		288
CHS
10.875%, 01/15/2032 (A)	$	400		412
6.125%, 04/01/2030 (A)		470		339
6.000%, 01/15/2029 (A)		800		699
5.625%, 03/15/2027 (A)		480		442
CVS Health
4.300%, 03/25/2028		890		869
3.750%, 04/01/2030		550		512
DaVita
3.750%, 02/15/2031 (A)		879		736
HCA
7.500%, 11/06/2033		170		190
LifePoint Health
9.875%, 08/15/2030 (A)		570		596
5.375%, 01/15/2029 (A)		960		791
Medline Borrower
6.250%, 04/01/2029 (A)		270		271
5.250%, 10/01/2029 (A)		1,120		1,058
3.875%, 04/01/2029 (A)		940		856
Option Care Health
4.375%, 10/31/2029 (A)		460		422
Stryker
1.950%, 06/15/2030		775		654
Tenet Healthcare
6.125%, 06/15/2030		361		360
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		470		457
Teva Pharmaceutical Finance Netherlands III BV
5.125%, 05/09/2029		320		307
4.100%, 10/01/2046		980		676
UnitedHealth Group
5.350%, 02/15/2033		1,425		1,466
US Renal Care
10.625%, 06/28/2028 (A)		151		131
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	375		388
Zoetis
2.000%, 05/15/2030	$	1,030		868
				23,290
Industrials — 8.7%
Adani Ports & Special Economic Zone
4.000%, 07/30/2027		1,825		1,673
Advanced Drainage Systems
6.375%, 06/15/2030 (A)		350		352
5.000%, 09/30/2027 (A)		210		204

238

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AerCap Holdings
5.875%, H15T5Y + 4.535%, 10/10/2079 (C)	$	150	$	149
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		288
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		379
4.000%, 08/11/2041 (A)		640		469
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		354
Air Canada
3.875%, 08/15/2026 (A)		490		468
Air Lease MTN
3.750%, 06/01/2026		560		540
Allegiant Travel
7.250%, 08/15/2027 (A)		240		239
Allied Universal Holdco
6.625%, 07/15/2026 (A)		160		160
Allison Transmission
4.750%, 10/01/2027 (A)		140		135
American Airlines
8.500%, 05/15/2029 (A)		390		412
7.250%, 02/15/2028 (A)		210		213
5.750%, 04/20/2029 (A)		591		581
5.500%, 04/20/2026 (A)		316		315
American Airlines Pass-Through Trust
4.950%, 02/15/2025		270		266
American News
8.500%cash/0% PIK, 09/01/2026 (A)		1,073		1,197
API Group DE
4.125%, 07/15/2029 (A)		1,051		947
Arcosa
4.375%, 04/15/2029 (A)		410		378
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		495		483
Boeing
5.805%, 05/01/2050		330		312
5.150%, 05/01/2030		140		136
3.450%, 11/01/2028		355		324
3.250%, 03/01/2028		395		362
Bombardier
7.875%, 04/15/2027 (A)		430		430
Builders FirstSource
4.250%, 02/01/2032 (A)		210		188
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		260		235
Carriage Purchaser
7.875%, 10/15/2029 (A)		260		231
Carrier Global
2.493%, 02/15/2027		1,030		959
2.242%, 02/15/2025		940		912

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CoreCivic
8.250%, 04/15/2029	$	270	$	282
4.750%, 10/15/2027		230		218
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		457		407
CP Atlas Buyer
7.000%, 12/01/2028 (A)		780		732
Dealer Tire
8.000%, 02/01/2028 (A)		1,414		1,408
DP World MTN
5.625%, 09/25/2048 (A)		250		238
Esab
6.250%, 04/15/2029 (A)		300		301
Garda World Security
7.750%, 02/15/2028 (A)		205		210
GEO Group
10.500%, 06/30/2028		322		328
GFL Environmental
6.750%, 01/15/2031 (A)		390		400
4.750%, 06/15/2029 (A)		470		442
4.000%, 08/01/2028 (A)		963		887
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		370		362
5.625%, 06/01/2029 (A)		715		656
GYP Holdings III
4.625%, 05/01/2029 (A)		385		358
H&E Equipment Services
3.875%, 12/15/2028 (A)		290		265
Hillenbrand
6.250%, 02/15/2029		252		254
3.750%, 03/01/2031		479		416
Husky III Holding
13.000%cash/0% PIK, 02/15/2025 (A)		485		486
Husky Injection Molding Systems
9.000%, 02/15/2029 (A)		685		708
Icahn Enterprises
4.750%, 09/15/2024		551		548
JB Poindexter
8.750%, 12/15/2031 (A)		190		196
Johnson Controls International
4.900%, 12/01/2032		140		138
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		330		327
Madison IAQ
5.875%, 06/30/2029 (A)		154		141
Mexico City Airport Trust
5.500%, 10/31/2046		400		337
5.500%, 07/31/2047		892		753
4.250%, 10/31/2026 (A)		210		203
3.875%, 04/30/2028 (A)		1,190		1,117
MHP Lux
6.950%, 04/03/2026		1,284		1,067

SEI Institutional Managed Trust

239

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MV24 Capital BV
6.748%, 06/01/2034	$	2,008	$	1,884
Northrop Grumman
3.250%, 01/15/2028		1,244		1,175
Otis Worldwide
2.565%, 02/15/2030		1,335		1,174
Park-Ohio Industries
6.625%, 04/15/2027		470		440
Rand Parent
8.500%, 02/15/2030 (A)		685		678
Regal Rexnord
6.300%, 02/15/2030 (A)		535		548
RR Donnelley & Sons
9.750%, 07/31/2028 (A)		230		249
RXO
7.500%, 11/15/2027 (A)		515		529
Spirit AeroSystems
9.750%, 11/15/2030 (A)		605		677
9.375%, 11/30/2029 (A)		280		305
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		1,283		974
Standard Industries
4.375%, 07/15/2030 (A)		525		472
Stanley Black & Decker
4.250%, 11/15/2028		610		592
Stena International
7.250%, 01/15/2031 (A)		340		339
Titan Acquisition
7.750%, 04/15/2026 (A)		1,190		1,189
Titan International
7.000%, 04/30/2028		500		493
TK Elevator Holdco GmbH
7.625%, 07/15/2028 (A)		1,346		1,320
TransDigm
7.125%, 12/01/2031 (A)		330		340
6.750%, 08/15/2028 (A)		440		446
6.625%, 03/01/2032 (A)		890		899
5.500%, 11/15/2027		785		768
4.875%, 05/01/2029		294		274
4.625%, 01/15/2029		110		102
Triumph Group
9.000%, 03/15/2028 (A)		967		1,019
Tutor Perini
6.875%, 05/01/2025 (A)		190		188
United Airlines
4.625%, 04/15/2029 (A)		210		195
United Rentals North America
6.125%, 03/15/2034 (A)		20		20
5.250%, 01/15/2030		530		517
Vertiv Group
4.125%, 11/15/2028 (A)		530		493

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VistaJet Malta Finance
9.500%, 06/01/2028 (A)	$	130	$	110
7.875%, 05/01/2027 (A)		1,580		1,336
VT Topco
8.500%, 08/15/2030 (A)		525		554
XPO
7.125%, 02/01/2032 (A)		470		484
				49,259
Information Technology — 2.4%
Broadcom
3.500%, 02/15/2041 (A)		495		384
3.469%, 04/15/2034 (A)		165		142
3.419%, 04/15/2033 (A)		1,080		936
3.187%, 11/15/2036 (A)		53		42
Castle US Holding
9.500%, 02/15/2028 (A)		1,334		659
Central Parent
7.250%, 06/15/2029 (A)		570		582
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		761		704
CommScope
4.750%, 09/01/2029 (A)		460		331
Dell International
6.020%, 06/15/2026		1,017		1,030
5.300%, 10/01/2029		75		76
Elastic
4.125%, 07/15/2029 (A)		560		504
Gen Digital
7.125%, 09/30/2030 (A)		430		442
Imola Merger
4.750%, 05/15/2029 (A)		569		534
McAfee
7.375%, 02/15/2030 (A)		750		688
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		260		262
NXP BV
3.400%, 05/01/2030		215		195
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Oracle
6.250%, 11/09/2032		2,035		2,177
2.950%, 04/01/2030		98		87
2.875%, 03/25/2031		510		444
Prosus
3.680%, 01/21/2030 (A)		250		219
Prosus MTN
4.027%, 08/03/2050 (A)		560		357
3.061%, 07/13/2031 (A)		300		244
SNF Group
3.375%, 03/15/2030 (A)		310		268

240

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint Capital
8.750%, 03/15/2032	$	480	$	582
TeamSystem
3.500%, 02/15/2028 (A)	EUR	300		309
United Group BV
4.625%, 08/15/2028 (A)		450		464
Vericast
12.500%, 12/15/2027 (A)	$	180		205
11.000%, 09/15/2026 (A)		240		256
Virtusa
7.125%, 12/15/2028 (A)		220		196
				13,322
Materials — 1.7%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		507
AngloGold Ashanti Holdings
3.750%, 10/01/2030		730		638
Ardagh Metal Packaging Finance USA
6.000%, 06/15/2027 (A)		210		204
Ardagh Packaging Finance
5.250%, 08/15/2027 (A)		250		157
Avient
7.125%, 08/01/2030 (A)		410		420
Axalta Coating Systems
3.375%, 02/15/2029 (A)		792		709
Berry Global
1.570%, 01/15/2026		305		285
Chemours
4.625%, 11/15/2029 (A)		525		453
First Quantum Minerals
9.375%, 03/01/2029 (A)		720		746
6.875%, 10/15/2027 (A)		830		796
Freeport-McMoRan
5.450%, 03/15/2043		320		306
Huntsman International
4.500%, 05/01/2029		355		339
Ingevity
3.875%, 11/01/2028 (A)		595		537
Newmont
3.250%, 05/13/2030 (A)		150		136
OCP
3.750%, 06/23/2031 (A)		200		170
Sasol Financing USA
5.500%, 03/18/2031		440		371
Scotts Miracle-Gro
4.000%, 04/01/2031		676		583
Sealed Air
6.875%, 07/15/2033 (A)		71		74
Smyrna Ready Mix Concrete
8.875%, 11/15/2031 (A)		900		962

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suzano Austria GmbH
3.125%, 01/15/2032	$	590	$	490
Vale Overseas
6.250%, 08/10/2026		380		386
WR Grace Holdings
5.625%, 08/15/2029 (A)		550		492
				9,761
Real Estate — 0.9%
Agree
2.900%, 10/01/2030		165		142
Alexandria Real Estate Equities
3.375%, 08/15/2031		355		316
CoStar Group
2.800%, 07/15/2030 (A)		585		499
Cushman & Wakefield US Borrower
8.875%, 09/01/2031 (A)		380		402
Essex Portfolio
3.000%, 01/15/2030		370		328
Five Point Operating
10.500%, 01/15/2028 (A)		168		173
MPT Operating Partnership
5.250%, 08/01/2026		260		238
5.000%, 10/15/2027		310		260
Prologis
1.750%, 07/01/2030		280		233
Realty Income
4.875%, 06/01/2026		395		393
3.200%, 01/15/2027		559		529
2.850%, 12/15/2032		355		295
Service Properties Trust
8.625%, 11/15/2031 (A)		360		384
5.500%, 12/15/2027		120		114
WP Carey
4.250%, 10/01/2026		650		635
				4,941
Utilities — 1.1%
Alliant Energy Finance
4.250%, 06/15/2028 (A)		115		110
American Electric Power
2.300%, 03/01/2030		280		238
Berkshire Hathaway Energy
4.250%, 10/15/2050		165		134
Edison International
5.375%, H15T5Y + 4.698%(C)(D)		300		290
Eskom Holdings SOC MTN
6.350%, 08/10/2028		500		478
NiSource
3.600%, 05/01/2030		50		46
Pike
8.625%, 01/31/2031 (A)		60		64

SEI Institutional Managed Trust

241

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 09/01/2028 (A)	$	803	$	768
Sempra
3.400%, 02/01/2028		1,005		950
Southern California Edison
4.200%, 03/01/2029		420		405
Sunnova Energy
5.875%, 09/01/2026 (A)		600		467
TransAlta
7.750%, 11/15/2029		280		291
6.500%, 03/15/2040		780		778
Vistra Operations
3.550%, 07/15/2024 (A)		1,120		1,112
				6,131
Total Corporate Obligations
(Cost $300,567) ($ Thousands)				279,064
LOAN PARTICIPATIONS — 9.6%
1011778 B.C., Term Loan
7.580%, 09/20/2030 (C)		170		169
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
8.673%, CME Term SOFR + 3.000%, 02/07/2029 (C)(F)		904		881
Accession Risk Management Group, Term Loan, 1st Lien
11.348%, 11/01/2029		19		19
11.343%, 11/01/2029		17		17
11.327%, 11/01/2029		27		27
11.313%, 11/01/2029		4		4
11.313%, 11/01/2029		83		82
10.998%, 11/01/2029		62		62
10.993%, 11/01/2029		40		40
10.963%, 11/01/2029		170		170
10.952%, 11/01/2029		42		42
Acrisure, LLC, 2020 Term Loan, 1st Lien
8.945%, Syn LIBOR + 3.500%, 02/15/2027 (C)		106		106
Acrisure, Term loan, 1st Lien
9.830%, 11/11/2030 (C)		335		336
Action, Term Loan, 1st Lien
8.559%, 10/28/2030		440		441
ADS Tactical Inc, Term Loan, 1st Lien
11.195%, 03/19/2026 (C)		928		930
Advisor Group Holdings, Term Loan, 1st Lien
0.000%, 08/17/2028 (G)		170		171
AI Aqua, Term Loan, 1st Lien
9.577%, 07/31/2028		430		431
9.572%, 07/31/2028		37		37

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allen Media LLC, Initial Term Loan, 1st Lien
10.959%, 02/10/2027 (C)	$	702	$	610
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
9.180%, CME Term SOFR + 3.750%, 05/12/2028 (C)		412		412
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
8.945%, 08/17/2028 (C)		271		272
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien
9.329%, 02/15/2029 (C)		454		455
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
8.945%, CME Term SOFR + 3.500%, 03/11/2028 (C)(F)		317		312
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
8.195%, 05/15/2026 (C)		19		19
Arcis, 1st Lien
9.192%, 11/24/2028		688		689
Aretec Group, Inc., 1st Lien
9.927%, 08/09/2030 (C)		358		360
Assured Partners, 1st Lien
9.076%, 02/12/2027		129		129
Asurion, LLC, New B-4 Term Loan, 2nd Lien
10.692%, 01/20/2029 (C)		450		401
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.692%, 07/31/2027 (C)		245		235
Autokiniton Group, Term Loan
9.441%, 04/06/2028		214		214
BHN Merger, Term Loan, 1st Lien
10.319%, 02/27/2029		260		260
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
8.180%, CME Term SOFR + 2.750%, 06/07/2028 (C)		470		469
Caesars Entertainment, Term Loan, 1st Lien
8.663%, 02/06/2030 (C)		218		218
8.041%, 02/06/2031 (C)		520		520
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
9.519%, CME Term SOFR + 4.500%, 11/12/2027 (C)		992		933
CBS Radio/Entercom Media, Term Loan, 1st Lien
11.445%, 08/19/2024		43		43
Chariot Buyer LLC, Initial Term Loan, 1st Lien
8.680%, 11/03/2028 (C)		562		561
Chromalloy Corp, Term Loan
0.000%, 03/21/2031 (G)		170		169

242

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Citadel Securities, Term Loan
7.577%, 07/29/2030	$	626	$	625
Clarios Global, Term Loan, 1st Lien
8.330%, 05/06/2030 (C)		419		420
Clark Equipment Company, Term Loan B, 1st Lien
7.902%, 04/20/2029 (C)		86		86
Cotiviti Holdings, Term Loan, 1st Lien
0.000%, 02/21/2031 (G)		380		379
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien
10.476%, 02/20/2029 (C)		230		229
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
12.330%, CME Term SOFR + 7.000%, 02/19/2029 (C)		1,940		1,742
DCert Buyer, Inc., Initial Term Loan, 1st Lien
9.330%, CME Term SOFR + 4.000%, 10/16/2026 (C)		860		856
DIRECTV Financing, LLC, Closing Date Term Loan
10.445%, CME Term SOFR + 5.000%, 08/02/2027 (C)		357		357
Dominion Diamond, 1st Lien
10.000%, 06/30/2026 (F)		814		814
DS Parent, Term Loan, 1st Lien
10.813%, 01/31/2031		620		610
Energize Holdco LLC, Initial Term Loan, 1st Lien
9.192%, 12/08/2028 (C)		784		781
Energize Holdco LLC, Initial Term Loan, 2nd Lien
12.192%, 12/07/2029		425		406
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
7.652%, EURIBOR + 3.750%, 05/21/2028 (C)		317		338
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
9.321%, 05/19/2028		707		704
Entercom Media Corp., Term B-2 Loan, 1st Lien
8.074%, CME Term SOFR + 2.500%, 11/18/2024 (C)		1,140		654
Evertec, 1st Lien
8.826%, 10/30/2030		252		253
EyeCare Partners, LLC, Term Loan, 1st Lien
9.324%, CME Term SOFR + 3.750%, 02/18/2027 (C)		243		128
EyeCare Partners, Term Loan, 1st Lien
9.324%, 11/15/2028		451		234

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
EyeCare Partners, Term Loan, 2nd Lien
12.324%, 11/15/2029	$	430	$	148
First Brand Group, Term Loan, 2nd Lien
14.074%, 03/30/2028		1,200		1,185
First Brands Group, LLC, 2021 Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 03/30/2027 (C)		535		535
First Brands Group, LLC, Term Loan, 1st Lien
10.574%, 03/30/2027		539		539
Flutter Financing, Term Loan, 1st Lien
7.698%, 11/25/2030 (C)		708		708
Focus Financial, Term Loan, 1st Lien
8.076%, 06/30/2028		312		311
7.826%, 06/30/2028		276		275
Four Season Hot, Term Loan, 1st Lien
7.321%, 11/30/2029		170		170
Froneri International Limited, Facility B1, 1st Lien
5.991%, Euribor + 2.375%, 01/29/2027 (C)		330		353
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (C)		1,239		1,182
Garda Security, Term Loan, 1st Lien
9.583%, 02/01/2029		651		651
GEO Group, Term Loan, 1st Lien
12.201%, 03/23/2027 (C)		402		413
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
9.909%, CME Term SOFR + 4.500%, 02/19/2026 (C)		351		350
Global Tel Link Corporation, Term Loan, 1st Lien
9.680%, CME Term SOFR + 0.040%, 11/29/2025 (C)		164		159
Gray Television, Inc., Term D Loan, 1st Lien
8.440%, 12/01/2028		379		354
GTCR W Merger Sub LLC
8.309%, 01/31/2031		320		321
Harbor Freight Tools USA, Inc
8.195%, 10/19/2027		858		857
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
9.110%, 12/22/2028		762		762
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
12.321%, 12/21/2029		225		217
Infinisource/ISolved, Term loan, 1st Lien
9.327%, 10/14/2030		299		301
Internet Brands, Term Loan, 1st Lien
9.580%, 05/03/2028 (C)		319		317

SEI Institutional Managed Trust

243

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Jane Street Group, Term Loan, 1st Lien
7.942%, 01/26/2028 (C)	$	764	$	764
Jazz Pharmaceuticals, Term Loan, B-1
8.445%, 05/05/2028		451		454
Kaman/Ruby, Term Loan
0.000%, 03/27/2031 (G)		390		390
Knight Health Holdings, Term Loan, 1st Lien
10.692%, 12/23/2028		127		54
LABL, Inc., Initial Dollar Term Loan, 1st Lien
10.427%, CME Term SOFR + 5.000%, 10/29/2028 (C)		635		621
Learsfield Communications, 1st Lien
10.827%, 06/30/2028		627		624
Lids Holdings, Term Loan
10.980%, 12/14/2026 (F)		690		686
Loyalty Ventures Inc., Term B Loan, 1st Lien
13.750%, 11/03/2027		829		7
LRS Holdings, LLC, Intial Term Loan, 1st Lien
9.695%, 08/31/2028		406		405
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (C)		413		243
Medline Borrower, Term Loan
8.197%, 10/23/2028		200		200
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
8.945%, 08/02/2028 (C)		705		702
Michaels Companies, Inc. The, Term B Loan, 1st Lien
9.821%, LIBOR + 4.250%, 04/15/2028 (C)		99		89
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (C)		258		248
MRI Software, Term Loan, 1st Lien
10.902%, 02/10/2027		534		530
Neptune Bidco, Term Loan, 1st Lien
10.173%, 10/11/2028		784		717
Nexus Buyer, 1st Lien
9.827%, 12/13/2028 (C)		860		852
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien
9.827%, 08/17/2028 (C)		399		400
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
10.105%, 08/18/2028		469		282
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
9.824%, 12/15/2028		557		423

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Peraton Corp., Term B Loan, 1st Lien
9.180%, CME Term SOFR + 3.750%, 02/01/2028 (C)	$	509	$	508
Peraton Corp., Term B-1 Loan, 2nd Lien
13.176%, CME Term SOFR + 7.750%, 02/01/2029 (C)		580		581
Phoenix Guarantor, Term Loan, 1st Lien
8.577%, 02/21/2031		426		420
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
9.564%, CME Term SOFR + 4.000%, 12/17/2027 (C)		721		718
Polyconcept, Term Loan, 1st Lien
10.802%, 05/18/2029		411		408
Pretium Packaging, Term Loan, 1st Lien
12.806%, CME Term SOFR + 5.000%, 10/02/2028 (C)		782		790
Project Alpha, Term Loan, 1st Lien
10.063%, 10/28/2030		230		231
Project Sky, Term Loan, 1st Lien
11.430%, 10/08/2029 (C)		140		139
9.333%, 10/08/2028 (C)		443		441
Redstone Holdco, Term Loan, 1st Lien
10.195%, CME Term SOFR + 4.750%, 04/27/2028 (C)		514		423
RegionalCare/Lifepoint Health, Term Loan, 1st Lien
11.087%, 11/16/2028 (C)		758		759
Ryan, Term Loan, 1st Lien
9.826%, 11/14/2030		620		623
Sedgewick CMS, Term Loan, 1st Lien
9.076%, 02/24/2028		227		228
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
9.068%, CME Term SOFR + 3.750%, 10/20/2027 (C)		360		371
Sotera Health, Term Loan, 1st Lien
9.079%, 12/11/2026		187		186
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
11.422%, 06/19/2026		560		558
Station Casinos, Term Loan, 1st Lien
7.575%, 03/07/2031		530		529
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
9.993%, 08/31/2028		558		550
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (C)		770		761
Triton Water Holdings, Inc., Term Loan, 1st Lien
9.302%, 03/31/2028		339		335

244

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Truist Insurance, Term Loan B, 1st Lien
0.000%, 03/24/2031 (G)	$	380	$	379
UFC Holdings, Term Loan, 1st Lien
8.336%, 04/29/2026		334		335
United Airlines, Term Loan B, 1st Lien
8.076%, 02/22/2031		600		600
Universal Servies, Term Loan, 1st Lien
10.080%, 05/12/2028		318		319
UST Holdings, Term Loan, 1st Lien
8.937%, 11/20/2028		230		228
Verscend Holding Corp., Term B-1 Loan, 1st Lien
9.445%, CME Term SOFR + 4.000%, 08/27/2025 (C)		541		541
Virgin Media Bristol LLC, N Facility, 1st Lien
7.940%, CME Term SOFR + 2.500%, 01/31/2028 (C)		935		920
Virgin Media, Term Loan, 1st Lien
8.790%, 03/31/2031 (C)		340		334
Virtusa, Term Loan
9.192%, 02/11/2028		906		907
WW International, Inc., Initial Term Loan, 1st Lien
8.945%, CME Term SOFR + 3.500%, 04/13/2028 (C)		80		35
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
9.571%, 07/26/2028 (C)		493		490
Total Loan Participations
(Cost $56,880) ($ Thousands)				54,308
SOVEREIGN DEBT — 9.4%
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050(A)		1,630		1,301
Angolan Government International Bond
9.375%, 05/08/2048		200		172
9.125%, 11/26/2049(A)		1,170		989
8.750%, 04/14/2032(A)		210		193
8.000%, 11/26/2029(A)		420		390
Argentine Republic Government International Bond
3.625%, 07/09/2024(E)		1,246		517
3.500%, 07/09/2029(E)		1,310		528
1.000%, 07/09/2029		262		141
0.750%, 07/09/2027(E)		2,610		1,368
0.500%, 07/09/2029	EUR	6		3

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Bahrain Government International Bond MTN
5.625%, 05/18/2034(A)	$	940	$	846
Benin Government International Bond
4.875%, 01/19/2032(A)	EUR	1,480		1,343
Brazil Government International Bond
5.333%, 02/15/2028	$	80		79
Colombia Government International Bond
4.125%, 05/15/2051		630		390
3.125%, 04/15/2031		730		582
3.000%, 01/30/2030		730		605
Cordoba Government International Bond
6.990%, 06/01/2027(A)(E)		226		174
Country Garden Holdings
8.000%, 01/27/2024(B)		200		14
Dominican Republic International Bond
7.450%, 04/30/2044		600		631
6.850%, 01/27/2045		660		653
6.500%, 02/15/2048(A)		1,270		1,206
6.400%, 06/05/2049(A)		660		620
5.500%, 02/22/2029(A)		240		233
4.875%, 09/23/2032		460		412
4.500%, 01/30/2030		550		500
Ecuador Government International Bond
6.000%, 07/31/2024(A)(E)		352		238
2.500%, 07/31/2024(A)(E)		1,128		547
0.000%, 07/31/2030(A)(H)		329		162
Egypt Government International Bond
8.875%, 05/29/2050(A)		710		582
8.700%, 03/01/2049(A)		520		419
8.500%, 01/31/2047		450		357
5.800%, 09/30/2027		390		351
4.750%, 04/16/2026(A)	EUR	100		101
Guatemala Government Bond
6.125%, 06/01/2050(A)	$	530		493
4.900%, 06/01/2030(A)		280		267
4.875%, 02/13/2028		790		761
4.375%, 06/05/2027(A)		790		756
Indonesia Government International Bond
3.850%, 10/15/2030		200		187
2.850%, 02/14/2030		900		802
1.100%, 03/12/2033	EUR	400		342
Iraq Government International Bond
5.800%, 01/15/2028	$	140		132
Ivory Coast Government International Bond
7.625%, 01/30/2033(A)		1,020		1,011
6.625%, 03/22/2048	EUR	420		369
5.250%, 03/22/2030		390		391
4.875%, 01/30/2032(A)		1,410		1,310
Jamaica Government International Bond
9.625%, 11/03/2030	JMD	30,000		206
7.875%, 07/28/2045	$	740		869

SEI Institutional Managed Trust

245

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Jordan Government International Bond
7.750%, 01/15/2028(A)	$	500	$	506
Mexican Bonos
8.500%, 05/31/2029	MXN	26,600		1,551
5.750%, 03/05/2026		9,770		544
Mexico Government International Bond
6.000%, 05/07/2036	$	290		291
3.771%, 05/24/2061		520		338
2.659%, 05/24/2031		920		767
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		586
1.500%, 11/27/2031(A)	EUR	290		251
Nigeria Government International Bond
8.747%, 01/21/2031	$	1,720		1,660
7.696%, 02/23/2038(A)		690		566
Oman Government International Bond
6.750%, 01/17/2048		200		204
6.250%, 01/25/2031(A)		773		799
Pakistan Government International Bond MTN
6.000%, 04/08/2026(A)		340		303
Paraguay Government International Bond
6.100%, 08/11/2044		500		484
5.600%, 03/13/2048		760		689
5.400%, 03/30/2050(A)		320		281
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		525
4.450%, 02/20/2029(A)		330		323
Provincia de Buenos Aires Government Bond MTN
6.375%, 09/01/2024(A)(E)		3,055		1,245
Qatar Government International Bond
5.103%, 04/23/2048(A)		820		796
4.817%, 03/14/2049(A)		690		646
4.625%, 06/02/2046		280		257
4.400%, 04/16/2050(A)		450		397
Republic of Kenya Government International Bond
9.750%, 02/16/2031(A)		740		758
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		170
3.375%, 01/28/2050(A)	EUR	90		68
2.875%, 05/26/2028		650		661
2.875%, 03/11/2029		1,490		1,484
2.124%, 07/16/2031(A)		250		220
2.000%, 01/28/2032(A)		110		94
2.000%, 04/14/2033(A)		900		745
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070		879
3.750%, 01/21/2055(A)		220		158
3.250%, 10/22/2030(A)		430		390

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
South Africa Government International Bond
5.650%, 09/27/2047	$	950	$	688
4.850%, 09/27/2027		890		843
4.300%, 10/12/2028		200		180
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)		910		532
6.850%, 03/14/2024(A)		200		118
6.850%, 11/03/2025		570		339
6.750%, 04/18/2028(A)		360		211
Turkey Government International Bond
7.625%, 04/26/2029		560		570
6.875%, 03/17/2036		60		56
6.500%, 09/20/2033		900		843
6.000%, 03/25/2027		320		315
6.000%, 01/14/2041		1,980		1,626
4.250%, 04/14/2026		530		511
Ukraine Government International Bond
9.750%, 11/01/2030(A)		640		223
8.994%, 02/01/2026		280		104
7.750%, 09/01/2025		910		334
7.750%, 09/01/2026		230		80
7.750%, 09/01/2029		250		81
7.375%, 09/25/2034(A)		200		58
7.253%, 03/15/2035(A)		420		120
Uruguay Government International Bond
3.875%, 07/02/2040	UYU	6,307		180
Uzbekistan Government International Bond MTN
3.700%, 11/25/2030(A)	$	660		550
Virgin Money UK
9.250%, GUKG5 + 8.307%, 06/08/2172(C)(D)	GBP	300		380
Total Sovereign Debt
(Cost $62,375) ($ Thousands)				53,121
	Shares
COMMON STOCK — 9.3%
Communication Services — 0.5%
iHeartMedia Inc *		168,843		353
Intelsat Jackson Holdings *(F)		22,561		620
Verizon Communications Inc		49,970		2,097
				3,070
Consumer Discretionary — 0.2%
Best Buy Co Inc		5,377		441
Bosideng International Holdings Ltd		183,920		92
McDonald's Corp		1,109		313
				846
Consumer Staples — 2.2%
Altria Group Inc		48,885		2,132

246

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Clorox Co/The		5,600	$	857
Coca-Cola Co/The		23,406		1,432
Colgate-Palmolive Co		1,237		111
Flowers Foods Inc		10,839		258
General Mills Inc		18,822		1,317
Kellanova		17,240		988
Kimberly-Clark Corp		12,398		1,604
Mondelez International Inc, Cl A		2,052		144
PepsiCo Inc		8,606		1,506
Philip Morris International Inc		15,518		1,422
Procter & Gamble Co/The		3,592		583
Vector Group Ltd		6,784		74
				12,428
Energy — 1.1%
Chevron Corp		9,666		1,525
Chord Energy Corp		2,163		385
DT Midstream Inc		4,865		297
Enbridge Inc		35,158		1,272
International Seaways Inc		1,872		100
Noble Corp PLC		7,982		387
Summit Midstream Partners LP *		28,458		799
Williams Cos Inc/The		41,679		1,624
				6,389
Financials — 1.0%
American Financial Group Inc/OH		4,029		550
Bank Mandiri Persero Tbk PT		1,846,204		844
CME Group Inc, Cl A		7,366		1,586
Cohen & Steers Inc		1,416		109
DBS Group Holdings Ltd		56,802		1,516
Malayan Banking Bhd		284,010		579
OneMain Holdings Inc, Cl A		5,990		306
Schroders PLC		45,634		217
				5,707
Health Care — 2.0%
AbbVie Inc		11,166		2,034
Amgen Inc, Cl A		5,138		1,461
Bristol-Myers Squibb Co		33,305		1,806
Gilead Sciences Inc		19,811		1,451
Johnson & Johnson		10,061		1,592
Medtronic PLC		14,066		1,226
Merck & Co Inc		3,836		506
Pfizer Inc		34,462		956
Roche Holding AG		1,858		501
				11,533
Industrials — 0.7%
Automatic Data Processing Inc		645		161
CK Hutchison Holdings Ltd		142,749		689
COMSYS Holdings Corp		6,029		141
Illinois Tool Works Inc		417		112
MSC Industrial Direct Co Inc, Cl A		2,443		237

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PACCAR Inc		15,962	$	1,977
Societe BIC SA		1,198		86
Watsco Inc		687		297
				3,700
Information Technology — 0.6%
Chicony Electronics Co Ltd		29,413		204
Cisco Systems Inc		26,711		1,333
Qlik, Cl A *(F)		56		80
Qlik, Cl B *(F)		13,812		—
Texas Instruments Inc		9,213		1,605
				3,222
Materials — 0.3%
Arctic Canadian Diamond Company Ltd *(F)		824		210
LyondellBasell Industries NV, Cl A		13,537		1,385
				1,595
Real Estate — 0.7%
Essential Properties Realty Trust Inc ‡		8,712		232
Gaming and Leisure Properties Inc ‡		14,040		647
Innovative Industrial Properties Inc, Cl A ‡		1,511		156
Public Storage ‡		5,406		1,568
VICI Properties Inc, Cl A ‡		43,897		1,308
				3,911
Total Common Stock
(Cost $47,996) ($ Thousands)				52,401
	Face Amount (Thousands)
MORTGAGE-BACKED SECURITIES — 7.6%
Agency Mortgage-Backed Obligations — 0.9%
FHLMC
6.000%, 12/01/2052	$	79		81
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050		514		102
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050		448		72
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1
10.120%, SOFR30A + 4.800%, 10/25/2050(A)(C)		210		236
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1
8.320%, SOFR30A + 3.000%, 12/25/2050(A)(C)		630		663
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2
7.120%, SOFR30A + 1.800%, 01/25/2051(A)(C)		119		120

SEI Institutional Managed Trust

247

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
8.820%, SOFR30A + 3.500%, 10/25/2033(A)(C)	$	390	$	429
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
8.370%, SOFR30A + 3.050%, 01/25/2034(A)(C)		590		624
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2
9.070%, SOFR30A + 3.750%, 02/25/2042(A)(C)		500		526
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.520%, SOFR30A + 2.200%, 05/25/2042(A)(C)		496		504
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
0.165%, 05/25/2045(C)		1,174		96
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
0.715%, 01/25/2048(C)		819		88
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050		477		95
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048		920		181
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
1.159%, 01/16/2040(C)		932		104
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
0.607%, 08/20/2043(C)		99		9
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		1,145		173
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		645		101
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		248		29
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
0.217%, 07/20/2047(C)		991		78
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
0.757%, 09/20/2048(C)		379		37
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
0.757%, 09/20/2048(C)		278		32
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
0.757%, 09/20/2048(C)		1,264		138
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
0.757%, 05/20/2048(C)		1,182		118
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
0.257%, 01/20/2048(C)		2,267		189
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
0.607%, 01/20/2049(C)		198		18
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
0.657%, 09/20/2049(C)		553		53
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
0.657%, 09/20/2049(C)		734		74

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049	$	1,807	$	303
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
0.607%, 01/20/2049(C)		156		15
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
0.657%, 06/20/2049(C)		126		12
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050		670		135
				5,435
Non-Agency Mortgage-Backed Obligations — 6.7%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D
7.155%, TSFR1M + 1.836%, 09/15/2034(A)(C)		280		259
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
6.374%, TSFR1M + 1.044%, 11/25/2034(C)		278		274
Alternative Loan Trust, Ser 2005-81, Cl A1
6.004%, TSFR1M + 0.674%, 02/25/2037(C)		423		336
BANK, Ser 2022-BNK44, Cl D
4.000%, 11/15/2032(A)(C)		600		416
BANK, Ser 2023-BNK46, Cl XA, IO
0.617%, 08/15/2056(C)		3,408		138
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.001%, 05/15/2052(C)		10,412		368
Benchmark Mortgage Trust, Ser 2023-V3, Cl D
4.000%, 07/15/2056(A)		500		404
BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F
10.761%, TSFR1M + 5.436%, 02/15/2039(A)(C)		480		465
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A
3.125%, 01/29/2070(A)(E)		639		599
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
7.521%, TSFR1M + 2.196%, 04/15/2034(A)(C)		970		966
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J
9.330%, TSFR1M + 4.004%, 10/15/2038(A)(C)		391		387
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl D
10.099%, TSFR1M + 4.774%, 06/15/2040(A)(C)		280		280

248

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E
11.196%, TSFR1M + 5.871%, 06/15/2040(A)(C)	$	560	$	560
BX Trust, Ser 2021-ARIA, Cl E
7.684%, TSFR1M + 2.359%, 10/15/2036(A)(C)		550		539
BX Trust, Ser 2021-SDMF, Cl F
7.377%, TSFR1M + 2.051%, 09/15/2034(A)(C)		297		287
BX Trust, Ser 2024-CNYN, Cl D
7.990%, TSFR1M + 2.690%, 04/15/2029(A)(C)		540		540
CAFL Issuer, Ser 2023-RTL1, Cl A1
7.553%, 12/28/2030(A)(E)		520		523
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)		906		868
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(A)(C)		500		372
CIM Trust, Ser 2023-R4, Cl A1
5.000%, 05/25/2062(A)(C)		511		504
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
9.785%, SOFR30A + 4.464%, 04/25/2031(A)(C)		460		495
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
9.535%, SOFR30A + 4.214%, 07/25/2039(A)(C)		463		482
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
8.420%, SOFR30A + 3.100%, 10/25/2041(A)(C)		1,020		1,049
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
8.070%, SOFR30A + 2.750%, 12/25/2041(A)(C)		680		692
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2
8.320%, SOFR30A + 3.000%, 04/25/2042(A)(C)		386		398
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1
9.820%, SOFR30A + 4.500%, 04/25/2042(A)(C)		433		458
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1B1
10.870%, SOFR30A + 5.550%, 01/25/2043(A)(C)		300		331

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
8.985%, SOFR30A + 3.664%, 07/25/2030(C)	$	570	$	612
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
8.479%, US0003M + 2.900%, 08/09/2024(A)(C)		915		913
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		164
CSMC Trust, Ser 2017-RPL1, Cl M2
2.969%, 07/25/2057(A)(C)		1,190		886
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1
5.097%, 05/25/2065(A)(C)		600		609
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl B1
10.070%, SOFR30A + 4.750%, 02/25/2042(A)(C)		510		543
FS Commercial Mortgage Trust, Ser 4SZN, Cl B
7.544%, 11/10/2039(A)(C)		380		395
GS Mortgage Securities II, Ser 2024-70P, Cl E
8.666%, 03/10/2041(A)(C)		400		406
GS Mortgage Securities Trust, Ser 2015-GC30, Cl C
4.068%, 05/10/2050(C)		240		213
GS Mortgage Securities Trust, Ser 2015-GC32, Cl D
3.345%, 07/10/2048		380		334
GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G
10.072%, TSFR1M + 4.747%, 11/15/2032(A)(C)		500		491
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C
9.623%, TSFR1M + 4.297%, 09/15/2031(A)(C)		1,754		317
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
8.845%, TSFR1M + 3.514%, 12/15/2036(A)(C)		595		551
Impac CMB Trust, Ser 2005-4, Cl 1M1
6.089%, TSFR1M + 0.544%, 05/25/2035(C)		515		463
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
8.462%, TSFR1M + 3.139%, 07/05/2033(A)(C)		910		599

SEI Institutional Managed Trust

249

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
8.541%, TSFR1M + 3.214%, 09/15/2029(A)(C)	$	1,730	$	952
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
9.706%, TSFR1M + 4.379%, 11/15/2038(A)(C)		710		676
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP1, Cl C
4.723%, 01/15/2049(C)		80		72
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
6.844%, 10/25/2066(A)(E)		668		668
Morgan Stanley Capital I Trust, Ser 2015-BS8, Cl C
4.559%, 12/15/2048(C)		190		165
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
4.115%, 06/26/2036(A)(E)		170		151
MSWF Commercial Mortgage Trust, Ser 2, Cl C
7.018%, 12/15/2056(C)		290		302
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
8.685%, SOFR30A + 3.364%, 10/25/2049(A)(C)		486		479
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
9.185%, SOFR30A + 3.864%, 03/25/2050(A)(C)		478		472
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
6.494%, TSFR1M + 1.164%, 01/25/2048(A)(C)		234		230
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
10.694%, TSFR1M + 5.364%, 05/25/2055(A)(C)		468		468
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
3.040%, TSFR1M + 0.544%, 03/26/2036(A)(C)		185		174
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
9.136%, SOFR30A + 3.814%, 11/27/2031(A)(C)		157		158
PRKCM Trust, Ser 2023-AFC1, Cl A3
7.304%, 02/25/2058(A)(E)		270		266
RALI Series Trust, Ser 2007-QO2, Cl A1
5.594%, TSFR1M + 0.264%, 02/25/2047(C)		788		269

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(C)	$	1,125	$	1,034
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(C)		1,720		1,554
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(C)		2,230		2,034
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(C)		830		770
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(C)		640		586
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M
4.500%, 11/25/2061(A)(C)		320		270
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036(A)(C)		885		819
SMR Mortgage Trust, Ser 2021-IND, Cl F
11.325%, TSFR1M + 6.000%, 02/15/2039(A)(C)		789		688
SMRT, Ser 2022-MINI, Cl D
7.276%, TSFR1M + 1.950%, 01/15/2039(A)(C)		550		540
Soho Trust, Ser 2021-SOHO, Cl D
2.697%, 08/10/2038(A)(C)		440		246
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(C)		640		499
Trust, Ser 2023-MIC, Cl B
9.532%, 12/05/2038(A)(C)		270		286
Verus Securitization Trust, Ser 2022-INV1, Cl B1
5.848%, 08/25/2067(A)(C)		321		304
Verus Securitization Trust, Ser 2023-8, Cl A3
6.968%, 12/25/2068(A)(E)		337		339
Verus Securitization Trust, Ser 2024-1, Cl A3
6.118%, 01/25/2069(A)(E)		668		665
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
4.364%, 12/25/2036(C)		468		401
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B
3.959%, 12/15/2047		390		380

250

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
6.265%, 04/25/2036(C)	$	286	$	266
				37,669
Total Mortgage-Backed Securities
(Cost $46,580) ($ Thousands)				43,104
	Shares
FOREIGN COMMON STOCK — 5.8%
Australia — 0.1%
JB Hi-Fi Ltd		6,557		275
Premier Investments Ltd		4,897		105
				380
Canada — 0.4%
BCE Inc		4,069		138
Canadian Natural Resources Ltd		21,001		1,604
Gibson Energy Inc		7,694		131
Great-West Lifeco Inc		14,862		476
				2,349
France — 0.3%
La Francaise des Jeux SAEM		5,369		219
Rubis SCA		5,050		178
Sanofi SA		12,140		1,193
				1,590
Germany — 0.2%
Mercedes-Benz Group AG		16,492		1,315
Hong Kong — 1.0%
Agricultural Bank of China Ltd, Cl H		1,613,375		680
Bank of China Ltd, Cl H		4,042,654		1,668
China CITIC Bank Corp Ltd, Cl H		489,770		261
China Construction Bank Corp, Cl H		2,587,649		1,560
CK Asset Holdings Ltd		110,031		453
CK Infrastructure Holdings Ltd		34,145		200
HKT Trust & HKT Ltd		197,586		230
Power Assets Holdings Ltd		26,603		156
SITC International Holdings Co Ltd		71,531		131
Want Want China Holdings Ltd		274,457		162
				5,501
India — 0.2%
Bajaj Auto Ltd		3,334		366
HCL Technologies Ltd		50,333		931
				1,297

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Indonesia — 0.2%
Bank Rakyat Indonesia Persero Tbk PT		3,056,137	$	1,166
Italy — 0.4%
Assicurazioni Generali SpA		59,767		1,514
Azimut Holding SpA		5,873		159
Italgas SpA		25,503		149
Poste Italiane SpA		28,394		356
				2,178
Japan — 0.4%
Japan Tobacco Inc		57,222		1,523
SoftBank Corp		15,573		200
USS Co Ltd		22,224		183
Yamato Kogyo Co Ltd		1,949		111
				2,017
Malaysia — 0.0%
Petronas Dagangan Bhd		15,538		71
Petronas Gas Bhd		43,248		160
				231
Netherlands — 0.1%
Koninklijke KPN NV		184,001		689
New Zealand — 0.1%
Spark New Zealand Ltd		102,378		292
Singapore — 0.3%
ComfortDelGro Corp Ltd		114,449		119
Oversea-Chinese Banking Corp Ltd		132,962		1,329
				1,448
South Korea — 0.1%
KT&G Corp		5,369		374
Spain — 0.5%
Cia de Distribucion Integral Logista Holdings SA		3,662		102
Enagas SA		13,317		198
Industria de Diseno Textil SA		40,479		2,040
Mapfre SA		47,313		120
Redeia Corp SA		22,377		382
				2,842
Sweden — 0.1%
Svenska Handelsbanken AB, Cl A		79,755		807

SEI Institutional Managed Trust

251

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Switzerland — 0.4%
Novartis AG		15,309	$	1,485
Roche Holding AG		3,477		887
				2,372
Taiwan — 0.6%
Chunghwa Telecom Co Ltd		204,369		802
Far EasTone Telecommunications Co Ltd		81,995		207
MediaTek Inc		48,792		1,769
Novatek Microelectronics Corp		32,550		599
Radiant Opto-Electronics Corp		23,758		128
Simplo Technology Co Ltd		9,808		138
				3,643
United Kingdom — 0.4%
Games Workshop Group PLC		1,821		231
Hargreaves Lansdown PLC		19,337		180
Imperial Brands PLC		49,536		1,108
OSB Group PLC		22,742		108
Pagegroup PLC		17,876		101
Taylor Wimpey PLC		186,486		323
				2,051
Total Foreign Common Stock
(Cost $28,807) ($ Thousands)				32,542
	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 4.2%
Other Asset-Backed Securities — 4.2%
ALM, Ser 2020-1A, Cl D
11.576%, TSFR3M + 6.262%, 10/15/2029(A)(C)	$	560		556
AMMC CLO 30, Ser 2024-30A, Cl D
9.791%, TSFR3M + 4.500%, 01/15/2037(A)(C)		250		249
Apidos CLO XXII, Ser 2020-22A, Cl DR
12.329%, TSFR3M + 7.012%, 04/20/2031(A)(C)		1,380		1,370
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053(A)		530		548
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
12.446%, TSFR3M + 7.122%, 07/25/2034(A)(C)		890		832
Buckhorn Park CLO, Ser 2021-1A, Cl AR
6.680%, TSFR3M + 1.382%, 07/18/2034(A)(C)		790		790
Buckhorn Park CLO, Ser 2021-1A, Cl DR
8.660%, TSFR3M + 3.362%, 07/18/2034(A)(C)		400		395

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Canyon Capital CLO, Ser 2021-1A, Cl E
11.986%, TSFR3M + 6.672%, 04/15/2034(A)(C)	$	280	$	266
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
6.619%, TSFR3M + 1.312%, 05/15/2031(A)(C)		861		862
CarVal CLO VII-C, Ser 2023-1A, Cl A1
7.518%, TSFR3M + 2.200%, 01/20/2035(A)(C)		730		732
CIFC Funding, Ser 2017-3A, Cl C
9.229%, TSFR3M + 3.912%, 07/20/2030(A)(C)		690		683
CQS US CLO, Ser 2021-1A, Cl D1
9.129%, TSFR3M + 3.812%, 01/20/2035(A)(C)		1,850		1,817
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
11.979%, TSFR3M + 6.662%, 04/20/2034(A)(C)		330		300
Eaton Vance CLO, Ser 2021-2A, Cl ER
12.076%, TSFR3M + 6.762%, 01/15/2035(A)(C)		500		495
Fortress Credit BSL XII, Ser 2021-4A, Cl E
12.706%, TSFR3M + 7.392%, 10/15/2034(A)(C)		250		233
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl D
8.429%, TSFR3M + 3.112%, 04/20/2030(A)(C)		500		498
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049(A)		90		68
Greystone CRE Notes, Ser 2024-HC3, Cl D
10.663%, TSFR1M + 5.333%, 03/15/2041(A)(C)		250		249
Halsey Point CLO I, Ser 2019-1A, Cl F
13.779%, TSFR3M + 8.462%, 01/20/2033(A)(C)		290		258
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(A)		968		872
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(F)(G)		750		–
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR
8.476%, TSFR3M + 3.162%, 10/16/2033(A)(C)		500		491
Neuberger Berman Loan Advisers CLO 44, Ser 2021-44A, Cl E
11.576%, TSFR3M + 6.262%, 10/16/2034(A)(C)		490		486

252

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ocean Trails CLO IX, Ser 2021-9A, Cl DR
9.326%, TSFR3M + 4.012%, 10/15/2034(A)(C)	$	500	$	489
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1
7.318%, TSFR3M + 2.000%, 01/20/2035(A)(C)		650		653
Octagon Investment Partners 32, Ser 2017-1A, Cl D
8.976%, TSFR3M + 3.662%, 07/15/2029(A)(C)		250		249
OHA Loan Funding, Ser 2018-1A, Cl DR2
8.627%, TSFR3M + 3.312%, 07/23/2031(A)(C)		350		348
OZLM XI, Ser 2017-11A, Cl BR
7.879%, TSFR3M + 2.562%, 10/30/2030(A)(C)		600		599
Palmer Square Loan Funding, Ser 2024-3A, Cl CR
8.321%, TSFR3M + 3.000%, 04/15/2031(A)(C)		430		428
Parallel, Ser 2020-1A, Cl CR
7.579%, TSFR3M + 2.262%, 07/20/2029(A)(C)		750		746
Peace Park CLO, Ser 2021-1A, Cl E
11.579%, TSFR3M + 6.262%, 10/20/2034(A)(C)		400		394
Rad CLO 22, Ser 2023-22A, Cl B
8.042%, TSFR3M + 2.670%, 01/20/2037(A)(C)		950		956
Rockford Tower CLO, Ser 2023-1A, Cl C
8.551%, TSFR3M + 3.200%, 01/20/2036(A)(C)		800		804
Sculptor CLO XXVI, Ser 2021-26A, Cl E
12.829%, TSFR3M + 7.512%, 07/20/2034(A)(C)		450		426
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		313		270
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		394		308
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		376		344
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
12.326%, TSFR3M + 7.012%, 10/13/2032(A)(C)		730		685
Tikehau US CLO I, Ser 2021-1A, Cl E
12.470%, TSFR3M + 7.172%, 01/18/2035(A)(C)		1,200		1,165
Trinitas CLO XXVI, Ser 2024-26A, Cl C
8.268%, TSFR3M + 2.950%, 01/20/2035(A)(C)		430		430

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2018-3A, Cl A1A
6.726%, TSFR3M + 1.412%, 10/15/2031(A)(C)	$	229	$	229
Voya CLO, Ser 2021-3A, Cl DR
12.529%, TSFR3M + 7.212%, 04/20/2034(A)(C)		260		255
Whitebox CLO IV, Ser 2023-4A, Cl A1
7.468%, TSFR3M + 2.150%, 04/20/2036(A)(C)		770		775
Whitehorse XII, Ser 2018-12A, Cl D
9.226%, TSFR3M + 3.912%, 10/15/2031(A)(C)		250		246
Total Asset-Backed Securities
(Cost $24,788) ($ Thousands)				23,849
CONVERTIBLE BONDS — 0.4%
Alarm.com Holdings
0.000%, 01/15/2026(H)		57		52
DISH Network
0.000%, 12/15/2025(H)		1,370		1,000
DraftKings Holdings
0.000%, 03/15/2028(H)		680		586
Gannett
6.000%, 12/01/2027(A)		240		214
Multiplan
6.000%, 10/15/2027(A)		420		294
Total Convertible Bonds
(Cost $2,167) ($ Thousands)				2,146
	Shares
PREFERRED STOCK — 0.1%
Energy — 0.1%
Equitrans Midstream, 9.750% (D)		14,041		305
Total Preferred Stock
(Cost $311) ($ Thousands)				305
	Face Amount (Thousands)
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035	$	193		209
Total Municipal Bond
(Cost $211) ($ Thousands)				209

SEI Institutional Managed Trust

253

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS — 0.0%
Noble Corp PLC, Expires 02/07/2028
Strike Price $19.27 *		2,787	$	83
Noble Corp PLC, Expires 02/07/2028
Strike Price $23.13 *		2,787		71
Total Warrants
(Cost $12) ($ Thousands)				154
	Shares
PURCHASED OPTION — 0.0%
Total Purchased Option
(Cost $24) ($ Thousands)				1
Total Investments in Securities — 95.9%
(Cost $570,718) ($ Thousands)			$	541,204
WRITTEN OPTION — (0.0)%
Total Written Option
(Premiums Received $5) ($ Thousands)			$	(11	)

A list of the open exchange traded options contracts held by the Fund at March 31, 2024 is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Put Options
USD Put		2,142,061		$	1,432		$	0.67		4/20/2024	$	1
Total Purchased Option				$	1,432						$	1
WRITTEN OPTION — 0.0%
Put Options
USD Put		(823,443	)	$	(13,830	)		16.80		06/22/2024	$	(11	)
Total Written Option				$	(13,830	)					$	(11	)

A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
3 Month SOFR		52		Mar-2025	$	12,561	$	12,406	$	(155	)
Australian 10-Year Bond		19		Jun-2024		1,464		1,445		(1	)
Euro-Bobl		5		Jun-2024		638		638		2
Euro-Bund		48		Jun-2024		6,879		6,914		58
ICE 3-Month SONIA		38		Sep-2024		11,405		11,405		78
ICE 3-Month SONIA		1		Mar-2025		303		303		3
Long Gilt 10-Year Bond		38		Jun-2024		4,742		4,797		63
U.S. 2-Year Treasury Note		292		Jun-2024		59,805		59,710		(95	)
U.S. 5-Year Treasury Note		208		Jun-2024		22,215		22,259		44
U.S. 10-Year Treasury Note		338		Jun-2024		37,286		37,450		164
U.S. Long Treasury Bond		100		Jun-2024		11,854		12,044		190
U.S. Ultra Long Treasury Bond		67		Jun-2024		8,534		8,643		109

254

SEI Institutional Managed Trust

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Ultra 10-Year U.S. Treasury Note		64			Jun-2024	$	7,298		$	7,335		$	37
							184,984			185,349			497
Short Contracts
3 Month SOFR		(22	)		Jun-2024	$	(5,202	)	$	(5,208	)	$	(6	)
Ultra 10-Year U.S. Treasury Note		(24	)		Jun-2024		(2,748	)		(2,750	)		(2	)
							(7,950	)		(7,958	)		(8	)
						$	177,034		$	177,391		$	489

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024 is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		05/08/24		EUR	10,000		USD	10,809	$	(6	)
Bank of America		06/20/24		USD	15		SEK	153		—
BNP Paribas		04/19/24		NOK	3		USD	0		—
BNP Paribas		04/19/24		USD	243		CNH	1,743		(3	)
BNP Paribas		04/19/24		USD	645		EUR	595		(2	)
BNP Paribas		04/19/24		CNH	1,830		USD	255		3
Citigroup		04/19/24		USD	10		NZD	16		(1	)
Citigroup		04/19/24		USD	192		BRL	970		1
Citigroup		04/19/24		USD	1,020		EUR	943		(1	)
Citigroup		04/19/24		USD	1,353		IDR	21,212,918		(17	)
Citigroup		04/19/24		AUD	2,260		USD	1,484		10
Citigroup		04/19/24		GBP	4,808		USD	6,127		54
Citigroup		04/19/24		EUR	3,676		USD	4,051		78
Citigroup		04/19/24		EUR	1,260		USD	1,360		(2	)
Citigroup		04/19/24		USD	5,114		AUD	7,628		(136	)
Citigroup		06/20/24		CAD	162		USD	119		—
Goldman Sachs		04/19/24		EUR	510		USD	555		3
Goldman Sachs		04/19/24		USD	538		NOK	5,830		—
Goldman Sachs		04/19/24		USD	726		BRL	3,630		(2	)
Goldman Sachs		04/19/24		USD	322		CHF	290		1
Goldman Sachs		04/19/24		USD	2,141		CHF	1,893		(34	)
Goldman Sachs		04/19/24		CHF	3,347		USD	3,816		92
JPMorgan Chase Bank		04/19/24		USD	809		MXN	13,899		25
JPMorgan Chase Bank		04/19/24		USD	1,253		GBP	990		(2	)
JPMorgan Chase Bank		04/19/24		BRL	1,998		USD	403		4
JPMorgan Chase Bank		04/19/24		CNH	7,850		USD	1,103		21
JPMorgan Chase Bank		04/19/24		IDR	21,212,918		USD	1,370		34
JPMorgan Chase Bank		06/20/24		USD	268		CHF	235		(6	)
Morgan Stanley		04/10/24		GBP	921		USD	1,172		8
Morgan Stanley		04/19/24		CAD	1		USD	1		—
Morgan Stanley		04/19/24		USD	93		JPY	13,317		(5	)
Morgan Stanley		04/19/24		USD	1,634		BRL	8,093		(20	)
Morgan Stanley		04/19/24		MXN	24,288		USD	1,414		(43	)
Morgan Stanley		05/08/24		EUR	210		USD	227		—
Morgan Stanley		05/08/24		EUR	421		USD	454		(2	)
Morgan Stanley		06/20/24		USD	9		GBP	7		—
RBC		06/20/24		USD	180		JPY	26,535		(3	)
State Street		05/08/24		USD	1,046		EUR	963		(4	)
UBS		06/20/24		CHF	235		USD	264		—

SEI Institutional Managed Trust

255

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Westpac Banking		06/20/24		USD	220		NZD	359	$	(5	)
									$	40

A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:

Interest Rate Swap

Counterparty

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

JPMorgan Chase

0.23%

BRL-CDI

Annually

01/02/2029

BRL

23,190

$

(53

)

$

–

$

(53

)

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 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)
11.50%		BZDIOVRA		Monthly		01/02/2029		BRL		4,710	$	(30	)	$	(4	)	$	(26	)
BZDIOVRA		12.063750%		Monthly		01/02/2025		BRL		6,480		18			104			(86	)
10.95%		BZDIOVRA		Monthly		01/02/2025		BRL		4,140		6			(57	)		63
13.3%		BZDIOVRA		Monthly		01/02/2025		BRL		4,360		(19	)		(92	)		73
BZDIOVRA		12.06%		Monthly		01/02/2025		BRL		5,500		(16	)		89			(105	)
BZDIOVRA		10.85%		Monthly		01/02/2026		BRL		22,250		61			39			22
BZDIOVRA		8.495%		Monthly		01/04/2027		BRL		1,200		(10	)		(20	)		10
10.2861%		BZDIOVRA		Monthly		01/04/2027		BRL		4,470		(3	)		–			(3	)
BZDIOVRA		13.03%		Monthly		01/04/2027		BRL		2,270		40			2			38
11.23%		BZDIOVRA		Monthly		01/04/2027		BRL		5,470		26			8			18
8.5%		MXIBTIIE		Monthly		06/13/2029		MXN		31,910		13			–			13
MXIBTIIE		9.25%		Monthly		06/17/2026		MXN		45,110		(8	)		(2	)		(6	)
8.5%		MXIBTIIE		Monthly		06/07/2034		MXN		4,750		3			–			3
28-DAY MXN - TIIE		7.2%		Monthly		07/17/2024		MXN		365,383		(274	)		–			(274	)
BZDIOVRA		9.75%		Monthly		01/02/2026		BRL		300		–			–			–
CAONREPO		4.25%		Semi-Annually		06/19/2026		CAD		6,970		22			27			(5	)
CNRR007		2.0%		Quarterly		06/19/2026		CNY		9,570		1			2			(1	)
2.0%		CNRR007		Quarterly		06/19/2029		CNY		13,730		10			12			(2	)
3.0%		EUR006M		Annually		06/19/2027		EUR		2,170		(15	)		(9	)		(6	)
3.0%		EUR006M		Annually		06/19/2029		EUR		1,010		(20	)		(15	)		(5	)
3.0%		EUR006M		Annually		06/19/2031		EUR		2,880		(89	)		(66	)		(23	)
3.0%		EUR006M		Annually		06/19/2034		EUR		600		(25	)		(24	)		(1	)
3.0%		EUR006M		Annually		06/19/2044		EUR		320		(26	)		(20	)		(6	)
2.75%		EUR006M		Annually		06/19/2054		EUR		250		(23	)		(20	)		(3	)
3.75%		SONIO		Annually		06/19/2034		GBP		390		(2	)		(1	)		(1	)
KWCDC		3.25%		Quarterly		06/19/2026		KRW		3,726,120		(3	)		(5	)		2
KWCDC		3.25%		Quarterly		06/19/2029		KRW		1,412,980		1			(2	)		3
KWCDC		3.25%		Quarterly		06/19/2034		KRW		536,170		1			(2	)		3
WIBR6M		4.75%		Semi-Annually		06/19/2034		PLN		3,560		(13	)		(6	)		(7	)
5%		WIBR6M		Annually		06/19/2026		PLN		5,370		6			5			1
3.75%		SOFRRATE		Annually		06/20/2034		USD		380		–			–			–
SOFRATE		3.696108%		Annually		09/26/2028		USD		27,240		67			(29	)		96
3.781828%		SOFRRATE		Annually		09/22/2036		USD		6,140		(55	)		70			(125	)
SOFRRATE		3.35%		Annually		10/26/2027		USD		35,350		(195	)		60			(255	)
3.24%		SOFRRATE		Annually		10/26/2035		USD		8,120		263			62			201
JIBA3M		9.75%		Quarterly		06/19/2034		ZAR		6,090		(2	)		5			(7	)

256

SEI Institutional Managed Trust

Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
						$	(290	)	$	111	$	(401	)

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.4206/29@500		5.00%		Quarterly		06/20/2029	$	848	$	(61	)	$	(59	)	$	(2	)
CDS-DAIGR@100BP5.1Y		1.00%		Quarterly		12/20/2024		1,290		(8	)		(4	)		(4	)
CDS-GM@500BP4.9Y		5.00%		Quarterly		06/20/2026		1,450		(144	)		(126	)		(18	)
CDS-M@100BP4.9Y		1.00%		Quarterly		12/20/2028		598		62			75			(13	)
									$	(151	)	$	(114	)	$	(37	)

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-F@500BPS 4.9Y		5.00%		Quarterly		06/20/2026	$	1,450	$	137		$	93		$	44
CDS-JWN@100BP4.9Y		1.00%		Quarterly		12/20/2028		598		(65	)		(81	)		16
CDS-NA.IG.4206/29@100		1.00%		Quarterly		06/20/2029		325		7			7			–
CDS-VW@100BP5.1Y		1.00%		Quarterly		12/20/2024		1,290		6			2			4
CDX.NA.HY.34-VERSION 1 INDEX		5.00%		Quarterly		06/25/2025		6,092		271			(58	)		329
CDX.NA.IG.33-Version 1 INDEX		1.00%		Quarterly		12/20/2024		2,375		16			9			7
CDX.NA.IG.41-V1		1.00%		Quarterly		12/20/2028		8,505		195			146			49
CHILEAN GOVT 3.24% 06 FEB 2028		1.00%		Quarterly		06/20/2029		210		4			5			(1	)
GENERAL ELECTRIC COMPANY		1.00%		Quarterly		06/20/2026		1,175		21			8			13
MEXICAN GOVT 4.15% 28 MAR 2027		1.00%		Quarterly		06/20/2029		1,160		4			4			–
PERUVIAN GOVT 8.75% 21 NOV 2033		1.00%		Quarterly		06/20/2029		980		16			16			–
PHILIPPINO GOVT 9.5% 02 FEB 2030		1.00%		Quarterly		06/20/2029		390		7			7			–
THE BOEING COMPANY		1.00%		Quarterly		06/20/2024		525		1			1			–
									$	620		$	159		$	461

	Percentages are based on Net Assets of $564,393 ($ 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, 2024, the value of these securities amounted to $249,321 ($ Thousands), representing 44.2% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(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)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(F)	Level 3 security in accordance with fair value hierarchy.
(G)	No interest rate available.
(H)	Zero coupon security.

The following is a summary of the level of inputs used as of March 31, 2024, 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		–		279,064		–			279,064
Loan Participations		–		51,615		2,693			54,308
Sovereign Debt		–		53,121		–			53,121
Common Stock		51,491		–		910			52,401
Mortgage-Backed Securities		–		43,104		–			43,104
Foreign Common Stock		32,542		–		–			32,542
Asset-Backed Securities		–		23,849		–	^		23,849
Convertible Bonds		–		2,146		–			2,146
Preferred Stock		–		305		–			305
Municipal Bond		–		209		–			209
Warrants		–		154		–			154
Purchased Option		1		–		–			1
Total Investments in Securities		84,034		453,567		3,603			541,204

SEI Institutional Managed Trust

257

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Income Fund (Concluded)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(11	)		–			–		(11	)
Futures Contracts*
Unrealized Appreciation		748			–			–		748
Unrealized Depreciation		(259	)		–			–		(259	)
Forward Contracts*
Unrealized Appreciation		–			334			–		334
Unrealized Depreciation		–			(294	)		–		(294	)
OTC Swap
Interest Rate Swap*
Unrealized Depreciation		–			(53	)		–		(53	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			462			–		462
Unrealized Depreciation		–			(38	)		–		(38	)
Interest Rate Swaps*
Unrealized Appreciation		–			546			–		546
Unrealized Depreciation		–			(947	)		–		(947	)
Total Other Financial Instruments		478			10			–		488

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

^ This category includes securities with a value less than $500.

258

SEI Institutional Managed Trust

* 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.

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

See “Glossary” for abbreviations.

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

SEI Institutional Managed Trust

259

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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 — 61.1%
U.S. Treasury Bills ^
5.408%, 07/11/2024 (A)	$	300	$	296
5.316%, 05/21/2024		3,000		2,978
5.306%, 05/16/2024 (A)		6,000		5,961
5.297%, 05/28/2024 (A)		6,000		5,950
5.288%, 05/09/2024		8,000		7,955
5.284%, 06/13/2024 (A)		7,000		6,926
5.280%, 06/27/2024 (A)		6,000		5,924
5.268%, 04/30/2024		8,000		7,966
5.268%, 06/06/2024 (A)		6,000		5,943
5.251%, 09/05/2024 (A)		1,500		1,466
5.248%, 05/02/2024 (A)		6,000		5,973
U.S. Treasury Inflation Protected Securities
0.750%, 07/15/2028		72,622		69,376
0.375%, 07/15/2027		157,092		149,473
0.125%, 07/15/2026		56,720		54,360
U.S. Treasury Note
5.546%, USBMMY3M + 0.245%, 01/31/2026 ^(B)		7,700		7,708
U.S. Treasury Notes ^
5.501%, USBMMY3M + 0.200%, 01/31/2025 (B)		7,200		7,207
5.471%, USBMMY3M + 0.170%, 10/31/2025 (B)		7,400		7,402
5.470%, USBMMY3M + 0.169%, 04/30/2025 (B)		7,100		7,103
5.441%, USBMMY3M + 0.140%, 10/31/2024 (B)		6,200		6,203
5.426%, USBMMY3M + 0.125%, 07/31/2025 (B)		4,200		4,198
5.338%, USBMMY3M + 0.037%, 07/31/2024 (B)		7,100		7,099

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
5.226%, USBMMY3M + -0.075%, 04/30/2024 (B)	$	700	$	700
5.000%, 08/31/2025		900		902
4.750%, 07/31/2025		1,000		998
4.625%, 02/28/2025		400		398
4.375%, 08/15/2026		700		697
4.000%, 02/15/2026		600		593
Total U.S. Treasury Obligations
(Cost $383,940) ($ Thousands)				381,755
	Shares
COMMON STOCK — 29.6%
Communication Services — 2.3%
Alphabet Inc, Cl A *		11,878		1,793
Alphabet Inc, Cl C *		10,032		1,528
Anterix Inc *		400		13
AT&T Inc (C)		93,465		1,645
Cogent Communications Holdings Inc		527		34
Electronic Arts Inc		1,455		193
Frontier Communications Parent Inc *		3,266		80
GCI Liberty Inc *		1,700		—
Globalstar Inc *		17,800		26
Gogo Inc *		1,300		11
Iridium Communications Inc		2,120		56
Liberty Media Corp-Liberty Formula One, Cl C *		980		64
Live Nation Entertainment Inc *		979		104
Lumen Technologies Inc *		18,871		29
Madison Square Garden Sports Corp *		56		10
Match Group Inc *		615		22
Meta Platforms Inc, Cl A		4,426		2,149
Netflix Inc *		2,321		1,410
Pinterest Inc, Cl A *		1,527		53
ROBLOX Corp, Cl A *		2,881		110
Roku Inc, Cl A *		864		56
Shenandoah Telecommunications Co		1,000		17
Spotify Technology SA *		718		190
Take-Two Interactive Software Inc, Cl A *		886		132
Telephone and Data Systems Inc		1,500		24
TKO Group Holdings Inc, Cl A		400		35
T-Mobile US Inc		6,833		1,115
Verizon Communications Inc		54,941		2,305
Walt Disney Co/The		9,832		1,203
Warner Bros Discovery Inc *(C)		12,677		111
				14,518
Consumer Staples — 7.3%
Albertsons Cos Inc, Cl A		5,966		128
Altria Group Inc (C)		28,857		1,259
Andersons Inc/The		700		40
Archer-Daniels-Midland Co		8,549		537

260

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BellRing Brands Inc *		2,211	$	131
BJ's Wholesale Club Holdings Inc *		2,197		166
Boston Beer Co Inc/The, Cl A *		129		39
Brown-Forman Corp, Cl A		805		43
Brown-Forman Corp, Cl B		3,240		167
Bunge Global SA		2,363		242
Cal-Maine Foods Inc		823		48
Campbell Soup Co		3,341		149
Casey's General Stores Inc		657		209
Celsius Holdings Inc *		2,499		207
Central Garden & Pet Co, Cl A *		1,000		37
Church & Dwight Co Inc		3,944		411
Clorox Co/The		1,983		304
Coca-Cola Co/The (C)		62,927		3,850
Coca-Cola Consolidated Inc		88		75
Colgate-Palmolive Co		13,258		1,194
Conagra Brands Inc		7,438		220
Constellation Brands Inc, Cl A		2,601		707
Costco Wholesale Corp (C)		7,158		5,244
Coty Inc, Cl A *		5,808		69
Darling Ingredients Inc *		2,787		130
Dole PLC		237		3
Dollar General Corp		3,521		550
Dollar Tree Inc *		3,490		465
Edgewell Personal Care Co		821		32
elf Beauty Inc *		863		169
Energizer Holdings Inc		1,506		44
Estee Lauder Cos Inc/The, Cl A		3,849		593
Flowers Foods Inc		3,384		80
Freshpet Inc *		749		87
General Mills Inc		9,390		657
Grocery Outlet Holding Corp *		1,388		40
Hain Celestial Group Inc/The *		1,423		11
Herbalife Ltd *		1,741		18
Hershey Co/The		2,420		471
Hormel Foods Corp		4,853		169
Ingles Markets Inc, Cl A		244		19
Ingredion Inc		1,179		138
Inter Parfums Inc		162		23
J & J Snack Foods Corp		289		42
J M Smucker Co/The		1,718		216
John B Sanfilippo & Son Inc		300		32
Kellanova		4,217		242
Kenvue Inc		28,020		601
Keurig Dr Pepper Inc		15,393		472
Kimberly-Clark Corp		5,391		697
Kraft Heinz Co/The		13,401		495
Kroger Co/The		10,537		602
Lamb Weston Holdings Inc		2,275		242
Lancaster Colony Corp		382		79
McCormick & Co Inc/MD		4,334		333
MGP Ingredients Inc		172		15

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Molson Coors Beverage Co, Cl B		2,722	$	183
Mondelez International Inc, Cl A		21,971		1,538
Monster Beverage Corp *		12,354		732
National Beverage Corp, Cl A *		700		33
Nu Skin Enterprises Inc, Cl A		1,000		14
PepsiCo Inc (C)		22,258		3,895
Performance Food Group Co *		2,619		195
Philip Morris International Inc (C)		25,074		2,297
Pilgrim's Pride Corp *		745		26
Post Holdings Inc *		825		88
PriceSmart Inc		400		34
Primo Water Corp		3,097		56
Procter & Gamble Co/The (C)		38,039		6,172
Reynolds Consumer Products Inc		1,125		32
Seaboard Corp		1		3
Simply Good Foods Co/The *		1,631		56
Spectrum Brands Holdings Inc		664		59
Sprouts Farmers Market Inc *		1,638		106
Sysco Corp, Cl A		8,196		665
Target Corp, Cl A		7,431		1,317
TreeHouse Foods Inc *		904		35
Tyson Foods Inc, Cl A (C)		4,517		265
United Natural Foods Inc *		1,213		14
Universal Corp/VA		297		15
US Foods Holding Corp *		3,693		199
Utz Brands Inc		1,888		35
Vector Group Ltd		1,726		19
Walgreens Boots Alliance Inc		11,757		255
Walmart Inc (C)		69,187		4,163
WD-40 Co		257		65
Weis Markets Inc		430		28
				45,837
Energy — 7.8%
Antero Midstream Corp		8,884		125
Antero Resources Corp *		6,837		198
APA Corp		7,028		242
Archrock Inc		3,190		63
Baker Hughes Co, Cl A		23,424		785
Berry Corp		3,100		25
Bristow Group Inc *		800		22
Cactus Inc, Cl A		1,604		80
California Resources Corp		1,438		79
Callon Petroleum *		1,389		50
Centrus Energy Corp, Cl A *		300		12
ChampionX Corp		4,690		168
Cheniere Energy Inc		5,582		900
Chesapeake Energy Corp		2,806		249
Chevron Corp (C)		40,412		6,375
Chord Energy Corp		957		171
Civitas Resources Inc		1,861		141
Clean Energy Fuels Corp *		5,002		13
CNX Resources Corp *		3,778		90

SEI Institutional Managed Trust

261

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Comstock Resources Inc		2,287	$	21
ConocoPhillips (C)		28,138		3,581
CONSOL Energy Inc		615		52
Core Laboratories		900		15
Coterra Energy Inc		18,190		507
Crescent Energy, Cl A		1,600		19
CVR Energy Inc		1,100		39
Delek US Holdings Inc		1,529		47
Devon Energy Corp		15,045		755
DHT Holdings Inc		3,600		41
Diamond Offshore Drilling *		3,478		47
Diamondback Energy Inc, Cl A		4,187		830
DMC Global Inc *		1,000		20
Dorian LPG Ltd		1,100		42
Dril-Quip Inc *		1,031		23
DT Midstream Inc		2,235		137
Encore Energy *		6,032		26
Energy Fuels Inc/Canada *		4,600		29
EOG Resources Inc		13,801		1,764
EQT Corp		8,601		319
Equitrans Midstream Corp		9,599		120
Expro Group Holdings NV *		2,400		48
Exxon Mobil Corp (C)		95,074		11,051
Forum Energy Technologies *		900		18
Gevo *		16,000		12
Green Plains Inc *		1,400		32
Gulfport Energy Corp *		323		52
Halliburton Co		21,231		837
Helix Energy Solutions Group Inc *		3,440		37
Helmerich & Payne Inc		2,114		89
Hess Corp		6,523		996
HF Sinclair Corp		3,207		194
International Seaways Inc		672		36
Kinder Morgan Inc		44,475		816
Kinetik Holdings, Cl A		500		20
Liberty Energy Inc, Cl A		4,418		92
Magnolia Oil & Gas Corp, Cl A		4,609		120
Marathon Oil Corp		14,149		401
Marathon Petroleum Corp (C)		8,910		1,795
Matador Resources Co		2,689		180
Murphy Oil Corp		3,386		155
Nabors Industries Ltd *		129		11
New Fortress Energy Inc, Cl A		1,810		55
Newpark Resources Inc, Cl A *		3,000		22
Noble Corp PLC		2,729		132
Nordic American Tankers Ltd		7,200		28
Northern Oil & Gas Inc		2,414		96
NOV Inc		9,001		176
Occidental Petroleum Corp		16,133		1,048
Oceaneering International Inc, Cl A *		2,744		64
ONEOK Inc		13,656		1,095
Ovintiv Inc		6,043		314

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Par Pacific Holdings Inc *		1,614	$	60
Patterson-UTI Energy Inc		7,317		87
PBF Energy Inc, Cl A		2,453		141
Peabody Energy Corp		2,841		69
Permian Resources Corp, Cl A		8,500		150
Phillips 66		10,452		1,707
Pioneer Natural Resources Co		5,465		1,435
ProPetro Holding Corp *		3,200		26
Range Resources Corp		5,231		180
REX American Resources Corp *		800		47
RPC Inc		984		8
SandRidge Energy Inc		1,300		19
Schlumberger NV, Cl A		33,283		1,824
SEACOR Marine Holdings *		1,600		22
Select Water Solutions Inc, Cl A		3,000		28
SilverBow Resources Inc *		700		24
Sitio Royalties Corp, Cl A		2,300		57
SM Energy Co		2,706		135
Solaris Oilfield Infrastructure Inc, Cl A		2,300		20
Southwestern Energy Co *		26,578		201
Talos Energy Inc *		2,600		36
Targa Resources Corp		5,272		590
Tellurian *		24,500		16
TETRA Technologies Inc *		5,900		26
Texas Pacific Land Corp		441		255
Tidewater Inc *		1,279		118
Uranium Energy *		9,782		66
US Silica Holdings Inc *		2,100		26
VAALCO Energy Inc		4,100		29
Valaris *		1,469		111
Valero Energy Corp (C)		7,970		1,360
Vital Energy *		438		23
Vitesse Energy Inc		1,000		24
Weatherford International PLC *		1,739		201
Williams Cos Inc/The		28,589		1,114
World Kinect Corp		961		25
				48,504
Financials — 0.0%
Eversource Energy		2,899		173
Health Care — 5.8%
10X Genomics Inc, Cl A *		859		32
Abbott Laboratories		9,941		1,130
AbbVie Inc		10,379		1,890
Acadia Healthcare Co Inc, Cl A *		630		50
ACADIA Pharmaceuticals Inc *		1,368		25
Agilent Technologies Inc		1,695		247
Align Technology Inc *		493		162
Alkermes PLC *		1,721		47
Alnylam Pharmaceuticals Inc *		778		116
Amedisys Inc *		244		22
Amgen Inc, Cl A		3,172		902

262

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Amicus Therapeutics Inc *		2,000	$	24
AMN Healthcare Services Inc *		330		21
Amphastar Pharmaceuticals Inc *		300		13
Apellis Pharmaceuticals Inc *		667		39
Arrowhead Pharmaceuticals Inc *		530		15
Avantor Inc *		4,359		111
Axonics Inc *		316		22
Axsome Therapeutics Inc *		300		24
Azenta Inc *		500		30
Baxter International Inc		3,285		140
Baxter International, Inc. (C)		–		—
Becton Dickinson & Co		1,648		408
BioCryst Pharmaceuticals Inc *		3,287		17
Biogen Inc *		914		197
Biohaven Ltd *		1,026		56
BioMarin Pharmaceutical Inc *		1,275		111
Bio-Rad Laboratories Inc, Cl A *		142		49
Bio-Techne Corp		1,147		81
Blueprint Medicines Corp *		389		37
Boston Scientific Corp *		8,399		575
Bridgebio Pharma Inc *		700		22
Bristol-Myers Squibb Co		11,692		634
Bruker Corp		802		75
Cardinal Health Inc		1,603		179
Catalent Inc *		956		54
Cencora Inc, Cl A		1,015		247
Centene Corp *		3,268		256
Certara Inc *		1,200		21
Charles River Laboratories International Inc *		384		104
Chemed Corp		80		51
Cigna Group/The		1,677		609
CONMED Corp		159		13
Cooper Cos Inc/The		1,132		115
Corcept Therapeutics Inc *		800		20
Crinetics Pharmaceuticals Inc *		500		23
CVS Health Corp		7,323		584
Cytokinetics Inc *		767		54
Danaher Corp, Cl A		3,811		952
DaVita Inc *		285		39
Denali Therapeutics Inc *		876		18
DENTSPLY SIRONA Inc		1,315		44
Dexcom Inc *		2,192		304
Dynavax Technologies Corp *		1,400		17
Edwards Lifesciences Corp, Cl A *		4,633		443
Elanco Animal Health Inc *		3,057		50
Elevance Health Inc		1,361		706
Eli Lilly & Co		4,886		3,801
Encompass Health Corp		577		48
Enovis Corp *		600		37
Ensign Group Inc/The		243		30
Envista Holdings Corp *		1,312		28

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Evolent Health Inc, Cl A *		900	$	30
Exact Sciences Corp *		1,267		87
Exelixis Inc *		2,719		65
Fortrea Holdings Inc *		500		20
GE HealthCare Technologies Inc		2,459		224
Gilead Sciences Inc (C)		7,798		571
Glaukos Corp *		300		28
Globus Medical Inc, Cl A *		616		33
Guardant Health Inc *		1,000		21
Haemonetics Corp *		463		40
Halozyme Therapeutics Inc *		837		34
HCA Healthcare Inc		1,108		370
HealthEquity Inc *		544		44
Henry Schein Inc *		773		58
Hologic Inc *		1,534		120
Humana Inc		750		260
ICON PLC ADR *		442		148
IDEXX Laboratories Inc *		469		253
Illumina Inc *		1,044		143
Inari Medical *		438		21
Incyte Corp *		1,138		65
Insmed Inc *		978		27
Inspire Medical Systems Inc *		203		44
Insulet Corp *		462		79
Integer Holdings Corp *		400		47
Integra LifeSciences Holdings Corp *		462		16
Intellia Therapeutics *		968		27
Intra-Cellular Therapies Inc, Cl A *		567		39
Intuitive Surgical Inc *		2,030		810
Ionis Pharmaceuticals Inc *		841		36
Iovance Biotherapeutics Inc *		2,168		32
IQVIA Holdings Inc *		1,161		294
iRhythm Technologies Inc *		262		30
Jazz Pharmaceuticals PLC *		367		44
Johnson & Johnson		13,841		2,189
Krystal Biotech Inc *		200		36
Laboratory Corp of America Holdings		512		112
Lantheus Holdings Inc *		298		19
LivaNova PLC *		414		23
Madrigal Pharmaceuticals Inc *		171		46
Masimo Corp *		338		50
McKesson Corp		779		418
Medpace Holdings Inc *		166		67
Medtronic PLC		7,628		665
Merck & Co Inc		14,650		1,933
Merit Medical Systems Inc *		444		34
Mettler-Toledo International Inc *		133		177
Mirati Therapeutics *		600		—
Moderna Inc *		2,176		232
Molina Healthcare Inc *		319		131
Natera Inc *		841		77
Neogen Corp, Cl B *		1,762		28

SEI Institutional Managed Trust

263

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Neurocrine Biosciences Inc *		478	$	66
Omnicell Inc *		500		15
Option Care Health Inc *		1,055		35
Organon & Co		1,600		30
Pacific Biosciences of California Inc *		2,300		9
Pacira BioSciences Inc *		527		15
Patterson Cos Inc		900		25
Penumbra Inc *		187		42
Perrigo Co PLC		900		29
Pfizer Inc		32,568		904
Premier Inc, Cl A		1,400		31
Prestige Consumer Healthcare Inc, Cl A *		315		23
Privia Health Group Inc *		1,100		22
Progyny Inc *		716		27
QIAGEN NV		953		41
Quest Diagnostics Inc		764		102
QuidelOrtho Corp *		400		19
R1 RCM Inc *		1,448		19
Regeneron Pharmaceuticals Inc *		647		623
Repligen Corp *		337		62
ResMed Inc		829		164
REVOLUTION Medicines *		855		28
Revvity Inc		915		96
Roivant Sciences Ltd *		2,000		21
Royalty Pharma PLC, Cl A		2,476		75
Sarepta Therapeutics Inc *		597		77
Select Medical Holdings Corp		800		24
Shockwave Medical Inc *		270		88
Sotera Health Co *		1,200		14
SpringWorks Therapeutics Inc *		832		41
STERIS PLC		615		138
Stryker Corp		2,058		736
Teladoc Health Inc *		1,010		15
Teleflex Inc		322		73
Tenet Healthcare Corp *		787		83
Thermo Fisher Scientific Inc		2,231		1,297
Twist Bioscience Corp *		878		30
Ultragenyx Pharmaceutical Inc *		500		23
United Therapeutics Corp *		295		68
UnitedHealth Group Inc (C)		5,339		2,641
Universal Health Services Inc, Cl B		288		53
Vaxcyte Inc *		790		54
Veeva Systems Inc, Cl A *		825		191
Vertex Pharmaceuticals Inc *		1,611		673
Viatris Inc, Cl W		7,201		86
Viking Therapeutics Inc *		707		58
Waters Corp *		328		113
West Pharmaceutical Services Inc		487		193
Xencor Inc *		1,152		25
Zimmer Biomet Holdings Inc		1,205		159
Zoetis Inc, Cl A		2,689		455
				36,499

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HEALTH CARE — 0.0%
Amgen, Inc. *(C)		–	$	—
Information Technology — 2.0%
Accenture PLC, Cl A		1,291		447
Adobe Inc *		951		480
Akamai Technologies Inc *		400		44
Amdocs Ltd		208		19
ANSYS Inc *		203		70
AppLovin Corp, Cl A *		700		48
Aspen Technology Inc *		44		9
Atlassian Corp, Cl A *		308		60
Autodesk Inc, Cl A *		429		112
Bentley Systems Inc, Cl B		500		26
BILL Holdings Inc *		249		17
Cadence Design Systems Inc *		615		191
Cloudflare Inc, Cl A *		632		61
Cognizant Technology Solutions Corp, Cl A		1,270		93
Confluent Inc, Cl A *		600		18
Crowdstrike Holdings Inc, Cl A *		501		161
Datadog Inc, Cl A *		559		69
DocuSign Inc, Cl A *		653		39
DXC Technology Co *		800		17
Dynatrace Inc *		616		29
Elastic NV *		300		30
EPAM Systems Inc *		131		36
Fair Isaac Corp *		58		72
Five9 Inc *		300		19
Fortinet Inc *		1,589		109
Gartner Inc *		159		76
Gen Digital Inc		1,074		24
Globant SA *		100		20
GoDaddy Inc, Cl A *		419		50
Guidewire Software Inc, Cl Z *		353		41
HubSpot Inc *		125		78
International Business Machines Corp		1,856		354
Intuit Inc		559		363
Manhattan Associates Inc *		82		21
Microsoft Corp (C)		15,207		6,398
MongoDB Inc, Cl A *		182		65
Nutanix Inc, Cl A *		803		50
Okta Inc, Cl A *		416		44
Oracle Corp, Cl B		3,291		413
Palantir Technologies Inc, Cl A *		3,998		92
Palo Alto Networks Inc *		669		190
PTC Inc *		238		45
Roper Technologies Inc		249		140
Salesforce Inc		1,969		593
ServiceNow Inc *		421		321
Snowflake Inc, Cl A *		707		114
Synopsys Inc *		344		197
Twilio Inc, Cl A *		500		31

264

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tyler Technologies Inc *		124	$	53
UiPath Inc, Cl A *		1,200		27
Unity Software Inc *		650		17
VeriSign Inc *		214		41
Workday Inc, Cl A *		464		127
Zoom Video Communications Inc, Cl A *		808		53
Zscaler Inc *		260		50
				12,364
Real Estate — 2.9%
Acadia Realty Trust ‡		1,911		33
Agree Realty Corp ‡		1,225		70
Alexander & Baldwin Inc ‡		1,640		27
Alexandria Real Estate Equities Inc ‡		2,268		292
American Assets Trust Inc ‡		984		22
American Homes 4 Rent, Cl A ‡		4,345		160
American Tower Corp, Cl A ‡		6,113		1,208
Americold Realty Trust Inc ‡		3,961		99
Apartment Income Corp ‡		2,041		66
Apartment Investment and Management Co, Cl A *‡		3,000		25
Apple Hospitality REIT Inc ‡		3,676		60
Armada Hoffler Properties Inc ‡		2,400		25
AvalonBay Communities Inc ‡		1,796		333
Boston Properties Inc ‡		2,007		131
Brixmor Property Group Inc ‡		3,925		92
Broadstone Net Lease Inc, Cl A ‡		2,601		41
Camden Property Trust ‡		1,370		135
CareTrust REIT Inc ‡		1,850		45
CBRE Group Inc, Cl A *		4,096		398
Centerspace ‡		271		15
Community Healthcare Trust Inc ‡		600		16
COPT Defense Properties ‡		1,245		30
CoStar Group Inc *		5,390		521
Cousins Properties Inc ‡		2,006		48
Crown Castle Inc ‡		5,664		599
CubeSmart ‡		2,817		127
Cushman & Wakefield PLC *		2,803		29
DiamondRock Hospitality Co ‡		2,869		28
Digital Realty Trust Inc, Cl A ‡		3,983		574
DigitalBridge Group		2,616		50
Douglas Emmett Inc ‡		2,051		28
Easterly Government Properties Inc, Cl A ‡		1,801		21
EastGroup Properties Inc ‡		590		106
Elme Communities ‡		1,907		27
Empire State Realty Trust Inc, Cl A ‡		3,635		37
EPR Properties, Cl A ‡		936		40
Equinix Inc ‡		1,225		1,011
Equity Commonwealth *‡		1,656		31
Equity LifeStyle Properties Inc ‡		2,214		143
Equity Residential ‡		4,788		302
Essential Properties Realty Trust Inc ‡		2,157		58
Essex Property Trust Inc ‡		831		203

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
eXp World Holdings Inc		1,000	$	10
Extra Space Storage Inc ‡		2,757		405
Federal Realty Investment Trust ‡		1,098		112
First Industrial Realty Trust Inc ‡		1,758		92
Four Corners Property Trust Inc ‡		1,654		40
Gaming and Leisure Properties Inc ‡		3,070		141
Getty Realty Corp ‡		963		26
Global Net Lease Inc ‡		2,522		20
Healthcare Realty Trust Inc, Cl A ‡		5,038		71
Healthpeak Properties Inc ‡		7,179		135
Highwoods Properties Inc ‡		1,522		40
Host Hotels & Resorts Inc ‡		9,370		194
Howard Hughes Holdings Inc *		800		58
Hudson Pacific Properties Inc ‡		3,395		22
Independence Realty Trust Inc ‡		3,070		50
Innovative Industrial Properties Inc, Cl A ‡		353		37
InvenTrust Properties Corp ‡		1,081		28
Invitation Homes Inc ‡		7,849		279
Iron Mountain Inc ‡		3,613		290
JBG SMITH Properties ‡		1,501		24
Jones Lang LaSalle Inc *		642		125
Kennedy-Wilson Holdings Inc		2,200		19
Kilroy Realty Corp ‡		1,574		57
Kimco Realty Corp ‡		8,189		161
Kite Realty Group Trust ‡		3,200		69
Lamar Advertising Co, Cl A ‡		1,076		128
LTC Properties Inc ‡		365		12
LXP Industrial Trust, Cl B ‡		4,162		38
Macerich Co/The ‡		2,863		49
Medical Properties Trust Inc ‡		8,448		40
Mid-America Apartment Communities Inc ‡		1,522		200
National Health Investors Inc ‡		646		41
National Storage Affiliates Trust ‡		1,425		56
NETSTREIT Corp ‡		1,678		31
NNN REIT Inc ‡		2,627		112
Omega Healthcare Investors Inc ‡		3,125		99
Opendoor Technologies Inc *		6,500		20
Outfront Media Inc ‡		1,938		33
Park Hotels & Resorts Inc ‡		3,265		57
Pebblebrook Hotel Trust ‡		2,088		32
Phillips Edison & Co Inc ‡		1,658		59
Piedmont Office Realty Trust Inc, Cl A ‡		2,800		20
PotlatchDeltic Corp ‡		1,143		54
Prologis Inc ‡		12,133		1,580
Public Storage ‡		2,031		589
Rayonier Inc ‡		2,143		71
Realty Income Corp ‡		10,915		591
Regency Centers Corp ‡		2,358		143
Retail Opportunity Investments Corp ‡		1,322		17
Rexford Industrial Realty Inc ‡		2,771		139
RLJ Lodging Trust ‡		3,289		39
Ryman Hospitality Properties Inc ‡		752		87

SEI Institutional Managed Trust

265

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sabra Health Care REIT Inc ‡		3,996	$	59
SBA Communications Corp, Cl A ‡		1,355		294
Service Properties Trust ‡		3,812		26
Simon Property Group Inc ‡		4,258		666
SITE Centers Corp ‡		2,268		33
SL Green Realty Corp ‡		1,253		69
St Joe Co/The		700		41
STAG Industrial Inc ‡		2,631		101
Sun Communities Inc ‡		1,596		205
Sunstone Hotel Investors Inc ‡		4,086		46
Tanger Inc ‡		1,256		37
Terreno Realty Corp ‡		1,221		81
UDR Inc ‡		4,299		161
Uniti Group Inc ‡		3,500		21
Urban Edge Properties ‡		2,241		39
Ventas Inc ‡		5,267		229
Veris Residential Inc ‡		1,108		17
VICI Properties Inc, Cl A ‡		12,692		378
Vornado Realty Trust ‡		2,531		73
Welltower Inc ‡		7,046		658
Weyerhaeuser Co ‡		9,379		337
WP Carey Inc ‡		2,749		155
Xenia Hotels & Resorts Inc ‡		1,562		23
Zillow Group Inc, Cl A *		876		42
Zillow Group Inc, Cl C *		2,300		112
				18,051
Utilities — 1.5%
AES Corp/The		5,777		104
ALLETE Inc		698		42
Alliant Energy Corp		2,022		102
Ameren Corp		2,106		156
American Electric Power Co Inc		4,505		388
American States Water Co		438		32
American Water Works Co Inc		1,780		218
Atmos Energy Corp		1,146		136
Avangrid Inc		876		32
Avista Corp		876		31
Black Hills Corp, Cl A		829		45
Brookfield Renewable Corp, Cl A		955		23
California Water Service Group, Cl A		890		41
CenterPoint Energy Inc		5,037		143
Chesapeake Utilities Corp		200		21
Clearway Energy Inc, Cl C		983		23
CMS Energy Corp		2,683		162
Consolidated Edison Inc		3,087		280
Constellation Energy Corp		2,822		522
Dominion Energy Inc		6,972		343
DTE Energy Co		1,653		185
Duke Energy Corp		6,587		637
Edison International		3,331		236
Entergy Corp		1,878		198
Essential Utilities Inc		2,536		94

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Evergy Inc		1,869	$	100
Exelon Corp		8,515		320
FirstEnergy Corp		4,996		193
Hawaiian Electric Industries Inc		1,410		16
IDACORP Inc, Cl A		442		41
MGE Energy Inc		425		33
National Fuel Gas Co		862		46
New Jersey Resources Corp		1,036		44
NextEra Energy Inc		17,473		1,117
NiSource Inc		3,607		100
Northwestern Energy Group		806		41
NRG Energy Inc		2,067		140
OGE Energy Corp		1,993		68
ONE Gas Inc		343		22
Ormat Technologies Inc		400		26
Otter Tail Corp		200		17
PG&E Corp		17,167		288
Pinnacle West Capital Corp		948		71
PNM Resources Inc		791		30
Portland General Electric Co		857		36
PPL Corp		6,130		169
Public Service Enterprise Group Inc		4,071		272
Sempra		5,575		400
SJW Group		210		12
Southern Co/The		9,393		674
Southwest Gas Holdings Inc		738		56
UGI Corp		1,840		45
Vistra Corp		3,010		210
WEC Energy Group Inc		2,910		239
Xcel Energy Inc		4,862		261
York Water Co/The		600		22
				9,303
Total Common Stock
(Cost $91,193) ($ Thousands)				185,249
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 7.8%
Communication Services — 0.3%
Altice France
3.375%, 01/15/2028	EUR	117		91
AT&T
5.400%, 02/15/2034	$	147		149
4.500%, 05/15/2035		106		99
2.550%, 12/01/2033		102		82
2.250%, 02/01/2032		8		6
Charter Communications Operating
6.150%, 11/10/2026		153		154
DISH DBS
5.250%, 12/01/2026 (D)		1,007		793

266

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
5.150%, 04/15/2034	$	253	$	252
				1,626
Consumer Discretionary — 1.2%
Booking Holdings
4.625%, 04/13/2030		1,080		1,067
Caesars Entertainment
7.000%, 02/15/2030 (D)		220		226
Cox Communications
5.700%, 06/15/2033 (D)		127		128
ERAC USA Finance
4.900%, 05/01/2033 (D)		99		97
4.600%, 05/01/2028 (D)		278		274
Ford Motor
6.100%, 08/19/2032		138		140
3.250%, 02/12/2032		296		246
Ford Motor Credit
7.350%, 11/04/2027		204		214
General Motors Financial
5.750%, 02/08/2031		478		483
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (D)		413		361
Harley-Davidson Financial Services
3.050%, 02/14/2027 (D)		700		654
Hilton Domestic Operating
5.875%, 04/01/2029 (D)		378		379
Hyundai Capital America
6.100%, 09/21/2028 (D)		223		230
5.250%, 01/08/2027 (D)		127		127
Las Vegas Sands
3.900%, 08/08/2029		722		657
LKQ
6.250%, 06/15/2033		138		144
Marriott International
5.750%, 05/01/2025		68		68
5.550%, 10/15/2028		140		143
4.900%, 04/15/2029		309		307
MDC Holdings
6.000%, 01/15/2043		389		395
Royal Caribbean Cruises
8.250%, 01/15/2029 (D)		231		244
Tapestry
7.700%, 11/27/2030		76		81
Time Warner Cable
4.500%, 09/15/2042		330		244
Wynn Macau
5.625%, 08/26/2028 (D)		348		330
				7,239

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 0.7%
Altria Group
3.400%, 05/06/2030	$	745	$	677
BAT Capital
6.421%, 08/02/2033		122		128
2.259%, 03/25/2028		1,028		915
Cargill
5.125%, 10/11/2032 (D)		239		240
General Mills
4.700%, 01/30/2027		134		133
JBS USA LUX
6.750%, 03/15/2034 (D)		286		300
Philip Morris International
5.625%, 11/17/2029		110		113
5.375%, 02/15/2033		549		553
4.875%, 02/13/2026		582		580
Pilgrim's Pride
6.875%, 05/15/2034		335		357
Tyson Foods
5.700%, 03/15/2034		129		131
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (D)(E)		660		–
				4,127
Corporate Obligation — 0.1%
Credit Agricole MTN
6.251%, SOFRRATE + 2.670%, 01/10/2035 (B)(D)		324		329
Societe Generale
5.519%, H15T1Y + 1.500%, 01/19/2028 (B)(D)		482		479
				808
Energy — 0.5%
Continental Resources
2.268%, 11/15/2026 (D)		1,050		967
Ecopetrol
8.625%, 01/19/2029		512		543
Equities
5.750%, 02/01/2034		200		199
Oleoducto Central
4.000%, 07/14/2027 (D)		221		206
ONEOK
6.050%, 09/01/2033		203		212
ONEOK Partners
6.125%, 02/01/2041		63		65
Ovintiv
6.500%, 02/01/2038		49		51
6.250%, 07/15/2033		107		111
Var Energi
8.000%, 11/15/2032 (D)		403		451

SEI Institutional Managed Trust

267

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.500%, 01/15/2028 (D)	$	314	$	332
				3,137
Financials — 3.2%
ABN AMRO Bank MTN
4.750%, 07/28/2025 (D)		269		265
AIB Group MTN
4.263%, US0003M + 1.874%, 04/10/2025 (B)(D)		438		438
Aircastle
5.950%, 02/15/2029 (D)		65		65
4.125%, 05/01/2024		181		181
Ally Financial
6.992%, SOFRRATE + 3.260%, 06/13/2029 (B)		259		268
American Express
5.098%, SOFRRATE + 1.000%, 02/16/2028 (B)		474		473
Aviation Capital Group
6.375%, 07/15/2030 (D)		206		212
5.500%, 12/15/2024 (D)		352		351
4.875%, 10/01/2025 (D)		182		179
4.125%, 08/01/2025 (D)		6		6
3.500%, 11/01/2027 (D)		165		153
1.950%, 01/30/2026 (D)		480		448
1.950%, 09/20/2026 (D)		153		140
Banco Bilbao Vizcaya Argentaria
5.381%, 03/13/2029		200		202
Banco de Credito del Peru S.A. MTN
3.125%, H15T5Y + 3.000%, 07/01/2030 (B)(D)		755		723
Banco Santander
9.625%, H15T5Y + 5.298%(B)(F)		200		220
6.921%, 08/08/2033		400		419
Bank of America
2.687%, SOFRRATE + 1.320%, 04/22/2032 (B)		259		219
Bank of America MTN
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		484		412
Bank of Ireland Group
5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D)		212		212
Barclays
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B)		216		217
BNP Paribas
7.375%, USSW5 + 5.150%(B)(F)		200		200
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D)		474		475
BPCE
6.508%, H15T1Y + 2.791%, 01/18/2035 (B)(D)		483		491

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CaixaBank
6.684%, SOFRRATE + 2.080%, 09/13/2027 (B)(D)	$	343	$	350
6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D)		200		202
Capital One Financial
6.377%, SOFRRATE + 2.860%, 06/08/2034 (B)		486		505
Charles Schwab
4.000%, H15T5Y + 3.168%(B)(F)		756		707
Citigroup
7.625%, H15T5Y + 3.211%(B)(F)		33		35
4.000%, H15T5Y + 3.597%(B)(F)		359		344
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)		584		487
Deutsche Bank NY
7.146%, SOFRRATE + 2.520%, 07/13/2027 (B)		177		182
3.961%, SOFRRATE + 2.581%, 11/26/2025 (B)		315		311
2.129%, SOFRRATE + 1.870%, 11/24/2026 (B)		347		327
Discover Bank
5.974%, USISOA05 + 1.730%, 08/09/2028 (B)		475		472
Goldman Sachs Group
8.437%, TSFR3M + 3.136%(B)(F)		122		122
4.125%, H15T5Y + 2.949%(B)(F)		328		304
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)		38		32
2.615%, SOFRRATE + 1.281%, 04/22/2032 (B)		542		455
Intesa Sanpaolo
7.200%, 11/28/2033 (D)		327		352
JPMorgan Chase
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B)		769		657
Lloyds Banking Group
7.500%, USISDA05 + 4.496%(B)(F)		735		732
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)		324		324
Lloyds Banking Group PLC
7.953%, H15T1Y + 3.750%, 11/15/2033 (B)		404		455
Morgan Stanley
0.406%, 10/29/2027 (B)	EUR	480		478
Morgan Stanley MTN
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)	$	3		2
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)		319		297

268

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NatWest Group
6.475%, H15T5Y + 2.200%, 06/01/2034 (B)	$	208	$	211
OEC Finance
7.125%, 12/26/2046 (D)		324		21
PNC Financial Services Group
8.643%, TSFR3M + 3.302%(B)(F)		174		175
S&P Global
4.250%, 05/01/2029		166		162
Santander Holdings USA
4.260%, SOFRINDX + 1.380%, 06/09/2025 (B)		196		195
2.490%, SOFRRATE + 1.249%, 01/06/2028 (B)		67		61
Santander UK Group Holdings
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B)		603		613
Standard Chartered
6.000%, H15T5Y + 5.661%(B)(D)(F)		552		544
3.971%, H15T1Y + 1.650%, 03/30/2026 (B)(D)		239		235
Svenska Handelsbanken
4.750%, H15T5Y + 4.048%(B)(F)		800		680
Swiss Re Finance Luxembourg
5.000%, H15T5Y + 3.582%, 04/02/2049 (B)		200		194
Swiss RE Subordinated Finance
5.698%, TSFR3M + 1.813%, 04/05/2035 (B)(D)		200		200
UBS Group
9.250%, H15T5Y + 4.758%(B)(D)(F)		301		340
UniCredit
2.569%, H15T1Y + 2.300%, 09/22/2026 (B)(D)		519		494
Wells Fargo
7.625%, H15T5Y + 3.606%(B)(F)		23		25
3.900%, H15T5Y + 3.453%(B)(F)		327		311
Wells Fargo MTN
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		754		654
				20,216
Health Care — 0.1%
Bayer US Finance
6.125%, 11/21/2026 (D)		326		329
Humana
5.375%, 04/15/2031		127		127
Organon & Co
2.875%, 04/30/2028	EUR	200		201
				657

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 0.8%
AerCap Ireland Capital DAC
6.500%, 07/15/2025	$	190	$	192
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	237		250
Delta Air Lines
4.750%, 10/20/2028 (D)	$	475		465
4.500%, 10/20/2025 (D)		238		236
Embraer Netherlands Finance BV
5.400%, 02/01/2027		670		666
ENA Master Trust
4.000%, 05/19/2048 (D)		272		191
Flowserve
2.800%, 01/15/2032		246		202
Honeywell International
4.125%, 11/02/2034	EUR	810		922
Lima Metro Line 2 Finance
5.875%, 07/05/2034	$	197		195
4.350%, 04/05/2036 (D)		194		180
Odebrecht Holdco Finance
0.000%, 09/10/2058 (D)(G)		294		–
Regal Rexnord
6.050%, 02/15/2026 (D)		789		793
Ryder System MTN
5.375%, 03/15/2029		313		316
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		137
				4,745
Information Technology — 0.4%
Broadcom
4.926%, 05/15/2037 (D)		535		508
3.137%, 11/15/2035 (D)		154		124
Kyndryl Holdings
2.050%, 10/15/2026		631		578
NXP BV
5.550%, 12/01/2028		317		322
Tencent Holdings MTN
3.240%, 06/03/2050 (D)		439		299
TSMC Arizona
3.875%, 04/22/2027		406		394
Western Digital
3.100%, 02/01/2032		35		28
2.850%, 02/01/2029		157		137
				2,390
Materials — 0.1%
Freeport Indonesia MTN
4.763%, 04/14/2027 (D)		243		237
Glencore Funding
6.500%, 10/06/2033 (D)		56		60
5.338%, 04/04/2027 (D)		402		402

SEI Institutional Managed Trust

269

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Volcan Cia Minera SAA
4.375%, 02/11/2026 (D)	$	81	$	50
				749
Real Estate — 0.0%
American Tower
5.200%, 02/15/2029		212		212
3.650%, 03/15/2027		130		124
				336
Utilities — 0.4%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (D)		299		259
Alexander Funding Trust II
7.467%, 07/31/2028 (D)		104		110
Comision Federal de Electricidad
4.688%, 05/15/2029 (D)		268		252
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		294
Electricite de France
9.125%, H15T5Y + 5.411%(B)(D)(F)		238		262
Engie Energia Chile
3.400%, 01/28/2030		390		338
Niagara Mohawk Power
5.290%, 01/17/2034 (D)		146		144
NRG Energy
7.000%, 03/15/2033 (D)		421		449
Pacific Gas and Electric
5.550%, 05/15/2029		73		74
Terraform Global Operating
6.125%, 03/01/2026 (D)		74		73
Vistra
7.000%, H15T5Y + 5.740%(B)(D)(F)		286		283
Vistra Operations
6.950%, 10/15/2033 (D)		199		212
				2,750
Total Corporate Obligations
(Cost $50,838) ($ Thousands)				48,780
MORTGAGE-BACKED SECURITIES — 4.3%
Agency Mortgage-Backed Obligations — 0.7%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
0.717%, 06/15/2047(B)		954		125
FHLMC CMO, Ser 2020-4981, Cl HS, IO
0.665%, 06/25/2050(B)		1,894		165
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A
7.420%, SOFR30A + 2.100%, 04/25/2043(B)(D)		344		350

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.820%, SOFR30A + 1.500%, 10/25/2041(B)(D)	$	1,079	$	1,081
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.520%, SOFR30A + 2.200%, 05/25/2042(B)(D)		481		489
FNMA
3.000%, 02/01/2052		2,088		1,817
FNMA CMO, Ser 2014-78, Cl SE, IO
0.665%, 12/25/2044(B)		724		74
FNMA CMO, Ser 2016-77, Cl DS, IO
0.565%, 10/25/2046(B)		720		72
FNMA CMO, Ser 2017-62, Cl AS, IO
0.715%, 08/25/2047(B)		801		89
FNMA CMO, Ser 2017-97, Cl LS, IO
0.765%, 12/25/2047(B)		1,122		140
GNMA CMO, Ser 2017-122, Cl SA, IO
0.757%, 08/20/2047(B)		583		69
GNMA CMO, Ser 2017-134, Cl SE, IO
0.757%, 09/20/2047(B)		492		48
				4,519
Non-Agency Mortgage-Backed Obligations — 3.6%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		42		29
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		230		124
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		92		63
AREIT Trust, Ser 2022-CRE6, Cl A
6.569%, SOFR30A + 1.250%, 01/20/2037(B)(D)		1,262		1,253
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%, 03/10/2037(B)(D)		365		274
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
6.373%, TSFR1M + 1.047%, 11/15/2033(B)(D)		1,610		1,603
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
7.581%, TSFR1M + 2.254%, 10/15/2037(B)(D)		779		775
Bellemeade Re, Ser 2019-3A, Cl M1C
7.394%, TSFR1M + 2.064%, 07/25/2029(B)(D)		102		102
Bellemeade Re, Ser 2022-2, Cl M1A
9.320%, SOFR30A + 4.000%, 09/27/2032(B)(D)		978		1,002

270

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BFLD Trust, Ser 2021-FPM, Cl A
7.041%, TSFR1M + 1.714%, 06/15/2038(B)(D)	$	1,189	$	1,180
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
7.271%, TSFR1M + 1.946%, 04/15/2034(B)(D)		162		162
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
7.521%, TSFR1M + 2.196%, 04/15/2034(B)(D)		656		653
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		89		40
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		120		53
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		58		25
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.793%, 07/10/2046(B)(D)		565		521
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
7.435%, SOFR30A + 2.114%, 01/25/2040(B)(D)		87		88
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.970%, SOFR30A + 1.650%, 12/25/2041(B)(D)		319		321
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
7.220%, SOFR30A + 1.900%, 12/25/2041(B)(D)		1,023		1,030
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
8.820%, SOFR30A + 3.500%, 03/25/2042(B)(D)		838		878
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
8.420%, SOFR30A + 3.100%, 03/25/2042(B)(D)		211		219
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1
7.620%, SOFR30A + 2.300%, 01/25/2043(B)(D)		381		390
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1
7.621%, SOFR30A + 2.300%, 05/25/2043(B)(D)		733		748

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1
7.221%, SOFR30A + 1.900%, 06/25/2043(B)(D)	$	672	$	680
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
5.824%, TSFR1M + 0.494%, 12/25/2036(B)		318		101
Eagle RE, Ser 2023-1, Cl M1A
7.320%, SOFR30A + 2.000%, 09/26/2033(B)(D)		511		513
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1
7.320%, SOFR30A + 2.000%, 01/25/2051(B)(D)		67		66
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2
8.120%, SOFR30A + 2.800%, 10/25/2050(B)(D)		171		175
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
6.970%, SOFR30A + 1.650%, 01/25/2034(B)(D)		174		175
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2
7.120%, SOFR30A + 1.800%, 11/25/2041(B)(D)		1,042		1,048
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
7.670%, SOFR30A + 2.350%, 12/25/2041(B)(D)		668		672
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
6.320%, SOFR30A + 1.000%, 01/25/2042(B)(D)		366		366
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.170%, SOFR30A + 1.850%, 01/25/2042(B)(D)		542		545
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A
8.270%, SOFR30A + 2.950%, 06/25/2042(B)(D)		593		608
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A
7.820%, SOFR30A + 2.500%, 03/25/2052(B)(D)		826		843
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A
7.420%, SOFR30A + 2.100%, 03/25/2043(B)(D)		445		454

SEI Institutional Managed Trust

271

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A
7.320%, SOFR30A + 2.000%, 05/25/2043(B)(D)	$	687	$	694
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
11.135%, SOFR30A + 5.814%, 04/25/2028(B)		81		85
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
8.285%, SOFR30A + 2.964%, 11/25/2029(B)		367		378
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
7.320%, SOFR30A + 2.000%, 11/25/2041(B)(D)		469		472
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.152%, 08/10/2044(B)(D)		13		5
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		24
2.435%, 08/17/2026		769		736
1.433%, 08/17/2026		294		282
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
5.944%, TSFR1M + 0.614%, 03/25/2035(B)		49		39
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.770%, 09/15/2047(B)		13,039		3
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3
7.544%, TSFR1M + 2.214%, 04/25/2047(B)(D)		84		84
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(B)		125		48
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(D)		173		173
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
6.905%, TSFR1M + 1.579%, 07/15/2036(B)(D)		266		246
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
9.197%, TSFR1M + 3.864%, 05/30/2025(B)(D)		254		254
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
9.136%, SOFR30A + 3.814%, 11/27/2031(B)(D)		28		28

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
8.786%, SOFR30A + 3.464%, 02/25/2025(B)(D)	$	99	$	98
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.390%, 11/15/2049(B)		925		840
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
10.935%, SOFR30A + 5.614%, 11/25/2025(B)(D)		31		32
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
10.685%, SOFR30A + 5.364%, 11/25/2025(B)(D)		134		137
				22,437
Total Mortgage-Backed Securities
(Cost $28,400) ($ Thousands)				26,956
ASSET-BACKED SECURITIES — 4.1%
Automotive — 1.7%
ACM Auto Trust 2024-1, Ser 2024-1A, Cl A
7.710%, 01/21/2031(D)		544		546
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B
6.090%, 11/12/2027(D)		897		899
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026		457		457
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A
5.440%, 02/22/2028(D)		554		557
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B
6.120%, 04/20/2028(D)		424		428
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		72		67
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		248		240
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		394
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(D)		611		599
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(D)		78		76

272

SEI Institutional Managed Trust

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FHF Trust, Ser 2023-1A, Cl A2
6.570%, 06/15/2028(D)	$	323	$	325
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027(D)		483		482
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(D)		605		560
Hertz Vehicle Financing III, Ser 2022-1A, Cl C
2.630%, 06/25/2026(D)		620		596
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(D)		55		55
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027(D)		315		315
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2
6.920%, 08/15/2028(D)		978		985
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2
7.090%, 10/16/2028(D)		415		419
Prestige Auto Receivables Trust, Ser 2022-1A, Cl A2
5.900%, 07/15/2025(D)		6		7
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A
5.380%, 11/25/2030(D)		404		401
Research-Driven Pagaya Motor Trust 2024-1, Ser 2024-1A, Cl A
7.090%, 06/25/2032(D)		305		306
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(D)		294		293
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032(D)		242		242
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032(D)		358		359
Tesla Auto Lease Trust 2024-A, Ser 2024-A, Cl A3
5.300%, 06/21/2027(D)		253		252
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026(D)		460		460
				10,320

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Credit Cards — 0.1%
Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1
6.050%, 07/15/2027(D)	$	473	$	473
Other Asset-Backed Securities — 2.3%
AB Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(D)		823		726
ACHV ABS TRUST, Ser 2023-3PL, Cl A
6.600%, 08/19/2030(D)		10		10
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(D)		13		12
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(D)		38		37
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(D)		28		27
AGL CLO 12, Ser 2021-12A, Cl A1
6.739%, TSFR3M + 1.422%, 07/20/2034(B)(D)		970		970
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2
5.300%, 06/21/2028(D)		227		226
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(D)		185		181
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
6.779%, TSFR3M + 1.462%, 07/20/2034(B)(D)		589		589
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(D)		179		163
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(D)		221		194
Dext ABS, Ser 2023-1, Cl A2
5.990%, 03/15/2032(D)		885		879
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(D)		839		749
Dryden 78 CLO, Ser 2020-78A, Cl C
7.528%, TSFR3M + 2.212%, 04/17/2033(B)(D)		620		615
Dryden 78 CLO, Ser 2020-78A, Cl D
8.578%, TSFR3M + 3.262%, 04/17/2033(B)(D)		320		317
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(D)		247		219
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
6.649%, TSFR3M + 1.332%, 04/20/2034(B)(D)		651		651

SEI Institutional Managed Trust

273

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(D)	$	378	$	359
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(D)		263		237
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		814
Magnetite XXVI, Ser 2021-26A, Cl A1R
6.706%, TSFR3M + 1.382%, 07/25/2034(B)(D)		1,127		1,127
MVW, Ser 2021-2A, Cl B
1.830%, 05/20/2039(D)		218		201
Neighborly Issuer, Ser 2023-1A, Cl A2
7.308%, 01/30/2053(D)		774		784
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(D)		170		155
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
6.676%, TSFR3M + 1.362%, 07/16/2035(B)(D)		1,141		1,140
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
6.708%, TSFR3M + 1.392%, 07/17/2035(B)(D)		690		692
NMEF Funding, Ser 2022-B, Cl A2
6.070%, 06/15/2029(D)		224		224
OCP CLO, Ser 2021-18A, Cl AR
6.669%, TSFR3M + 1.352%, 07/20/2032(B)(D)		849		850
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(D)		636		601
Pagaya AI Debt Trust 2024-3, Ser 2024-3, Cl A
6.258%, 10/15/2031(D)		470		470
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(D)		346		313
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(D)		143		143
				14,675
Total Asset-Backed Securities
(Cost $26,085) ($ Thousands)				25,468

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.9%
FFCB^
5.490%, SOFRRATE + 0.170%, 01/23/2025(B)	$	2,100	$	2,102
5.400%, SOFRRATE + 0.080%, 05/24/2024(B)		500		500
5.360%, SOFRRATE + 0.040%, 05/15/2024(B)		300		300
FHLB^
5.480%, SOFRRATE + 0.160%, 07/10/2025(B)		800		801
5.460%, SOFRRATE + 0.140%, 04/21/2025(B)		1,000		1,000
0.620%, 02/26/2026		200		185
FHLMC^
5.150%, 01/27/2026		1,200		1,198
4.200%, 08/28/2025		700		692
0.400%, 05/24/2024		400		397
FNMA^
5.060%, 02/07/2025		700		699
3.875%, 08/28/2024		800		795
0.625%, 04/22/2025		1,300		1,241
0.500%, 06/17/2025		1,500		1,423
0.375%, 06/14/2024		700		693
Total U.S. Government Agency Obligations
(Cost $12,199) ($ Thousands)				12,026
SOVEREIGN DEBT — 0.3%
Colombia Government International Bond
3.125%, 04/15/2031		225		180
Dominican Republic International Bond
4.875%, 09/23/2032(D)		416		372
Magyar Export-Import Bank Zrt
6.125%, 12/04/2027(D)		753		757
Prosus MTN
3.061%, 07/13/2031		210		171
Total Sovereign Debt
(Cost $1,562) ($ Thousands)				1,480
	Shares
FOREIGN COMMON STOCK — 0.1%
Cameroon — 0.0%
Golar LNG Ltd		2,904		70
Canada — 0.0%
Brookfield Infrastructure Corp, Cl A		1,090		39

274

SEI Institutional Managed Trust

Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Teekay Tankers Ltd, Cl A		700	$	41
				80
Ghana — 0.0%
Kosmos Energy Ltd *		9,707		58
Ireland — 0.0%
Ardmore Shipping Corp		1,400		23
Mexico — 0.0%
Borr Drilling Ltd		3,781		26
Monaco — 0.0%
Scorpio Tankers Inc		1,186		85
Norway — 0.0%
FLEX LNG		616		16
Seadrill *		980		49
SFL Corp Ltd		3,000		40
				105
Puerto Rico — 0.0%
Liberty Latin America Ltd, Cl C *		2,200		15
United Kingdom — 0.1%
TechnipFMC PLC		10,329		259
Total Foreign Common Stock
(Cost $480) ($ Thousands)				721
		Number of Rights
RIGHTS — 0.0%
Novartis AG *‡‡		800		–
Abiomed Inc *‡‡		408		–
Total Rights
(Cost $—) ($ Thousands)				–
	Shares
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $119) ($ Thousands)				140
Total Investments in Securities — 109.2%
(Cost $594,816) ($ Thousands)			$	682,575

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT— (13.1)%
Communication Services — (0.6)%
Cable One Inc		(61	)	$	(26	)
Charter Communications Inc, Cl A *		(1,023	)		(297	)
Comcast Corp, Cl A		(39,844	)		(1,727	)
Fox Corp, Cl A		(2,844	)		(89	)
Fox Corp, Cl B		(1,400	)		(40	)
Interpublic Group of Cos Inc/The		(3,714	)		(121	)
Liberty Broadband Corp, Cl C *		(1,148	)		(66	)
Liberty Media Corp-Liberty SiriusXM *		(1,794	)		(53	)
Liberty Media Corp-Liberty SiriusXM, Cl A *		(800	)		(24	)
New York Times Co/The, Cl A		(1,702	)		(74	)
News Corp, Cl A		(3,895	)		(102	)
News Corp, Cl B		(1,600	)		(43	)
Nexstar Media Group Inc, Cl A		(322	)		(56	)
Omnicom Group Inc		(1,884	)		(182	)
Paramount Global, Cl B		(5,279	)		(62	)
Scholastic Corp, Cl B		(500	)		(19	)
TEGNA Inc		(2,300	)		(34	)
Trade Desk Inc/The, Cl A *		(4,280	)		(374	)
					(3,389	)
Consumer Discretionary — (8.6)%
Abercrombie & Fitch Co, Cl A *		(400	)		(50	)
Academy Sports & Outdoors Inc		(520	)		(35	)
Acushnet Holdings Corp		(537	)		(35	)
Adient PLC *		(3,892	)		(128	)
ADT Inc		(4,200	)		(28	)
Adtalem Global Education Inc *		(600	)		(31	)
Advance Auto Parts Inc		(596	)		(51	)
Airbnb Inc, Cl A *		(4,706	)		(776	)
Amazon.com Inc, Cl A *		(25,152	)		(4,537	)
American Axle & Manufacturing Holdings Inc *		(5,130	)		(38	)
American Eagle Outfitters Inc		(1,700	)		(44	)
Aptiv PLC *		(11,483	)		(915	)
Aramark		(3,043	)		(99	)
Asbury Automotive Group Inc *		(191	)		(45	)
AutoNation Inc *		(226	)		(37	)
AutoZone Inc *		(130	)		(410	)
Bath & Body Works Inc		(1,867	)		(93	)
Beazer Homes USA Inc, Cl A *		(400	)		(13	)
Best Buy Co Inc		(1,744	)		(143	)
Birkenstock Holding *		(805	)		(38	)
Bloomin' Brands Inc		(799	)		(23	)
Booking Holdings Inc		(416	)		(1,509	)
Boot Barn Holdings Inc *		(210	)		(20	)
BorgWarner Inc		(9,788	)		(340	)
Boyd Gaming Corp		(1,130	)		(76	)
Bright Horizons Family Solutions Inc *		(719	)		(82	)
Brinker International Inc *		(600	)		(30	)
Brunswick Corp/DE		(1,706	)		(165	)
Burlington Stores Inc *		(523	)		(121	)

SEI Institutional Managed Trust

275

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Caesars Entertainment Inc *		(2,450	)	$	(107	)
Capri Holdings Ltd *		(2,826	)		(128	)
CarMax Inc *		(1,336	)		(116	)
Carnival Corp *		(11,984	)		(196	)
Carter's Inc		(911	)		(77	)
Carvana Co, Cl A *		(700	)		(62	)
Cavco Industries Inc *		(170	)		(68	)
Century Communities Inc		(645	)		(62	)
Cheesecake Factory Inc/The		(762	)		(28	)
Chegg Inc *		(1,979	)		(15	)
Chipotle Mexican Grill Inc, Cl A *		(319	)		(927	)
Choice Hotels International Inc		(486	)		(61	)
Churchill Downs Inc		(940	)		(116	)
Columbia Sportswear Co		(826	)		(67	)
Coursera Inc *		(1,329	)		(19	)
Crocs Inc *		(1,488	)		(214	)
Dana Inc		(5,195	)		(66	)
Darden Restaurants Inc		(1,518	)		(254	)
Dave & Buster's Entertainment Inc *		(346	)		(22	)
Deckers Outdoor Corp *		(599	)		(564	)
Dick's Sporting Goods Inc		(423	)		(95	)
Domino's Pizza Inc		(451	)		(224	)
DoorDash Inc, Cl A *		(3,550	)		(489	)
Dorman Products Inc *		(1,077	)		(104	)
DR Horton Inc		(7,110	)		(1,170	)
DraftKings Inc, Cl A *		(4,562	)		(207	)
Duolingo Inc, Cl A *		(346	)		(76	)
eBay Inc		(4,567	)		(241	)
Ethan Allen Interiors Inc		(700	)		(24	)
Etsy Inc *		(760	)		(52	)
Everi Holdings Inc *		(1,600	)		(16	)
Expedia Group Inc *		(1,694	)		(233	)
Figs Inc, Cl A *		(2,600	)		(13	)
Five Below Inc *		(472	)		(86	)
Floor & Decor Holdings Inc, Cl A *		(886	)		(115	)
Foot Locker Inc, Cl A		(732	)		(21	)
Ford Motor Co		(166,609	)		(2,213	)
Fox Factory Holding Corp *		(1,654	)		(86	)
Frontdoor Inc *		(957	)		(31	)
GameStop Corp, Cl A *		(2,452	)		(31	)
Gap Inc/The		(1,700	)		(47	)
Garmin Ltd		(3,510	)		(523	)
General Motors Co		(58,699	)		(2,662	)
Gentex Corp		(10,663	)		(385	)
Gentherm Inc *		(1,432	)		(82	)
Genuine Parts Co		(1,078	)		(167	)
G-III Apparel Group Ltd *		(500	)		(15	)
Goodyear Tire & Rubber Co/The *		(11,753	)		(161	)
Graham Holdings Co, Cl B		(55	)		(42	)
Grand Canyon Education Inc *		(361	)		(49	)
Green Brick Partners Inc *		(800	)		(48	)
Group 1 Automotive Inc		(50	)		(15	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
H&R Block Inc		(1,877	)	$	(92	)
Hanesbrands Inc *		(9,071	)		(53	)
Harley-Davidson Inc, Cl A		(5,360	)		(234	)
Hasbro Inc		(3,105	)		(175	)
Helen of Troy Ltd *		(632	)		(73	)
Hilton Grand Vacations Inc *		(754	)		(36	)
Hilton Worldwide Holdings Inc		(2,939	)		(627	)
Home Depot Inc/The		(7,394	)		(2,836	)
Hovnanian Enterprises Inc, Cl A *		(165	)		(26	)
Hyatt Hotels Corp, Cl A		(617	)		(98	)
Installed Building Products Inc		(578	)		(150	)
International Game Technology PLC		(1,133	)		(26	)
Jack in the Box Inc		(227	)		(16	)
KB Home		(1,622	)		(115	)
Kohl's Corp		(989	)		(29	)
Kontoor Brands Inc		(1,362	)		(82	)
Las Vegas Sands Corp		(4,154	)		(215	)
Laureate Education Inc, Cl A		(1,900	)		(28	)
La-Z-Boy Inc, Cl Z		(1,311	)		(49	)
LCI Industries		(1,119	)		(138	)
Lear Corp		(2,448	)		(355	)
Leggett & Platt Inc		(2,775	)		(53	)
Lennar Corp, Cl A		(5,602	)		(963	)
Lennar Corp, Cl B		(397	)		(61	)
LGI Homes Inc *		(533	)		(62	)
Light & Wonder Inc, Cl A *		(995	)		(102	)
Lithia Motors Inc, Cl A		(212	)		(64	)
LKQ Corp		(2,144	)		(115	)
Lowe's Cos Inc		(4,281	)		(1,090	)
Lucid Group Inc *		(28,470	)		(81	)
Lululemon Athletica Inc *		(2,542	)		(993	)
Luminar Technologies, Cl A *		(13,917	)		(27	)
M/I Homes Inc *		(615	)		(84	)
Macy's Inc		(1,709	)		(34	)
Malibu Boats Inc, Cl A *		(590	)		(26	)
Marriott International Inc/MD, Cl A		(2,846	)		(718	)
Marriott Vacations Worldwide Corp		(528	)		(57	)
Mattel Inc *		(8,038	)		(159	)
McDonald's Corp		(8,589	)		(2,422	)
MDC Holdings Inc		(1,561	)		(98	)
Meritage Homes Corp		(847	)		(149	)
MGM Resorts International *		(3,368	)		(159	)
Modine Manufacturing Co *		(2,199	)		(209	)
Mohawk Industries Inc *		(1,268	)		(166	)
Murphy USA Inc		(146	)		(61	)
National Vision Holdings Inc *		(1,000	)		(22	)
Newell Brands Inc, Cl B		(10,017	)		(80	)
NIKE Inc, Cl B		(27,186	)		(2,555	)
Norwegian Cruise Line Holdings Ltd *		(5,299	)		(111	)
NVR Inc *		(68	)		(551	)
Ollie's Bargain Outlet Holdings Inc *		(333	)		(26	)
O'Reilly Automotive Inc *		(440	)		(497	)

276

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Oxford Industries Inc, Cl A		(326	)	$	(37	)
Papa John's International Inc, Cl A		(358	)		(24	)
Patrick Industries Inc		(716	)		(86	)
Peloton Interactive Inc, Cl A *		(7,260	)		(31	)
Penn Entertainment Inc *		(1,527	)		(28	)
Penske Automotive Group Inc, Cl A		(200	)		(32	)
Perdoceo Education Corp		(1,300	)		(23	)
Phinia Inc		(1,833	)		(70	)
Planet Fitness Inc, Cl A *		(1,128	)		(71	)
Polaris Inc		(1,482	)		(148	)
Pool Corp		(316	)		(128	)
PulteGroup Inc		(4,894	)		(590	)
PVH Corp		(1,471	)		(207	)
QuantumScape Corp, Cl A *		(14,134	)		(89	)
Ralph Lauren Corp, Cl A		(980	)		(184	)
Red Rock Resorts Inc, Cl A		(435	)		(26	)
RH *		(131	)		(46	)
Rivian Automotive Inc, Cl A *		(26,847	)		(294	)
Ross Stores Inc		(2,481	)		(364	)
Royal Caribbean Cruises Ltd *		(2,627	)		(365	)
Sabre Corp *		(5,100	)		(12	)
Service Corp International/US		(1,869	)		(139	)
Shake Shack Inc, Cl A *		(446	)		(46	)
Signet Jewelers Ltd		(409	)		(41	)
Six Flags Entertainment Corp *		(800	)		(21	)
Skechers USA Inc, Cl A *		(3,185	)		(195	)
Skyline Champion Corp *		(1,060	)		(90	)
Smith & Wesson Brands Inc		(1,500	)		(26	)
Sonos Inc *		(3,371	)		(64	)
Standard Motor Products Inc		(716	)		(24	)
Starbucks Corp		(13,230	)		(1,209	)
Steven Madden Ltd		(1,841	)		(78	)
Stoneridge Inc *		(1,000	)		(18	)
Strategic Education Inc		(150	)		(16	)
Stride Inc *		(600	)		(38	)
Sturm Ruger & Co Inc		(600	)		(28	)
Tapestry Inc		(5,389	)		(256	)
Taylor Morrison Home Corp, Cl A *		(2,322	)		(144	)
Tempur Sealy International Inc		(3,969	)		(226	)
Tesla Inc *		(22,022	)		(3,871	)
Texas Roadhouse Inc, Cl A		(925	)		(143	)
Thor Industries Inc		(2,116	)		(248	)
TJX Cos Inc/The		(8,536	)		(866	)
Toll Brothers Inc		(2,567	)		(332	)
TopBuild Corp *		(706	)		(311	)
Topgolf Callaway Brands Corp *		(3,899	)		(63	)
Tractor Supply Co		(809	)		(212	)
Travel + Leisure Co		(741	)		(36	)
Tri Pointe Homes Inc *		(2,576	)		(100	)
Ulta Beauty Inc *		(363	)		(190	)
Under Armour Inc, Cl A *		(5,429	)		(40	)
Under Armour Inc, Cl C *		(5,319	)		(38	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
United Parks & Resorts *		(580	)	$	(33	)
Urban Outfitters Inc *		(300	)		(13	)
Vail Resorts Inc		(526	)		(117	)
Valvoline Inc *		(1,288	)		(57	)
VF Corp		(8,013	)		(123	)
Victoria's Secret & Co *		(400	)		(8	)
Vista Outdoor Inc *		(1,476	)		(48	)
Visteon Corp *		(1,121	)		(132	)
Wayfair Inc, Cl A *		(700	)		(48	)
Wendy's Co/The		(2,615	)		(49	)
Whirlpool Corp		(1,170	)		(140	)
Williams-Sonoma Inc		(532	)		(169	)
Wingstop Inc, Cl A		(328	)		(120	)
Winnebago Industries Inc		(1,076	)		(80	)
Wolverine World Wide Inc		(1,809	)		(20	)
Worthington Industries Inc		(789	)		(49	)
Wyndham Hotels & Resorts Inc		(918	)		(70	)
Wynn Resorts Ltd		(1,256	)		(128	)
XPEL Inc *		(815	)		(44	)
YETI Holdings Inc *		(2,071	)		(80	)
Yum! Brands Inc		(3,478	)		(482	)
					(54,026	)
Information Technology — (2.4)%
Advanced Micro Devices Inc *		(3,089	)		(557	)
Amphenol Corp, Cl A		(1,176	)		(136	)
Analog Devices Inc		(971	)		(192	)
Apple Inc		(24,368	)		(4,179	)
Applied Materials Inc		(1,677	)		(346	)
Arista Networks Inc *		(483	)		(140	)
Arrow Electronics Inc, Cl A *		(309	)		(40	)
Avnet Inc		(497	)		(25	)
Broadcom Inc		(831	)		(1,101	)
CDW Corp/DE		(390	)		(100	)
Ciena Corp *		(300	)		(15	)
Cirrus Logic Inc *		(300	)		(28	)
Cisco Systems Inc		(8,570	)		(428	)
Cognex Corp		(722	)		(31	)
Corning Inc, Cl B		(1,667	)		(55	)
Enphase Energy Inc *		(314	)		(38	)
Entegris Inc		(238	)		(33	)
F5 Inc, Cl A *		(200	)		(38	)
First Solar Inc *		(210	)		(35	)
GLOBALFOUNDRIES Inc *		(360	)		(19	)
Hewlett Packard Enterprise Co		(3,250	)		(58	)
HP Inc		(2,342	)		(71	)
Intel Corp		(8,133	)		(359	)
Jabil Inc		(320	)		(43	)
Juniper Networks Inc		(322	)		(12	)
Keysight Technologies Inc *		(350	)		(55	)
KLA Corp		(278	)		(194	)
Lam Research Corp		(262	)		(255	)

SEI Institutional Managed Trust

277

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Lattice Semiconductor Corp *		(266	)	$	(21	)
Littelfuse Inc		(100	)		(24	)
Marvell Technology Inc		(1,646	)		(117	)
Microchip Technology Inc		(1,089	)		(98	)
Micron Technology Inc		(2,106	)		(248	)
Monolithic Power Systems Inc		(99	)		(67	)
Motorola Solutions Inc		(344	)		(122	)
NetApp Inc		(641	)		(67	)
Novanta Inc *		(100	)		(17	)
NVIDIA Corp		(4,580	)		(4,138	)
ON Semiconductor Corp *		(994	)		(73	)
Onto Innovation Inc *		(28	)		(5	)
Pure Storage Inc, Cl A *		(330	)		(17	)
Qorvo Inc *		(292	)		(33	)
QUALCOMM Inc		(2,201	)		(373	)
Rambus Inc *		(300	)		(19	)
Skyworks Solutions Inc		(508	)		(55	)
Super Micro Computer Inc *		(97	)		(98	)
Teledyne Technologies Inc *		(99	)		(42	)
Teradyne Inc		(567	)		(64	)
Texas Instruments Inc		(1,832	)		(319	)
Trimble Inc *		(391	)		(25	)
Universal Display Corp		(45	)		(8	)
Western Digital Corp *		(799	)		(54	)
Zebra Technologies Corp, Cl A *		(109	)		(33	)
					(14,720	)
Materials — (1.5)%
Air Products and Chemicals Inc		(1,606	)		(389	)
Albemarle Corp		(747	)		(98	)
Alcoa Corp		(1,342	)		(45	)
Alpha Metallurgical Resources Inc		(114	)		(38	)
Amcor PLC		(12,858	)		(122	)
AptarGroup Inc		(554	)		(80	)
Arcadium Lithium PLC *		(7,848	)		(34	)
Arch Resources Inc		(157	)		(25	)
Ashland Inc		(400	)		(39	)
ATI Inc *		(664	)		(34	)
Avery Dennison Corp		(637	)		(142	)
Avient Corp		(921	)		(40	)
Axalta Coating Systems Ltd *		(1,599	)		(55	)
Balchem Corp		(300	)		(46	)
Ball Corp		(2,280	)		(154	)
Berry Global Group Inc		(924	)		(56	)
Cabot Corp		(500	)		(46	)
Carpenter Technology Corp		(500	)		(36	)
Celanese Corp, Cl A		(584	)		(100	)
CF Industries Holdings Inc		(1,215	)		(101	)
Chemours Co/The		(1,691	)		(44	)
Cleveland-Cliffs Inc *		(3,021	)		(69	)
Commercial Metals Co, Cl A		(902	)		(53	)
Constellium, Cl A *		(300	)		(7	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Corteva Inc		(5,144	)	$	(297	)
Crown Holdings Inc		(813	)		(64	)
Dow Inc		(4,992	)		(289	)
DuPont de Nemours Inc		(3,345	)		(256	)
Eagle Materials Inc		(210	)		(57	)
Eastman Chemical Co		(973	)		(97	)
Ecolab Inc		(1,814	)		(419	)
Element Solutions Inc		(1,724	)		(43	)
FMC Corp		(783	)		(50	)
Freeport-McMoRan Inc, Cl B		(10,284	)		(484	)
Ginkgo Bioworks Holdings Inc *		(8,000	)		(9	)
Graphic Packaging Holding Co		(2,070	)		(60	)
HB Fuller Co		(459	)		(37	)
Hecla Mining Co		(5,000	)		(24	)
Huntsman Corp		(466	)		(12	)
Ingevity Corp *		(600	)		(29	)
Innospec Inc		(400	)		(52	)
International Flavors & Fragrances Inc		(1,902	)		(164	)
International Paper Co		(2,575	)		(100	)
Knife River Corp *		(400	)		(32	)
Linde PLC		(3,417	)		(1,587	)
Louisiana-Pacific Corp		(529	)		(44	)
LyondellBasell Industries NV, Cl A		(1,758	)		(180	)
Martin Marietta Materials Inc, Cl A		(457	)		(281	)
Materion Corp		(200	)		(26	)
Minerals Technologies Inc		(100	)		(8	)
Mosaic Co/The		(2,507	)		(81	)
NewMarket Corp		(47	)		(30	)
Newmont Corp		(8,120	)		(291	)
Nucor Corp		(1,734	)		(343	)
O-I Glass Inc, Cl I *		(1,336	)		(22	)
Olin Corp		(753	)		(44	)
Packaging Corp of America		(663	)		(126	)
PPG Industries Inc		(1,786	)		(259	)
Quaker Chemical Corp		(58	)		(12	)
Reliance Inc		(427	)		(143	)
Royal Gold Inc, Cl A		(447	)		(54	)
RPM International Inc		(899	)		(107	)
Sealed Air Corp		(1,187	)		(44	)
Sensient Technologies Corp		(200	)		(14	)
Sherwin-Williams Co/The, Cl A		(1,672	)		(581	)
Silgan Holdings Inc		(900	)		(44	)
Sonoco Products Co		(800	)		(46	)
Steel Dynamics Inc		(1,239	)		(184	)
Summit Materials Inc, Cl A *		(1,097	)		(49	)
United States Steel Corp		(1,803	)		(74	)
Vulcan Materials Co		(930	)		(254	)
Warrior Met Coal Inc		(533	)		(32	)
Westlake Corp		(110	)		(17	)
Westrock Co		(1,703	)		(84	)

278

SEI Institutional Managed Trust

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
					(9,489	)
Total Common Stock Sold Short
(Proceeds $79,972) ($ Thousands)				$	(81,624	)
FOREIGN COMMON STOCK SOLD SHORT— 0.0%
Mexico — (0.0)%
Southern Copper Corp		(856	)		(91	)
South Korea — (0.0)%
Coupang Inc, Cl A *		(8,094	)		(144	)
Thailand — (0.0)%
Fabrinet *		(100	)		(19	)
Total Foreign Common Stock Sold Short
(Proceeds $228) ($ Thousands)					(254	)
Total Investments Sold Short — (13.1)%
(Proceeds $80,200) ($ Thousands)				$	(81,878	)
WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $86) ($ Thousands)				$	(87	)

A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Call Options
June 2024, Corn Future^		205		$	5,125		$	500.00		5/18/2024	$	38
May 2024, Natural Gas Future^		175			3,325			1.90		4/20/2024		102
Total Purchased Options				$	8,450						$	140
WRITTEN OPTIONS — 0.0%
Put Options
May 2024, Natural Gas Future^		(35	)	$	(630	)		1.80		04/20/2024	$	(46	)
Call Options
June 2024, Corn Future^		(205	)		(5,637	)		550.00		05/18/2024		(11	)
May 2024, Natural Gas Future^		(175	)		(3,763	)		2.15		04/20/2024		(30	)
					(9,400	)						(41	)

SEI Institutional Managed Trust

279

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Description	Number of Contracts	Notional Amount (Thousands)			Exercise Price	Expiration Date	Value (Thousands)
WRITTEN OPTIONS (continued)
Total Written Options		$	(10,030	)			$	(87	)

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
Brent Crude^		24		Sep-2024	$	1,850	$	1,995	$	145
Brent Crude^		12		Jul-2024		909		1,014		105
Brent Crude^		73		May-2024		5,903		6,288		385
Brent Crude^		12		Nov-2024		936		981		45
Coffee C^		11		Dec-2024		766		772		6
Coffee C^		5		Sep-2024		341		352		11
Coffee C^		19		Jul-2024		1,303		1,339		36
Coffee C^		15		May-2024		1,052		1,062		10
Copper^		13		Dec-2024		1,263		1,328		65
Copper^		7		Sep-2024		672		711		39
Copper^		39		May-2024		3,765		3,907		142
Copper^		34		Jul-2024		3,283		3,433		150
Corn^		98		Jul-2024		2,219		2,227		8
Corn^		55		Dec-2024		1,296		1,314		18
Corn^		28		Sep-2024		667		650		(17	)
Corn^		29		Jul-2024		732		659		(73	)
Corn^		36		May-2024		862		795		(67	)
Cotton No. 2^		88		May-2024		3,988		4,021		33
Cotton No. 2^		5		Jul-2024		203		230		27
Cotton No. 2^		16		Dec-2024		646		672		26
Gasoline^		31		Apr-2024		3,291		3,543		252
Gasoline^		19		Jun-2024		1,955		2,111		156
Gasoline^		3		Sep-2024		278		318		40
Gasoline^		7		Oct-2024		625		660		35
Gold^		9		Aug-2024		1,867		2,032		165
Gold^		25		Dec-2024		5,405		5,746		341
Gold^		56		Jun-2024		11,823		12,534		711
KC HRW Wheat^		30		May-2024		856		878		22
KC HRW Wheat^		30		Jul-2024		836		870		34
KC HRW Wheat^		10		May-2024		312		293		(19	)
KC HRW Wheat^		7		Jul-2024		230		203		(27	)
KC HRW Wheat^		7		Sep-2024		210		207		(3	)
KC HRW Wheat^		13		Dec-2024		398		396		(2	)
Lean Hogs^		52		Jun-2024		2,062		2,110		48
Lean Hogs^		18		Oct-2024		600		632		32
Lean Hogs^		7		Jul-2024		290		291		1
Lean Hogs^		10		Dec-2024		310		315		5
Live Cattle^		6		Dec-2024		456		446		(10	)
Live Cattle^		12		Oct-2024		874		871		(3	)
Live Cattle^		6		Aug-2024		416		427		11
Live Cattle^		19		Jun-2024		1,406		1,371		(35	)
LME Lead^		2		Jul-2024		109		103		(6	)
LME Lead^		4		Nov-2024		212		209		(3	)
LME Lead^		23		Jun-2024		1,244		1,180		(64	)
LME Lead^		2		Sep-2024		104		104		–
LME Nickel^		1		Jun-2024		107		101		(6	)
LME Nickel^		6		Nov-2024		633		617		(16	)
LME Nickel^		3		Sep-2024		300		305		5
LME Nickel^		3		Jul-2024		310		302		(8	)

280

SEI Institutional Managed Trust

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
LME Nickel^		1			May-2024	$	99		$	100		$	1
LME Primary Aluminum^		8			Sep-2024		462			475			13
LME Primary Aluminum^		17			Nov-2024		984			1,023			39
LME Primary Aluminum^		25			Jun-2024		1,440			1,459			19
LME Primary Aluminum^		9			Jul-2024		521			528			7
LME Primary Aluminum^		6			May-2024		339			348			9
LME Zinc^		23			Jun-2024		1,441			1,400			(41	)
LME Zinc^		20			May-2024		1,195			1,210			15
LME Zinc^		5			Jul-2024		322			306			(16	)
LME Zinc^		5			Sep-2024		316			308			(8	)
LME Zinc^		9			Nov-2024		553			558			5
Low Sulphur Gasoil^		1			May-2024		83			81			(2	)
Low Sulphur Gasoil^		4			Sep-2024		306			318			12
Low Sulphur Gasoil^		5			Jul-2024		384			398			14
Low Sulphur Gasoil^		7			May-2024		563			566			3
Low Sulphur Gasoil^		9			Nov-2024		689			708			19
Natural Gas^		29			Jun-2024		877			679			(198	)
Natural Gas^		46			Oct-2024		1,353			1,348			(5	)
Natural Gas^		28			Aug-2024		789			683			(106	)
Natural Gas^		142			Apr-2024		2,900			2,503			(397	)
NY Harbor ULSD^		2			Aug-2024		210			220			10
NY Harbor ULSD^		5			Oct-2024		540			549			9
NY Harbor ULSD^		2			Jun-2024		214			220			6
NY Harbor ULSD^		13			Apr-2024		1,451			1,432			(19	)
NYMEX Cocoa^		158			Sep-2024		8,868			13,585			4,717
NYMEX Cocoa^		12			Jul-2024		827			1,116			289
Palladium^		12			Jun-2024		1,128			1,226			98
Silver^		30			Jul-2024		3,714			3,774			60
Silver^		5			Sep-2024		594			635			41
Silver^		9			Dec-2024		1,095			1,158			63
Silver^		5			May-2024		577			623			46
Soybean^		11			Jul-2024		762			663			(99	)
Soybean^		127			Mar-2024		7,754			7,566			(188	)
Soybean^		34			Nov-2024		2,040			2,017			(23	)
Soybean Meal^		28			May-2024		991			945			(46	)
Soybean Meal^		11			Jul-2024		441			375			(66	)
Soybean Meal^		34			Dec-2024		1,224			1,177			(47	)
Soybean Oil^		20			May-2024		638			575			(63	)
Soybean Oil^		42			Dec-2024		1,194			1,217			23
Soybean Oil^		14			Jul-2024		420			408			(12	)
Sugar No. 11^		29			Sep-2024		713			717			4
Sugar No. 11^		14			Jul-2024		381			347			(34	)
Sugar No. 11^		239			May-2024		5,937			6,029			92
Sugar No. 11^		14			Feb-2025		339			347			8
U.S. 5-Year Treasury Note		241			Jun-2024		25,708			25,791			83
Wheat^		10			Sep-2024		313			296			(17	)
Wheat^		11			Jul-2024		344			316			(28	)
Wheat^		11			May-2024		330			309			(21	)
Wheat^		20			Dec-2024		604			612			8
WTI Crude Oil^		25			Oct-2024		1,852			1,964			112
WTI Crude Oil^		12			Aug-2024		866			962			96
WTI Crude Oil^		99			Jun-2024		7,706			8,085			379
WTI Crude Oil^		14			Apr-2024		1,058			1,164			106
							166,624			174,344			7,720
Short Contracts
Feeder Cattle^		(15	)		May-2024	$	(1,930	)	$	(1,865	)	$	65
LME Lead^		(6	)		May-2024		(312	)		(307	)		5
MSCI EAFE Index		(81	)		Jun-2024		(9,520	)		(9,547	)		(27	)

SEI Institutional Managed Trust

281

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Continued)

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
NY Harbor ULSD^		(5	)		Apr-2024	$	(548	)	$	(551	)	$	(3	)
NYMEX Cocoa^		(143	)		May-2024		(9,558	)		(13,966	)		(4,408	)
Platinum^		(48	)		Jul-2024		(2,184	)		(2,211	)		(27	)
S&P 500 Index E-MINI		(72	)		Jun-2024		(18,811	)		(19,111	)		(300	)
Soybean Meal^		(36	)		May-2024		(1,184	)		(1,216	)		(32	)
Soybean Oil^		(2	)		May-2024		(59	)		(58	)		1
Soybean Oil^		(1	)		Dec-2024		(29	)		(28	)		1
U.S. 2-Year Treasury Note		(31	)		Jun-2024		(6,344	)		(6,339	)		5
U.S. Ultra Long Treasury Bond		(11	)		Jun-2024		(1,398	)		(1,419	)		(21	)
Ultra 10-Year U.S. Treasury Note		(50	)		Jun-2024		(5,732	)		(5,730	)		2
Wheat^		(8	)		May-2024		(211	)		(224	)		(13	)
							(57,820	)		(62,572	)		(4,752	)
						$	108,804		$	111,772		$	2,968

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Thousands)
Deutsche Bank		06/12/24		EUR	1,633		USD	1,789	$	20

A list of the open OTC swap agreements held by the Fund at March 31, 2024 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 Depreciation (Thousands)
Deutsche Bank		CMBX-BBB--364870		3.00%		Monthly		12/31/2049	$	19	$	(3	)	$	—		$	(3	)
Goldman Sachs		CMBX-BBB--407892		3.00%		Monthly		05/11/2063		87		(11	)		(7	)		(4	)
Goldman Sachs		CMBX-BBB--408196		3.00%		Monthly		05/11/2063		7		(1	)		(1	)		—
Goldman Sachs		CMBX-BBB--408197		3.00%		Monthly		05/11/2063		14		(2	)		(1	)		(1	)
Goldman Sachs		CMBX-BBB--408481		3.00%		Monthly		05/11/2063		14		(2	)		(1	)		(1	)
Goldman Sachs		CMBX-BBB--408891		3.00%		Monthly		05/11/2063		29		(4	)		(3	)		(1	)
Deutsche Bank		CMBX-BBB--409304		3.00%		Monthly		05/11/2063		15		(2	)		(1	)		(1	)
Deutsche Bank		CMBX-BBB--409425		3.00%		Monthly		05/11/2063		90		(11	)		(10	)		(1	)
Deutsche Bank		CMBX-BBB--410332		3.00%		Monthly		05/11/2063		51		(6	)		(5	)		(1	)
Deutsche Bank		CMBX-BBB--410410		3.00%		Monthly		05/11/2063		50		(6	)		(5	)		(1	)
Citibank		CMBX-BBB--413146		3.00%		Monthly		05/11/2063		15		(2	)		(1	)		(1	)
Citibank		CMBX-BBB--413312		3.00%		Monthly		05/11/2063		13		(2	)		(1	)		(1	)
Goldman Sachs		CMBX-BBB--416265		3.00%		Monthly		05/11/2063		100		(13	)		(9	)		(4	)
Citibank		CMBX-BBB--434583		3.00%		Monthly		05/11/2063		2		—			—			—
Citibank		CMBX-BBB--465843		3.00%		Monthly		05/11/2063		17		(5	)		(2	)		(3	)
Citibank		CMBX-BBB--468788		3.00%		Monthly		05/11/2063		13		(2	)		(1	)		(1	)
Citibank		CMBX-BBB--468793		3.00%		Monthly		05/11/2063		15		(2	)		(2	)		—
Citibank		CMBX-BBB--469138		3.00%		Monthly		05/11/2063		14		(2	)		(2	)		—
Citibank		CMBX-BBB--469653		3.00%		Monthly		05/11/2063		3		—			—			—
Credit Suisse		CMBX-BBB--470792		3.00%		Monthly		05/11/2063		1		—			—			—
Citibank		CMBX-BBB--489133		3.00%		Monthly		05/11/2063		27		(3	)		(3	)		—
Citibank		CMBX-BBB--489134		3.00%		Monthly		05/11/2063		8		(1	)		—			(1	)
Citibank		CMBX-BBB--499059		3.00%		Monthly		05/11/2063		9		(1	)		—			(1	)
											$	(81	)	$	(55	)	$	(26	)

282

SEI Institutional Managed Trust

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 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 Depreciation (Thousands)
CDX.NA.HY.S41V1.5Y		5.00%		Quarterly		12/20/2028	$	7,770	$	(573	)	$	(67	)	$	(506	)
CDX-NAIGS41V1-5Y		1.00%		Quarterly		12/20/2028		7,151		(164	)		(156	)		(8	)
CDX-NAIGS41V1-5Y		1.00%		Quarterly		12/20/2028		7,379		(169	)		(161	)		(8	)
ITRAXX-AUSTRALIAS40		1.00%		Quarterly		12/20/2028		14,530		(247	)		(105	)		(142	)
ITRAXX-AUSTRALIAS41		1.00%		Quarterly		06/20/2029		14,530		(241	)		(236	)		(5	)
MALAYSIA		1.00%		Quarterly		06/20/2029		18,090		(489	)		(466	)		(23	)
									$	(1,883	)	$	(1,191	)	$	(692	)

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 (Thousands)
CDX.NA.HY.S41V1.5Y		5.00%		Quarterly		12/20/2028	$	1,210	$	89	$	(1	)	$	90
CDX.NA.HY.S41V1.5Y		5.00%		Quarterly		12/20/2028		1,640		120		(19	)		139
CDX.NA.IG.S41V1.5Y		1.00%		Quarterly		12/20/2028		14,530		333		178			155
CDX-NAIGS42V1-5Y		1.00%		Quarterly		06/20/2029		7,415		168		160			8
CDX-NAIGS42V1-5Y		1.00%		Quarterly		06/20/2029		7,115		161		159			2
ITRAXX-AUSTRALIAS40		1.00%		Quarterly		12/20/2028		6,539		112		107			5
ITRAXX-AUSTRALIAS40		1.00%		Quarterly		12/20/2028		7,991		136		134			2
									$	1,119	$	718		$	401

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)
3.146%		CPI%		Annually		01/15/2027		USD		6,000	$	964	$	–	$	964
1.4725%		SOFR%		Annually		11/09/2026		USD		1,490		106		102		4
1.455%		SOFR%		Annually		11/08/2026		USD		1,490		106		103		3
1.3945%		SOFR%		Annually		05/21/2031		USD		18,720		2,880		2,645		235
1.98%		SOFR%		Annually		07/12/2027		USD		1,075		72		59		13
2.28%		SOFR%		Annually		05/18/2025		USD		2,820		84		67		18
1.27%		SOFR%		Annually		09/27/2029		USD		2,230		292		247		45
1.965%		SOFR%		Annually		06/04/2029		USD		4,220		392		313		79
0.316%		SOFR%		Annually		06/05/2027		USD		15,800		1,813		1,614		199
2.21%		SOFR%		Annually		04/04/2027		USD		10,400		589		478		111
1.33%		SOFR%		Annually		10/25/2026		USD		6,110		445		382		63
1.92%		SOFR%		Annually		08/04/2025		USD		2,717		104		84		20
2.51%		SOFR%		Annually		06/09/2025		USD		1,710		48		38		10
1.8%		SOFR%		Annually		04/21/2025		USD		2,760		92		75		16
2.4%		SOFR%		Annually		11/10/2035		USD		1,190		158		107		51
												8,145		6,314		1,831

SEI Institutional Managed Trust

283

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Inflation Managed Fund (Concluded)

A list of the open reverse repurchase agreements held by the Fund at March 31, 2024 is as follows:

Multi-Asset Inflation Managed Fund
Principal Amount ($ Thousands)			Counterparty	Rate			Value ($ Thousands)
$	(25,795	)	Chase Securities		5.40	%	$	(25,795	)
	(19,400	)	Chase Securities		5.45	%		(19,400	)
	(8,120	)	Chase Securities		5.46	%		(8,120	)
	(11,033	)	Chase Securities		5.46	%		(11,033	)
	(6,399	)	Chase Securities		5.49	%		(6,399	)
							$	(70,747	)

	Percentages are based on Net Assets of $625,218 ($ Thousands).
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2024.
*	Non-income producing security.
‡	Real Estate Investment Trust.
‡‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of March 31, 2024 was $60,046 ($ Thousands).
(D)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $66,370 ($ Thousands), representing 10.6% of the Net Assets of the Fund.
(E)	Security is in default on interest payment.
(F)	Perpetual security with no stated maturity date.
(G)	Zero coupon security.

The following is a summary of the level of inputs used as of March 31, 2024, 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		–			381,755		–		381,755
Common Stock		185,249			–		–		185,249
Corporate Obligations		–			48,780		–		48,780
Mortgage-Backed Securities		–			26,956		–		26,956
Asset-Backed Securities		–			25,468		–		25,468
U.S. Government Agency Obligations		–			12,026		–		12,026
Sovereign Debt		–			1,480		–		1,480
Foreign Common Stock		721			–		–		721
Rights		–			–		–		–
Purchased Options		140			–		–		140
Total Investments in Securities		186,110			496,465		–		682,575
Securities Sold Short
Common Stock		(81,624	)		–		–		(81,624	)
Foreign Common Stock		(254	)		–		–		(254	)
Total Securities Sold Short		(81,878	)		–		–		(81,878	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(87	)		–			–		(87	)
Futures Contracts*
Unrealized Appreciation		9,594			–			–		9,594
Unrealized Depreciation		(6,626	)		–			–		(6,626	)
Forward Contracts*
Unrealized Appreciation		–			20			–		20
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(26	)		–		(26	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			401			–		401
Unrealized Depreciation		–			(692	)		–		(692	)
Interest Rate Swaps*
Unrealized Appreciation		–			1,831			–		1,831
Reverse Repurchase Agreements		–			(70,747	)		–		(70,747	)
Total Other Financial Instruments		2,881			(69,213	)		–		(66,332	)

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

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

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

See “Glossary” for abbreviations.

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

284

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

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)
U.S. TREASURY OBLIGATIONS — 44.9%
U.S. Treasury Bills
5.469%, 04/11/2024 (A)	$	36,730	$	36,677
5.450%, 04/25/2024 (A)		97,016		96,676
5.433%, 05/02/2024 (A)		44,600		44,397
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		424		463
3.625%, 04/15/2028		1,858		1,975
3.375%, 04/15/2032		460		510
2.500%, 01/15/2029		1,961		2,014
2.375%, 01/15/2027		569		573
2.375%, 10/15/2028		1,959		2,005
2.000%, 01/15/2026		3,035		3,021
1.750%, 01/15/2028		3,763		3,732
1.750%, 01/15/2034		2,399		2,368
1.625%, 10/15/2027		1,668		1,652
1.375%, 07/15/2033		2,787		2,675
1.250%, 04/15/2028		2,901		2,818
1.125%, 01/15/2033		2,881		2,702
0.875%, 01/15/2029		856		816
0.750%, 07/15/2028		2,693		2,572
0.625%, 01/15/2026		2,768		2,689
0.625%, 07/15/2032		3,130		2,838
0.500%, 01/15/2028		1,394		1,319
0.375%, 07/15/2025		3,416		3,341
0.375%, 01/15/2027		861		821
0.375%, 07/15/2027		1,915		1,822
0.250%, 07/15/2029		1,745		1,609
0.125%, 04/15/2025		760		741
0.125%, 10/15/2025		682		662
0.125%, 10/15/2025		709		688
0.125%, 04/15/2026		1,672		1,601
0.125%, 07/15/2026		2,349		2,251
0.125%, 10/15/2026		2,081		1,986
0.125%, 04/15/2027		1,926		1,814
0.125%, 01/15/2030		2,580		2,335
0.125%, 07/15/2030		2,356		2,122
0.125%, 01/15/2031		3,052		2,715
0.125%, 07/15/2031		3,083		2,727

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 01/15/2032	$	2,293	$	2,003
Total U.S. Treasury Obligations
(Cost $243,485) ($ Thousands)				243,730
COMMERCIAL PAPER — 36.8%
Communication Services — 2.6%
AT&T Inc.
5.416%, 04/04/2024 (A)		9,300		9,290
Rogers Communications
5.688%, 05/02/2024 (A)		5,000		4,973
				14,263
Consumer Discretionary — 8.1%
American Honda Financial Corp
5.667%, 05/06/2024 (A)		7,100		7,058
5.553%, 05/10/2024 (A)		3,300		3,268
Archer Daniels Midland
5.453%, 04/01/2024 (A)		9,700		9,694
Aviation Capital Group LLC
5.846%, 04/12/2024 (A)		10,350		10,326
Harley-Davidson
6.073%, 05/03/2024 (A)		3,050		3,033
Parker-Hannifin Corp
5.447%, 04/26/2024 (A)		10,500		10,453
				43,832
Energy — 1.7%
Plains All American Pipeline
5.656%, 04/03/2024 (A)		2,000		1,998
5.656%, 04/04/2024 (A)		6,900		6,893
				8,891
Financials — 14.3%
Corporacion Andina De Fomento
5.464%, 04/03/2024 (A)		6,900		6,894
General Motors Financial
5.709%, 07/30/2024 (A)		5,250		5,147
5.664%, 05/23/2024 (A)		5,100		5,056
Intesa
5.643%, 05/21/2024 (A)		10,250		10,161
Macquarie
5.412%, 08/12/2024 (A)		9,050		8,864
Societe Generale North America
5.293%, 04/01/2024 (A)		10,500		10,494
Syngenta Wilmington
6.122%, 04/10/2024 (A)		10,000		9,979
VW Credit Inc
5.569%, 05/17/2024 (A)		10,500		10,419

SEI Institutional Managed Trust

285

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Capital Stability Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
White Plains Capital
5.948%, 06/14/2024 (A)	$	10,500	$	10,371
				77,385
Industrials — 3.1%
Mitsubishi
5.428%, 05/02/2024 (A)		10,500		10,445
Quanta Services
5.705%, 04/01/2024 (A)		6,350		6,346
				16,791
Materials — 1.9%
Glencore
5.782%, 04/30/2024 (A)		10,500		10,445
Utilities — 5.1%
Brookfield Infrastructure
5.948%, 04/10/2024 (A)		10,000		9,980
Constellation Energy
5.534%, 04/08/2024 (A)		2,750		2,745
5.531%, 04/09/2024 (A)		7,500		7,485
Oglethorpe Power
5.637%, 04/02/2024 (A)		7,650		7,644
				27,854
Total Commercial Paper
(Cost $199,598) ($ Thousands)				199,461
SOVEREIGN DEBT — 13.6%
Japan Treasury Discount Bill
0.000%, 05/27/2024 (A)	JPY	11,153,000		73,693
Total Sovereign Debt
(Cost $74,479) ($ Thousands)				73,693
U.S. GOVERNMENT AGENCY OBLIGATION — 1.3%
FHLB
4.500%, 03/10/2028	$	7,260		7,291
Total U.S. Government Agency Obligation
(Cost $7,429) ($ Thousands)				7,291
	Shares
EXCHANGE TRADED FUNDS — 1.0%
Vanguard Intermediate-Term Corporate Bond ETF		38,069		3,065
Vanguard Long-Term Corporate Bond ETF		7,840		613

Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Vanguard Mortgage-Backed Securities ETF		32,040	$	1,462
Total Exchange Traded Funds
(Cost $5,088) ($ Thousands)				5,140
COMMON STOCK — 0.1%
Information Technology — 0.1%
Microsoft Corp		1,148		483
Total Common Stock
(Cost $402) ($ Thousands)				483
PURCHASED OPTION — 0.0%
Total Purchased Option
(Cost $44) ($ Thousands)				12
Total Investments in Securities — 97.7%
(Cost $530,525) ($ Thousands)			$	529,810
WRITTEN OPTION — (0.0)%
Total Written Option
(Premiums Received $19) ($ Thousands)			$	(6	)

286

SEI Institutional Managed Trust

A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:
Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTION — 0.0%
Put Options
SPDR S&P 500 ETF Trust		86		$	3,956		$	460.00		6/22/2024	$	12
Total Purchased Option				$	3,956						$	12
WRITTEN OPTION — (0.0)%
Put Options
SPDR S&P 500 ETF Trust		(86	)	$	(3,612	)		420.00		06/22/2024	$	(6	)
Total Written Option				$	(3,612	)					$	(6	)

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
Amsterdam Index		5		Apr-2024	$	947		$	954		$	14
Australian 10-Year Bond		99		Jun-2024		7,619			7,530			(3	)
CAC40 10 Euro Index		13		Apr-2024		1,144			1,154			23
Canadian 10-Year Bond		101		Jun-2024		8,967			8,982			37
DAX Index		9		Jun-2024		4,482			4,563			118
Euro STOXX 50		64		Jun-2024		3,441			3,487			79
Euro-Buxl		19		Jun-2024		2,724			2,786			71
Euro-OAT		1		Jun-2024		137			137			1
FTSE 100 Index		67		Jun-2024		6,671			6,761			163
FTSE MIB Index		2		Jun-2024		360			369			13
IBEX		20		Apr-2024		2,265			2,390			149
Long Gilt 10-Year Bond		42		Jun-2024		5,245			5,303			89
MSCI EAFE Index		140		Jun-2024		16,449			16,500			51
MSCI Emerging Markets		258		Jun-2024		13,609			13,532			(77	)
MSCI Emerging Markets		142		Jun-2024		7,423			7,448			25
NASDAQ 100 Index E-MINI		21		Jun-2024		7,656			7,759			103
Nikkei 225 Index		248		Jun-2024		6,565			6,592			82
OMX Stockholm 30		122		Apr-2024		2,946			2,881			27
Russell 2000 Index E-MINI		39		Jun-2024		4,087			4,184			97
S&P 500 Index E-MINI		177		Jun-2024		46,166			46,981			815
S&P Mid Cap 400 Index E-MINI		12		Jun-2024		3,604			3,693			89
S&P TSX 60 Index		18		Jun-2024		3,534			3,569			40
SPI 200 Index		78		Jun-2024		9,850			10,115			272
TOPIX Index		5		Jun-2024		888			909			34
U.S. 5-Year Treasury Note		280		Jun-2024		29,923			29,964			41
U.S. 10-Year Treasury Note		222		Jun-2024		24,544			24,597			53
U.S. Long Treasury Bond		2		Jun-2024		238			241			3
U.S. Ultra Long Treasury Bond		12		Jun-2024		1,514			1,548			34
						222,998			224,929			2,443
Short Contracts
FTSE 100 Index		(24)		Jun-2024	$	(2,404	)	$	(2,422	)	$	(17	)
Japanese 10-Year Bond		(19)		Jun-2024		(18,684	)		(18,314	)		(25	)
SPI 200 Index		(16)		Jun-2024		(2,026	)		(2,075	)		(60	)
						(23,114	)		(22,811	)		(102	)
					$	199,884		$	202,118		$	2,341

SEI Institutional Managed Trust

287

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Capital Stability Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		04/02/24		USD	957		BRL	4,775	$	(3	)
Bank of America		04/18/24		KRW	559,934		USD	426		11
Bank of America		04/30/24		USD	3,147		NOK	33,269		(77	)
Bank of America		04/30/24		NOK	14,595		USD	1,381		34
Bank of America		05/08/24		CHF	461		USD	513		(1	)
Bank of America		05/16/24		USD	272		PEN	1,004		(2	)
Barclays PLC		05/16/24		USD	102		CLP	98,815		(2	)
Barclays PLC		08/21/24		MYR	2,739		USD	578		(2	)
BNP Paribas		04/02/24		USD	1,017		BRL	5,101		2
BNP Paribas		05/16/24		USD	528		COP	2,086,395		8
BNP Paribas		05/24/24		TWD	26,008		USD	825		9
Brown Brothers Harriman		04/18/24		USD	506		AUD	777		1
Brown Brothers Harriman		04/18/24		USD	1,756		AUD	2,672		(12	)
Brown Brothers Harriman		04/18/24		AUD	3,098		USD	2,042		20
Brown Brothers Harriman		04/18/24		AUD	525		USD	343		—
Brown Brothers Harriman		04/19/24		USD	201		CZK	4,715		—
Brown Brothers Harriman		04/19/24		EUR	220		PLN	953		1
Brown Brothers Harriman		04/19/24		USD	645		PLN	2,574		1
Brown Brothers Harriman		04/19/24		USD	182		PLN	716		(2	)
Brown Brothers Harriman		04/19/24		USD	983		ZAR	18,929		15
Brown Brothers Harriman		04/19/24		USD	259		ZAR	4,888		(2	)
Brown Brothers Harriman		04/19/24		GBP	1,969		USD	2,499		12
Brown Brothers Harriman		04/19/24		USD	2,316		GBP	1,828		(8	)
Brown Brothers Harriman		04/19/24		PLN	2,318		USD	580		(1	)
Brown Brothers Harriman		04/19/24		CZK	1,546		USD	67		1
Brown Brothers Harriman		04/19/24		CZK	3,244		USD	138		—
Brown Brothers Harriman		04/19/24		ZAR	2,090		USD	111		1
Brown Brothers Harriman		04/19/24		ZAR	20,090		USD	1,053		(7	)
Brown Brothers Harriman		04/19/24		HUF	200,786		USD	555		5
Brown Brothers Harriman		04/19/24		HUF	34,807		USD	95		—
Brown Brothers Harriman		04/30/24		USD	881		SEK	9,199		(20	)
Brown Brothers Harriman		04/30/24		USD	1,010		NOK	10,626		(30	)
Brown Brothers Harriman		04/30/24		NOK	3,938		SEK	3,838		(4	)
Brown Brothers Harriman		04/30/24		NOK	12,083		USD	1,141		26
Brown Brothers Harriman		04/30/24		SEK	25,658		USD	2,447		44
Brown Brothers Harriman		05/08/24		CHF	277		EUR	292		7
Brown Brothers Harriman		05/08/24		CHF	361		USD	411		8
Brown Brothers Harriman		05/08/24		CHF	451		USD	502		(1	)
Brown Brothers Harriman		05/08/24		USD	1,830		CHF	1,604		(42	)
Brown Brothers Harriman		05/08/24		THB	58,531		USD	1,627		17
Brown Brothers Harriman		05/16/24		USD	703		JPY	103,135		(16	)
Brown Brothers Harriman		05/16/24		JPY	88,906		USD	591		(1	)
Brown Brothers Harriman		05/17/24		SGD	456		USD	343		4
Brown Brothers Harriman		05/23/24		USD	349		CNY	2,501		3
Brown Brothers Harriman		05/23/24		USD	363		CNH	2,632		—
Brown Brothers Harriman		05/23/24		CNH	786		USD	110		1

288

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		05/23/24		NZD	1,837		USD	1,126	$	27
Brown Brothers Harriman		05/23/24		USD	2,010		NZD	3,299		(38	)
Brown Brothers Harriman		05/23/24		MXN	11,417		USD	673		(8	)
Brown Brothers Harriman		06/12/24		EUR	752		USD	822		7
Brown Brothers Harriman		06/13/24		USD	99		CAD	133		—
Brown Brothers Harriman		06/13/24		CAD	929		USD	684		(4	)
Citigroup		05/23/24		USD	765		NZD	1,257		(13	)
Citigroup		06/13/24		CAD	2,303		USD	1,712		8
Citigroup		06/13/24		USD	4,211		CAD	5,668		(18	)
Deutsche Bank		04/18/24		AUD	1,748		USD	1,141		1
Deutsche Bank		04/25/24		USD	946		PHP	53,288		3
Deutsche Bank		04/25/24		USD	562		PHP	31,368		(4	)
Deutsche Bank		04/25/24		PHP	17,712		USD	315		—
Deutsche Bank		04/25/24		IDR	31,786,134		USD	2,032		30
Deutsche Bank		04/30/24		USD	582		SEK	6,060		(14	)
Deutsche Bank		04/30/24		USD	597		NOK	6,281		(17	)
Deutsche Bank		04/30/24		SEK	14,610		USD	1,389		20
Deutsche Bank		05/16/24		USD	141		PEN	524		—
Deutsche Bank		05/23/24		USD	682		NZD	1,107		(21	)
Deutsche Bank		06/12/24		EUR	2,551		USD	2,796		33
Deutsche Bank		06/14/24		USD	808		INR	67,021		(6	)
Goldman Sachs		04/02/24		BRL	1,993		USD	401		3
Goldman Sachs		04/18/24		USD	388		KRW	513,571		(7	)
Goldman Sachs		04/18/24		KRW	392,169		USD	297		6
Goldman Sachs		04/19/24		GBP	410		USD	517		(1	)
Goldman Sachs		04/19/24		USD	507		GBP	403		3
Goldman Sachs		04/19/24		CZK	23,876		USD	1,016		(4	)
Goldman Sachs		04/19/24		HUF	189,327		USD	517		(1	)
Goldman Sachs		04/25/24		USD	822		PHP	45,994		(4	)
Goldman Sachs		04/25/24		USD	138		IDR	2,194,117		1
Goldman Sachs		04/25/24		USD	3,496		IDR	54,717,452		(50	)
Goldman Sachs		04/25/24		PHP	21,222		USD	380		3
Goldman Sachs		04/25/24		PHP	34,084		USD	604		(3	)
Goldman Sachs		04/25/24		IDR	9,032,204		USD	575		6
Goldman Sachs		04/30/24		USD	1,527		SEK	15,902		(38	)
Goldman Sachs		05/16/24		USD	233		COP	921,654		3
Goldman Sachs		05/16/24		COP	1,471,607		USD	373		(6	)
Goldman Sachs		05/23/24		NZD	4,188		USD	2,551		48
Goldman Sachs		05/24/24		USD	301		TWD	9,629		1
Goldman Sachs		05/24/24		USD	1,059		TWD	32,891		(28	)
Goldman Sachs		08/21/24		USD	1,147		MYR	5,440		5
Goldman Sachs		08/21/24		MYR	5,033		USD	1,077		12
HSBC		04/18/24		USD	419		KRW	554,301		(7	)
HSBC		04/18/24		USD	910		AUD	1,383		(8	)
HSBC		05/29/24		JPY	11,153,000		USD	75,471		1,072
JPMorgan Chase Bank		04/02/24		BRL	2,076		USD	416		2
JPMorgan Chase Bank		04/18/24		USD	679		AUD	1,031		(6	)
JPMorgan Chase Bank		04/19/24		GBP	425		USD	542		5
JPMorgan Chase Bank		04/19/24		USD	608		ZAR	11,534		—

SEI Institutional Managed Trust

289

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Capital Stability Fund (Continued)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		04/19/24		USD	2,193		GBP	1,745	$	11
JPMorgan Chase Bank		04/25/24		USD	145		PHP	8,117		—
JPMorgan Chase Bank		04/25/24		PHP	27,569		USD	493		3
JPMorgan Chase Bank		04/25/24		IDR	2,701,082		USD	172		2
JPMorgan Chase Bank		04/30/24		SEK	18,558		USD	1,777		39
JPMorgan Chase Bank		05/16/24		JPY	84,757		USD	568		4
JPMorgan Chase Bank		05/16/24		COP	759,055		USD	192		(2	)
JPMorgan Chase Bank		05/23/24		USD	1,706		MXN	28,890		18
JPMorgan Chase Bank		05/24/24		USD	1,266		TWD	39,940		(14	)
JPMorgan Chase Bank		06/14/24		USD	431		INR	35,798		(2	)
JPMorgan Chase Bank		06/14/24		INR	69,295		USD	834		5
Merrill Lynch		04/02/24		BRL	5,581		USD	1,118		3
Merrill Lynch		04/18/24		USD	674		AUD	1,024		(5	)
Merrill Lynch		04/18/24		USD	1,229		KRW	1,615,131		(30	)
Merrill Lynch		04/18/24		KRW	544,396		USD	413		8
Merrill Lynch		04/19/24		GBP	398		USD	507		4
Merrill Lynch		04/19/24		USD	675		CZK	15,816		—
Merrill Lynch		04/25/24		USD	657		IDR	10,370,823		(4	)
Merrill Lynch		04/25/24		USD	517		PHP	29,083		—
Merrill Lynch		04/25/24		USD	502		PHP	28,171		(1	)
Merrill Lynch		04/25/24		PHP	25,322		USD	456		5
Merrill Lynch		04/25/24		IDR	3,570,895		USD	230		5
Merrill Lynch		04/30/24		USD	683		NOK	7,169		(21	)
Merrill Lynch		04/30/24		USD	1,810		SEK	18,738		(55	)
Merrill Lynch		04/30/24		NOK	14,122		USD	1,336		33
Merrill Lynch		05/03/24		BRL	1,263		USD	252		1
Merrill Lynch		05/08/24		CHF	1,786		USD	2,044		52
Merrill Lynch		05/16/24		USD	305		PEN	1,125		(3	)
Merrill Lynch		05/16/24		PEN	2,682		USD	727		6
Merrill Lynch		05/16/24		CLP	160,738		USD	167		4
Merrill Lynch		05/16/24		COP	788,041		USD	199		(3	)
Merrill Lynch		05/24/24		USD	644		TWD	20,208		(11	)
Merrill Lynch		06/12/24		EUR	592		USD	646		5
Merrill Lynch		06/12/24		USD	2,816		EUR	2,577		(24	)
Merrill Lynch		06/14/24		USD	587		INR	48,720		(3	)
Merrill Lynch		06/14/24		INR	19,208		USD	231		1
Morgan Stanley		04/02/24		USD	1,520		BRL	7,574		(6	)
Morgan Stanley		04/02/24		BRL	7,800		USD	1,565		7
Morgan Stanley		04/18/24		KRW	436,316		USD	327		3
Morgan Stanley		04/19/24		USD	71		PLN	280		(1	)
Morgan Stanley		04/25/24		PHP	49,166		USD	875		—
Morgan Stanley		04/25/24		IDR	1,325,729		USD	84		1
Morgan Stanley		04/25/24		IDR	5,337,872		USD	338		2
Morgan Stanley		04/30/24		NOK	13,730		USD	1,307		40
Morgan Stanley		05/03/24		USD	1,560		BRL	7,800		(7	)
Morgan Stanley		05/03/24		BRL	7,574		USD	1,515		6
Morgan Stanley		05/08/24		USD	716		CHF	623		(21	)
Morgan Stanley		05/16/24		USD	215		CLP	204,214		(7	)
Morgan Stanley		05/16/24		USD	556		CLP	534,723		(11	)

290

SEI Institutional Managed Trust

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Morgan Stanley		05/16/24		USD	2,134		JPY	315,229	$	(36	)
Morgan Stanley		05/16/24		JPY	115,007		USD	779		13
Morgan Stanley		05/16/24		JPY	236,457		USD	1,601		27
Morgan Stanley		05/16/24		CLP	1,497,590		USD	1,556		31
Morgan Stanley		05/23/24		USD	1,173		NZD	1,923		(23	)
Morgan Stanley		05/23/24		CNH	20,651		USD	2,878		27
Morgan Stanley		06/12/24		EUR	515		USD	558		—
Morgan Stanley		06/14/24		USD	80		INR	6,650		—
Morgan Stanley		08/21/24		MYR	1,011		USD	215		1
Morgan Stanley		08/21/24		MYR	2,901		USD	618		3
RBS		05/08/24		CHF	1,942		USD	2,212		46
RBS		05/08/24		USD	2,793		CHF	2,453		(58	)
UBS		04/18/24		USD	508		AUD	778		(1	)
UBS		05/24/24		TWD	31,656		USD	1,007		14
									$	1,072

A list of the open OTC swap agreements held by the Fund at March 31, 2024 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

Pay Gold EQ Index

Goldman Sachs Weekly TY Volatility Carry Strategy

Negative Index Return

Quarterly

08/22/2024

USD

2,134

$

108

$

–

$

108

Goldman Sachs

Pay Gold EQ Index

Goldman Sachs Weekly TY Volatility Carry Strategy

Negative Index Return

Quarterly

08/22/2024

USD

1,095

24

–

24

$

132

$

–

$

132

A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 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.S40.V1-5Y		5.00%		Quarterly		06/20/2028	$	663	$	49	$	17	$	32
CDX.NA.HY.S41.V1-5Y		5.00%		Quarterly		12/20/2028		6,415		470		214		256
CDX.NA.IG.S40.V1-5Y		1.00%		Quarterly		06/20/2028		600		14		8		6
CDX.NA.IG.S42.V1-5Y		1.00%		Quarterly		06/20/2029		5,370		122		118		4
ITRAXX.XOVER.S39.V1-5Y		5.00%		Quarterly		06/20/2028		1,381		145		90		55
									$	800	$	447	$	353

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

4.8245%

Semi-Annually

11/17/2033

AUD

1,900

$

61

$

–

$

61

3-MONTH NZD - BKBM

4.8625%

Quarterly

11/20/2033

NZD

1,770

42

–

42

SEI Institutional Managed Trust

291

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Multi-Asset Capital Stability Fund (Concluded)

Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
3-MONTH AUD - BBSW		4.2255%		Semi-Annually		03/11/2034		AUD		1,560	$	1		$	–	$	1
3-MONTH NZD - BKBM		5.65%		Quarterly		03/12/2034		NZD		1,460		–			–		–
3-MONTH NZD - BKBM		4.6%		Quarterly		08/01/2033		NZD		560		6			–		6
6-MONTH AUD - BBSW		4.475%		Semi-Annually		07/31/2033		AUD		540		8			–		8
6-MONTH AUD - BBSW		4.863%		Semi-Annually		11/10/2033		AUD		1,390		47			–		47
3-MONTH NZD - BKBM		4.931%		Quarterly		11/13/2033		NZD		1,280		34			–		34
6-MONTH AUD - BBSW		4.8035%		Semi-Annually		11/29/2033		AUD		700		22			–		22
3-MONTH NZD - BKBM		4.810%		Quarterly		11/30/2033		NZD		600		13			–		13
3-MONTH NZD - BKBM		4.7725%		Quarterly		12/04/2033		NZD		640		12			–		12
6-MONTH AUD - BBSW		4.7295%		Semi-Annually		12/01/2033		AUD		740		20			–		20
6-MONTH AUD - BBSW		4.5395%		Semi-Annually		12/13/2033		AUD		1,790		31			–		31
3-MONTH NZD - BKBM		4.7175%		Quarterly		12/14/2033		NZD		1,690		29			–		29
6-MONTH AUD - BBSW		4.178%		Semi-Annually		12/28/2033		AUD		1,040		(1	)		–		(1	)
3-MONTH NZD - BKBM		4.178%		Quarterly		12/29/2033		NZD		1,020		(9	)		–		(9	)
											$	316		$	–	$	316

	Percentages are based on Net Assets of $542,320 ($ Thousands).
(A)	Interest rate represents the security's effective yield at the time of purchase.

The following is a summary of the level of inputs used as of March 31, 2024, 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		–		243,730		–		243,730
Commercial Paper		–		199,461		–		199,461
Sovereign Debt		–		73,693		–		73,693
U.S. Government Agency Obligation		–		7,291		–		7,291
Exchange Traded Funds		5,140		–		–		5,140
Common Stock		483		–		–		483
Purchased Option		12		–		–		12
Total Investments in Securities		5,635		524,175		–		529,810

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(6	)		–			–		(6	)
Futures Contracts*
Unrealized Appreciation		2,523			–			–		2,523
Unrealized Depreciation		(182	)		–			–		(182	)
Forward Contracts*
Unrealized Appreciation		–			1,960			–		1,960
Unrealized Depreciation		–			(888	)		–		(888	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			132			–		132
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			353			–		353
Interest Rate Swaps*
Unrealized Appreciation		–			326			–		326
Unrealized Depreciation		–			(10	)		–		(10	)
Total Other Financial Instruments		2,335			1,873			–		4,208

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

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

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

See “Glossary” for abbreviations.

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

292

SEI Institutional Managed Trust

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2024

Portfolio Abbreviations

ABS — Asset-Backed Security

ACWI — All Country World Index

ADR — American Depositary Receipt

AID — Agency for International Development

BUBOR— Budapest Interbank Offered Rate

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

COP— Certificate of Participation

CVR — Contingent Value Rights

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

ESG — Environmental, Social and Governance

ETF — Exchange-Traded Fund

FBIL — Financial Benchmarks India Pvt. Ltd.

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GDR — Global Depositary Receipt

GMAC — General Motors Acceptance Corporation

IBEX— Spanish Stock Exchange Index

JIBAR— Johannesburg Interbank Agreed Rate

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

LTD — Limited

MIBOR — Mumbai InterBank Overnight Rate

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN - TIIE — Mexico Interbank 28-Day Interest Rate

NVDR — Non-Voting Depository Receipt

OTC — Over The Counter

PJSC — Public Joint-Stock Company

PRIBOR— Prague Interbank Offered Rate

Ser — Series

SOFR — Secured Overnight Financing Rate

WIBOR— Warsaw Interbank Offered Rate

Currency Abbreviations

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

EUR — Euro

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

MXN — Mexican Peso

MYR — Malaysian Ringgit

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PLN — Polish Zloty

RUB — Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

THB — Thai Baht

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

SEI Institutional Managed Trust

293

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Large Cap Fund			Large Cap Value Fund
Assets:
Investments, at value †	$	1,698,926	*	$	1,376,746
Affiliated investments, at value ††		24,337			12,179
Cash and cash equivalents		323			427
Unfunded Bank Loans		–			–
Cash pledged as collateral on OTC swap contracts		–			–
Cash pledged as collateral on futures contracts		315			404
Foreign currency, at value †††		–			–
Receivable for fund shares sold		154			619
Receivable for investment securities sold		438			934
Dividends and interest receivable		1,693			2,501
OTC Swap contracts, at value ††††		–			–
Receivable for Variation Margin on Futures Contracts		6			16
Foreign tax reclaim receivable		73			322
Prepaid expenses		39			30
Total Assets		1,726,304			1,394,178
Liabilities:
Payable upon return on securities loaned		12,894			44
Payable for fund shares redeemed		2,156			1,339
Administration fees payable		358			328
Shareholder servicing fees payable Class F		342			259
Shareholder servicing fees payable Class I		–			–
Payable for investment securities purchased		–			952
Due to custodian		–			–
Investment advisory fees payable		519			373
Trustees fees payable		10			8
Chief Compliance Officer fees payable		2			2
Administration servicing fees payable Class I		–			–
Accrued expense payable		170			130
Total Liabilities		16,451			3,435
Net Assets	$	1,709,853		$	1,390,743
† Cost of investments and repurchase agreements	$	971,545		$	902,386
†† Cost of affiliated investments		24,341			12,182
††† Cost of foreign currency		–			–
* Includes market value of securities on loan		12,462			–

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

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

294

SEI Institutional Managed Trust

Large Cap Growth Fund		Large Cap Index Fund		Tax-Managed Large Cap Fund			S&P 500 Index Fund		Small Cap Fund		Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	1,445,387	$	1,116,281	$	4,266,306	*	$	1,005,447	$	609,732	$	367,761	*	$	350,306	*	$	867,971
	21,161		28,856		57,123			20,922		6,928		5,506			5,091			12,576
	241		330		1,212			381		166		124			–			253
	–		–		–			–		–		–			–			–
	–		–		–			–		–		–			–			–
	482		1,433		781			991		–		–			–			–
	–		–		125			–		–		–			–			–
	671		430		419			182		133		150			141			110
	4,388		–		552			–		5,992		9,645			6,777			991
	501		825		3,783			703		531		531			147			742
	2,511		–		–			–		–		–			–			–
	3		23		16			1		–		–			–			–
	15		–		441			15		–		1			–			–
	33		25		92			21		13		8			8			19
	1,475,393		1,148,203		4,330,850			1,028,663		623,495		383,726			362,470			882,662
	–		533		34,838			–		82		933			742			365
	930		937		2,327			357		758		203			194			533
	355		87		759			120		147		88			86			210
	280		95		762			43		121		67			66			140
	1		–		–			3		–		–			–			–
	1,952		–		–			–		6,301		9,943			6,359			996
	–		–		–			–		–		–			162			–
	404		19		1,424			17		293		175			159			418
	8		6		24			6		3		2			2			5
	2		1		5			1		1		–			–			1
	–		–		–			3		–		–			–			–
	143		165		404			107		56		37			33			82
	4,075		1,843		40,543			657		7,762		11,448			7,803			2,750
$	1,471,318	$	1,146,360	$	4,290,307		$	1,028,006	$	615,733	$	372,278		$	354,667		$	879,912
$	687,685	$	605,355	$	1,174,398		$	225,965	$	470,184	$	259,877		$	274,402		$	449,370
	21,161		28,825		57,124			20,922		6,928		5,503			5,097			12,571
	–		–		129			–		–		–			–			–
	–		–		33,714			–		–		924			740			–

SEI Institutional Managed Trust

295

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Large Cap Fund			Large Cap Value Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	867,775		$	900,737
Total distributable earnings		842,078			490,006
Net Assets	$	1,709,853		$	1,390,743
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	15.74		$	26.94
		($1,647,599,418 ÷ 104,687,817 shares	)		($1,268,861,361 ÷ 47,107,530 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A		$	26.99
					($1,560,368 ÷ 57,822 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	15.76		$	26.93
		($62,253,734 ÷ 3,951,349 shares	)		($120,321,203 ÷ 4,467,794 shares	)

N/A – Not applicable. Share class currently not offered.

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

296

SEI Institutional Managed Trust

Large Cap Growth Fund			Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	562,508		$	638,292		$	1,042,882		$	226,097		$	467,160		$	263,519		$	295,470		$	436,533
	908,810			508,068			3,247,425			801,909			148,573			108,759			59,197			443,379
$	1,471,318		$	1,146,360		$	4,290,307		$	1,028,006		$	615,733		$	372,278		$	354,667		$	879,912
$	44.61		$	18.39		$	36.64		$	94.02		$	13.76		$	26.09		$	35.46		$	26.44
	($1,331,901,833 ÷ 29,857,278 shares	)		($1,146,360,220 ÷ 62,325,036 shares	)		($3,705,093,581 ÷ 101,134,914 shares	)		($1,021,291,786 ÷ 10,862,490 shares	)		($586,597,274 ÷ 42,625,769 shares	)		($326,950,896 ÷ 12,532,123 shares	)		($319,224,089 ÷ 9,002,445 shares	)		($767,223,855 ÷ 29,014,242 shares	)
$	42.26			N/A			N/A		$	94.79			N/A		$	25.79		$	32.74			N/A
	($2,418,555 ÷ 57,224 shares	)								($6,713,752 ÷ 70,830 shares	)					($493,010 ÷ 19,119 shares	)		($336,940 ÷ 10,292 shares	)
$	45.01			N/A		$	36.65			N/A		$	13.95		$	26.11		$	36.34		$	26.50
	($136,997,043 ÷ 3,043,634 shares	)					($585,213,632 ÷ 15,966,692 shares	)					($29,135,473 ÷ 2,088,935 shares	)		($44,834,480 ÷ 1,717,433 shares	)		($35,105,735 ÷ 966,008 shares	)		($112,688,299 ÷ 4,252,265 shares	)

SEI Institutional Managed Trust

297

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Mid-Cap Fund		U.S. Managed Volatility Fund
Assets:
Investments, at value †	$	88,940	$	659,802	*
Affiliated investments, at value ††		1,479		19,688
Repurchase agreements†		–		–
Cash and cash equivalents		24		374
Unfunded Bank Loans		–		–
Cash pledged as collateral on centrally cleared swap contracts		–		–
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		–		236
Foreign currency, at value †††		–		214
Receivable for fund shares sold		10		117
Receivable for investment securities sold		373		518
Dividends and interest receivable		97		1,138
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
Receivable for Variation Margin on Futures Contracts		–		–
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		1		1
Prepaid expenses		2		17
Total Assets		90,926		682,105
Liabilities:
Payable for investment securities purchased		617		1,255
Payable for fund shares redeemed		37		740
Administration fees payable		22		130
Shareholder servicing fees payable Class F		17		104
Shareholder servicing fees payable Class I		–		–
Payable upon return on securities loaned		–		6,902
Income distribution payable		–		–
OTC Swap contracts, at value ††††		–		–
Options written, at value ^^		–		–
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		30		218
Trustees fees payable		–		4
Interest payable		–		–
Chief Compliance Officer fees payable		–		1
Accrued expense payable		10		76
Total Liabilities		733		9,430
Net Assets	$	90,193	$	672,675
† Cost of investments and repurchase agreements	$	70,426	$	526,426
†† Cost of affiliated investments		1,479		19,690
††† Cost of foreign currency		–		214
^^ Premiums received from written options and swaptions		–		–
* Includes market value of securities on loan		–		6,792

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

The accompanying notes are an integral part of the financial statements

298

SEI Institutional Managed Trust

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund		Conservative Income Fund
$	847,005	*	$	824,405	*	$	293,001	*	$	73,053	*	$	3,910,873	*	$	1,170,142	$	542,419
	35,924			16,728			15,522			1,377			383,098			33,888		–
	–			–			–			–			–			–		114,800
	2,986			134			1,821			136			1,727			1,448		266
	–			–			–			–			–			35		–
	–			–			–			–			7,253			–		–
	–			–			–			–			–			–		–
	419			271			223			–			2,916			–		–
	3,014			39			825			–			2,294			–		–
	112			153			110			4			1,124			957		1,775
	33			–			–			–			53,382			10,432		–
	2,162			973			1,413			278			21,664			17,527		1,743
	2,241			–			–			–			707			6		–
	25			–			–			–			–			–		–
	15			–			10			–			295			–		–
	–			–			–			–			52			–		–
	3,581			11			3,137			–			646			46		–
	18			19			7			2			80			30		12
	897,535			842,733			316,069			74,850			4,386,111			1,234,511		661,015
	33			–			–			58			567,856			21,014		–
	1,214			972			223			13			2,996			1,117		1,961
	212			201			103			19			513			188		60
	157			151			52			13			690			216		54
	–			–			–			–			1			–		–
	26,458			2,951			10,576			176			143,744			–		–
	–			–			–			–			897			872		539
	–			–			–			–			157			–		–
	–			–			–			–			411			–		–
	–			–			–			–			182			–		–
	4			–			5			–			985			–		–
	529			–			–			–			–			–		–
	309			–			–			–			1,550			–		–
	396			305			105			35			631			419		33
	5			5			2			–			20			8		4
	–			–			–			–			–			36		–
	1			1			–			–			4			2		1
	189			82			110			8			507			193		54
	29,507			4,668			11,176			322			721,144			24,065		2,706
$	868,028		$	838,065		$	304,893		$	74,528		$	3,664,967		$	1,210,446	$	658,309
$	758,440		$	324,262		$	218,327		$	55,737		$	4,087,587		$	1,203,527	$	657,401
	35,932			16,735			15,523			1,379			383,093			33,888		–
	3,015			39			–			–			2,263			–		–
	–			–			–			–			(715	)		–		–
	24,510			2,867			9,906			166			141,422			–		–

SEI Institutional Managed Trust

299

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Mid-Cap Fund			U.S. Managed Volatility Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	74,555		$	509,564
Total distributable earnings (accumulated losses)		15,638			163,111
Net Assets	$	90,193		$	672,675
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	30.81		$	15.25
		($84,255,422 ÷ 2,734,338 shares	)		($501,727,690 ÷ 32,909,059 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I	$	30.73		$	15.24
		($313,787 ÷ 10,211 shares	)		($630,680 ÷ 41,389 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	30.83		$	15.25
		($5,623,858 ÷ 182,400 shares	)		($170,316,536 ÷ 11,171,059 shares	)

N/A - Not applicable. Share class currently not offered.

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

300

SEI Institutional Managed Trust

Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund
$	775,158		$	284,892		$	286,443		$	58,428		$	4,411,293		$	1,723,269		$	658,434
	92,870			553,173			18,450			16,100			(746,326	)		(512,823	)		(125	)
$	868,028		$	838,065		$	304,893		$	74,528		$	3,664,967		$	1,210,446		$	658,309
$	10.27		$	19.67		$	10.92		$	15.21		$	9.50		$	5.36		$	10.00
	($749,990,608 ÷ 73,013,668 shares	)		($727,629,464 ÷ 36,991,917 shares	)		($247,026,452 ÷ 22,630,745 shares	)		($61,184,012 ÷ 4,023,068 shares	)		($3,279,648,934 ÷ 345,167,228 shares	)		($1,032,785,253 ÷ 192,528,936 shares	)		($648,544,200 ÷ 64,867,764 shares	)
$	9.95			N/A			N/A		$	15.17		$	9.49		$	5.14			N/A
	($523,988 ÷ 52,682 shares	)								($196,671 ÷ 12,968 shares	)		($2,847,760 ÷ 300,209 shares	)	$	($2,645 ÷ 515 shares	)
$	10.29		$	19.67		$	10.92		$	15.22		$	9.51		$	5.36		$	10.01
	($117,513,125 ÷ 11,415,036 shares	)		($110,435,205 ÷ 5,613,597 shares	)		($57,866,359 ÷ 5,301,299 shares	)		($13,147,226 ÷ 863,826 shares	)		($382,470,121 ÷ 40,225,787 shares	)		($177,657,663 ÷ 33,121,111 shares	)		($9,764,838 ÷ 975,873 shares	)

SEI Institutional Managed Trust

301

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Tax-Free Conservative Income Fund		Real Return Fund
Assets:
Investments, at value †	$	166,913	$	387,576
Affiliated investments, at value ††		–		840
Cash and cash equivalents		33		–
Due from Broker		–		–
Unfunded Bank Loans		–		–
Cash pledged as collateral on centrally cleared swap contracts		–		–
Cash pledged as collateral on OTC swap contracts		–		–
Cash pledged as collateral on futures contracts		–		–
Cash pledged as collateral on securities sold short		–		–
Foreign currency, at value †††		–		–
Receivable for fund shares sold		6		129
Receivable for investment securities sold		9,775		–
Dividends and interest receivable		1,388		1,180
Unrealized gain on forward foreign currency contracts		–		–
Unrealized gain on foreign spot currency contracts		–		–
OTC Swap contracts, at value ††††		–		–
Receivable for Variation Margin on Futures Contracts		–		–
Receivable for Variation Margin on Swap Contracts		–		–
Foreign tax reclaim receivable		–		–
Prepaid expenses		4		4
Total Assets		178,119		389,729
Liabilities:
Payable for investment securities purchased		1,083		–
Payable for fund shares redeemed		292		399
Income distribution payable		105		–
Administration fees payable		16		65
Shareholder servicing fees payable Class F		15		31
Payable for securities sold short@		–		–
OTC Swap contracts, at value ††††		–		–
Options/Swaptions written, at value ^^		–		–
Reverse repurchase agreements		–		–
Overdraft of foreign currency		–		–
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		9		43
Trustees fees payable		1		1
Interest payable		–		–
Chief Compliance Officer fees payable		–		–
Repurchase agreements payable		–		–
Other payables		–		–
Accrued expense payable		20		23
Total Liabilities		1,541		562
Net Assets	$	176,578	$	389,167
† Cost of investments and repurchase agreements	$	166,936	$	394,940
†† Cost of affiliated investments		–		840
††† Cost (proceeds) of foreign currency		–		–
†††† Cost (premiums received)		–		–
^^ Premiums received from written options and swaptions		–		–
@Proceeds from securities sold short		–		–

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

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

302

SEI Institutional Managed Trust

Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Liquid Alternative Fund		Multi-Asset Accumulation Fund		Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	659,469		$	240,851		$	–	$	858,281	$	541,204		$	682,575		$	529,810
	5,554			38,053			–		–		–			–			–
	122,326			49,776			188,468		489,221		11,449			88,739			3,176
	–			87			–		–		–			607			–
	–			–			–		–		–			–			–
	15,556			272			–		–		1,445			255			–
	–			–			–		–		2,131			–			–
	10,361			–			22,260		49,013		2,595			5,102			6,159
	–			11,544			–		–		–			–			–
	–			–			–		3,823		2,553			–			2,897
	6,773			49			39		196		76			124			55
	6,085			6,619			–		–		2,993			263			741
	800			1,566			714		2,995		6,078			1,841			253
	–			17			–		3,165		334			20			1,960
	–			–			–		–		–			–			7
	388			–			–		503		–			–			3,391
	9			–			395		811		73			1,629			317
	396			–			–		–		370			63			22
	–			45			–		365		132			–			–
	17			9			12		45		16			18			13
	827,734			348,888			211,888		1,408,418		571,449			781,236			548,801
	–			12,194			–		3,024		4,630			760			961
	7,442			304			351		1,828		566			572			786
	–			–			–		–		424			–			–
	198			74			53		290		103			147			60
	160			58			41		274		37			125			44
	–			42,480			–		–		–			81,878			–
	–			–			–		349		53			81			3,259
	2,208			4			–		–		11			87			6
	–			–			–		–		–			70,747			–
	–			2,503			–		–		–			–			–
	998			9			–		189		410			27			–
	–			–			356		328		130			147			211
	–			–			–		–		–			–			7
	–			1			–		1,081		294			–			888
	128			184			81		754		201			176			166
	4			2			–		10		4			4			3
	–			–			–		6		26			–			–
	1			–			–		2		1			1			1
	–			–			–		–		–			1,143			–
	–			–			–		–		7			–			–
	97			59			10		263		159			123			89
	11,236			57,872			892		8,398		7,056			156,018			6,481
$	816,498		$	291,016		$	210,996	$	1,400,020	$	564,393		$	625,218		$	542,320
$	274,504		$	239,984		$	–	$	867,969	$	570,718		$	594,816		$	530,525
	5,554			38,053			–		–		–			–			–
	–			(2,541	)		–		3,762		2,531			–			2,886
	–			–			–		–		–			61			–
	(1,317	)		(11	)		–		–		(5	)		(86	)		19
	–			(39,780	)		–		–		–			(80,200	)		–

SEI Institutional Managed Trust

303

STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

March 31, 2024

	Tax-Free Conservative Income Fund			Real Return Fund
Net Assets:
Paid-in capital — (unlimited authorization — no par value)	$	176,599		$	407,153
Total distributable earnings (accumulated losses)		(21	)		(17,986	)
Net Assets	$	176,578		$	389,167
Net Asset Value, Offering and Redemption Price Per Share — Class F	$	10.00		$	9.53
		($171,907,117 ÷ 17,192,738 shares	)		($367,372,519 ÷ 38,538,711 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y	$	10.02		$	9.58
		($4,671,140 ÷ 466,344 shares	)		($21,794,965 ÷ 2,275,975 shares	)

N/A - Not applicable. Share class currently not offered.                                    

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

304

SEI Institutional Managed Trust

Dynamic Asset Allocation Fund			Multi-Strategy Alternative Fund			Liquid Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	413,348		$	307,618		$	203,323		$	2,236,445		$	633,380		$	809,410		$	532,755
	403,150			(16,602	)		7,673			(836,425	)		(68,987	)		(184,192	)		9,565
$	816,498		$	291,016		$	210,996		$	1,400,020		$	564,393		$	625,218		$	542,320
$	16.33		$	9.61		$	10.53		$	7.22		$	9.80		$	7.83		$	10.20
	($765,426,422 ÷ 46,865,387 shares	)		($277,779,208 ÷ 28,913,516 shares	)		($195,924,502 ÷ 18,607,394 shares	)		($1,304,504,139 ÷ 180,719,833 shares	)		($435,742,311 ÷ 44,458,365 shares	)		($590,700,474 ÷ 75,473,404 shares	)		($516,063,491 ÷ 50,572,527 shares	)
$	16.38		$	9.60		$	10.54		$	7.29		$	9.80		$	7.82		$	10.22
	($51,071,180 ÷ 3,117,169 shares	)		($13,237,250 ÷ 1,379,386 shares	)		($15,071,307 ÷ 1,429,405 shares	)		($95,515,696 ÷ 13,104,288 shares	)		($128,650,664 ÷ 13,128,355 shares	)		($34,517,062 ÷ 4,413,171 shares	)		($26,257,004 ÷ 2,569,261 shares	)

SEI Institutional Managed Trust

305

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2024

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	14,821		$	19,936		$	6,056
Income from affiliated investments(1)		355			264			535
Interest income		34			–			847
Security lending income - net(1) (2)		8			13			–
Less: foreign taxes withheld		(36	)		(129	)		(13	)
Total Investment Income		15,182			20,084			7,425
Expenses:
Investment advisory fees		3,244			2,226			2,842
Administration fees		2,459			1,908			2,131
Shareholder servicing fees Class F		2,011			1,440			1,595
Shareholder servicing fees Class I		–			2			3
Trustees' fees		22			17			19
Chief compliance officer fees		6			5			5
Administration servicing fees Class I		–			2			3
Printing fees		87			66			74
Professional fees		59			45			50
Custodian/Wire agent fees		42			32			35
Registration fees		38			30			31
Pricing fees		14			11			11
Other expenses		14			11			12
Total Expenses		7,996			5,795			6,811
Less:
Waiver of investment advisory fees		(229	)		(152	)		(522	)
Waiver of shareholder servicing fees Class F		(16	)		(12	)		(13	)
Waiver of shareholder servicing fees Class I		–			–			–
Waiver of administration fees		(394	)		(99	)		(109	)
Net Expenses		7,357			5,532			6,167
Net Investment Income (Loss)		7,825			14,552			1,258
Net Realized Gain (Loss) on:
Investments		142,089			33,170			150,609
Affiliated investments		(1	)		(6	)		–
Futures contracts		1,340			958			2,062
Swap contracts		–			–			13,449
Capital gains on Affiliated Investments		–			3			–
Net Realized Gain (Loss)		143,428			34,125			166,120
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		201,482			182,916			184,996
Affiliated investments		(4	)		2			–
Futures contracts		304			176			139
Swap contracts		–			–			3,207
Net Change in Unrealized Appreciation (Depreciation)	$	201,782		$	183,094		$	188,342
Net Increase in Net Assets Resulting from Operations	$	353,035		$	231,771		$	355,720

(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.

306

SEI Institutional Managed Trust

Large Cap Index Fund			Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund
$	8,115		$	36,275		$	7,287		$	4,409		$	4,263		$	1,343		$	6,283
	648			543			481			128			89			101			213
	–			–			–			–			–			–			–
	15			326			–			10			33			69			1
	(1	)		(107	)		(2	)		(12	)		(12	)		(5	)		(20	)
	8,777			37,037			7,766			4,535			4,373			1,508			6,477
	268			8,007			141			1,759			1,146			1,055			2,626
	1,610			4,430			1,035			812			529			487			1,212
	1,342			4,321			1,169			645			384			364			879
	–			–			7			–			1			–			–
	14			54			12			7			5			4			11
	4			14			3			2			1			1			3
	–			–			7			–			1			–			–
	56			209			49			28			18			17			42
	38			140			33			19			12			11			28
	26			99			23			13			9			8			20
	23			87			19			12			8			7			18
	12			31			9			7			4			4			8
	61			34			51			5			3			3			7
	3,454			17,426			2,558			3,309			2,121			1,961			4,854
	(161	)		–			(47	)		(204	)		(138	)		(176	)		(310	)
	(805	)		(35	)		(935	)		(5	)		(3	)		(3	)		(106	)
	–			–			(1	)		–			–			–			–
	(1,131	)		(205	)		(374	)		(39	)		(22	)		(18	)		(58	)
	1,357			17,186			1,201			3,061			1,958			1,764			4,380
	7,420			19,851			6,565			1,474			2,415			(256	)		2,097
	19,157			169,755			20,853			19,732			9,969			15,505			26,113
	(1	)		(4	)		–			–			–			–			–
	3,109			2,273			2,450			9			(116	)		(70	)		(3	)
	–			–			–			–			–			–			–
	–			–			–			–			–			–			–
	22,265			172,024			23,303			19,741			9,853			15,435			26,110
	194,703			583,013			166,480			79,600			51,763			51,685			127,466
	29			(23	)		–			–			–			(2	)		–
	1,327			634			1,453			–			–			–			–
	–			–			–			–			–			–			–
$	196,059		$	583,624		$	167,933		$	79,600		$	51,763		$	51,683		$	127,466
$	225,744		$	775,499		$	197,801		$	100,815		$	64,031		$	66,862		$	155,673

SEI Institutional Managed Trust

307

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2024

	Mid-Cap Fund			U.S. Managed Volatility Fund			Global Managed Volatility Fund
Investment Income:
Dividends	$	667		$	10,011		$	10,415
Income from affiliated investments(1)		48			285			186
Interest income		1			–			124
Security lending income - net(1) (2)		–			5			17
Less: foreign taxes withheld		(1	)		(64	)		(298	)
Total Investment Income		715			10,237			10,444
Expenses:
Investment advisory fees		162			2,291			2,570
Administration fees		121			1,057			1,186
Shareholder servicing fees Class F		95			673			842
Shareholder servicing fees Class I		–			1			1
Trustees' fees		1			10			11
Chief compliance officer fees		–			3			3
Administration servicing fees Class I		–			1			1
Printing fees		4			36			41
Professional fees		3			25			28
Registration fees		2			18			19
Custodian/Wire agent fees		2			19			39
Pricing fees		2			8			10
Interest expense		–			–			–
Other expenses		1			6			6
Total Expenses		393			4,148			4,757
Less:
Waiver of investment advisory fees		–			(918	)		(427	)
Waiver of shareholder servicing fees Class F		(1	)		(5	)		(7	)
Waiver of administration fees		(1	)		(249	)		(68	)
Net Expenses		391			2,976			4,255
Net Investment Income		324			7,261			6,189
Net Realized Gain (Loss) on:
Investments		784			31,512			8,727
Affiliated investments		–			1			(2	)
Futures contracts		159			638			753
Foreign currency translation		–			19			(54	)
Forward foreign currency contracts		–			–			957
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Net Realized Gain (Loss)		943			32,170			10,381
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		15,255			61,382			74,762
Affiliated investments		–			(2	)		(8	)
Futures contracts		–			359			307
Purchased options and swaptions		–			–			–
Written options and swaptions		–			–			–
Swap contracts		–			–			–
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			(4	)		(450	)
Forward foreign currency contracts		–			–			84
Net Change in Unrealized Appreciation (Depreciation)	$	15,255		$	61,735		$	74,695
Net Increase in Net Assets Resulting from Operations	$	16,522		$	101,166		$	91,265

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

(2)    Income is from the investment of collateral in an affiliated security.        

(3)    See Note 2 in the Notes to the 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.

308

SEI Institutional Managed Trust

Tax-Managed Managed Volatility Fund			Tax-Managed International Managed Volatility Fund			Real Estate Fund			Core Fixed Income Fund			High Yield Bond Fund			Conservative Income Fund			Tax-Free Conservative Income Fund
$	7,489		$	4,722		$	1,349		$	–		$	623		$	–		$	–
	343			71			21			2,516			958			23			–
	–			57			–			76,013			112,341			16,045			3,154
	6			16			–			200			–			–			–
	(33	)		(229	)		(2	)		(4	)		(5	)		–			–
	7,805			4,637			1,368			78,725			113,917			16,068			3,154
	2,632			989			235			4,739			3,084			289			90
	1,215			609			108			2,910			1,265			577			181
	880			308			73			3,828			1,367			707			221
	–			–			–			3			–			–			–
	11			4			1			47			17			8			2
	3			1			–			12			5			2			1
	–			–			–			3			–			–			–
	42			16			4			181			68			31			9
	29			11			3			121			45			20			6
	19			7			2			78			29			9			4
	21			34			2			86			32			12			4
	7			7			1			315			119			11			5
	–			–			–			–			4			–			–
	7			5			1			29			11			5			2
	4,866			1,991			430			12,352			6,046			1,671			525
	(866	)		(365	)		(32	)		(1,376	)		(483	)		(115	)		(36	)
	(7	)		(2	)		(1	)		(31	)		(11	)		(424	)		(133	)
	(65	)		–			–			–			(115	)		(263	)		(85	)
	3,928			1,624			397			10,945			5,437			869			271
	3,877			3,013			971			67,780			108,480			15,199			2,883
	55,168			3,724			62			(37,470	)		(53,901	)		(1	)		–
	–			–			–			1			–			–			–
	1,132			338			–			(5,943	)		–			–			–
	17			53			–			(70	)		(3	)		–			–
	–			(37	)		–			(852	)		(8	)		–			–
	–			–			–			(4,295	)		–			–			–
	–			–			–			4,790			–			–			–
	–			–			–			4,258			–			–			–
	56,317			4,078			62			(39,581	)		(53,912	)		(1	)		–
	73,907			23,154			10,061			176,301			40,700			(128	)		40
	(2	)		(4	)		–			(66	)		–			–			–
	342			28			–			6,840			–			–			–
	–			–			–			(719	)		–			–			–
	–			–			–			1,229			–			–			–
	–			–			–			(3,449	)		–			–			–
	–			50			–			80			3			–			–
	–			–			–			389			8			–			–
$	74,247		$	23,228		$	10,061		$	180,605		$	40,711		$	(128	)	$	40
$	134,441		$	30,319		$	11,094		$	208,804		$	95,279		$	15,070		$	2,923

SEI Institutional Managed Trust

309

STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six month period ended March 31, 2024

	Real Return Fund			Dynamic Asset Allocation Fund
Investment Income:
Dividends	$	–		$	4,568
Income from affiliated investments(1)		28			–
Interest income		3,368			2,940
Less: foreign taxes withheld		–			(1	)
Total Investment Income		3,396			7,507
Expenses:
Shareholder servicing fees Class F		271			850
Investment advisory fees		256			2,175
Administration fees		233			1,088
Trustees' fees		3			10
Chief compliance officer fees		1			3
Printing fees		12			38
Professional fees		8			25
Registration fees		5			15
Custodian/Wire agent fees		5			8
Pricing fees		2			7
Dividend and interest expense on securities sold short		–			–
Repo Interest		–			–
Interest expense		–			–
Other expenses		2			6
Total Expenses		798			4,225
Less:
Waiver of investment advisory fees		(105	)		(1,500	)
Waiver of shareholder servicing fees Class F		(163	)		–
Waiver of administration fees		(11	)		(52	)
Net Expenses		519			2,673
Net Investment Income		2,877			4,834
Net Realized Gain (Loss) on:
Investments		(2,040	)		28,430
Securities sold short		–			–
Futures contracts		–			9,627
Foreign currency translation		–			42
Forward foreign currency contracts		–			–
Purchased options and swaptions		–			(4,955	)
Written options and swaptions		–			1,765
Swap contracts		–			(1,756	)
Net Realized Gain (Loss)		(2,040	)		33,153
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		6,634			90,060
Securities sold short		–			–
Futures contracts		–			6,106
Purchased options and swaptions		–			(1,157	)
Written options and swaptions		–			(686	)
Swap contracts		–			5,771
Foreign currency translation of other assets and liabilities denominated in foreign currencies		–			(7	)
Forward foreign currency contracts		–			–
Net Change in Unrealized Appreciation (Depreciation)	$	6,634		$	100,087
Net Increase in Net Assets Resulting from Operations	$	7,471		$	138,074

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

(2)    See Note 2 in the Notes to the 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.

310

SEI Institutional Managed Trust

Multi-Strategy Alternative Fund			Liquid Alternative Fund			Multi-Asset Accumulation Fund			Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	2,643		$	–		$	1,044		$	1,846		$	2,579		$	58
	1,786			–			–			–			–			–
	8,274			1,225			39,063			23,074			14,747			12,619
	(1	)		–			(58	)		(96	)		(2	)		–
	12,702			1,225			40,049			24,824			17,324			12,677
	416			55			2,107			638			772			666
	2,598			138			6,691			1,918			1,787			1,120
	520			83			2,608			959			975			840
	5			–			25			9			9			8
	1			–			7			2			2			2
	18			3			94			34			34			29
	12			1			64			23			23			20
	9			–			45			15			17			14
	9			3			39			21			17			13
	40			–			31			102			44			9
	642			–			–			–			721			–
	–			24			–			–			–			–
	502			–			–			–			2,833			–
	3			1			16			6			6			5
	4,775			308			11,727			3,727			7,240			2,726
	(1,302	)		(10	)		(980	)		(577	)		(708	)		(112	)
	(3	)		–			–			(383	)		–			(400	)
	–			(22	)		(406	)		(266	)		(84	)		(484	)
	3,470			276			10,341			2,501			6,448			1,730
	9,232			949			29,708			22,323			10,876			10,947
	9,084			–			(5,095	)		(18,842	)		11,346			13,811
	(1,261	)		–			–			–			(8,818	)		–
	–			3,426			32,725			(927	)		(9,393	)		12,690
	(2	)		–			(1,586	)		(117	)		(163	)		(2,293	)
	(20	)		–			2,689			500			68			4,593
	(111	)		–			–			(214	)		(139	)		(312	)
	56			–			–			82			73			266
	(221	)		–			(3,303	)		382			195			27
	7,525			3,426			25,430			(19,136	)		(6,831	)		28,782
	9,038			–			27,673			50,848			24,548			(10,801	)
	(3,301	)		–			–			–			(10,175	)		–
	–			3,501			87,922			4,453			2,685			4,127
	(41	)		–			–			(136	)		51			(120	)
	3			–			–			37			(13	)		(8	)
	42			–			415			(686	)		(1,164	)		1,202
	38			–			(332	)		217			117			(17	)
	5			–			(4,375	)		(361	)		(87	)		(1,417	)
$	5,784		$	3,501		$	111,303		$	54,372		$	15,962		$	(7,034	)
$	22,541		$	7,876		$	166,441		$	57,559		$	20,007		$	32,695

SEI Institutional Managed Trust

311

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
		2024			2023			2024			2023			2024			2023
Operations:
Net investment income	$	7,825		$	15,275		$	14,552		$	28,531		$	1,258		$	1,954
Capital gain distribution from investment		—			—			3			2			—			1
Net realized gain (loss)		143,428			85,400			34,122			64,916			166,120			199,090
Net change in unrealized appreciation		201,782			181,315			183,094			84,239			188,342			119,632
Net Increase in Net Assets Resulting from Operations		353,035			281,990			231,771			177,688			355,720			320,677
Distributions:
Class F:		(99,728	)		(156,649	)		(65,531	)		(108,845	)		(187,335	)		(84,295	)
Class I:		N/A			N/A			(79	)		(194	)		(329	)		(172	)
Class Y:		(3,329	)		(5,047	)		(7,066	)		(17,435	)		(21,119	)		(14,333	)
Total Distributions		(103,057	)		(161,696	)		(72,676	)		(126,474	)		(208,783	)		(98,800	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		131,158			143,127			87,108			144,314			68,883			119,961
Reinvestment of dividends & distributions		91,758			143,702			61,460			102,063			174,087			78,819
Cost of shares redeemed		(382,073	)		(358,101	)		(135,490	)		(245,449	)		(233,768	)		(309,092	)
Net increase (decrease) from Class F transactions		(159,157	)		(71,272	)		13,078			928			9,202			(110,312	)
Class I:
Proceeds from shares issued		N/A			N/A			101			56			116			234
Reinvestment of dividends & distributions		N/A			N/A			63			167			281			154
Cost of shares redeemed		N/A			N/A			(109	)		(1,103	)		(107	)		(878	)
Net increase (decrease) from Class I transactions		N/A			N/A			55			(880	)		290			(490	)
Class Y:
Proceeds from shares issued		9,711			8,576			6,231			16,590			5,207			16,998
Reinvestment of dividends & distributions		3,076			4,721			6,608			17,185			19,657			14,135
Cost of shares redeemed		(11,646	)		(14,332	)		(30,851	)		(92,870	)		(46,575	)		(105,352	)
Net increase (decrease) from Class Y transactions		1,141			(1,035	)		(18,012	)		(59,095	)		(21,711	)		(74,219	)
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(158,016	)		(72,307	)		(4,879	)		(59,047	)		(12,219	)		(185,021	)
Net Increase (Decrease) in Net Assets		91,962			47,987			154,216			(7,833	)		134,718			36,856
Net Assets
Beginning of period		1,617,891			1,569,904			1,236,527			1,244,360			1,336,600			1,299,744
End of period	$	1,709,853		$	1,617,891		$	1,390,743		$	1,236,527		$	1,471,318		$	1,336,600

(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.

312

SEI Institutional Managed Trust

Large Cap Index Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund
	2024			2023			2024			2023			2024			2023			2024			2023
$	7,420		$	13,975		$	19,851		$	39,675		$	6,565		$	11,684		$	1,474		$	1,664
	—			—			—			1			—			—			—			—
	22,265			(6,301	)		172,024			184,967			23,303			32,947			19,741			21,007
	196,059			178,222			583,624			427,902			167,933			108,549			79,600			33,750
	225,744			185,896			775,499			652,545			197,801			153,180			100,815			56,421
	(7,350	)		(14,021	)		(157,888	)		(216,575	)		(35,746	)		(77,333	)		(18,553	)		(4,593	)
	N/A			N/A			N/A			N/A			(210	)		(501	)		N/A			N/A
	N/A			N/A			(25,630	)		(29,803	)		N/A			N/A			(926	)		(249	)
	(7,350	)		(14,021	)		(183,518	)		(246,378	)		(35,956	)		(77,834	)		(19,479	)		(4,842	)
	113,920			175,567			87,372			173,756			47,312			120,412			83,976			48,325
	7,006			13,307			134,013			184,450			31,327			68,757			17,334			4,270
	(202,333	)		(253,064	)		(294,213	)		(631,354	)		(78,964	)		(143,644	)		(87,357	)		(100,400	)
	(81,407	)		(64,190	)		(72,828	)		(273,148	)		(325	)		45,525			13,953			(47,805	)
	N/A			N/A			N/A			N/A			634			2,547			N/A			N/A
	N/A			N/A			N/A			N/A			184			442			N/A			N/A
	N/A			N/A			N/A			N/A			(337	)		(3,222	)		N/A			N/A
	N/A			N/A			N/A			N/A			481			(233	)		N/A			N/A
	N/A			N/A			9,296			106,149			N/A			N/A			4,552			6,683
	N/A			N/A			22,200			27,562			N/A			N/A			829			236
	N/A			N/A			(48,498	)		(88,872	)		N/A			N/A			(4,265	)		(5,879	)
	N/A			N/A			(17,002	)		44,839			N/A			N/A			1,116			1,040
	(81,407	)		(64,190	)		(89,830	)		(228,309	)		156			45,292			15,069			(46,765	)
	136,987			107,685			502,151			177,858			162,001			120,638			96,405			4,814
	1,009,373			901,688			3,788,156			3,610,298			866,005			745,367			519,328			514,514
$	1,146,360		$	1,009,373		$	4,290,307		$	3,788,156		$	1,028,006		$	866,005		$	615,733		$	519,328

SEI Institutional Managed Trust

313

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,

	Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund
		2024			2023			2024			2023			2024			2023
Operations:
Net investment income (loss)	$	2,415		$	4,694		$	(256	)	$	(1,021	)	$	2,097		$	3,713
Net realized gain (loss)		9,853			7,589			15,435			(12,598	)		26,110			20,760
Net change in unrealized appreciation (depreciation)		51,763			36,943			51,683			36,996			127,466			56,592
Net Increase in Net Assets Resulting from Operations		64,031			49,226			66,862			23,377			155,673			81,065
Distributions:
Class F:		(7,960	)		(17,913	)		—			(140	)		(20,949	)		(6,859	)
Class I:		(13	)		(49	)		—			—			N/A			N/A
Class Y:		(1,255	)		(3,645	)		—			(104	)		(3,255	)		(1,114	)
Total Distributions		(9,228	)		(21,607	)		—			(244	)		(24,204	)		(7,973	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		18,931			33,742			21,601			31,851			28,909			55,669
Reinvestment of dividends & distributions		7,409			16,689			—			130			17,797			5,842
Cost of shares redeemed		(43,186	)		(66,384	)		(37,693	)		(53,753	)		(65,349	)		(147,076	)
Net increase (decrease) from Class F transactions		(16,846	)		(15,953	)		(16,092	)		(21,772	)		(18,643	)		(85,565	)
Class I:
Proceeds from shares issued		10			35			68			121			N/A			N/A
Reinvestment of dividends & distributions		11			44			—			—			N/A			N/A
Cost of shares redeemed		(84	)		(470	)		(144	)		(683	)		N/A			N/A
Net increase (decrease) from Class I transactions		(63	)		(391	)		(76	)		(562	)		N/A			N/A
Class Y:
Proceeds from shares issued		1,389			10,097			1,571			7,367			2,670			21,808
Reinvestment of dividends & distributions		1,122			3,519			—			100			2,806			1,020
Cost of shares redeemed		(11,177	)		(29,680	)		(5,640	)		(10,177	)		(11,510	)		(17,984	)
Net increase (decrease) from Class Y transactions		(8,666	)		(16,064	)		(4,069	)		(2,710	)		(6,034	)		4,844
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(25,575	)		(32,408	)		(20,237	)		(25,044	)		(24,677	)		(80,721	)
Net Increase (Decrease) in Net Assets		29,228			(4,789	)		46,625			(1,911	)		106,792			(7,629	)
Net Assets
Beginning of period		343,050			347,839			308,042			309,953			773,120			780,749
End of period	$	372,278		$	343,050		$	354,667		$	308,042		$	879,912		$	773,120

(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.

314

SEI Institutional Managed Trust

Mid-Cap Fund						U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Tax-Managed International Managed Volatility Fund
	2024			2023			2024			2023			2024			2023			2024			2023			2024			2023
$	324		$	462		$	7,261		$	14,726		$	6,189		$	14,679		$	3,877		$	8,629		$	3,013		$	8,987
	943			(2,683	)		32,170			72,322			10,381			27,465			56,317			100,515			4,078			(9,497	)
	15,255			10,385			61,735			(2,484	)		74,695			58,320			74,247			(13,169	)		23,228			60,591
	16,522			8,164			101,166			84,564			91,265			100,464			134,441			95,975			30,319			60,081
	(255	)		(499	)		(62,624	)		(69,027	)		(36,446	)		(73,644	)		(91,965	)		(51,719	)		(8,206	)		(7,560	)
	(1	)		(2	)		(66	)		(56	)		(27	)		(46	)		N/A			N/A			N/A			N/A
	(22	)		(38	)		(19,612	)		(17,547	)		(6,802	)		(11,197	)		(14,037	)		(5,716	)		(2,081	)		(1,396	)
	(278	)		(539	)		(82,302	)		(86,630	)		(43,275	)		(84,887	)		(106,002	)		(57,435	)		(10,287	)		(8,956	)
	5,587			11,051			48,905			88,799			198,508			87,777			22,250			68,223			10,825			50,744
	238			464			54,331			58,465			30,528			62,439			75,234			42,102			7,051			6,387
	(6,325	)		(14,291	)		(193,433	)		(211,518	)		(183,125	)		(211,642	)		(94,543	)		(233,709	)		(37,224	)		(101,616	)
	(500	)		(2,776	)		(90,197	)		(64,254	)		45,911			(61,426	)		2,941			(123,384	)		(19,348	)		(44,485	)
	41			10			—			—			1			—			N/A			N/A			N/A			N/A
	1			2			66			55			27			45			N/A			N/A			N/A			N/A
	(88	)		(50	)		—			—			—			—			N/A			N/A			N/A			N/A
	(46	)		(38	)		66			55			28			45			N/A			N/A			N/A			N/A
	525			918			6,064			35,141			8,416			35,591			4,280			37,706			1,486			28,774
	21			38			17,244			15,492			5,748			9,232			10,565			4,945			1,575			1,292
	(294	)		(518	)		(24,091	)		(37,085	)		(21,719	)		(33,751	)		(13,427	)		(18,214	)		(6,583	)		(21,579	)
	252			438			(783	)		13,548			(7,555	)		11,072			1,418			24,437			(3,522	)		8,487
	(294	)		(2,376	)		(90,914	)		(50,651	)		38,384			(50,309	)		4,359			(98,947	)		(22,870	)		(35,998	)
	15,950			5,249			(72,050	)		(52,717	)		86,374			(34,732	)		32,798			(60,407	)		(2,838	)		15,127
	74,243			68,994			744,725			797,442			781,654			816,386			805,267			865,674			307,731			292,604
$	90,193		$	74,243		$	672,675		$	744,725		$	868,028		$	781,654		$	838,065		$	805,267		$	304,893		$	307,731

SEI Institutional Managed Trust

315

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,

	Real Estate Fund						Core Fixed Income Fund						High Yield Bond Fund
		2024			2023			2024			2023			2024			2023
Operations:
Net investment income	$	971		$	1,208		$	67,780		$	124,711		$	108,480		$	93,713
Net realized gain (loss)		62			392			(39,581	)		(240,595	)		(53,912	)		(71,507	)
Net change in unrealized appreciation (depreciation)		10,061			680			180,605			141,414			40,711			93,008
Net Increase in Net Assets Resulting from Operations		11,094			2,280			208,804			25,530			95,279			115,214
Distributions:
Class F:		(958	)		(2,988	)		(55,377	)		(105,097	)		(83,915	)		(159,073	)
Class I:		(3	)		(8	)		(47	)		(92	)		—			—
Class Y:		(250	)		(709	)		(7,357	)		(14,887	)		(13,293	)		(22,895	)
Return of Capital:
Class F		—			—			—			—			—			(15,784	)
Class Y		—			—			—			—			—			(2,423	)
Total Distributions		(1,211	)		(3,705	)		(62,781	)		(120,076	)		(97,208	)		(200,175	)
Capital Share Transactions:(1)
Class F:
Proceeds from shares issued		3,412			7,178			644,506			484,446			178,230			194,492
Reinvestment of dividends & distributions		855			2,675			50,763			96,494			75,542			154,550
Cost of shares redeemed		(6,212	)		(14,747	)		(512,197	)		(723,326	)		(292,105	)		(316,778	)
Net increase (decrease) from Class F transactions		(1,945	)		(4,894	)		183,072			(142,386	)		(38,333	)		32,264
Class I:
Proceeds from shares issued		1			1			249			188			—			—
Reinvestment of dividends & distributions		3			8			35			67			—			1
Cost of shares redeemed		(1	)		—			(273	)		(907	)		(1	)		—
Net increase (decrease) from Class I transactions		3			9			11			(652	)		(1	)		1
Class Y:
Proceeds from shares issued		783			1,450			29,557			108,262			30,911			55,587
Reinvestment of dividends & distributions		246			691			7,106			14,522			13,050			24,773
Cost of shares redeemed		(2,648	)		(2,788	)		(56,270	)		(135,428	)		(22,255	)		(73,565	)
Net increase (decrease) from Class Y transactions		(1,619	)		(647	)		(19,607	)		(12,644	)		21,706			6,795
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(3,561	)		(5,532	)		163,476			(155,682	)		(16,628	)		39,060
Net Increase (Decrease) in Net Assets		6,322			(6,957	)		309,499			(250,228	)		(18,557	)		(45,901	)
Net Assets
Beginning of period		68,206			75,163			3,355,468			3,605,696			1,229,003			1,274,904
End of period	$	74,528		$	68,206		$	3,664,967		$	3,355,468		$	1,210,446		$	1,229,003

(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.

316

SEI Institutional Managed Trust

Conservative Income Fund						Tax-Free Conservative Income Fund						Real Return Fund						Dynamic Asset Allocation Fund
	2024			2023			2024			2023			2024			2023			2024			2023
$	15,199		$	18,702		$	2,883		$	4,638		$	2,877		$	5,304		$	4,834		$	8,708
	(1	)		14			—			—			(2,040	)		(7,801	)		33,153			52,681
	(128	)		11			40			108			6,634			8,424			100,087			47,536
	15,070			18,727			2,923			4,746			7,471			5,927			138,074			108,925
	(14,902	)		(18,067	)		(2,821	)		(4,512	)		(1,938	)		(10,924	)		(59,917	)		(79,107	)
	N/A			N/A			N/A			N/A			N/A			N/A			N/A			N/A
	(320	)		(609	)		(65	)		(126	)		(160	)		(784	)		(3,873	)		(4,735	)
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	(15,222	)		(18,676	)		(2,886	)		(4,638	)		(2,098	)		(11,708	)		(63,790	)		(83,842	)
	346,565			365,408			49,846			52,126			214,846			40,950			115,211			73,864
	12,005			14,691			2,243			3,680			1,543			8,963			55,911			73,416
	(173,962	)		(261,048	)		(44,142	)		(68,797	)		(37,460	)		(102,122	)		(116,059	)		(128,344	)
	184,608			119,051			7,947			(12,991	)		178,929			(52,209	)		55,063			18,936
	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
	4,312			6,694			1,727			2,221			10,315			3,939			7,477			8,790
	297			570			60			117			151			738			3,776			4,616
	(10,059	)		(7,343	)		(1,088	)		(3,260	)		(3,281	)		(6,781	)		(6,839	)		(8,146	)
	(5,450	)		(79	)		699			(922	)		7,185			(2,104	)		4,414			5,260
	179,158			118,972			8,646			(13,913	)		186,114			(54,313	)		59,477			24,196
	179,006			119,023			8,683			(13,805	)		191,487			(60,094	)		133,761			49,279
	479,303			360,280			167,895			181,700			197,680			257,774			682,737			633,458
$	658,309		$	479,303		$	176,578		$	167,895		$	389,167		$	197,680		$	816,498		$	682,737

SEI Institutional Managed Trust

317

STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,

	Multi-Strategy Alternative Fund						Liquid Alternative Fund(1)
		2024			2023			2024			2023
Operations:
Net investment income	$	9,232		$	15,304		$	949		$	108
Net realized gain (loss)		7,525			(6,235	)		3,426			(52	)
Net change in unrealized appreciation (depreciation)		5,784			11,759			3,501			132
Net Increase in Net Assets Resulting from Operations		22,541			20,828			7,876			188
Distributions:
Class F:		(14,660	)		(8,221	)		(111	)		—
Class Y:		(629	)		(190	)		(280	)		—
Total Distributions		(15,289	)		(8,411	)		(391	)		—
Capital Share Transactions:(2)
Class F:
Proceeds from shares issued		11,790			36,509			193,906			527
Reinvestment of dividends & distributions		13,135			7,370			78			—
Cost of shares redeemed		(108,341	)		(96,545	)		(5,530	)		—
Net increase (decrease) from Class F transactions		(83,416	)		(52,666	)		188,454			527
Class Y:
Proceeds from shares issued		1,168			7,604			4,991			11,651
Reinvestment of dividends & distributions		602			176			280			—
Cost of shares redeemed		(3,173	)		(1,893	)		(1,572	)		(1,008	)
Net increase (decrease) from Class Y transactions		(1,403	)		5,887			3,699			10,643
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		(84,819	)		(46,779	)		192,153			11,170
Net Increase (Decrease) in Net Assets		(77,567	)		(34,362	)		199,638			11,358
Net Assets
Beginning of period		368,583			402,945			11,358			—
End of period	$	291,016		$	368,583		$	210,996		$	11,358

(1)Commenced operations on June 30, 2023.

(2)    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.

318

SEI Institutional Managed Trust

Multi-Asset Accumulation Fund						Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	2024			2023			2024			2023			2024			2023			2024			2023
$	29,708		$	65,399		$	22,323		$	45,447		$	10,876		$	25,451		$	10,947		$	20,974
	25,430			(113,649	)		(19,136	)		(23,369	)		(6,831	)		(42,391	)		28,782			(10,868	)
	111,303			106,191			54,372			33,553			15,962			29,107			(7,034	)		16,299
	166,441			57,941			57,559			55,631			20,007			12,167			32,695			26,405
	(36,338	)		(179,960	)		(18,177	)		(39,438	)		(22,723	)		(84,359	)		(21,077	)		(11,392	)
	(2,250	)		(10,363	)		(4,709	)		(9,773	)		(1,270	)		(4,142	)		(1,083	)		(616	)
	(38,588	)		(190,323	)		(22,886	)		(49,211	)		(23,993	)		(88,501	)		(22,160	)		(12,008	)
	89,365			231,510			24,441			71,594			37,796			83,175			27,926			77,998
	32,886			162,704			15,379			33,770			20,689			76,463			16,281			8,961
	(719,034	)		(371,773	)		(163,945	)		(146,576	)		(112,801	)		(221,183	)		(90,228	)		(174,917	)
	(596,783	)		22,441			(124,125	)		(41,212	)		(54,316	)		(61,545	)		(46,021	)		(87,958	)
	7,571			36,023			4,857			20,808			6,059			7,712			782			3,204
	2,165			10,041			4,611			9,191			1,224			4,022			1,031			590
	(22,014	)		(87,982	)		(15,455	)		(41,539	)		(3,456	)		(12,289	)		(5,577	)		(7,469	)
	(12,278	)		(41,918	)		(5,987	)		(11,540	)		3,827			(555	)		(3,764	)		(3,675	)
	(609,061	)		(19,477	)		(130,112	)		(52,752	)		(50,489	)		(62,100	)		(49,785	)		(91,633	)
	(481,208	)		(151,859	)		(95,439	)		(46,332	)		(54,475	)		(138,434	)		(39,250	)		(77,236	)
	1,881,228			2,033,087			659,832			706,164			679,693			818,127			581,570			658,806
$	1,400,020		$	1,881,228		$	564,393		$	659,832		$	625,218		$	679,693		$	542,320		$	581,570

SEI Institutional Managed Trust

319

CONSOLIDATED STATEMENT OF CASH FLOWS (Unaudited) ($ Thousands)

March 31, 2024

Multi-Asset Inflation Managed Fund
Cash Flows Provided By Operating Activities:
Net Increase in Net Assets Resulting from Operations	$	20,007
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by Operating Activities:
Purchase of Investment Securities		(273,683	)
Proceeds from Disposition of Investment Securities		401,729
Proceeds from Securities Sold Short		25,642
Purchases to Cover Securities Sold Short		(48,618	)
Amortization (Accretion of Market Discount)		(6,312	)
Net Realized (Gain) Loss on:
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short		6,831
Net Change in Unrealized (Appreciation) Depreciation on:
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short		(15,963	)
Changes in Assets:
Cash Collateral on Over The Counter Swaps		11
Cash Collateral on Centrally Cleared Swaps		630
Cash Collateral on Futures		2,321
Receivable for Investment Securities Sold		237
Dividends and Interest Receivable		138
Receivable for Variation Margin on Futures		(858	)
Receivable for Variation Margin on Swaps		(35	)
Unrealized Loss on Forward Foreign Currency Contracts		87
Due from Broker		(607	)
Prepaid expenses		(3	)
Changes in Liabilities:
OTC Swap Contracts, at Value		(19	)
Options, Written at Value		80
Payable for Investment Securities Purchased		(370	)
Trustee Fees Payable		4
Administration Fees Payable		(4	)
Shareholder Servicing Fees Payable		(10	)
Payable for Variation Margin on Futures		(1,510	)
Payable for Variation Margin on Swaps		(113	)
Repurchase Agreements Payable		674
Investment Advisory Fees Payable		(12	)
Accrued Expense Payable		36
Net Cash Provided by Operating Activities		110,310
Cash Flows Used In Financing Activities
Reverse Repurchase Agreements		(55,742	)
Dividends and Distributions		(23,993	)
Reinvestment of Dividends and Distributions		21,913
Proceeds from Shares Issued		44,079
Cost of Shares Redeemed		(116,064	)
Net Cash Used In Financing Activities		(129,807	)
Net Change in Cash, Restricted Cash, and Foreign Currency		(19,497	)
Cash, Restricted Cash, and Foreign Currency at Beginning of Period	$	108,236
Cash, Restricted Cash, and Foreign Currency at End of Period	$	88,739
Supplemental Disclosure of Cash Flow Information Interest paid	$	13,112

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

320

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Fund
Class F
2024	$	13.55	$	0.07	$	3.02		$	3.09		$	(0.07	)	$	(0.83	)	$	(0.90	)	$	15.74		23.63	%	$	1,647,599		0.89	%		0.97	%		0.93	%		23	%
2023		12.66		0.12		2.09			2.21			(0.09	)		(1.23	)		(1.32	)		13.55		18.19			1,565,195		0.89			0.97			0.89			26
2022		17.51		0.12		(2.62	)		(2.50	)		(0.10	)		(2.25	)		(2.35	)		12.66		(17.25	)		1,519,963		0.89			0.95			0.75			39
2021		13.95		0.10		4.00			4.10			(0.12	)		(0.42	)		(0.54	)		17.51		29.93			2,050,558		0.89			0.95			0.63			33
2020		13.94		0.16		0.89			1.05			(0.18	)		(0.86	)		(1.04	)		13.95		7.67			1,944,209		0.89			0.96			1.16			63
2019		15.92		0.19		(0.22	)		(0.03	)		(0.18	)		(1.77	)		(1.95	)		13.94		1.17			2,158,883		0.89			0.95			1.37			72
Class Y
2024	$	13.57	$	0.08	$	3.03		$	3.11		$	(0.09	)	$	(0.83	)	$	(0.92	)	$	15.76		23.75	%	$	62,254		0.64	%		0.72	%		1.18	%		23	%
2023		12.66		0.15		2.11			2.26			(0.12	)		(1.23	)		(1.35	)		13.57		18.59			52,696		0.64			0.72			1.14			26
2022		17.52		0.15		(2.62	)		(2.47	)		(0.14	)		(2.25	)		(2.39	)		12.66		(17.08	)		49,941		0.64			0.70			0.95			39
2021		13.95		0.15		4.00			4.15			(0.16	)		(0.42	)		(0.58	)		17.52		30.33			109,909		0.64			0.70			0.88			33
2020		13.95		0.19		0.89			1.08			(0.22	)		(0.86	)		(1.08	)		13.95		7.86			103,168		0.64			0.71			1.41			63
2019		15.93		0.22		(0.22	)		—			(0.21	)		(1.77	)		(1.98	)		13.95		1.44			131,736		0.64			0.70			1.62			72
Large Cap Value Fund
Class F
2024	$	23.86	$	0.28	$	4.23		$	4.51		$	(0.16	)	$	(1.27	)	$	(1.43	)	$	26.94		19.60	%	$	1,268,862		0.89	%		0.94	%		2.27	%		8	%
2023		23.02		0.52		2.70			3.22			(0.61	)		(1.77	)		(2.38	)		23.86		14.03			1,110,985		0.89			0.93			2.11			22
2022		27.27		0.49		(3.07	)		(2.58	)		(0.48	)		(1.19	)		(1.67	)		23.02		(10.30	)		1,068,126		0.89			0.93			1.81			24
2021		20.11		0.46		7.16			7.62			(0.46	)		—			(0.46	)		27.27		38.21			1,322,518		0.89			0.93			1.80			29
2020		23.25		0.45		(2.70	)		(2.25	)		(0.46	)		(0.43	)		(0.89	)		20.11		(9.96	)		1,097,338		0.89			0.93			2.15			65
2019		26.21		0.50		(0.92	)		(0.42	)		(0.48	)		(2.06	)		(2.54	)		23.25		(0.91	)		1,190,700		0.89			0.93			2.17			52
Class I
2024	$	23.90	$	0.25	$	4.25		$	4.50		$	(0.14	)	$	(1.27	)	$	(1.41	)	$	26.99		19.48	%	$	1,560		1.11	%		1.19	%		2.06	%		8	%
2023		23.05		0.46		2.72			3.18			(0.56	)		(1.77	)		(2.33	)		23.90		13.79			1,323		1.11			1.18			1.87			22
2022		27.30		0.43		(3.07	)		(2.64	)		(0.42	)		(1.19	)		(1.61	)		23.05		(10.52	)		2,111		1.11			1.18			1.57			24
2021		20.13		0.40		7.18			7.58			(0.41	)		—			(0.41	)		27.30		37.93			3,060		1.11			1.18			1.58			29
2020		23.27		0.41		(2.71	)		(2.30	)		(0.41	)		(0.43	)		(0.84	)		20.13		(10.17	)		2,454		1.11			1.18			1.93			65
2019		26.23		0.45		(0.93	)		(0.48	)		(0.42	)		(2.06	)		(2.48	)		23.27		(1.14	)		3,042		1.11			1.18			1.95			52
Class Y
2024	$	23.86	$	0.31	$	4.22		$	4.53		$	(0.19	)	$	(1.27	)	$	(1.46	)	$	26.93		19.71	%	$	120,321		0.64	%		0.68	%		2.51	%		8	%
2023		23.02		0.58		2.70			3.28			(0.67	)		(1.77	)		(2.44	)		23.86		14.32			124,219		0.64			0.68			2.35			22
2022		27.27		0.56		(3.07	)		(2.51	)		(0.55	)		(1.19	)		(1.74	)		23.02		(10.06	)		174,123		0.64			0.68			2.06			24
2021		20.11		0.52		7.16			7.68			(0.52	)		—			(0.52	)		27.27		38.55			203,964		0.64			0.68			2.05			29
2020		23.26		0.51		(2.71	)		(2.20	)		(0.52	)		(0.43	)		(0.95	)		20.11		(9.76	)		148,423		0.64			0.68			2.40			65
2019		26.21		0.55		(0.91	)		(0.36	)		(0.53	)		(2.06	)		(2.59	)		23.26		(0.62	)		150,772		0.64			0.69			2.41			52

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

321

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Large Cap Growth Fund
Class F
2024	$	40.64	$	0.03		$	10.60		$	10.63		$	—		$	(6.66	)	$	(6.66	)	$	44.61		28.51	%	$	1,331,902		0.89	%		0.98	%		0.15	%		34	%
2023		34.86		0.04			8.46			8.50			(0.04	)		(2.68	)		(2.72	)		40.64		25.88			1,190,786		0.89			0.98			0.11			67
2022		51.97		(0.02	)		(10.34	)		(10.36	)		(0.01	)		(6.74	)		(6.75	)		34.86		(23.91	)		1,110,117		0.89			0.97			(0.04	)		61
2021		45.29		(0.13	)		11.07			10.94			(0.03	)		(4.23	)		(4.26	)		51.97		25.80			1,515,191		0.89			0.97			(0.26	)		42
2020		35.79		0.04			11.63			11.67			(0.08	)		(2.09	)		(2.17	)		45.29		34.07			1,395,858		0.89			0.98			0.11			58
2019		39.89		0.13			0.22			0.35			(0.12	)		(4.33	)		(4.45	)		35.79		2.43			1,314,152		0.89			0.98			0.36			88
Class I
2024	$	38.86	$	(0.01	)	$	10.07		$	10.06		$	—		$	(6.66	)	$	(6.66	)	$	42.26		28.33	%	$	2,419		1.11	%		1.24	%		(0.07	)%		34	%
2023		33.49		(0.04	)		8.10			8.06			(0.01	)		(2.68	)		(2.69	)		38.86		25.61			1,913		1.11			1.23			(0.10	)		67
2022		50.26		(0.13	)		(9.90	)		(10.03	)		—			(6.74	)		(6.74	)		33.49		(24.08	)		2,094		1.11			1.22			(0.30	)		61
2021		43.99		(0.23	)		10.73			10.50			—			(4.23	)		(4.23	)		50.26		25.53			4,178		1.11			1.22			(0.49	)		42
2020		34.86		(0.04	)		11.30			11.26			(0.04	)		(2.09	)		(2.13	)		43.99		33.75			3,239		1.11			1.23			(0.12	)		58
2019		38.96		0.05			0.21			0.26			(0.03	)		(4.33	)		(4.36	)		34.86		2.22			2,643		1.11			1.16			0.14			88
Class Y
2024	$	40.91	$	0.09		$	10.67		$	10.76		$	—		$	(6.66	)	$	(6.66	)	$	45.01		28.65	%	$	136,997		0.64	%		0.73	%		0.40	%		34	%
2023		35.03		0.14			8.50			8.64			(0.08	)		(2.68	)		(2.76	)		40.91		26.22			143,901		0.64			0.73			0.37			67
2022		52.11		0.10			(10.41	)		(10.31	)		(0.03	)		(6.74	)		(6.77	)		35.03		(23.73	)		187,533		0.64			0.72			0.22			61
2021		45.35		(0.01	)		11.08			11.07			(0.08	)		(4.23	)		(4.31	)		52.11		26.10			223,901		0.64			0.72			(0.02	)		42
2020		35.84		0.14			11.63			11.77			(0.17	)		(2.09	)		(2.26	)		45.35		34.39			170,883		0.64			0.73			0.36			58
2019		39.96		0.21			0.24			0.45			(0.24	)		(4.33	)		(4.57	)		35.84		2.70			157,270		0.64			0.73			0.60			88
Large Cap Index Fund
Class F
2024	$	15.02	$	0.11		$	3.37		$	3.48		$	(0.11	)	$	—		$	(0.11	)	$	18.39		23.30	%	$	1,146,360		0.25	%		0.64	%		1.38	%		2	%
2023		12.60		0.20			2.42			2.62			(0.20	)		—			(0.20	)		15.02		20.90			1,009,373		0.25			0.63			1.38			7
2022		15.47		0.18			(2.82	)		(2.64	)		(0.18	)		(0.05	)		(0.23	)		12.60		(17.38	)		901,688		0.25			0.64			1.20			13
2021		11.98		0.17			3.48			3.65			(0.16	)		—			(0.16	)		15.47		30.64			1,090,118		0.25			0.64			1.18			9
2020		10.54		0.17			1.46			1.63			(0.17	)		(0.02	)		(0.19	)		11.98		15.67			706,457		0.25			0.64			1.52			8
2019		10.37		0.18			0.18			0.36			(0.17	)		(0.02	)		(0.19	)		10.54		3.61			455,657		0.25			0.65			1.81			6
Tax-Managed Large Cap Fund
Class F
2024	$	31.64	$	0.16		$	6.39		$	6.55		$	(0.16	)	$	(1.39	)	$	(1.55	)	$	36.64		21.24	%	$	3,705,093		0.89	%		0.91	%		0.96	%		6	%
2023		28.50		0.31			4.84			5.15			(0.32	)		(1.69	)		(2.01	)		31.64		18.44			3,266,630		0.89			0.90			0.98			15
2022		35.12		0.31			(5.11	)		(4.80	)		(0.29	)		(1.53	)		(1.82	)		28.50		(14.72	)		3,182,189		0.89			0.89			0.91			22
2021		27.26		0.29			8.28			8.57			(0.30	)		(0.41	)		(0.71	)		35.12		31.84			4,061,063		0.89			0.89			0.90			14
2020		27.53		0.31			1.80			2.11			(0.34	)		(2.04	)		(2.38	)		27.26		7.84			3,368,577		0.89			0.91			1.19			40
2019		27.66		0.31			0.04			0.35			(0.30	)		(0.18	)		(0.48	)		27.53		1.42			3,543,245		0.89			0.91			1.20			54
Class Y
2024	$	31.65	$	0.20		$	6.39		$	6.59		$	(0.20	)	$	(1.39	)	$	(1.59	)	$	36.65		21.39	%	$	585,214		0.64	%		0.66	%		1.21	%		6	%
2023		28.52		0.39			4.83			5.22			(0.40	)		(1.69	)		(2.09	)		31.65		18.69			521,526		0.64			0.65			1.23			15
2022		35.14		0.40			(5.11	)		(4.71	)		(0.38	)		(1.53	)		(1.91	)		28.52		(14.49	)		428,109		0.64			0.64			1.16			22
2021		27.27		0.37			8.28			8.65			(0.37	)		(0.41	)		(0.78	)		35.14		32.18			516,304		0.64			0.64			1.14			14
2020		27.54		0.38			1.80			2.18			(0.41	)		(2.04	)		(2.45	)		27.27		8.11			408,792		0.64			0.66			1.44			40
2019		27.67		0.38			0.04			0.42			(0.37	)		(0.18	)		(0.55	)		27.54		1.67			447,895		0.64			0.66			1.46			54

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

322

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
S&P 500 Index Fund
Class F
2024	$	79.28	$	0.60	$	17.45		$	18.05		$	(0.58	)	$	(2.73	)	$	(3.31	)	$	94.02		23.30	%	$	1,021,292		0.25	%		0.54	%		1.40	%		1	%
2023		72.34		1.09		13.50			14.59			(1.09	)		(6.56	)		(7.65	)		79.28		21.31			860,788		0.25			0.54			1.41			5
2022		92.42		1.08		(13.98	)		(12.90	)		(1.04	)		(6.14	)		(7.18	)		72.34		(15.68	)		740,552		0.25			0.54			1.23			3
2021		75.64		1.04		20.61			21.65			(1.04	)		(3.83	)		(4.87	)		92.42		29.73			981,074		0.25			0.54			1.20			5
2020		69.00		1.15		8.74			9.89			(1.20	)		(2.05	)		(3.25	)		75.64		14.82	(2)		844,753		0.25			0.54			1.64			19
2019		68.94		1.24		1.29			2.53			(1.23	)		(1.24	)		(2.47	)		69.00		4.07			826,946		0.25			0.54			1.90			11
Class I
2024	$	79.90	$	0.43	$	17.61		$	18.04		$	(0.42	)	$	(2.73	)	$	(3.15	)	$	94.79		23.06	%	$	6,714		0.65	%		0.79	%		1.00	%		1	%
2023		72.85		0.79		13.61			14.40			(0.79	)		(6.56	)		(7.35	)		79.90		20.83			5,217		0.65			0.79			1.01			5
2022		93.01		0.73		(14.09	)		(13.36	)		(0.66	)		(6.14	)		(6.80	)		72.85		(16.02	)		4,815		0.65			0.79			0.83			3
2021		76.11		0.69		20.75			21.44			(0.71	)		(3.83	)		(4.54	)		93.01		29.21			6,913		0.65			0.79			0.80			5
2020		69.39		0.87		8.82			9.69			(0.92	)		(2.05	)		(2.97	)		76.11		14.37	(2)		5,331		0.65			0.79			1.23			19
2019		69.31		0.98		1.30			2.28			(0.96	)		(1.24	)		(2.20	)		69.39		3.66			5,322		0.65			0.79			1.49			11
Small Cap Fund
Class F
2024	$	11.90	$	0.03	$	2.29		$	2.32		$	(0.03	)	$	(0.43	)	$	(0.46	)	$	13.76		19.86	%	$	586,597		1.14	%		1.24	%		0.53	%		58	%
2023		10.83		0.04		1.14			1.18			(0.04	)		(0.07	)		(0.11	)		11.90		10.86			495,148		1.14			1.23			0.29			106
2022		16.29		0.04		(2.34	)		(2.30	)		(0.01	)		(3.15	)		(3.16	)		10.83		(17.98	)		493,393		1.14			1.23			0.28			111
2021		10.74		0.01		5.56			5.57			(0.02	)		—			(0.02	)		16.29		51.86			653,372		1.14			1.23			0.09			139
2020		11.05		0.02		(0.31	)		(0.29	)		(0.02	)(3)		—			(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
Class Y
2024	$	12.06	$	0.05	$	2.31		$	2.36		$	(0.04	)	$	(0.43	)	$	(0.47	)	$	13.95		20.00	%	$	29,136		0.89	%		0.99	%		0.79	%		58	%
2023		10.97		0.07		1.16			1.23			(0.07	)		(0.07	)		(0.14	)		12.06		11.18			24,180		0.89			0.98			0.54			106
2022		16.46		0.07		(2.36	)		(2.29	)		(0.05	)		(3.15	)		(3.20	)		10.97		(17.78	)		21,121		0.89			0.98			0.52			111
2021		10.85		0.05		5.60			5.65			(0.04	)		—			(0.04	)		16.46		52.15			28,977		0.89			0.98			0.34			139
2020		11.15		0.04		(0.29	)		(0.25	)		(0.05	)(3)		—			(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

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	Includes contribution from SIMC. Without the cash contribution, the Fund's return for Class F and Class I would have been 14.78% and 14.33%, respectively (See Note 6 in the Notes to Financial Statements).
(3)	Includes return of capital less than $0.005 per share.

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

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

SEI Institutional Managed Trust

323

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Small Cap Value Fund
Class F
2024	$	22.34	$	0.16		$	4.20		$	4.36		$	(0.16	)	$	(0.45	)	$	(0.61	)	$	26.09		19.77	%	$	326,951		1.14	%		1.24	%		1.34	%		21	%
2023		20.77		0.28			2.60			2.88			(0.28	)		(1.03	)		(1.31	)		22.34		13.98			295,920		1.14			1.23			1.24			39
2022		27.04		0.21			(4.29	)		(4.08	)		(0.18	)		(2.01	)		(2.19	)		20.77		(16.59	)		289,279		1.14			1.23			0.82			42
2021		17.07		0.14			9.98			10.12			(0.15	)		—			(0.15	)		27.04		59.43			364,946		1.14			1.23			0.56			80
2020		20.60		0.17			(3.46	)		(3.29	)		(0.24	)		—			(0.24	)		17.07		(16.03	)		250,718		1.14			1.24			0.91			65
2019		25.54		0.27			(2.86	)		(2.59	)		(0.25	)		(2.10	)		(2.35	)		20.60		(9.62	)		274,660		1.14			1.24			1.30			74
Class I
2024	$	22.09	$	0.13		$	4.16		$	4.29		$	(0.14	)	$	(0.45	)	$	(0.59	)	$	25.79		19.64	%	$	493		1.36	%		1.49	%		1.14	%		21	%
2023		20.55		0.23			2.56			2.79			(0.22	)		(1.03	)		(1.25	)		22.09		13.70			481		1.36			1.48			1.01			39
2022		26.76		0.13			(4.21	)		(4.08	)		(0.12	)		(2.01	)		(2.13	)		20.55		(16.77	)		819		1.36			1.48			0.53			42
2021		16.90		0.09			9.87			9.96			(0.10	)		—			(0.10	)		26.76		59.05			1,900		1.36			1.48			0.35			80
2020		20.39		0.12			(3.42	)		(3.30	)		(0.19	)		—			(0.19	)		16.90		(16.20	)		1,204		1.36			1.49			0.67			65
2019		25.31		0.22			(2.84	)		(2.62	)		(0.20	)		(2.10	)		(2.30	)		20.39		(9.83	)		1,703		1.36			1.49			1.07			74
Class Y
2024	$	22.36	$	0.18		$	4.21		$	4.39		$	(0.19	)	$	(0.45	)	$	(0.64	)	$	26.11		19.90	%	$	44,834		0.89	%		0.99	%		1.57	%		21	%
2023		20.78		0.33			2.61			2.94			(0.33	)		(1.03	)		(1.36	)		22.36		14.32			46,649		0.89			0.98			1.46			39
2022		27.06		0.27			(4.29	)		(4.02	)		(0.25	)		(2.01	)		(2.26	)		20.78		(16.40	)		57,741		0.89			0.98			1.07			42
2021		17.08		0.20			9.99			10.19			(0.21	)		—			(0.21	)		27.06		59.84			67,188		0.89			0.98			0.82			80
2020		20.61		0.21			(3.46	)		(3.25	)		(0.28	)		—			(0.28	)		17.08		(15.80	)		45,725		0.89			0.99			1.13			65
2019		25.56		0.33			(2.87	)		(2.54	)		(0.31	)		(2.10	)		(2.41	)		20.61		(9.42	)		44,255		0.89			0.99			1.55			74
Small Cap Growth Fund
Class F
2024	$	28.97	$	(0.03	)	$	6.52		$	6.49		$	—		$	—		$	—		$	35.46		22.40	%	$	319,224		1.11	%		1.24	%		(0.18	)%		93	%
2023		27.01		(0.10	)		2.07			1.97			(0.01	)		—			(0.01	)		28.97		7.31			275,327		1.11			1.23			(0.34	)		175
2022		45.89		(0.06	)		(9.02	)		(9.08	)		—			(9.80	)		(9.80	)		27.01		(25.22	)		276,600		1.11			1.23			(0.18	)		172
2021		32.60		(0.20	)		13.49			13.29			—			—			—			45.89		40.77			382,281		1.11			1.23			(0.45	)		196
2020		31.88		(0.12	)		1.96			1.84			—			(1.12	)		(1.12	)		32.60		5.68			290,981		1.11			1.23			(0.39	)		173
2019		42.96		(0.11	)		(6.04	)		(6.15	)		—			(4.93	)		(4.93	)		31.88		(13.89	)		293,814		1.11			1.24			(0.33	)		172
Class I
2024	$	26.78	$	(0.07	)	$	6.03		$	5.96		$	—		$	—		$	—		$	32.74		22.26	%	$	337		1.36	%		1.49	%		(0.45	)%		93	%
2023		25.02		(0.15	)		1.91			1.76			—			—			—			26.78		7.03			347		1.36			1.48			(0.56	)		175
2022		43.32		(0.15	)		(8.35	)		(8.50	)		—			(9.80	)		(9.80	)		25.02		(25.41	)		850		1.36			1.48			(0.45	)		172
2021		30.85		(0.29	)		12.76			12.47			—			—			—			43.32		40.42			1,717		1.36			1.48			(0.70	)		196
2020		30.29		(0.19	)		1.87			1.68			—			(1.12	)		(1.12	)		30.85		5.44			1,245		1.36			1.48			(0.64	)		173
2019		41.21		(0.19	)		(5.80	)		(5.99	)		—			(4.93	)		(4.93	)		30.29		(14.13	)		1,408		1.36			1.49			(0.59	)		172
Class Y
2024	$	29.66	$	0.01		$	6.67		$	6.68		$	—		$	—		$	—		$	36.34		22.52	%	$	35,106		0.86	%		0.99	%		0.06	%		93	%
2023		27.66		(0.03	)		2.12			2.09			(0.09	)		—			(0.09	)		29.66		7.58			32,368		0.86			0.98			(0.10	)		175
2022		46.65		0.02			(9.21	)		(9.19	)		—			(9.80	)		(9.80	)		27.66		(25.01	)		32,503		0.86			0.98			0.07			172
2021		33.06		(0.09	)		13.68			13.59			—			—			—			46.65		41.11			44,407		0.86			0.98			(0.20	)		196
2020		32.23		(0.04	)		1.99			1.95			—			(1.12	)		(1.12	)		33.06		5.97			32,593		0.86			0.98			(0.14	)		173
2019		43.27		(0.03	)		(6.08	)		(6.11	)		—			(4.93	)		(4.93	)		32.23		(13.68	)		33,340		0.86			0.99			(0.08	)		172

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

324

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Small/Mid Cap Fund
Class F
2024	$	22.53	$	0.06	$	4.57		$	4.63		$	(0.06	)	$	(0.66	)	$	(0.72	)	$	26.44		20.86	%	$	767,224		1.11	%		1.24	%		0.49	%		23	%
2023		20.64		0.10		2.00			2.10			(0.12	)		(0.09	)		(0.21	)		22.53		10.21			671,322		1.11			1.23			0.43			62
2022		28.01		0.08		(4.83	)		(4.75	)		(0.05	)		(2.57	)		(2.62	)		20.64		(18.96	)		691,835		1.11			1.23			0.33			58
2021		19.41		0.03		8.61			8.64			(0.04	)		—			(0.04	)		28.01		44.52			917,919		1.11			1.23			0.10			71
2020		21.04		0.04		(1.15	)		(1.11	)		(0.08	)		(0.44	)		(0.52	)		19.41		(5.47	)		664,941		1.11			1.24			0.22			90
2019		25.02		0.11		(2.32	)		(2.21	)		(0.10	)		(1.67	)		(1.77	)		21.04		(8.27	)		771,375		1.11			1.23			0.54			115
Class Y
2024	$	22.58	$	0.08	$	4.59		$	4.67		$	(0.09	)	$	(0.66	)	$	(0.75	)	$	26.50		20.99	%	$	112,688		0.89	%		0.99	%		0.71	%		23	%
2023		20.68		0.15		2.01			2.16			(0.17	)		(0.09	)		(0.26	)		22.58		10.49			101,798		0.89			0.98			0.65			62
2022		28.07		0.14		(4.85	)		(4.71	)		(0.11	)		(2.57	)		(2.68	)		20.68		(18.81	)		88,914		0.89			0.98			0.55			58
2021		19.45		0.08		8.63			8.71			(0.09	)		—			(0.09	)		28.07		44.81			112,357		0.89			0.98			0.32			71
2020		21.06		0.09		(1.14	)		(1.05	)		(0.12	)		(0.44	)		(0.56	)		19.45		(5.20	)		84,564		0.89			0.99			0.44			90
2019		25.07		0.16		(2.34	)		(2.18	)		(0.16	)		(1.67	)		(1.83	)		21.06		(8.12	)		98,434		0.89			0.99			0.77			115
Mid-Cap Fund
Class F
2024	$	25.31	$	0.11	$	5.48		$	5.59		$	(0.09	)	$	—		$	(0.09	)	$	30.81		22.15	%	$	84,255		0.98	%		0.99	%		0.79	%		32	%
2023		22.81		0.15		2.53			2.68			(0.18	)		—			(0.18	)		25.31		11.77			69,549		0.98			0.99			0.60			67
2022		32.65		0.18		(4.20	)		(4.02	)		(0.14	)		(5.68	)		(5.82	)		22.81		(15.67	)		65,124		0.98			0.98			0.64			95
2021		23.59		0.15		9.13			9.28			(0.22	)		—			(0.22	)		32.65		39.49			78,488		0.98			0.98			0.49			163
2020		24.94		0.28		(1.00	)		(0.72	)		(0.29	)		(0.34	)		(0.63	)		23.59		(2.87	)		66,828		0.98			0.98			1.17			108
2019		29.13		0.22		(1.43	)		(1.21	)		(0.20	)		(2.78	)		(2.98	)		24.94		(3.10	)		102,280		0.98			0.99			0.89			99
Class I
2024	$	25.23	$	0.07	$	5.49		$	5.56		$	(0.06	)	$	—		$	(0.06	)	$	30.73		22.07	%	$	314		1.20	%		1.24	%		0.52	%		32	%
2023		22.75		0.09		2.52			2.61			(0.13	)		—			(0.13	)		25.23		11.50			309		1.20			1.23			0.37			67
2022		32.59		0.10		(4.18	)		(4.08	)		(0.08	)		(5.68	)		(5.76	)		22.75		(15.88	)		311		1.20			1.23			0.37			95
2021		23.55		0.09		9.11			9.20			(0.16	)		—			(0.16	)		32.59		39.19			669		1.20			1.23			0.28			163
2020		24.91		0.22		(0.99	)		(0.77	)		(0.25	)		(0.34	)		(0.59	)		23.55		(3.13	)		583		1.20			1.23			0.96			108
2019		29.09		0.16		(1.41	)		(1.25	)		(0.15	)		(2.78	)		(2.93	)		24.91		(3.27	)		716		1.20			1.24			0.66			99
Class Y
2024	$	25.32	$	0.14	$	5.49		$	5.63		$	(0.12	)	$	—		$	(0.12	)	$	30.83		22.33	%	$	5,624		0.73	%		0.74	%		1.04	%		32	%
2023		22.82		0.21		2.53			2.74			(0.24	)		—			(0.24	)		25.32		12.04			4,385		0.73			0.74			0.84			67
2022		32.67		0.25		(4.21	)		(3.96	)		(0.21	)		(5.68	)		(5.89	)		22.82		(15.48	)		3,559		0.73			0.73			0.92			95
2021		23.61		0.22		9.13			9.35			(0.29	)		—			(0.29	)		32.67		39.80			3,667		0.73			0.73			0.71			163
2020		24.96		0.33		(0.99	)		(0.66	)		(0.35	)		(0.34	)		(0.69	)		23.61		(2.61	)		2,584		0.73			0.73			1.42			108
2019		29.15		0.28		(1.42	)		(1.14	)		(0.27	)		(2.78	)		(3.05	)		24.96		(2.85	)		2,604		0.73			0.74			1.14			99

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

325

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
U.S. Managed Volatility Fund
Class F
2024	$	14.88	$	0.15	$	2.02		$	2.17		$	(0.15	)	$	(1.65	)	$	(1.80	)	$	15.25		15.68	%	$	501,728		0.90	%		1.23	%		2.00	%		22	%
2023		15.00		0.27		1.30			1.57			(0.26	)		(1.43	)		(1.69	)		14.88		10.23			577,827		0.90			1.23			1.75			49
2022		17.64		0.30		(1.16	)		(0.86	)		(0.29	)		(1.49	)		(1.78	)		15.00		(5.98	)		642,383		0.90			1.23			1.76			48
2021		16.14		0.25		2.91			3.16			(0.26	)		(1.40	)		(1.66	)		17.64		20.39			749,637		0.90			1.23			1.43			50
2020		17.78		0.26		(1.08	)		(0.82	)		(0.29	)		(0.53	)		(0.82	)		16.14		(4.87	)		764,608		0.90			1.23			1.55			77
2019		18.69		0.32		0.91			1.23			(0.31	)		(1.83	)		(2.14	)		17.78		7.89			914,612		0.93			1.23			1.89			44
Class I
2024	$	14.87	$	0.13	$	2.02		$	2.15		$	(0.13	)	$	(1.65	)	$	(1.78	)	$	15.24		15.56	%	$	631		1.15	%		1.48	%		1.75	%		22	%
2023		15.00		0.23		1.29			1.52			(0.22	)		(1.43	)		(1.65	)		14.87		9.89			546		1.15			1.48			1.50			49
2022		17.64		0.28		(1.19	)		(0.91	)		(0.24	)		(1.49	)		(1.73	)		15.00		(6.26	)		497		1.15			1.48			1.61			48
2021		16.13		0.21		2.92			3.13			(0.22	)		(1.40	)		(1.62	)		17.64		20.17			1,324		1.15			1.48			1.17			50
2020		17.78		0.21		(1.08	)		(0.87	)		(0.25	)		(0.53	)		(0.78	)		16.13		(5.17	)		1,282		1.15			1.48			1.29			77
2019		18.69		0.28		0.91			1.19			(0.27	)		(1.83	)		(2.10	)		17.78		7.62			1,345		1.18			1.48			1.64			44
Class Y
2024	$	14.88	$	0.17	$	2.02		$	2.19		$	(0.17	)	$	(1.65	)	$	(1.82	)	$	15.25		15.83	%	$	170,316		0.65	%		0.98	%		2.25	%		22	%
2023		15.01		0.31		1.29			1.60			(0.30	)		(1.43	)		(1.73	)		14.88		10.44			166,352		0.65			0.98			1.99			49
2022		17.65		0.34		(1.15	)		(0.81	)		(0.34	)		(1.49	)		(1.83	)		15.01		(5.73	)		154,562		0.65			0.98			2.01			48
2021		16.15		0.29		2.92			3.21			(0.31	)		(1.40	)		(1.71	)		17.65		20.68			200,659		0.65			0.98			1.69			50
2020		17.79		0.30		(1.08	)		(0.78	)		(0.33	)		(0.53	)		(0.86	)		16.15		(4.62	)		870,935		0.65			0.98			1.79			77
2019		18.70		0.37		0.91			1.28			(0.36	)		(1.83	)		(2.19	)		17.79		8.16			922,175		0.68			0.98			2.15			44
Global Managed Volatility Fund
Class F
2024	$	9.69	$	0.08	$	1.06		$	1.14		$	(0.17	)	$	(0.39	)	$	(0.56	)	$	10.27		12.12	%	$	749,991		1.11	%		1.24	%		1.54	%		44	%
2023		9.55		0.17		0.98			1.15			(0.53	)		(0.48	)		(1.01	)		9.69		12.23			662,758		1.11			1.24			1.70			84
2022		11.78		0.15		(1.03	)		(0.88	)		(0.13	)		(1.22	)		(1.35	)		9.55		(9.19	)		710,669		1.11			1.23			1.35			88
2021		10.40		0.12		1.37			1.49			(0.09	)		(0.02	)		(0.11	)		11.78		14.40			881,712		1.11			1.23			1.07			80
2020		11.46		0.12		(0.57	)		(0.45	)		(0.28	)		(0.33	)		(0.61	)		10.40		(4.33	)		913,791		1.11			1.25			1.12			86
2019		12.08		0.18		0.26			0.44			(0.29	)		(0.77	)		(1.06	)		11.46		4.75			1,060,614		1.11			1.24			1.61			66
Class I
2024	$	9.40	$	0.06	$	1.03		$	1.09		$	(0.15	)	$	(0.39	)	$	(0.54	)	$	9.95		11.96	%	$	524		1.36	%		1.49	%		1.27	%		44	%
2023		9.28		0.14		0.96			1.10			(0.50	)		(0.48	)		(0.98	)		9.40		12.07			467		1.36			1.49			1.45			84
2022		11.48		0.10		(0.98	)		(0.88	)		(0.10	)		(1.22	)		(1.32	)		9.28		(9.37	)		416		1.36			1.48			0.88			88
2021		10.15		0.09		1.33			1.42			(0.07	)		(0.02	)		(0.09	)		11.48		14.01			1,041		1.36			1.48			0.83			80
2020		11.19		0.09		(0.55	)		(0.46	)		(0.25	)		(0.33	)		(0.58	)		10.15		(4.51	)		952		1.36			1.50			0.88			86
2019		11.82		0.15		0.25			0.40			(0.26	)		(0.77	)		(1.03	)		11.19		4.45			1,067		1.36			1.49			1.36			66
Class Y
2024	$	9.73	$	0.09	$	1.06		$	1.15		$	(0.20	)	$	(0.39	)	$	(0.59	)	$	10.29		12.16	%	$	117,513		0.86	%		0.99	%		1.75	%		44	%
2023		9.58		0.19		1.00			1.19			(0.56	)		(0.48	)		(1.04	)		9.73		12.62			118,429		0.86			0.99			1.95			84
2022		11.81		0.18		(1.04	)		(0.86	)		(0.15	)		(1.22	)		(1.37	)		9.58		(8.95	)		105,301		0.86			0.98			1.60			88
2021		10.43		0.15		1.37			1.52			(0.12	)		(0.02	)		(0.14	)		11.81		14.65			127,801		0.86			0.98			1.31			80
2020		11.49		0.15		(0.58	)		(0.43	)		(0.30	)		(0.33	)		(0.63	)		10.43		(4.08	)		143,066		0.86			1.00			1.39			86
2019		12.12		0.21		0.25			0.46			(0.32	)		(0.77	)		(1.09	)		11.49		4.95			220,260		0.86			0.99			1.86			66

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

326

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Tax-Managed Managed Volatility Fund
Class F
2024	$	19.14	$	0.09	$	3.06		$	3.15		$	(0.09	)	$	(2.53	)	$	(2.62	)	$	19.67		18.01	%	$	727,630		1.00	%		1.25	%		0.94	%		7	%
2023		18.39		0.18		1.83			2.01			(0.18	)		(1.08	)		(1.26	)		19.14		10.98			699,917		1.00			1.23			0.95			22
2022		19.75		0.19		(0.58	)		(0.39	)		(0.19	)		(0.78	)		(0.97	)		18.39		(2.48	)		787,892		1.00			1.23			0.96			17
2021		16.66		0.19		3.23			3.42			(0.20	)		(0.13	)		(0.33	)		19.75		20.76			920,670		1.00			1.23			1.04			17
2020		17.61		0.25		(0.51	)		(0.26	)		(0.27	)		(0.42	)		(0.69	)		16.66		(1.53	)		856,160		1.00			1.23			1.48			27
2019		17.22		0.27		0.88			1.15			(0.27	)		(0.49	)		(0.76	)		17.61		7.16			1,004,802		1.00			1.23			1.65			29
Class Y
2024	$	19.14	$	0.11	$	3.06		$	3.17		$	(0.11	)	$	(2.53	)	$	(2.64	)	$	19.67		18.16	%	$	110,435		0.75	%		1.00	%		1.19	%		7	%
2023		18.39		0.23		1.83			2.06			(0.23	)		(1.08	)		(1.31	)		19.14		11.26			105,350		0.75			0.98			1.20			22
2022		19.76		0.24		(0.59	)		(0.35	)		(0.24	)		(0.78	)		(1.02	)		18.39		(2.28	)		77,782		0.75			0.98			1.21			17
2021		16.66		0.24		3.24			3.48			(0.25	)		(0.13	)		(0.38	)		19.76		21.12			83,410		0.75			0.98			1.28			17
2020		17.62		0.29		(0.52	)		(0.23	)		(0.31	)		(0.42	)		(0.73	)		16.66		(1.34	)		76,132		0.75			0.98			1.73			27
2019		17.23		0.31		0.88			1.19			(0.31	)		(0.49	)		(0.80	)		17.62		7.42			87,717		0.75			0.99			1.88			29
Tax-Managed International Managed Volatility Fund
Class F
2024	$	10.21	$	0.10	$	0.96		$	1.06		$	(0.35	)	$	—		$	(0.35	)	$	10.92		10.55	%	$	247,027		1.11	%		1.36	%		1.94	%		36	%
2023		8.69		0.27		1.53			1.80			(0.28	)		—			(0.28	)		10.21		20.84			250,047		1.11			1.39			2.72			77
2022		11.30		0.31		(2.57	)		(2.26	)		(0.35	)		—			(0.35	)		8.69		(20.68	)		251,038		1.11			1.39			2.94			73
2021		10.15		0.27		1.06			1.33			(0.18	)		—			(0.18	)		11.30		13.23			338,490		1.11			1.39			2.44			79
2020		10.77		0.19		(0.49	)		(0.30	)		(0.32	)		—			(0.32	)		10.15		(3.08	)		315,250		1.11			1.41			1.84			79
2019		11.38		0.27		(0.61	)		(0.34	)		(0.27	)		—			(0.27	)		10.77		(2.76	)		331,996		1.11			1.40			2.54			55
Class Y
2024	$	10.22	$	0.11	$	0.97		$	1.08		$	(0.38	)	$	—		$	(0.38	)	$	10.92		10.73	%	$	57,866		0.86	%		1.11	%		2.19	%		36	%
2023		8.71		0.31		1.50			1.81			(0.30	)		—			(0.30	)		10.22		21.02			57,684		0.86			1.14			3.10			77
2022		11.32		0.34		(2.57	)		(2.23	)		(0.38	)		—			(0.38	)		8.71		(20.44	)		41,566		0.86			1.14			3.17			73
2021		10.17		0.30		1.06			1.36			(0.21	)		—			(0.21	)		11.32		13.48			56,993		0.86			1.14			2.69			79
2020		10.79		0.23		(0.51	)		(0.28	)		(0.34	)		—			(0.34	)		10.17		(2.84	)		53,255		0.86			1.16			2.27			79
2019		11.40		0.32		(0.63	)		(0.31	)		(0.30	)		—			(0.30	)		10.79		(2.47	)		42,782		0.86			1.15			3.05			55
Real Estate Fund
Class F
2024	$	13.26	$	0.19	$	1.99		$	2.18		$	(0.16	)	$	(0.07	)	$	(0.23	)	$	15.21		16.57	%	$	61,184		1.14	%		1.24	%		2.65	%		23	%
2023		13.56		0.22		0.16			0.38			(0.17	)		(0.51	)		(0.68	)		13.26		2.69			55,148		1.14			1.23			1.58			53
2022		17.62		0.15		(2.89	)		(2.74	)		(0.23	)		(1.09	)		(1.32	)		13.56		(17.41	)		61,247		1.14			1.23			0.87			77
2021		13.51		0.11		4.87			4.98			(0.20	)		(0.67	)		(0.87	)		17.62		38.41			84,666		1.14			1.23			0.67			78
2020		17.24		0.14		(2.47	)		(2.33	)		(0.28	)		(1.12	)		(1.40	)		13.51		(14.21	)		74,099		1.14			1.23			0.95			123
2019		16.06		0.23		2.31			2.54			(0.21	)		(1.15	)		(1.36	)		17.24		17.35			104,562		1.14			1.24			1.47			71
Class I
2024	$	13.22	$	0.18	$	1.98		$	2.16		$	(0.14	)	$	(0.07	)	$	(0.21	)	$	15.17		16.43	%	$	197		1.36	%		1.49	%		2.45	%		23	%
2023		13.54		0.19		0.16			0.35			(0.16	)		(0.51	)		(0.67	)		13.22		2.44			169		1.36			1.48			1.36			53
2022		17.58		0.07		(2.84	)		(2.77	)		(0.18	)		(1.09	)		(1.27	)		13.54		(17.54	)		164		1.36			1.48			0.38			77
2021		13.48		0.07		4.86			4.93			(0.16	)		(0.67	)		(0.83	)		17.58		38.14			424		1.36			1.48			0.47			78
2020		17.20		0.11		(2.46	)		(2.35	)		(0.25	)		(1.12	)		(1.37	)		13.48		(14.38	)		307		1.36			1.48			0.79			123
2019		16.03		0.21		2.29			2.50			(0.18	)		(1.15	)		(1.33	)		17.20		17.06			420		1.36			1.48			1.33			71
Class Y
2024	$	13.28	$	0.21	$	1.98		$	2.19		$	(0.18	)	$	(0.07	)	$	(0.25	)	$	15.22		16.70	%	$	13,147		0.89	%		0.99	%		2.88	%		23	%
2023		13.57		0.26		0.16			0.42			(0.20	)		(0.51	)		(0.71	)		13.28		2.94			12,889		0.89			0.98			1.83			53
2022		17.63		0.21		(2.91	)		(2.70	)		(0.27	)		(1.09	)		(1.36	)		13.57		(17.18	)		13,752		0.89			0.98			1.23			77
2021		13.51		0.15		4.87			5.02			(0.23	)		(0.67	)		(0.90	)		17.63		38.81			18,241		0.89			0.98			0.93			78
2020		17.25		0.21		(2.51	)		(2.30	)		(0.32	)		(1.12	)		(1.44	)		13.51		(14.04	)		17,279		0.89			0.98			1.40			123
2019		16.07		0.27		2.31			2.58			(0.25	)		(1.15	)		(1.40	)		17.25		17.65			36,910		0.89			0.98			1.72			71

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

SEI Institutional Managed Trust

327

FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Core Fixed Income Fund
Class F
2024	$	9.10	$	0.18	$	0.39		$	0.57		$	(0.17	)	$	—		$	(0.17	)	$	9.50		6.29	%	$	3,279,649		0.66	%		0.75	%		3.91	%		173	%
2023		9.37		0.33		(0.28	)		0.05			(0.32	)		—			(0.32	)		9.10		0.44			2,966,849		0.66			0.74			3.49			340
2022		11.50		0.20		(2.09	)		(1.89	)		(0.21	)		(0.03	)		(0.24	)		9.37		(16.70	)		3,192,558		0.66			0.73			1.85			362
2021		12.15		0.15		(0.16	)		(0.01	)		(0.18	)		(0.46	)		(0.64	)		11.50		(0.08	)		4,101,094		0.66			0.72			1.27			375
2020		11.65		0.23		0.65			0.88			(0.27	)		(0.11	)		(0.38	)		12.15		7.75			3,859,455		0.66			0.73			1.98			357
2019		10.86		0.31		0.81			1.12			(0.33	)		—			(0.33	)		11.65		10.45			3,755,355		0.66			0.73			2.78			387
Class I
2024	$	9.09	$	0.17	$	0.39		$	0.56		$	(0.16	)	$	—		$	(0.16	)	$	9.49		6.18	%	$	2,848		0.89	%		1.00	%		3.69	%		173	%
2023		9.35		0.31		(0.27	)		0.04			(0.30	)		—			(0.30	)		9.09		0.32			2,715		0.88			0.99			3.26			340
2022		11.49		0.17		(2.10	)		(1.93	)		(0.18	)		(0.03	)		(0.21	)		9.35		(16.99	)		3,423		0.88			0.98			1.60			362
2021		12.14		0.12		(0.15	)		(0.03	)		(0.16	)		(0.46	)		(0.62	)		11.49		(0.30	)		5,102		0.88			0.97			1.05			375
2020		11.64		0.21		0.66			0.87			(0.26	)		(0.11	)		(0.37	)		12.14		7.59			4,698		0.88			0.98			1.76			357
2019		10.86		0.29		0.79			1.08			(0.30	)		—			(0.30	)		11.64		10.11			5,085		0.88			0.98			2.57			387
Class Y
2024	$	9.11	$	0.19	$	0.39		$	0.58		$	(0.18	)	$	—		$	(0.18	)	$	9.51		6.41	%	$	382,470		0.41	%		0.49	%		4.16	%		173	%
2023		9.37		0.36		(0.28	)		0.08			(0.34	)		—			(0.34	)		9.11		0.80			385,904		0.41			0.49			3.75			340
2022		11.51		0.22		(2.10	)		(1.88	)		(0.23	)		(0.03	)		(0.26	)		9.37		(16.56	)		409,715		0.41			0.48			2.11			362
2021		12.16		0.18		(0.16	)		0.02			(0.21	)		(0.46	)		(0.67	)		11.51		0.16			501,505		0.41			0.47			1.51			375
2020		11.66		0.26		0.65			0.91			(0.30	)		(0.11	)		(0.41	)		12.16		7.98			455,054		0.41			0.48			2.22			357
2019		10.87		0.34		0.80			1.14			(0.35	)		—			(0.35	)		11.66		10.71			439,460		0.41			0.48			3.03			387
High Yield Bond Fund
Class F
2024	$	5.37	$	0.46	$	(0.06	)	$	0.40		$	(0.27	)	$	(0.14	)	$	(0.41	)	$	5.36		7.65	%	$	1,032,785		0.89	%		0.99	%		17.14	%		35	%
2023		5.75		0.40		0.10			0.50			(0.50	)(2)		(0.38	)		(0.88	)		5.37		9.27			1,072,999		0.89			0.99			7.30			48
2022		7.08		0.32		(1.20	)		(0.88	)		(0.40	)		(0.05	)		(0.45	)		5.75		(12.98	)		1,115,354		0.89			0.98			4.93			49
2021		6.46		0.40		0.72			1.12			(0.37	)		(0.13	)		(0.50	)		7.08		17.84			1,430,709		0.89			0.98			5.78			67
2020		6.91		0.36		(0.39	)		(0.03	)		(0.38	)		(0.04	)		(0.42	)		6.46		(0.33	)		1,257,617		0.89			0.98			5.54			88
2019		7.13		0.39		(0.11	)		0.28			(0.39	)		(0.11	)		(0.50	)		6.91		4.24			1,444,565		0.89			0.98			5.68			69
Class I
2024	$	5.15	$	0.43	$	(0.05	)	$	0.38		$	(0.25	)	$	(0.14	)	$	(0.39	)	$	5.14		7.65	%	$	3		1.10	%		1.21	%		16.96	%		35	%
2023		5.53		0.38		0.10			0.48			(0.48	)(3)		(0.38	)		(0.86	)		5.15		9.10			4		1.06			1.16			7.17			48
2022		6.82		0.27		(1.13	)		(0.86	)		(0.38	)		(0.05	)		(0.43	)		5.53		(13.14	)		3		1.11			1.23			4.09			49
2021		6.22		0.37		0.70			1.07			(0.34	)		(0.13	)		(0.47	)		6.82		17.72			581		1.11			1.23			5.55			67
2020		6.65		0.33		(0.37	)		(0.04	)		(0.35	)		(0.04	)		(0.39	)		6.22		(0.46	)		409		1.11			1.23			4.99			88
2019		6.88		0.36		(0.12	)		0.24			(0.36	)		(0.11	)		(0.47	)		6.65		3.79			11,926		1.12			1.23			5.51			69
Class Y
2024	$	5.37	$	0.46	$	(0.05	)	$	0.41		$	(0.28	)	$	(0.14	)	$	(0.42	)	$	5.36		7.79	%	$	177,658		0.64	%		0.74	%		17.38	%		35	%
2023		5.75		0.42		0.10			0.52			(0.52	)(2)		(0.38	)		(0.90	)		5.37		9.54			156,000		0.64			0.74			7.57			48
2022		7.08		0.34		(1.20	)		(0.86	)		(0.42	)		(0.05	)		(0.47	)		5.75		(12.77	)		159,547		0.64			0.73			5.20			49
2021		6.46		0.42		0.72			1.14			(0.39	)		(0.13	)		(0.52	)		7.08		18.13			195,613		0.64			0.73			6.03			67
2020		6.91		0.38		(0.39	)		(0.01	)		(0.40	)		(0.04	)		(0.44	)		6.46		(0.07	)		174,334		0.64			0.73			5.78			88
2019		7.13		0.41		(0.11	)		0.30			(0.41	)		(0.11	)		(0.52	)		6.91		4.51			185,383		0.64			0.73			5.92			69

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	Includes return of capital of $0.08 per share.
(3)	Includes return of capital of $0.07 per share.

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

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

328

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations		Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Conservative Income Fund
Class F
2024	$	10.00	$	0.26	$	—		$	0.26	$	(0.26	)	$	—		$	(0.26	)	$	10.00		2.67	%	$	648,544		0.30	%		0.58	%		5.27	%		–	%
2023		10.00		0.46		(0.01	)		0.45		(0.45	)		—			(0.45	)		10.00		4.61			464,086		0.30			0.58			4.60			–
2022		10.00		0.07		(0.01	)		0.06		(0.06	)		—	^		(0.06	)		10.00		0.65			344,975		0.25			0.58			0.67			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			269,681		0.19			0.58			—			–
2020		10.00		0.09		0.01			0.10		(0.10	)		—			(0.10	)		10.00		0.96			319,030		0.30			0.59			0.90			–
2019		10.00		0.23		—			0.23		(0.23	)		—			(0.23	)		10.00		2.32			229,166		0.30			0.59			2.29			–
Class Y
2024	$	10.01	$	0.27	$	—		$	0.27	$	(0.27	)	$	—		$	(0.27	)	$	10.01		2.72	%	$	9,765		0.20	%		0.33	%		5.35	%		–	%
2023		10.01		0.46		0.01			0.47		(0.47	)		—			(0.47	)		10.01		4.78			15,217		0.20			0.33			4.62			–
2022		10.01		0.07		—			0.07		(0.07	)		—	^		(0.07	)		10.01		0.70			15,305		0.14			0.33			0.72			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			16,962		0.09			0.33			0.10			–
2020		10.00		0.11		—			0.11		(0.11	)		—			(0.11	)		10.00		1.06			22,256		0.20			0.34			1.05			–
2019		10.00		0.24		—			0.24		(0.24	)		—			(0.24	)		10.00		2.42			23,125		0.20			0.34			2.38			–
Tax-Free Conservative Income Fund
Class F
2024	$	10.00	$	0.16	$	—		$	0.16	$	(0.16	)	$	—		$	(0.16	)	$	10.00		1.61	%	$	171,907		0.30	%		0.58	%		3.19	%		–	%
2023		9.99		0.28		0.01			0.29		(0.28	)		—			(0.28	)		10.00		2.92			163,924		0.30			0.58			2.77			–
2022		10.00		0.04		(0.01	)		0.03		(0.04	)		—			(0.04	)		9.99		0.29			176,810		0.22			0.58			0.39			–
2021		10.00		—		—			—		—	^		—			—	^		10.00		0.01			183,626		0.13			0.58			0.01			–
2020		10.00		0.06		—			0.06		(0.06	)		—			(0.06	)		10.00		0.64			212,828		0.30			0.59			0.62			–
2019		10.00		0.14		—			0.14		(0.14	)		—			(0.14	)		10.00		1.37			162,368		0.30			0.59			1.36			–
Class Y
2024	$	10.01	$	0.17	$	0.01		$	0.18	$	(0.17	)	$	—		$	(0.17	)	$	10.02		1.76	%	$	4,671		0.20	%		0.33	%		3.29	%		–	%
2023		10.01		0.29		—			0.29		(0.29	)		—			(0.29	)		10.01		2.92			3,971		0.20			0.33			2.86			–
2022		10.01		0.05		(0.01	)		0.04		(0.04	)		—			(0.04	)		10.01		0.44			4,890		0.13			0.33			0.48			–
2021		10.00		0.01		—			0.01		—	^		—			—	^		10.01		0.11			9,273		0.03			0.33			0.10			–
2020		10.00		0.09		(0.02	)		0.07		(0.07	)		—			(0.07	)		10.00		0.73			5,770		0.20			0.34			0.87			–
2019		10.00		0.15		—			0.15		(0.15	)		—			(0.15	)		10.00		1.47			16,727		0.20			0.34			1.45			–

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
^	Amount represents less than $0.005 per share.

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

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

SEI Institutional Managed Trust

329

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Real Return Fund
Class F
2024	$	9.33	$	0.12	$	0.18		$	0.30		$	(0.10	)	$	—		$	(0.10	)	$	9.53		3.25	%	$	367,372		0.45	%		0.70	%		2.50	%		20	%
2023		9.57		0.22		0.01			0.23			(0.43	)		(0.04	)		(0.47	)		9.33		2.44			183,431		0.45			0.70			2.36			31
2022		10.68		0.71		(1.17	)		(0.46	)		(0.65	)		—			(0.65	)		9.57		(4.52	)		241,034		0.45			0.70			6.86			50
2021		10.40		0.44		0.10			0.54			(0.26	)		—			(0.26	)		10.68		5.26			228,319		0.45			0.70			4.18			31
2020		9.96		0.07		0.42			0.49			(0.05	)		—			(0.05	)		10.40		4.98			238,849		0.45			0.70			0.72			41
2019		9.91		0.16		0.15			0.31			(0.26	)		—			(0.26	)		9.96		3.14			227,413		0.45			0.70			1.59			34
Class Y
2024	$	9.37	$	0.11	$	0.21		$	0.32		$	(0.11	)	$	—		$	(0.11	)	$	9.58		3.40	%	$	21,795		0.35	%		0.45	%		2.25	%		20	%
2023		9.62		0.24		(0.01	)		0.23			(0.44	)		(0.04	)		(0.48	)		9.37		2.44			14,249		0.35			0.45			2.50			31
2022		10.73		0.71		(1.16	)		(0.45	)		(0.66	)		—			(0.66	)		9.62		(4.40	)		16,740		0.35			0.45			6.85			50
2021		10.44		0.43		0.14			0.57			(0.28	)		—			(0.28	)		10.73		5.47			17,931		0.35			0.45			4.11			31
2020		10.00		0.08		0.42			0.50			(0.06	)		—			(0.06	)		10.44		5.01			21,395		0.35			0.45			0.84			41
2019		9.94		0.18		0.14			0.32			(0.26	)		—			(0.26	)		10.00		3.31			24,322		0.35			0.46			1.80			34
Dynamic Asset Allocation Fund
Class F
2024	$	14.86	$	0.10	$	2.82		$	2.92		$	—		$	(1.45	)	$	(1.45	)	$	16.33		20.68	%	$	765,427		0.75	%		1.18	%		1.31	%		8	%
2023		14.41		0.18		2.19			2.37			(0.40	)		(1.52	)		(1.92	)		14.86		17.64			640,725		0.75			1.18			1.24			22
2022		18.50		0.11		(2.20	)		(2.09	)		(0.59	)		(1.41	)		(2.00	)		14.41		(13.56	)		597,961		0.75			1.18			0.62			5
2021		14.98		0.10		4.58			4.68			(0.89	)		(0.27	)		(1.16	)		18.50		32.72			816,977		0.75			1.18			0.56			10
2020		13.23		0.14		1.84			1.98			(0.23	)		—			(0.23	)		14.98		15.07			723,775		0.75			1.18			1.06			16
2019		13.22		0.17		0.07			0.24			(0.23	)		—			(0.23	)		13.23		2.14			725,857		0.75			1.18			1.31			5
Class Y
2024	$	14.88	$	0.13	$	2.82		$	2.95		$	—		$	(1.45	)	$	(1.45	)	$	16.38		20.85	%	$	51,071		0.50	%		0.93	%		1.67	%		8	%
2023		14.43		0.25		2.16			2.41			(0.44	)		(1.52	)		(1.96	)		14.88		17.95			42,012		0.50			0.93			1.69			22
2022		18.54		0.16		(2.22	)		(2.06	)		(0.64	)		(1.41	)		(2.05	)		14.43		(13.44	)		35,497		0.50			0.93			0.91			5
2021		15.01		0.14		4.58			4.72			(0.92	)		(0.27	)		(1.19	)		18.54		33.05			46,976		0.50			0.93			0.81			10
2020		13.26		0.08		1.93			2.01			(0.26	)		—			(0.26	)		15.01		15.31			41,757		0.50			0.93			0.59			16
2019		13.25		0.19		0.08			0.27			(0.26	)		—			(0.26	)		13.26		2.43			70,477		0.50			0.93			1.51			5

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.

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

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

330

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Strategy Alternative Fund
Class F
2024	$	9.37	$	0.25		$	0.40		$	0.65		$	(0.41	)	$	—		$	(0.41	)	$	9.61		7.01	%	$	277,779		2.02	%(2)		2.77	%		5.33	%		150	%
2023		9.08		0.36			0.12			0.48			(0.19	)		—			(0.19	)		9.37		5.40			354,258		1.83	(2)		2.58			3.91			434
2022		10.54		0.08			(0.79	)		(0.71	)		(0.13	)		(0.62	)		(0.75	)		9.08		(7.24	)		394,876		1.93	(2)		2.68			0.83			369
2021		9.98		0.09			0.76			0.85			(0.05	)		(0.24	)		(0.29	)		10.54		8.57			449,934		1.99	(2)		2.75			0.87			424
2020		9.61		0.08			0.39			0.47			(0.10	)		—			(0.10	)		9.98		4.90			463,468		1.72	(3)		2.54			0.84			527
2019		10.10		0.14			(0.18	)		(0.04	)		(0.16	)		(0.29	)		(0.45	)		9.61		(0.18	)		472,129		1.44	(4)		2.38			1.24			315
Class Y
2024	$	9.37	$	0.26		$	0.40		$	0.66		$	(0.43	)	$	—		$	(0.43	)	$	9.60		7.19	%	$	13,237		1.76	%(5)		2.52	%		5.53	%		150	%
2023		9.08		0.38			0.13			0.51			(0.22	)		—			(0.22	)		9.37		5.68			14,325		1.58	(5)		2.33			4.12			434
2022		10.55		0.11			(0.81	)		(0.70	)		(0.15	)		(0.62	)		(0.77	)		9.08		(7.09	)		8,069		1.68	(5)		2.43			1.09			369
2021		9.98		0.12			0.77			0.89			(0.08	)		(0.24	)		(0.32	)		10.55		8.94			8,585		1.74	(5)		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	(6)		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	(7)		2.15			1.11			315
Liquid Alternative Fund
Class F
2024	$	10.16	$	0.17		$	0.47		$	0.64		$	(0.18	)	$	(0.09	)	$	(0.27	)	$	10.53		6.48	%	$	195,925		1.04	%		1.12	%		3.31	%		–	%
2023(8)		10.00		0.15			0.01			0.16			—			—			—			10.16		1.60			531		1.04			4.16			5.70			–
Class Y
2024	$	10.17	$	0.20		$	0.44		$	0.64		$	(0.18	)	$	(0.09	)	$	(0.27	)	$	10.54		6.51	%	$	15,071		0.80	%		1.12	%		3.95	%		–	%
2023(8)		10.00		0.10			0.07			0.17			—			—			—			10.17		1.60			10,827		0.80			1.89			3.85			–
Multi-Asset Accumulation Fund
Class F
2024	$	6.66	$	0.12		$	0.58		$	0.70		$	(0.14	)	$	—		$	(0.14	)	$	7.22		10.56	%	$	1,304,504		1.17	%		1.33	%		3.39	%		20	%
2023		7.17		0.23			(0.04	)		0.19			(0.70	)		—			(0.70	)		6.66		2.59			1,781,011		1.17			1.32			3.26			72
2022		10.31		0.11			(1.96	)		(1.85	)		(0.64	)		(0.65	)		(1.29	)		7.17		(20.79	)		1,886,712		1.17			1.30			1.25			42
2021		9.55		(0.01	)		1.28			1.27			—			(0.51	)		(0.51	)		10.31		13.73			2,506,500		1.17			1.29			(0.12	)		54
2020		10.63		(0.02	)		0.18			0.16			(0.13	)		(1.11	)		(1.24	)		9.55		1.51			2,420,060		1.17			1.30			(0.23	)		61
2019		9.81		0.08			1.03			1.11			(0.27	)		(0.02	)		(0.29	)		10.63		11.94			2,659,785		1.17			1.30			0.80			63
Class Y
2024	$	6.73	$	0.10		$	0.62		$	0.72		$	(0.16	)	$	—		$	(0.16	)	$	7.29		10.73	%	$	95,516		0.92	%		1.08	%		2.79	%		20	%
2023		7.25		0.20			—			0.20			(0.72	)		—			(0.72	)		6.73		2.73			100,217		0.92			1.07			2.75			72
2022		10.41		0.12			(1.97	)		(1.85	)		(0.66	)		(0.65	)		(1.31	)		7.25		(20.57	)		146,375		0.92			1.05			1.36			42
2021		9.62		(0.02	)		1.32			1.30			—			(0.51	)		(0.51	)		10.41		13.95			193,339		0.92			1.04			(0.15	)		54
2020		10.70		(0.03	)		0.21			0.18			(0.15	)		(1.11	)		(1.26	)		9.62		1.74			190,469		0.92			1.05			(0.26	)		61
2019		9.88		0.07			1.06			1.13			(0.29	)		(0.02	)		(0.31	)		10.70		12.16			220,654		0.92			1.05			0.66			63

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.35%.
(3)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.27%.
(4)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.20%.
(5)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.10%.
(6)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.02%.
(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 0.96%.
(8)	Commenced operations on June 30, 2023. 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

331

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Income Fund
Class F
2024	$	9.28	$	0.33	$	0.54		$	0.87		$	(0.35	)	$	—		$	(0.35	)	$	9.80		9.49	%	$	435,742		0.80	%		1.22	%		6.97	%		16	%
2023		9.22		0.62		0.11			0.73			(0.67	)		—			(0.67	)		9.28		8.02			532,159		0.80			1.21			6.49			39
2022		11.49		0.46		(2.26	)		(1.80	)		(0.46	)		(0.01	)		(0.47	)		9.22		(16.13	)		568,205		0.80			1.20			4.35			24
2021		10.85		0.42		0.61			1.03			(0.39	)		—			(0.39	)		11.49		9.57			759,685		0.80			1.20			3.71			59
2020		11.07		0.40		(0.20	)		0.20			(0.39	)		(0.03	)		(0.42	)		10.85		1.86			770,599		0.80			1.21			3.69			137
2019		10.61		0.45		0.41			0.86			(0.40	)		—			(0.40	)		11.07		8.29			816,056		0.80			1.20			4.15			76
Class Y
2024	$	9.28	$	0.34	$	0.53		$	0.87		$	(0.35	)	$	—		$	(0.35	)	$	9.80		9.54	%	$	128,651		0.70	%		0.97	%		7.09	%		16	%
2023		9.22		0.63		0.11			0.74			(0.68	)		—			(0.68	)		9.28		8.12			127,673		0.70			0.96			6.59			39
2022		11.49		0.47		(2.26	)		(1.79	)		(0.47	)		(0.01	)		(0.48	)		9.22		(16.08	)		137,959		0.70			0.95			4.46			24
2021		10.85		0.43		0.61			1.04			(0.40	)		—			(0.40	)		11.49		9.68			172,276		0.70			0.95			3.81			59
2020		11.07		0.41		(0.20	)		0.21			(0.40	)		(0.03	)		(0.43	)		10.85		1.96			161,672		0.70			0.96			3.79			137
2019		10.61		0.46		0.41			0.87			(0.41	)		—			(0.41	)		11.07		8.39			161,776		0.70			0.95			4.25			76
Multi-Asset Inflation Managed Fund
Class F
2024	$	7.87	$	0.13	$	0.12		$	0.25		$	(0.29	)	$	—		$	(0.29	)	$	7.83		3.27	%	$	590,701		2.00	%(2)		2.24	%		3.40	%		17	%
2023		8.68		0.27		(0.12	)		0.15			(0.96	)		—			(0.96	)		7.87		1.46			648,827		1.96	(2)		2.20			3.39			93
2022		8.91		0.34		0.09			0.43			(0.66	)		—			(0.66	)		8.68		5.10			783,196		1.24	(2)		1.48			3.80			81
2021		7.88		0.24		0.91			1.15			(0.12	)		—			(0.12	)		8.91		14.71			803,799		1.12	(2)		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	(2)		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	(2)		1.76			1.68			30
Class Y
2024	$	7.88	$	0.10	$	0.15		$	0.25		$	(0.31	)	$	—		$	(0.31	)	$	7.82		3.30	%	$	34,517		1.75	%(3)		1.98	%		2.52	%		17	%
2023		8.69		0.23		(0.06	)		0.17			(0.98	)		—			(0.98	)		7.88		1.75			30,866		1.71	(3)		1.96			2.88			93
2022		8.92		0.34		0.11			0.45			(0.68	)		—			(0.68	)		8.69		5.36			34,931		0.98	(4)		1.22			3.84			81
2021		7.89		0.22		0.95			1.17			(0.14	)		—			(0.14	)		8.92		14.99			43,985		0.87	(3)		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	(3)		1.51			1.56			30

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
(2)	The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%.
(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 0.65%.
(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 0.64%.
(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.

332

SEI Institutional Managed Trust

FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS

For the period ended March 31, 2024 (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)			Total from Operations			Distributions from Net Investment Income			Distributions from Net Realized Capital Gains			Total Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Net Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover Rate†
Multi-Asset Capital Stability Fund
Class F
2024	$	10.01	$	0.20	$	0.40		$	0.60		$	(0.41	)	$	—		$	(0.41	)	$	10.20		6.03	%	$	516,063		0.62	%		0.99	%		3.91	%		108	%
2023		9.79		0.33		0.07			0.40			(0.18	)		—			(0.18	)		10.01		4.19			552,046		0.62			0.98			3.34			103
2022		10.51		0.03		(0.46	)		(0.43	)		(0.07	)		(0.22	)		(0.29	)		9.79		(4.24	)		626,296		0.62			0.98			0.27			69
2021		10.28		—		0.34			0.34			(0.02	)		(0.09	)		(0.11	)		10.51		3.27			682,772		0.62			0.98			—	^		125
2020		10.39		0.04		0.22			0.26			(0.18	)		(0.19	)		(0.37	)		10.28		2.55			732,425		0.62			0.98			0.37			124
2019		10.05		0.15		0.24			0.39			(0.05	)		—			(0.05	)		10.39		3.94			684,753		0.62			0.98			1.45			128
Class Y
2024	$	10.03	$	0.20	$	0.41		$	0.61		$	(0.42	)	$	—		$	(0.42	)	$	10.22		6.14	%	$	26,257		0.52	%		0.74	%		4.01	%		108	%
2023		9.81		0.34		0.08			0.42			(0.20	)		—			(0.20	)		10.03		4.30			29,524		0.52			0.73			3.43			103
2022		10.54		0.04		(0.47	)		(0.43	)		(0.08	)		(0.22	)		(0.30	)		9.81		(4.23	)		32,510		0.52			0.73			0.36			69
2021		10.30		0.01		0.35			0.36			(0.03	)		(0.09	)		(0.12	)		10.54		3.47			38,031		0.52			0.73			0.08			125
2020		10.41		0.05		0.22			0.27			(0.19	)		(0.19	)		(0.38	)		10.30		2.64			48,307		0.52			0.73			0.48			124
2019		10.07		0.16		0.24			0.40			(0.06	)		—			(0.06	)		10.41		4.04			47,957		0.52			0.73			1.55			128

†	Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares.
(1)	Per share calculated using average shares.
^	Amount represents less than 0.005%.

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

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

SEI Institutional Managed Trust

333

Notes to Financial Statements/ Notes to Consolidated Financial Statements

March 31, 2024 (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 28 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, Liquid Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed, and Multi-Asset Capital Stability (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.

The Dynamic Commodity Strategy Subsidiary, Ltd., the Accumulation Commodity Strategy Subsidiary, Ltd. and the Inflation Commodity Strategy Subsidiary, Ltd. are wholly-owned subsidiaries of the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, respectively, (each a “Subsidiary”, collectively the “Subsidiaries”). Each Subsidiary is organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets and Consolidated Statement of Cash Flows.

The Trust is registered to offer: Class F shares of the Funds and Class Y shares of the Funds, except for the Large Cap Index and S&P 500 Index Funds and Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond and Real Return Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. Each Fund’s prospectus provides a description of its investment goal and its principal investment strategies and risks.

2. SIGNIFICANT ACCOUNTING POLICIES

The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).

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

Security Valuation —Pursuant to the requirements of the 1940 Act and Rule 2a-5, the administrator, as delegated by the Board of Trustees (the “Board”), has the responsibility for the valuation of Fund investments with readily available market quotations in accordance with the Funds’ Valuation and Pricing Policy. The Trust's Board of Trustees has designated SEI Investments Management Corporation (“SIMC”) as the Valuation Designee for the Funds pursuant to Rule 2a-5 (the “Rule”) under the 1940 Act. The Valuation Designee has the responsibility for the fair value determination with respect to all Fund investments that do not have readily available market quotations or quotations that are no longer reliable. SIMC has appointed a Valuation Committee (the “Committee”) and has established a Valuation and Pricing Policy to implement the Rule and the Funds’ Valuation and Pricing Policy (together the “Policy”).

When valuing portfolio securities, a Fund values securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (other than securities traded on National Association of Securities Dealers Automated Quotations (NASDAQ) or as otherwise noted below) at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. A Fund values securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or debt tranches of collateralized debt 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-

334

SEI Institutional Managed Trust

party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations or other methodologies designed to identify the market value for such securities. Redeemable securities issued by open-end investment companies are valued at the investment company’s applicable NAV per share, with the exception of exchange-traded funds, which are priced as equity securities. These open-end investment companies’ shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company’s NAV is determined. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security’s price cannot be obtained, as noted above or in the case of an equity tranche of a CDO/CLO, a Fund will value the securities using a bid price from at least one independent broker.

On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Policy until an independent source can be secured. Debt securities held by a Fund with remaining maturities of 60 days or less will be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument, and the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.

Options are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.

Futures and swaps cleared through a central clearing house (centrally cleared swaps) are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future

or centrally cleared swap does not end trading by the time a fund calculates its NAV, the settlement price may not be available at the time at which a fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a fund’s futures or centrally cleared swaps position.

Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, will continuously monitor the reliability of prices obtained from any pricing service and shall promptly notify the Funds’ administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds’ administrator, in turn, will notify SIMC, as Valuation Designee if it receives such notification from a Sub-Adviser, as applicable, or if the Funds’ administrator reasonably believes that a particular pricing service is no longer a reliable source for prices.

The Policy provides that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board. However, when the change would not materially affect the valuation of a Fund’s net assets or involve a material departure in pricing methodology from that of the Fund’s existing pricing agent or pricing methodology, ratification may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not "readily available" are valued in accordance with Rule 2a-5 and the Policy. The Valuation Designee must monitor for circumstances that may necessitate that a security be valued using Fair Value Procedures which can include: (i) the security's trading has been halted or suspended, (ii) the security has been de-listed from a national exchange, (iii) the security's primary trading market is temporarily closed at a time when under normal conditions it would be open, (iv) the security has not been traded for an extended period of time, (v) the security's primary pricing source is not able or willing to provide a price, (vi) trading of the security is subject to local government-imposed restrictions; or (vii) a significant event (as defined below). When a security is valued in accordance with the Fair Value Procedures, the Valuation Designee will determine the value after taking into consideration relevant information reasonably available to the Valuation Designee. Examples of factors

SEI Institutional Managed Trust

335

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

the Valuation Designee may consider include: (i) the type of security or asset, (ii) the last trade price, (iii) evaluation of the forces that influence the market in which the security is purchased and sold, (iv) the liquidity of the security, (v) the size of the holding in a Fund or (vi) any other appropriate information.

The Valuation Designee is responsible for selecting and applying, in a consistent manner, the appropriate methodologies for determining and calculating the fair value of holdings of the Funds, including specifying the key inputs and assumptions specific to each asset class or holding. The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security’s value would be if a reliable market quotation for the security was readily available.

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

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its NAV. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a Significant Event), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental actions, has occurred between the time of the security’s last close and the time that the Fund calculates NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when the Fund does not price its shares. As a result, the

NAV of the Fund’s shares may change on days when shareholders will not be able to purchase or redeem Fund shares.

A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculate NAV, it may request that a Committee meeting be called. In addition, with respect to certain securities, the Funds’ administrator performs price comparisons and price movement review (among other processes), to monitor the pricing data supplied by various sources. Any identified discrepancies are researched and subject to the procedures described above.

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

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

Level 1 — quoted prices in active markets for identical investments

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

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

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

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Level 1 or Level 2 inputs as components of the overall fair value measurement.

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

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

The valuation techniques used by the Funds to measure fair value during the six month period ended March 31, 2024, 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, 2024, there have been no significant changes to the Trust’s fair valuation methodologies.

The unobservable inputs used to determine fair value of reoccurring Level 3 assets may have similar or diverging impacts on valuation. Significant increases and decreases in these inputs in isolation and interrelationships between those inputs could result in significantly higher or lower fair value measurement.

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

payment-in-kind securities is recorded daily based on the effective interest method of accrual.

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

Amortization and accretion is calculated using the scientific interest method, which is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.

For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation. Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund’s distributions.

Cash and Cash Equivalents — Idle cash and currency balances may be swept into various overnight sweep accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.

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

Reverse Repurchase Agreements —To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. The segregated assets may consist of cash, U.S.

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Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities.

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

Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of investment vehicles or instruments that provide returns that are tied to commodities or commodity indices. The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also invest in equity securities of issuers in commodity-related industries.

The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. A Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. A Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.

In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund must derive at least 90% of its gross income each taxable year from qualifying income. The status of

certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Multi-Asset Accumulation, Multi-Asset Inflation Managed, and Dynamic Asset Allocation Funds invest in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).

Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments in investment securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investment securities.

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.

The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.

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Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2024, if applicable.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2024, if applicable.

Inflation-Indexed Bonds — Inflation-indexed bonds are fixed income securities whose principal value is periodically adjusted according to the rate of inflation. If the index measuring inflation rises or falls, the principal value of inflation-indexed bonds will be adjusted upward or downward, and consequently the interest payable on these securities calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Any upward or downward adjustment in the principal amount of an inflation-indexed bond will be included in interest income in the Statement of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-

indexed bonds. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

Master Limited Partnerships — Investments in units of master limited partnerships (“MLPs”) involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit a Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund's shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole.

Options/Swaptions Writing/Purchasing —To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities or to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.

The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put

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option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2024, 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, 2024, 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 SOFR, LIBOR or some other form of indices on the notional amount. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at year end, if any, are listed after a Fund’s

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portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open swap agreements as of March 31, 2024, if applicable.

Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before

they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

Participation Notes (P-Notes) — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument’s value at maturity. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies of foreign securities markets that they seek to replicate.

In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the- counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.

Loan Participations and Brady Bonds — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning

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lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund. The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at March 31, 2024. Pursuant to the terms of certain loan agreements, the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as “Interest income”.

Certain debt obligations, customarily referred to as “Brady Bonds,” are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.

Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans.

CDOs may charge management fees and administrative expenses.

For CDOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate and Real Return Funds; are declared and paid annually for the Global Managed Volatility, Tax-Managed International Managed Volatility, Multi-Strategy Alternative, Liquid Alternative, Multi-Asset Accumulation, Multi-Asset Inflation Managed, Multi-Asset Capital Stability and Dynamic Asset Allocation; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income and Multi-Asset Income.

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Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.

Restricted Securities — The Funds may invest in private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board. Please refer to the Schedule of Investments for Funds that held Restricted Securities.

Investments in Real Estate Investment Trust — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the Real Estate Investment Trust (“REIT”) investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year end, and may differ from the estimated amounts.

Deferred Offering Costs — Offering costs, including costs of printing initial prospectus, legal and registration fees, are amortized over twelve-months from inception of the Funds.

Investment in Subsidiary — Each of the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may invest in its own Subsidiary. By investing in a Subsidiary, each Fund is indirectly exposed to the risks associated with such Subsidiary’s investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds, as investors in their respective Subsidiary, will not have all of the protections offered to investors in registered investment companies.

However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely

that a Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors (“Directors”) that is responsible for overseeing the operations of such Subsidiary, the respective Fund’s Directors have oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund’s role as the sole shareholder of such Subsidiary. It is not currently expected that shares of any Subsidiary will be sold or offered to investors other than the respective Fund.

Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Funds and the Subsidiaries, respectively, are organized, could result in the inability of a Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Funds and their shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down.

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement

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March 31, 2024 (Unaudited)

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.

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	$	-	$	-	$	-	$	108,087,000	$	-	$	108,087,000
101-200		-		-		-		-		-		-
> than 200		-		-		-		-		-		-
Total	$	-	$	-	$	-	$	108,087,000	$	-	$	108,087,000

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	$	525,000	$	3,665,000	$	11,130,000	$	3,065,000	$	-	$	18,385,000
101-200		-		-		6,091,500		-		-		6,091,500
201-300		-		-		-		-		-		-
301-400		-		-		598,000		-		-		598,000
> than 400		-		-		-		-		-		-
Total	$	525,000	$	3,665,000	$	17,819,500	$	3,065,000	$	-	$	25,074,500

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	$	-	$	-	$	29,060,000	$	14,530,000	$	-	$	43,590,000
101-200		-		-		-		-		-		-
201-400		-		-		2,850,000		-		-		2,850,000
> than 400		-		-		-		-		614,664		614,664
Total	$	-	$	-	$	31,910,000	$	14,530,000	$	614,664	$	47,054,664

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	$	-	$	-	$	600,000	$	5,370,000	$	-	$	5,970,000
101-300		-		-		2,155,112		-		-		2,155,112
> than 300		-		-		6,415,200		-		-		6,415,200
Total	$	-	$	-	$	9,170,312	$	5,370,000	$	-	$	14,540,312

* 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.

344

SEI Institutional Managed Trust

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.

4. DERIVATIVE TRANSACTIONS

The following tables show the derivatives categorized by underlying risk exposure.

The fair value of derivative instruments as of March 31, 2024 was as follows ($ Thousands):

	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	64	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	64			$	—
Large Cap Value Fund
Equity contracts	Unrealized appreciation on futures contracts	$	105	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	105			$	—
Large Cap Growth Fund
Equity contracts	Unrealized appreciation on futures contracts	$	73	*	Unrealized depreciation on futures contracts	$	—	*
	Unrealized appreciation on swap contracts		2,511	†	Unrealized depreciation on swap contracts		—	†
Total Derivatives not accounted for as hedging instruments		$	2,584			$	—
Large Cap Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	721	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	721			$	—
Tax-Managed Large Cap Fund
Equity contracts	Unrealized appreciation on futures contracts	$	268	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	268			$	—
S&P 500 Index Fund
Equity contracts	Unrealized appreciation on futures contracts	$	500	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	500			$	—
U.S. Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	110	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	110			$	—
Global Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	124	*	Unrealized depreciation on futures contracts		—	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		2,241		Unrealized loss on forward foreign currency contracts		309
Total Derivatives not accounted for as hedging instruments		$	2,365			$	309

SEI Institutional Managed Trust

345

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	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
Tax-Managed Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	141	*	Unrealized depreciation on futures contracts	$	—	*
Total Derivatives not accounted for as hedging instruments		$	141			$	—
Tax-Managed International Managed Volatility Fund
Equity contracts	Unrealized appreciation on futures contracts	$	38	*	Unrealized depreciation on futures contracts	$	9	*
Total Derivatives not accounted for as hedging instruments		$	38			$	9
Core Fixed Income Fund
Interest rate contracts	Investments, at value**	$	357		Options written, at value	$	411
	Unrealized appreciation on future contracts	$	2,295	*	Unrealized depreciation on future contracts	$	1,861	*
	Unrealized appreciation on swap contracts		4,169	†	Unrealized depreciation on swap contracts		157	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		707		Unrealized loss on forward foreign currency contracts		1,550
	Investments, at value**		7		Options written, at value		—
Credit contracts	Unrealized appreciation on swap contracts		61	†	Unrealized depreciation on swap contracts		19	†
Total Derivatives not accounted for as hedging instruments		$	7,596			$	3,998
High Yield Bond Fund
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts	$	6		Unrealized loss on forward foreign currency contracts	$	—
Total Derivatives not accounted for as hedging instruments		$	6			$	—
Dynamic Asset Allocation Fund
Equity contracts	Unrealized appreciation on futures contracts	$	3,407	*	Unrealized depreciation on futures contracts	$	—	*
	Investments, at value**		3,768		Options and Swaptions written, at value		2,208
Interest Rate contracts	Unrealized appreciation on swap contracts		14,812	†	Unrealized depreciation on swap contracts		11,168	†
Commodity contracts	Unrealized appreciation on swap contracts		388	†	Unrealized depreciation on swap contracts		—	†
Total Derivatives not accounted for as hedging instruments		$	22,375			$	13,376
Multi-Strategy Alternative Fund
Equity contracts	Investments, at value**	$	11		Options and Swaptions written, at value	$	4
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		17		Unrealized loss on forward foreign currency contracts		1
Credit contracts	Unrealized appreciation on swap contracts		—	†	Unrealized depreciation on swap contracts		19	†
Total Derivatives not accounted for as hedging instruments		$	28			$	24

346

SEI Institutional Managed Trust

	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
Liquid Alternative Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	—	*	Unrealized depreciation on futures contracts	$	332	*
Foreign exchange contracts	Unrealized appreciation on futures contracts		3,160	*	Unrealized depreciation on futures contracts		—	*
Equity contracts	Unrealized appreciation on futures contracts		877	*	Unrealized depreciation on futures contracts		72	*
Total Derivatives not accounted for as hedging instruments		$	4,037			$	404
Multi-Asset Accumulation Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	7,042	*	Unrealized depreciation on futures contracts	$	276	*
Equity Contracts	Unrealized appreciation on futures contracts		12,562	*	Unrealized appreciation on futures contracts		1,359	*
	Unrealized appreciation on swap contracts		503	†	Unrealized depreciation on swap contracts		349	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,165		Unrealized loss on forward foreign currency contracts		1,081
Commodity contracts	Unrealized appreciation on futures contracts		12,478	*	Unrealized depreciation on future contracts		1,625	*
Total Derivatives not accounted for as hedging instruments		$	35,750			$	4,690
Multi-Asset Income Fund
Interest rate contracts	Unrealized appreciation on				Unrealized depreciation on
	futures contracts	$	748	*	futures contracts	$	259	*
	Unrealized appreciation on swap contracts		546	†	Unrealized depreciation on swap contracts		1,000	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		334		Unrealized loss on forward foreign currency contracts		294
	Investments, at value**		1		Options and Swaptions written, at value		11
Credit contracts	Unrealized appreciation on swap contracts		462	†	Unrealized depreciation on swap contracts		38	†
Total Derivatives not accounted for as hedging instruments		$	2,091			$	1,602
Multi-Asset Inflation Managed Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	90	*	Unrealized depreciation on futures contracts	$	21	*
	Unrealized appreciation on swap contracts		1,831	†	Unrealized depreciation on swap contracts		—	†
Equity contracts	Unrealized appreciation on futures contracts		—	*	Unrealized depreciation on futures contracts		327	*
	Investments, at value**		140		Options and Swaptions written, at value		87
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		20		Unrealized loss on forward foreign currency contracts		—
Commodity contracts	Unrealized appreciation on futures contracts		9,504	*	Unrealized depreciation on future contracts		6,278	*
Credit contracts	Unrealized appreciation on swaps contracts		401	†	Unrealized depreciation on swaps contracts		718	†
Total Derivatives not accounted for as hedging instruments		$	11,986			$	7,431

SEI Institutional Managed Trust

347

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Asset Derivatives				Liability Derivatives
	Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location	Fair Value
Multi-Asset Capital Stability Fund
Interest rate contracts	Unrealized appreciation on futures contracts	$	329	*	Unrealized depreciation on futures contracts	$	28	*
	Unrealized appreciation on swap contracts		326	†	Unrealized depreciation on swap contracts		10	†
Equity contracts	Unrealized appreciation on futures contracts		2,194	*	Unrealized depreciation on futures contracts		154	*
	Unrealized appreciation on swap contracts		132	†	Unrealized depreciation on swap contracts		—	†
	Investments, at value**		12		Options written, at value		6
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		1,960		Unrealized loss on forward foreign currency contracts		888
Credit contracts	Unrealized appreciation on swap contracts		353	†	Unrealized depreciation on swap contracts		—	†
Total Derivatives not accounted for as hedging instruments		$	5,306			$	1,086

* 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.

** Includes purchased options and/or swaptions.

The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the year or period ended March 31, 2024:

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures		Forward Currency Contracts		Swaps		Total
Large Cap Fund
Equity contracts	$	—	$	—	$	1,340	$	—	$	—	$	1,340
Total	$	—	$	—	$	1,340	$	—	$	—	$	1,340
Large Cap Value Fund
Equity contracts	$	—	$	—	$	958	$	—	$	—	$	958
Total	$	—	$	—	$	958	$	—	$	—	$	958
Large Cap Growth Fund
Equity contracts	$	—	$	—	$	2,062	$	—	$	13,449	$	15,511
Total	$	—	$	—	$	2,062	$	—	$	13,449	$	15,511
Large Cap Index Fund
Equity contracts	$	—	$	—	$	3,109	$	—		—	$	3,109
Total	$	—	$	—	$	3,109	$	—	$	—	$	3,109
Tax-Managed Large Cap Fund
Equity contracts	$	—	$	—	$	2,273	$	—	$	—	$	2,273
Total	$	—	$	—	$	2,273	$	—	$	—	$	2,273
S&P 500 Index Fund
Equity contracts	$	—	$	—	$	2,450	$	—	$	—	$	2,450
Total	$	—	$	—	$	2,450	$	—	$	—	$	2,450
Small Cap Fund
Equity contracts	$	—	$	—	$	9	$	—	$	—	$	9
Total	$	—	$	—	$	9	$	—	$	—	$	9

348

SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts			Swaps			Total
Small Cap Value Fund
Equity contracts	$	—		$	—	$	(116	)	$	—		$	—		$	(116	)
Total	$	—		$	—	$	(116	)	$	—		$	—		$	(116	)
Small Cap Growth Fund
Equity contracts	$	—		$	—	$	(70	)		—		$	—		$	(70	)
Total	$	—		$	—	$	(70	)	$	—		$	—		$	(70	)
Tax-Managed Small/Mid Cap Fund
Equity contracts	$	—		$	—	$	(3	)	$	—		$	—		$	(3	)
Total	$	—		$	—	$	(3	)	$	—		$	—		$	(3	)
Mid-Cap Fund
Equity contracts	$	—		$	—	$	159		$	—		$	—		$	159
Total	$	—		$	—	$	159		$	—		$	—		$	159
U.S. Managed Volatility Fund
Equity contracts	$	—		$	—	$	638		$	—		$	—		$	638
Total	$	—		$	—	$	638		$	—		$	—		$	638
Global Managed Volatility Fund
Foreign exchange contracts	$	—		$	—	$	—		$	957		$	—		$	957
Equity contracts		—			—		753			—			—			753
Total	$	—		$	—	$	753		$	957		$	—		$	1,710
Tax-Managed Managed Volatility Fund
Equity contracts	$	—		$	—	$	1,132		$	—		$	—		$	1,132
Total	$	—		$	—	$	1,132		$	—		$	—		$	1,132
Tax-Managed International Managed Volatility Fund
Foreign exchange contracts	$	—		$	—	$	—		$	(37	)	$	—		$	(37	)
Equity contracts		—			—		338			—			—			338
Total	$	—		$	—	$	338		$	(37	)	$	—		$	301
Core Fixed Income Fund
Interest rate contracts	$	—		$	—	$	(5,943	)	$	—		$	3,020		$	(2,923	)
Foreign exchange contracts		(222	)		15		—			(852	)		—			(1,059	)
Credit contracts		—			—		—			—			1,238			1,238
Equity contracts		(4,073	)		4,775		—			—			—			702
Total	$	(4,295	)	$	4,790	$	(5,943	)	$	(852	)	$	4,258		$	(2,042	)
High Yield Bond Fund
Foreign exchange contracts	$	—		$	—	$	—		$	(8	)	$	—		$	(8	)
Total	$	—		$	—	$	—		$	(8	)	$	—		$	(8	)
Dynamic Asset Allocation Fund
Interest rate contracts	$	—		$	—	$	—		$	—		$	795		$	795
Equity contracts		(4,955	)		1,765		9,627			—			1,155			7,592
Commodity contracts		—			—		—			—			(3,706	)		(3,706	)
Total	$	(4,955	)	$	1,765	$	9,627		$	—		$	(1,756	)	$	4,681
Multi-Strategy Alternative Fund
Foreign exchange contracts	$	—		$	—	$	—		$	(20	)	$	—		$	(20	)
Credit contracts		—			—		—			—			(221	)		(221	)
Equity contracts		(111	)		56		—			—			—			(55	)
Total	$	(111	)	$	56	$	—		$	(20	)	$	(221	)	$	(296	)

SEI Institutional Managed Trust

349

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions		Futures			Forward Currency Contracts		Swaps			Total
Liquid Alternative Fund
Interest rate contracts	$	—		$	—	$	(752	)	$	—	$	—		$	(752	)
Foreign exchange contracts		—			—		(1,267	)		—		—			(1,267	)
Equity contracts		—			—		5,445			—		—			5,445
Total	$	—		$	—	$	3,426		$	—	$	—		$	3,426
Multi-Asset Accumulation Fund
Interest rate contracts	$	—		$	—	$	(21,335	)	$	—	$	—		$	(21,335	)
Foreign exchange contracts		—			—		—			2,689		—			2,689
Equity contracts		—			—		65,845			—		(3,303	)		62,542
Commodity contracts		—			—		(11,785	)		—		—			(11,785	)
Total	$	—		$	—	$	32,725		$	2,689	$	(3,303	)	$	32,111
Multi-Asset Income Fund
Interest rate contracts	$	—		$	—	$	(927	)	$	—	$	224		$	(703	)
Foreign exchange contracts		(178	)		52		—			500		—			374
Credit contracts		—			—		—			—		158			158
Equity contracts		(36	)		30		—			—		—			(6	)
Total	$	(214	)	$	82	$	(927	)	$	500	$	382		$	(177	)
Multi-Asset Inflation Managed Fund
Interest rate contracts	$	—		$	—	$	(277	)	$	—	$	500		$	223
Foreign exchange contracts		—			—		—			68		—			68
Credit contracts		—			—		—			—		(305	)		(305	)
Equity contracts		(139	)		73		(3,587	)		—		—			(3,653	)
Commodity contracts		—			—		(5,529	)		—		—			(5,529	)
Total	$	(139	)	$	73	$	(9,393	)	$	68	$	195		$	(9,196	)
Multi-Asset Capital Stability Fund
Interest rate contracts	$	—		$	—	$	(227	)	$	—	$	(253	)	$	(480	)
Foreign exchange contracts		—			—		—			4,593		—			4,593
Credit contracts		—			—		—			—		280			280
Equity contracts		(312	)		266		12,917			—		—			12,871
Total	$	(312	)	$	266	$	12,690		$	4,593	$	27		$	17,264

Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions		Written Options and Swaptions		Futures		Forward Currency Contracts		Swaps		Total
Large Cap Fund
Equity contracts	$	—	$	—	$	304	$	—	$	—	$	304
Total	$	—	$	—	$	304	$	—	$	–	$	304
Large Cap Value Fund
Equity contracts	$	—	$	—	$	176	$	—	$	—	$	176
Total	$	—	$	—	$	176	$	—	$	–	$	176
Large Cap Growth Fund
Equity contracts	$	—	$	—	$	139	$	—	$	3,207	$	3,346
Total	$	—	$	—	$	139	$	—	$	3,207	$	3,346
Large Cap Index Fund
Equity contracts	$	—	$	—	$	1,327	$	—	$	—	$	1,327
Total	$	—	$	—	$	1,327	$	—	$	–	$	1,327

350

SEI Institutional Managed Trust

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions			Futures			Forward Currency Contracts		Swaps			Total
Tax-Managed Large Cap Fund
Equity contracts	$	—		$	—		$	634		$	—	$	—		$	634
Total	$	—		$	—		$	634		$	—	$	–		$	634
S&P 500 Index Fund
Equity contracts	$	—		$	—		$	1,453		$	—	$	—		$	1,453
Total	$	—		$	—		$	1,453		$	—	$	–		$	1,453
U.S. Managed Volatility Fund
Equity contracts	$	—		$	—		$	359		$	—	$	—		$	359
Total	$	—		$	—		$	359		$	—	$	–		$	359
Global Managed Volatility Fund
Foreign exchange contracts	$	—		$	—		$	—		$	84	$	—		$	84
Equity contracts		—			—			307			—		—			307
Total	$	—		$	—		$	307		$	84	$	–		$	391
Tax-Managed Managed Volatility Fund
Equity contracts	$	—		$	—		$	342		$	—	$	—		$	342
Total	$	—		$	—		$	342		$	—	$	–		$	342
Tax-Managed International Managed Volatility Fund
Equity contracts	$	—		$	—		$	28		$	—	$	—		$	28
Total	$	—		$	—		$	28		$	—	$	–		$	28
Core Fixed Income Fund
Interest rate contracts	$	—		$	—		$	6,840		$	—	$	(3,611	)	$	3,229
Foreign exchange contracts		(60	)		—			—			389		—			329
Credit contracts		—			—			—			—		162			162
Equity contracts		(659	)		1,229			—			—		—			570
Total	$	(719	)	$	1,229		$	6,840		$	389	$	(3,449	)	$	4,290
High Yield Bond Fund
Foreign exchange contracts	$	—		$	—		$	—		$	8	$	—		$	8
Total	$	—		$	—		$	—		$	8	$	–		$	8
Dynamic Asset Allocation Fund
Interest rate contracts	$	—		$	—		$	—		$	—	$	(2,108	)	$	(2,108	)
Equity contracts		(1,157	)		(686	)		6,106			—		6,903			11,166
Commodity contracts		—			—			—			—		976			976
Total	$	(1,157	)	$	(686	)	$	6,106		$	—	$	5,771		$	10,034
Multi-Strategy Alternative Fund
Foreign exchange contracts	$	—		$	—		$	—		$	5	$	—		$	5
Credit contracts		—			—			—			—		42			42
Equity contracts		(41	)		3			—			—		—			(38	)
Total	$	(41	)	$	3		$	—		$	5	$	42		$	9
Liquid Alternative Fund
Interest rate contracts	$	—		$	—		$	(523	)	$	—	$	—		$	(523	)
Foreign exchange contracts		—			—			3,119			—		—			3,119
Equity contracts		—			—			905			—		—			905
Total	$	—		$	—		$	3,501		$	—	$	–		$	3,501

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March 31, 2024 (Unaudited)

Derivatives Not Accounted for as Hedging Instruments	Purchased Options and Swaptions			Written Options and Swaptions			Futures			Forward Currency Contracts			Swaps			Total
Multi-Asset Accumulation Fund
Interest rate contracts	$	—		$	—		$	38,353		$	—		$	—		$	38,353
Foreign exchange contracts		—			—			—			(4,375	)		—			(4,375	)
Equity contracts		—			—			34,507			—			415			34,922
Commodity contracts		—			—			15,062			—			—			15,062
Total	$	—		$	—		$	87,922		$	(4,375	)	$	415		$	83,962
Multi-Asset Income Fund
Interest rate contracts	$	—		$	—		$	4,453		$	—		$	(714	)	$	3,739
Foreign exchange contracts		(143	)		37			—			(361	)		—			(467	)
Credit contracts		—			—			—			—			28			28
Equity contracts		7			—			—			—			—			7
Total	$	(136	)	$	37		$	4,453		$	(361	)	$	(686	)	$	3,307
Multi-Asset Inflation Managed Fund
Interest rate contracts	$	—		$	—		$	374		$	—		$	(857	)	$	(483	)
Foreign exchange contracts		—			—			—			(87	)		—			(87	)
Credit contracts		—			—			—			—			(307	)		(307	)
Equity contracts		51			(13	)		(1,414	)		—			—			(1,376	)
Commodity contracts		—			—			3,725			—			—			3,725
Total	$	51		$	(13	)	$	2,685		$	(87	)	$	(1,164	)	$	1,472
Multi-Asset Capital Stability Fund
Interest rate contracts	$	—		$	—		$	1,062		$	—		$	763		$	1,825
Foreign exchange contracts		—			—			—			(1,417	)		—			(1,417	)
Credit contracts		—			—			—			—			358			358
Equity contracts		(120	)		(8	)		3,065			—			81			3,018
Total	$	(120	)	$	(8	)	$	4,127		$	(1,417	)	$	1,202		$	3,784

The following table discloses the average quarterly balances of the Funds' derivative activity during the year or period ended March 31, 2024 ($ Thousands):

	Large Cap Fund		Large Cap Value Fund		Large Cap Growth Fund		Large Cap Index Fund		Tax-Managed Large Cap Fund
Futures Contracts:
Average Notional Balance Long	$	7,917	$	8,602	$	10,105	$	28,077	$	12,619
Credit Default Swaps:
Average Notional Balance Buy Protection		–		–		37,810		–		–

	S&P 500 Index Fund
Futures Contracts:
Average Notional Balance Long	$	18,060

	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:
Average Notional Balance Long	$	401	$	8,118	$	4,942	$	5,009	$	1,847
Forward Foreign Currency Contracts:
Average Notional Balance Long		–		–		354,658		–		–
Average Notional Balance Short		–		–		356,182		–		–

352

SEI Institutional Managed Trust

	Core Fixed Income Fund		High Yield Bond Fund		Dynamic Asset Allocation Fund		Multi-Strategy Alternative Fund		Liquid Alternative Fund
Futures Contracts:
Average Notional Balance Long	$	946,066	$	–	$	110,527	$	–	$	114,684
Average Notional Balance Short		210,808		–		–		–		100,341
Forward Foreign Currency Contracts:
Average Notional Balance Long		80,613		454		–		1,426		–
Average Notional Balance Short		80,294		455		–		1,432		–
Credit Default Swaps:
Average Notional Balance Buy Protection		8,467		–		–		11,147		–
Average Notional Balance Sell Protection		117,741		–		–		–		–
Total Return Swaps
Average Notional Balance Long		–		–		70,978		–		–
Average Notional Balance Short		–		–		–		–		–
Interest Rate Swaps
Average Notional Balance		182,353		–		5,619,491		–		–
Options/Swaptions:
Average Notional Balance Long†		582		–		4,033		51		–
Average Notional Balance Short†		875		–		1,401		18		–

	Multi-Asset Accumulation Fund		Multi-Asset Income Fund		Multi-Asset Inflation Managed Fund		Multi-Asset Capital Stability Fund
Futures Contracts:
Average Notional Balance Long	$	2,347,429	$	220,273	$	170,689	$	230,140
Average Notional Balance Short		66,743		17,282		51,452		16,709
Forward Foreign Currency Contracts:
Average Notional Balance Long		634,818		73,373		2,198		264,855
Average Notional Balance Short		634,894		73,258		2,237		267,282
Credit Default Swaps:
Average Notional Balance Buy Protection		–		3,939		54,920		–
Average Notional Balance Sell Protection		15,691		33,728		32,535		15,691
Total Return Swaps
Average Notional Balance Long		48,180		–		–		–
Average Notional Balance Short		32,583		–		–		–
Interest Rate Swaps
Average Notional Balance		–		294,494		157,464		25,707
Options/Swaptions:
Average Notional Balance Long†		–		97		60		51
Average Notional Balance Short†		–		32		43		30

^† Represents cost.

A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as

SEI Institutional Managed Trust

353

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund’s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.

Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission (“CFTC”), or the applicable regulator. In the U.S., counterparty risk is reduced as placement due to the Fund assets in the segregated account. Additionally, portability of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives. Refer to each Funds Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value, variation margin and collateral of exchange-traded or centrally cleared financial derivative instruments.

International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (“ISDA Master Agreements”) govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or 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.

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SEI Institutional Managed Trust

The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2024 ($ 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	$	682	$	—	$	—	$	682	$	23	$	—	$	—	$	—	$	23	$	659		$	—	$	659
BNP Paribas		435		—		—		435		31		—		—		—		31		404			—		404
Brown Brothers Harriman		142		—		—		142		248		—		—		—		248		(106	)		—		(106	)
Standard Chartered		276		—		—		276		—		—		—		—		—		276			—		276
Westpack Banking		706		—		—		706		7		—		—		—		7		699			—		699
Total Over the Counter	$	2,241	$	—	$	—	$	2,241	$	309	$	—	$	—	$	—	$	309

	Financial Derivative Assets								Financial Derivative Liabilities
Core Fixed Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
BNP Paribas	$	—	$	—	$	—	$	—	$	174	$	—	$	—	$	—	$	174	$	(174	)	$	—	$	(174	)
Citigroup		156		—		—		156		286		—		157		—		443		(287	)		—		(287	)
Goldman Sachs		302		—		—		302		76		—		—		—		76		226			—		226
Morgan Stanley		249		—		—		249		1,014		—		—		—		1,014		(765	)		—		(765	)
Total Over the Counter	$	707	$	—	$	—	$	707	$	1,550	$	—	$	157	$	—	$	1,707

	Financial Derivative Assets								Financial Derivative Liabilities
High Yield Bond 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	$	6	$	—	$	—	$	6	$	—	$	—	$	—	$	—	$	—	$	6	$	—	$	6
Total Over the Counter	$	6	$	—	$	—	$	6	$	—	$	—	$	—	$	—	$	—

	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	$	—	$	3,383	$	—	$	3,383	$	—	$	2,038	$	—	$	—	$	2,038	$	1,345	$	—	$	1,345
Goldman Sachs		—		385		388		773		—		170		—		—		170		603		—		603
Total Over the Counter	$	—	$	3,768	$	388	$	4,156	$	—	$	2,208	$	—	$	—	$	2,208

	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	$	2	$	—	$	—	$	2	$	1	$	—	$	—	$	—	$	1	$	1	$	—	$	1
BNYMellon		15		—		—		15		—		—		—		—		—		15		—		15
Total Over the Counter	$	17	$	—	$	—	$	17	$	1	$	—	$	—	$	—	$	1

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	—	$	366	$	366	$	—	$	—	$	197	$	—	$	197	$	169		$	—	$	169
Bank of New York		21		—		—		21		22		—		—		—		22		(1	)		—		(1	)
Barclays		180		—		—		180		—		—		—		—		—		180			—		180
Brown Brothers Harriman		5		—		—		5		6		—		—		—		6		(1	)		—		(1	)
Citibank		—		—		137		137		—		—		120		—		120		17			—		17

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355

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Accumulation Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives		Collateral (Received) Pledged		Net Exposures(1)
Citigroup		1,414		—		—		1,414		589		—		—		—		589		825		—		825
JPMorgan Chase Bank		1,255		—		—		1,255		455		—		32		—		487		768		—		768
State Street		290		—		—		290		9		—		—		—		9		281		—		281
Total Over the Counter	$	3,165	$	—	$	503	$	3,668	$	1,081	$	—	$	349	$	—	$	1,430

	Financial Derivative Assets								Financial Derivative Liabilities
Multi-Asset Income Fund	Forward Foreign Currency Contracts		Purchased Options and Swaptions		Swap Agreements		Total Over the Counter		Forward Foreign Currency Contracts		Written Options and Swaptions		Swap Agreements		Reverse Repurchase Agreements		Total Over the Counter		Net Market Value of OTC Derivatives			Collateral (Received) Pledged		Net Exposures(1)
Bank of America	$	—	$	—	$	—	$	—	$	6	$	—	$	—	$	—	$	6	$	(6	)	$	—	$	(6	)
BNP Paribas		3		—		—		3		5		—		—		—		5		(2	)		—		(2	)
Citigroup		143		—		—		143		157		—		—		—		157		(14	)		—		(14	)
Goldman Sachs		96		—		—		96		36		—		—		—		36		60			—		60
JPMorgan Chase		84		—		—		84		8		—		53		—		61		23			—		23
Morgan Stanley		8		—		—		8		70		—		—		—		70		(62	)		—		(62	)
RBC		—		—		—		—		3		—		—		—		3		(3	)		—		(3	)
State Street		—		—		—		—		4		—		—		—		4		(4	)		—		(4	)
Westpac Banking		—		—		—		—		5		—		—		—		5		(5	)		—		(5	)
Total Over the Counter	$	334	$	—	$	—	$	334	$	294	$	—	$	53	$	—	$	347

	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)
Chase Securities	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	70,747	$	70,747	$	(70,747	)	$	—	$	( 70,747	)
Citibank		—		—		—		—		—		—		20		—		20		20			—		20
Deutsche Bank		20		—		—		20		—		—		28		—		28		(8	)		—		(8	)
Goldman Sachs		—		—		—		—		—		—		33		—		33		(33	)		—		(33	)
Total Over the Counter	$	20	$	—	$	—	$	20	$	—	$	—	$	81	$	70,747	$	70,828

	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	$	45	$	—	$	—	$	45	$	83	$	—	$	—	$	—	$	83	$	(38	)	$	—	$	(38	)
Barclays PLC		—		—		—		—		4		—		—		—		4		(4	)		—		(4	)
BNP Paribas		19		—		—		19		—		—		—		—		—		19			—		19
Brown Brothers Harriman		201		—		—		201		196		—		—		—		196		5			—		5
Citigroup		8		—		—		8		31		—		—		—		31		(23	)		—		(23	)
Deutsche Bank		87		—		—		87		62		—		—		—		62		25			—		25
Goldman Sachs		91		—		132		223		142		—		—		—		142		81			—		81
HSBC		1,072		—		—		1,072		15		—		—		—		15		1,057			—		1,057
JPMorgan Chase Bank		89		—		—		89		24		—		—		—		24		65			—		65
Merrill Lynch		127		—		—		127		160		—		—		—		160		(33	)		—		(33	)
Morgan Stanley		161		—		—		161		112		—		—		—		112		49			—		49
RBS		46		—		—		46		58		—		—		—		58		(12	)		—		(12	)
UBS		14		—		—		14		1		—		—		—		1		13			—		13
Total Over the Counter	$	1,960	$	—	$	132	$	2,092	$	888	$	—	$	—	$	—	$	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.

356

SEI Institutional Managed Trust

5. BASIS FOR CONSOLIDATION FOR THE DYNAMIC ASSET ALLOCATION FUND, 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, 2024 ($ Thousands)		% of Total Net Assets at March 31, 2024
Dynamic Commodity Strategy Subsidiary, Ltd.		March 28, 2018	$	102,587		12.6	%
Accumulation Commodity Strategy Subsidiary, Ltd.		April 9, 2012		223,500		16.0	%
Inflation Commodity Strategy Subsidiary Ltd.		April 9, 2012		128,755		20.6	%

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	$	2,265		$	7,116		$	3,444
Net Realized Gain (Loss) on:
Investments		—			(77	)		2,834
Futures Contracts		2,730			(11,785	)		(5,529	)
Swap Contracts		(5,066	)		—			—
Purchased Options and Swaptions		—			—			(139	)
Written Options and Swaptions		—			—			73
Net realized loss on securities sold, not yet purchased		—			—			(2,838	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		—			43			155
Futures Contracts		1,663			15,062			3,815
Swap Contracts		1,873			—			—
Purchased Options and Swaptions		—			—			51
Written Options and Swaptions		—			—			(13	)

	Dynamic Commodity Strategy Subsidiary, Ltd. ($ Thousands)		Accumulation Commodity Strategy, Ltd. ($ Thousands)		Inflation Commodity Strategy Subsidiary, Ltd. ($ Thousands)
Total gains and losses attributed to the Funds' investment in Subsidiaries	$	3,465	$	3,243	$	1,853

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,

SEI Institutional Managed Trust

357

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

based on average daily net assets of each respective Class of Shares, in connection with the ongoing servicing of shareholder accounts owning such shares. The Funds have also adopted an, administrative services plan and agreement (the “Administrative Service Plan”) with respect to Class I Shares that allows such Shares to pay service providers a fee, based on average daily net assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.

The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, proxy fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The voluntary waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

The Administrator has voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the Conservative Income and Tax Free Conservative Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets.

358

SEI Institutional Managed Trust

The following is a summary of annual fees payable to the Adviser and Distributor and the voluntary expense limitations for each fund:

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Large Cap Fund
Class F		0.3900	%		0.25	%		—			0.89	%
Class Y		0.3900	%		—			—			0.64	%
Large Cap Value Fund
Class F		0.3500	%		0.25	%		—			0.89	%
Class I		0.3500	%		0.25	%		0.25	%		1.11	%
Class Y		0.3500	%		—			—			0.64	%
Large Cap Growth Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class I		0.4000	%		0.25	%		0.25	%		1.11	%
Class Y		0.4000	%		—			—			0.64	%
Large Cap Index Fund
Class F		0.0500	%		0.25	%		—			0.25	%
Tax-Managed Large Cap Fund
Class F		0.4000	%		0.25	%		—			0.89	%
Class Y		0.4000	%		—			—			0.64	%
S&P 500 Index Fund
Class F		0.0300	%		0.25	%		—			0.25	%
Class I		0.0300	%		0.25	%		0.25	%		0.65	%
Small Cap Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Value Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%
Small Cap Growth Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Small/Mid Cap Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.89	%
Mid-Cap Fund
Class F		0.4000	%		0.25	%		—			0.98	%
Class I		0.4000	%		0.25	%		0.25	%		1.20	%
Class Y		0.4000	%		—			—			0.73	%
U.S. Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			0.90	%
Class I		0.6500	%		0.25	%		0.25	%		1.15	%
Class Y		0.6500	%		—			—			0.65	%
Global Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.86	%
Tax-Managed Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.00	%
Class Y		0.6500	%		—			—			0.75	%

SEI Institutional Managed Trust

359

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Advisory Fees			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Tax-Managed International Managed Volatility Fund
Class F		0.6500	%		0.25	%		—			1.11	%
Class Y		0.6500	%		—			—			0.86	%
Real Estate Fund
Class F		0.6500	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.25	%		0.25	%		1.36	%
Class Y		0.6500	%		—			—			0.89	%
Core Fixed Income Fund
Class F		0.2750	%		0.25	%		—			0.66	%
Class I		0.2750	%		0.25	%		0.25	%		0.88	%
Class Y		0.2750	%		—			—			0.41	%
High Yield Bond Fund
Class F		0.4875	%		0.25	%		—			0.89	%
Class I		0.4875	%		0.25	%		0.25	%		1.11	%
Class Y		0.4875	%		—			—			0.64	%
Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Tax-Free Conservative Income Fund
Class F		0.1000	%		0.25	%		—			0.30	%
Class Y		0.1000	%		—			—			0.20	%
Real Return Fund
Class F		0.2200	%		0.25	%		—			0.45	%
Class Y		0.2200	%		—			—			0.35	%
Dynamic Asset Allocation Fund
Class F		0.6000	%		0.25	%		—			0.75	%
Class Y		0.6000	%		—			—			0.50	%
Multi-Strategy Alternative Fund
Class F		1.5000	%		0.25	%		—			1.35	%
Class Y		1.5000	%		—			—			1.10	%
Liquid Alternative Fund
Class F		0.5000	%		0.25	%		—			1.05	%
Class Y		0.5000	%		—			—			0.80	%
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	%		—			1.24	%
Class Y		0.5500	%		—			—			0.98	%
Multi-Asset Capital Stability Fund
Class F		0.4000	%		0.25	%		—			0.62	%
Class Y		0.4000	%		—			—			0.52	%

360

SEI Institutional Managed Trust

The following is a summary of annual fees payable to the Administrator:

	First $1.5 Billion		Next $500 Million		Next $500 Million		Next $500 Million		Over $3 Billion
Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Large Cap Index Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Large Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Value Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Small Cap Growth Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Small/Mid Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Mid-Cap Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
U.S. Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Global Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed Managed Volatility Fund	0.300	%	0.2550	%	0.2100	%	0.1650	%	0.120	%
Tax-Managed International Managed Volatility Fund	0.400	%	0.3400	%	0.2800	%	0.2350	%	0200	%
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	%
Liquid 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, 2024, 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

Copeland and Capital Management LLC

Fred Alger Management, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC    

Large Cap Value Fund

Brandywine Global Investment Management, LLC

Cullen Capital Management, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Large Cap Growth Fund

Fred Alger Management, LLC

Mackenzie Investment Corporation

Parametric Portfolio Associates LLC

PineStone Asset Management Inc.

Large Cap Index Fund

SSGA Funds Management, Inc.

Tax-Managed Large Cap Fund

Brandywine Global Investment Management, LLC

Cullen Capital Management, LLC

LSV Asset Management*

Mar Vista Investment Partners, LLC

Parametric Portfolio Associates LLC

PineStone Asset Management Inc.

S&P 500 Index Fund

SSGA Funds Management, Inc.

Small Cap Fund

Copeland Capital Management, LLC

EAM Investors, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Los Angeles Capital Management, LLC

Leeward Investments, LLC

Parametric Portfolio Associates LLC

Small Cap Value Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

SEI Institutional Managed Trust

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

Small Cap Growth Fund

ArrowMark Colorado Holdings LLC

EAM Investors LLC

Jackson Creek Investment Advisors, LLC

Parametric Portfolio Associates LLC

Tax-Managed Small/Mid Cap Fund

Cardinal Capital Management, LLC

Easterly Investment Partners LLC

Hillsdale Investment Management Inc.

Martingale Asset Management, LP

Parametric Portfolio Associates LLC

Rice Hall James & Associates LLC

Mid-Cap Fund

Leeward Investments, LLC

Los Angeles Capital Management LLC

U.S. Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Global Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

Tax-Managed Managed Volatility Fund

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Tax-Managed International Managed Volatility Fund

Acadian Asset Management LLC

Allspring Global Investments, LLC

LSV Asset Management*

Parametric Portfolio Associates LLC

Real Estate Fund

CenterSquare Investment Management LLC

Core Fixed Income Fund

Allspring Global Investments, LLC

Jennison Associates LLC

MetLife Investment Management, LLC

Metropolitan West Asset Management, LLC

Western Asset Management Company, LLC

Western Asset Management Company Limited

High Yield Bond Fund

Ares Capital Management II LLC

Benefit Street Partners, LLC

Brigade Capital Management, LP

J.P. Morgan Investment Management, Inc.

T. Rowe Price Associates, Inc.

Conservative Income Fund

BlackRock Advisors, LLC

Tax-Free Conservative Income Fund

BlackRock Advisors, LLC

Dynamic Asset Allocation Fund

SSGA Funds Management, Inc.

Multi-Strategy Alternative Fund

Brigade Capital Management, LP

Global Credit Advisers, LLC

Kettle Hill Capital Management LLC

Mountaineer Partners Management, LLC

Liquid Alternative Fund

Dynamic Beta Investments, LLC

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Goldman Sachs Asset Management, LP

Western Asset Management Company, LLC

Western Asset Management Company Limited

Western Asset Management Company PTE Ltd.

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

Columbia Management Investments Advisers, LLC

Credit Suisse Asset Management, LLC

Franklin Advisers, Inc.

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Janus Henderson Investors US LLC

* Affiliated

Under the investment sub-advisory agreements, each sub-adviser receives a fee paid by SIMC.

Brokerage Commissions Paid to Affiliates — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.

Such commissions for the six month period ended March 31, 2024 were as follows ($ Thousands):

Multi-Asset Income Fund $ 1

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.

362

SEI Institutional Managed Trust

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, 2024 were as follows ($ Thousands):

Large Cap Fund	$	168
Large Cap Value Fund		216
Tax-Managed Large Cap Fund		322
Small Cap Value Fund		363
U.S. Managed Volatility Fund		452
Tax-Managed Managed Volatility Fund		632
Tax-Managed International Managed Volatility Fund		190
	$	2,343

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 ended March 31, 2024, can be found on the Statements of Operations or Consolidated Statements of Operations and Financial Highlights or Consolidated Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest in the SEI Daily Income Trust Government Fund, an affiliated money market fund, to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash

collateral from the securities lending program in the SEI Liquidity Fund, LP.

Each of the Large Cap Index and S&P 500 Index Funds may purchase companies with which it is affiliated to the extent these companies are represented in its benchmark index.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (“the Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds.

Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula annually reviewed by the Board. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.

For the six month period ended March 31, 2024, the following Funds borrowed funds from the 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
New Covenant Growth Fund		01/19/24		01/22/24	$	14,550	$	3		6.32	%
SIMT High Yield Bond		02/21/24		02/22/24	$	23,185	$	4		6.32	%

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2024 and the year or period ended September 30, 2023.

	Large Cap Fund					Large Cap Value Fund					Large Cap Growth Fund					Large Cap Index Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		9,002		10,569			3,545		5,852			1,630		3,175			6,782		12,282
Shares Issued in Lieu of Dividends and Distributions		6,513		11,216			2,533		4,199			4,461		2,310			444		953
Shares Redeemed		(26,319	)	(26,399	)		(5,532	)	(9,890	)		(5,534	)	(8,031	)		(12,118	)	(17,602	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(10,804	)	(4,614	)		546		161			557		(2,546	)		(4,892	)	(4,367	)
Class I:
Shares Issued		–		–			4		2			3		5			–		–
Shares Issued in Lieu of Dividends and Distributions		–		–			3		7			8		5			–		–
Shares Redeemed		–		–			(4	)	(46	)		(3	)	(24	)		–		–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–		–			3		(37	)		8		(14	)		–		–

SEI Institutional Managed Trust

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Large Cap Fund					Large Cap Value Fund					Large Cap Growth Fund					Large Cap Index Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class Y:
Shares Issued		661		623			253		673			121		445			–		–
Shares Issued in Lieu of Dividends and Distributions		218		368			273		708			500		412			–		–
Shares Redeemed		(812	)	(1,052	)		(1,265	)	(3,739	)		(1,095	)	(2,692	)		–		–
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		67		(61	)		(739	)	(2,358	)		(474	)	(1,835	)		–		–
Increase (Decrease) in Capital Shares		(10,737	)	(4,675	)		(190	)	(2,234	)		91		(4,395	)		(4,892	)	(4,367	)

	Tax-Managed Large Cap Fund					S&P 500 Index Fund					Small Cap Fund					Small Cap Value Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		2,605		5,540			553		1,547			6,605		4,019			800		1,491
Shares Issued in Lieu of Dividends and Distributions		4,031		6,077			373		949			1,379		366			308		754
Shares Redeemed		(8,749	)	(20,012	)		(922	)	(1,876	)		(6,955	)	(8,337	)		(1,819	)	(2,931	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(2,113	)	(8,395	)		4		620			1,029		(3,952	)		(711	)	(686	)
Class I:
Shares Issued		–		–			8		34			–		–			1		2
Shares Issued in Lieu of Dividends and Distributions		–		–			2		6			–		–			—		2
Shares Redeemed		–		–			(4	)	(41	)		–		–			(4	)	(22	)
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		–		–			6		(1	)		–		–			(3	)	(18	)
Class Y:
Shares Issued		278		3,361			–		–			356		544			60		443
Shares Issued in Lieu of Dividends and Distributions		668		907			–		–			65		20			47		159
Shares Redeemed		(1,455	)	(2,805	)		–		–			(337	)	(484	)		(476	)	(1,294	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(509	)	1,463			–		–			84		80			(369	)	(692	)
Increase (Decrease) in Capital Shares		(2,622	)	(6,932	)		10		619			1,113		(3,872	)		(1,083	)	(1,396	)

	Small Cap Growth Fund					Tax-Managed Small/Mid Cap Fund					Mid-Cap Fund					U.S. Managed Volatility Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		689		1,074			1,215		2,439			208		432			3,393		5,723
Shares Issued in Lieu of Dividends and Distributions		—		5			738		263			9		19			3,863		3,785
Shares Redeemed		(1,189	)	(1,817	)		(2,738	)	(6,427	)		(231	)	(558	)		(13,185	)	(13,485	)
Total Decrease in Net Assets Derived from Class F Transactions		(500	)	(738	)		(785	)	(3,725	)		(14	)	(107	)		(5,929	)	(3,977	)
Class I:
Shares Issued		2		4			–		–			2		—			—		—
Shares Issued in Lieu of Dividends and Distributions		—		—			–		–			—		—			4		4
Shares Redeemed		(5	)	(25	)		–		–			(4	)	(2	)		—		—
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		(3	)	(21	)		–		–			(2	)	(2	)		4		4
Class Y:
Shares Issued		50		245			114		946			19		36			417		2,239
Shares Issued in Lieu of Dividends and Distributions		—		3			116		46			1		2			1,226		1,003
Shares Redeemed		(175	)	(332	)		(487	)	(782	)		(11	)	(20	)		(1,652	)	(2,362	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(125	)	(84	)		(257	)	210			9		18			(9	)	880
(Decrease) in Capital Shares		(628	)	(843	)		(1,042	)	(3,515	)		(7	)	(91	)		(5,934	)	(3,093	)

364

SEI Institutional Managed Trust

	Global Managed Volatility Fund					Tax-Managed Managed Volatility Fund					Tax-Managed International Managed Volatility Fund					Real Estate Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		20,007		8,900			1,181		3,531			1,036		5,152			237		519
Shares Issued in Lieu of Dividends and Distributions		3,125		6,387			4,231		2,192			670		663			59		193
Shares Redeemed		(18,494	)	(21,347	)		(4,986	)	(12,001	)		(3,564	)	(10,209	)		(431	)	(1,070	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		4,638		(6,060	)		426		(6,278	)		(1,858	)	(4,394	)		(135	)	(358	)
Class I:
Shares Issued		—		—			–		–			–		–			—		—
Shares Issued in Lieu of Dividends and Distributions		3		5			–		–			–		–			—		1
Shares Redeemed		—		—			–		–			–		–			—		—
Total Increase in Net Assets Derived from Class I Transactions		3		5			–		–			–		–			—		1
Class Y:
Shares Issued		849		3,619			230		1,953			141		2,905			59		105
Shares Issued in Lieu of Dividends and Distributions		587		942			594		257			150		134			17		50
Shares Redeemed		(2,197	)	(3,377	)		(713	)	(936	)		(631	)	(2,172	)		(182	)	(198	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(761	)	1,184			111		1,274			(340	)	867			(106	)	(43	)
Increase (Decrease) in Capital Shares		3,880		(4,871	)		537		(5,004	)		(2,198	)	(3,527	)		(241	)	(400	)

	Core Fixed Income Fund					High Yield Bond Fund					Conservative Income Fund					Tax-Free Conservative Income Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		68,449		50,948			33,346		35,058			34,657		36,541			4,985		5,213
Shares Issued in Lieu of Dividends and Distributions		5,385		10,150			14,113		28,036			1,200		1,469			224		368
Shares Redeemed		(54,599	)	(76,036	)		(54,717	)	(57,400	)		(17,396	)	(26,105	)		(4,414	)	(6,882	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		19,235		(14,938	)		(7,258	)	5,694			18,461		11,905			795		(1,301	)
Class I:
Shares Issued		26		20			—		—			–		–			–		–
Shares Issued in Lieu of Dividends and Distributions		4		7			—		—			–		–			–		–
Shares Redeemed		(29	)	(94	)		—		—			–		–			–		–
Total Increase (Decrease) in Net Assets Derived from Class I Transactions		1		(67	)		—		—			–		–			–		–
Class Y:
Shares Issued		3,137		11,305			5,806		10,081			431		669			172		221
Shares Issued in Lieu of Dividends and Distributions		754		1,527			2,438		4,494			30		57			6		12
Shares Redeemed		(6,032	)	(14,181	)		(4,170	)	(13,295	)		(1,005	)	(734	)		(109	)	(325	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(2,141	)	(1,349	)		4,074		1,280			(544	)	(8	)		69		(92	)
Increase (Decrease) in Capital Shares		17,095		(16,354	)		(3,184	)	6,974			17,917		11,897			864		(1,393	)

	Real Return Fund					Dynamic Asset Allocation Fund					Multi-Strategy Alternative Fund					Liquid Alternative Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023	(1)
Class F:
Shares Issued		22,690		4,342			7,468		4,985			1,254		3,950			19,082		52
Shares Issued in Lieu of Dividends and Distributions		166		953			3,793		5,283			1,399		811			8		—
Shares Redeemed		(3,975	)	(10,811	)		(7,526	)	(8,647	)		(11,558	)	(10,438	)		(535	)	—
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		18,881		(5,516	)		3,735		1,621			(8,905	)	(5,677	)		18,555		52
Class Y:
Shares Issued		1,086		415			486		582			124		826			490		1,165
Shares Issued in Lieu of Dividends and Distributions		16		78			256		332			64		19			28		—

SEI Institutional Managed Trust

365

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Real Return Fund					Dynamic Asset Allocation Fund					Multi-Strategy Alternative Fund					Liquid Alternative Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023	(1)
Shares Redeemed		(346	)	(714	)		(448	)	(550	)		(338	)	(204	)		(154	)	(100	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		756		(221	)		294		364			(150	)	641			364		1,065
Increase (Decrease) in Capital Shares		19,637		(5,737	)		4,029		1,985			(9,055	)	(5,036	)		18,919		1,117

	Multi-Asset Accumulation Fund					Multi-Asset Income Fund					Multi-Asset Inflation Managed Fund					Multi-Asset Capital Stability Fund
		10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023			10/1/2023 to 3/31/2024 (Unaudited	)	2023
Class F:
Shares Issued		13,082		33,098			2,550		7,513			4,887		10,150			2,772		7,872
Shares Issued in Lieu of Dividends and Distributions		4,678		24,357			1,603		3,561			2,704		9,499			1,628		923
Shares Redeemed		(104,510	)	(52,994	)		(17,029	)	(15,391	)		(14,540	)	(27,459	)		(8,955	)	(17,617	)
Total Increase (Decrease) in Net Assets Derived from Class F Transactions		(86,750	)	4,461			(12,876	)	(4,317	)		(6,949	)	(7,810	)		(4,555	)	(8,822	)
Class Y:
Shares Issued		1,088		5,190			504		2,179			779		912			77		320
Shares Issued in Lieu of Dividends and Distributions		305		1,490			480		969			160		500			103		61
Shares Redeemed		(3,177	)	(11,988	)		(1,613	)	(4,361	)		(443	)	(1,515	)		(553	)	(752	)
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions		(1,784	)	(5,308	)		(629	)	(1,213	)		496		(103	)		(373	)	(371	)
(Decrease) in Capital Shares		(88,534	)	(847	)		(13,505	)	(5,530	)		(6,453	)	(7,913	)		(4,928	)	(9,193	)

(1) Commenced operations on June 30, 2023.

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, 2024, were as follows:

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Large Cap Fund
Purchases	$	—	$	373,919	$	373,919
Sales		—		602,571		602,571
Large Cap Value Fund
Purchases		—		97,925		97,925
Sales		—		162,045		162,045
Large Cap Growth Fund
Purchases		—		458,753		458,753
Sales		—		665,722		665,722
Large Cap Index Fund
Purchases		—		22,801		22,801
Sales		—		95,195		95,195
Tax-Managed Large Cap Fund
Purchases		—		250,297		250,297
Sales		—		465,631		465,631
S&P 500 Index Fund
Purchases		—		11,628		11,628
Sales		—		394,489		394,489
Small Cap Fund
Purchases		—		311,064		311,064
Sales		—		314,968		314,968
Small Cap Value Fund
Purchases		—		73,596		73,596
Sales		—		107,171		107,171

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Small Cap Growth Fund
Purchases		—		299,000		299,000
Sales		—		321,685		321,685
Tax-Managed Small/Mid Cap Fund
Purchases		—		185,144		185,144
Sales		—		233,327		233,327
Mid-Cap Fund
Purchases		—		25,333		25,333
Sales		—		25,299		25,299
U.S. Managed Volatility Fund
Purchases		—		153,135		153,135
Sales		—		309,076		309,076
Global Managed Volatility Fund
Purchases		—		370,548		370,548
Sales		—		347,064		347,064
Tax-Managed Managed Volatility Fund
Purchases		—		59,549		59,549
Sales		—		149,790		149,790
Tax-Managed International Managed Volatility Fund
Purchases		—		107,451		107,451
Sales		—		134,062		134,062
Real Estate Fund
Purchases		—		16,002		16,002
Sales		—		19,987		19,987
Core Fixed Income Fund
Purchases		5,477,951		1,066,926		6,544,877
Sales		5,221,769		1,076,195		6,297,964
High Yield Bond Fund
Purchases		1,283		325,778		327,061
Sales		—		419,582		419,582

366

SEI Institutional Managed Trust

	U.S. Gov't ($ Thousands)		Other ($ Thousands)		Total ($ Thousands)
Real Return Fund
Purchases		233,845		—		233,845
Sales		49,119		—		49,119
Dynamic Asset Allocation Fund
Purchases		—		55,997		55,997
Sales		—		65,106		65,106
Multi-Strategy Alternative Fund
Purchases		3,938		379,058		382,996
Sales		4,128		415,882		420,010
Liquid Alternative Fund
Purchases		—		—		—
Sales		—		—		—
Multi-Asset Accumulation Fund
Purchases		45,381		99,894		145,275
Sales		76,623		194,565		271,188
Multi-Asset Income Fund
Purchases		1,169		81,769		82,938
Sales		1,646		191,067		192,713
Multi-Asset Inflation Managed Fund
Purchases		77,934		19,553		97,487
Sales		176,507		53,552		230,059
Multi-Asset Capital Stability Fund
Purchases		71,966		5,452		77,418
Sales		29,556		39,021		68,577

9. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether

actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Commodity Strategy, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion of counsel based on customary representations that actual distributions made to the Funds should be treated as “qualifying income”. The Treasury released a proposed regulation in October 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2023, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2022. 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, 2023.

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 tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2023 or September 30, 2022 (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
2023	$	11,904	$	149,792	$	—	$	—	$	161,696
2022		61,429		220,787		—		—		282,216
Large Cap Value Fund
2023		37,312		89,162		—		—		126,474
2022		31,326		62,850		—		—		94,176
Large Cap Growth Fund
2023		11		98,789		—		—		98,800
2022		21,472		197,320		—		—		218,792

SEI Institutional Managed Trust

367

Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)

March 31, 2024 (Unaudited)

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Large Cap Index Fund
2023	$	14,021	$	—	$	—	$	—	$	14,021
2022		14,044		1,753		—		—		15,797
Tax-Managed Large Cap Fund
2023		41,176		205,202		—		—		246,378
2022		39,532		197,578		—		—		237,110
S&P 500 Index Fund
2023		11,652		66,182		—		—		77,834
2022		13,514		62,560		—		—		76,074
Small Cap Fund
2023		1,733		3,109		—		—		4,842
2022		66,921		61,560		—		—		128,481
Small Cap Value Fund
2023		4,727		16,880		—		—		21,607
2022		11,167		23,613		—		—		34,780
Small Cap Growth Fund
2023		244		—		—		—		244
2022		38,252		52,511		—		—		90,763
Tax-Managed Small/Mid Cap Fund
2023		4,609		3,364		—		—		7,973
2022		2,336		94,023		—		—		96,359
Mid-Cap Fund
2023		539		—		—		—		539
2022		8,990		9,652		—		—		18,642
U.S. Managed Volatility Fund
2023		14,759		71,871		—		—		86,630
2022		35,245		59,945		—		—		95,190
Global Managed Volatility Fund
2023		45,317		39,570		—		—		84,887
2022		18,044		96,215		—		—		114,259
Tax-Managed Managed Volatility Fund
2023		8,459		48,976		—		—		57,435
2022		9,958		39,174		—		—		49,132
Tax-Managed International Managed Volatility Fund
2023		8,956		—		—		—		8,956
2022		12,641		—		—		—		12,641
Real Estate Fund
2023		1,676		2,029		—		—		3,705
2022		4,783		3,740		—		—		8,523
Core Fixed Income Fund
2023		120,076		—		—		—		120,076
2022		93,993		—		—		—		93,993
High Yield Bond Fund
2023		181,968		—		18,207		—		200,175
2022		102,523		—		—		—		102,523
Conservative Income Fund
2023		18,676		—		—		—		18,676
2022		2,042		—		—		—		2,042
Tax-Free Conservative Income Fund
2023		—		—		—		4,638		4,638
2022		1		—		—		730		731
Real Return Fund
2023		11,708		—		—		—		11,708
2022		16,933		—		—		—		16,933

368

SEI Institutional Managed Trust

	Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Tax Exempt Income ($ Thousands)		Total ($ Thousands)
Dynamic Asset Allocation Fund
2023	$	21,823	$	62,019	$	—	$	—	$	83,842
2022		33,460		56,160		—		—		89,620
Multi-Strategy Alternative Fund
2023		8,411		—		—		—		8,411
2022		32,564		—		—		—		32,564
Liquid Alternative Fund
2023		—		—		—		—		—
Multi-Asset Accumulation Fund
2023		190,323		—		—		—		190,323
2022		274,745		69,051		—		—		343,796
Multi-Asset Income Fund
2023		49,211		—		—		—		49,211
2022		36,039		437		—		—		36,476
Multi-Asset Inflation Managed Fund
2023		88,501		—		—		—		88,501
2022		62,112		—		—		—		62,112
Multi-Asset Capital Stability Fund
2023		12,008		—		—		—		12,008
2022		17,226		2,414		—		—		19,640

As of September 30, 2023, 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	$	10,385	$	70,687	$	—	$	—		$	—		$	—		$	511,030		$	(2	)	$	592,100
Large Cap Value Fund		13,487		52,088		—		—			—			—			265,337			(1	)		330,911
Large Cap Growth Fund		—		196,799		—		—			—			—			565,074			—			761,873
Large Cap Index Fund		3,412		—		—		(9,044	)		—			—			295,307			(1	)		289,674
Tax-Managed Large Cap Fund		9,506		154,945		—		—			—			—			2,490,988			5			2,655,444
S&P 500 Index Fund		2,958		27,750		—		—			—			—			609,361			(5	)		640,064
Small Cap Fund		1,150		18,293		—		—			—			—			47,794			—			67,237
Small Cap Value Fund		1,557		3,605		—		—			—			—			48,796			(2	)		53,956
Small Cap Growth Fund		—		—		—		(26,652	)		—			(748	)		19,732			3			(7,665	)
Tax-Managed Small/Mid Cap Fund		968		19,944		—		—			—			—			290,998			—			311,910
Mid-Cap Fund		113		—		—		(1,806	)		(1,932	)		—			3,022			(3	)		(606	)
U.S. Managed Volatility Fund		4,755		68,958		—		—			—			—			70,531			3			144,247
Global Managed Volatility Fund		5,360		28,804		—		—			—			—			12,542			(1,826	)		44,880
Tax-Managed Managed Volatility Fund		2,009		97,732		—		—			—			—			424,993			—			524,734
Tax-Managed International Managed Volatility Fund		9,859		—		—		(11,443	)		(7,903	)		—			48,939			(41,034	)		(1,582	)
Real Estate Fund		—		1,115		—		—			(137	)		—			5,239			—			6,217
Core Fixed Income Fund		9,783		—		—		(315,129	)		(210,458	)		—			(359,608	)		(16,937	)		(892,349	)
High Yield Bond Fund		—		—		—		(199,722	)		—			—			(300,227	)		(10,945	)		(510,894	)
Conservative Income Fund		457		—		—		—			—			—			(54	)		(376	)		27
Tax-Free Conservative Income Fund		—		—		103		(8	)		—			—			(63	)		(90	)		(58	)
Real Return Fund		2,095		—		—		(4,457	)		(6,628	)		—			(14,375	)		6			(23,359	)
Dynamic Asset Allocation Fund		—		59,755		—		—			(651	)		(3,109	)		272,870			1			328,866
Multi-Strategy Alternative Fund		10,920		—		—		(15,599	)		(7,863	)		—			(11,232	)		(80	)		(23,854	)

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	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)
Liquid Alternative Fund	$	138	$	50	$	—	$	—		$	—		$	—	$	—		$	—		$	188
Multi-Asset Accumulation Fund		—		—		—		(531,490	)		(52,568	)		—		(346,638	)		(33,582	)		(964,278	)
Multi-Asset Income Fund		6,752		—		—		(23,172	)		(8,570	)		—		(75,072	)		(3,598	)		(103,660	)
Multi-Asset Inflation Managed Fund		21,450		—		—		(74,743	)		(28,636	)		—		(98,075	)		(202	)		(180,206	)
Multi-Asset Capital Stability Fund		14,905		—		—		(23,167	)		—			—		7,615			(323	)		(970	)

Post October losses represent losses realized on investment transactions from November 1, 2022 through September 30, 2023, 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, 2023 through September 30, 2023, and specified losses realized on investment transactions from November 1, 2022 through September 30, 2023, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. Losses carried forward are as follows:

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total ($ Thousands)
Large Cap Index Fund	$	5,093	$	3,951	$	9,044
Small Cap Growth Fund		26,652		–		26,652
Mid-Cap Fund		1,806		–		1,806
Tax-Managed International Managed Volatility Fund		11,443		–		11,443
Core Fixed Income Fund		173,895		141,234		315,129
High Yield Bond Fund		23,579		176,143		199,722
Tax-Free Conservative Income Fund		8		–		8
Real Return Fund		2,265		2,192		4,457
Multi-Strategy Alternative Fund		14,019		1,580		15,599
Multi-Asset Accumulation Fund		310,229		221,261		531,490
Multi-Asset Income Fund		17,420		5,752		23,172
Multi-Asset Inflation Managed Fund		67,100		7,643		74,743
Multi-Asset Capital Stability Fund		11,487		11,680		23,167

For Federal income tax purposes, the cost of investments owned at March 31, 2024, 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, 2024, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Large Cap Fund	$	995,886	$	750,667	$	(23,291	)	$	727,376
Large Cap Value Fund		914,568		507,540		(33,183	)		474,357
Large Cap Growth Fund		708,846		759,969		(2,267	)		757,702
Large Cap Index Fund		634,180		536,626		(25,669	)		510,957
Tax-Managed Large Cap Fund		1,231,522		3,092,632		(725	)		3,091,907
S&P 500 Index Fund		246,887		790,423		(10,941	)		779,482
Small Cap Fund		477,112		158,168		(18,620	)		139,548
Small Cap Value Fund		265,380		120,775		(12,888	)		107,887
Small Cap Growth Fund		279,499		84,903		(9,005	)		75,898
Tax-Managed Small/Mid Cap Fund		461,941		419,972		(1,366	)		418,606
Mid-Cap Fund		71,905		20,969		(2,455	)		18,514
U.S. Managed Volatility Fund		546,116		150,252		(16,878	)		133,374
Global Managed Volatility Fund		794,372		109,736		(21,179	)		88,557
Tax-Managed Managed Volatility Fund		340,997		500,982		(846	)		500,136
Tax-Managed International Managed Volatility Fund		233,850		76,348		(1,675	)		74,673
Real Estate Fund		57,116		18,953		(1,639	)		17,314
Core Fixed Income Fund		4,470,680		20,282		(196,991	)		(176,709	)
High Yield Bond Fund		1,237,415		80,251		(113,636	)		(33,385	)
Conservative Income Fund		657,401		67		(249	)		(182	)
Tax-Free Conservative Income Fund		166,936		2		(25	)		(23	)
Real Return Fund		395,780		146		(7,510	)		(7,364	)
Dynamic Asset Allocation Fund		280,058		395,971		(11,006	)		384,965
Multi-Strategy Alternative Fund		278,037		12,413		(11,546	)		867
Liquid Alternative Fund		—		—		—			—
Multi-Asset Accumulation Fund		867,969		14,018		(23,706	)		(9,688	)
Multi-Asset Income Fund		570,718		16,618		(46,132	)		(29,514	)
Multi-Asset Inflation Managed Fund		594,816		98,181		(10,422	)		87,759

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	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Multi-Asset Capital Stability Fund	$	530,525	$	426	$	(1,141	)	$	(715	)

Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of September 30, 2023, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

10. CONCENTRATION/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

To the extent consistent with its investment strategy a Fund may have one or more of the following principle risks. A more complete description of principal risks is included in each Fund's prospectus under the heading "Principal Risks."

Arbitrage Strategies Risk — Arbitrage strategies involve engaging in transactions that attempt to exploit price differences of identical, related or similar securities on different markets or in different forms. The Fund may realize losses or a reduced rate of return if underlying relationships among securities in which it takes investment positions change in an adverse manner or if a transaction is unexpectedly terminated or delayed. Trading to seek short-term capital appreciation can be expected to cause the Fund’s portfolio turnover rate to be substantially higher than that of the average equity-oriented investment company.

Asset-Backed Securities Risk — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more

conventional types of fixed income securities that the Fund may acquire.

Bank Loans Risk — With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation in the loan. The Fund may also have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid.

Below Investment Grade Securities (Junk Bonds) Risk — Fixed income securities rated below investment grade ( junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as “high yield bonds,” but there is no guarantee that an investment in these securities will result in a high rate of return.

Call Risk — Issuers of callable bonds may call (redeem) securities with higher coupons or interest rates before their maturity dates. The Fund may be forced to reinvest the unanticipated proceeds at lower interest rates, resulting in a decline in the Fund’s income. Bonds may be called due to falling interest rates or non-economical circumstances.

Collateralized Debt Obligations (CDOs) and Collateralized Loan Obligations (CLOs) Risk — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or “tranches” that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the expenses associated with its 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

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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.

Current Market Conditions Risk —Current market conditions risk is the risk that a particular investment, or shares of the Funds in general, may fall in value due to current market conditions. As a means to fight inflation, which remains at elevated levels, the Federal Reserve and certain foreign central banks have raised interest rates and expect to continue to do so, and the Federal Reserve has announced that it intends to reverse previously implemented quantitative easing. U.S. regulators have proposed several changes to market and issuer regulations that could directly impact the Funds, and any regulatory changes could adversely impact the Funds' ability to achieve its investment strategies or make certain investments. Recent and potential future bank failures could result in disruption to the broader banking industry or markets generally and reduce confidence in financial institutions and the economy as a whole, which may also heighten market volatility and reduce liquidity. The ongoing adversarial political climate in the United States, as well as political and diplomatic events both domestic and abroad, have and may continue to have an adverse impact the U.S. regulatory landscape, markets and investor behavior, which could have a negative impact on the Fund’s investments and operations. Other unexpected political, regulatory and diplomatic events within the U.S. and

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abroad may affect investor and consumer confidence and may adversely impact financial markets and the broader economy. The economies of the United States and its trading partners, as well as the financial markets generally, may be adversely impacted by trade disputes and other matters. If geopolitical conflicts develop or worsen, economies, markets and individual securities may be adversely affected, and the value of the Funds’ assets may go down. The COVID-19 global pandemic, or any future public health crisis, and the ensuing policies enacted by governments and central banks have caused and may continue to cause significant volatility and uncertainty in global financial markets, negatively impacting global growth prospects. Advancements in technology may also adversely impact markets and the overall performance of the Funds.

Depositary Receipts Risk— Depositary receipts, such as ADRs, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments.

Derivatives Risk — The Fund’s use of futures contracts, forward contracts, options and swaps is subject to market risk, leverage risk, correlation risk and liquidity risk. Market risk is described above, and leverage risk and liquidity risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts and swap agreements is also subject to credit risk and valuation risk. Credit risk is described above. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same types of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and implemented regulations governing derivatives markets, the ultimate impact of which remains unclear.

Directional or Tactical Strategies Risk — Directional or tactical strategies usually use long and short positions, which entail predicting the direction that particular

securities or sectors or the overall market might move. Directional or tactical strategies may utilize leverage and hedging. There may be a significant risk of loss if the Fund’s judgment is incorrect as to the direction, timing or extent of expected movements of particular securities or sectors or the market as a whole.

Distressed Securities Risk — Distressed securities frequently do not produce income while they are outstanding and may require the Fund to bear certain extraordinary expenses in order to protect and recover its investment. Distressed securities are at high risk for default.

Duration Risk — The longer-term securities in which the Fund may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.

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. As a result, shareholders will be subject to two layers of fees and expenses with respect to investments in the Fund.

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

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industry. The financial services industry is subject to extensive government regulation. Profitability is largely dependent on the availability and cost of capital, and can fluctuate significantly when interest rates change. Financial services companies are highly dependent on short-term interest rates and typically will be adversely affected by economic downturns or changes in banking regulations.

Foreign Investment/Emerging Markets Risk— The risk that non-U.S. securities may be subject to additional risks due to, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments. These additional risks may be heightened with respect to emerging market countries because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. Investments in emerging markets are subject to the added risk that information in emerging market investments may be unreliable or outdated due to differences in regulatory, accounting or auditing and financial record keeping standards, or because less information about emerging market investments is publicly available. In addition, the rights and remedies associated with emerging market investments may be different than investments in developed markets. A lack of reliable information, rights and remedies increase the risks of investing in emerging markets in comparison to more developed markets. In addition, periodic U.S. Government restrictions on investments in issuers from certain foreign countries may require the Fund to sell such investments at inopportune times, which could result in losses to the Fund.

Foreign Sovereign Debt Securities Risk — The risks that: (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii) there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.

Income Risk — An investment in the Fund is subject to income risk, which is the possibility that the Fund’s yield will decline due to falling interest rates.

Inflation Protected Securities Risk — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in “real” interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real

interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation indexed securities will generally vary up or down along with the rate of inflation.

Interest Rate Risk — The risk that a change in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Fund invests. Generally, the value of the Fund’s fixed income securities will vary inversely with the direction of prevailing interest rates. Changing interest rates may have unpredictable effects on the markets and may affect the value and liquidity of instruments held by the Fund. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates.

Investment Company and Exchange-Traded Funds (ETFs) Risk— When the Fund invests in an investment company, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company’s expenses. In addition, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund’s share price fluctuates based on what another investor is willing to pay rather than on the market value of the securities in the fund.

Investment in the Subsidiary Risk — A Subsidiary is not registered under the Investment Company Act of 1940 (the 1940 Act) and, unless otherwise noted, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in a Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which the Fund and a Subsidiary, respectively, are organized, could result in the inability of the Fund and/or a Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.

Investment Style Risk — The risk that large capitalization securities may underperform other

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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 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

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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 changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term securities usually respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer’s current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to meet their obligations. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund’s holdings. As a result, the Fund will be more susceptible to factors that adversely

affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations. Municipal obligations may be underwritten or guaranteed by a relatively small number of financial services firms, so changes in the municipal securities market that affect those firms may decrease the availability of municipal instruments in the market, thereby making it difficult for the Sub-Adviser to identify and obtain appropriate investments for the Fund’s portfolio. Also, there may be economic or political changes that impact the ability of issuers of municipal securities to repay principal and to make interest payments on securities owned by the Fund. Any changes in the financial condition of municipal issuers may also adversely affect the value of the Fund’s securities.

Non-Diversified Risk— The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, these Funds may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities. However, the Funds intend to satisfy the asset diversification requirements under the Code for classification as a RIC.

Opportunity Risk — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

Portfolio Turnover Risk — Due to its investment strategy, the Fund may buy and sell securities frequently. This may result in higher transaction costs and taxes subject to ordinary income tax rates as opposed to more favorable capital gains rates, which may affect the Fund’s performance.

Prepayment Risk — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Fund to invest the proceeds at generally lower interest rates.

Private Placements Risk — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.

Real Estate Industry Risk — Securities of companies principally engaged in the real estate industry may be

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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. Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as “covering” the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund’s share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.

Small and Medium Capitalization Companies Risk — The risk that small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon

a relatively small management group. Therefore, small capitalization and medium capitalization stocks may be more volatile than those of larger companies. Small capitalization and medium capitalization stocks may be traded over-the-counter or listed on an exchange.

Tax Risk — The Fund may gain most of its exposure to the commodities markets through its investment in a Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income) to comply with certain qualifying income tests necessary for the Fund to qualify as a regulated investment company (RIC) under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity-linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund’s taxable income or gains and distributions. The Fund intends to hold certain commodity-related investments indirectly through a Subsidiary. The Fund believes that income from the Subsidiary will be qualifying income because it expects that the Subsidiary will make annual distributions of its earnings and profits. The Fund intends to secure an opinion of counsel based on customary representations that actual distributions made to the Fund from its Subsidiary should be treated as “qualifying income.” If the Fund did not qualify as a RIC for any taxable year and certain relief provisions were not available, the Fund’s taxable income would be subject to tax at the Fund level and to a further tax at the shareholder level when such income is distributed. Failure to comply with the requirements for qualification as a RIC would have significant negative tax consequences to Fund shareholders.

Taxation Risk — The Fund is managed to seek to minimize tax consequences to shareholders, but there is no guarantee that the Fund will be able to operate without incurring taxable income and gains to shareholders.

Tracking Error Risk — The risk that the Fund’s performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund’s investments and the index’s components and other factors.

U.S. Government Securities Risk — Although U.S. Government securities are considered to be among the safest investments, they are still subject to the credit

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March 31, 2024 (Unaudited)

risk of the U.S. Government and are not guaranteed against price movements due to changing interest rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.

Warrants Risk — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.

The foregoing is not intended to be a complete discussion of the risks associated with investing in a Fund. Please review each Fund’s current prospectus for additional disclosures regarding the principal risks associated with investing in a Fund.

11. 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 LP (“Liquidity Fund”), and the Fund bears its pro rata portion of the Liquidity Fund’s expenses and is subject to the risk of loss in the underlying investments of the Liquidity Fund. There is no guarantee that these investments will not lose value.

The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of March 31, 2024 ($ Thousands):

	Securities Loaned at Value		Cash Collateral Received (1)		Net Amount
Large Cap Fund	$	12,462	$	12,462	$	–
Tax-Managed Large Cap Fund		33,714		33,714		–
Small Cap Value Fund		924		924		–
Small Cap Growth Fund		740		740		–
U.S. Managed Volatility Fund		6,792		6,792		–
Global Managed Volatility Fund		24,510		24,510		–
Tax-Managed Managed Volatility Fund		2,867		2,867		–
Tax-Managed International Managed Volatility Fund		9,906		9,906		–
Real Estate Fund		166		166		–
Core Fixed Income Fund		141,422		141,422		–

(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.

12. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2024, SPTC held of record the following percentage of outstanding shares of each Fund:

Fund	% Held
Large Cap Fund
Class F		97	%
Class Y		48
Large Cap Value Fund
Class F		92	%
Class I		–
Class Y		97
Large Cap Growth Fund
Class F		90	%
Class I		–
Class Y		97
Large Cap Index Fund
Class F		99	%

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Fund	% Held
Tax-Managed Large Cap Fund
Class F		81	%
Class Y		52	%
S&P 500 Index Fund
Class F		47	%
Class I		18
Small Cap Fund
Class F		97	%
Class Y		44
Small Cap Value Fund
Class F		93	%
Class I		–
Class Y		98
Small Cap Growth Fund
Class F		92	%
Class I		–
Class Y		97
Tax-Managed Small/Mid Cap Fund
Class F		90	%
Class Y		53
Mid-Cap Fund
Class F		94	%
Class I		–
Class Y		15
U.S. Managed Volatility Fund
Class F		93	%
Class I		–
Class Y		54
Global Managed Volatility Fund
Class F		97	%
Class I		–
Class Y		56
Tax-Managed Managed Volatility Fund
Class F		84	%
Class Y		69
Tax-Managed International Managed Volatility Fund
Class F		96	%
Class Y		91
Real Estate Fund
Class F		95	%
Class I		–
Class Y		51
Core Fixed Income Fund
Class F		97	%
Class I		24
Class Y		58
High Yield Bond Fund
Class F		93	%
Class I		–
Class Y		60

Fund	% Held
Conservative Income Fund
Class F		99	%
Class Y		34
Tax-Free Conservative Income Fund
Class F		97	%
Class Y		50
Real Return Fund
Class F		98	%
Class Y		62
Dynamic Asset Allocation Fund
Class F		96	%
Class Y		29
Multi-Strategy Alternative Fund
Class F		97	%
Class Y		87
Liquid Alternative Fund
Class F		100	%
Class Y		27
Multi-Asset Accumulation Fund
Class F		97	%
Class Y		54
Multi-Asset Income Fund
Class F		97	%
Class Y		65
Multi-Asset Inflation Managed Fund
Class F		98	%
Class Y		41
Multi-Asset Capital Stability Fund
Class F		98	%
Class Y		30

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

The U.K. Financial Conduct Authority stopped compelling or inducing banks to submit certain London Inter-Bank Offered Rate (LIBOR) rates. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and ceased for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. Investments impacted by the discontinuation of LIBOR 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

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Notes to Financial Statements/ Notes to Consolidated Financial Statements (Concluded)

March 31, 2024 (Unaudited)

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 (SOFR), which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. In response to the discontinuation of LIBOR, investors have added fallback provisions to existing contracts for investments whose value is tied to LIBOR, with most fallback provisions requiring the adoption of SOFR as a replacement rate. On March 15, 2022, President Biden signed the Adjustable Interest Rate Act into law (the “LIBOR Act”), which, in conjunction with regulations adopted by the Federal Reserve Board, establishes SOFR as the default fallback rate for any U.S. contract without a fallback provision. In addition, on March 4, 2023, the U.K. Financial Conduct Authority announced that, starting July 1, 2023 and continuing through September 30, 2024, it will permit the publishing of 1-, 3- and 6-month synthetic U.S. dollar LIBOR settings based on SOFR to serve as a fallback for non-U.S. contracts.

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, 2024.

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Disclosure of Fund Expenses (Unaudited)

March 31, 2024

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 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,265.10		0.89	%	$	5.04
Class Y Shares		1,000.00		1,268.80		0.64			3.63
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.55		0.89	%	$	4.50
Class Y Shares		1,000.00		1,021.80		0.64			3.24
Large Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,187.90		0.89	%	$	4.87
Class I Shares		1,000.00		1,185.10		1.11			5.54
Class Y Shares		1,000.00		1,185.10		0.64			3.49
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.55		0.89	%	$	4.50
Class I Shares		1,000.00		1,019.47		1.11			5.62
Class Y Shares		1,000.00		1,021.80		0.64			3.24

	Beginning Account Value 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Large Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,285.10		0.89	%	$	5.08
Class I Shares		1,000.00		1,283.30		1.11			6.32
Class Y Shares		1,000.00		1,286.50		0.64			3.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.55		0.89	%	$	4.50
Class I Shares		1,000.00		1,019.47		1.11			5.59
Class Y Shares		1,000.00		1,021.80		0.64			3.23
Large Cap Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,233.00		0.25	%	$	1.40
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.75		0.25	%	$	1.26

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Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2024

	Beginning Account Value 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Tax-Managed Large Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,212.40		0.89	%	$	4.92
Class Y Shares		1,000.00		1,213.90		0.64			3.54
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	2,020.55		0.89	%	$	4.50
Class Y Shares		1,000.00		1,021.80		0.64			3.23
S&P 500 Index Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,233.00		0.25	%	$	1.40
Class I Shares		1,000.00		1,230.60		0.65			3.62
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.75		0.25	%	$	1.26
Class I Shares		1,000.00		1,021.75		0.65			3.29
Small Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,198.60		1.14	%	$	6.29
Class Y Shares		1,000.00		1,200.00		0.89			4.90
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.28		1.14	%	$	5.78
Class Y Shares		1,000.00		1,020.55		0.89			4.50
Small Cap Value Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,227.30		1.14	%	$	6.35
Class I Shares		1,000.00		1,224.30		1.36			6.90
Class Y Shares		1,000.00		1,224.30		0.89			4.52
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.30		1.14	%	$	5.76
Class I Shares		1,000.00		1,018.25		1.36			6.88
Class Y Shares		1,000.00		1,020.55		0.89			4.51
Small Cap Growth Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,224.00		1.11	%	$	6.19
Class I Shares		1,000.00		1,222.60		1.36			7.53
Class Y Shares		1,000.00		1,225.20		0.86			4.77
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.43		1.11	%	$	5.62
Class I Shares		1,000.00		1,018.22		1.36			6.84
Class Y Shares		1,000.00		1,020.71		0.86			4.33
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,208.60		1.11	%	$	6.13
Class Y Shares		1,000.00		1,209.90		0.89			4.90
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.45		1.11	%	$	5.60
Class Y Shares		1,000.00		1,020.57		0.89			4.48

	Beginning Account Value 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Mid-Cap Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,221.50		0.98	%	$	5.44
Class I Shares		1,000.00		1,220.70		1.20			6.63
Class Y Shares		1,000.00		1,223.30		0.73			4.05
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.10		0.98	%	$	4.95
Class I Shares		1,000.00		1,019.03		1.20			6.03
Class Y Shares		1,000.00		1,021.36		0.73			3.68
U.S. Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,156.80		0.90	%	$	4.85
Class I Shares		1,000.00		1,155.60		1.15			6.18
Class Y Shares		1,000.00		1,158.30		0.65			3.51
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.50		0.90	%	$	4.55
Class I Shares		1,000.00		1,019.27		1.15			5.79
Class Y Shares		1,000.00		1,021.75		0.65			3.29
Global Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,121.20		1.11	%	$	5.89
Class I Shares		1,000.00		1,119.60		1.36			7.23
Class Y Shares		1,000.00		1,121.60		0.86			4.55
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.45		1.11	%	$	5.60
Class I Shares		1,000.00		1,018.18		1.36			6.89
Class Y Shares		1,000.00		1,020.71		0.86			4.33
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,180.10		1.00	%	$	5.45
Class Y Shares		1,000.00		1,181.60		0.75			4.09
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.00		1.00	%	$	5.05
Class Y Shares		1,000.00		1,021.25		0.75			3.79
Tax-Managed International Managed Volatility Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,105.50		1.11	%	$	5.83
Class Y Shares		1,000.00		1,107.30		0.86			4.50
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.32		1.11	%	$	5.59
Class Y Shares		1,000.00		1,020.59		0.86			4.31
Real Estate Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,165.70		1.14	%	$	6.19
Class I Shares		1,000.00		1,164.30		1.36			7.38
Class Y Shares		1,000.00		1,167.00		0.89			4.85
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.28		1.14	%	$	5.77
Class I Shares		1,000.00		1,018.18		1.36			6.89
Class Y Shares		1,000.00		1,020.53		0.89			4.52

382

SEI Institutional Managed Trust

Disclosure of Fund Expenses (Unaudited) (Concluded)

March 31, 2024

	Beginning Account Value 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Core Fixed Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,062.90		0.66	%	$	3.40
Class I Shares		1,000.00		1,061.80		0.89			4.59
Class Y Shares		1,000.00		1,064.10		0.41			2.12
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.70		0.66	%	$	3.34
Class I Shares		1,000.00		1,020.55		0.89			4.50
Class Y Shares		1,000.00		1,022.95		0.41			2.07
High Yield Bond Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,076.50		0.89	%	$	4.62
Class I Shares		1,000.00		1,076.50		1.10			5.71
Class Y Shares		1,000.00		1,077.90		0.64			3.32
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,020.55		0.89	%	$	4.50
Class I Shares		1,000.00		1,019.50		1.10			5.55
Class Y Shares		1,000.00		1,021.80		0.64			3.23
Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,026.70		0.30	%	$	1.52
Class Y Shares		1,000.00		1,027.20		0.20			1.01
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.50		0.30	%	$	1.52
Class Y Shares		1,000.00		1,024.00		0.20			1.01
Tax-Free Conservative Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,016.10		0.30	%	$	1.51
Class Y Shares		1,000.00		1,017.60		0.20			1.01
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,023.50		0.30	%	$	1.52
Class Y Shares		1,000.00		1,024.00		0.20			1.01
Real Return Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,032.50		0.45	%	$	2.29
Class Y Shares		1,000.00		1,034.00		0.35			1.78
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,022.75		0.45	%	$	2.28
Class Y Shares		1,000.00		1,023.25		0.35			1.77

	Beginning Account Value 10/1/23		Ending Account Value 3/31/24		Annualized Expense Ratios			Expenses Paid During Period *
Dynamic Asset Allocation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,206.80		0.75	%	$	4.14
Class Y Shares		1,000.00		1,208.50		0.50			2.76
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.25		0.75	%	$	3.79
Class Y Shares		1,000.00		1,022.50		0.50			2.53
Multi-Strategy Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,070.10		1.63	%	$	8.44
Class Y Shares		1,000.00		1,071.90		1.38			7.15
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,016.85		1.63	%	$	8.22
Class Y Shares		1,000.00		1,018.10		1.38			6.96
Liquid Alternative Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,064.80		1.04	%	$	5.35
Class Y Shares		1,000.00		1,065.10		0.80			4.10
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.68		1.04	%	$	5.24
Class Y Shares		1,000.00		1,020.89		0.80			4.01
Multi-Asset Accumulation Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,105.60		1.17	%	$	6.16
Class Y Shares		1,000.00		1,107.30		0.92			4.85
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,019.15		1.17	%	$	5.91
Class Y Shares		1,000.00		1,020.40		0.92			4.65
Multi-Asset Income Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,094.90		0.80	%	$	4.19
Class Y Shares		1,000.00		1,095.40		0.70			3.67
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.00		0.80	%	$	4.04
Class Y Shares		1,000.00		1,021.50		0.70			3.54
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,032.70		2.00	%	$	10.16
Class Y Shares		1,000.00		1,033.00		1.75			8.89
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,015.00		2.00	%	$	10.08
Class Y Shares		1,000.00		1,016.25		1.75			8.82
Multi-Asset Capital Stability Fund
Actual Fund Return
Class F Shares	$	1,000.00	$	1,060.30		0.62	%	$	3.18
Class Y Shares		1,000.00		1,061.40		0.52			2.66
Hypothetical 5% Return
Class F Shares	$	1,000.00	$	1,021.78		0.62	%	$	3.12
Class Y Shares		1,000.00		1,022.28		0.52			2.61

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 183/366 (to reflect the one-half year period shown).

SEI Institutional Managed Trust

383

Review of the Liquidity Risk Management Program (Unaudited)

March 31, 2024

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 January 31, 2024, 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 2023 calendar year. The SIMC Liquidity Risk Oversight Committee also reported that with respect to the Trust there were no reportable liquidity events during the period.

There can be no assurance that the Program will achieve its objectives in the future. Please refer to the prospectus for more information regarding a Fund’s exposure to liquidity risk and other principal risks to which an investment in the Funds may be subject.

384

SEI Institutional Managed Trust

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)

SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”), pursuant to which SIMC provides investment advisory services to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), and under the supervision of SIMC and the Trust’s Board of Trustees (each member, a “Trustee” and, collectively, the “Trustees” or the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”), requires that the initial approval of a Fund’s Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”) cast in person (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve or renew an Investment Advisory Agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve or renew the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and certain Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data that was engaged to prepare an assessment of the Funds in connection with the renewal of the Investment Advisory Agreements (the “Broadridge Report”); (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance

SEI Institutional Managed Trust

385

Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

At the December 4-6, 2023 meeting of the Board, 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 by the Trustees, including a majority of the Independent Trustees. In addition, the Board approved a brief extension of the Advisory Agreement and certain Sub-Advisory Agreements already in effect (unless operating under an initial two-year term) to accommodate a revised Spring meeting schedule. Typically, the Trustees renew the Advisory Agreement and certain Sub-Advisory Agreements at the first quarterly in-person meeting of the calendar year in March. Agreements regularly renewed at the March meeting expire on April 1 of the following year. Because the first quarterly in-person meeting of the Board in calendar year 2024 was held on April 2-4, the Advisory Agreement and certain Sub-Advisory Agreements would have expired prior to the meeting, without the extension. Accordingly, the Board voted in-person at the December 4-6, 2023 meeting to extend the Advisory Agreement and certain Sub-Advisory Agreements until the April 2-4, 2024 meeting. In evaluating whether to approve the extension of the Advisory Agreement and certain Sub-Advisory Agreements, the Board considered the information made available to it throughout the course of the year by representatives of the SEI investment and compliance teams. At the April 2-4, 2024 meeting, the Board evaluated the Advisory Agreement and the applicable Sub-Advisory Agreements in accordance with the renewal process that it typically applies during the annual contract renewal each Spring. Additionally, at the April 2-4, 2024 meeting of the Board, certain Sub-Advisory Agreements were initially approved by the Trustees, including a majority of the Independent Trustees. Although outside the scope of the period covered by this report, the Board’s renewal of the Advisory Agreement and the applicable Sub-Advisory Agreements at the April 2-4, 2024 meeting of the Board is discussed herein, consistent with prior shareholder reports of the Funds. The Board’s approvals were based on its consideration and evaluation of the factors described above, as discussed at the meeting and at prior meetings, such as the December 4-6, 2023 meeting. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Advisory Agreement and the applicable Sub-Advisory Agreements.

Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the approval or renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.

Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. For the Liquid Alternative Fund, the Broadridge Report included metrics on net total return. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support the approval or renewal of the Sub-Advisory Agreement.

Fees. 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

386

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performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. For the Liquid Alternative Fund, the Broadridge Report included metrics on net total return. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support the approval or renewal of the Sub-Advisory Agreement.

Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported the approval or renewal of the Investment Advisory Agreements.

Economies of Scale. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on afund-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.

SEI Institutional Managed Trust

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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2024

Trustees

Robert A. Nesher, Chairman

William M. Doran

Nina Lesavoy

James M. Williams

Susan C. Cote

James B. Taylor

Christine Reynolds

Thomas Melendez

Officers

Robert A. Nesher

President and Chief Executive Officer

Glenn R. Kurdziel

Controller and Chief Financial Officer

Stephen Panner

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

David F. McCann

Vice President, Assistant Secretary

Katherine Mason

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Bridget Sudall

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 (3/24)

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. Reserved.

Item 8. Reserved.

Item 9. Reserved.

Item 10. Reserved.

Item 11. Reserved.

Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 13. Portfolio Managers of Closed-End Management Investment Companies

Not applicable.

Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 15. 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 18, 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 16. 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 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 18. Recovery of Erroneously Awarded Compensation.

(a) Not applicable.

(b) Not applicable.

Item 19. Exhibits.

(a)(1) Not applicable for semi-annual report.

(a)(2) Not applicable

(a)(3) 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 and Chief Executive Officer
Date: June 7, 2024

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 and Chief Executive Officer
Date: June 7, 2024
By	/s/Glenn R. Kurdziel
	Glenn R. Kurdziel
	Controller and Chief Financial Officer
Date: June 7, 2024