SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 99.1% | ||||||||
| Communication Services — 10.3% | ||||||||
| Alphabet Inc, Cl A | 141,619 | $ | 50,610 | |||||
| Alphabet Inc, Cl C | 75,408 | 26,644 | ||||||
| AT&T Inc | 550,891 | 11,404 | ||||||
| Comcast Corp, Cl A | 226,376 | 5,558 | ||||||
| Fox Corp, Cl A | 69,396 | 3,620 | ||||||
| Fox Corp, Cl B | 5,133 | 240 | ||||||
| Match Group Inc | 104,543 | 3,978 | ||||||
| Meta Platforms Inc, Cl A | 44,317 | 24,963 | ||||||
| Millicom International Cellular SA | 3,784 | 344 | ||||||
| Netflix Inc * | 189,296 | 13,516 | ||||||
| New York Times Co/The, Cl A | 14,861 | 1,040 | ||||||
| Nexstar Media Group Inc, Cl A | 6,092 | 1,088 | ||||||
| Roku Inc, Cl A * | 18,656 | 2,577 | ||||||
| Space Exploration Technologies Corp, Cl A * | 15,198 | 2,597 | ||||||
| Verizon Communications Inc | 90,775 | 3,843 | ||||||
| Versant Media Group Inc | 56,572 | 2,037 | ||||||
| Walt Disney Co/The | 35,235 | 3,391 | ||||||
| 157,450 | ||||||||
| Consumer Discretionary — 11.0% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 33,540 | 3,019 | ||||||
| ADT Inc | 126,920 | 825 | ||||||
| Airbnb Inc, Cl A * | 26,831 | 3,840 | ||||||
| Amazon.com Inc, Cl A * | 199,137 | 47,462 | ||||||
| Autoliv Inc | 3,084 | 358 | ||||||
| AutoNation Inc * | 14,287 | 2,654 | ||||||
| AutoZone Inc * | 548 | 1,751 | ||||||
| Bloomin' Brands Inc | 37,637 | 344 | ||||||
| Booking Holdings Inc | 34,992 | 6,237 | ||||||
| BorgWarner Inc | 28,982 | 1,924 | ||||||
| Deckers Outdoor Corp * | 31,737 | 3,151 | ||||||
| Domino's Pizza Inc | 8,698 | 2,575 | ||||||
| eBay Inc | 135,297 | 15,120 | ||||||
| Expedia Group Inc | 20,654 | 5,285 | ||||||
| Ford Motor Co | 65,375 | 909 | ||||||
| Gap Inc/The | 48,653 | 909 | ||||||
| Garrett Motion Inc | 15,646 | 567 | ||||||
| General Motors Co | 137,973 | 10,635 | ||||||
| Grand Canyon Education Inc * | 2,088 | 299 | ||||||
| Hasbro Inc | 2,993 | 247 | ||||||
| KB Home | 7,667 | 480 | ||||||
| Magna International Inc, Cl A | 47,396 | 3,112 | ||||||
| Mattel Inc * | 46,209 | 641 | ||||||
| McDonald's Corp | 11,991 | 3,241 | ||||||
| MercadoLibre Inc * | 771 | 1,309 | ||||||
| O'Reilly Automotive Inc * | 18,909 | 1,741 | ||||||
| Penske Automotive Group Inc, Cl A | 15,532 | 2,780 | ||||||
| Phinia Inc | 5,694 | 469 | ||||||
| PulteGroup Inc | 34,219 | 4,695 | ||||||
| PVH Corp | 16,256 | 1,207 | ||||||
| Ralph Lauren Corp, Cl A | 16,820 | 6,752 | ||||||
| Ross Stores Inc | 22,816 | 4,856 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Sea Ltd ADR * | 20,747 | $ | 1,988 | |||||
| SharkNinja Inc * | 2,430 | 370 | ||||||
| Tapestry Inc | 23,213 | 3,398 | ||||||
| Tesla Inc * | 10,124 | 4,258 | ||||||
| TJX Cos Inc/The | 47,535 | 7,202 | ||||||
| Ulta Beauty Inc * | 11,420 | 5,150 | ||||||
| Williams-Sonoma Inc | 5,304 | 1,236 | ||||||
| Yum! Brands Inc | 28,453 | 4,549 | ||||||
| 167,545 | ||||||||
| Consumer Staples — 5.2% | ||||||||
| Albertsons Cos Inc, Cl A | 81,694 | 1,105 | ||||||
| Altria Group Inc | 144,799 | 10,418 | ||||||
| Archer-Daniels-Midland Co | 46,358 | 3,542 | ||||||
| Campbell's Company/The | 32,377 | 721 | ||||||
| Colgate-Palmolive Co | 27,538 | 2,525 | ||||||
| Conagra Brands Inc | 164,245 | 2,211 | ||||||
| Diageo PLC ADR | 37,129 | 2,984 | ||||||
| Dollar General Corp | 42,952 | 4,944 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 33,117 | 2,615 | ||||||
| General Mills Inc | 24,977 | 869 | ||||||
| Hershey Co/The | 7,649 | 1,342 | ||||||
| Ingredion Inc | 25,929 | 2,456 | ||||||
| Kimberly-Clark Corp | 59,313 | 6,511 | ||||||
| Kraft Heinz Co/The | 42,746 | 1,010 | ||||||
| Kroger Co/The | 170,760 | 9,482 | ||||||
| Molson Coors Beverage Co, Cl B | 50,847 | 1,981 | ||||||
| Monster Beverage Corp * | 79,533 | 7,645 | ||||||
| Philip Morris International Inc | 14,334 | 2,593 | ||||||
| Procter & Gamble Co/The | 33,525 | 4,916 | ||||||
| Unilever PLC ADR | 99,448 | 5,979 | ||||||
| Walmart Inc | 29,547 | 3,346 | ||||||
| 79,195 | ||||||||
| Energy — 2.5% | ||||||||
| APA Corp | 40,311 | 1,313 | ||||||
| BP PLC ADR | 103,740 | 3,833 | ||||||
| Canadian Natural Resources Ltd | 94,356 | 3,727 | ||||||
| ConocoPhillips | 60,375 | 6,276 | ||||||
| Devon Energy Corp | 66,597 | 2,752 | ||||||
| Exxon Mobil Corp | 35,680 | 4,878 | ||||||
| Halliburton Co | 118,431 | 4,021 | ||||||
| HF Sinclair Corp | 28,639 | 1,995 | ||||||
| Marathon Petroleum Corp | 12,904 | 3,299 | ||||||
| Scorpio Tankers Inc | 8,966 | 621 | ||||||
| SLB Ltd, Cl A | 53,558 | 2,490 | ||||||
| Valero Energy Corp | 13,604 | 3,543 | ||||||
| 38,748 | ||||||||
| Financials — 11.9% | ||||||||
| Allstate Corp/The | 20,708 | 4,927 | ||||||
| American International Group Inc | 32,399 | 2,415 | ||||||
| Ameriprise Financial Inc | 5,486 | 2,517 | ||||||
| Annaly Capital Management Inc ‡ | 193,418 | 4,325 | ||||||
| Bank of America Corp | 161,925 | 9,227 | ||||||
| SEI Institutional Managed Trust | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Bank of New York Mellon Corp/The | 92,421 | $ | 13,365 | |||||
| Capital One Financial Corp | 10,697 | 2,146 | ||||||
| Citigroup Inc | 156,850 | 21,953 | ||||||
| Citizens Financial Group Inc | 12,626 | 885 | ||||||
| Corebridge Financial Inc | 9,480 | 271 | ||||||
| East West Bancorp Inc | 23,532 | 3,038 | ||||||
| Everest Group Ltd | 2,104 | 752 | ||||||
| Federated Hermes Inc, Cl B | 12,040 | 665 | ||||||
| Figure Technology Solutions Inc, Cl A * | 22,521 | 692 | ||||||
| First Horizon Corp | 78,064 | 2,002 | ||||||
| Global Payments Inc | 103,204 | 7,488 | ||||||
| Goldman Sachs Group Inc/The | 6,966 | 7,045 | ||||||
| Hartford Insurance Group Inc/The | 38,719 | 5,131 | ||||||
| Jack Henry & Associates Inc | 12,277 | 1,691 | ||||||
| M&T Bank Corp | 10,076 | 2,398 | ||||||
| Mastercard Inc, Cl A | 9,314 | 4,784 | ||||||
| MetLife Inc | 5,123 | 433 | ||||||
| MGIC Investment Corp | 48,221 | 1,360 | ||||||
| Moody's Corp | 33,622 | 15,228 | ||||||
| Northern Trust Corp | 8,234 | 1,431 | ||||||
| Old Republic International Corp | 7,780 | 318 | ||||||
| PayPal Holdings Inc | 31,572 | 1,363 | ||||||
| Radian Group Inc | 28,760 | 1,083 | ||||||
| Regions Financial Corp | 108,576 | 3,279 | ||||||
| Robinhood Markets Inc, Cl A * | 6,371 | 639 | ||||||
| Rocket Cos Inc, Cl A * | 50,092 | 789 | ||||||
| S&P Global Inc | 3,565 | 1,452 | ||||||
| State Street Corp | 46,624 | 7,907 | ||||||
| Synchrony Financial | 59,147 | 4,498 | ||||||
| Truist Financial Corp | 6,872 | 342 | ||||||
| Unum Group | 27,100 | 2,423 | ||||||
| Visa Inc, Cl A | 75,618 | 25,944 | ||||||
| Voya Financial Inc | 6,800 | 616 | ||||||
| Wells Fargo & Co | 92,460 | 7,641 | ||||||
| Western Union Co/The | 57,967 | 446 | ||||||
| Willis Towers Watson PLC | 20,775 | 5,430 | ||||||
| Zions Bancorp NA | 17,984 | 1,244 | ||||||
| 181,583 | ||||||||
| Health Care — 11.6% | ||||||||
| Abbott Laboratories | 3,474 | 315 | ||||||
| Arrowhead Pharmaceuticals Inc * | 12,575 | 1,025 | ||||||
| Biogen Inc * | 1,630 | 352 | ||||||
| BioMarin Pharmaceutical Inc * | 53,222 | 3,045 | ||||||
| Boston Scientific Corp * | 19,925 | 850 | ||||||
| Bristol-Myers Squibb Co | 72,977 | 4,205 | ||||||
| Cardinal Health Inc | 19,748 | 4,691 | ||||||
| Cigna Group/The | 4,286 | 1,182 | ||||||
| CVS Health Corp | 119,145 | 12,326 | ||||||
| Danaher Corp, Cl A | 29,123 | 5,547 | ||||||
| DaVita Inc * | 4,774 | 1,062 | ||||||
| Dexcom Inc * | 47,944 | 3,229 | ||||||
| Dianthus Therapeutics Inc * | 5,638 | 550 | ||||||
| Edwards Lifesciences Corp, Cl A * | 39,691 | 3,590 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Elanco Animal Health Inc * | 12,870 | $ | 317 | |||||
| Eli Lilly & Co | 1,402 | 1,682 | ||||||
| Exelixis Inc * | 117,109 | 6,372 | ||||||
| Genmab A/S ADR * | 82,643 | 2,270 | ||||||
| Gilead Sciences Inc | 66,865 | 8,448 | ||||||
| GSK PLC ADR | 90,868 | 4,763 | ||||||
| HCA Healthcare Inc | 9,681 | 3,775 | ||||||
| ICON PLC * | 31,850 | 5,533 | ||||||
| IDEXX Laboratories Inc * | 1,711 | 901 | ||||||
| Incyte Corp * | 29,565 | 3,352 | ||||||
| Insulet Corp * | 8,518 | 1,297 | ||||||
| Jazz Pharmaceuticals PLC * | 11,299 | 2,723 | ||||||
| Johnson & Johnson | 111,335 | 28,276 | ||||||
| Medtronic PLC | 44,558 | 3,486 | ||||||
| Merck & Co Inc | 87,396 | 11,230 | ||||||
| Mettler-Toledo International Inc * | 12,259 | 15,661 | ||||||
| Natera Inc * | 9,471 | 2,571 | ||||||
| Neurocrine Biosciences Inc * | 4,803 | 809 | ||||||
| Novo Nordisk A/S ADR | 20,180 | 967 | ||||||
| Pfizer Inc | 168,730 | 4,063 | ||||||
| Regeneron Pharmaceuticals Inc | 1,182 | 737 | ||||||
| ResMed Inc | 16,031 | 3,124 | ||||||
| Royalty Pharma PLC, Cl A | 69,874 | 3,918 | ||||||
| Stryker Corp | 16,933 | 5,331 | ||||||
| Tenet Healthcare Corp * | 6,139 | 1,148 | ||||||
| UnitedHealth Group Inc | 2,764 | 1,149 | ||||||
| Universal Health Services Inc, Cl B | 7,821 | 1,163 | ||||||
| Veeva Systems Inc, Cl A * | 15,266 | 2,709 | ||||||
| Viatris Inc, Cl W | 217,005 | 3,446 | ||||||
| Zoetis Inc, Cl A | 57,031 | 4,098 | ||||||
| 177,288 | ||||||||
| Industrials — 10.6% | ||||||||
| A O Smith Corp | 16,103 | 1,010 | ||||||
| AerCap Holdings NV | 28,400 | 4,140 | ||||||
| AGCO Corp | 24,214 | 2,898 | ||||||
| Allison Transmission Holdings Inc | 23,586 | 2,659 | ||||||
| AMETEK Inc | 10,026 | 2,426 | ||||||
| Armstrong World Industries Inc | 1,839 | 295 | ||||||
| Caterpillar Inc, Cl A | 9,388 | 9,997 | ||||||
| CNH Industrial NV | 164,833 | 1,851 | ||||||
| Cummins Inc | 9,548 | 6,810 | ||||||
| Curtiss-Wright Corp | 405 | 307 | ||||||
| Delta Air Lines Inc, Cl A | 67,840 | 6,354 | ||||||
| Donaldson Co Inc, Cl A | 15,456 | 1,388 | ||||||
| Dover Corp | 3,838 | 861 | ||||||
| Fastenal Co, Cl A | 40,099 | 1,926 | ||||||
| FedEx Corp | 16,909 | 5,295 | ||||||
| Fedex Freight Holding Co Inc * | 8,454 | 1,277 | ||||||
| GE Vernova Inc | 3,760 | 4,417 | ||||||
| General Electric Co | 31,745 | 11,864 | ||||||
| Genpact Ltd | 38,841 | 1,068 | ||||||
| Graco Inc | 40,221 | 3,041 | ||||||
| HEICO Corp | 18,033 | 6,423 | ||||||
| 2 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Huntington Ingalls Industries Inc, Cl A | 6,155 | $ | 1,723 | |||||
| Illinois Tool Works Inc | 7,258 | 1,963 | ||||||
| ITT Inc | 7,082 | 1,401 | ||||||
| Johnson Controls International PLC | 6,770 | 989 | ||||||
| Lincoln Electric Holdings Inc | 11,585 | 3,076 | ||||||
| Lockheed Martin Corp | 2,982 | 1,519 | ||||||
| ManpowerGroup Inc | 10,692 | 361 | ||||||
| Masco Corp | 37,443 | 3,047 | ||||||
| Matson Inc | 1,663 | 320 | ||||||
| Mueller Industries Inc | 15,429 | 1,897 | ||||||
| Nordson Corp | 15,670 | 4,727 | ||||||
| nVent Electric PLC | 3,900 | 661 | ||||||
| Oshkosh Corp | 9,863 | 1,514 | ||||||
| Otis Worldwide Corp | 35,201 | 2,520 | ||||||
| Owens Corning | 24,808 | 3,943 | ||||||
| Parker-Hannifin Corp, Cl A | 5,786 | 5,659 | ||||||
| QXO Inc * | 284,788 | 4,921 | ||||||
| Regal Rexnord Corp | 7,403 | 1,763 | ||||||
| Rockwell Automation Inc | 10,275 | 5,087 | ||||||
| Ryder System Inc | 13,480 | 3,556 | ||||||
| Science Applications International Corp | 11,838 | 1,307 | ||||||
| Snap-on Inc | 21,916 | 8,819 | ||||||
| Textron Inc | 25,841 | 2,370 | ||||||
| Trane Technologies PLC | 8,041 | 3,949 | ||||||
| TransDigm Group Inc | 5,143 | 6,851 | ||||||
| United Airlines Holdings Inc * | 19,023 | 2,587 | ||||||
| Veralto Corp | 35,944 | 3,188 | ||||||
| Verisk Analytics Inc, Cl A | 2,801 | 503 | ||||||
| Woodward Inc | 4,291 | 1,826 | ||||||
| WW Grainger Inc | 2,710 | 3,687 | ||||||
| 162,041 | ||||||||
| Information Technology — 31.1% | ||||||||
| Accenture PLC, Cl A | 7,072 | 880 | ||||||
| Adobe Inc * | 44,621 | 9,148 | ||||||
| Advanced Micro Devices Inc * | 934 | 543 | ||||||
| Amdocs Ltd | 17,472 | 883 | ||||||
| Amphenol Corp, Cl A | 55,122 | 9,719 | ||||||
| Analog Devices Inc | 11,281 | 4,480 | ||||||
| Apple Inc | 214,510 | 62,071 | ||||||
| Applied Materials Inc | 15,607 | 11,284 | ||||||
| AppLovin Corp, Cl A * | 9,258 | 4,770 | ||||||
| Arista Networks Inc * | 11,914 | 2,024 | ||||||
| Arrow Electronics Inc, Cl A * | 17,557 | 3,747 | ||||||
| Astera Labs Inc * | 8,129 | 3,926 | ||||||
| Autodesk Inc, Cl A * | 27,120 | 5,273 | ||||||
| BILL Holdings Inc * | 9,430 | 341 | ||||||
| Broadcom Inc | 46,265 | 17,477 | ||||||
| Cadence Design Systems Inc * | 3,214 | 1,206 | ||||||
| Ciena Corp * | 2,448 | 1,201 | ||||||
| Cirrus Logic Inc * | 35,966 | 5,342 | ||||||
| Cisco Systems Inc | 203,170 | 23,864 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 4,489 | 174 | ||||||
| Corning Inc, Cl B | 8,489 | 2,168 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Dell Technologies Inc, Cl C | 18,416 | $ | 7,946 | |||||
| Dolby Laboratories Inc, Cl A | 46,360 | 2,438 | ||||||
| Dropbox Inc, Cl A * | 129,051 | 3,545 | ||||||
| Elastic NV * | 10,934 | 623 | ||||||
| F5 Inc, Cl A * | 19,631 | 8,166 | ||||||
| Flex Ltd * | 19,891 | 3,224 | ||||||
| Fortinet Inc * | 27,563 | 4,234 | ||||||
| Gen Digital Inc | 125,730 | 3,129 | ||||||
| GoDaddy Inc, Cl A * | 10,490 | 890 | ||||||
| Guidewire Software Inc * | 2,556 | 315 | ||||||
| Hewlett Packard Enterprise Co | 68,910 | 3,109 | ||||||
| HP Inc | 99,777 | 2,189 | ||||||
| Intuit Inc | 10,323 | 2,694 | ||||||
| IREN Ltd * | 11,286 | 516 | ||||||
| Jabil Inc | 13,363 | 5,151 | ||||||
| KLA Corp | 3,090 | 932 | ||||||
| Lam Research Corp | 43,621 | 18,902 | ||||||
| Lumentum Holdings Inc * | 348 | 299 | ||||||
| Manhattan Associates Inc * | 24,529 | 3,416 | ||||||
| Micron Technology Inc | 4,691 | 5,415 | ||||||
| Microsoft Corp | 158,368 | 59,074 | ||||||
| MongoDB Inc, Cl A * | 3,245 | 1,090 | ||||||
| Motorola Solutions Inc | 7,122 | 2,958 | ||||||
| Nebius Group NV, Cl A * | 22,111 | 6,106 | ||||||
| NetApp Inc | 40,800 | 6,314 | ||||||
| NVIDIA Corp | 386,008 | 77,236 | ||||||
| Okta Inc, Cl A * | 2,296 | 313 | ||||||
| Oracle Corp, Cl B | 16,875 | 2,473 | ||||||
| Palantir Technologies Inc, Cl A * | 14,827 | 1,730 | ||||||
| QUALCOMM Inc | 59,141 | 10,929 | ||||||
| RingCentral Inc, Cl A | 10,949 | 427 | ||||||
| Roper Technologies Inc | 8,069 | 2,730 | ||||||
| Salesforce Inc | 49,580 | 7,767 | ||||||
| Samsara Inc, Cl A * | 9,391 | 305 | ||||||
| Sandisk Corp * | 470 | 1,069 | ||||||
| Shopify Inc, Cl A * | 4,241 | 484 | ||||||
| Skyworks Solutions Inc | 31,946 | 2,166 | ||||||
| Snowflake Inc, Cl A * | 5,537 | 1,409 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 21,314 | 10,179 | ||||||
| TD SYNNEX Corp | 26,111 | 6,981 | ||||||
| Teledyne Technologies Inc * | 2,829 | 1,887 | ||||||
| Twilio Inc, Cl A * | 19,985 | 4,123 | ||||||
| Ubiquiti Inc | 514 | 274 | ||||||
| Universal Display Corp | 7,944 | 688 | ||||||
| VeriSign Inc | 14,719 | 3,703 | ||||||
| Vontier Corp | 129,905 | 3,767 | ||||||
| Western Digital Corp | 16,531 | 10,559 | ||||||
| 474,395 | ||||||||
| Materials — 1.7% | ||||||||
| Amrize Ltd | 36,612 | 1,951 | ||||||
| Celanese Corp, Cl A | 45,550 | 2,095 | ||||||
| Crown Holdings Inc | 17,298 | 1,934 | ||||||
| SEI Institutional Managed Trust | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| DuPont de Nemours Inc | 2,570 | $ | 349 | |||||
| Eastman Chemical Co | 19,924 | 1,335 | ||||||
| Ecolab Inc | 1,040 | 290 | ||||||
| Graphic Packaging Holding Co | 24,204 | 256 | ||||||
| Linde PLC | 7,977 | 4,140 | ||||||
| Newmont Corp | 75,563 | 7,058 | ||||||
| O-I Glass Inc, Cl I * | 101,366 | 976 | ||||||
| Smurfit WestRock PLC | 58,311 | 2,697 | ||||||
| Steel Dynamics Inc | 5,310 | 1,218 | ||||||
| Sylvamo Corp | 21,674 | 819 | ||||||
| 25,118 | ||||||||
| Real Estate — 1.1% | ||||||||
| Healthpeak Properties Inc ‡ | 302,256 | 6,468 | ||||||
| Host Hotels & Resorts Inc ‡ | 176,555 | 4,186 | ||||||
| Howard Hughes Holdings Inc * | 31,513 | 2,253 | ||||||
| Omega Healthcare Investors Inc ‡ | 59,365 | 2,831 | ||||||
| Welltower Inc ‡ | 4,745 | 1,077 | ||||||
| 16,815 | ||||||||
| Utilities — 2.1% | ||||||||
| Edison International | 50,373 | 3,750 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Entergy Corp | 29,590 | $ | 3,399 | |||||
| Eversource Energy | 42,918 | 3,102 | ||||||
| National Fuel Gas Co | 31,471 | 2,430 | ||||||
| NRG Energy Inc | 17,372 | 2,537 | ||||||
| Sempra | 57,703 | 5,350 | ||||||
| Talen Energy Corp * | 9,836 | 3,779 | ||||||
| UGI Corp | 51,946 | 1,794 | ||||||
| Xcel Energy Inc | 77,696 | 6,239 | ||||||
| 32,380 | ||||||||
| Total Common Stock | ||||||||
| (Cost $822,558) ($ Thousands) | 1,512,558 | |||||||
| CASH EQUIVALENT — 0.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 12,921,785 | 12,922 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $12,922) ($ Thousands) | 12,922 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $835,480) ($ Thousands) | $ | 1,525,480 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Depreciation(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| S&P 500 Index E-Mini | 22 | Sep-2026 | $ | 8,314 | $ | 8,304 | $ | (10 | ) | ||||||||
Percentages are based on Net Assets of $1,526,426 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value
9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value
6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 9,989 | $ | 214,887 | $ | (211,954 | ) | $ | — | $ | — | $ | 12,922 | $ | 415 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 4 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Value Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 99.0% | ||||||||
| Communication Services — 8.5% | ||||||||
| Alphabet Inc, Cl A | 45,184 | $ | 16,147 | |||||
| Alphabet Inc, Cl C | 988 | 349 | ||||||
| AT&T Inc | 1,387,197 | 28,715 | ||||||
| BCE Inc | 208,845 | 4,492 | ||||||
| Comcast Corp, Cl A | 919,337 | 22,570 | ||||||
| Fox Corp, Cl A | 111,148 | 5,798 | ||||||
| Fox Corp, Cl B | 34,877 | 1,634 | ||||||
| Match Group Inc | 51,352 | 1,954 | ||||||
| Meta Platforms Inc, Cl A | 13,279 | 7,480 | ||||||
| Millicom International Cellular SA | 19,745 | 1,792 | ||||||
| Nexstar Media Group Inc, Cl A | 6,268 | 1,119 | ||||||
| Omnicom Group Inc | 121,487 | 8,848 | ||||||
| Pinterest Inc, Cl A * | 130,028 | 2,735 | ||||||
| Verizon Communications Inc | 112,524 | 4,764 | ||||||
| Versant Media Group Inc | 73,475 | 2,646 | ||||||
| Walt Disney Co/The | 66,589 | 6,409 | ||||||
| 117,452 | ||||||||
| Consumer Discretionary — 9.0% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 44,075 | 3,967 | ||||||
| ADT Inc | 531,903 | 3,457 | ||||||
| Amazon.com Inc, Cl A * | 47,170 | 11,243 | ||||||
| Aptiv PLC * | 45,037 | 2,764 | ||||||
| Autoliv Inc | 12,504 | 1,453 | ||||||
| AutoNation Inc * | 10,940 | 2,033 | ||||||
| Best Buy Co Inc | 49,330 | 3,743 | ||||||
| BorgWarner Inc | 90,533 | 6,011 | ||||||
| Crocs Inc * | 14,209 | 1,714 | ||||||
| eBay Inc | 90,510 | 10,115 | ||||||
| Expedia Group Inc | 37,908 | 9,700 | ||||||
| Ford Motor Co | 142,309 | 1,978 | ||||||
| Gap Inc/The | 102,215 | 1,909 | ||||||
| Garrett Motion Inc | 41,980 | 1,521 | ||||||
| General Motors Co | 320,686 | 24,718 | ||||||
| Genuine Parts Co | 53,383 | 6,298 | ||||||
| Lear Corp | 12,130 | 1,626 | ||||||
| LKQ Corp | 64,543 | 1,699 | ||||||
| Lowe's Cos Inc | 24,389 | 5,378 | ||||||
| Macy's Inc | 71,256 | 1,678 | ||||||
| Magna International Inc, Cl A | 63,243 | 4,153 | ||||||
| Mattel Inc * | 161,671 | 2,244 | ||||||
| Penske Automotive Group Inc, Cl A | 13,566 | 2,428 | ||||||
| PulteGroup Inc | 38,527 | 5,286 | ||||||
| PVH Corp | 30,076 | 2,233 | ||||||
| Restaurant Brands International Inc | 46,183 | 3,349 | ||||||
| Toll Brothers Inc | 6,093 | 1,004 | ||||||
| 123,702 | ||||||||
| Consumer Staples — 8.2% | ||||||||
| Albertsons Cos Inc, Cl A | 176,398 | 2,387 | ||||||
| Altria Group Inc | 133,133 | 9,579 | ||||||
| Archer-Daniels-Midland Co | 155,947 | 11,914 | ||||||
| Conagra Brands Inc | 201,666 | 2,714 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Diageo PLC ADR | 74,254 | $ | 5,969 | |||||
| Dollar General Corp | 55,969 | 6,443 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 36,010 | 2,843 | ||||||
| Ingredion Inc | 41,015 | 3,885 | ||||||
| Kimberly-Clark Corp | 48,882 | 5,366 | ||||||
| Kraft Heinz Co/The | 56,221 | 1,328 | ||||||
| Kroger Co/The | 342,885 | 19,040 | ||||||
| Maplebear Inc * | 12,489 | 591 | ||||||
| Molson Coors Beverage Co, Cl B | 100,001 | 3,896 | ||||||
| Philip Morris International Inc | 58,007 | 10,494 | ||||||
| Target Corp, Cl A | 127,306 | 16,627 | ||||||
| Tyson Foods Inc, Cl A | 82,500 | 4,723 | ||||||
| Unilever PLC ADR | 91,399 | 5,495 | ||||||
| 113,294 | ||||||||
| Energy — 5.2% | ||||||||
| APA Corp | 114,359 | 3,725 | ||||||
| BP PLC ADR | 19,638 | 725 | ||||||
| Canadian Natural Resources Ltd | 90,223 | 3,564 | ||||||
| Chevron Corp | 15,310 | 2,538 | ||||||
| ConocoPhillips | 97,635 | 10,150 | ||||||
| Devon Energy Corp | 160,525 | 6,633 | ||||||
| Expand Energy Corp | 50,912 | 4,643 | ||||||
| Exxon Mobil Corp | 83,089 | 11,360 | ||||||
| Halliburton Co | 35,291 | 1,198 | ||||||
| HF Sinclair Corp | 52,856 | 3,681 | ||||||
| Marathon Petroleum Corp | 1,874 | 479 | ||||||
| SLB Ltd, Cl A | 40,567 | 1,886 | ||||||
| Valero Energy Corp | 80,145 | 20,873 | ||||||
| 71,455 | ||||||||
| Financials — 19.6% | ||||||||
| Allstate Corp/The | 28,112 | 6,689 | ||||||
| Ally Financial Inc | 87,702 | 4,030 | ||||||
| American Express Co | 10,183 | 3,444 | ||||||
| American International Group Inc | 33,683 | 2,510 | ||||||
| Annaly Capital Management Inc ‡ | 75,585 | 1,690 | ||||||
| Bank of America Corp | 351,829 | 20,047 | ||||||
| Bank of New York Mellon Corp/The | 105,649 | 15,278 | ||||||
| Bank OZK | 36,589 | 1,906 | ||||||
| Berkshire Hathaway Inc, Cl B * | 6,518 | 3,262 | ||||||
| Capital One Financial Corp | 16,880 | 3,386 | ||||||
| Chubb Ltd | 21,044 | 7,170 | ||||||
| Citigroup Inc | 305,301 | 42,730 | ||||||
| Citizens Financial Group Inc | 39,211 | 2,747 | ||||||
| Corebridge Financial Inc | 70,987 | 2,032 | ||||||
| East West Bancorp Inc | 16,609 | 2,144 | ||||||
| Equitable Holdings Inc | 27,228 | 1,195 | ||||||
| Everest Group Ltd | 11,618 | 4,150 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 2,290 | 4,765 | ||||||
| Global Payments Inc | 172,279 | 12,501 | ||||||
| Hartford Insurance Group Inc/The | 11,594 | 1,536 | ||||||
| JPMorgan Chase & Co | 31,417 | 10,284 | ||||||
| M&T Bank Corp | 20,582 | 4,899 | ||||||
| SEI Institutional Managed Trust | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Value Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| MetLife Inc | 105,174 | $ | 8,899 | |||||
| Morgan Stanley | 62,413 | 13,047 | ||||||
| Northern Trust Corp | 20,008 | 3,478 | ||||||
| PayPal Holdings Inc | 210,182 | 9,076 | ||||||
| Popular Inc | 11,188 | 1,837 | ||||||
| Prudential Financial Inc | 72,982 | 7,877 | ||||||
| Radian Group Inc | 61,280 | 2,308 | ||||||
| Raymond James Financial Inc | 41,188 | 6,262 | ||||||
| Regions Financial Corp | 74,036 | 2,236 | ||||||
| Reinsurance Group of America Inc, Cl A | 17,272 | 3,673 | ||||||
| RenaissanceRe Holdings Ltd | 9,925 | 3,145 | ||||||
| State Street Corp | 27,633 | 4,687 | ||||||
| Synchrony Financial | 116,863 | 8,887 | ||||||
| T Rowe Price Group Inc | 44,204 | 5,026 | ||||||
| Travelers Cos Inc/The | 14,989 | 4,948 | ||||||
| Truist Financial Corp | 146,559 | 7,302 | ||||||
| Unum Group | 31,288 | 2,797 | ||||||
| US Bancorp | 22,436 | 1,355 | ||||||
| Voya Financial Inc | 43,795 | 3,965 | ||||||
| Wells Fargo & Co | 77,778 | 6,428 | ||||||
| Willis Towers Watson PLC | 12,293 | 3,213 | ||||||
| Zions Bancorp NA | 37,653 | 2,605 | ||||||
| 271,446 | ||||||||
| Health Care — 13.3% | ||||||||
| Abbott Laboratories | 4,151 | 377 | ||||||
| Baxter International Inc | 74,414 | 1,587 | ||||||
| Becton Dickinson & Co | 4,867 | 737 | ||||||
| BioMarin Pharmaceutical Inc * | 69,591 | 3,982 | ||||||
| Boston Scientific Corp * | 72,448 | 3,092 | ||||||
| Bristol-Myers Squibb Co | 62,194 | 3,584 | ||||||
| Cardinal Health Inc | 47,739 | 11,341 | ||||||
| Centene Corp * | 109,215 | 7,011 | ||||||
| Cigna Group/The | 18,016 | 4,967 | ||||||
| CVS Health Corp | 192,734 | 19,938 | ||||||
| Envista Holdings Corp * | 36,938 | 973 | ||||||
| Exelixis Inc * | 33,898 | 1,844 | ||||||
| Gilead Sciences Inc | 101,145 | 12,779 | ||||||
| GSK PLC ADR | 55,586 | 2,914 | ||||||
| ICON PLC * | 36,558 | 6,350 | ||||||
| Incyte Corp * | 64,350 | 7,295 | ||||||
| Jazz Pharmaceuticals PLC * | 22,079 | 5,320 | ||||||
| Johnson & Johnson | 44,819 | 11,383 | ||||||
| McKesson Corp | 9,049 | 6,837 | ||||||
| Medtronic PLC | 130,054 | 10,174 | ||||||
| Merck & Co Inc | 93,801 | 12,053 | ||||||
| Novartis AG ADR | 43,913 | 6,882 | ||||||
| Pfizer Inc | 766,802 | 18,465 | ||||||
| Regeneron Pharmaceuticals Inc | 2,934 | 1,829 | ||||||
| Royalty Pharma PLC, Cl A | 63,949 | 3,586 | ||||||
| United Therapeutics Corp * | 4,932 | 2,672 | ||||||
| UnitedHealth Group Inc | 12,146 | 5,048 | ||||||
| Universal Health Services Inc, Cl B | 6,002 | 892 | ||||||
| Viatris Inc, Cl W | 505,271 | 8,024 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zoetis Inc, Cl A | 28,879 | $ | 2,075 | |||||
| 184,011 | ||||||||
| Industrials — 11.3% | ||||||||
| Acuity Inc | 4,187 | 1,577 | ||||||
| AECOM | 24,943 | 1,741 | ||||||
| AerCap Holdings NV | 40,863 | 5,957 | ||||||
| AGCO Corp | 25,267 | 3,024 | ||||||
| Alaska Air Group Inc * | 35,487 | 1,852 | ||||||
| Allison Transmission Holdings Inc | 40,645 | 4,582 | ||||||
| CNH Industrial NV | 304,475 | 3,419 | ||||||
| Cummins Inc | 5,350 | 3,816 | ||||||
| Delta Air Lines Inc, Cl A | 179,273 | 16,791 | ||||||
| Expeditors International of Washington Inc | 26,504 | 4,320 | ||||||
| FedEx Corp | 11,956 | 3,744 | ||||||
| Fedex Freight Holding Co Inc * | 7,228 | 1,091 | ||||||
| General Dynamics Corp | 30,530 | 10,815 | ||||||
| Genpact Ltd | 91,079 | 2,505 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 14,097 | 3,946 | ||||||
| Johnson Controls International PLC | 67,701 | 9,892 | ||||||
| Leidos Holdings Inc | 24,685 | 2,542 | ||||||
| Lockheed Martin Corp | 3,377 | 1,720 | ||||||
| Lyft Inc, Cl A * | 121,403 | 1,774 | ||||||
| ManpowerGroup Inc | 44,402 | 1,499 | ||||||
| Mueller Industries Inc | 14,002 | 1,721 | ||||||
| Oshkosh Corp | 22,418 | 3,441 | ||||||
| Owens Corning | 17,934 | 2,851 | ||||||
| PACCAR Inc | 73,918 | 8,879 | ||||||
| Regal Rexnord Corp | 14,039 | 3,344 | ||||||
| RTX Corp | 69,569 | 13,199 | ||||||
| Ryder System Inc | 18,683 | 4,928 | ||||||
| Science Applications International Corp | 12,636 | 1,395 | ||||||
| Siemens AG ADR | 45,623 | 7,341 | ||||||
| Snap-on Inc | 18,096 | 7,282 | ||||||
| Textron Inc | 72,569 | 6,657 | ||||||
| Toro Co/The | 14,466 | 1,409 | ||||||
| United Airlines Holdings Inc * | 19,196 | 2,611 | ||||||
| United Parcel Service Inc, Cl B | 48,494 | 5,213 | ||||||
| 156,878 | ||||||||
| Information Technology — 13.7% | ||||||||
| Accenture PLC, Cl A | 12,791 | 1,592 | ||||||
| Adobe Inc * | 67,811 | 13,903 | ||||||
| Amdocs Ltd | 64,504 | 3,260 | ||||||
| Amkor Technology Inc | 9,350 | 806 | ||||||
| Applied Materials Inc | 5,050 | 3,651 | ||||||
| Arrow Electronics Inc, Cl A * | 28,314 | 6,043 | ||||||
| Broadcom Inc | 23,921 | 9,036 | ||||||
| Cirrus Logic Inc * | 31,188 | 4,632 | ||||||
| Cisco Systems Inc | 184,384 | 21,658 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 149,382 | 5,786 | ||||||
| Dell Technologies Inc, Cl C | 11,870 | 5,121 | ||||||
| Dolby Laboratories Inc, Cl A | 29,838 | 1,569 | ||||||
| Dropbox Inc, Cl A * | 79,594 | 2,186 | ||||||
| 6 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Value Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| DXC Technology Co * | 124,174 | $ | 1,099 | |||||
| F5 Inc, Cl A * | 9,891 | 4,114 | ||||||
| First Solar Inc * | 22,879 | 5,399 | ||||||
| Gen Digital Inc | 69,829 | 1,738 | ||||||
| GoDaddy Inc, Cl A * | 34,571 | 2,934 | ||||||
| Hewlett Packard Enterprise Co | 322,837 | 14,563 | ||||||
| HP Inc | 258,302 | 5,667 | ||||||
| Jabil Inc | 29,539 | 11,387 | ||||||
| Microsoft Corp | 37,417 | 13,957 | ||||||
| QUALCOMM Inc | 132,812 | 24,542 | ||||||
| Roper Technologies Inc | 7,963 | 2,695 | ||||||
| Salesforce Inc | 54,987 | 8,614 | ||||||
| Skyworks Solutions Inc | 38,844 | 2,634 | ||||||
| TD SYNNEX Corp | 26,208 | 7,006 | ||||||
| Teradata Corp * | 22,208 | 770 | ||||||
| Vontier Corp | 94,752 | 2,748 | ||||||
| 189,110 | ||||||||
| Materials — 3.2% | ||||||||
| Amrize Ltd | 47,678 | 2,541 | ||||||
| Celanese Corp, Cl A | 59,033 | 2,716 | ||||||
| CF Industries Holdings Inc | 55,072 | 5,962 | ||||||
| Crown Holdings Inc | 50,372 | 5,633 | ||||||
| Dow Inc | 124,945 | 3,418 | ||||||
| Eastman Chemical Co | 40,818 | 2,734 | ||||||
| LyondellBasell Industries NV, Cl A | 31,811 | 1,675 | ||||||
| Newmont Corp | 93,573 | 8,740 | ||||||
| Nucor Corp | 2,973 | 662 | ||||||
| O-I Glass Inc, Cl I * | 146,603 | 1,412 | ||||||
| Smurfit WestRock PLC | 88,638 | 4,100 | ||||||
| Steel Dynamics Inc | 14,294 | 3,280 | ||||||
| Sylvamo Corp | 30,589 | 1,156 | ||||||
| 44,029 | ||||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Real Estate — 2.8% | ||||||||
| Crown Castle Inc ‡ | 46,619 | $ | 3,531 | |||||
| Healthpeak Properties Inc ‡ | 559,854 | 11,981 | ||||||
| Host Hotels & Resorts Inc ‡ | 328,014 | 7,777 | ||||||
| Howard Hughes Holdings Inc * | 46,570 | 3,329 | ||||||
| Jones Lang LaSalle Inc * | 13,006 | 4,031 | ||||||
| Omega Healthcare Investors Inc ‡ | 23,951 | 1,142 | ||||||
| Rayonier Inc ‡ | 50,220 | 1,069 | ||||||
| VICI Properties Inc, Cl A ‡ | 240,974 | 6,398 | ||||||
| 39,258 | ||||||||
| Utilities — 4.2% | ||||||||
| Duke Energy Corp | 70,835 | 8,966 | ||||||
| Edison International | 64,579 | 4,808 | ||||||
| Eversource Energy | 96,481 | 6,973 | ||||||
| Exelon Corp | 69,298 | 3,231 | ||||||
| National Fuel Gas Co | 47,576 | 3,673 | ||||||
| NextEra Energy Inc | 109,985 | 9,653 | ||||||
| NRG Energy Inc | 17,761 | 2,594 | ||||||
| Sempra | 67,705 | 6,277 | ||||||
| UGI Corp | 159,011 | 5,492 | ||||||
| Xcel Energy Inc | 85,326 | 6,852 | ||||||
| 58,519 | ||||||||
| Total Common Stock | ||||||||
| (Cost $920,039) ($ Thousands) | 1,369,154 | |||||||
| CASH EQUIVALENT — 0.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 11,755,988 | 11,756 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $11,756) ($ Thousands) | 11,756 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $931,795) ($ Thousands) | $ | 1,380,910 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| S&P 500 Index E-Mini | 11 | Sep-2026 | $ | 4,153 | $ | 4,151 | $ | (2 | ) | ||||||||
| S&P Mid Cap 400 Index E-Mini | 10 | Sep-2026 | 3,833 | 3,885 | 52 | ||||||||||||
| $ | 7,986 | $ | 8,036 | $ | 50 | ||||||||||||
Percentages are based on Net Assets of $1,382,888 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| SEI Institutional Managed Trust | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Value Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value
6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 14,399 | $ | 180,780 | $ | (183,423 | ) | $ | — | $ | — | $ | 11,756 | $ | 314 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 8 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 95.4% | ||||||||
| Communication Services — 11.1% | ||||||||
| Alphabet Inc, Cl A | 243,972 | $ | 87,188 | |||||
| Alphabet Inc, Cl C | 58,824 | 20,784 | ||||||
| Charter Communications Inc, Cl A * | 3,898 | 554 | ||||||
| DoubleVerify Holdings Inc * | 79,942 | 867 | ||||||
| Fox Corp, Cl A | 19,057 | 994 | ||||||
| Fox Corp, Cl B | 11,018 | 516 | ||||||
| Globalstar Inc * | 5,300 | 431 | ||||||
| Liberty Capital Corp, Cl C * | 10,977 | 237 | ||||||
| Lumen Technologies Inc * | 34,314 | 263 | ||||||
| Match Group Inc | 66,874 | 2,544 | ||||||
| Meta Platforms Inc, Cl A | 68,387 | 38,522 | ||||||
| Netflix Inc * | 99,271 | 7,088 | ||||||
| New York Times Co/The, Cl A | 25,908 | 1,813 | ||||||
| Pinterest Inc, Cl A * | 61,705 | 1,298 | ||||||
| ROBLOX Corp, Cl A * | 4,739 | 258 | ||||||
| Roku Inc, Cl A * | 23,858 | 3,296 | ||||||
| Space Exploration Technologies Corp, Cl A * | 34,676 | 5,925 | ||||||
| Trade Desk Inc/The, Cl A * | 8,634 | 156 | ||||||
| 172,734 | ||||||||
| Consumer Discretionary — 12.5% | ||||||||
| Airbnb Inc, Cl A * | 26,578 | 3,803 | ||||||
| Amazon.com Inc, Cl A * | 242,598 | 57,821 | ||||||
| AutoZone Inc * | 2,861 | 9,144 | ||||||
| Booking Holdings Inc | 45,128 | 8,044 | ||||||
| Chewy Inc, Cl A * | 19,024 | 374 | ||||||
| Deckers Outdoor Corp * | 21,896 | 2,174 | ||||||
| Domino's Pizza Inc | 4,977 | 1,473 | ||||||
| eBay Inc | 129,264 | 14,445 | ||||||
| Expedia Group Inc | 22,387 | 5,728 | ||||||
| Five Below Inc * | 1,034 | 186 | ||||||
| Garmin Ltd | 7,967 | 1,893 | ||||||
| General Motors Co | 37,506 | 2,891 | ||||||
| Grand Canyon Education Inc * | 3,304 | 473 | ||||||
| H&R Block Inc | 11,788 | 449 | ||||||
| Hilton Worldwide Holdings Inc | 15,614 | 5,160 | ||||||
| Levi Strauss & Co, Cl A | 19,563 | 486 | ||||||
| Lowe's Cos Inc | 21,392 | 4,717 | ||||||
| McDonald's Corp | 11,435 | 3,091 | ||||||
| MercadoLibre Inc * | 444 | 754 | ||||||
| Mobileye Global Inc, Cl A * | 164,369 | 1,591 | ||||||
| NIKE Inc, Cl B | 11,188 | 459 | ||||||
| O'Reilly Automotive Inc * | 32,490 | 2,992 | ||||||
| Ralph Lauren Corp, Cl A | 17,078 | 6,855 | ||||||
| Ross Stores Inc | 35,909 | 7,643 | ||||||
| Sea Ltd ADR * | 31,022 | 2,973 | ||||||
| SharkNinja Inc * | 5,374 | 818 | ||||||
| Tapestry Inc | 49,347 | 7,223 | ||||||
| Tesla Inc * | 39,744 | 16,716 | ||||||
| TJX Cos Inc/The | 88,718 | 13,441 | ||||||
| Ulta Beauty Inc * | 11,911 | 5,372 | ||||||
| Viking Holdings Ltd * | 15,290 | 1,600 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Williams-Sonoma Inc | 5,890 | $ | 1,373 | |||||
| Yum! Brands Inc | 22,295 | 3,564 | ||||||
| 195,726 | ||||||||
| Consumer Staples — 2.7% | ||||||||
| Altria Group Inc | 91,083 | 6,553 | ||||||
| Colgate-Palmolive Co | 63,063 | 5,782 | ||||||
| Costco Wholesale Corp | 324 | 303 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 4,793 | 378 | ||||||
| Hershey Co/The | 15,982 | 2,804 | ||||||
| Molson Coors Beverage Co, Cl B | 39,362 | 1,534 | ||||||
| Monster Beverage Corp * | 137,772 | 13,243 | ||||||
| PepsiCo Inc | 29,910 | 4,050 | ||||||
| Philip Morris International Inc | 25,855 | 4,677 | ||||||
| Procter & Gamble Co/The | 21,746 | 3,189 | ||||||
| 42,513 | ||||||||
| Energy — 0.0% | ||||||||
| Transocean Ltd * | 20,079 | 98 | ||||||
| Financials — 5.8% | ||||||||
| Affirm Holdings Inc, Cl A * | 5,637 | 460 | ||||||
| Bank of America Corp | 56,840 | 3,239 | ||||||
| Bank of New York Mellon Corp/The | 20,015 | 2,894 | ||||||
| Blackrock Inc | 2,423 | 2,330 | ||||||
| Capital One Financial Corp | 980 | 197 | ||||||
| Citigroup Inc | 2,982 | 417 | ||||||
| CME Group Inc, Cl A | 25,672 | 5,669 | ||||||
| Figure Technology Solutions Inc, Cl A * | 39,746 | 1,221 | ||||||
| Goldman Sachs Group Inc/The | 4,144 | 4,191 | ||||||
| Jack Henry & Associates Inc | 6,407 | 883 | ||||||
| JPMorgan Chase & Co | 3,110 | 1,018 | ||||||
| Mastercard Inc, Cl A | 34,782 | 17,864 | ||||||
| Moody's Corp | 28,977 | 13,124 | ||||||
| MSCI Inc, Cl A | 9,908 | 5,549 | ||||||
| Nasdaq Inc, Cl A | 14,855 | 1,171 | ||||||
| Northern Trust Corp | 18,132 | 3,152 | ||||||
| Popular Inc | 2,019 | 331 | ||||||
| RenaissanceRe Holdings Ltd | 822 | 260 | ||||||
| Robinhood Markets Inc, Cl A * | 18,584 | 1,864 | ||||||
| Rocket Cos Inc, Cl A * | 80,689 | 1,271 | ||||||
| S&P Global Inc | 4,603 | 1,875 | ||||||
| StepStone Group Inc, Cl A | 22,278 | 921 | ||||||
| Visa Inc, Cl A | 62,042 | 21,286 | ||||||
| Zions Bancorp NA | 2,160 | 149 | ||||||
| 91,336 | ||||||||
| Health Care — 7.6% | ||||||||
| AbbVie Inc | 3,815 | 960 | ||||||
| Abivax SA ADR * | 4,600 | 613 | ||||||
| Alnylam Pharmaceuticals Inc * | 943 | 284 | ||||||
| Arrowhead Pharmaceuticals Inc * | 20,759 | 1,692 | ||||||
| Biogen Inc * | 16,014 | 3,460 | ||||||
| Bridgebio Pharma Inc * | 5,424 | 404 | ||||||
| Cardinal Health Inc | 40,759 | 9,683 | ||||||
| SEI Institutional Managed Trust | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| CVS Health Corp | 21,123 | $ | 2,185 | |||||
| Dexcom Inc * | 42,216 | 2,843 | ||||||
| Dianthus Therapeutics Inc * | 10,921 | 1,065 | ||||||
| Doximity Inc, Cl A * | 8,804 | 183 | ||||||
| Edwards Lifesciences Corp, Cl A * | 29,198 | 2,641 | ||||||
| Elanco Animal Health Inc * | 57,680 | 1,419 | ||||||
| Eli Lilly & Co | 11,552 | 13,856 | ||||||
| Exelixis Inc * | 71,718 | 3,902 | ||||||
| Gilead Sciences Inc | 29,606 | 3,740 | ||||||
| HCA Healthcare Inc | 9,805 | 3,823 | ||||||
| IDEXX Laboratories Inc * | 6,564 | 3,456 | ||||||
| Inspire Medical Systems Inc * | 10,551 | 471 | ||||||
| Insulet Corp * | 13,011 | 1,981 | ||||||
| Johnson & Johnson | 72,434 | 18,396 | ||||||
| Merck & Co Inc | 56,137 | 7,214 | ||||||
| Mettler-Toledo International Inc * | 5,733 | 7,324 | ||||||
| Natera Inc * | 15,333 | 4,162 | ||||||
| Neurocrine Biosciences Inc * | 3,527 | 594 | ||||||
| Novo Nordisk A/S ADR | 33,921 | 1,626 | ||||||
| Regeneron Pharmaceuticals Inc | 1,385 | 864 | ||||||
| ResMed Inc | 21,470 | 4,184 | ||||||
| Sarepta Therapeutics Inc * | 63,675 | 1,144 | ||||||
| Tenet Healthcare Corp * | 9,526 | 1,782 | ||||||
| UnitedHealth Group Inc | 14,393 | 5,982 | ||||||
| Universal Health Services Inc, Cl B | 3,695 | 549 | ||||||
| Veeva Systems Inc, Cl A * | 27,315 | 4,848 | ||||||
| Vertex Pharmaceuticals Inc * | 762 | 378 | ||||||
| West Pharmaceutical Services Inc | 738 | 265 | ||||||
| 117,973 | ||||||||
| Industrials — 7.8% | ||||||||
| A O Smith Corp | 18,165 | 1,139 | ||||||
| Allegion PLC | 4,273 | 600 | ||||||
| American Airlines Group Inc * | 14,928 | 270 | ||||||
| Bloom Energy Corp, Cl A * | 4,723 | 1,430 | ||||||
| Boeing Co/The * | 1,978 | 428 | ||||||
| Carrier Global Corp | 70,120 | 5,143 | ||||||
| Caterpillar Inc, Cl A | 5,822 | 6,200 | ||||||
| CNH Industrial NV | 4,884 | 55 | ||||||
| Copart Inc * | 86,308 | 2,433 | ||||||
| Core & Main Inc, Cl A * | 13,699 | 661 | ||||||
| Cummins Inc | 670 | 478 | ||||||
| Curtiss-Wright Corp | 3,313 | 2,510 | ||||||
| Donaldson Co Inc, Cl A | 23,179 | 2,081 | ||||||
| Dover Corp | 12,705 | 2,850 | ||||||
| Fastenal Co, Cl A | 28,971 | 1,392 | ||||||
| FedEx Corp | 13,767 | 4,311 | ||||||
| GE Vernova Inc | 5,422 | 6,370 | ||||||
| General Electric Co | 2,643 | 988 | ||||||
| Genpact Ltd | 23,707 | 652 | ||||||
| Graco Inc | 86,086 | 6,509 | ||||||
| HEICO Corp, Cl A | 12,728 | 3,283 | ||||||
| Howmet Aerospace Inc | 7,095 | 1,908 | ||||||
| Illinois Tool Works Inc | 7,255 | 1,962 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Johnson Controls International PLC | 19,049 | $ | 2,783 | |||||
| Kirby Corp * | 3,143 | 427 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 13,925 | 1,084 | ||||||
| Lincoln Electric Holdings Inc | 6,038 | 1,603 | ||||||
| Lockheed Martin Corp | 4,667 | 2,378 | ||||||
| Masco Corp | 32,763 | 2,666 | ||||||
| Nordson Corp | 4,330 | 1,306 | ||||||
| Northrop Grumman Corp | 251 | 128 | ||||||
| nVent Electric PLC | 19,922 | 3,379 | ||||||
| Otis Worldwide Corp | 81,834 | 5,859 | ||||||
| Parker-Hannifin Corp, Cl A | 8,038 | 7,862 | ||||||
| Powell Industries Inc | 1,052 | 301 | ||||||
| QXO Inc * | 312,768 | 5,405 | ||||||
| Rockwell Automation Inc | 9,861 | 4,882 | ||||||
| Snap-on Inc | 7,319 | 2,945 | ||||||
| Sterling Infrastructure Inc * | 992 | 833 | ||||||
| Textron Inc | 2,303 | 211 | ||||||
| Toro Co/The | 7,292 | 710 | ||||||
| Trane Technologies PLC | 9,311 | 4,573 | ||||||
| Uber Technologies Inc * | 7,928 | 572 | ||||||
| U-Haul Holding Co, Cl B | 9,409 | 543 | ||||||
| United Rentals Inc | 470 | 532 | ||||||
| Veralto Corp | 13,090 | 1,161 | ||||||
| Verisk Analytics Inc, Cl A | 4,156 | 746 | ||||||
| Vertiv Holdings Co, Cl A | 19,675 | 6,588 | ||||||
| Vicor Corp * | 1,125 | 427 | ||||||
| Woodward Inc | 10,011 | 4,259 | ||||||
| WW Grainger Inc | 2,821 | 3,838 | ||||||
| 121,654 | ||||||||
| Information Technology — 45.5% | ||||||||
| Adobe Inc * | 26,189 | 5,369 | ||||||
| Advanced Micro Devices Inc * | 16,245 | 9,437 | ||||||
| Amphenol Corp, Cl A | 4,912 | 866 | ||||||
| Analog Devices Inc | 21,222 | 8,429 | ||||||
| Apple Inc | 325,997 | 94,330 | ||||||
| Applied Materials Inc | 14,244 | 10,298 | ||||||
| AppLovin Corp, Cl A * | 20,239 | 10,428 | ||||||
| Arista Networks Inc * | 45,815 | 7,783 | ||||||
| Astera Labs Inc * | 18,177 | 8,780 | ||||||
| Autodesk Inc, Cl A * | 56,730 | 11,029 | ||||||
| BILL Holdings Inc * | 44,112 | 1,595 | ||||||
| Broadcom Inc | 109,932 | 41,527 | ||||||
| Cadence Design Systems Inc * | 10,239 | 3,843 | ||||||
| Ciena Corp * | 4,581 | 2,247 | ||||||
| Cirrus Logic Inc * | 24,438 | 3,630 | ||||||
| Cisco Systems Inc | 186,217 | 21,873 | ||||||
| Clear Secure Inc, Cl A | 335 | 19 | ||||||
| Corning Inc, Cl B | 3,911 | 999 | ||||||
| Credo Technology Group Holding Ltd * | 4,093 | 1,113 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 6,367 | 4,859 | ||||||
| Datadog Inc, Cl A * | 6,087 | 1,585 | ||||||
| Dell Technologies Inc, Cl C | 15,495 | 6,685 | ||||||
| 10 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Docusign Inc, Cl A * | 26,989 | $ | 1,199 | |||||
| Dolby Laboratories Inc, Cl A | 59,586 | 3,133 | ||||||
| Elastic NV * | 34,053 | 1,942 | ||||||
| Everpure Inc, Cl A * | 5,463 | 430 | ||||||
| F5 Inc, Cl A * | 21,552 | 8,965 | ||||||
| Fair Isaac Corp * | 683 | 816 | ||||||
| Fortinet Inc * | 27,914 | 4,288 | ||||||
| Guidewire Software Inc * | 24,449 | 3,008 | ||||||
| Hewlett Packard Enterprise Co | 18,002 | 812 | ||||||
| HubSpot Inc * | 8,530 | 1,557 | ||||||
| InterDigital Inc | 484 | 137 | ||||||
| International Business Machines Corp | 17,709 | 4,980 | ||||||
| Intuit Inc | 9,688 | 2,529 | ||||||
| IREN Ltd * | 25,671 | 1,174 | ||||||
| Jabil Inc | 25,844 | 9,962 | ||||||
| KLA Corp | 31,606 | 9,536 | ||||||
| Lam Research Corp | 60,689 | 26,298 | ||||||
| Lattice Semiconductor Corp * | 2,665 | 408 | ||||||
| Lumentum Holdings Inc * | 2,510 | 2,154 | ||||||
| Manhattan Associates Inc * | 29,240 | 4,072 | ||||||
| Marvell Technology Inc | 9,114 | 2,715 | ||||||
| Micron Technology Inc | 11,855 | 13,684 | ||||||
| Microsoft Corp | 238,829 | 89,088 | ||||||
| MongoDB Inc, Cl A * | 8,486 | 2,850 | ||||||
| Monolithic Power Systems Inc | 416 | 575 | ||||||
| Motorola Solutions Inc | 10,694 | 4,441 | ||||||
| Nebius Group NV, Cl A * | 28,906 | 7,983 | ||||||
| NetApp Inc | 43,357 | 6,710 | ||||||
| Nutanix Inc, Cl A * | 15,431 | 786 | ||||||
| NVIDIA Corp | 745,380 | 149,143 | ||||||
| Onto Innovation Inc * | 747 | 283 | ||||||
| Oracle Corp, Cl B | 11,302 | 1,656 | ||||||
| Palantir Technologies Inc, Cl A * | 55,407 | 6,464 | ||||||
| Pegasystems Inc | 43,585 | 1,306 | ||||||
| QUALCOMM Inc | 32,882 | 6,076 | ||||||
| Rambus Inc * | 4,754 | 631 | ||||||
| RingCentral Inc, Cl A | 3,201 | 125 | ||||||
| Rubrik Inc, Cl A * | 7,601 | 610 | ||||||
| Samsara Inc, Cl A * | 42,975 | 1,394 | ||||||
| Sandisk Corp * | 3,956 | 8,995 | ||||||
| Semtech Corp * | 2,600 | 421 | ||||||
| Skyworks Solutions Inc | 2,359 | 160 | ||||||
| Snowflake Inc, Cl A * | 21,947 | 5,586 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 17,405 | 8,312 | ||||||
| TD SYNNEX Corp | 24,968 | 6,675 | ||||||
| Teledyne Technologies Inc * | 5,124 | 3,417 | ||||||
| Teradyne Inc | 340 | 165 | ||||||
| Texas Instruments Inc | 2,969 | 885 | ||||||
| Twilio Inc, Cl A * | 41,870 | 8,639 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Ubiquiti Inc | 552 | $ | 295 | |||||
| UiPath Inc, Cl A * | 27,878 | 303 | ||||||
| Universal Display Corp | 20,185 | 1,748 | ||||||
| VeriSign Inc | 11,338 | 2,852 | ||||||
| Viasat Inc * | 10,577 | 950 | ||||||
| Vishay Intertechnology Inc | 9,923 | 534 | ||||||
| Western Digital Corp | 30,376 | 19,402 | ||||||
| 709,983 | ||||||||
| Materials — 1.4% | ||||||||
| Alcoa Corp | 17,777 | 927 | ||||||
| AptarGroup Inc | 5,285 | 662 | ||||||
| DuPont de Nemours Inc | 7,226 | 980 | ||||||
| Freeport-McMoRan Inc, Cl B | 7,561 | 475 | ||||||
| Linde PLC | 12,287 | 6,376 | ||||||
| Newmont Corp | 80,119 | 7,483 | ||||||
| Sherwin-Williams Co/The, Cl A | 14,753 | 5,080 | ||||||
| 21,983 | ||||||||
| Real Estate — 0.5% | ||||||||
| Federal Realty Investment Trust ‡ | 1,562 | 193 | ||||||
| Host Hotels & Resorts Inc ‡ | 41,263 | 978 | ||||||
| Omega Healthcare Investors Inc ‡ | 12,420 | 592 | ||||||
| Ventas Inc ‡ | 27,901 | 2,478 | ||||||
| Welltower Inc ‡ | 13,022 | 2,956 | ||||||
| 7,197 | ||||||||
| Utilities — 0.5% | ||||||||
| NRG Energy Inc | 10,963 | 1,602 | ||||||
| PG&E Corp | 36,638 | 616 | ||||||
| Talen Energy Corp * | 15,328 | 5,890 | ||||||
| 8,108 | ||||||||
| Total Common Stock | ||||||||
| (Cost $719,287) ($ Thousands) | 1,489,305 | |||||||
| Face Amount (Thousands) | ||||||||
| U.S. TREASURY OBLIGATION — 2.0% | ||||||||
| U.S. Treasury Bill | ||||||||
| 3.575%, 08/27/2026 (A) | $ | 32,000 | 31,814 | |||||
| Total U.S. Treasury Obligation | ||||||||
| (Cost $31,821) ($ Thousands) | 31,814 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 37,558,455 | 37,558 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $37,558) ($ Thousands) | 37,558 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $788,666) ($ Thousands) | $ | 1,558,677 | ||||||
| SEI Institutional Managed Trust | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||
| Long Contracts | ||||||||||||||||
| NASDAQ 100 Index E-Mini | 1 | Sep-2026 | $ | 590 | $ | 610 | $ | 20 | ||||||||
| S&P 500 Index E-Mini | 6 | Sep-2026 | 2,229 | 2,264 | 35 | |||||||||||
| S&P Mid Cap 400 Index E-Mini | 2 | Sep-2026 | 766 | 778 | 12 | |||||||||||
| $ | 3,585 | $ | 3,652 | $ | 67 | |||||||||||
A list of the open OTC swap agreements held by the Fund at June 30, 2026 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 | 09/15/2026 | USD | 46,456 | $ | 2,448 | $ | – | $ | 2,448 | |||||||||||||||||
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of June 30, 2026:
United States Custom Basket of Long Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 20,361 | LAM RESEARCH CORP | $ | 7,919 | $ | 896 | 17.0 | % | ||||||||
| 10,944 | ADVANCED MICRO DEVICES | 5,929 | 421 | 12.8 | |||||||||||
| 19,132 | KLA CORP COM NEW | 4,906 | 858 | 10.6 | |||||||||||
| 32,390 | ELASTIC N.V. BEARER AND | 2,018 | 1,847 | 4.3 | |||||||||||
| 32,390 | ELASTIC N.V. BEARER AND REGISTERED SHARES | 2,018 | (174 | ) | 4.3 | ||||||||||
| 11,280 | GE AEROSPACE | 3,861 | 349 | 8.3 | |||||||||||
| 5,808 | APPLIED MATERIALS INC | 3,402 | 791 | 7.3 | |||||||||||
| 1,700 | COMFORT SYSTEMS USA INC | 3,318 | 45 | 7.1 | |||||||||||
| 3,527 | CATERPILLAR INC | 3,294 | 468 | 7.1 | |||||||||||
| 20,980 | CITIGROUP INC | 2,963 | (31 | ) | 6.4 | ||||||||||
| 39,153 | EDISON INTERNATIONAL | 2,824 | 86 | 6.1 | |||||||||||
| 90,057 | COLUMBIA BANKING | 2,787 | 94 | 6.0 | |||||||||||
| 37,276 | SYNCHRONY FINANCIAL | 2,781 | 49 | 6.0 | |||||||||||
| 4,501 | MSCI INC. | 2,751 | (235 | ) | 5.9 | ||||||||||
| 41,315 | ZIONS BANCORPORATION NA | 2,738 | 116 | 5.9 | |||||||||||
| 6,232 | TERADYNE INC | 2,695 | 316 | 5.8 | |||||||||||
| 241,095 | CNH INDUSTRIAL N.V. | 2,572 | 131 | 5.5 | |||||||||||
| 27,046 | TEXTRON INC | 2,536 | (58 | ) | 5.5 | ||||||||||
| 8,088 | RENAISSANCERE HOLDINGS LTD | 2,405 | 157 | 5.2 | |||||||||||
| 11,821 | ORACLE CORP | 2,277 | (549 | ) | 4.9 | ||||||||||
| 9,938 | BOEING CO/THE | 2,275 | (128 | ) | 4.9 | ||||||||||
| 126,305 | PG&E CORPORATION | 2,094 | 33 | 4.5 | |||||||||||
| 93,894 | SLM CORP | 2,058 | 415 | 4.4 | |||||||||||
| 8,573 | EXPEDIA GROUP INC | 2,032 | 197 | 4.4 | |||||||||||
| 996 | SEAGATE TECHNOLOGY HLDNGS PLC ORD SHS | 1,015 | 961 | 2.2 | |||||||||||
| 996 | SEAGATE TECHNOLOGY HLDNGS PLC ORD | 1,015 | (55 | ) | 2.2 | ||||||||||
| 7,404 | CME GROUP INC | 1,970 | (329 | ) | 4.2 | ||||||||||
| 134,544 | VALLEY NATIONAL BANCORP | 1,923 | 60 | 4.1 | |||||||||||
| 24,502 | TRAVEL + LEISURE CO | 1,821 | 63 | 3.9 | |||||||||||
| 11,742 | PROLOGIS INC | 1,744 | (143 | ) | 3.8 | ||||||||||
| 18,198 | SCHWAB CHARLES CORP COM | 1,655 | 21 | 3.6 | |||||||||||
| 35,255 | IRIDIUM COMMUNICATIONS INC | 1,600 | 331 | 3.4 | |||||||||||
| 76,175 | NOV INC | 1,563 | (145 | ) | 3.4 | ||||||||||
| 9,676 | DUPONT DE NEMOURS INC | 1,409 | (99 | ) | 3.0 | ||||||||||
| 58,249 | KRAFT HEINZ CO COM | 1,397 | (1 | ) | 3.0 | ||||||||||
| 47,892 | SM ENERGY CO | 1,363 | (105 | ) | 2.9 | ||||||||||
| 12 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| 8,250 | NEUROCRINE BIOSCIENCES INC | $ | 1,316 | $ | 83 | 2.8 | % | ||||||||
| 3,326 | BROADCOM INC | 1,310 | (54 | ) | 2.8 | ||||||||||
| 12,495 | PRIMORIS SERVICES CORP | 1,266 | (29 | ) | 2.7 | ||||||||||
| 217,779 | SNAP INC | 1,244 | (317 | ) | 2.7 | ||||||||||
| 13,651 | NASDAQ INC | 1,243 | (165 | ) | 2.7 | ||||||||||
| 15,628 | KNIGHT | 1,239 | (21 | ) | 2.7 | ||||||||||
| 36,769 | PEGASYSTEMS INC | 1,203 | (172 | ) | 2.6 | ||||||||||
| 16,132 | DEXCOM INC | 1,197 | (113 | ) | 2.6 | ||||||||||
| 81,265 | LYFT INC | 1,157 | 25 | 2.5 | |||||||||||
| 30,062 | RINGCENTRAL INC | 1,152 | 18 | 2.5 | |||||||||||
| 32,837 | UGI CORP | 1,128 | 32 | 2.4 | |||||||||||
| 1,127 | COSTCO WHOLESALE CORP | 1,104 | (51 | ) | 2.4 | ||||||||||
| 2,538 | S&P GLOBAL INC | 1,076 | (44 | ) | 2.3 | ||||||||||
| 16,546 | CENTENE CORP DEL COM | 1,049 | 12 | 2.3 | |||||||||||
| 8,451 | OWENS CORNING | 1,043 | 299 | 2.2 | |||||||||||
| 920 | ELI LILLY & CO | 1,039 | 63 | 2.2 | |||||||||||
| 19,718 | ALEXANDRIA REAL ESTATE EQUIT | 1,033 | 22 | 2.2 | |||||||||||
| 16,711 | CARNIVAL CORPORATION SHS | 503 | 477 | 1.1 | |||||||||||
| 16,711 | CARNIVAL CORPORATION | 503 | (26 | ) | 1.1 | ||||||||||
| 107,481 | RITHM CAPITAL CORP | 988 | 20 | 2.1 | |||||||||||
| 3,314 | ALNYLAM PHARMACEUTICALS INC | 954 | 42 | 2.1 | |||||||||||
| 18,440 | CLEAR SECURE INC | 953 | 76 | 2.1 | |||||||||||
| 560 | MONOLITHIC POWER SYSTEMS INC | 925 | (152 | ) | 2.0 | ||||||||||
| 2,247 | DELL TECHNOLOGIES | 919 | 49 | 2.0 | |||||||||||
| 2,968 | MARVELL TECHNOLOGY INC COM | 917 | (34 | ) | 2.0 | ||||||||||
| 13,379 | BRIDGEBIO PHARMA INC | 910 | 85 | 2.0 | |||||||||||
| 87,352 | AVANTOR INC COM | 848 | 15 | 1.8 | |||||||||||
| 267 | AUTOZONE INC | 829 | 23 | 1.8 | |||||||||||
| 750 | GOLDMAN SACHS GROUP INC | 807 | (47 | ) | 1.7 | ||||||||||
| 7,893 | INCYTE CORP | 805 | 153 | 1.7 | |||||||||||
| 29,486 | DROPBOX INC | 803 | (60 | ) | 1.7 | ||||||||||
| 5,799 | PALANTIR TECHNOLOGIES INC | 781 | (106 | ) | 1.7 | ||||||||||
| 17,911 | PAYPAL HOLDINGS INC | 761 | 14 | 1.6 | |||||||||||
| 11,416 | APTIV PLC | 761 | (61 | ) | 1.6 | ||||||||||
| 1,137 | WESTERN DIGITAL CORP | 743 | 111 | 1.6 | |||||||||||
| 1,354 | NORTHROP GRUMMAN CORP | 738 | (46 | ) | 1.6 | ||||||||||
| 3,839 | RTX CORPORATION | 705 | 22 | 1.5 | |||||||||||
| 20,169 | KBR INC | 702 | (4 | ) | 1.5 | ||||||||||
| 7,606 | O'REILLY AUTOMOTIVE INC | 687 | 13 | 1.5 | |||||||||||
| 11,903 | BIOMARIN PHARMACEUTICAL INC | 662 | 30 | 1.4 | |||||||||||
| 4,689 | ADVANCED DRAINAGE SYSTEMS IN | 641 | 94 | 1.4 | |||||||||||
| 16,978 | CARETRUST REIT INC COM | 629 | 62 | 1.4 | |||||||||||
| 2,164 | INTERDIGITAL INC | 625 | (13 | ) | 1.3 | ||||||||||
| 6,845 | ESTEE LAUDER | 616 | (77 | ) | 1.3 | ||||||||||
| 25,491 | LEVI STRAUSS & CO | 613 | 19 | 1.3 | |||||||||||
| 584 | GE VERNOVA INC | 572 | 114 | 1.2 | |||||||||||
| 3,696 | CHARTER COMMUNICATIONS INC | 531 | (6 | ) | 1.1 | ||||||||||
| 7,059 | BORGWARNER INC | 519 | (51 | ) | 1.1 | ||||||||||
| 7,617 | VIASAT INC | 502 | 182 | 1.1 | |||||||||||
| 3,272 | FORTINET INC | 489 | (12 | ) | 1.1 | ||||||||||
| 1,421 | FEDEX CORP | 481 | (35 | ) | 1.0 | ||||||||||
United States Custom Basket of Short Securities
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (5,925) | WATTS WATER TECHNOLOGIES INC SHS | $ | (1,975 | ) | $ | (2,319 | ) | (4.3 | )% | ||||||
| (5,925) | WATTS WATER TECHNOLOGIES INC | (1,975 | ) | (354 | ) | (4.3 | ) | ||||||||
| (15,464) | SOLVENTUM CORP COM SHS | (1,189 | ) | (1,193 | ) | (2.6 | ) | ||||||||
| (15,464) | SOLVENTUM CORP COM | (1,189 | ) | (2 | ) | (2.6 | ) | ||||||||
| (9,175) | ARROW ELECTRONICS INC | (2,104 | ) | 148 | (4.5 | ) | |||||||||
| (3,374) | RBC BEARINGS INC | (2,082 | ) | (89 | ) | (4.5 | ) | ||||||||
| SEI Institutional Managed Trust | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Continued)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (14,003) | CULLEN/FROST BANKERS INC | $ | (2,031 | ) | $ | (130 | ) | (4.4 | )% | ||||||
| (38,193) | FIFTH THIRD BANCORP | (2,024 | ) | (141 | ) | (4.4 | ) | ||||||||
| (940) | FIRST CITIZENS | (1,945 | ) | (9 | ) | (4.2 | ) | ||||||||
| (8,399) | PNC FINANCIAL SERVICES GROUP | (1,936 | ) | (129 | ) | (4.2 | ) | ||||||||
| (78,168) | FIRST HORIZON CORPORATION COM | (1,933 | ) | (82 | ) | (4.2 | ) | ||||||||
| (17,396) | PRINCIPAL FINANCIAL GROUP INC | (1,924 | ) | 37 | (4.1 | ) | |||||||||
| (52,152) | INTERNATIONAL PAPER CO | (1,898 | ) | (87 | ) | (4.1 | ) | ||||||||
| (76,330) | WEYERHAEUSER CO | (1,882 | ) | 41 | (4.1 | ) | |||||||||
| (15,123) | BUNGE GLOBAL SA | (1,860 | ) | 249 | (4.0 | ) | |||||||||
| (64,706) | REGIONS FINANCIAL CORP | (1,851 | ) | (118 | ) | (4.0 | ) | ||||||||
| (33,818) | COMMERCE BANCSHARES INC | (1,851 | ) | (109 | ) | (4.0 | ) | ||||||||
| (44,885) | AMCOR PLC | (1,845 | ) | (127 | ) | (4.0 | ) | ||||||||
| (23,789) | OMNICOM GROUP | (1,820 | ) | 71 | (3.9 | ) | |||||||||
| (3,210) | DILLARDS INC | (1,816 | ) | 121 | (3.9 | ) | |||||||||
| (25,165) | LOAR HOLDINGS INC | (1,729 | ) | (297 | ) | (3.7 | ) | ||||||||
| (7,483) | PACKAGING CORP AMER COM | (1,721 | ) | (71 | ) | (3.7 | ) | ||||||||
| (39,080) | VIPER ENERGY INC | (1,707 | ) | 53 | (3.7 | ) | |||||||||
| (13,410) | AMERICAN WATER WORKS CO INC | (1,701 | ) | (61 | ) | (3.7 | ) | ||||||||
| (17,387) | SOUTHSTATE CORPORATION | (1,697 | ) | (38 | ) | (3.7 | ) | ||||||||
| (9,530) | CHEVRON CORP | (1,691 | ) | 113 | (3.6 | ) | |||||||||
| (34,318) | AMERICAN HEALTHCARE REIT INC | (1,622 | ) | (174 | ) | (3.5 | ) | ||||||||
| (4,286) | WATERS CORP | (1,533 | ) | (72 | ) | (3.3 | ) | ||||||||
| (8,737) | PHILLIPS 66 | (1,514 | ) | 39 | (3.3 | ) | |||||||||
| (5,725) | CONSTELLATION ENERGY | (1,502 | ) | 82 | (3.2 | ) | |||||||||
| (119,832) | NU HOLDINGS LTD/CAYMAN ISL | (1,490 | ) | (109 | ) | (3.2 | ) | ||||||||
| (3,186) | MEDPACE HOLDINGS INC | (1,489 | ) | (196 | ) | (3.2 | ) | ||||||||
| (5,737) | HEICO CORP | (1,427 | ) | (51 | ) | (3.1 | ) | ||||||||
| (4,625) | GENERAC HOLDINGS INC | (1,249 | ) | (103 | ) | (2.7 | ) | ||||||||
| (7,356) | ATMOS ENERGY CORP | (1,248 | ) | (18 | ) | (2.7 | ) | ||||||||
| (10,815) | CHOICE HOTELS INTL INC COM | (1,211 | ) | 20 | (2.6 | ) | |||||||||
| (27,512) | GAMESTOP CORP NEW SHS | (598 | ) | (607 | ) | (1.3 | ) | ||||||||
| (27,512) | GAMESTOP CORP NEW | (598 | ) | (9 | ) | (1.3 | ) | ||||||||
| (10,199) | PRUDENTIAL FINANCIAL INC | (1,115 | ) | 16 | (2.4 | ) | |||||||||
| (19,026) | US BANCORP | (1,100 | ) | (58 | ) | (2.4 | ) | ||||||||
| (23,971) | CNA FINANCIAL CORP | (1,077 | ) | (87 | ) | (2.3 | ) | ||||||||
| (8,197) | REPLIGEN CORP | (1,073 | ) | (44 | ) | (2.3 | ) | ||||||||
| (19,983) | FLUOR CORP | (1,047 | ) | 1 | (2.3 | ) | |||||||||
| (12,590) | WELLS FARGO & CO | (1,047 | ) | 8 | (2.3 | ) | |||||||||
| (5,385) | SIMPSON MFG | (1,043 | ) | (86 | ) | (2.2 | ) | ||||||||
| (4,207) | VALERO ENERGY CORP | (1,040 | ) | (58 | ) | (2.2 | ) | ||||||||
| (5,981) | AEROVIRONMENT INC | (1,028 | ) | 43 | (2.2 | ) | |||||||||
| (17,489) | KRATOS DEFENSE & SEC SOLUTIONS COM NEW | (997 | ) | 127 | (2.1 | ) | |||||||||
| (11,402) | Westlake Corporation | (997 | ) | 166 | (2.1 | ) | |||||||||
| (32,543) | ROIVANT SCIENCES LIMITED | (977 | ) | (190 | ) | (2.1 | ) | ||||||||
| (1,776) | VALMONT INDUSTRIES | (960 | ) | (104 | ) | (2.1 | ) | ||||||||
| (57,250) | QXO INC COM NEW | (956 | ) | (33 | ) | (2.1 | ) | ||||||||
| (3,144) | PLEXUS CORP | (928 | ) | (17 | ) | (2.0 | ) | ||||||||
| (10,365) | SPYRE THERAPEUTICS INC COM NEW | (899 | ) | (20 | ) | (1.9 | ) | ||||||||
| (6,544) | ARES MANAGEMENT CORPORATION | (886 | ) | 150 | (1.9 | ) | |||||||||
| (4,034) | ROYAL GOLD INC | (869 | ) | 65 | (1.9 | ) | |||||||||
| (85,393) | JOBY AVIATION INCORPORATION | (824 | ) | 133 | (1.8 | ) | |||||||||
| (15,549) | MODERNA INC | (811 | ) | (277 | ) | (1.7 | ) | ||||||||
| (4,657) | STATE STREET CORP | (779 | ) | (9 | ) | (1.7 | ) | ||||||||
| (4,908) | RH | (727 | ) | (81 | ) | (1.6 | ) | ||||||||
| (1,477) | HUBBELL INC | (723 | ) | (63 | ) | (1.6 | ) | ||||||||
| (5,465) | CDW CORPORATION | (718 | ) | (49 | ) | (1.5 | ) | ||||||||
| (23,723) | CELSIUS HOLDINGS INC | (682 | ) | (12 | ) | (1.5 | ) | ||||||||
| (21,937) | SUPER MICRO COMPUTER INC | (677 | ) | 64 | (1.5 | ) | |||||||||
| (8,040) | CARRIER GLOBAL CORP | (575 | ) | (14 | ) | (1.2 | ) | ||||||||
| (8,640) | DUTCH BROS INC | (575 | ) | (45 | ) | (1.2 | ) | ||||||||
| (6,934) | WESTERN ALLIANCE BANCORP | (567 | ) | (2 | ) | (1.2 | ) | ||||||||
| (1,987) | TD SYNNEX CORPORATION | (566 | ) | 35 | (1.2 | ) | |||||||||
| 14 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Growth Fund (Concluded)
| Shares | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket | |||||||||||
| (38,006) | GPGI INC COM CL A | $ | (554 | ) | $ | (48 | ) | (1.2 | )% | ||||||
| (4,419) | RYMAN HOSPITALITY PROPERTIES INC | (541 | ) | (36 | ) | (1.2 | ) | ||||||||
| (5,298) | PAYCHEX INC | (510 | ) | (11 | ) | (1.1 | ) | ||||||||
| (5,642) | LENNAR CORP CL A | (506 | ) | (3 | ) | (1.1 | ) | ||||||||
| (6,972) | CYTOKINETICS INC | (498 | ) | (101 | ) | (1.1 | ) | ||||||||
| (2,186) | M & T BANK CORP | (494 | ) | (27 | ) | (1.1 | ) | ||||||||
| (27,819) | BITMINE IMMERSION TECNOLOGIES COM NEW | (476 | ) | 144 | (1.0 | ) | |||||||||
| (28,855) | SOTERA HEALTH CO | (468 | ) | (43 | ) | (1.0 | ) | ||||||||
Percentages are based on Net Assets of $1,562,075 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | 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 Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value
6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 35,725 | $ | 313,253 | $ | (311,420 | ) | $ | — | $ | — | $ | 37,558 | $ | 824 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for Abbreviations.
| SEI Institutional Managed Trust | 15 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 98.1% | ||||||||
| Communication Services — 9.3% | ||||||||
| Alphabet Inc, Cl A | 107,363 | $ | 38,368 | |||||
| Alphabet Inc, Cl C | 87,610 | 30,955 | ||||||
| AST SpaceMobile Inc, Cl A * | 4,000 | 355 | ||||||
| AT&T Inc | 124,701 | 2,581 | ||||||
| Charter Communications Inc, Cl A * | 1,452 | 207 | ||||||
| Comcast Corp, Cl A | 65,256 | 1,602 | ||||||
| EchoStar Corp, Cl A * | 2,500 | 254 | ||||||
| Electronic Arts Inc | 4,606 | 944 | ||||||
| Fox Corp, Cl A | 3,631 | 189 | ||||||
| Fox Corp, Cl B | 2,800 | 131 | ||||||
| Globalstar Inc * | 900 | 73 | ||||||
| Iridium Communications Inc | 1,800 | 99 | ||||||
| Liberty Broadband Corp, Cl A * | 300 | 10 | ||||||
| Liberty Broadband Corp, Cl C * | 2,208 | 73 | ||||||
| Liberty Global Ltd, Cl A * | 3,200 | 36 | ||||||
| Liberty Global Ltd, Cl C * | 2,700 | 30 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl A * | 400 | 35 | ||||||
| Liberty Media Corp-Liberty Formula One, Cl C * | 3,950 | 376 | ||||||
| Live Nation Entertainment Inc * | 2,990 | 548 | ||||||
| Madison Square Garden Sports Corp * | 296 | 119 | ||||||
| Match Group Inc | 4,499 | 171 | ||||||
| Meta Platforms Inc, Cl A | 40,494 | 22,810 | ||||||
| Millicom International Cellular SA | 1,600 | 145 | ||||||
| Netflix Inc * | 77,250 | 5,516 | ||||||
| New York Times Co/The, Cl A | 3,012 | 211 | ||||||
| News Corp, Cl A | 7,100 | 176 | ||||||
| News Corp, Cl B | 2,300 | 65 | ||||||
| Nexstar Media Group Inc, Cl A | 550 | 98 | ||||||
| NIQ Global Intelligence PLC * | 900 | 8 | ||||||
| Omnicom Group Inc | 5,202 | 379 | ||||||
| People Inc * | 1,248 | 58 | ||||||
| Pinterest Inc, Cl A * | 8,926 | 188 | ||||||
| Reddit Inc, Cl A * | 2,400 | 417 | ||||||
| ROBLOX Corp, Cl A * | 11,500 | 625 | ||||||
| Roku Inc, Cl A * | 2,345 | 324 | ||||||
| Sirius XM Holdings Inc | 3,703 | 109 | ||||||
| Space Exploration Technologies Corp, Cl A * | 9,723 | 1,661 | ||||||
| Spotify Technology SA * | 2,880 | 1,322 | ||||||
| Take-Two Interactive Software Inc, Cl A * | 3,404 | 851 | ||||||
| TKO Group Holdings Inc, Cl A | 1,150 | 232 | ||||||
| T-Mobile US Inc | 9,014 | 1,512 | ||||||
| Trade Desk Inc/The, Cl A * | 8,151 | 147 | ||||||
| Verizon Communications Inc | 77,079 | 3,264 | ||||||
| Versant Media Group Inc | 2,794 | 101 | ||||||
| Walt Disney Co/The | 32,694 | 3,147 | ||||||
| Warner Bros Discovery Inc * | 43,320 | 1,155 | ||||||
| 121,677 | ||||||||
| Consumer Discretionary — 9.3% | ||||||||
| ADT Inc | 9,928 | 65 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Airbnb Inc, Cl A * | 7,600 | $ | 1,088 | |||||
| Amazon.com Inc, Cl A * | 178,762 | 42,606 | ||||||
| Amer Sports Inc * | 2,745 | 93 | ||||||
| Aptiv PLC * | 4,053 | 249 | ||||||
| Aramark | 4,791 | 273 | ||||||
| AutoNation Inc * | 494 | 92 | ||||||
| AutoZone Inc * | 302 | 965 | ||||||
| Bath & Body Works Inc | 3,800 | 88 | ||||||
| Best Buy Co Inc | 3,580 | 272 | ||||||
| Birkenstock Holding PLC * | 850 | 37 | ||||||
| Booking Holdings Inc | 14,255 | 2,541 | ||||||
| BorgWarner Inc | 3,700 | 246 | ||||||
| Boyd Gaming Corp | 1,000 | 88 | ||||||
| Bright Horizons Family Solutions Inc * | 1,100 | 78 | ||||||
| Brunswick Corp/DE | 1,200 | 101 | ||||||
| Burlington Stores Inc * | 1,173 | 372 | ||||||
| Caesars Entertainment Inc * | 3,800 | 115 | ||||||
| CarMax Inc * | 2,700 | 143 | ||||||
| Carnival Corp Ltd | 21,727 | 621 | ||||||
| Carvana Co, Cl A * | 12,630 | 831 | ||||||
| Cava Group Inc * | 1,900 | 149 | ||||||
| Chewy Inc, Cl A * | 4,500 | 88 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 23,450 | 797 | ||||||
| Choice Hotels International Inc | 528 | 58 | ||||||
| Churchill Downs Inc | 1,222 | 110 | ||||||
| Columbia Sportswear Co | 500 | 31 | ||||||
| Coupang Inc, Cl A * | 22,850 | 397 | ||||||
| Crocs Inc * | 950 | 115 | ||||||
| Darden Restaurants Inc | 2,149 | 443 | ||||||
| Deckers Outdoor Corp * | 2,706 | 269 | ||||||
| Dick's Sporting Goods Inc | 1,192 | 270 | ||||||
| Dillard's Inc, Cl A | 70 | 37 | ||||||
| Domino's Pizza Inc | 559 | 165 | ||||||
| DoorDash Inc, Cl A * | 6,824 | 1,259 | ||||||
| DR Horton Inc | 4,608 | 751 | ||||||
| DraftKings Inc, Cl A * | 9,100 | 230 | ||||||
| Duolingo Inc, Cl A * | 700 | 81 | ||||||
| Dutch Bros Inc, Cl A * | 2,300 | 165 | ||||||
| eBay Inc | 8,156 | 911 | ||||||
| Etsy Inc * | 1,754 | 132 | ||||||
| Expedia Group Inc | 2,074 | 531 | ||||||
| Five Below Inc * | 983 | 177 | ||||||
| Floor & Decor Holdings Inc, Cl A * | 2,000 | 119 | ||||||
| Flutter Entertainment PLC * | 2,600 | 266 | ||||||
| Ford Motor Co | 71,885 | 999 | ||||||
| GameStop Corp, Cl A * | 7,600 | 168 | ||||||
| Gap Inc/The | 4,200 | 78 | ||||||
| Garmin Ltd | 3,057 | 726 | ||||||
| General Motors Co | 16,549 | 1,276 | ||||||
| Gentex Corp | 4,135 | 104 | ||||||
| Genuine Parts Co | 2,576 | 304 | ||||||
| Grand Canyon Education Inc * | 550 | 79 | ||||||
| H&R Block Inc | 2,400 | 91 | ||||||
| 16 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Hasbro Inc | 2,602 | $ | 215 | |||||
| Hilton Worldwide Holdings Inc | 4,114 | 1,360 | ||||||
| Home Depot Inc/The | 18,366 | 6,477 | ||||||
| Hyatt Hotels Corp, Cl A | 694 | 135 | ||||||
| Las Vegas Sands Corp | 5,046 | 233 | ||||||
| Lear Corp | 994 | 133 | ||||||
| Lennar Corp, Cl A | 3,875 | 351 | ||||||
| Lennar Corp, Cl B | 150 | 13 | ||||||
| Liberty Live Holdings Inc, Cl A * | 400 | 40 | ||||||
| Liberty Live Holdings Inc, Cl C * | 909 | 96 | ||||||
| Lithia Motors Inc, Cl A | 450 | 131 | ||||||
| LKQ Corp | 4,888 | 129 | ||||||
| Lowe's Cos Inc | 10,324 | 2,276 | ||||||
| Lululemon Athletica Inc * | 1,893 | 216 | ||||||
| Macy's Inc | 5,100 | 120 | ||||||
| Marriott International Inc/MD, Cl A | 4,005 | 1,484 | ||||||
| Mattel Inc * | 5,800 | 81 | ||||||
| McDonald's Corp | 13,081 | 3,536 | ||||||
| MGM Resorts International * | 3,353 | 160 | ||||||
| Mohawk Industries Inc * | 932 | 113 | ||||||
| Murphy USA Inc | 305 | 164 | ||||||
| NIKE Inc, Cl B | 21,794 | 895 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 8,663 | 183 | ||||||
| NVR Inc * | 44 | 300 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 1,161 | 89 | ||||||
| On Holding, Cl A * | 4,300 | 152 | ||||||
| O'Reilly Automotive Inc * | 15,300 | 1,409 | ||||||
| Penske Automotive Group Inc, Cl A | 300 | 54 | ||||||
| Planet Fitness Inc, Cl A * | 1,600 | 83 | ||||||
| Pool Corp | 629 | 135 | ||||||
| PulteGroup Inc | 3,500 | 480 | ||||||
| PVH Corp | 799 | 59 | ||||||
| QuantumScape Corp, Cl A * | 8,300 | 63 | ||||||
| Ralph Lauren Corp, Cl A | 684 | 275 | ||||||
| Restaurant Brands International Inc | 6,400 | 464 | ||||||
| Rivian Automotive Inc, Cl A * | 14,800 | 257 | ||||||
| Ross Stores Inc | 5,794 | 1,233 | ||||||
| Royal Caribbean Cruises Ltd | 4,643 | 1,474 | ||||||
| Service Corp International/US | 2,600 | 197 | ||||||
| SharkNinja Inc * | 1,500 | 228 | ||||||
| Somnigroup International Inc | 3,750 | 294 | ||||||
| Starbucks Corp | 21,036 | 2,150 | ||||||
| Tapestry Inc | 3,808 | 557 | ||||||
| Tesla Inc * | 53,773 | 22,617 | ||||||
| Texas Roadhouse Inc, Cl A | 1,200 | 232 | ||||||
| Thor Industries Inc | 1,000 | 75 | ||||||
| TJX Cos Inc/The | 20,359 | 3,084 | ||||||
| Toll Brothers Inc | 1,750 | 288 | ||||||
| TopBuild Corp * | 500 | 177 | ||||||
| Tractor Supply Co | 10,055 | 318 | ||||||
| Travel + Leisure Co | 1,163 | 89 | ||||||
| Ulta Beauty Inc * | 800 | 361 | ||||||
| Vail Resorts Inc | 620 | 84 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Valvoline Inc * | 2,500 | $ | 99 | |||||
| VF Corp | 6,764 | 113 | ||||||
| Viking Holdings Ltd * | 3,300 | 345 | ||||||
| Wayfair Inc, Cl A * | 1,823 | 168 | ||||||
| Whirlpool Corp | 1,038 | 41 | ||||||
| Williams-Sonoma Inc | 2,150 | 501 | ||||||
| Wingstop Inc, Cl A | 550 | 95 | ||||||
| Wyndham Hotels & Resorts Inc | 1,363 | 115 | ||||||
| Wynn Resorts Ltd | 1,415 | 137 | ||||||
| YETI Holdings Inc * | 1,400 | 69 | ||||||
| Yum! Brands Inc | 5,159 | 825 | ||||||
| 120,667 | ||||||||
| Consumer Staples — 4.4% | ||||||||
| Albertsons Cos Inc, Cl A | 6,450 | 87 | ||||||
| Altria Group Inc | 30,750 | 2,212 | ||||||
| Archer-Daniels-Midland Co | 8,888 | 679 | ||||||
| BJ's Wholesale Club Holdings Inc * | 2,400 | 209 | ||||||
| Brown-Forman Corp, Cl A | 840 | 23 | ||||||
| Brown-Forman Corp, Cl B | 2,622 | 70 | ||||||
| Bunge Global SA | 2,400 | 256 | ||||||
| Campbell's Company/The | 3,800 | 85 | ||||||
| Casey's General Stores Inc | 672 | 534 | ||||||
| Celsius Holdings Inc * | 3,200 | 94 | ||||||
| Church & Dwight Co Inc | 4,310 | 418 | ||||||
| Clorox Co/The | 2,271 | 217 | ||||||
| Coca-Cola Co/The | 71,644 | 5,822 | ||||||
| Coca-Cola Consolidated Inc | 1,000 | 191 | ||||||
| Colgate-Palmolive Co | 14,679 | 1,346 | ||||||
| Conagra Brands Inc | 8,749 | 118 | ||||||
| Constellation Brands Inc, Cl A | 2,536 | 353 | ||||||
| Costco Wholesale Corp | 8,188 | 7,660 | ||||||
| Darling Ingredients Inc * | 2,973 | 162 | ||||||
| Dollar General Corp | 4,045 | 466 | ||||||
| Dollar Tree Inc * | 3,506 | 424 | ||||||
| elf Beauty Inc * | 1,100 | 81 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 4,580 | 362 | ||||||
| Freshpet Inc * | 900 | 53 | ||||||
| General Mills Inc | 10,061 | 350 | ||||||
| Hershey Co/The | 2,692 | 472 | ||||||
| Hormel Foods Corp | 5,437 | 135 | ||||||
| Ingredion Inc | 1,210 | 115 | ||||||
| J M Smucker Co/The | 1,954 | 220 | ||||||
| JBS, Cl A | 6,000 | 71 | ||||||
| Kenvue Inc | 35,504 | 678 | ||||||
| Keurig Dr Pepper Inc | 24,225 | 793 | ||||||
| Kimberly-Clark Corp | 6,020 | 661 | ||||||
| Kraft Heinz Co/The | 15,949 | 377 | ||||||
| Kroger Co/The | 10,238 | 569 | ||||||
| Lamb Weston Holdings Inc | 2,500 | 108 | ||||||
| Maplebear Inc * | 2,800 | 133 | ||||||
| McCormick & Co Inc/MD | 4,782 | 241 | ||||||
| Molson Coors Beverage Co, Cl B | 3,095 | 121 | ||||||
| Mondelez International Inc, Cl A | 23,646 | 1,368 | ||||||
| SEI Institutional Managed Trust | 17 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Monster Beverage Corp * | 12,978 | $ | 1,247 | |||||
| PepsiCo Inc | 25,180 | 3,409 | ||||||
| Performance Food Group Co * | 2,800 | 313 | ||||||
| Philip Morris International Inc | 28,713 | 5,194 | ||||||
| Pilgrim's Pride Corp | 900 | 25 | ||||||
| Post Holdings Inc * | 707 | 62 | ||||||
| Primo Brands Corp, Cl A | 4,600 | 112 | ||||||
| Procter & Gamble Co/The | 43,007 | 6,307 | ||||||
| Reynolds Consumer Products Inc | 1,200 | 32 | ||||||
| Seaboard Corp | 6 | 27 | ||||||
| Smithfield Foods Inc | 920 | 22 | ||||||
| Sprouts Farmers Market Inc * | 1,850 | 156 | ||||||
| Sysco Corp | 8,913 | 745 | ||||||
| Target Corp, Cl A | 8,443 | 1,103 | ||||||
| Tyson Foods Inc, Cl A | 5,158 | 295 | ||||||
| US Foods Holding Corp * | 3,997 | 409 | ||||||
| Walmart Inc | 80,913 | 9,164 | ||||||
| 56,956 | ||||||||
| Energy — 3.0% | ||||||||
| Antero Midstream Corp | 6,200 | 141 | ||||||
| Antero Resources Corp * | 5,400 | 190 | ||||||
| APA Corp | 6,600 | 215 | ||||||
| Baker Hughes Co, Cl A | 18,502 | 1,027 | ||||||
| Cheniere Energy Inc | 3,833 | 916 | ||||||
| Chevron Corp | 34,190 | 5,667 | ||||||
| Chord Energy Corp | 1,000 | 114 | ||||||
| ConocoPhillips | 22,485 | 2,338 | ||||||
| Devon Energy Corp | 20,680 | 855 | ||||||
| Diamondback Energy Inc, Cl A | 3,529 | 620 | ||||||
| DT Midstream Inc | 1,856 | 272 | ||||||
| EOG Resources Inc | 9,882 | 1,282 | ||||||
| EQT Corp | 11,317 | 602 | ||||||
| Expand Energy Corp | 4,250 | 388 | ||||||
| Exxon Mobil Corp | 76,636 | 10,478 | ||||||
| Halliburton Co | 15,645 | 531 | ||||||
| HF Sinclair Corp | 2,900 | 202 | ||||||
| Kinder Morgan Inc | 36,184 | 1,157 | ||||||
| Marathon Petroleum Corp | 5,430 | 1,388 | ||||||
| Matador Resources Co | 2,200 | 110 | ||||||
| NOV Inc | 6,750 | 125 | ||||||
| Occidental Petroleum Corp | 13,223 | 642 | ||||||
| ONEOK Inc | 11,681 | 1,016 | ||||||
| Ovintiv Inc | 5,400 | 284 | ||||||
| Permian Resources Corp, Cl A | 12,800 | 236 | ||||||
| Phillips 66 | 7,380 | 1,248 | ||||||
| Range Resources Corp | 4,450 | 165 | ||||||
| SLB Ltd, Cl A | 27,475 | 1,277 | ||||||
| Targa Resources Corp | 3,900 | 1,046 | ||||||
| TechnipFMC PLC | 7,200 | 477 | ||||||
| Texas Pacific Land Corp | 1,091 | 477 | ||||||
| Valero Energy Corp | 5,474 | 1,426 | ||||||
| Viper Energy Inc, Cl A | 3,400 | 144 | ||||||
| Weatherford International PLC | 1,300 | 106 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Williams Cos Inc/The | 22,423 | $ | 1,667 | |||||
| 38,829 | ||||||||
| Financials — 11.7% | ||||||||
| Affiliated Managers Group Inc | 471 | 159 | ||||||
| Affirm Holdings Inc, Cl A * | 5,100 | 416 | ||||||
| Aflac Inc | 8,356 | 980 | ||||||
| AGNC Investment Corp ‡ | 20,628 | 225 | ||||||
| Allstate Corp/The | 4,680 | 1,114 | ||||||
| Ally Financial Inc | 5,158 | 237 | ||||||
| American Express Co | 9,794 | 3,313 | ||||||
| American Financial Group Inc/OH | 1,243 | 174 | ||||||
| American International Group Inc | 9,763 | 728 | ||||||
| Ameriprise Financial Inc | 1,664 | 763 | ||||||
| Annaly Capital Management Inc ‡ | 13,193 | 295 | ||||||
| Aon PLC, Cl A | 3,817 | 1,266 | ||||||
| Apollo Global Management Inc | 7,747 | 917 | ||||||
| Arch Capital Group Ltd * | 6,539 | 635 | ||||||
| Ares Management Corp, Cl A | 3,450 | 384 | ||||||
| Arthur J Gallagher & Co | 4,715 | 1,082 | ||||||
| Assurant Inc | 900 | 242 | ||||||
| Assured Guaranty Ltd | 764 | 61 | ||||||
| Axis Capital Holdings Ltd | 1,423 | 153 | ||||||
| Bank of America Corp | 121,802 | 6,940 | ||||||
| Bank of New York Mellon Corp/The | 12,635 | 1,827 | ||||||
| Bank OZK | 2,000 | 104 | ||||||
| Berkshire Hathaway Inc, Cl B * | 34,330 | 17,178 | ||||||
| Blackrock Inc | 2,816 | 2,708 | ||||||
| Blackstone Inc, Cl A | 13,749 | 1,618 | ||||||
| Block Inc, Cl A * | 9,553 | 726 | ||||||
| Blue Owl Capital Inc, Cl A | 12,000 | 105 | ||||||
| BOK Financial Corp | 300 | 42 | ||||||
| Brighthouse Financial Inc * | 1,100 | 70 | ||||||
| Brookfield Asset Management Ltd, Cl A | 7,100 | 318 | ||||||
| Brown & Brown Inc | 5,350 | 343 | ||||||
| Bullish * | 600 | 14 | ||||||
| Capital One Financial Corp | 11,481 | 2,303 | ||||||
| Carlyle Group Inc/The | 4,900 | 206 | ||||||
| Cboe Global Markets Inc | 1,950 | 473 | ||||||
| Central BanCo Inc, Cl A | 250 | 8 | ||||||
| Charles Schwab Corp/The | 30,088 | 2,776 | ||||||
| Chime Financial Inc, Cl A * | 4,800 | 98 | ||||||
| Chubb Ltd | 6,490 | 2,211 | ||||||
| Cincinnati Financial Corp | 2,800 | 518 | ||||||
| Citigroup Inc | 31,380 | 4,392 | ||||||
| Citizens Financial Group Inc | 7,759 | 544 | ||||||
| CME Group Inc, Cl A | 6,693 | 1,478 | ||||||
| CNA Financial Corp | 352 | 17 | ||||||
| Coinbase Global Inc, Cl A * | 4,120 | 602 | ||||||
| Columbia Banking System Inc | 5,466 | 175 | ||||||
| Commerce Bancshares Inc/MO | 2,559 | 148 | ||||||
| Corebridge Financial Inc | 4,400 | 126 | ||||||
| Corpay Inc * | 1,151 | 384 | ||||||
| Credit Acceptance Corp, Cl A * | 76 | 48 | ||||||
| 18 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Cullen/Frost Bankers Inc | 1,114 | $ | 172 | |||||
| East West Bancorp Inc | 2,500 | 323 | ||||||
| Equitable Holdings Inc | 5,300 | 233 | ||||||
| Euronet Worldwide Inc * | 800 | 59 | ||||||
| Evercore Inc, Cl A | 683 | 233 | ||||||
| Everest Group Ltd | 736 | 263 | ||||||
| FactSet Research Systems Inc | 716 | 165 | ||||||
| Fidelity National Financial Inc | 4,760 | 224 | ||||||
| Fidelity National Information Services Inc, Cl B | 9,769 | 380 | ||||||
| Fifth Third Bancorp | 16,784 | 946 | ||||||
| Figure Technology Solutions Inc, Cl A * | 700 | 22 | ||||||
| First American Financial Corp | 1,850 | 127 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 146 | 304 | ||||||
| First Hawaiian Inc | 2,300 | 67 | ||||||
| First Horizon Corp | 9,000 | 231 | ||||||
| Fiserv Inc, Cl A * | 9,978 | 489 | ||||||
| FNB Corp/PA | 6,550 | 125 | ||||||
| Franklin Resources Inc | 4,900 | 163 | ||||||
| Freedom Holding Corp * | 350 | 46 | ||||||
| Galaxy Digital Inc, Cl A * | 3,400 | 93 | ||||||
| Global Payments Inc | 4,377 | 318 | ||||||
| Globe Life Inc | 1,481 | 265 | ||||||
| Goldman Sachs Group Inc/The | 5,300 | 5,360 | ||||||
| Hamilton Lane Inc, Cl A | 800 | 63 | ||||||
| Hanover Insurance Group Inc/The, Cl A | 626 | 134 | ||||||
| Hartford Insurance Group Inc/The | 5,059 | 670 | ||||||
| Houlihan Lokey Inc, Cl A | 950 | 127 | ||||||
| Huntington Bancshares Inc/OH | 37,488 | 665 | ||||||
| Interactive Brokers Group Inc, Cl A | 7,984 | 695 | ||||||
| Intercontinental Exchange Inc | 10,362 | 1,276 | ||||||
| Invesco Ltd | 6,862 | 181 | ||||||
| Jack Henry & Associates Inc | 1,344 | 185 | ||||||
| Jefferies Financial Group Inc | 2,900 | 145 | ||||||
| JPMorgan Chase & Co | 49,256 | 16,123 | ||||||
| KeyCorp | 17,338 | 400 | ||||||
| Kinsale Capital Group Inc | 418 | 138 | ||||||
| KKR & Co Inc | 12,600 | 1,156 | ||||||
| Lazard Inc, Cl A | 1,700 | 71 | ||||||
| Lincoln National Corp | 3,177 | 112 | ||||||
| Loews Corp | 3,189 | 361 | ||||||
| LPL Financial Holdings Inc | 1,492 | 420 | ||||||
| M&T Bank Corp | 2,727 | 649 | ||||||
| Markel Group Inc * | 230 | 449 | ||||||
| MarketAxess Holdings Inc | 625 | 71 | ||||||
| Marsh & McLennan Cos Inc | 8,889 | 1,482 | ||||||
| Mastercard Inc, Cl A | 14,896 | 7,651 | ||||||
| MetLife Inc | 9,955 | 842 | ||||||
| MGIC Investment Corp | 4,100 | 116 | ||||||
| Moody's Corp | 2,763 | 1,251 | ||||||
| Morgan Stanley | 20,682 | 4,323 | ||||||
| Morningstar Inc, Cl A | 400 | 62 | ||||||
| MSCI Inc, Cl A | 1,314 | 736 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Nasdaq Inc, Cl A | 8,233 | $ | 649 | |||||
| Northern Trust Corp | 3,450 | 600 | ||||||
| NU Holdings Ltd, Cl A * | 62,600 | 836 | ||||||
| Old Republic International Corp | 4,200 | 172 | ||||||
| OneMain Holdings Inc, Cl A | 2,181 | 133 | ||||||
| PayPal Holdings Inc | 16,470 | 711 | ||||||
| Pinnacle Financial Partners Inc | 2,761 | 279 | ||||||
| PNC Financial Services Group Inc/The | 7,256 | 1,787 | ||||||
| Popular Inc | 1,200 | 197 | ||||||
| Primerica Inc | 581 | 165 | ||||||
| Principal Financial Group Inc, Cl A | 4,034 | 435 | ||||||
| Progressive Corp/The | 10,757 | 2,350 | ||||||
| Prosperity Bancshares Inc | 1,800 | 131 | ||||||
| Prudential Financial Inc | 6,362 | 687 | ||||||
| Raymond James Financial Inc | 3,255 | 495 | ||||||
| Regions Financial Corp | 15,612 | 471 | ||||||
| Reinsurance Group of America Inc, Cl A | 1,224 | 260 | ||||||
| RenaissanceRe Holdings Ltd | 755 | 239 | ||||||
| Rithm Capital Corp ‡ | 10,340 | 97 | ||||||
| RLI Corp | 1,600 | 95 | ||||||
| Robinhood Markets Inc, Cl A * | 14,100 | 1,414 | ||||||
| Rocket Cos Inc, Cl A * | 17,750 | 280 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 2,100 | 79 | ||||||
| S&P Global Inc | 5,424 | 2,209 | ||||||
| SEI Investments Co † | 1,900 | 167 | ||||||
| Shift4 Payments Inc, Cl A * | 1,200 | 58 | ||||||
| SLM Corp | 3,740 | 97 | ||||||
| SoFi Technologies Inc * | 22,800 | 409 | ||||||
| SOUTHSTATE BANK CORP | 1,800 | 180 | ||||||
| Starwood Property Trust Inc ‡ | 6,600 | 108 | ||||||
| State Street Corp | 4,959 | 841 | ||||||
| Stifel Financial Corp | 2,750 | 192 | ||||||
| Synchrony Financial | 6,168 | 469 | ||||||
| T Rowe Price Group Inc | 3,821 | 434 | ||||||
| TFS Financial Corp | 917 | 16 | ||||||
| Toast Inc, Cl A * | 8,650 | 241 | ||||||
| TPG Inc, Cl A | 2,600 | 105 | ||||||
| Tradeweb Markets Inc, Cl A | 2,200 | 219 | ||||||
| Travelers Cos Inc/The | 3,880 | 1,281 | ||||||
| Truist Financial Corp | 22,877 | 1,140 | ||||||
| Unum Group | 2,875 | 257 | ||||||
| US Bancorp | 28,630 | 1,729 | ||||||
| UWM Holdings Corp | 2,800 | 6 | ||||||
| Virtu Financial Inc, Cl A | 1,500 | 89 | ||||||
| Visa Inc, Cl A | 30,429 | 10,440 | ||||||
| Voya Financial Inc | 1,800 | 163 | ||||||
| W R Berkley Corp | 4,175 | 294 | ||||||
| Webster Financial Corp | 2,968 | 227 | ||||||
| Wells Fargo & Co | 56,375 | 4,659 | ||||||
| Western Alliance Bancorp | 2,000 | 164 | ||||||
| Western Union Co/The | 6,300 | 49 | ||||||
| WEX Inc * | 595 | 84 | ||||||
| White Mountains Insurance Group Ltd | 50 | 104 | ||||||
| SEI Institutional Managed Trust | 19 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Willis Towers Watson PLC | 1,774 | $ | 464 | |||||
| Wintrust Financial Corp | 1,200 | 193 | ||||||
| XP Inc, Cl A | 7,300 | 119 | ||||||
| Zions Bancorp NA | 2,750 | 190 | ||||||
| 152,765 | ||||||||
| Health Care — 8.9% | ||||||||
| Abbott Laboratories | 31,933 | 2,898 | ||||||
| AbbVie Inc | 32,585 | 8,200 | ||||||
| Agilent Technologies Inc | 5,254 | 698 | ||||||
| Align Technology Inc * | 1,251 | 211 | ||||||
| Alnylam Pharmaceuticals Inc * | 2,377 | 716 | ||||||
| Amgen Inc, Cl A | 9,951 | 3,603 | ||||||
| Arrowhead Pharmaceuticals Inc * | 2,500 | 204 | ||||||
| Ascendis Pharma A/S * | 900 | 240 | ||||||
| Avantor Inc * | 12,270 | 122 | ||||||
| Axsome Therapeutics Inc * | 800 | 196 | ||||||
| Baxter International Inc | 9,565 | 204 | ||||||
| Becton Dickinson & Co | 5,309 | 803 | ||||||
| Biogen Inc * | 2,759 | 596 | ||||||
| BioMarin Pharmaceutical Inc * | 3,567 | 204 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 356 | 105 | ||||||
| Bio-Techne Corp | 2,896 | 205 | ||||||
| Boston Scientific Corp * | 27,588 | 1,177 | ||||||
| Bridgebio Pharma Inc * | 3,100 | 231 | ||||||
| Bristol-Myers Squibb Co | 37,636 | 2,169 | ||||||
| Bruker Corp | 2,000 | 120 | ||||||
| Cardinal Health Inc | 4,350 | 1,033 | ||||||
| Caris Life Sciences Inc * | 1,800 | 32 | ||||||
| Cencora Inc, Cl A | 3,425 | 969 | ||||||
| Centene Corp * | 9,131 | 586 | ||||||
| Charles River Laboratories International Inc * | 861 | 195 | ||||||
| Chemed Corp | 256 | 119 | ||||||
| Cigna Group/The | 4,785 | 1,319 | ||||||
| Cooper Cos Inc/The * | 3,648 | 262 | ||||||
| Corcept Therapeutics Inc * | 1,800 | 157 | ||||||
| CVS Health Corp | 23,308 | 2,411 | ||||||
| Danaher Corp, Cl A | 11,684 | 2,226 | ||||||
| DaVita Inc * | 600 | 134 | ||||||
| Dexcom Inc * | 7,059 | 475 | ||||||
| Doximity Inc, Cl A * | 2,500 | 52 | ||||||
| Edwards Lifesciences Corp, Cl A * | 10,487 | 949 | ||||||
| Elanco Animal Health Inc * | 9,227 | 227 | ||||||
| Elevance Health Inc | 3,982 | 1,540 | ||||||
| Eli Lilly & Co | 14,730 | 17,668 | ||||||
| Encompass Health Corp | 1,900 | 192 | ||||||
| Ensign Group Inc/The | 1,000 | 160 | ||||||
| Envista Holdings Corp * | 3,000 | 79 | ||||||
| Exelixis Inc * | 4,500 | 245 | ||||||
| GE HealthCare Technologies Inc | 8,304 | 532 | ||||||
| Gilead Sciences Inc | 22,894 | 2,892 | ||||||
| Globus Medical Inc, Cl A * | 2,150 | 170 | ||||||
| Guardant Health Inc * | 2,300 | 345 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Halozyme Therapeutics Inc * | 2,200 | $ | 172 | |||||
| HCA Healthcare Inc | 2,744 | 1,070 | ||||||
| Henry Schein Inc * | 1,947 | 163 | ||||||
| Humana Inc | 2,204 | 875 | ||||||
| IDEXX Laboratories Inc * | 1,476 | 777 | ||||||
| Illumina Inc * | 2,828 | 497 | ||||||
| Incyte Corp * | 2,943 | 334 | ||||||
| Insmed Inc * | 3,900 | 416 | ||||||
| Insulet Corp * | 1,329 | 202 | ||||||
| Intuitive Surgical Inc * | 6,493 | 2,582 | ||||||
| Ionis Pharmaceuticals Inc * | 3,000 | 238 | ||||||
| IQVIA Holdings Inc * | 3,105 | 600 | ||||||
| Jazz Pharmaceuticals PLC * | 1,080 | 260 | ||||||
| Johnson & Johnson | 44,356 | 11,265 | ||||||
| Labcorp Holdings Inc | 1,491 | 418 | ||||||
| Madrigal Pharmaceuticals Inc * | 320 | 172 | ||||||
| McKesson Corp | 2,252 | 1,702 | ||||||
| Medline Inc, Cl A * | 8,300 | 327 | ||||||
| Medpace Holdings Inc * | 410 | 217 | ||||||
| Medtronic PLC | 23,603 | 1,846 | ||||||
| Merck & Co Inc | 45,522 | 5,850 | ||||||
| Mettler-Toledo International Inc * | 380 | 485 | ||||||
| Moderna Inc * | 6,731 | 471 | ||||||
| Molina Healthcare Inc * | 955 | 218 | ||||||
| Natera Inc * | 2,500 | 679 | ||||||
| Neurocrine Biosciences Inc * | 1,784 | 301 | ||||||
| Organon & Co | 5,170 | 70 | ||||||
| Penumbra Inc * | 700 | 221 | ||||||
| Pfizer Inc | 104,825 | 2,524 | ||||||
| QIAGEN NV | 3,792 | 148 | ||||||
| Quest Diagnostics Inc | 2,041 | 433 | ||||||
| Regeneron Pharmaceuticals Inc | 1,859 | 1,159 | ||||||
| Repligen Corp * | 950 | 130 | ||||||
| ResMed Inc | 2,695 | 525 | ||||||
| Revolution Medicines Inc * | 3,250 | 609 | ||||||
| Revvity Inc | 2,091 | 233 | ||||||
| Roivant Sciences Ltd * | 7,900 | 280 | ||||||
| Royalty Pharma PLC, Cl A | 7,100 | 398 | ||||||
| Solventum Corp * | 2,788 | 215 | ||||||
| Sotera Health Co * | 4,800 | 85 | ||||||
| STERIS PLC | 1,840 | 387 | ||||||
| Stryker Corp | 6,410 | 2,018 | ||||||
| Summit Therapeutics Inc * | 2,400 | 35 | ||||||
| Teleflex Inc | 839 | 106 | ||||||
| Tempus AI Inc, Cl A * | 1,900 | 110 | ||||||
| Tenet Healthcare Corp * | 1,600 | 299 | ||||||
| Thermo Fisher Scientific Inc | 6,836 | 3,427 | ||||||
| United Therapeutics Corp * | 752 | 407 | ||||||
| UnitedHealth Group Inc | 16,615 | 6,906 | ||||||
| Universal Health Services Inc, Cl B | 925 | 138 | ||||||
| Veeva Systems Inc, Cl A * | 2,758 | 489 | ||||||
| Vertex Pharmaceuticals Inc * | 4,676 | 2,323 | ||||||
| Viatris Inc, Cl W | 21,730 | 345 | ||||||
| 20 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Viking Therapeutics Inc * | 2,200 | $ | 86 | |||||
| Waters Corp * | 1,831 | 687 | ||||||
| West Pharmaceutical Services Inc | 1,268 | 455 | ||||||
| Zimmer Biomet Holdings Inc | 3,522 | 303 | ||||||
| Zoetis Inc, Cl A | 7,715 | 554 | ||||||
| 116,113 | ||||||||
| Industrials — 10.0% | ||||||||
| 3M Co | 9,602 | 1,555 | ||||||
| A O Smith Corp | 2,200 | 138 | ||||||
| AAON Inc | 1,200 | 152 | ||||||
| Acuity Inc | 579 | 218 | ||||||
| Advanced Drainage Systems Inc | 1,300 | 204 | ||||||
| AECOM | 2,400 | 167 | ||||||
| AeroVironment Inc * | 700 | 116 | ||||||
| AGCO Corp | 1,200 | 144 | ||||||
| Alaska Air Group Inc * | 2,200 | 115 | ||||||
| Allegion PLC | 1,550 | 218 | ||||||
| Allison Transmission Holdings Inc | 1,500 | 169 | ||||||
| Amentum Holdings Inc * | 3,199 | 66 | ||||||
| American Airlines Group Inc * | 12,272 | 222 | ||||||
| AMETEK Inc | 4,183 | 1,012 | ||||||
| API Group Corp * | 6,700 | 284 | ||||||
| Applied Industrial Technologies Inc, Cl A | 670 | 227 | ||||||
| Armstrong World Industries Inc | 750 | 120 | ||||||
| ATI Inc * | 2,500 | 493 | ||||||
| Automatic Data Processing Inc | 7,364 | 1,649 | ||||||
| Avis Budget Group Inc * | 300 | 44 | ||||||
| Axon Enterprise Inc * | 1,393 | 781 | ||||||
| Bloom Energy Corp, Cl A * | 4,900 | 1,483 | ||||||
| Boeing Co/The * | 13,987 | 3,028 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 2,240 | 136 | ||||||
| Broadridge Financial Solutions Inc | 2,125 | 291 | ||||||
| Builders FirstSource Inc * | 2,050 | 183 | ||||||
| BWX Technologies Inc | 1,700 | 331 | ||||||
| CACI International Inc, Cl A * | 412 | 191 | ||||||
| Carlisle Cos Inc | 774 | 281 | ||||||
| Carpenter Technology Corp | 910 | 561 | ||||||
| Carrier Global Corp | 14,402 | 1,056 | ||||||
| Caterpillar Inc, Cl A | 8,388 | 8,932 | ||||||
| CH Robinson Worldwide Inc | 2,155 | 406 | ||||||
| Chart Industries Inc * | 900 | 188 | ||||||
| Cintas Corp | 6,354 | 1,081 | ||||||
| Clean Harbors Inc * | 960 | 287 | ||||||
| CNH Industrial NV | 16,400 | 184 | ||||||
| Comfort Systems USA Inc | 640 | 1,268 | ||||||
| Copart Inc * | 16,556 | 467 | ||||||
| Core & Main Inc, Cl A * | 3,550 | 171 | ||||||
| Crane Co | 900 | 201 | ||||||
| CSX Corp | 34,200 | 1,626 | ||||||
| Cummins Inc | 2,538 | 1,810 | ||||||
| Curtiss-Wright Corp | 660 | 500 | ||||||
| Deere & Co | 4,562 | 2,894 | ||||||
| Delta Air Lines Inc, Cl A | 12,121 | 1,135 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Donaldson Co Inc, Cl A | 2,200 | $ | 197 | |||||
| Dover Corp | 2,501 | 561 | ||||||
| Dycom Industries Inc * | 560 | 283 | ||||||
| Eaton Corp PLC | 7,171 | 3,056 | ||||||
| EMCOR Group Inc | 810 | 672 | ||||||
| Emerson Electric Co | 10,296 | 1,474 | ||||||
| Equifax Inc | 2,239 | 355 | ||||||
| Esab Corp | 1,066 | 105 | ||||||
| Everus Construction Group Inc * | 975 | 162 | ||||||
| ExlService Holdings Inc * | 3,000 | 78 | ||||||
| Expeditors International of Washington Inc | 2,500 | 407 | ||||||
| Fastenal Co, Cl A | 21,374 | 1,027 | ||||||
| FedEx Corp | 3,980 | 1,246 | ||||||
| Fedex Freight Holding Co Inc * | 2,010 | 303 | ||||||
| Ferguson Enterprises Inc | 3,550 | 843 | ||||||
| Flowserve Corp | 2,400 | 178 | ||||||
| Forgent Power Solutions Inc, Cl A * | 2,400 | 134 | ||||||
| Fortive Corp | 5,559 | 340 | ||||||
| Fortune Brands Innovations Inc | 2,361 | 130 | ||||||
| FTAI Aviation Ltd | 1,900 | 514 | ||||||
| FTI Consulting Inc * | 552 | 82 | ||||||
| Gates Industrial Corp PLC * | 4,900 | 137 | ||||||
| GE Vernova Inc | 4,949 | 5,814 | ||||||
| Generac Holdings Inc * | 1,050 | 307 | ||||||
| General Dynamics Corp | 4,687 | 1,660 | ||||||
| General Electric Co | 19,014 | 7,106 | ||||||
| Genpact Ltd | 2,900 | 80 | ||||||
| GFL Environmental Inc | 4,800 | 177 | ||||||
| Graco Inc | 3,100 | 234 | ||||||
| GXO Logistics Inc * | 2,083 | 106 | ||||||
| Hayward Holdings Inc * | 4,000 | 69 | ||||||
| HEICO Corp | 800 | 285 | ||||||
| HEICO Corp, Cl A | 1,440 | 371 | ||||||
| Hexcel Corp, Cl A | 1,400 | 140 | ||||||
| Honeywell Aerospace Inc * | 5,901 | 1,304 | ||||||
| Honeywell International Inc | 5,901 | 1,321 | ||||||
| Howmet Aerospace Inc | 7,300 | 1,963 | ||||||
| Hubbell Inc, Cl B | 975 | 510 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 737 | 206 | ||||||
| IDEX Corp | 1,403 | 318 | ||||||
| IES Holdings Inc * | 160 | 118 | ||||||
| Illinois Tool Works Inc | 5,279 | 1,428 | ||||||
| Ingersoll Rand Inc | 7,149 | 586 | ||||||
| ITT Inc | 1,598 | 316 | ||||||
| Jacobs Solutions Inc | 2,145 | 270 | ||||||
| JB Hunt Transport Services Inc | 1,360 | 394 | ||||||
| Johnson Controls International PLC | 11,226 | 1,640 | ||||||
| KARMAN HOLDINGS INC * | 950 | 47 | ||||||
| KBR Inc | 2,300 | 79 | ||||||
| Kirby Corp * | 1,000 | 136 | ||||||
| Knight-Swift Transportation Holdings Inc, Cl A | 2,927 | 228 | ||||||
| Kratos Defense & Security Solutions Inc * | 3,400 | 170 | ||||||
| SEI Institutional Managed Trust | 21 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| L3Harris Technologies Inc | 3,467 | $ | 1,007 | |||||
| Landstar System Inc | 592 | 122 | ||||||
| Leidos Holdings Inc | 2,400 | 247 | ||||||
| Lennox International Inc | 591 | 339 | ||||||
| Leonardo DRS Inc | 1,500 | 64 | ||||||
| Lincoln Electric Holdings Inc | 992 | 263 | ||||||
| Loar Holdings Inc * | 735 | 59 | ||||||
| Lockheed Martin Corp | 3,736 | 1,903 | ||||||
| Louisiana-Pacific Corp | 1,200 | 94 | ||||||
| Lyft Inc, Cl A * | 7,200 | 105 | ||||||
| Masco Corp | 3,700 | 301 | ||||||
| MasTec Inc * | 1,150 | 478 | ||||||
| Middleby Corp/The * | 839 | 144 | ||||||
| Modine Manufacturing Co * | 1,000 | 267 | ||||||
| MSA Safety Inc | 658 | 115 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 779 | 93 | ||||||
| Mueller Industries Inc | 2,000 | 246 | ||||||
| Nextpower Inc, Cl A * | 2,700 | 322 | ||||||
| Nordson Corp | 993 | 300 | ||||||
| Norfolk Southern Corp | 4,128 | 1,299 | ||||||
| Northrop Grumman Corp | 2,448 | 1,247 | ||||||
| nVent Electric PLC | 3,000 | 509 | ||||||
| Old Dominion Freight Line Inc, Cl A | 3,416 | 740 | ||||||
| Oshkosh Corp | 1,200 | 184 | ||||||
| Otis Worldwide Corp | 7,026 | 503 | ||||||
| Owens Corning | 1,560 | 248 | ||||||
| PACCAR Inc | 9,582 | 1,151 | ||||||
| Parker-Hannifin Corp, Cl A | 2,342 | 2,291 | ||||||
| Parsons Corp * | 600 | 31 | ||||||
| Paychex Inc | 5,990 | 589 | ||||||
| Paycom Software Inc | 716 | 90 | ||||||
| Paylocity Holding Corp * | 785 | 82 | ||||||
| Pentair PLC | 3,100 | 238 | ||||||
| Planet Labs PBC * | 5,100 | 169 | ||||||
| Powell Industries Inc | 520 | 149 | ||||||
| Primoris Services Corp | 1,000 | 99 | ||||||
| Quanta Services Inc | 2,730 | 1,966 | ||||||
| QXO Inc * | 12,000 | 207 | ||||||
| RB Global Inc | 3,490 | 406 | ||||||
| RBC Bearings Inc * | 560 | 361 | ||||||
| Regal Rexnord Corp | 1,200 | 286 | ||||||
| Republic Services Inc | 3,688 | 786 | ||||||
| Robert Half Inc | 1,900 | 58 | ||||||
| Rocket Lab Corp * | 9,900 | 1,006 | ||||||
| Rockwell Automation Inc | 2,069 | 1,024 | ||||||
| Rollins Inc | 5,600 | 234 | ||||||
| RTX Corp | 24,898 | 4,724 | ||||||
| Ryder System Inc | 700 | 185 | ||||||
| Saia Inc * | 500 | 211 | ||||||
| Schneider National Inc, Cl B | 800 | 29 | ||||||
| Science Applications International Corp | 800 | 88 | ||||||
| Sensata Technologies Holding PLC | 2,650 | 126 | ||||||
| Simpson Manufacturing Co Inc | 750 | 157 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| SiteOne Landscape Supply Inc * | 802 | $ | 92 | |||||
| Snap-on Inc | 939 | 378 | ||||||
| Solv Energy Inc, Cl A * | 700 | 24 | ||||||
| Southwest Airlines Co, Cl A | 8,644 | 444 | ||||||
| SPX Technologies Inc * | 900 | 221 | ||||||
| SS&C Technologies Holdings Inc | 3,900 | 242 | ||||||
| StandardAero Inc * | 4,450 | 133 | ||||||
| Stanley Black & Decker Inc | 2,857 | 269 | ||||||
| Sterling Infrastructure Inc * | 560 | 470 | ||||||
| Sunbelt Rentals Holdings Inc | 7,600 | 569 | ||||||
| Tetra Tech Inc | 5,000 | 144 | ||||||
| Textron Inc | 3,238 | 297 | ||||||
| Timken Co/The | 1,200 | 174 | ||||||
| Toro Co/The | 1,850 | 180 | ||||||
| Trane Technologies PLC | 4,057 | 1,993 | ||||||
| TransDigm Group Inc | 1,029 | 1,371 | ||||||
| TransUnion | 3,700 | 267 | ||||||
| Trex Co Inc * | 2,100 | 105 | ||||||
| Uber Technologies Inc * | 36,079 | 2,603 | ||||||
| U-Haul Holding Co * | 200 | 13 | ||||||
| U-Haul Holding Co, Cl B | 1,833 | 106 | ||||||
| UL Solutions Inc, Cl A | 1,400 | 143 | ||||||
| Union Pacific Corp | 10,886 | 2,961 | ||||||
| United Airlines Holdings Inc * | 5,973 | 812 | ||||||
| United Parcel Service Inc, Cl B | 13,670 | 1,470 | ||||||
| United Rentals Inc | 1,151 | 1,304 | ||||||
| Valmont Industries Inc | 359 | 207 | ||||||
| Veralto Corp | 4,611 | 409 | ||||||
| Verisk Analytics Inc, Cl A | 2,349 | 422 | ||||||
| Vertiv Holdings Co, Cl A | 7,080 | 2,371 | ||||||
| Vicor Corp * | 400 | 152 | ||||||
| Waste Management Inc | 6,850 | 1,527 | ||||||
| Watsco Inc | 636 | 265 | ||||||
| Watts Water Technologies Inc, Cl A | 520 | 204 | ||||||
| WESCO International Inc | 900 | 311 | ||||||
| Westinghouse Air Brake Technologies Corp | 3,066 | 827 | ||||||
| WillScot Holdings Corp, Cl A | 3,300 | 95 | ||||||
| Woodward Inc | 1,102 | 469 | ||||||
| WW Grainger Inc | 801 | 1,090 | ||||||
| X-Energy Inc, Cl A * | 800 | 15 | ||||||
| XPO Inc * | 2,083 | 428 | ||||||
| Xylem Inc/NY | 4,388 | 519 | ||||||
| 130,490 | ||||||||
| Information Technology — 35.3% | ||||||||
| Accenture PLC, Cl A | 11,279 | 1,404 | ||||||
| Adobe Inc * | 7,430 | 1,523 | ||||||
| Advanced Energy Industries Inc | 680 | 254 | ||||||
| Advanced Micro Devices Inc * | 29,973 | 17,412 | ||||||
| Akamai Technologies Inc * | 2,650 | 313 | ||||||
| Allegro MicroSystems Inc * | 2,300 | 160 | ||||||
| Amdocs Ltd | 2,000 | 101 | ||||||
| Amkor Technology Inc | 2,300 | 198 | ||||||
| Amphenol Corp, Cl A | 22,564 | 3,978 | ||||||
| 22 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Analog Devices Inc | 8,997 | $ | 3,573 | |||||
| Appfolio Inc, Cl A * | 400 | 64 | ||||||
| Apple Inc | 266,447 | 77,099 | ||||||
| Applied Digital Corp * | 4,700 | 175 | ||||||
| Applied Materials Inc | 14,617 | 10,568 | ||||||
| Applied Optoelectronics Inc * | 1,400 | 207 | ||||||
| AppLovin Corp, Cl A * | 4,410 | 2,272 | ||||||
| Arista Networks Inc * | 19,218 | 3,265 | ||||||
| Arrow Electronics Inc, Cl A * | 931 | 199 | ||||||
| Astera Labs Inc * | 2,849 | 1,376 | ||||||
| Atlassian Corp, Cl A * | 3,143 | 244 | ||||||
| Aurora Innovation Inc, Cl A * | 21,500 | 147 | ||||||
| Autodesk Inc, Cl A * | 3,952 | 768 | ||||||
| Avnet Inc | 1,500 | 133 | ||||||
| Bentley Systems Inc, Cl B | 2,900 | 87 | ||||||
| BILL Holdings Inc * | 1,491 | 54 | ||||||
| BitMine Immersion Technologies Inc | 10,400 | 138 | ||||||
| Broadcom Inc | 85,730 | 32,385 | ||||||
| Cadence Design Systems Inc * | 5,077 | 1,905 | ||||||
| CCC Intelligent Solutions Holdings Inc * | 11,800 | 61 | ||||||
| CDW Corp/DE | 2,445 | 344 | ||||||
| Ciena Corp * | 2,620 | 1,285 | ||||||
| Circle Internet Group Inc, Cl A * | 3,300 | 207 | ||||||
| Cirrus Logic Inc * | 900 | 134 | ||||||
| Cisco Systems Inc | 72,781 | 8,549 | ||||||
| Cloudflare Inc, Cl A * | 5,850 | 1,435 | ||||||
| Cognex Corp | 3,100 | 224 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 8,661 | 335 | ||||||
| Coherent Corp * | 3,255 | 1,284 | ||||||
| CoreWeave Inc, Cl A * | 6,400 | 637 | ||||||
| Corning Inc, Cl B | 14,514 | 3,707 | ||||||
| Credo Technology Group Holding Ltd * | 3,000 | 816 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 4,601 | 3,511 | ||||||
| Datadog Inc, Cl A * | 5,850 | 1,523 | ||||||
| Dell Technologies Inc, Cl C | 5,500 | 2,373 | ||||||
| DigitalOcean Holdings Inc * | 1,500 | 236 | ||||||
| Docusign Inc, Cl A * | 3,770 | 167 | ||||||
| Dolby Laboratories Inc, Cl A | 1,153 | 61 | ||||||
| Dropbox Inc, Cl A * | 3,200 | 88 | ||||||
| Dynatrace Inc * | 5,600 | 246 | ||||||
| Elastic NV * | 1,800 | 103 | ||||||
| Enphase Energy Inc * | 2,390 | 118 | ||||||
| Entegris Inc | 2,750 | 495 | ||||||
| EPAM Systems Inc * | 992 | 79 | ||||||
| Everpure Inc, Cl A * | 5,850 | 461 | ||||||
| F5 Inc, Cl A * | 1,056 | 439 | ||||||
| Fabrinet * | 640 | 360 | ||||||
| Fair Isaac Corp * | 413 | 493 | ||||||
| Figma Inc, Cl A * | 3,900 | 71 | ||||||
| First Solar Inc * | 1,900 | 448 | ||||||
| Flex Ltd * | 6,750 | 1,094 | ||||||
| FormFactor Inc * | 1,400 | 224 | ||||||
| Fortinet Inc * | 11,135 | 1,711 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Gartner Inc * | 1,207 | $ | 156 | |||||
| Gen Digital Inc | 10,401 | 259 | ||||||
| Gitlab Inc, Cl A * | 2,600 | 79 | ||||||
| GLOBALFOUNDRIES Inc | 2,300 | 190 | ||||||
| GoDaddy Inc, Cl A * | 2,525 | 214 | ||||||
| Guidewire Software Inc * | 1,582 | 195 | ||||||
| Hewlett Packard Enterprise Co | 24,357 | 1,099 | ||||||
| HP Inc | 17,121 | 376 | ||||||
| HubSpot Inc * | 941 | 172 | ||||||
| Ingram Micro Holding Corp | 350 | 10 | ||||||
| Intel Corp * | 80,826 | 11,286 | ||||||
| International Business Machines Corp | 17,327 | 4,873 | ||||||
| Intuit Inc | 4,959 | 1,294 | ||||||
| IonQ Inc * | 6,800 | 362 | ||||||
| IPG Photonics Corp * | 472 | 55 | ||||||
| IREN Ltd * | 5,900 | 270 | ||||||
| Jabil Inc | 1,950 | 752 | ||||||
| Keysight Technologies Inc * | 3,152 | 1,103 | ||||||
| KLA Corp | 24,100 | 7,271 | ||||||
| Klaviyo, Cl A * | 2,600 | 39 | ||||||
| Kyndryl Holdings Inc * | 4,577 | 52 | ||||||
| Lam Research Corp | 23,040 | 9,984 | ||||||
| Lattice Semiconductor Corp * | 2,500 | 382 | ||||||
| Littelfuse Inc | 460 | 209 | ||||||
| Lumentum Holdings Inc * | 1,300 | 1,115 | ||||||
| MACOM Technology Solutions Holdings Inc * | 1,200 | 456 | ||||||
| Manhattan Associates Inc * | 1,105 | 154 | ||||||
| Marvell Technology Inc | 16,009 | 4,769 | ||||||
| Microchip Technology Inc | 9,850 | 898 | ||||||
| Micron Technology Inc | 20,773 | 23,978 | ||||||
| Microsoft Corp | 136,905 | 51,068 | ||||||
| MKS Inc | 1,250 | 556 | ||||||
| MongoDB Inc, Cl A * | 1,474 | 495 | ||||||
| Monolithic Power Systems Inc | 864 | 1,194 | ||||||
| Motorola Solutions Inc | 3,054 | 1,268 | ||||||
| NetApp Inc | 3,650 | 565 | ||||||
| Nutanix Inc, Cl A * | 4,859 | 248 | ||||||
| NVIDIA Corp | 429,890 | 86,017 | ||||||
| Okta Inc, Cl A * | 3,116 | 425 | ||||||
| ON Semiconductor Corp * | 7,257 | 686 | ||||||
| Onto Innovation Inc * | 900 | 341 | ||||||
| Oracle Corp, Cl B | 31,323 | 4,590 | ||||||
| Palantir Technologies Inc, Cl A * | 40,700 | 4,748 | ||||||
| Palo Alto Networks Inc * | 14,846 | 5,063 | ||||||
| Pegasystems Inc | 1,700 | 51 | ||||||
| Procore Technologies Inc * | 2,450 | 100 | ||||||
| PTC Inc * | 2,165 | 246 | ||||||
| Qnity Electronics Inc | 3,919 | 640 | ||||||
| Qorvo Inc * | 1,524 | 142 | ||||||
| QUALCOMM Inc | 19,457 | 3,595 | ||||||
| Ralliant Corp | 2,153 | 159 | ||||||
| Rambus Inc * | 2,000 | 265 | ||||||
| RingCentral Inc, Cl A | 1,355 | 53 | ||||||
| SEI Institutional Managed Trust | 23 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Roper Technologies Inc | 1,867 | $ | 632 | |||||
| Rubrik Inc, Cl A * | 2,700 | 217 | ||||||
| SailPoint Inc * | 1,200 | 18 | ||||||
| Salesforce Inc | 14,654 | 2,296 | ||||||
| Samsara Inc, Cl A * | 6,000 | 195 | ||||||
| Sandisk Corp * | 2,667 | 6,064 | ||||||
| Sanmina Corp * | 900 | 228 | ||||||
| Semtech Corp * | 1,700 | 275 | ||||||
| SentinelOne Inc, Cl A * | 5,500 | 93 | ||||||
| ServiceNow Inc * | 18,870 | 1,873 | ||||||
| SiTime Corp * | 400 | 298 | ||||||
| Skyworks Solutions Inc | 2,826 | 192 | ||||||
| Snowflake Inc, Cl A * | 6,200 | 1,578 | ||||||
| Strategy Inc, Cl A * | 5,851 | 509 | ||||||
| Super Micro Computer Inc * | 9,600 | 282 | ||||||
| Synopsys Inc * | 3,410 | 1,521 | ||||||
| TD SYNNEX Corp | 1,400 | 374 | ||||||
| Teledyne Technologies Inc * | 864 | 576 | ||||||
| Teradyne Inc | 2,884 | 1,395 | ||||||
| Terawulf Inc * | 6,700 | 165 | ||||||
| Texas Instruments Inc | 16,707 | 4,980 | ||||||
| Trimble Inc * | 4,450 | 228 | ||||||
| TTM Technologies Inc * | 1,900 | 355 | ||||||
| Twilio Inc, Cl A * | 2,658 | 548 | ||||||
| Tyler Technologies Inc * | 820 | 240 | ||||||
| Ubiquiti Inc | 60 | 32 | ||||||
| UiPath Inc, Cl A * | 7,600 | 83 | ||||||
| Unity Software Inc * | 6,153 | 176 | ||||||
| Universal Display Corp | 842 | 73 | ||||||
| VeriSign Inc | 1,498 | 377 | ||||||
| Viavi Solutions Inc * | 4,300 | 205 | ||||||
| Vontier Corp | 2,863 | 83 | ||||||
| Western Digital Corp | 6,242 | 3,987 | ||||||
| Workday Inc, Cl A * | 3,754 | 460 | ||||||
| Zebra Technologies Corp, Cl A * | 872 | 230 | ||||||
| Zoom Communications Inc, Cl A * | 5,000 | 432 | ||||||
| Zscaler Inc * | 1,864 | 263 | ||||||
| 459,421 | ||||||||
| Materials — 2.1% | ||||||||
| Air Products and Chemicals Inc | 4,015 | 1,177 | ||||||
| Albemarle Corp | 2,220 | 300 | ||||||
| Alcoa Corp | 4,855 | 253 | ||||||
| Almonty Industries Inc * | 4,000 | 66 | ||||||
| Amcor PLC | 8,696 | 377 | ||||||
| Anglogold Ashanti PLC | 9,400 | 760 | ||||||
| AptarGroup Inc | 1,200 | 150 | ||||||
| Aura Minerals Inc | 700 | 44 | ||||||
| Avery Dennison Corp | 1,466 | 238 | ||||||
| Axalta Coating Systems Ltd * | 4,000 | 137 | ||||||
| Ball Corp | 5,035 | 314 | ||||||
| Celanese Corp, Cl A | 2,038 | 94 | ||||||
| CF Industries Holdings Inc | 2,887 | 312 | ||||||
| Cleveland-Cliffs Inc * | 10,350 | 97 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Coeur Mining Inc | 18,900 | $ | 308 | |||||
| Corteva Inc | 12,324 | 1,044 | ||||||
| CRH PLC | 12,300 | 1,316 | ||||||
| Crown Holdings Inc | 2,000 | 224 | ||||||
| Dow Inc | 13,175 | 360 | ||||||
| DuPont de Nemours Inc | 2,613 | 354 | ||||||
| Eagle Materials Inc | 559 | 126 | ||||||
| Eastman Chemical Co | 2,132 | 143 | ||||||
| Ecolab Inc | 4,546 | 1,267 | ||||||
| Element Solutions Inc | 4,200 | 201 | ||||||
| Freeport-McMoRan Inc, Cl B | 26,352 | 1,657 | ||||||
| Graphic Packaging Holding Co | 5,800 | 61 | ||||||
| Hecla Mining Co | 11,600 | 179 | ||||||
| International Flavors & Fragrances Inc | 4,769 | 378 | ||||||
| International Paper Co | 9,791 | 373 | ||||||
| James Hardie Industries PLC * | 2,895 | 76 | ||||||
| Linde PLC | 8,490 | 4,406 | ||||||
| LyondellBasell Industries NV, Cl A | 4,761 | 251 | ||||||
| Martin Marietta Materials Inc, Cl A | 1,116 | 644 | ||||||
| Mosaic Co/The | 5,900 | 125 | ||||||
| MP Materials Corp * | 2,650 | 148 | ||||||
| NewMarket Corp | 92 | 73 | ||||||
| Newmont Corp | 19,605 | 1,831 | ||||||
| Nucor Corp | 4,041 | 900 | ||||||
| Olin Corp | 2,100 | 42 | ||||||
| Packaging Corp of America | 1,564 | 373 | ||||||
| PPG Industries Inc | 4,188 | 508 | ||||||
| Reliance Inc | 949 | 354 | ||||||
| Royal Gold Inc, Cl A | 1,547 | 309 | ||||||
| RPM International Inc | 2,400 | 267 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 877 | 60 | ||||||
| Sherwin-Williams Co/The, Cl A | 4,292 | 1,478 | ||||||
| Silgan Holdings Inc | 1,630 | 76 | ||||||
| Smurfit WestRock PLC | 9,650 | 446 | ||||||
| Solstice Advanced Materials Inc | 2,975 | 264 | ||||||
| Sonoco Products Co | 1,800 | 101 | ||||||
| Southern Copper Corp | 1,527 | 266 | ||||||
| Steel Dynamics Inc | 2,499 | 573 | ||||||
| Vulcan Materials Co | 2,379 | 702 | ||||||
| Westlake Corp | 632 | 46 | ||||||
| 26,629 | ||||||||
| Real Estate — 2.0% | ||||||||
| Agree Realty Corp ‡ | 2,100 | 159 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 3,148 | 166 | ||||||
| American Healthcare REIT Inc ‡ | 3,500 | 183 | ||||||
| American Homes 4 Rent, Cl A ‡ | 6,500 | 218 | ||||||
| American Tower Corp, Cl A ‡ | 8,584 | 1,404 | ||||||
| Americold Realty Trust Inc ‡ | 5,500 | 86 | ||||||
| AvalonBay Communities Inc ‡ | 2,609 | 492 | ||||||
| Brixmor Property Group Inc ‡ | 5,600 | 177 | ||||||
| BXP Inc ‡ | 2,962 | 196 | ||||||
| Camden Property Trust ‡ | 1,769 | 203 | ||||||
| CBRE Group Inc, Cl A * | 5,350 | 721 | ||||||
| 24 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| CoStar Group Inc * | 7,800 | $ | 221 | |||||
| Cousins Properties Inc ‡ | 3,100 | 93 | ||||||
| Crown Castle Inc ‡ | 8,136 | 616 | ||||||
| CubeSmart ‡ | 4,200 | 167 | ||||||
| Digital Realty Trust Inc, Cl A ‡ | 6,423 | 1,153 | ||||||
| EastGroup Properties Inc ‡ | 1,000 | 203 | ||||||
| EPR Properties, Cl A ‡ | 1,400 | 81 | ||||||
| Equinix Inc ‡ | 1,826 | 1,903 | ||||||
| Equity LifeStyle Properties Inc ‡ | 3,600 | 232 | ||||||
| Equity Residential ‡ | 6,833 | 464 | ||||||
| Essex Property Trust Inc ‡ | 1,127 | 329 | ||||||
| Extra Space Storage Inc ‡ | 3,865 | 562 | ||||||
| Federal Realty Investment Trust ‡ | 1,546 | 191 | ||||||
| Fermi Inc *‡ | 700 | 6 | ||||||
| First Industrial Realty Trust Inc ‡ | 2,400 | 147 | ||||||
| Gaming and Leisure Properties Inc ‡ | 5,010 | 223 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 6,050 | 122 | ||||||
| Healthpeak Properties Inc ‡ | 13,120 | 281 | ||||||
| Host Hotels & Resorts Inc ‡ | 12,752 | 302 | ||||||
| Howard Hughes Holdings Inc * | 563 | 40 | ||||||
| Invitation Homes Inc ‡ | 11,350 | 343 | ||||||
| Iron Mountain Inc ‡ | 5,500 | 695 | ||||||
| Janus Living Inc, Cl A ‡ | 900 | 26 | ||||||
| Jones Lang LaSalle Inc * | 873 | 271 | ||||||
| Kilroy Realty Corp ‡ | 2,200 | 82 | ||||||
| Kimco Realty Corp ‡ | 12,605 | 320 | ||||||
| Lamar Advertising Co, Cl A ‡ | 1,650 | 257 | ||||||
| Lineage Inc ‡ | 1,300 | 56 | ||||||
| Medical Properties Trust Inc ‡ | 9,635 | 45 | ||||||
| Mid-America Apartment Communities Inc ‡ | 2,200 | 306 | ||||||
| Millrose Properties Inc ‡ | 2,951 | 89 | ||||||
| National Storage Affiliates Trust ‡ | 1,400 | 62 | ||||||
| NNN REIT Inc ‡ | 3,500 | 163 | ||||||
| Omega Healthcare Investors Inc ‡ | 5,545 | 264 | ||||||
| Prologis Inc ‡ | 17,262 | 2,338 | ||||||
| Public Storage ‡ | 2,917 | 929 | ||||||
| Rayonier Inc ‡ | 5,755 | 122 | ||||||
| Realty Income Corp ‡ | 17,113 | 1,060 | ||||||
| Regency Centers Corp ‡ | 3,400 | 271 | ||||||
| Rexford Industrial Realty Inc ‡ | 4,350 | 146 | ||||||
| SBA Communications Corp, Cl A ‡ | 1,987 | 351 | ||||||
| Simon Property Group Inc ‡ | 5,835 | 1,305 | ||||||
| STAG Industrial Inc ‡ | 3,600 | 137 | ||||||
| Sun Communities Inc ‡ | 2,283 | 274 | ||||||
| UDR Inc ‡ | 6,200 | 247 | ||||||
| Ventas Inc ‡ | 8,790 | 781 | ||||||
| VICI Properties Inc, Cl A ‡ | 20,194 | 536 | ||||||
| Vornado Realty Trust ‡ | 3,300 | 130 | ||||||
| Welltower Inc ‡ | 12,850 | 2,917 | ||||||
| Weyerhaeuser Co ‡ | 13,497 | 323 | ||||||
| WP Carey Inc ‡ | 4,090 | 292 | ||||||
| Zillow Group Inc, Cl A * | 1,000 | 31 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Zillow Group Inc, Cl C * | 3,100 | $ | 98 | |||||
| 26,608 | ||||||||
| Utilities — 2.1% | ||||||||
| AES Corp/The | 13,200 | 193 | ||||||
| Alliant Energy Corp | 4,771 | 364 | ||||||
| Ameren Corp | 5,025 | 568 | ||||||
| American Electric Power Co Inc | 9,929 | 1,358 | ||||||
| American Water Works Co Inc | 3,615 | 476 | ||||||
| Atmos Energy Corp | 3,016 | 520 | ||||||
| Brookfield Renewable Corp | 2,600 | 97 | ||||||
| CenterPoint Energy Inc | 12,155 | 535 | ||||||
| Clearway Energy Inc, Cl C | 2,250 | 77 | ||||||
| CMS Energy Corp | 5,710 | 437 | ||||||
| Consolidated Edison Inc | 6,679 | 739 | ||||||
| Constellation Energy Corp | 5,843 | 1,451 | ||||||
| Dominion Energy Inc | 15,952 | 1,089 | ||||||
| DTE Energy Co | 3,813 | 581 | ||||||
| Duke Energy Corp | 14,362 | 1,818 | ||||||
| Edison International | 7,149 | 532 | ||||||
| Entergy Corp | 8,278 | 951 | ||||||
| Essential Utilities Inc | 5,200 | 199 | ||||||
| Evergy Inc | 4,317 | 373 | ||||||
| Eversource Energy | 6,998 | 506 | ||||||
| Exelon Corp | 18,789 | 876 | ||||||
| FirstEnergy Corp | 10,300 | 490 | ||||||
| IDACORP Inc, Cl A | 1,000 | 151 | ||||||
| MDU Resources Group Inc | 4,000 | 85 | ||||||
| National Fuel Gas Co | 1,800 | 139 | ||||||
| NextEra Energy Inc | 38,455 | 3,375 | ||||||
| NiSource Inc | 9,000 | 428 | ||||||
| NRG Energy Inc | 3,750 | 548 | ||||||
| OGE Energy Corp | 3,900 | 190 | ||||||
| Oklo Inc, Cl A * | 2,600 | 136 | ||||||
| PG&E Corp | 40,956 | 689 | ||||||
| Pinnacle West Capital Corp | 2,200 | 235 | ||||||
| PPL Corp | 13,803 | 502 | ||||||
| Public Service Enterprise Group Inc | 9,304 | 755 | ||||||
| Sempra | 12,162 | 1,128 | ||||||
| Southern Co/The | 20,562 | 1,968 | ||||||
| Talen Energy Corp * | 860 | 330 | ||||||
| UGI Corp | 4,030 | 139 | ||||||
| Vistra Corp | 6,219 | 987 | ||||||
| WEC Energy Group Inc | 6,034 | 705 | ||||||
| Xcel Energy Inc | 11,040 | 886 | ||||||
| 27,606 | ||||||||
| Total Common Stock | ||||||||
| (Cost $465,369) ($ Thousands) | 1,277,761 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Apellis Pharma CVR *‡‡ | 2,100 | – |
| SEI Institutional Managed Trust | 25 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Large Cap Index Fund (Concluded)
| Description | Number of Rights | Market Value ($ Thousands) | ||||||
| RIGHTS (continued) | ||||||||
| Holx CVR *‡‡ | 4,200 | $ | – | |||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 22,506,417 | 22,506 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $22,506) ($ Thousands) | 22,506 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $487,875) ($ Thousands) | $ | 1,300,267 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 47 | Sep-2026 | $ | 17,700 | $ | 17,738 | $ | 38 | |||||||||
| S&P Mid Cap 400 Index E-Mini | 13 | Sep-2026 | 4,982 | 5,051 | 69 | ||||||||||||
| $ | 22,682 | $ | 22,789 | $ | 107 | ||||||||||||
Percentages are based on Net Assets of $1,302,232 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Investments Co | $ | 170 | $ | — | $ | (6 | ) | $ | — | $ | 3 | $ | 167 | $ | 2 | $ | 3 | |||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | 21,151 | 152,591 | (151,236 | ) | — | — | 22,506 | 38 | — | |||||||||||||||||||||||
| Totals | $ | 21,321 | $ | 152,591 | $ | (151,242 | ) | $ | — | $ | 3 | $ | 22,673 | $ | 40 | $ | 3 | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 26 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Large Cap Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 98.9% | ||||||||
| Communication Services — 10.2% | ||||||||
| Alphabet Inc, Cl A | 460,476 | $ | 164,560 | |||||
| Alphabet Inc, Cl C | 225,016 | 79,505 | ||||||
| AT&T Inc | 1,536,958 | 31,815 | ||||||
| BCE Inc | 554,468 | 11,927 | ||||||
| Charter Communications Inc, Cl A * | 12,696 | 1,805 | ||||||
| Comcast Corp, Cl A | 753,477 | 18,498 | ||||||
| Electronic Arts Inc | 39,546 | 8,109 | ||||||
| Fox Corp, Cl A | 194,181 | 10,128 | ||||||
| Match Group Inc | 356,889 | 13,580 | ||||||
| Meta Platforms Inc, Cl A | 111,272 | 62,678 | ||||||
| Netflix Inc * | 474,994 | 33,915 | ||||||
| New York Times Co/The, Cl A | 8,214 | 575 | ||||||
| Omnicom Group Inc | 125,706 | 9,155 | ||||||
| Roku Inc, Cl A * | 2,847 | 393 | ||||||
| Sirius XM Holdings Inc | 66,099 | 1,953 | ||||||
| Verizon Communications Inc | 97,068 | 4,110 | ||||||
| Versant Media Group Inc | 118,305 | 4,260 | ||||||
| Walt Disney Co/The | 72,877 | 7,014 | ||||||
| Warner Bros Discovery Inc * | 1,202 | 32 | ||||||
| 464,012 | ||||||||
| Consumer Discretionary — 10.6% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 42,400 | 3,816 | ||||||
| ADT Inc | 655,135 | 4,258 | ||||||
| Airbnb Inc, Cl A * | 63,004 | 9,016 | ||||||
| Amazon.com Inc, Cl A * | 529,196 | 126,129 | ||||||
| AutoZone Inc * | 10,038 | 32,081 | ||||||
| Best Buy Co Inc | 44,137 | 3,349 | ||||||
| Bloomin' Brands Inc | 36,298 | 332 | ||||||
| Booking Holdings Inc | 65,496 | 11,674 | ||||||
| BorgWarner Inc | 71,039 | 4,717 | ||||||
| Deckers Outdoor Corp * | 2,386 | 237 | ||||||
| Dick's Sporting Goods Inc | 41,612 | 9,438 | ||||||
| Domino's Pizza Inc | 16,892 | 5,001 | ||||||
| DR Horton Inc | 16,198 | 2,638 | ||||||
| eBay Inc | 245,611 | 27,447 | ||||||
| Expedia Group Inc | 11,465 | 2,934 | ||||||
| Ford Motor Co | 46,816 | 651 | ||||||
| General Motors Co | 277,722 | 21,407 | ||||||
| Genuine Parts Co | 79,642 | 9,396 | ||||||
| Harley-Davidson Inc, Cl A | 88,020 | 2,153 | ||||||
| Hilton Worldwide Holdings Inc | 40,812 | 13,487 | ||||||
| Home Depot Inc/The | 27,536 | 9,711 | ||||||
| KB Home | 120,903 | 7,567 | ||||||
| Lowe's Cos Inc | 154,550 | 34,077 | ||||||
| Magna International Inc, Cl A | 76,294 | 5,009 | ||||||
| Mattel Inc * | 124,237 | 1,724 | ||||||
| NIKE Inc, Cl B | 329,743 | 13,536 | ||||||
| O'Reilly Automotive Inc * | 28,590 | 2,633 | ||||||
| Phinia Inc | 7,745 | 638 | ||||||
| PulteGroup Inc | 70,134 | 9,623 | ||||||
| PVH Corp | 89,422 | 6,641 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Ralph Lauren Corp, Cl A | 24,394 | $ | 9,792 | |||||
| Ross Stores Inc | 37,237 | 7,926 | ||||||
| Starbucks Corp | 40,046 | 4,092 | ||||||
| Tapestry Inc | 110,372 | 16,156 | ||||||
| TJX Cos Inc/The | 269,662 | 40,854 | ||||||
| Ulta Beauty Inc * | 13,679 | 6,169 | ||||||
| VF Corp | 232,921 | 3,885 | ||||||
| Yum! Brands Inc | 70,220 | 11,225 | ||||||
| 481,419 | ||||||||
| Consumer Staples — 5.4% | ||||||||
| Altria Group Inc | 422,820 | 30,422 | ||||||
| Archer-Daniels-Midland Co | 50,878 | 3,887 | ||||||
| Campbell's Company/The | 9,542 | 213 | ||||||
| Coca-Cola Co/The | 108,858 | 8,847 | ||||||
| Colgate-Palmolive Co | 98,555 | 9,036 | ||||||
| Conagra Brands Inc | 26,312 | 354 | ||||||
| Constellation Brands Inc, Cl A | 10,975 | 1,527 | ||||||
| Costco Wholesale Corp | 9,292 | 8,692 | ||||||
| Diageo PLC ADR | 2,364 | 190 | ||||||
| Dollar General Corp | 95,162 | 10,954 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 2,878 | 227 | ||||||
| Hershey Co/The | 26,426 | 4,636 | ||||||
| Ingredion Inc | 26,094 | 2,471 | ||||||
| Kimberly-Clark Corp | 47,002 | 5,159 | ||||||
| Kroger Co/The | 355,798 | 19,758 | ||||||
| Lamb Weston Holdings Inc | 16,377 | 707 | ||||||
| Magnum Ice Cream Co NV * | 15,319 | 267 | ||||||
| Molson Coors Beverage Co, Cl B | 246,452 | 9,602 | ||||||
| Mondelez International Inc, Cl A | 24,475 | 1,416 | ||||||
| Monster Beverage Corp * | 85,008 | 8,171 | ||||||
| PepsiCo Inc | 162,587 | 22,014 | ||||||
| Philip Morris International Inc | 161,541 | 29,224 | ||||||
| Procter & Gamble Co/The | 179,078 | 26,260 | ||||||
| Target Corp, Cl A | 53,833 | 7,031 | ||||||
| Tyson Foods Inc, Cl A | 21,116 | 1,209 | ||||||
| Unilever PLC ADR | 350,642 | 21,081 | ||||||
| Walmart Inc | 127,956 | 14,492 | ||||||
| 247,847 | ||||||||
| Energy — 2.4% | ||||||||
| APA Corp | 33,727 | 1,098 | ||||||
| Canadian Natural Resources Ltd | 178,221 | 7,040 | ||||||
| Chevron Corp | 131,199 | 21,748 | ||||||
| ConocoPhillips | 179,580 | 18,669 | ||||||
| Devon Energy Corp | 127,504 | 5,268 | ||||||
| Exxon Mobil Corp | 112,652 | 15,402 | ||||||
| Halliburton Co | 361,523 | 12,274 | ||||||
| HF Sinclair Corp | 40,846 | 2,845 | ||||||
| Marathon Petroleum Corp | 55,200 | 14,113 | ||||||
| Phillips 66 | 14,701 | 2,485 | ||||||
| Scorpio Tankers Inc | 16,509 | 1,143 | ||||||
| Valero Energy Corp | 24,115 | 6,281 | ||||||
| 108,366 | ||||||||
| SEI Institutional Managed Trust | 27 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Financials — 13.5% | ||||||||
| Allstate Corp/The | 49,660 | $ | 11,816 | |||||
| American Financial Group Inc/OH | 11,100 | 1,553 | ||||||
| Ameriprise Financial Inc | 13,265 | 6,085 | ||||||
| Annaly Capital Management Inc ‡ | 110,861 | 2,479 | ||||||
| Bank of America Corp | 842,336 | 47,996 | ||||||
| Bank of New York Mellon Corp/The | 82,180 | 11,884 | ||||||
| Berkshire Hathaway Inc, Cl B * | 64,666 | 32,358 | ||||||
| Chubb Ltd | 17,073 | 5,817 | ||||||
| Citigroup Inc | 394,108 | 55,159 | ||||||
| CME Group Inc, Cl A | 77,815 | 17,184 | ||||||
| Fifth Third Bancorp | 106,076 | 5,980 | ||||||
| First Horizon Corp | 3,005 | 77 | ||||||
| Global Payments Inc | 137,935 | 10,009 | ||||||
| Goldman Sachs Group Inc/The | 21,644 | 21,890 | ||||||
| Hartford Insurance Group Inc/The | 66,936 | 8,870 | ||||||
| Intercontinental Exchange Inc | 50,750 | 6,248 | ||||||
| Jack Henry & Associates Inc | 12,422 | 1,711 | ||||||
| JPMorgan Chase & Co | 146,435 | 47,933 | ||||||
| KKR & Co Inc | 19,666 | 1,805 | ||||||
| Marsh & McLennan Cos Inc | 26,931 | 4,489 | ||||||
| Mastercard Inc, Cl A | 103,450 | 53,132 | ||||||
| Moody's Corp | 143,750 | 65,107 | ||||||
| Morgan Stanley | 225,435 | 47,125 | ||||||
| MSCI Inc, Cl A | 21,417 | 11,994 | ||||||
| Navient Corp | 12,251 | 104 | ||||||
| PNC Financial Services Group Inc/The | 31,599 | 7,780 | ||||||
| Progressive Corp/The | 4,956 | 1,083 | ||||||
| Prudential Financial Inc | 17,700 | 1,910 | ||||||
| Regions Financial Corp | 307,300 | 9,281 | ||||||
| S&P Global Inc | 10,324 | 4,205 | ||||||
| State Street Corp | 6,173 | 1,047 | ||||||
| Travelers Cos Inc/The | 58,288 | 19,242 | ||||||
| Truist Financial Corp | 124,143 | 6,185 | ||||||
| Visa Inc, Cl A | 218,458 | 74,951 | ||||||
| Voya Financial Inc | 24,909 | 2,255 | ||||||
| Wells Fargo & Co | 92,870 | 7,675 | ||||||
| 614,419 | ||||||||
| Health Care — 11.0% | ||||||||
| Becton Dickinson & Co | 60,525 | 9,159 | ||||||
| BioMarin Pharmaceutical Inc * | 78,564 | 4,495 | ||||||
| Cardinal Health Inc | 36,074 | 8,570 | ||||||
| Cencora Inc, Cl A | 67,469 | 19,092 | ||||||
| Centene Corp * | 811 | 52 | ||||||
| Cigna Group/The | 27,340 | 7,537 | ||||||
| CVS Health Corp | 187,955 | 19,444 | ||||||
| Danaher Corp, Cl A | 49,736 | 9,474 | ||||||
| Dexcom Inc * | 89,816 | 6,049 | ||||||
| Edwards Lifesciences Corp, Cl A * | 61,914 | 5,601 | ||||||
| Eli Lilly & Co | 10,868 | 13,035 | ||||||
| Exelixis Inc * | 389,118 | 21,172 | ||||||
| Genmab A/S ADR * | 72,944 | 2,004 | ||||||
| Gilead Sciences Inc | 177,539 | 22,430 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| HCA Healthcare Inc | 19,664 | $ | 7,667 | |||||
| Humana Inc | 11,818 | 4,694 | ||||||
| ICON PLC * | 50,466 | 8,766 | ||||||
| IDEXX Laboratories Inc * | 12,340 | 6,496 | ||||||
| Incyte Corp * | 31,882 | 3,614 | ||||||
| Intuitive Surgical Inc * | 20,368 | 8,100 | ||||||
| Jazz Pharmaceuticals PLC * | 15,524 | 3,741 | ||||||
| Johnson & Johnson | 392,214 | 99,611 | ||||||
| McKesson Corp | 12,923 | 9,765 | ||||||
| Medtronic PLC | 160,077 | 12,523 | ||||||
| Merck & Co Inc | 357,053 | 45,881 | ||||||
| Mettler-Toledo International Inc * | 37,912 | 48,433 | ||||||
| Neurocrine Biosciences Inc * | 2,838 | 478 | ||||||
| Novartis AG ADR | 32,225 | 5,050 | ||||||
| Novo Nordisk A/S ADR | 51,225 | 2,456 | ||||||
| Pfizer Inc | 628,557 | 15,136 | ||||||
| ResMed Inc | 34,709 | 6,764 | ||||||
| Royalty Pharma PLC, Cl A | 115,222 | 6,460 | ||||||
| Sanofi SA ADR | 124,277 | 5,302 | ||||||
| STERIS PLC | 12,719 | 2,678 | ||||||
| Stryker Corp | 14,327 | 4,511 | ||||||
| United Therapeutics Corp * | 13,931 | 7,548 | ||||||
| UnitedHealth Group Inc | 66,378 | 27,589 | ||||||
| Vertex Pharmaceuticals Inc * | 2,576 | 1,280 | ||||||
| Viatris Inc, Cl W | 270,899 | 4,302 | ||||||
| Zoetis Inc, Cl A | 33,352 | 2,397 | ||||||
| 499,356 | ||||||||
| Industrials — 10.9% | ||||||||
| A O Smith Corp | 149,000 | 9,345 | ||||||
| AerCap Holdings NV | 69,368 | 10,113 | ||||||
| AGCO Corp | 46,229 | 5,534 | ||||||
| Allegion PLC | 34,434 | 4,838 | ||||||
| Allison Transmission Holdings Inc | 5,744 | 648 | ||||||
| AMETEK Inc | 18,261 | 4,418 | ||||||
| Armstrong World Industries Inc | 3,427 | 550 | ||||||
| Carrier Global Corp | 294,041 | 21,568 | ||||||
| Caterpillar Inc, Cl A | 25,261 | 26,900 | ||||||
| CNH Industrial NV | 647,346 | 7,270 | ||||||
| Copart Inc * | 93,866 | 2,646 | ||||||
| Cummins Inc | 8,214 | 5,858 | ||||||
| Deere & Co | 5,837 | 3,703 | ||||||
| Delta Air Lines Inc, Cl A | 128,910 | 12,074 | ||||||
| Donaldson Co Inc, Cl A | 77,081 | 6,920 | ||||||
| Eaton Corp PLC | 11,035 | 4,702 | ||||||
| FedEx Corp | 20,626 | 6,459 | ||||||
| Fedex Freight Holding Co Inc * | 10,313 | 1,557 | ||||||
| Fortive Corp | 40,337 | 2,464 | ||||||
| General Electric Co | 89,899 | 33,598 | ||||||
| Genpact Ltd | 950 | 26 | ||||||
| Graco Inc | 468,360 | 35,413 | ||||||
| HEICO Corp | 17,061 | 6,077 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 12,706 | 3,556 | ||||||
| Illinois Tool Works Inc | 47,481 | 12,842 | ||||||
| 28 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Johnson Controls International PLC | 128,509 | $ | 18,776 | |||||
| L3Harris Technologies Inc | 16,520 | 4,801 | ||||||
| Lincoln Electric Holdings Inc | 14,719 | 3,908 | ||||||
| Lockheed Martin Corp | 15,688 | 7,992 | ||||||
| Masco Corp | 67,843 | 5,520 | ||||||
| Matson Inc | 1,938 | 373 | ||||||
| Middleby Corp/The * | 37,114 | 6,384 | ||||||
| Mueller Industries Inc | 8,085 | 994 | ||||||
| Nordson Corp | 52,841 | 15,942 | ||||||
| Northrop Grumman Corp | 10,155 | 5,172 | ||||||
| Oshkosh Corp | 8,954 | 1,374 | ||||||
| Otis Worldwide Corp | 56,113 | 4,018 | ||||||
| Owens Corning | 28,190 | 4,481 | ||||||
| PACCAR Inc | 40,000 | 4,805 | ||||||
| Parker-Hannifin Corp, Cl A | 4,052 | 3,963 | ||||||
| Regal Rexnord Corp | 3,646 | 868 | ||||||
| Republic Services Inc | 25,679 | 5,472 | ||||||
| Rockwell Automation Inc | 31,910 | 15,798 | ||||||
| Rollins Inc | 6,310 | 263 | ||||||
| RTX Corp | 157,261 | 29,837 | ||||||
| Ryder System Inc | 37,606 | 9,919 | ||||||
| Science Applications International Corp | 15,960 | 1,762 | ||||||
| Siemens AG ADR | 106,282 | 17,102 | ||||||
| Snap-on Inc | 20,338 | 8,184 | ||||||
| Southwest Airlines Co, Cl A | 65,460 | 3,366 | ||||||
| Textron Inc | 127,744 | 11,718 | ||||||
| Trane Technologies PLC | 26,477 | 13,004 | ||||||
| TransDigm Group Inc | 19,155 | 25,515 | ||||||
| United Airlines Holdings Inc * | 42,201 | 5,739 | ||||||
| United Parcel Service Inc, Cl B | 14,990 | 1,611 | ||||||
| Veralto Corp | 79,201 | 7,024 | ||||||
| Waste Management Inc | 18,232 | 4,064 | ||||||
| WW Grainger Inc | 14,507 | 19,735 | ||||||
| 498,563 | ||||||||
| Information Technology — 30.7% | ||||||||
| Adobe Inc * | 143,585 | 29,438 | ||||||
| Amkor Technology Inc | 59,364 | 5,119 | ||||||
| Amphenol Corp, Cl A | 210,706 | 37,152 | ||||||
| Analog Devices Inc | 77,993 | 30,976 | ||||||
| Apple Inc | 616,502 | 178,391 | ||||||
| Applied Materials Inc | 35,464 | 25,640 | ||||||
| AppLovin Corp, Cl A * | 1,977 | 1,019 | ||||||
| Arista Networks Inc * | 82,244 | 13,972 | ||||||
| Arrow Electronics Inc, Cl A * | 36,072 | 7,698 | ||||||
| Autodesk Inc, Cl A * | 22,541 | 4,382 | ||||||
| BILL Holdings Inc * | 80,480 | 2,910 | ||||||
| Broadcom Inc | 173,677 | 65,606 | ||||||
| Cadence Design Systems Inc * | 1,562 | 586 | ||||||
| Ciena Corp * | 7,526 | 3,692 | ||||||
| Cirrus Logic Inc * | 64,986 | 9,652 | ||||||
| Cisco Systems Inc | 551,911 | 64,827 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 8,912 | 345 | ||||||
| Corning Inc, Cl B | 90,412 | 23,094 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Dell Technologies Inc, Cl C | 19,571 | $ | 8,444 | |||||
| Dolby Laboratories Inc, Cl A | 349,053 | 18,353 | ||||||
| Dropbox Inc, Cl A * | 564,291 | 15,501 | ||||||
| F5 Inc, Cl A * | 69,534 | 28,923 | ||||||
| Fair Isaac Corp * | 470 | 562 | ||||||
| Flex Ltd * | 172,488 | 27,955 | ||||||
| Fortinet Inc * | 64,197 | 9,862 | ||||||
| Gen Digital Inc | 646,348 | 16,088 | ||||||
| Hewlett Packard Enterprise Co | 224,388 | 10,122 | ||||||
| HP Inc | 375,276 | 8,234 | ||||||
| International Business Machines Corp | 6,932 | 1,949 | ||||||
| Intuit Inc | 39,613 | 10,339 | ||||||
| Jabil Inc | 39,885 | 15,375 | ||||||
| KLA Corp | 42,516 | 12,828 | ||||||
| Lam Research Corp | 153,564 | 66,544 | ||||||
| Manhattan Associates Inc * | 108,588 | 15,121 | ||||||
| Micron Technology Inc | 44,959 | 51,896 | ||||||
| Microsoft Corp | 473,853 | 176,757 | ||||||
| Motorola Solutions Inc | 47,288 | 19,638 | ||||||
| NetApp Inc | 126,948 | 19,646 | ||||||
| NVIDIA Corp | 779,744 | 156,019 | ||||||
| ON Semiconductor Corp * | 98,768 | 9,338 | ||||||
| Oracle Corp, Cl B | 127,380 | 18,668 | ||||||
| Pegasystems Inc | 120,987 | 3,626 | ||||||
| QUALCOMM Inc | 162,953 | 30,112 | ||||||
| RingCentral Inc, Cl A | 5,220 | 203 | ||||||
| Roper Technologies Inc | 57,833 | 19,570 | ||||||
| Salesforce Inc | 89,239 | 13,980 | ||||||
| Skyworks Solutions Inc | 158,918 | 10,775 | ||||||
| Taiwan Semiconductor Manufacturing Co Ltd ADR | 47,561 | 22,714 | ||||||
| TD SYNNEX Corp | 57,702 | 15,426 | ||||||
| Teledyne Technologies Inc * | 30,248 | 20,172 | ||||||
| Texas Instruments Inc | 15,041 | 4,483 | ||||||
| Ubiquiti Inc | 1,728 | 923 | ||||||
| Universal Display Corp | 38,680 | 3,349 | ||||||
| VeriSign Inc | 36,841 | 9,268 | ||||||
| Vontier Corp | 702,501 | 20,373 | ||||||
| 1,397,635 | ||||||||
| Materials — 2.0% | ||||||||
| Celanese Corp, Cl A | 73,113 | 3,363 | ||||||
| Corteva Inc | 20,004 | 1,694 | ||||||
| Crown Holdings Inc | 14,790 | 1,654 | ||||||
| Eastman Chemical Co | 31,433 | 2,105 | ||||||
| Ecolab Inc | 24,341 | 6,782 | ||||||
| Linde PLC | 71,875 | 37,299 | ||||||
| Newmont Corp | 45,115 | 4,214 | ||||||
| O-I Glass Inc, Cl I * | 71,590 | 689 | ||||||
| Reliance Inc | 5,555 | 2,075 | ||||||
| Sherwin-Williams Co/The, Cl A | 67,820 | 23,352 | ||||||
| Steel Dynamics Inc | 28,213 | 6,474 | ||||||
| SEI Institutional Managed Trust | 29 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Large Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Sylvamo Corp | 12,276 | $ | 464 | |||||
| 90,165 | ||||||||
| Real Estate — 0.5% | ||||||||
| American Tower Corp, Cl A ‡ | 7,500 | 1,227 | ||||||
| Brandywine Realty Trust ‡ | 24,300 | 77 | ||||||
| CBRE Group Inc, Cl A * | 41,173 | 5,546 | ||||||
| Crown Castle Inc ‡ | 34,157 | 2,587 | ||||||
| Equinix Inc ‡ | 1,186 | 1,236 | ||||||
| Healthpeak Properties Inc ‡ | 140,540 | 3,008 | ||||||
| Omega Healthcare Investors Inc ‡ | 48,451 | 2,310 | ||||||
| Public Storage ‡ | 4,106 | 1,307 | ||||||
| SBA Communications Corp, Cl A ‡ | 9,373 | 1,654 | ||||||
| Welltower Inc ‡ | 12,149 | 2,757 | ||||||
| 21,709 | ||||||||
| Utilities — 1.7% | ||||||||
| American Electric Power Co Inc | 57,553 | 7,874 | ||||||
| Duke Energy Corp | 14,984 | 1,897 | ||||||
| Edison International | 69,267 | 5,157 | ||||||
| Entergy Corp | 22,430 | 2,576 | ||||||
| Eversource Energy | 150,510 | 10,877 | ||||||
| Exelon Corp | 93,096 | 4,340 | ||||||
| FirstEnergy Corp | 160,902 | 7,649 | ||||||
| National Fuel Gas Co | 97,314 | 7,514 | ||||||
| NextEra Energy Inc | 123,716 | 10,859 | ||||||
| NRG Energy Inc | 89,864 | 13,125 | ||||||
| Vistra Corp | 40,284 | 6,390 | ||||||
| Xcel Energy Inc | 21,754 | 1,747 | ||||||
| 80,005 | ||||||||
| Total Common Stock | ||||||||
| (Cost $1,798,175) ($ Thousands) | 4,503,496 | |||||||
| CASH EQUIVALENT — 1.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 43,938,349 | 43,938 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $43,938) ($ Thousands) | 43,938 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $1,842,113) ($ Thousands) | $ | 4,547,434 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 100 | Sep-2026 | $ | 37,499 | $ | 37,741 | $ | 242 | |||||||||
Percentages are based on Net Assets of $4,550,838 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
| 30 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Large Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 46,333 | $ | 829,610 | $ | (832,005 | ) | $ | — | $ | — | $ | 43,938 | $ | 1,586 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 31 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 97.8% | ||||||||
| Communication Services — 9.5% | ||||||||
| Alphabet Inc, Cl A | 98,080 | $ | 35,051 | |||||
| Alphabet Inc, Cl C | 79,057 | 27,933 | ||||||
| AT&T Inc | 116,143 | 2,404 | ||||||
| Charter Communications Inc, Cl A * | 1,462 | 208 | ||||||
| Comcast Corp, Cl A | 59,515 | 1,461 | ||||||
| EchoStar Corp, Cl A * | 2,300 | 233 | ||||||
| Electronic Arts Inc | 3,758 | 771 | ||||||
| Fox Corp, Cl A | 3,466 | 181 | ||||||
| Fox Corp, Cl B | 2,381 | 112 | ||||||
| Live Nation Entertainment Inc * | 2,690 | 493 | ||||||
| Meta Platforms Inc, Cl A | 36,734 | 20,692 | ||||||
| Netflix Inc * | 70,400 | 5,027 | ||||||
| News Corp, Cl A | 6,375 | 158 | ||||||
| News Corp, Cl B | 2,100 | 59 | ||||||
| Omnicom Group Inc | 4,832 | 352 | ||||||
| Paramount Skydance Corp, Cl B | 5,931 | 58 | ||||||
| Take-Two Interactive Software Inc, Cl A * | 2,920 | 730 | ||||||
| TKO Group Holdings Inc, Cl A | 1,040 | 209 | ||||||
| T-Mobile US Inc | 7,766 | 1,303 | ||||||
| Trade Desk Inc/The, Cl A * | 7,550 | 136 | ||||||
| Verizon Communications Inc | 69,811 | 2,956 | ||||||
| Walt Disney Co/The | 29,021 | 2,793 | ||||||
| Warner Bros Discovery Inc * | 41,374 | 1,103 | ||||||
| 104,423 | ||||||||
| Consumer Discretionary — 9.1% | ||||||||
| Airbnb Inc, Cl A * | 6,980 | 999 | ||||||
| Amazon.com Inc, Cl A * | 163,743 | 39,026 | ||||||
| Aptiv PLC * | 3,650 | 224 | ||||||
| AutoZone Inc * | 276 | 882 | ||||||
| Best Buy Co Inc | 3,354 | 254 | ||||||
| Booking Holdings Inc | 12,950 | 2,308 | ||||||
| Carnival Corp Ltd | 21,274 | 608 | ||||||
| Carvana Co, Cl A * | 11,950 | 787 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 21,630 | 735 | ||||||
| Darden Restaurants Inc | 1,948 | 401 | ||||||
| Deckers Outdoor Corp * | 2,456 | 244 | ||||||
| Domino's Pizza Inc | 525 | 155 | ||||||
| DoorDash Inc, Cl A * | 6,310 | 1,164 | ||||||
| DR Horton Inc | 4,448 | 724 | ||||||
| eBay Inc | 7,409 | 828 | ||||||
| Expedia Group Inc | 1,905 | 487 | ||||||
| Ford Motor Co | 65,320 | 908 | ||||||
| Garmin Ltd | 2,741 | 651 | ||||||
| General Motors Co | 15,047 | 1,160 | ||||||
| Genuine Parts Co | 2,276 | 269 | ||||||
| Hasbro Inc | 2,296 | 190 | ||||||
| Hilton Worldwide Holdings Inc | 3,810 | 1,259 | ||||||
| Home Depot Inc/The | 16,649 | 5,872 | ||||||
| Las Vegas Sands Corp | 4,950 | 229 | ||||||
| Lennar Corp, Cl A | 3,690 | 334 | ||||||
| Lowe's Cos Inc | 9,363 | 2,064 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lululemon Athletica Inc * | 1,730 | $ | 198 | |||||
| Marriott International Inc/MD, Cl A | 3,650 | 1,353 | ||||||
| McDonald's Corp | 11,882 | 3,212 | ||||||
| MGM Resorts International * | 3,300 | 158 | ||||||
| NIKE Inc, Cl B | 20,140 | 827 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 7,780 | 164 | ||||||
| NVR Inc * | 41 | 279 | ||||||
| O'Reilly Automotive Inc * | 13,830 | 1,274 | ||||||
| PulteGroup Inc | 3,169 | 435 | ||||||
| Ralph Lauren Corp, Cl A | 665 | 267 | ||||||
| Ross Stores Inc | 5,369 | 1,143 | ||||||
| Royal Caribbean Cruises Ltd | 4,170 | 1,324 | ||||||
| Starbucks Corp | 19,035 | 1,945 | ||||||
| Tapestry Inc | 3,429 | 502 | ||||||
| Tesla Inc * | 47,089 | 19,806 | ||||||
| TJX Cos Inc/The | 18,489 | 2,801 | ||||||
| Tractor Supply Co | 8,710 | 275 | ||||||
| Ulta Beauty Inc * | 728 | 328 | ||||||
| Williams-Sonoma Inc | 1,950 | 455 | ||||||
| Wynn Resorts Ltd | 1,429 | 139 | ||||||
| Yum! Brands Inc | 4,600 | 735 | ||||||
| 100,382 | ||||||||
| Consumer Staples — 4.5% | ||||||||
| Altria Group Inc | 27,913 | 2,008 | ||||||
| Archer-Daniels-Midland Co | 8,138 | 622 | ||||||
| Brown-Forman Corp, Cl B | 2,915 | 78 | ||||||
| Bunge Global SA | 2,330 | 249 | ||||||
| Casey's General Stores Inc | 610 | 485 | ||||||
| Church & Dwight Co Inc | 3,976 | 385 | ||||||
| Clorox Co/The | 2,092 | 200 | ||||||
| Coca-Cola Co/The | 64,754 | 5,263 | ||||||
| Colgate-Palmolive Co | 13,355 | 1,224 | ||||||
| Constellation Brands Inc, Cl A | 2,387 | 332 | ||||||
| Costco Wholesale Corp | 7,420 | 6,941 | ||||||
| Dollar General Corp | 3,741 | 431 | ||||||
| Dollar Tree Inc * | 3,084 | 373 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 4,110 | 324 | ||||||
| General Mills Inc | 8,876 | 309 | ||||||
| Hershey Co/The | 2,522 | 442 | ||||||
| Hormel Foods Corp | 4,808 | 119 | ||||||
| J M Smucker Co/The | 1,853 | 208 | ||||||
| Kenvue Inc | 32,380 | 619 | ||||||
| Keurig Dr Pepper Inc | 22,960 | 751 | ||||||
| Kimberly-Clark Corp | 5,613 | 616 | ||||||
| Kraft Heinz Co/The | 14,398 | 340 | ||||||
| Kroger Co/The | 9,616 | 534 | ||||||
| McCormick & Co Inc/MD | 4,332 | 218 | ||||||
| Molson Coors Beverage Co, Cl B | 2,711 | 106 | ||||||
| Mondelez International Inc, Cl A | 21,430 | 1,239 | ||||||
| Monster Beverage Corp * | 11,918 | 1,146 | ||||||
| PepsiCo Inc | 22,849 | 3,094 | ||||||
| Philip Morris International Inc | 26,056 | 4,714 | ||||||
| Procter & Gamble Co/The | 38,947 | 5,711 | ||||||
| 32 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Sysco Corp | 7,970 | $ | 666 | |||||
| Target Corp, Cl A | 7,638 | 998 | ||||||
| Tyson Foods Inc, Cl A | 4,683 | 268 | ||||||
| Walmart Inc | 73,323 | 8,305 | ||||||
| 49,318 | ||||||||
| Energy — 2.9% | ||||||||
| APA Corp | 6,131 | 200 | ||||||
| Baker Hughes Co, Cl A | 16,709 | 927 | ||||||
| Chevron Corp | 31,296 | 5,188 | ||||||
| ConocoPhillips | 20,354 | 2,116 | ||||||
| Devon Energy Corp | 19,467 | 804 | ||||||
| Diamondback Energy Inc, Cl A | 3,241 | 570 | ||||||
| EOG Resources Inc | 8,957 | 1,162 | ||||||
| EQT Corp | 10,570 | 562 | ||||||
| Expand Energy Corp | 4,000 | 365 | ||||||
| Exxon Mobil Corp | 69,310 | 9,476 | ||||||
| Halliburton Co | 14,142 | 480 | ||||||
| Kinder Morgan Inc | 32,682 | 1,045 | ||||||
| Marathon Petroleum Corp | 4,908 | 1,255 | ||||||
| Occidental Petroleum Corp | 12,142 | 590 | ||||||
| ONEOK Inc | 10,629 | 924 | ||||||
| Phillips 66 | 6,687 | 1,130 | ||||||
| SLB Ltd, Cl A | 24,960 | 1,160 | ||||||
| Targa Resources Corp | 3,580 | 960 | ||||||
| Texas Pacific Land Corp | 960 | 420 | ||||||
| Valero Energy Corp | 4,953 | 1,290 | ||||||
| Williams Cos Inc/The | 20,437 | 1,519 | ||||||
| 32,143 | ||||||||
| Financials — 11.5% | ||||||||
| Aflac Inc | 7,694 | 902 | ||||||
| Allstate Corp/The | 4,299 | 1,023 | ||||||
| American Express Co | 8,903 | 3,011 | ||||||
| American International Group Inc | 8,845 | 659 | ||||||
| Ameriprise Financial Inc | 1,505 | 690 | ||||||
| Aon PLC, Cl A | 3,572 | 1,185 | ||||||
| Apollo Global Management Inc | 7,690 | 910 | ||||||
| Arch Capital Group Ltd * | 5,830 | 566 | ||||||
| Ares Management Corp, Cl A | 3,500 | 390 | ||||||
| Arthur J Gallagher & Co | 4,329 | 994 | ||||||
| Assurant Inc | 855 | 230 | ||||||
| Bank of America Corp | 109,171 | 6,221 | ||||||
| Bank of New York Mellon Corp/The | 11,459 | 1,657 | ||||||
| Berkshire Hathaway Inc, Cl B * | 30,655 | 15,339 | ||||||
| Blackrock Inc | 2,408 | 2,315 | ||||||
| Blackstone Inc, Cl A | 12,400 | 1,459 | ||||||
| Block Inc, Cl A * | 8,920 | 678 | ||||||
| Brown & Brown Inc | 4,840 | 310 | ||||||
| Capital One Financial Corp | 10,395 | 2,085 | ||||||
| Cboe Global Markets Inc | 1,750 | 425 | ||||||
| Charles Schwab Corp/The | 27,315 | 2,520 | ||||||
| Chubb Ltd | 6,036 | 2,057 | ||||||
| Cincinnati Financial Corp | 2,583 | 478 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Citigroup Inc | 28,516 | $ | 3,991 | |||||
| Citizens Financial Group Inc | 7,180 | 503 | ||||||
| CME Group Inc, Cl A | 6,052 | 1,336 | ||||||
| Coinbase Global Inc, Cl A * | 3,750 | 548 | ||||||
| Corpay Inc * | 1,109 | 370 | ||||||
| Erie Indemnity Co, Cl A | 440 | 106 | ||||||
| Everest Group Ltd | 677 | 242 | ||||||
| FactSet Research Systems Inc | 630 | 145 | ||||||
| Fidelity National Information Services Inc, Cl B | 8,745 | 340 | ||||||
| Fifth Third Bancorp | 15,201 | 857 | ||||||
| Fiserv Inc, Cl A * | 8,885 | 436 | ||||||
| Franklin Resources Inc | 5,188 | 173 | ||||||
| Global Payments Inc | 3,913 | 284 | ||||||
| Globe Life Inc | 1,289 | 230 | ||||||
| Goldman Sachs Group Inc/The | 4,930 | 4,986 | ||||||
| Hartford Insurance Group Inc/The | 4,576 | 606 | ||||||
| Huntington Bancshares Inc/OH | 34,274 | 608 | ||||||
| Interactive Brokers Group Inc, Cl A | 7,520 | 655 | ||||||
| Intercontinental Exchange Inc | 9,433 | 1,161 | ||||||
| Invesco Ltd | 7,616 | 201 | ||||||
| Jack Henry & Associates Inc | 1,250 | 172 | ||||||
| JPMorgan Chase & Co | 44,808 | 14,667 | ||||||
| KeyCorp | 15,333 | 353 | ||||||
| KKR & Co Inc | 11,600 | 1,065 | ||||||
| Loews Corp | 2,842 | 322 | ||||||
| M&T Bank Corp | 2,474 | 589 | ||||||
| Marsh & McLennan Cos Inc | 8,039 | 1,340 | ||||||
| Mastercard Inc, Cl A | 13,483 | 6,925 | ||||||
| MetLife Inc | 9,089 | 769 | ||||||
| Moody's Corp | 2,511 | 1,137 | ||||||
| Morgan Stanley | 20,050 | 4,191 | ||||||
| MSCI Inc, Cl A | 1,208 | 677 | ||||||
| Nasdaq Inc, Cl A | 7,577 | 597 | ||||||
| Northern Trust Corp | 3,129 | 544 | ||||||
| PayPal Holdings Inc | 14,939 | 645 | ||||||
| PNC Financial Services Group Inc/The | 6,743 | 1,660 | ||||||
| Principal Financial Group Inc, Cl A | 3,277 | 353 | ||||||
| Progressive Corp/The | 9,757 | 2,131 | ||||||
| Prudential Financial Inc | 5,876 | 634 | ||||||
| Raymond James Financial Inc | 2,958 | 450 | ||||||
| Regions Financial Corp | 14,203 | 429 | ||||||
| Robinhood Markets Inc, Cl A * | 13,210 | 1,325 | ||||||
| S&P Global Inc | 5,075 | 2,067 | ||||||
| State Street Corp | 4,625 | 784 | ||||||
| Synchrony Financial | 5,663 | 431 | ||||||
| T Rowe Price Group Inc | 3,563 | 405 | ||||||
| Travelers Cos Inc/The | 3,546 | 1,171 | ||||||
| Truist Financial Corp | 20,796 | 1,036 | ||||||
| US Bancorp | 25,938 | 1,567 | ||||||
| Visa Inc, Cl A | 27,757 | 9,523 | ||||||
| W R Berkley Corp | 5,030 | 355 | ||||||
| Wells Fargo & Co | 51,160 | 4,228 | ||||||
| SEI Institutional Managed Trust | 33 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Willis Towers Watson PLC | 1,579 | $ | 413 | |||||
| 126,837 | ||||||||
| Health Care — 8.7% | ||||||||
| Abbott Laboratories | 29,122 | 2,643 | ||||||
| AbbVie Inc | 29,539 | 7,433 | ||||||
| Agilent Technologies Inc | 4,765 | 633 | ||||||
| Align Technology Inc * | 1,136 | 192 | ||||||
| Amgen Inc, Cl A | 9,019 | 3,266 | ||||||
| Baxter International Inc | 8,835 | 188 | ||||||
| Becton Dickinson & Co | 4,618 | 699 | ||||||
| Biogen Inc * | 2,496 | 539 | ||||||
| Bio-Techne Corp | 2,702 | 191 | ||||||
| Boston Scientific Corp * | 24,822 | 1,059 | ||||||
| Bristol-Myers Squibb Co | 34,123 | 1,966 | ||||||
| Cardinal Health Inc | 3,899 | 926 | ||||||
| Cencora Inc, Cl A | 3,247 | 919 | ||||||
| Centene Corp * | 7,899 | 507 | ||||||
| Charles River Laboratories International Inc * | 800 | 181 | ||||||
| Cigna Group/The | 4,443 | 1,225 | ||||||
| Cooper Cos Inc/The * | 3,366 | 241 | ||||||
| CVS Health Corp | 21,327 | 2,206 | ||||||
| Danaher Corp, Cl A | 10,517 | 2,003 | ||||||
| DaVita Inc * | 556 | 124 | ||||||
| Dexcom Inc * | 6,482 | 437 | ||||||
| Edwards Lifesciences Corp, Cl A * | 9,602 | 869 | ||||||
| Elevance Health Inc | 3,633 | 1,405 | ||||||
| Eli Lilly & Co | 13,223 | 15,860 | ||||||
| GE HealthCare Technologies Inc | 7,702 | 493 | ||||||
| Gilead Sciences Inc | 20,744 | 2,621 | ||||||
| HCA Healthcare Inc | 2,591 | 1,010 | ||||||
| Henry Schein Inc * | 1,700 | 142 | ||||||
| Humana Inc | 2,001 | 795 | ||||||
| IDEXX Laboratories Inc * | 1,332 | 701 | ||||||
| Incyte Corp * | 2,780 | 315 | ||||||
| Insulet Corp * | 1,200 | 183 | ||||||
| Intuitive Surgical Inc * | 5,929 | 2,358 | ||||||
| IQVIA Holdings Inc * | 2,776 | 536 | ||||||
| Johnson & Johnson | 40,265 | 10,226 | ||||||
| Labcorp Holdings Inc | 1,360 | 381 | ||||||
| McKesson Corp | 2,014 | 1,522 | ||||||
| Medtronic PLC | 21,449 | 1,678 | ||||||
| Merck & Co Inc | 41,291 | 5,306 | ||||||
| Mettler-Toledo International Inc * | 337 | 430 | ||||||
| Moderna Inc * | 6,020 | 422 | ||||||
| Pfizer Inc | 95,257 | 2,294 | ||||||
| Quest Diagnostics Inc | 1,864 | 395 | ||||||
| Regeneron Pharmaceuticals Inc | 1,677 | 1,046 | ||||||
| ResMed Inc | 2,439 | 475 | ||||||
| Revvity Inc | 1,848 | 206 | ||||||
| Solventum Corp * | 2,542 | 196 | ||||||
| STERIS PLC | 1,625 | 342 | ||||||
| Stryker Corp | 5,766 | 1,815 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Thermo Fisher Scientific Inc | 6,209 | $ | 3,113 | |||||
| UnitedHealth Group Inc | 15,193 | 6,315 | ||||||
| Universal Health Services Inc, Cl B | 950 | 141 | ||||||
| Veeva Systems Inc, Cl A * | 2,500 | 444 | ||||||
| Vertex Pharmaceuticals Inc * | 4,247 | 2,110 | ||||||
| Viatris Inc, Cl W | 19,967 | 317 | ||||||
| Waters Corp * | 1,654 | 620 | ||||||
| West Pharmaceutical Services Inc | 1,166 | 419 | ||||||
| Zimmer Biomet Holdings Inc | 3,234 | 278 | ||||||
| Zoetis Inc, Cl A | 6,990 | 502 | ||||||
| 95,859 | ||||||||
| Industrials — 8.7% | ||||||||
| 3M Co | 8,721 | 1,412 | ||||||
| A O Smith Corp | 1,900 | 119 | ||||||
| Allegion PLC | 1,470 | 207 | ||||||
| AMETEK Inc | 3,820 | 924 | ||||||
| Automatic Data Processing Inc | 6,705 | 1,502 | ||||||
| Axon Enterprise Inc * | 1,327 | 744 | ||||||
| Boeing Co/The * | 13,176 | 2,852 | ||||||
| Broadridge Financial Solutions Inc | 1,924 | 263 | ||||||
| Builders FirstSource Inc * | 1,780 | 159 | ||||||
| Carrier Global Corp | 13,041 | 957 | ||||||
| Caterpillar Inc, Cl A | 7,701 | 8,201 | ||||||
| CH Robinson Worldwide Inc | 1,965 | 370 | ||||||
| Cintas Corp | 5,668 | 964 | ||||||
| Comfort Systems USA Inc | 590 | 1,169 | ||||||
| Copart Inc * | 15,030 | 424 | ||||||
| CSX Corp | 31,039 | 1,475 | ||||||
| Cummins Inc | 2,301 | 1,641 | ||||||
| Deere & Co | 4,198 | 2,663 | ||||||
| Delta Air Lines Inc, Cl A | 10,973 | 1,028 | ||||||
| Dover Corp | 2,277 | 511 | ||||||
| Eaton Corp PLC | 6,500 | 2,770 | ||||||
| EMCOR Group Inc | 740 | 614 | ||||||
| Emerson Electric Co | 9,345 | 1,338 | ||||||
| Equifax Inc | 2,009 | 319 | ||||||
| Expeditors International of Washington Inc | 2,217 | 361 | ||||||
| Fastenal Co, Cl A | 19,156 | 920 | ||||||
| FedEx Corp | 3,651 | 1,143 | ||||||
| Fedex Freight Holding Co Inc * | 1,795 | 271 | ||||||
| Fortive Corp | 5,057 | 309 | ||||||
| GE Vernova Inc | 4,485 | 5,269 | ||||||
| Generac Holdings Inc * | 974 | 285 | ||||||
| General Dynamics Corp | 4,234 | 1,500 | ||||||
| General Electric Co | 17,442 | 6,519 | ||||||
| Honeywell Aerospace Inc * | 5,369 | 1,187 | ||||||
| Honeywell International Inc | 5,369 | 1,202 | ||||||
| Howmet Aerospace Inc | 6,688 | 1,798 | ||||||
| Hubbell Inc, Cl B | 880 | 460 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 647 | 181 | ||||||
| IDEX Corp | 1,220 | 277 | ||||||
| Illinois Tool Works Inc | 4,375 | 1,183 | ||||||
| Ingersoll Rand Inc | 5,993 | 491 | ||||||
| 34 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Jacobs Solutions Inc | 2,032 | $ | 256 | |||||
| JB Hunt Transport Services Inc | 1,251 | 362 | ||||||
| Johnson Controls International PLC | 10,182 | 1,488 | ||||||
| L3Harris Technologies Inc | 3,119 | 906 | ||||||
| Leidos Holdings Inc | 2,083 | 214 | ||||||
| Lennox International Inc | 532 | 305 | ||||||
| Lockheed Martin Corp | 3,382 | 1,723 | ||||||
| Masco Corp | 3,354 | 273 | ||||||
| Nordson Corp | 900 | 272 | ||||||
| Norfolk Southern Corp | 3,746 | 1,178 | ||||||
| Northrop Grumman Corp | 2,244 | 1,143 | ||||||
| Old Dominion Freight Line Inc, Cl A | 3,098 | 671 | ||||||
| Otis Worldwide Corp | 6,390 | 458 | ||||||
| PACCAR Inc | 8,780 | 1,055 | ||||||
| Parker-Hannifin Corp, Cl A | 2,116 | 2,070 | ||||||
| Paychex Inc | 5,479 | 539 | ||||||
| Pentair PLC | 2,676 | 205 | ||||||
| Quanta Services Inc | 2,508 | 1,806 | ||||||
| Republic Services Inc | 3,343 | 712 | ||||||
| Rockwell Automation Inc | 1,856 | 919 | ||||||
| Rollins Inc | 5,050 | 211 | ||||||
| RTX Corp | 22,517 | 4,272 | ||||||
| Snap-on Inc | 867 | 349 | ||||||
| Southwest Airlines Co, Cl A | 8,272 | 425 | ||||||
| Stanley Black & Decker Inc | 2,658 | 250 | ||||||
| Textron Inc | 2,877 | 264 | ||||||
| Trane Technologies PLC | 3,690 | 1,812 | ||||||
| TransDigm Group Inc | 925 | 1,232 | ||||||
| Uber Technologies Inc * | 34,029 | 2,456 | ||||||
| Union Pacific Corp | 9,921 | 2,699 | ||||||
| United Airlines Holdings Inc * | 5,470 | 744 | ||||||
| United Parcel Service Inc, Cl B | 12,488 | 1,342 | ||||||
| United Rentals Inc | 1,042 | 1,180 | ||||||
| Veralto Corp | 4,180 | 371 | ||||||
| Verisk Analytics Inc, Cl A | 2,176 | 391 | ||||||
| Vertiv Holdings Co, Cl A | 6,450 | 2,160 | ||||||
| Waste Management Inc | 6,164 | 1,374 | ||||||
| Westinghouse Air Brake Technologies Corp | 2,861 | 771 | ||||||
| WW Grainger Inc | 722 | 982 | ||||||
| Xylem Inc/NY | 3,950 | 467 | ||||||
| 96,289 | ||||||||
| Information Technology — 37.2% | ||||||||
| Accenture PLC, Cl A | 10,256 | 1,276 | ||||||
| Adobe Inc * | 6,747 | 1,383 | ||||||
| Advanced Micro Devices Inc * | 27,271 | 15,842 | ||||||
| Akamai Technologies Inc * | 2,404 | 284 | ||||||
| Amphenol Corp, Cl A | 20,560 | 3,625 | ||||||
| Analog Devices Inc | 8,162 | 3,242 | ||||||
| Apple Inc | 245,672 | 71,088 | ||||||
| Applied Materials Inc | 13,274 | 9,597 | ||||||
| AppLovin Corp, Cl A * | 4,497 | 2,317 | ||||||
| Arista Networks Inc * | 17,250 | 2,930 | ||||||
| Autodesk Inc, Cl A * | 3,516 | 684 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Broadcom Inc | 79,190 | $ | 29,914 | |||||
| Cadence Design Systems Inc * | 4,601 | 1,727 | ||||||
| CDW Corp/DE | 2,147 | 302 | ||||||
| Ciena Corp * | 2,360 | 1,158 | ||||||
| Cisco Systems Inc | 66,049 | 7,758 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 8,075 | 313 | ||||||
| Coherent Corp * | 3,150 | 1,243 | ||||||
| Corning Inc, Cl B | 13,088 | 3,343 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 4,256 | 3,248 | ||||||
| Datadog Inc, Cl A * | 5,560 | 1,448 | ||||||
| Dell Technologies Inc, Cl C | 4,830 | 2,084 | ||||||
| F5 Inc, Cl A * | 930 | 387 | ||||||
| Fair Isaac Corp * | 387 | 462 | ||||||
| First Solar Inc * | 1,780 | 420 | ||||||
| Flex Ltd * | 6,200 | 1,005 | ||||||
| Fortinet Inc * | 10,400 | 1,598 | ||||||
| Gartner Inc * | 1,127 | 146 | ||||||
| Gen Digital Inc | 9,497 | 236 | ||||||
| GoDaddy Inc, Cl A * | 2,190 | 186 | ||||||
| Hewlett Packard Enterprise Co | 22,141 | 999 | ||||||
| HP Inc | 15,502 | 340 | ||||||
| Intel Corp * | 79,017 | 11,033 | ||||||
| International Business Machines Corp | 15,719 | 4,420 | ||||||
| Intuit Inc | 4,623 | 1,207 | ||||||
| Jabil Inc | 1,750 | 675 | ||||||
| Keysight Technologies Inc * | 2,882 | 1,009 | ||||||
| KLA Corp | 21,840 | 6,589 | ||||||
| Lam Research Corp | 20,909 | 9,060 | ||||||
| Lumentum Holdings Inc * | 1,300 | 1,115 | ||||||
| Marvell Technology Inc | 14,640 | 4,361 | ||||||
| Microchip Technology Inc | 9,143 | 834 | ||||||
| Micron Technology Inc | 18,858 | 21,768 | ||||||
| Microsoft Corp | 124,253 | 46,349 | ||||||
| Monolithic Power Systems Inc | 830 | 1,147 | ||||||
| Motorola Solutions Inc | 2,762 | 1,147 | ||||||
| NetApp Inc | 3,325 | 514 | ||||||
| NVIDIA Corp | 405,152 | 81,067 | ||||||
| NXP Semiconductors | 4,216 | 1,185 | ||||||
| ON Semiconductor Corp * | 6,530 | 617 | ||||||
| Oracle Corp, Cl B | 28,370 | 4,158 | ||||||
| Palantir Technologies Inc, Cl A * | 38,387 | 4,479 | ||||||
| Palo Alto Networks Inc * | 13,568 | 4,627 | ||||||
| PTC Inc * | 1,957 | 222 | ||||||
| Qnity Electronics Inc | 3,550 | 580 | ||||||
| QUALCOMM Inc | 17,614 | 3,255 | ||||||
| Roper Technologies Inc | 1,696 | 574 | ||||||
| Salesforce Inc | 13,669 | 2,141 | ||||||
| Sandisk Corp * | 2,470 | 5,616 | ||||||
| Seagate Technology Holdings PLC | 3,750 | 3,619 | ||||||
| ServiceNow Inc * | 17,220 | 1,710 | ||||||
| Skyworks Solutions Inc | 2,566 | 174 | ||||||
| Super Micro Computer Inc * | 8,660 | 254 | ||||||
| Synopsys Inc * | 3,216 | 1,434 | ||||||
| SEI Institutional Managed Trust | 35 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| TE Connectivity PLC | 4,879 | $ | 984 | |||||
| Teledyne Technologies Inc * | 778 | 519 | ||||||
| Teradyne Inc | 2,605 | 1,260 | ||||||
| Texas Instruments Inc | 15,221 | 4,537 | ||||||
| Trimble Inc * | 3,860 | 197 | ||||||
| Tyler Technologies Inc * | 720 | 210 | ||||||
| VeriSign Inc | 1,375 | 346 | ||||||
| Western Digital Corp | 5,744 | 3,669 | ||||||
| Workday Inc, Cl A * | 3,400 | 416 | ||||||
| Zebra Technologies Corp, Cl A * | 793 | 209 | ||||||
| 409,872 | ||||||||
| Materials — 1.8% | ||||||||
| Air Products and Chemicals Inc | 3,751 | 1,100 | ||||||
| Albemarle Corp | 2,027 | 274 | ||||||
| Amcor PLC | 7,692 | 333 | ||||||
| Avery Dennison Corp | 1,314 | 213 | ||||||
| Ball Corp | 4,422 | 276 | ||||||
| CF Industries Holdings Inc | 2,540 | 275 | ||||||
| Corteva Inc | 11,153 | 944 | ||||||
| CRH PLC | 11,160 | 1,194 | ||||||
| Dow Inc | 12,106 | 331 | ||||||
| DuPont de Nemours Inc | 2,300 | 312 | ||||||
| Ecolab Inc | 4,226 | 1,177 | ||||||
| Freeport-McMoRan Inc, Cl B | 24,013 | 1,510 | ||||||
| International Flavors & Fragrances Inc | 4,236 | 336 | ||||||
| International Paper Co | 8,812 | 336 | ||||||
| Linde PLC | 7,733 | 4,013 | ||||||
| LyondellBasell Industries NV, Cl A | 4,274 | 225 | ||||||
| Martin Marietta Materials Inc, Cl A | 1,009 | 582 | ||||||
| Mosaic Co/The | 5,659 | 120 | ||||||
| Newmont Corp | 17,845 | 1,667 | ||||||
| Nucor Corp | 3,807 | 848 | ||||||
| Packaging Corp of America | 1,500 | 357 | ||||||
| PPG Industries Inc | 3,765 | 457 | ||||||
| Sherwin-Williams Co/The, Cl A | 3,835 | 1,320 | ||||||
| Smurfit WestRock PLC | 8,834 | 409 | ||||||
| Steel Dynamics Inc | 2,260 | 519 | ||||||
| Vulcan Materials Co | 2,159 | 637 | ||||||
| 19,765 | ||||||||
| Real Estate — 1.8% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 2,673 | 141 | ||||||
| American Tower Corp, Cl A ‡ | 7,837 | 1,282 | ||||||
| AvalonBay Communities Inc ‡ | 2,318 | 437 | ||||||
| BXP Inc ‡ | 2,550 | 169 | ||||||
| Camden Property Trust ‡ | 1,700 | 195 | ||||||
| CBRE Group Inc, Cl A * | 4,929 | 664 | ||||||
| CoStar Group Inc * | 6,880 | 195 | ||||||
| Crown Castle Inc ‡ | 7,344 | 556 | ||||||
| Digital Realty Trust Inc, Cl A ‡ | 5,459 | 980 | ||||||
| Equinix Inc ‡ | 1,639 | 1,708 | ||||||
| Equity Residential ‡ | 5,794 | 394 | ||||||
| Essex Property Trust Inc ‡ | 1,091 | 318 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Extra Space Storage Inc ‡ | 3,519 | $ | 511 | |||||
| Federal Realty Investment Trust ‡ | 1,350 | 167 | ||||||
| Healthpeak Properties Inc ‡ | 11,430 | 245 | ||||||
| Host Hotels & Resorts Inc ‡ | 10,564 | 250 | ||||||
| Invitation Homes Inc ‡ | 9,250 | 279 | ||||||
| Iron Mountain Inc ‡ | 5,008 | 633 | ||||||
| Kimco Realty Corp ‡ | 11,193 | 284 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,990 | 276 | ||||||
| Prologis Inc ‡ | 15,580 | 2,111 | ||||||
| Public Storage ‡ | 2,647 | 843 | ||||||
| Realty Income Corp ‡ | 15,568 | 965 | ||||||
| Regency Centers Corp ‡ | 2,849 | 227 | ||||||
| SBA Communications Corp, Cl A ‡ | 1,819 | 321 | ||||||
| Simon Property Group Inc ‡ | 5,416 | 1,211 | ||||||
| UDR Inc ‡ | 5,150 | 206 | ||||||
| Ventas Inc ‡ | 8,032 | 713 | ||||||
| VICI Properties Inc, Cl A ‡ | 18,470 | 490 | ||||||
| Welltower Inc ‡ | 11,809 | 2,680 | ||||||
| Weyerhaeuser Co ‡ | 11,971 | 287 | ||||||
| 19,738 | ||||||||
| Utilities — 2.1% | ||||||||
| AES Corp/The | 12,240 | 179 | ||||||
| Alliant Energy Corp | 4,430 | 338 | ||||||
| Ameren Corp | 4,683 | 529 | ||||||
| American Electric Power Co Inc | 9,085 | 1,243 | ||||||
| American Water Works Co Inc | 3,287 | 433 | ||||||
| Atmos Energy Corp | 2,800 | 482 | ||||||
| CenterPoint Energy Inc | 11,025 | 486 | ||||||
| CMS Energy Corp | 5,151 | 394 | ||||||
| Consolidated Edison Inc | 6,086 | 673 | ||||||
| Constellation Energy Corp | 5,261 | 1,307 | ||||||
| Dominion Energy Inc | 14,450 | 987 | ||||||
| DTE Energy Co | 3,506 | 534 | ||||||
| Duke Energy Corp | 13,031 | 1,650 | ||||||
| Edison International | 6,487 | 483 | ||||||
| Entergy Corp | 7,642 | 878 | ||||||
| Evergy Inc | 3,949 | 341 | ||||||
| Eversource Energy | 6,335 | 458 | ||||||
| Exelon Corp | 17,075 | 796 | ||||||
| FirstEnergy Corp | 8,773 | 417 | ||||||
| NextEra Energy Inc | 34,861 | 3,060 | ||||||
| NiSource Inc | 8,094 | 385 | ||||||
| NRG Energy Inc | 3,518 | 514 | ||||||
| PG&E Corp | 37,160 | 625 | ||||||
| Pinnacle West Capital Corp | 2,049 | 219 | ||||||
| PPL Corp | 12,501 | 454 | ||||||
| Public Service Enterprise Group Inc | 8,420 | 683 | ||||||
| Sempra | 10,920 | 1,012 | ||||||
| Southern Co/The | 18,651 | 1,785 | ||||||
| Vistra Corp | 5,280 | 838 | ||||||
| WEC Energy Group Inc | 5,501 | 642 | ||||||
| 36 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
S&P 500 Index Fund (Concluded)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 9,996 | $ | 803 | |||||
| 23,628 | ||||||||
| Total Common Stock | ||||||||
| (Cost $184,295) ($ Thousands) | 1,078,254 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Holx CVR *‡‡ | 4,050 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENT — 2.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 22,296,927 | $ | 22,297 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $22,297) ($ Thousands) | 22,297 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $206,592) ($ Thousands) | $ | 1,100,551 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 65 | Sep-2026 | $ | 24,384 | $ | 24,532 | $ | 148 | ||||||||||
Percentages are based on Net Assets of $1,102,544 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 21,853 | $ | 130,249 | $ | (129,805 | ) | $ | — | $ | — | $ | 22,297 | $ | 540 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 37 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 98.9% | ||||||||
| Communication Services — 1.6% | ||||||||
| AMC Global Media Inc, Cl A * | 14,165 | $ | 141 | |||||
| Angi Inc, Cl A * | 17,342 | 103 | ||||||
| ATN International Inc | 3,656 | 97 | ||||||
| Bandwidth Inc, Cl A * | 6,677 | 423 | ||||||
| Bumble Inc, Cl A * | 54,183 | 173 | ||||||
| Cable One Inc * | 1,822 | 97 | ||||||
| Cars.com Inc * | 20,432 | 224 | ||||||
| CuriosityStream Inc | 90,907 | 242 | ||||||
| EverQuote Inc, Cl A * | 23,151 | 551 | ||||||
| Gogo Inc * | 36,280 | 112 | ||||||
| Gray Media Inc | 31,123 | 124 | ||||||
| IDT Corp, Cl B | 6,131 | 357 | ||||||
| John Wiley & Sons Inc, Cl A | 13,528 | 656 | ||||||
| MediaAlpha Inc, Cl A * | 14,720 | 185 | ||||||
| New York Times Co/The, Cl A | 15,569 | 1,089 | ||||||
| Nextdoor Holdings Inc * | 15,100 | 34 | ||||||
| Nexxen International Ltd * | 8,612 | 78 | ||||||
| Playstudios Inc * | 4,583 | 2 | ||||||
| PubMatic Inc, Cl A * | 15,814 | 207 | ||||||
| Scholastic Corp, Cl B | 9,079 | 418 | ||||||
| Sphere Entertainment Co * | 2,189 | 379 | ||||||
| Taboola.com Ltd * | 82,680 | 413 | ||||||
| Telephone and Data Systems Inc | 19,988 | 740 | ||||||
| TripAdvisor Inc * | 6,421 | 88 | ||||||
| Yelp Inc, Cl A * | 22,424 | 550 | ||||||
| Ziff Davis Inc * | 17,538 | 918 | ||||||
| 8,401 | ||||||||
| Consumer Discretionary — 12.1% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 36,870 | 3,319 | ||||||
| Academy Sports & Outdoors Inc | 7,558 | 356 | ||||||
| Adient PLC * | 48,932 | 899 | ||||||
| American Eagle Outfitters Inc | 132,389 | 2,277 | ||||||
| American Public Education Inc * | 22,880 | 1,229 | ||||||
| Boot Barn Holdings Inc * | 5,504 | 904 | ||||||
| Brightstar Lottery PLC | 7,727 | 83 | ||||||
| Brinker International Inc * | 13,172 | 2,213 | ||||||
| Brunswick Corp/DE | 13,070 | 1,101 | ||||||
| Build-A-Bear Workshop Inc | 3,120 | 96 | ||||||
| Callaway Golf Co * | 10,879 | 204 | ||||||
| Carter's Inc | 16,630 | 685 | ||||||
| Cheesecake Factory Inc/The | 4,522 | 360 | ||||||
| Chegg Inc * | 16,285 | 16 | ||||||
| Churchill Downs Inc | 10,318 | 925 | ||||||
| Citi Trends Inc * | 6,699 | 387 | ||||||
| Covista Inc * | 25,033 | 3,121 | ||||||
| Cricut Inc, Cl A | 19,117 | 84 | ||||||
| Dana Inc | 28,146 | 766 | ||||||
| Dauch Corp * | 75,100 | 407 | ||||||
| Designer Brands Inc, Cl A | 19,760 | 115 | ||||||
| Dick's Sporting Goods Inc | 4,719 | 1,070 | ||||||
| Domino's Pizza Inc | 2,244 | 664 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dorman Products Inc * | 5,853 | $ | 799 | |||||
| Figs Inc, Cl A * | 62,379 | 638 | ||||||
| Flexsteel Industries Inc | 3,420 | 255 | ||||||
| Frontdoor Inc * | 17,814 | 1,382 | ||||||
| Garrett Motion Inc | 26,528 | 961 | ||||||
| Genesco Inc * | 8,586 | 290 | ||||||
| Gentex Corp | 17,214 | 435 | ||||||
| GigaCloud Technology Inc, Cl A * | 34,729 | 1,097 | ||||||
| G-III Apparel Group Ltd | 15,610 | 526 | ||||||
| Gold.com Inc | 8,760 | 365 | ||||||
| Goodyear Tire & Rubber Co/The * | 102,984 | 680 | ||||||
| Group 1 Automotive Inc | 2,227 | 648 | ||||||
| Hamilton Beach Brands Holding Co, Cl A | 3,445 | 79 | ||||||
| Haverty Furniture Cos Inc | 5,340 | 136 | ||||||
| Helen of Troy Ltd * | 9,456 | 275 | ||||||
| Holley Inc * | 11,623 | 30 | ||||||
| Hovnanian Enterprises Inc, Cl A * | 1,943 | 277 | ||||||
| Installed Building Products Inc | 3,390 | 779 | ||||||
| Kohl's Corp | 44,643 | 791 | ||||||
| Laureate Education Inc, Cl A * | 19,643 | 713 | ||||||
| La-Z-Boy Inc | 16,158 | 648 | ||||||
| LCI Industries | 8,457 | 895 | ||||||
| Lovesac Co/The * | 2,255 | 38 | ||||||
| MasterCraft Boat Holdings Inc * | 12,005 | 310 | ||||||
| McGraw Hill Inc * | 12,220 | 116 | ||||||
| Meritage Homes Corp | 6,806 | 571 | ||||||
| Monarch Casino & Resort Inc | 1,334 | 176 | ||||||
| Motorcar Parts of America Inc * | 9,001 | 138 | ||||||
| Movado Group Inc | 15,559 | 612 | ||||||
| Murphy USA Inc | 905 | 488 | ||||||
| Patrick Industries Inc | 10,686 | 959 | ||||||
| Perdoceo Education Corp | 53,195 | 1,702 | ||||||
| Phinia Inc | 2,215 | 182 | ||||||
| Polaris Inc | 2,817 | 193 | ||||||
| RealReal Inc/The * | 23,920 | 282 | ||||||
| Rocky Brands Inc | 10,038 | 414 | ||||||
| Rush Street Interactive Inc, Cl A * | 72,506 | 2,156 | ||||||
| Sally Beauty Holdings Inc * | 46,372 | 656 | ||||||
| Shoe Station Group Inc | 8,175 | 121 | ||||||
| Signet Jewelers Ltd | 15,188 | 1,309 | ||||||
| Smith & Wesson Brands Inc | 48,196 | 725 | ||||||
| Standard Motor Products Inc | 14,844 | 578 | ||||||
| Steven Madden Ltd | 12,740 | 536 | ||||||
| Stitch Fix Inc, Cl A * | 28,970 | 119 | ||||||
| Strattec Security Corp * | 1,367 | 111 | ||||||
| Stride Inc * | 23,237 | 2,004 | ||||||
| Superior Group of Cos Inc | 3,471 | 46 | ||||||
| Target Hospitality Corp * | 24,000 | 489 | ||||||
| Travel + Leisure Co | 15,505 | 1,185 | ||||||
| Urban Outfitters Inc * | 57,234 | 4,056 | ||||||
| Valvoline Inc * | 14,053 | 556 | ||||||
| Victoria's Secret & Co * | 25,695 | 2,145 | ||||||
| Visteon Corp | 25,854 | 2,565 | ||||||
| 38 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Weyco Group Inc | 1,807 | $ | 71 | |||||
| Wingstop Inc, Cl A | 4,342 | 753 | ||||||
| Winnebago Industries Inc | 8,428 | 263 | ||||||
| YETI Holdings Inc * | 7,708 | 382 | ||||||
| Zumiez Inc * | 16,849 | 300 | ||||||
| 61,287 | ||||||||
| Consumer Staples — 2.6% | ||||||||
| Cal-Maine Foods Inc | 17,079 | 1,376 | ||||||
| Casey's General Stores Inc | 407 | 323 | ||||||
| Central Garden & Pet Co * | 2,510 | 111 | ||||||
| Central Garden & Pet Co, Cl A * | 20,874 | 809 | ||||||
| Dole PLC | 29,961 | 411 | ||||||
| Edgewell Personal Care Co | 17,284 | 464 | ||||||
| Herbalife Ltd * | 56,572 | 744 | ||||||
| Ingles Markets Inc, Cl A | 5,703 | 505 | ||||||
| Ingredion Inc | 3,648 | 345 | ||||||
| Mama's Creations Inc * | 26,840 | 479 | ||||||
| Marzetti Company/The | 2,310 | 264 | ||||||
| MGP Ingredients Inc | 3,002 | 53 | ||||||
| Nature's Sunshine Products Inc * | 19,982 | 436 | ||||||
| Nu Skin Enterprises Inc, Cl A | 16,203 | 86 | ||||||
| Performance Food Group Co * | 7,234 | 809 | ||||||
| Pilgrim's Pride Corp | 5,146 | 145 | ||||||
| PriceSmart Inc | 8,536 | 1,667 | ||||||
| Seneca Foods Corp, Cl A * | 1,889 | 329 | ||||||
| Turning Point Brands Inc | 11,816 | 1,002 | ||||||
| United Natural Foods Inc * | 17,850 | 815 | ||||||
| Universal Corp/VA | 7,304 | 381 | ||||||
| USANA Health Sciences Inc * | 4,757 | 102 | ||||||
| Village Super Market Inc, Cl A | 7,301 | 308 | ||||||
| Vita Coco Co Inc/The * | 8,532 | 564 | ||||||
| Weis Markets Inc | 6,436 | 504 | ||||||
| 13,032 | ||||||||
| Energy — 5.1% | ||||||||
| Ardmore Shipping Corp | 45,872 | 643 | ||||||
| Bristow Group Inc | 11,005 | 455 | ||||||
| Cactus Inc, Cl A | 16,079 | 824 | ||||||
| CNX Resources Corp * | 21,796 | 739 | ||||||
| Crescent Energy Co, Cl A | 96,506 | 948 | ||||||
| CVR Energy Inc | 7,200 | 198 | ||||||
| Delek US Holdings Inc | 29,723 | 1,510 | ||||||
| DT Midstream Inc | 8,903 | 1,306 | ||||||
| Encore Energy Corp * | 134,860 | 177 | ||||||
| Energy Fuels Inc/Canada * | 2,664 | 39 | ||||||
| Energy Services of America Corp | 15,399 | 298 | ||||||
| Excelerate Energy Inc, Cl A | 36,037 | 1,369 | ||||||
| Expro Group Holdings NV * | 50,347 | 744 | ||||||
| Forum Energy Technologies Inc * | 17,628 | 885 | ||||||
| Gevo Inc * | 127,338 | 191 | ||||||
| Green Plains Inc * | 3,450 | 53 | ||||||
| Helmerich & Payne Inc | 18,746 | 614 | ||||||
| Innovex International Inc * | 29,044 | 720 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kolibri Global Energy Inc * | 18,646 | $ | 93 | |||||
| Liberty Energy Inc, Cl A | 8,034 | 210 | ||||||
| Lightbridge Corp * | 1,990 | 17 | ||||||
| Matador Resources Co | 19,810 | 986 | ||||||
| Murphy Oil Corp | 19,855 | 646 | ||||||
| Nabors Industries Ltd * | 5,794 | 487 | ||||||
| NACCO Industries Inc, Cl A | 1,789 | 89 | ||||||
| National Energy Services Reunited Corp * | 4,770 | 143 | ||||||
| Navigator Holdings Ltd | 10,000 | 186 | ||||||
| Northern Oil & Gas Inc | 38,502 | 699 | ||||||
| Oil States International Inc * | 52,688 | 422 | ||||||
| Par Pacific Holdings Inc * | 19,871 | 1,114 | ||||||
| Patterson-UTI Energy Inc | 77,146 | 708 | ||||||
| Permian Resources Corp, Cl A | 56,530 | 1,041 | ||||||
| PrimeEnergy Resources Corp * | 559 | 93 | ||||||
| Ranger Energy Services Inc, Cl A | 22,521 | 361 | ||||||
| REX American Resources Corp * | 3,800 | 172 | ||||||
| Riley Exploration Permian Inc | 16,330 | 538 | ||||||
| RPC Inc | 31,198 | 182 | ||||||
| SandRidge Energy Inc | 10,572 | 145 | ||||||
| Scorpio Tankers Inc | 17,744 | 1,229 | ||||||
| SM Energy Co | 31,299 | 817 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 15,717 | 1,265 | ||||||
| Talos Energy Inc * | 34,851 | 450 | ||||||
| Teekay Corp Ltd | 46,924 | 469 | ||||||
| Teekay Tankers Ltd, Cl A | 8,981 | 583 | ||||||
| VAALCO Energy Inc | 36,660 | 186 | ||||||
| World Kinect Corp | 20,994 | 692 | ||||||
| 25,736 | ||||||||
| Financials — 19.9% | ||||||||
| Acadian Asset Management Inc | 18,619 | 1,332 | ||||||
| Adamas Trust Inc ‡ | 18,453 | 173 | ||||||
| Alerus Financial Corp | 12,469 | 388 | ||||||
| Amalgamated Financial Corp | 6,634 | 304 | ||||||
| American Integrity Insurance Group Inc | 6,706 | 126 | ||||||
| Ames National Corp, Cl B | 4,030 | 119 | ||||||
| Arrow Financial Corp | 16,800 | 689 | ||||||
| Associated Banc-Corp | 94,633 | 2,912 | ||||||
| Ategrity Specialty Holdings LLC * | 6,630 | 159 | ||||||
| Bank of Marin Bancorp | 12,111 | 335 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 46,536 | 2,769 | ||||||
| Bank7 Corp | 5,514 | 270 | ||||||
| BankUnited Inc | 5,626 | 273 | ||||||
| Bar Harbor Bankshares | 1,463 | 55 | ||||||
| BCB Bancorp Inc | 32,662 | 350 | ||||||
| Bladex Inc, Cl E | 14,513 | 892 | ||||||
| Bread Financial Holdings Inc | 18,479 | 2,002 | ||||||
| Bridgewater Bancshares Inc * | 12,090 | 254 | ||||||
| BV Financial Inc * | 1,295 | 27 | ||||||
| California BanCorp | 5,040 | 105 | ||||||
| Camden National Corp | 6,382 | 346 | ||||||
| Capital Bancorp Inc | 2,144 | 75 | ||||||
| Carter Bankshares Inc | 2,693 | 92 | ||||||
| SEI Institutional Managed Trust | 39 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Central Pacific Financial Corp | 27,174 | $ | 1,038 | |||||
| Chain Bridge Bancorp Inc, Cl A * | 883 | 37 | ||||||
| Chimera Investment Corp ‡ | 45,128 | 602 | ||||||
| Citizens Community Bancorp Inc/WI | 1,621 | 38 | ||||||
| City Holding Co | 3,068 | 407 | ||||||
| Civista Bancshares Inc | 4,615 | 130 | ||||||
| CNB Financial Corp/PA | 13,164 | 444 | ||||||
| CNO Financial Group Inc | 74,472 | 3,797 | ||||||
| Cohen & Steers Inc | 11,676 | 889 | ||||||
| Columbia Banking System Inc | 110,485 | 3,541 | ||||||
| Dave Inc * | 5,357 | 1,996 | ||||||
| Dime Commercial Bancshares Inc | 8,770 | 356 | ||||||
| Donnelley Financial Solutions Inc * | 4,331 | 182 | ||||||
| Eagle Bancorp Montana Inc | 6,336 | 152 | ||||||
| Encore Capital Group Inc * | 11,388 | 1,062 | ||||||
| Enova International Inc * | 17,248 | 4,152 | ||||||
| Esquire Financial Holdings Inc | 1,863 | 222 | ||||||
| EVERTEC Inc | 45,689 | 1,269 | ||||||
| FB Bancorp Inc * | 5,120 | 77 | ||||||
| FB Financial Corp | 14,412 | 798 | ||||||
| Financial Institutions Inc | 5,374 | 209 | ||||||
| Finwise Bancorp * | 1,990 | 29 | ||||||
| First American Financial Corp | 7,280 | 499 | ||||||
| First BanCorp/Puerto Rico | 60,049 | 1,565 | ||||||
| First Business Financial Services Inc | 2,861 | 181 | ||||||
| First Commonwealth Financial Corp | 29,241 | 594 | ||||||
| First Financial Corp | 2,035 | 158 | ||||||
| First Interstate BancSystem Inc, Cl A | 26,246 | 1,012 | ||||||
| First Western Financial Inc * | 2,559 | 82 | ||||||
| FirstCash Holdings Inc | 17,431 | 3,771 | ||||||
| Five Star Bancorp | 3,210 | 156 | ||||||
| Flagstar Bank NA | 109,904 | 1,642 | ||||||
| FNB Corp/PA | 61,644 | 1,176 | ||||||
| Fulton Financial Corp | 37,883 | 916 | ||||||
| FVCBankcorp Inc | 15,705 | 275 | ||||||
| Genworth Financial Inc, Cl A * | 174,766 | 1,655 | ||||||
| Great Southern Bancorp Inc | 1,735 | 136 | ||||||
| Greenlight Capital Re Ltd, Cl A * | 4,750 | 77 | ||||||
| Hamilton Insurance Group Ltd, Cl B | 15,182 | 515 | ||||||
| Hamilton Lane Inc, Cl A | 8,223 | 648 | ||||||
| Hanmi Financial Corp | 11,512 | 373 | ||||||
| Hanover Insurance Group Inc/The, Cl A | 3,689 | 790 | ||||||
| HBT Financial Inc | 11,238 | 360 | ||||||
| Home Bancorp Inc | 2,726 | 187 | ||||||
| Home BancShares Inc/AR | 38,495 | 1,099 | ||||||
| HomeTrust Bancshares Inc | 3,724 | 186 | ||||||
| Independent Bank Corp | 10,902 | 913 | ||||||
| Jack Henry & Associates Inc | 7,616 | 1,049 | ||||||
| Jackson Financial Inc, Cl A | 41,432 | 4,242 | ||||||
| James River Group Holdings Inc | 11,930 | 52 | ||||||
| Jefferson Capital Inc | 6,480 | 126 | ||||||
| John Marshall Bancorp Inc | 1,340 | 29 | ||||||
| Kearny Financial Corp/MD | 10,070 | 95 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kinsale Capital Group Inc | 2,745 | $ | 905 | |||||
| Lemonade Inc * | 15,491 | 1,008 | ||||||
| LendingTree Inc * | 2,401 | 106 | ||||||
| Lincoln National Corp | 15,636 | 553 | ||||||
| loanDepot Inc, Cl A * | 59,970 | 75 | ||||||
| MainStreet Bancshares Inc | 6,069 | 150 | ||||||
| Medallion Financial Corp | 9,643 | 98 | ||||||
| Metropolitan Bank Holding Corp | 9,086 | 897 | ||||||
| MGIC Investment Corp | 22,998 | 649 | ||||||
| Miami International Holdings Inc * | 11,366 | 422 | ||||||
| Mid Penn Bancorp Inc | 4,865 | 169 | ||||||
| Midland States Bancorp Inc | 12,610 | 393 | ||||||
| Morningstar Inc, Cl A | 5,432 | 848 | ||||||
| National Bank Holdings Corp, Cl A | 21,319 | 947 | ||||||
| NB Bancorp Inc | 15,674 | 331 | ||||||
| NerdWallet Inc, Cl A * | 37,881 | 350 | ||||||
| NMI Holdings Inc, Cl A * | 10,430 | 429 | ||||||
| Northeast Community Bancorp Inc | 3,460 | 96 | ||||||
| Northrim BanCorp Inc | 9,648 | 268 | ||||||
| Norwood Financial Corp | 3,190 | 103 | ||||||
| Octave Specialty Group Inc * | 11,670 | 73 | ||||||
| OFG Bancorp | 17,071 | 838 | ||||||
| Old National Bancorp/IN, Cl A | 117,265 | 3,037 | ||||||
| Orange County Bancorp Inc | 8,533 | 314 | ||||||
| Orchid Island Capital Inc ‡ | 22,165 | 154 | ||||||
| Orrstown Financial Services Inc | 5,185 | 212 | ||||||
| Pagseguro Digital Ltd, Cl A | 65,898 | 596 | ||||||
| Palomar Holdings Inc, Cl A * | 2,782 | 352 | ||||||
| Parke Bancorp Inc | 5,760 | 191 | ||||||
| Paysign Inc * | 35,860 | 294 | ||||||
| PCB Bancorp | 4,599 | 130 | ||||||
| Pelagos Insurance Capital Ltd | 23,238 | 566 | ||||||
| Peoples Bancorp of North Carolina Inc | 3,971 | 171 | ||||||
| Popular Inc | 3,500 | 575 | ||||||
| Primerica Inc | 3,272 | 930 | ||||||
| Primis Financial Corp | 6,140 | 101 | ||||||
| PROG Holdings Inc | 43,157 | 2,012 | ||||||
| Prosperity Bancshares Inc | 8,723 | 637 | ||||||
| RBB Bancorp | 21,322 | 585 | ||||||
| Red River Bancshares Inc | 948 | 87 | ||||||
| Repay Holdings Corp, Cl A * | 38,663 | 162 | ||||||
| ServisFirst Bancshares Inc | 12,199 | 1,058 | ||||||
| Sierra Bancorp | 4,823 | 197 | ||||||
| Silvercrest Asset Management Group Inc, Cl A | 3,677 | 37 | ||||||
| Simmons First National Corp, Cl A | 32,999 | 747 | ||||||
| SiriusPoint Ltd * | 6,630 | 159 | ||||||
| Slide Insurance Holdings Inc * | 4,880 | 95 | ||||||
| SmartFinancial Inc | 8,497 | 399 | ||||||
| Southern Missouri Bancorp Inc | 3,835 | 292 | ||||||
| Starwood Property Trust Inc ‡ | 28,786 | 472 | ||||||
| Tompkins Financial Corp | 8,927 | 844 | ||||||
| UMB Financial Corp | 27,585 | 3,938 | ||||||
| 40 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Unity Bancorp Inc | 3,639 | $ | 214 | |||||
| Universal Insurance Holdings Inc | 12,145 | 502 | ||||||
| Univest Financial Corp | 47,975 | 2,099 | ||||||
| USCB Financial Holdings Inc | 4,269 | 87 | ||||||
| Valley National Bancorp | 157,064 | 2,301 | ||||||
| Voya Financial Inc | 12,135 | 1,099 | ||||||
| West BanCorp Inc | 6,728 | 178 | ||||||
| Westamerica BanCorp | 6,085 | 357 | ||||||
| Western New England Bancorp Inc | 4,890 | 70 | ||||||
| Wintrust Financial Corp | 7,099 | 1,141 | ||||||
| WisdomTree Inc | 88,875 | 1,506 | ||||||
| Zions Bancorp NA | 37,242 | 2,577 | ||||||
| 101,216 | ||||||||
| Health Care — 12.9% | ||||||||
| AdaptHealth Corp, Cl A * | 38,193 | 398 | ||||||
| Addus HomeCare Corp * | 11,685 | 1,174 | ||||||
| Akebia Therapeutics Inc * | 86,200 | 98 | ||||||
| Alignment Healthcare Inc * | 103,000 | 2,452 | ||||||
| AMN Healthcare Services Inc * | 14,425 | 467 | ||||||
| Amneal Pharmaceuticals Inc * | 115,552 | 2,000 | ||||||
| AnaptysBio Inc * | 5,270 | 356 | ||||||
| ANI Pharmaceuticals Inc * | 13,856 | 1,147 | ||||||
| Annexon Inc * | 95,476 | 545 | ||||||
| Arbutus Biopharma Corp * | 88,750 | 426 | ||||||
| Ardent Health Inc * | 9,685 | 95 | ||||||
| Atrium Therapeutics Inc * | 7,757 | 104 | ||||||
| Aurinia Pharmaceuticals Inc * | 46,421 | 788 | ||||||
| Aveanna Healthcare Holdings Inc * | 46,247 | 396 | ||||||
| Axogen Inc * | 21,507 | 993 | ||||||
| BioAge Labs Inc * | 7,540 | 185 | ||||||
| Bioventus Inc, Cl A * | 8,220 | 78 | ||||||
| Bridgebio Pharma Inc * | 60,504 | 4,506 | ||||||
| Bright Minds Biosciences Inc * | 5,400 | 379 | ||||||
| BrightSpring Health Services Inc * | 53,022 | 3,698 | ||||||
| CareDx Inc * | 12,314 | 351 | ||||||
| Celcuity Inc * | 12,228 | 1,279 | ||||||
| CG oncology Inc * | 14,843 | 1,055 | ||||||
| Chemed Corp | 1,974 | 919 | ||||||
| Cogent Biosciences Inc * | 2,910 | 113 | ||||||
| Collegium Pharmaceutical Inc * | 36,950 | 1,338 | ||||||
| Edgewise Therapeutics Inc * | 5,602 | 228 | ||||||
| Editas Medicine Inc, Cl A * | 25,247 | 82 | ||||||
| Electromed Inc * | 5,052 | 214 | ||||||
| Emergent BioSolutions Inc * | 31,058 | 260 | ||||||
| Encompass Health Corp | 19,631 | 1,984 | ||||||
| Enovis Corp * | 5,013 | 104 | ||||||
| Ensign Group Inc/The | 7,159 | 1,148 | ||||||
| Envista Holdings Corp * | 12,888 | 340 | ||||||
| Eton Pharmaceuticals Inc * | 630 | 23 | ||||||
| First Tracks Biotherapeutics Inc * | 4,280 | 86 | ||||||
| Fortrea Holdings Inc * | 27,719 | 482 | ||||||
| Globus Medical Inc, Cl A * | 6,790 | 536 | ||||||
| Guardant Health Inc * | 12,247 | 1,837 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Haemonetics Corp * | 8,160 | $ | 612 | |||||
| Harmony Biosciences Holdings Inc * | 15,540 | 566 | ||||||
| Heron Therapeutics Inc * | 34,050 | 15 | ||||||
| Ideaya Biosciences Inc * | 20,057 | 748 | ||||||
| Indivior Pharmaceuticals Inc * | 6,381 | 262 | ||||||
| InfuSystem Holdings Inc * | 7,475 | 72 | ||||||
| Inhibrx Biosciences Inc * | 840 | 80 | ||||||
| Inmode Ltd * | 38,157 | 558 | ||||||
| Innovage Holding Corp * | 5,937 | 70 | ||||||
| Innoviva Inc * | 20,959 | 476 | ||||||
| Integra LifeSciences Holdings Corp * | 15,384 | 276 | ||||||
| Intellia Therapeutics Inc * | 54,442 | 921 | ||||||
| Iovance Biotherapeutics Inc * | 17,580 | 73 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 167,305 | 704 | ||||||
| Keros Therapeutics Inc * | 18,100 | 194 | ||||||
| Kodiak Sciences Inc * | 2,160 | 84 | ||||||
| Lantheus Holdings Inc * | 7,500 | 832 | ||||||
| Larimar Therapeutics Inc * | 66,820 | 204 | ||||||
| LeMaitre Vascular Inc | 11,534 | 1,107 | ||||||
| Lexeo Therapeutics Inc * | 6,640 | 31 | ||||||
| LifeStance Health Group Inc * | 122,699 | 1,314 | ||||||
| Liquidia Corp * | 1,740 | 139 | ||||||
| Maze Therapeutics Inc * | 12,680 | 378 | ||||||
| MiMedx Group Inc * | 95,046 | 366 | ||||||
| Molina Healthcare Inc * | 8,562 | 1,958 | ||||||
| Myriad Genetics Inc * | 14,370 | 82 | ||||||
| Neurogene Inc * | 1,060 | 33 | ||||||
| Novocure Ltd * | 7,600 | 115 | ||||||
| Nutex Health Inc * | 4,389 | 750 | ||||||
| Nuvation Bio Inc * | 103,453 | 588 | ||||||
| Olema Pharmaceuticals Inc * | 3,520 | 44 | ||||||
| Omeros Corp * | 11,199 | 107 | ||||||
| Omnicell Inc * | 7,981 | 331 | ||||||
| Option Care Health Inc * | 30,297 | 635 | ||||||
| Organogenesis Holdings Inc, Cl A * | 20,452 | 50 | ||||||
| Pacira BioSciences Inc * | 17,867 | 453 | ||||||
| PACS Group Inc * | 1,505 | 64 | ||||||
| Pediatrix Medical Group Inc * | 33,039 | 837 | ||||||
| Pennant Group Inc/The * | 30,866 | 1,141 | ||||||
| Phibro Animal Health Corp, Cl A | 20,777 | 652 | ||||||
| Praxis Precision Medicines Inc * | 694 | 232 | ||||||
| Precigen Inc * | 55,810 | 318 | ||||||
| Prestige Consumer Healthcare Inc, Cl A * | 17,583 | 831 | ||||||
| Prime Medicine Inc * | 6,980 | 26 | ||||||
| Progyny Inc * | 92,002 | 2,652 | ||||||
| Puma Biotechnology Inc * | 19,743 | 160 | ||||||
| Quest Diagnostics Inc | 5,557 | 1,178 | ||||||
| Rigel Pharmaceuticals Inc * | 5,978 | 234 | ||||||
| Rocket Pharmaceuticals Inc * | 38,980 | 133 | ||||||
| Sana Biotechnology Inc * | 36,650 | 128 | ||||||
| Septerna Inc * | 5,281 | 177 | ||||||
| SIGA Technologies Inc | 39,803 | 145 | ||||||
| Sionna Therapeutics Inc * | 1,210 | 53 | ||||||
| SEI Institutional Managed Trust | 41 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| STERIS PLC | 4,589 | $ | 966 | |||||
| Stoke Therapeutics Inc * | 5,939 | 194 | ||||||
| Supernus Pharmaceuticals Inc * | 1,119 | 52 | ||||||
| Syndax Pharmaceuticals Inc * | 10,831 | 237 | ||||||
| Tactile Systems Technology Inc * | 39,215 | 1,168 | ||||||
| Tango Therapeutics Inc * | 760 | 24 | ||||||
| Tarsus Pharmaceuticals Inc * | 13,756 | 866 | ||||||
| Taysha Gene Therapies Inc * | 70,850 | 483 | ||||||
| Teladoc Health Inc * | 55,592 | 471 | ||||||
| Theravance Biopharma Inc * | 35,106 | 597 | ||||||
| US Physical Therapy Inc | 13,329 | 915 | ||||||
| Vanda Pharmaceuticals Inc * | 60,760 | 372 | ||||||
| Varex Imaging Corp * | 16,209 | 169 | ||||||
| Veracyte Inc * | 6,600 | 388 | ||||||
| Verastem Inc * | 3,560 | 14 | ||||||
| Viridian Therapeutics Inc * | 63,309 | 1,163 | ||||||
| WaVe Life Sciences Ltd * | 14,510 | 84 | ||||||
| Xencor Inc * | 5,890 | 95 | ||||||
| Xeris Biopharma Holdings Inc * | 9,025 | 72 | ||||||
| Zenas Biopharma Inc * | 10,750 | 273 | ||||||
| Zymeworks Inc * | 2,340 | 61 | ||||||
| 65,517 | ||||||||
| Industrials — 19.5% | ||||||||
| AAON Inc | 12,376 | 1,570 | ||||||
| AAR Corp * | 3,145 | 449 | ||||||
| ACCO Brands Corp | 32,915 | 137 | ||||||
| Acuity Inc | 2,500 | 942 | ||||||
| Aebi Schmidt Holding AG | 4,932 | 62 | ||||||
| AerSale Corp * | 28,015 | 177 | ||||||
| Alight Inc, Cl A | 163,077 | 91 | ||||||
| Allegiant Travel Co, Cl A * | 3,484 | 410 | ||||||
| Allient Inc | 230 | 24 | ||||||
| American Superconductor Corp * | 6,861 | 285 | ||||||
| ArcBest Corp | 656 | 94 | ||||||
| Argan Inc | 4,356 | 3,478 | ||||||
| Astec Industries Inc | 41,292 | 2,527 | ||||||
| Astronics Corp * | 2,973 | 242 | ||||||
| Astronics Corp, Cl B * | 595 | 45 | ||||||
| Atkore Inc | 13,064 | 993 | ||||||
| AZZ Inc | 7,742 | 1,200 | ||||||
| Bloom Energy Corp, Cl A * | 12,833 | 3,885 | ||||||
| Blue Bird Corp * | 11,361 | 897 | ||||||
| BlueLinx Holdings Inc * | 2,974 | 184 | ||||||
| Boise Cascade Co | 5,001 | 388 | ||||||
| Booz Allen Hamilton Holding Corp, Cl A | 9,053 | 549 | ||||||
| Bowman Consulting Group Ltd, Cl A * | 6,143 | 179 | ||||||
| BrightView Holdings Inc * | 18,430 | 261 | ||||||
| Brookfield Business Corp, Cl A | 2,684 | 80 | ||||||
| BWX Technologies Inc | 1,829 | 356 | ||||||
| CACI International Inc, Cl A * | 1,748 | 810 | ||||||
| Carlisle Cos Inc | 2,647 | 960 | ||||||
| Cimpress PLC * | 12,434 | 1,265 | ||||||
| Clean Harbors Inc * | 3,160 | 944 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Commercial Vehicle Group Inc * | 19,280 | $ | 89 | |||||
| Concrete Pumping Holdings Inc * | 19,140 | 231 | ||||||
| Costamare Bulkers Holdings Ltd * | 10,534 | 185 | ||||||
| Costamare Inc | 58,185 | 816 | ||||||
| Deluxe Corp | 25,111 | 600 | ||||||
| Dycom Industries Inc * | 5,668 | 2,866 | ||||||
| Enerpac Tool Group Corp, Cl A | 18,887 | 677 | ||||||
| Ennis Inc | 489 | 10 | ||||||
| Enpro Inc | 4,410 | 1,662 | ||||||
| ExlService Holdings Inc * | 77,912 | 2,015 | ||||||
| Federal Signal Corp | 21,837 | 2,806 | ||||||
| Fluor Corp * | 6,035 | 316 | ||||||
| Franklin Covey Co * | 3,487 | 86 | ||||||
| Gates Industrial Corp PLC * | 45,129 | 1,262 | ||||||
| Genco Shipping & Trading Ltd | 14,200 | 352 | ||||||
| GFL Environmental Inc | 21,172 | 779 | ||||||
| Global Industrial Co | 3,471 | 116 | ||||||
| Graham Corp, Cl A * | 185 | 23 | ||||||
| Greenbrier Cos Inc/The | 12,034 | 590 | ||||||
| Heartland Express Inc | 17,850 | 272 | ||||||
| Helios Technologies Inc | 8,422 | 752 | ||||||
| Hexcel Corp, Cl A | 20,821 | 2,083 | ||||||
| Huron Consulting Group Inc * | 6,875 | 620 | ||||||
| Hyster-Yale Inc | 3,762 | 132 | ||||||
| IBEX Holdings Ltd * | 11,550 | 351 | ||||||
| Innodata Inc * | 5,800 | 438 | ||||||
| Interface Inc, Cl A | 19,325 | 693 | ||||||
| ITT Inc | 4,317 | 854 | ||||||
| Janus International Group Inc * | 54,699 | 304 | ||||||
| Karat Packaging Inc | 4,937 | 165 | ||||||
| KBR Inc | 23,889 | 825 | ||||||
| Kelly Services Inc, Cl A | 13,836 | 170 | ||||||
| Kennametal Inc | 8,140 | 285 | ||||||
| Korn Ferry | 11,543 | 769 | ||||||
| Kratos Defense & Security Solutions Inc * | 3,395 | 169 | ||||||
| L B Foster Co, Cl A * | 8,423 | 380 | ||||||
| Landstar System Inc | 5,780 | 1,195 | ||||||
| Limbach Holdings Inc * | 13,096 | 1,008 | ||||||
| Liquidity Services Inc * | 3,625 | 142 | ||||||
| LSI Industries Inc | 7,075 | 188 | ||||||
| Luxfer Holdings PLC | 4,237 | 76 | ||||||
| Lyft Inc, Cl A * | 78,789 | 1,151 | ||||||
| Manitowoc Co Inc/The * | 12,363 | 172 | ||||||
| Matrix Service Co * | 7,867 | 108 | ||||||
| Matson Inc | 1,199 | 230 | ||||||
| Millerknoll Inc | 24,784 | 507 | ||||||
| Modine Manufacturing Co * | 7,714 | 2,060 | ||||||
| Net Power Inc * | 21,560 | 36 | ||||||
| Nextpower Inc, Cl A * | 16,805 | 2,002 | ||||||
| Nordson Corp | 4,120 | 1,243 | ||||||
| nVent Electric PLC | 8,094 | 1,373 | ||||||
| OPENLANE Inc * | 28,492 | 1,175 | ||||||
| Orion Group Holdings Inc * | 11,050 | 186 | ||||||
| 42 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Pangaea Logistics Solutions Ltd | 63,603 | $ | 413 | |||||
| Park-Ohio Holdings Corp | 1,561 | 60 | ||||||
| Powell Industries Inc | 592 | 169 | ||||||
| Preformed Line Products Co | 65 | 27 | ||||||
| Quad/Graphics Inc | 12,150 | 102 | ||||||
| Quanex Building Products Corp | 17,805 | 331 | ||||||
| Regal Rexnord Corp | 4,717 | 1,124 | ||||||
| Richtech Robotics Inc, Cl B * | 55,700 | 117 | ||||||
| Rush Enterprises Inc, Cl A | 1,692 | 123 | ||||||
| Rush Enterprises Inc, Cl B | 3,420 | 262 | ||||||
| Safe Bulkers Inc | 83,526 | 527 | ||||||
| Sensata Technologies Holding PLC | 27,994 | 1,336 | ||||||
| SkyWest Inc * | 15,117 | 1,502 | ||||||
| SPX Technologies Inc * | 2,051 | 503 | ||||||
| Standex International Corp | 7,022 | 2,512 | ||||||
| Sterling Infrastructure Inc * | 5,380 | 4,516 | ||||||
| Terex Corp | 65,125 | 4,714 | ||||||
| TransUnion | 12,611 | 910 | ||||||
| Tutor Perini Corp | 19,815 | 1,644 | ||||||
| UFP Industries Inc | 10,544 | 957 | ||||||
| Upwork Inc * | 48,492 | 405 | ||||||
| V2X Inc * | 26,959 | 2,010 | ||||||
| Valmont Industries Inc | 4,722 | 2,727 | ||||||
| Veralto Corp | 9,154 | 812 | ||||||
| Watts Water Technologies Inc, Cl A | 10,049 | 3,934 | ||||||
| WESCO International Inc | 3,763 | 1,300 | ||||||
| Willdan Group Inc * | 12,792 | 1,012 | ||||||
| Zurn Elkay Water Solutions Corp | 72,088 | 3,643 | ||||||
| 98,771 | ||||||||
| Information Technology — 16.0% | ||||||||
| ACI Worldwide Inc * | 633 | 32 | ||||||
| ACM Research Inc, Cl A * | 7,457 | 946 | ||||||
| Agilysys Inc * | 5,320 | 556 | ||||||
| Alarm.com Holdings Inc * | 13,660 | 638 | ||||||
| Ambiq Micro Inc * | 4,610 | 407 | ||||||
| Amkor Technology Inc | 3,387 | 292 | ||||||
| Amtech Systems Inc * | 12,130 | 280 | ||||||
| Applied Digital Corp * | 5,843 | 218 | ||||||
| Applied Optoelectronics Inc * | 1,000 | 148 | ||||||
| Arlo Technologies Inc * | 37,415 | 504 | ||||||
| Arteris Inc * | 9,600 | 466 | ||||||
| Aviat Networks Inc * | 4,500 | 100 | ||||||
| AXT Inc * | 1,630 | 117 | ||||||
| Backblaze Inc, Cl A * | 11,140 | 177 | ||||||
| Bel Fuse Inc, Cl A | 885 | 258 | ||||||
| Bel Fuse Inc, Cl B | 2,777 | 925 | ||||||
| Belden Inc | 6,472 | 776 | ||||||
| Bentley Systems Inc, Cl B | 25,631 | 766 | ||||||
| BigBear.ai Holdings Inc * | 13,080 | 48 | ||||||
| BK Technologies Corp * | 1,732 | 149 | ||||||
| Braze Inc, Cl A * | 5,215 | 113 | ||||||
| Cerence Inc * | 17,009 | 193 | ||||||
| Cipher Digital Inc * | 12,923 | 317 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Clear Secure Inc, Cl A | 81,985 | $ | 4,569 | |||||
| Clearfield Inc * | 4,310 | 171 | ||||||
| Cognex Corp | 21,659 | 1,569 | ||||||
| Cohu Inc * | 21,860 | 1,616 | ||||||
| Commerce.com Inc * | 25,566 | 76 | ||||||
| Corsair Gaming Inc * | 4,110 | 40 | ||||||
| Credo Technology Group Holding Ltd * | 16,365 | 4,450 | ||||||
| Crexendo Inc * | 22,300 | 167 | ||||||
| Daktronics Inc * | 9,080 | 178 | ||||||
| Diebold Nixdorf Inc * | 13,485 | 1,146 | ||||||
| DigitalOcean Holdings Inc * | 6,573 | 1,032 | ||||||
| Diodes Inc * | 12,594 | 1,378 | ||||||
| Eastman Kodak Co * | 32,969 | 305 | ||||||
| Everforth Inc * | 9,505 | 170 | ||||||
| Evolv Technologies Holdings Inc * | 8,595 | 50 | ||||||
| Fabrinet * | 1,400 | 787 | ||||||
| Five9 Inc * | 29,596 | 631 | ||||||
| Freshworks Inc, Cl A * | 153,744 | 1,556 | ||||||
| Harmonic Inc, Cl A * | 68,681 | 1,122 | ||||||
| Ichor Holdings Ltd * | 2,280 | 256 | ||||||
| Immersion Corp | 36,112 | 244 | ||||||
| Intapp Inc * | 15,435 | 389 | ||||||
| InterDigital Inc | 1,232 | 349 | ||||||
| Kimball Electronics Inc * | 25,809 | 661 | ||||||
| Kulicke & Soffa Industries Inc | 16,040 | 2,146 | ||||||
| Littelfuse Inc | 3,644 | 1,659 | ||||||
| Methode Electronics Inc | 14,034 | 266 | ||||||
| Mitek Systems Inc * | 35,839 | 721 | ||||||
| Napco Security Technologies Inc | 26,060 | 990 | ||||||
| NETGEAR Inc * | 9,520 | 222 | ||||||
| NetScout Systems Inc * | 18,578 | 809 | ||||||
| nLight Inc * | 1,240 | 86 | ||||||
| NVE Corp | 2,830 | 296 | ||||||
| OneSpan Inc | 12,974 | 186 | ||||||
| Open Text Corp | 80,535 | 1,784 | ||||||
| PagerDuty Inc * | 35,000 | 338 | ||||||
| PC Connection Inc | 1,524 | 111 | ||||||
| Pegasystems Inc | 24,800 | 743 | ||||||
| Penguin Solutions Inc * | 26,832 | 2,040 | ||||||
| Photronics Inc * | 72,967 | 2,374 | ||||||
| Porch Group Inc * | 17,580 | 264 | ||||||
| Power Integrations Inc | 14,188 | 1,188 | ||||||
| Q2 Holdings Inc * | 7,912 | 381 | ||||||
| Ralliant Corp | 18,173 | 1,338 | ||||||
| Rambus Inc * | 2,705 | 359 | ||||||
| Red Violet Inc * | 3,146 | 200 | ||||||
| Richardson Electronics Ltd/United States | 12,632 | 240 | ||||||
| Rogers Corp * | 8,649 | 1,416 | ||||||
| Sanmina Corp * | 16,225 | 4,106 | ||||||
| ScanSource Inc * | 9,229 | 481 | ||||||
| Semtech Corp * | 7,802 | 1,263 | ||||||
| Silicon Laboratories Inc * | 5,048 | 1,103 | ||||||
| Silicon Motion Technology Corp ADR | 2,148 | 716 | ||||||
| SEI Institutional Managed Trust | 43 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| SiTime Corp * | 4,914 | $ | 3,664 | |||||
| Sprinklr Inc, Cl A * | 40,548 | 209 | ||||||
| TD SYNNEX Corp | 3,899 | 1,042 | ||||||
| Telos Corp * | 57,744 | 266 | ||||||
| Terawulf Inc * | 10,097 | 249 | ||||||
| TTM Technologies Inc * | 29,702 | 5,555 | ||||||
| Unisys Corp * | 24,011 | 88 | ||||||
| Universal Display Corp | 9,270 | 803 | ||||||
| Viant Technology Inc, Cl A * | 3,990 | 51 | ||||||
| Viasat Inc * | 7,630 | 685 | ||||||
| Viavi Solutions Inc * | 144,051 | 6,878 | ||||||
| Vishay Precision Group Inc * | 8,832 | 1,324 | ||||||
| Vistance Networks Inc | 83,014 | 1,061 | ||||||
| Xerox Holdings Corp | 30,230 | 95 | ||||||
| Yext Inc * | 22,000 | 103 | ||||||
| 81,237 | ||||||||
| Materials — 4.6% | ||||||||
| AdvanSix Inc | 9,511 | 189 | ||||||
| AptarGroup Inc | 7,380 | 924 | ||||||
| Ardagh Metal Packaging SA | 29,550 | 140 | ||||||
| Axalta Coating Systems Ltd * | 19,609 | 671 | ||||||
| Cabot Corp | 9,057 | 822 | ||||||
| Caledonia Mining Corp PLC | 31,026 | 593 | ||||||
| Cleveland-Cliffs Inc * | 191,386 | 1,797 | ||||||
| Commercial Metals Co, Cl A | 57,937 | 3,635 | ||||||
| Constellium SE, Cl A * | 25,125 | 801 | ||||||
| Ecovyst Inc * | 38,124 | 475 | ||||||
| Friedman Industries Inc | 2,300 | 74 | ||||||
| Hudbay Minerals Inc | 82,038 | 1,937 | ||||||
| Idaho Strategic Resources Inc * | 6,270 | 205 | ||||||
| Ingevity Corp * | 6,906 | 516 | ||||||
| Innospec Inc | 5,205 | 424 | ||||||
| Intrepid Potash Inc * | 5,770 | 189 | ||||||
| Magnera Corp * | 13,000 | 153 | ||||||
| Mativ Holdings Inc | 20,788 | 157 | ||||||
| Minerals Technologies Inc | 3,901 | 288 | ||||||
| O-I Glass Inc, Cl I * | 22,739 | 219 | ||||||
| Orion SA | 24,259 | 161 | ||||||
| Perpetua Resources Corp * | 2,851 | 59 | ||||||
| Rayonier Advanced Materials Inc * | 10,890 | 86 | ||||||
| Reliance Inc | 2,540 | 949 | ||||||
| Royal Gold Inc, Cl A | 4,688 | 936 | ||||||
| Sensient Technologies Corp | 12,188 | 1,503 | ||||||
| Silgan Holdings Inc | 10,926 | 507 | ||||||
| Solstice Advanced Materials Inc | 8,400 | 744 | ||||||
| SSR Mining Inc * | 46,339 | 1,310 | ||||||
| SunCoke Energy Inc | 30,711 | 247 | ||||||
| Sylvamo Corp | 10,089 | 381 | ||||||
| Tredegar Corp * | 36,135 | 288 | ||||||
| TriMas Corp | 35,101 | 1,581 | ||||||
| US Gold Corp * | 1,480 | 23 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Vox Royalty Corp | 53,161 | $ | 251 | |||||
| 23,235 | ||||||||
| Real Estate — 3.5% | ||||||||
| Agree Realty Corp ‡ | 10,496 | 795 | ||||||
| Alpine Income Property Trust Inc ‡ | 17,170 | 356 | ||||||
| Apple Hospitality REIT Inc ‡ | 59,288 | 997 | ||||||
| Braemar Hotels & Resorts Inc ‡ | 79,920 | 173 | ||||||
| CareTrust REIT Inc ‡ | 29,136 | 1,176 | ||||||
| COPT Defense Properties ‡ | 23,655 | 861 | ||||||
| CTO Realty Growth Inc ‡ | 32,392 | 697 | ||||||
| DiamondRock Hospitality Co ‡ | 75,295 | 917 | ||||||
| Diversified Healthcare Trust ‡ | 2,676 | 25 | ||||||
| Farmland Partners Inc ‡ | 16,413 | 159 | ||||||
| FirstService Corp | 6,134 | 872 | ||||||
| Forestar Group Inc * | 4,980 | 157 | ||||||
| Franklin Street Properties Corp ‡ | 15,237 | 8 | ||||||
| FrontView REIT Inc ‡ | 13,240 | 268 | ||||||
| Highwoods Properties Inc ‡ | 54,061 | 1,630 | ||||||
| Industrial Logistics Properties Trust ‡ | 41,000 | 364 | ||||||
| National Storage Affiliates Trust ‡ | 16,735 | 744 | ||||||
| NET Lease Office Properties ‡ | 18,728 | 208 | ||||||
| Newmark Group Inc, Cl A | 144,255 | 2,180 | ||||||
| Pebblebrook Hotel Trust ‡ | 43,556 | 845 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 28,049 | 691 | ||||||
| RLJ Lodging Trust ‡ | 55,456 | 657 | ||||||
| Ryman Hospitality Properties Inc ‡ | 9,850 | 1,266 | ||||||
| SITE Centers Corp ‡ | 21,930 | 87 | ||||||
| STAG Industrial Inc ‡ | 17,531 | 667 | ||||||
| Terreno Realty Corp ‡ | 16,217 | 1,050 | ||||||
| Universal Health Realty Income Trust ‡ | 4,050 | 178 | ||||||
| 18,028 | ||||||||
| Utilities — 1.1% | ||||||||
| Black Hills Corp, Cl A | 5,678 | 422 | ||||||
| Brookfield Infrastructure Corp, Cl A | 8,796 | 339 | ||||||
| Cadiz Inc * | 33,264 | 139 | ||||||
| Chesapeake Utilities Corp | 7,540 | 924 | ||||||
| Consolidated Water Co Ltd | 1,289 | 38 | ||||||
| Genie Energy Ltd, Cl B | 4,541 | 66 | ||||||
| Hallador Energy Co * | 12,929 | 225 | ||||||
| Hawaiian Electric Industries Inc * | 64,760 | 876 | ||||||
| IDACORP Inc, Cl A | 6,772 | 1,025 | ||||||
| Portland General Electric Co | 9,577 | 496 | ||||||
| Southwest Gas Holdings Inc | 5,144 | 456 | ||||||
| Spire Inc | 5,675 | 443 | ||||||
| 5,449 | ||||||||
| Total Common Stock | ||||||||
| (Cost $335,522) ($ Thousands) | 501,909 | |||||||
| 44 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| EXCHANGE-TRADED FUND — 0.0% | ||||||||
| Equity — 0.0% | ||||||||
| iShares Russell 2000 Value ETF | 1,453 | $ | 321 | |||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $219) ($ Thousands) | 321 | |||||||
| Number of | ||||||||
| Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Xerox Holdings Corp, | ||||||||
| Expires 02/17/2028* | 27,177 | 8 | ||||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | 8 | |||||||
| Number of | ||||||||
| Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Verve Therapeutics Inc, CVR *‡‡(A) | 15,995 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 1.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 4,974,754 | 4,975 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $4,975) ($ Thousands) | 4,975 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $340,716) ($ Thousands) | $ | 507,213 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 23 | Sep-2026 | $ | 3,437 | $ | 3,503 | $ | 66 | ||||||||||
Percentages are based on Net Assets of $507,608 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| SEI Institutional Managed Trust | 45 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 5,109 | $ | 69,831 | $ | (69,965 | ) | $ | — | $ | — | $ | 4,975 | $ | 109 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 46 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 98.4% | ||||||||
| Communication Services — 2.6% | ||||||||
| AMC Networks Inc, Cl A * | 22,600 | $ | 226 | |||||
| Angi Inc, Cl A * | 24,729 | 147 | ||||||
| ATN International Inc | 6,442 | 171 | ||||||
| Bumble Inc, Cl A * | 43,454 | 139 | ||||||
| Cable One Inc * | 2,890 | 153 | ||||||
| Cars.com Inc * | 30,110 | 329 | ||||||
| EverQuote Inc, Cl A * | 17,868 | 425 | ||||||
| Gray Media Inc | 47,060 | 187 | ||||||
| IDT Corp, Cl B | 8,999 | 523 | ||||||
| John Wiley & Sons Inc, Cl A | 19,752 | 958 | ||||||
| Nexstar Media Group Inc, Cl A | 1,352 | 241 | ||||||
| Nexxen International Ltd * | 12,538 | 113 | ||||||
| Playstudios Inc * | 5,653 | 3 | ||||||
| PubMatic Inc, Cl A * | 23,049 | 302 | ||||||
| Scholastic Corp, Cl B | 13,382 | 616 | ||||||
| Shutterstock Inc | 2,118 | 30 | ||||||
| Taboola.com * | 46,304 | 232 | ||||||
| Telephone and Data Systems Inc | 29,741 | 1,101 | ||||||
| TripAdvisor Inc * | 9,500 | 130 | ||||||
| Yelp Inc, Cl A * | 36,144 | 886 | ||||||
| Ziff Davis Inc * | 28,904 | 1,514 | ||||||
| ZoomInfo Technologies Inc, Cl A * | 12,814 | 38 | ||||||
| 8,464 | ||||||||
| Consumer Discretionary — 12.9% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 46,080 | 4,148 | ||||||
| Academy Sports & Outdoors Inc | 14,262 | 672 | ||||||
| Adient PLC * | 50,823 | 934 | ||||||
| ADT Inc | 50,517 | 328 | ||||||
| American Eagle Outfitters Inc | 109,500 | 1,883 | ||||||
| American Public Education Inc * | 8,651 | 464 | ||||||
| Bath & Body Works Inc | 7,653 | 177 | ||||||
| Bloomin' Brands Inc | 7,432 | 68 | ||||||
| Boyd Gaming Corp | 2,422 | 214 | ||||||
| Brightstar Lottery PLC | 14,029 | 150 | ||||||
| Brinker International Inc * | 15,488 | 2,602 | ||||||
| Carriage Services Inc, Cl A | 2,621 | 100 | ||||||
| Carter's Inc | 6,534 | 269 | ||||||
| Cheesecake Factory Inc/The | 6,147 | 489 | ||||||
| Chegg Inc * | 43,988 | 44 | ||||||
| Cricut Inc, Cl A | 28,137 | 123 | ||||||
| Crocs Inc * | 1,924 | 232 | ||||||
| Dana Inc | 9,088 | 247 | ||||||
| Dorman Products Inc * | 7,933 | 1,082 | ||||||
| Garrett Motion Inc | 10,646 | 386 | ||||||
| Genesco Inc * | 5,675 | 192 | ||||||
| Gentex Corp | 23,317 | 589 | ||||||
| GigaCloud Technology Inc, Cl A * | 12,968 | 410 | ||||||
| G-III Apparel Group Ltd | 28,293 | 954 | ||||||
| Goodyear Tire & Rubber Co/The * | 155,806 | 1,028 | ||||||
| Group 1 Automotive Inc | 3,585 | 1,044 | ||||||
| H&R Block Inc | 3,924 | 149 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hamilton Beach Brands Holding Co, Cl A | 3,895 | $ | 90 | |||||
| Harley-Davidson Inc, Cl A | 3,084 | 75 | ||||||
| Haverty Furniture Cos Inc | 10,141 | 259 | ||||||
| Helen of Troy Ltd * | 12,741 | 370 | ||||||
| Hovnanian Enterprises Inc, Cl A * | 2,877 | 410 | ||||||
| Installed Building Products Inc | 4,643 | 1,067 | ||||||
| KB Home | 2,939 | 184 | ||||||
| Kohl's Corp | 59,986 | 1,063 | ||||||
| La-Z-Boy Inc | 27,663 | 1,110 | ||||||
| Lear Corp | 1,953 | 262 | ||||||
| Macy's Inc | 7,091 | 167 | ||||||
| Mattel Inc * | 12,496 | 173 | ||||||
| Meritage Homes Corp | 10,073 | 845 | ||||||
| Motorcar Parts of America Inc * | 11,917 | 183 | ||||||
| Movado Group Inc | 8,643 | 340 | ||||||
| Murphy USA Inc | 1,206 | 650 | ||||||
| Perdoceo Education Corp | 42,056 | 1,346 | ||||||
| Phinia Inc | 6,211 | 512 | ||||||
| PVH Corp | 3,256 | 242 | ||||||
| Sally Beauty Holdings Inc * | 40,996 | 580 | ||||||
| Shoe Carnival Inc | 10,089 | 150 | ||||||
| Signet Jewelers Ltd | 23,899 | 2,060 | ||||||
| Steven Madden Ltd | 16,987 | 715 | ||||||
| Strategic Education Inc | 1,960 | 150 | ||||||
| Strattec Security Corp * | 2,146 | 175 | ||||||
| Stride Inc * | 27,350 | 2,359 | ||||||
| Superior Group of Cos Inc | 8,370 | 110 | ||||||
| Travel + Leisure Co | 2,620 | 200 | ||||||
| Upbound Group Inc | 5,376 | 114 | ||||||
| Urban Outfitters Inc * | 21,886 | 1,551 | ||||||
| Valvoline Inc * | 18,540 | 733 | ||||||
| Visteon Corp | 32,022 | 3,177 | ||||||
| Weyco Group Inc | 3,630 | 143 | ||||||
| Winnebago Industries Inc | 12,475 | 390 | ||||||
| YETI Holdings Inc * | 10,555 | 523 | ||||||
| Zumiez Inc * | 8,087 | 144 | ||||||
| 41,600 | ||||||||
| Consumer Staples — 3.5% | ||||||||
| Cal-Maine Foods Inc | 23,978 | 1,932 | ||||||
| Central Garden & Pet Co * | 3,994 | 177 | ||||||
| Central Garden & Pet Co, Cl A * | 37,117 | 1,439 | ||||||
| Del Monte Corp | 4,000 | 112 | ||||||
| Dole PLC | 53,442 | 733 | ||||||
| Edgewell Personal Care Co | 25,471 | 684 | ||||||
| Energizer Holdings Inc | 10,947 | 235 | ||||||
| Herbalife Ltd * | 20,023 | 263 | ||||||
| Ingles Markets Inc, Cl A | 8,335 | 738 | ||||||
| Ingredion Inc | 6,615 | 627 | ||||||
| Marzetti Company/The | 2,982 | 341 | ||||||
| MGP Ingredients Inc | 4,924 | 86 | ||||||
| Nature's Sunshine Products Inc * | 6,716 | 146 | ||||||
| Nu Skin Enterprises Inc, Cl A | 26,521 | 140 | ||||||
| Performance Food Group Co * | 10,110 | 1,130 | ||||||
| SEI Institutional Managed Trust | 47 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Pilgrim's Pride Corp | 6,026 | $ | 169 | |||||
| Seneca Foods Corp, Cl A * | 2,722 | 474 | ||||||
| Simply Good Foods Co/The * | 8,300 | 110 | ||||||
| Spectrum Brands Holdings Inc | 1,618 | 139 | ||||||
| Universal Corp/VA | 11,307 | 590 | ||||||
| USANA Health Sciences Inc * | 6,821 | 146 | ||||||
| Village Super Market Inc, Cl A | 6,362 | 268 | ||||||
| Weis Markets Inc | 8,468 | 663 | ||||||
| 11,342 | ||||||||
| Energy — 6.3% | ||||||||
| Bristow Group Inc | 15,417 | 637 | ||||||
| Cactus Inc, Cl A | 21,401 | 1,096 | ||||||
| CNX Resources Corp * | 8,971 | 304 | ||||||
| Crescent Energy Co, Cl A | 138,371 | 1,359 | ||||||
| Delek US Holdings Inc | 34,232 | 1,739 | ||||||
| DHT Holdings Inc | 7,857 | 130 | ||||||
| Expro Group Holdings NV * | 70,990 | 1,048 | ||||||
| Forum Energy Technologies Inc * | 6,848 | 344 | ||||||
| HF Sinclair Corp | 4,845 | 337 | ||||||
| Innovex International Inc * | 6,547 | 162 | ||||||
| Matador Resources Co | 6,584 | 328 | ||||||
| Murphy Oil Corp | 33,464 | 1,090 | ||||||
| Nabors Industries Ltd * | 2,841 | 239 | ||||||
| Navigator Holdings Ltd | 6,600 | 123 | ||||||
| Northern Oil & Gas Inc | 44,072 | 800 | ||||||
| NOV Inc | 15,839 | 294 | ||||||
| Oil States International Inc * | 33,960 | 272 | ||||||
| Par Pacific Holdings Inc * | 17,105 | 959 | ||||||
| Patterson-UTI Energy Inc | 136,689 | 1,255 | ||||||
| Peabody Energy Corp | 8,301 | 192 | ||||||
| Permian Resources Corp, Cl A | 75,834 | 1,396 | ||||||
| Ranger Energy Services Inc, Cl A | 8,996 | 144 | ||||||
| RPC Inc | 47,261 | 276 | ||||||
| SandRidge Energy Inc | 16,658 | 228 | ||||||
| Scorpio Tankers Inc | 26,401 | 1,829 | ||||||
| SM Energy Co | 46,076 | 1,203 | ||||||
| Teekay Corp Ltd | 35,852 | 358 | ||||||
| Teekay Tankers Ltd, Cl A | 12,357 | 802 | ||||||
| World Kinect Corp | 36,428 | 1,200 | ||||||
| 20,144 | ||||||||
| Financials — 24.6% | ||||||||
| Affiliated Managers Group Inc | 792 | 268 | ||||||
| Amalgamated Financial Corp | 13,818 | 634 | ||||||
| Arrow Financial Corp | 7,056 | 289 | ||||||
| Associated Banc-Corp | 127,385 | 3,920 | ||||||
| Axis Capital Holdings Ltd | 2,087 | 224 | ||||||
| Banco Latinoamericano de Comercio Exterior SA, Cl E | 4,946 | 304 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 29,586 | 1,760 | ||||||
| Bank OZK | 3,423 | 178 | ||||||
| BankUnited Inc | 10,822 | 524 | ||||||
| Bar Harbor Bankshares | 2,642 | 100 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| BCB Bancorp Inc | 7,855 | $ | 84 | |||||
| Bread Financial Holdings Inc | 27,021 | 2,928 | ||||||
| Camden National Corp | 11,211 | 608 | ||||||
| Cathay General Bancorp | 4,613 | 286 | ||||||
| Central Pacific Financial Corp | 17,178 | 656 | ||||||
| Chimera Investment Corp ‡ | 72,907 | 973 | ||||||
| City Holding Co | 3,937 | 522 | ||||||
| Civista Bancshares Inc | 7,760 | 219 | ||||||
| CNB Financial Corp/PA | 15,926 | 537 | ||||||
| CNO Financial Group Inc | 23,429 | 1,194 | ||||||
| Columbia Banking System Inc | 134,554 | 4,313 | ||||||
| Community Trust Bancorp Inc | 1,937 | 140 | ||||||
| Donnelley Financial Solutions Inc * | 5,585 | 234 | ||||||
| EVERTEC Inc | 5,610 | 156 | ||||||
| FB Financial Corp | 20,521 | 1,136 | ||||||
| Federated Hermes Inc, Cl B | 4,250 | 235 | ||||||
| Fidelis Insurance Holdings Ltd | 41,043 | 999 | ||||||
| Financial Institutions Inc | 7,556 | 295 | ||||||
| First American Financial Corp | 10,286 | 706 | ||||||
| First BanCorp/Puerto Rico | 96,843 | 2,525 | ||||||
| First Busey Corp | 9,436 | 278 | ||||||
| First Business Financial Services Inc | 4,012 | 253 | ||||||
| First Commonwealth Financial Corp | 40,590 | 825 | ||||||
| First Financial Corp | 1,905 | 148 | ||||||
| First Horizon Corp | 13,050 | 335 | ||||||
| First Interstate BancSystem Inc, Cl A | 34,463 | 1,329 | ||||||
| First Western Financial Inc * | 5,159 | 166 | ||||||
| Flagstar Bank NA | 127,155 | 1,900 | ||||||
| FNB Corp/PA | 82,141 | 1,567 | ||||||
| FS KKR Capital Corp | 1,475 | 16 | ||||||
| Fulton Financial Corp | 66,524 | 1,609 | ||||||
| Genworth Financial Inc, Cl A * | 250,644 | 2,374 | ||||||
| Great Southern Bancorp Inc | 1,694 | 133 | ||||||
| Hamilton Insurance Group Ltd, Cl B | 21,750 | 738 | ||||||
| Hancock Whitney Corp, Cl A | 4,128 | 309 | ||||||
| Hanmi Financial Corp | 18,714 | 606 | ||||||
| Hanover Insurance Group Inc/The, Cl A | 5,136 | 1,100 | ||||||
| HBT Financial Inc | 7,175 | 230 | ||||||
| Home Bancorp Inc | 4,088 | 280 | ||||||
| Hope Bancorp Inc | 11,854 | 162 | ||||||
| Independent Bank Corp | 17,538 | 1,349 | ||||||
| Jackson Financial Inc, Cl A | 55,624 | 5,695 | ||||||
| James River Group Holdings Inc | 22,816 | 100 | ||||||
| Lincoln National Corp | 21,876 | 773 | ||||||
| Medallion Financial Corp | 11,852 | 121 | ||||||
| Metropolitan Bank Holding Corp | 5,218 | 515 | ||||||
| MGIC Investment Corp | 41,266 | 1,164 | ||||||
| National Bank Holdings Corp, Cl A | 28,315 | 1,258 | ||||||
| NB Bancorp Inc | 23,506 | 497 | ||||||
| NerdWallet Inc, Cl A * | 23,601 | 218 | ||||||
| New Mountain Finance Corp | 10,331 | 74 | ||||||
| NMI Holdings Inc, Cl A * | 13,819 | 568 | ||||||
| Northeast Community Bancorp Inc | 6,396 | 177 | ||||||
| 48 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Northwest Bancshares Inc | 11,878 | $ | 180 | |||||
| OFG Bancorp | 31,957 | 1,568 | ||||||
| Old National Bancorp/IN, Cl A | 143,285 | 3,711 | ||||||
| Pagseguro Digital Ltd, Cl A | 114,585 | 1,037 | ||||||
| PCB Bancorp | 6,071 | 172 | ||||||
| Peoples Bancorp Inc/OH | 2,189 | 84 | ||||||
| Popular Inc | 2,286 | 375 | ||||||
| PROG Holdings Inc | 27,191 | 1,267 | ||||||
| Prosperity Bancshares Inc | 11,644 | 850 | ||||||
| Radian Group Inc | 5,630 | 212 | ||||||
| RBB Bancorp | 9,232 | 253 | ||||||
| Repay Holdings Corp, Cl A * | 44,831 | 188 | ||||||
| Rithm Capital Corp ‡ | 15,717 | 148 | ||||||
| Sierra Bancorp | 6,777 | 276 | ||||||
| Silvercrest Asset Management Group Inc, Cl A | 6,261 | 63 | ||||||
| Simmons First National Corp, Cl A | 45,420 | 1,029 | ||||||
| SiriusPoint Ltd * | 9,621 | 231 | ||||||
| Sixth Street Specialty Lending Inc | 4,848 | 83 | ||||||
| Southern Missouri Bancorp Inc | 5,708 | 435 | ||||||
| Starwood Property Trust Inc ‡ | 41,517 | 680 | ||||||
| Unity Bancorp Inc | 4,017 | 236 | ||||||
| Universal Insurance Holdings Inc | 10,629 | 440 | ||||||
| Univest Financial Corp | 34,723 | 1,519 | ||||||
| USCB Financial Holdings Inc | 6,679 | 137 | ||||||
| Valley National Bancorp | 192,770 | 2,824 | ||||||
| Victory Capital Holdings Inc, Cl A | 1,668 | 140 | ||||||
| Voya Financial Inc | 15,930 | 1,442 | ||||||
| WaFd Inc | 7,338 | 282 | ||||||
| West BanCorp Inc | 9,586 | 254 | ||||||
| Westamerica BanCorp | 7,630 | 448 | ||||||
| Western Union Co/The | 9,030 | 70 | ||||||
| Wintrust Financial Corp | 9,293 | 1,494 | ||||||
| Zions Bancorp NA | 47,899 | 3,314 | ||||||
| 79,256 | ||||||||
| Health Care — 8.4% | ||||||||
| AdaptHealth Corp, Cl A * | 56,381 | 587 | ||||||
| Addus HomeCare Corp * | 14,506 | 1,457 | ||||||
| AMN Healthcare Services Inc * | 21,230 | 687 | ||||||
| Amphastar Pharmaceuticals Inc * | 5,000 | 101 | ||||||
| Ardent Health Inc * | 12,230 | 120 | ||||||
| Aurinia Pharmaceuticals Inc * | 66,382 | 1,126 | ||||||
| Collegium Pharmaceutical Inc * | 31,907 | 1,155 | ||||||
| Emergent BioSolutions Inc * | 33,042 | 277 | ||||||
| Encompass Health Corp | 12,112 | 1,224 | ||||||
| Enovis Corp * | 5,886 | 122 | ||||||
| Envista Holdings Corp * | 16,651 | 439 | ||||||
| Exelixis Inc * | 8,933 | 486 | ||||||
| Globus Medical Inc, Cl A * | 8,961 | 708 | ||||||
| Haemonetics Corp * | 9,143 | 686 | ||||||
| Halozyme Therapeutics Inc * | 4,370 | 342 | ||||||
| Harmony Biosciences Holdings Inc * | 28,009 | 1,020 | ||||||
| Indivior Pharmaceuticals Inc * | 5,880 | 241 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Inmode Ltd * | 41,578 | $ | 608 | |||||
| Innoviva Inc * | 30,633 | 696 | ||||||
| Integra LifeSciences Holdings Corp * | 20,139 | 362 | ||||||
| Jazz Pharmaceuticals PLC * | 2,586 | 623 | ||||||
| Lantheus Holdings Inc * | 8,680 | 963 | ||||||
| LivaNova PLC * | 2,500 | 205 | ||||||
| MiMedx Group Inc * | 70,644 | 272 | ||||||
| Molina Healthcare Inc * | 9,861 | 2,255 | ||||||
| Nutex Health Inc * | 2,861 | 489 | ||||||
| Option Care Health Inc * | 40,372 | 847 | ||||||
| Pacira BioSciences Inc * | 31,111 | 789 | ||||||
| Pediatrix Medical Group Inc * | 55,159 | 1,397 | ||||||
| Prestige Consumer Healthcare Inc, Cl A * | 24,404 | 1,154 | ||||||
| Progyny Inc * | 105,959 | 3,055 | ||||||
| Puma Biotechnology Inc * | 23,560 | 191 | ||||||
| Rigel Pharmaceuticals Inc * | 9,503 | 372 | ||||||
| SIGA Technologies Inc | 28,991 | 105 | ||||||
| Tactile Systems Technology Inc * | 12,511 | 373 | ||||||
| Teladoc Health Inc * | 81,937 | 695 | ||||||
| Theravance Biopharma Inc * | 22,055 | 375 | ||||||
| Varex Imaging Corp * | 32,564 | 340 | ||||||
| 26,944 | ||||||||
| Industrials — 15.6% | ||||||||
| ABM Industries Inc | 5,383 | 238 | ||||||
| ACCO Brands Corp | 62,222 | 259 | ||||||
| Alight Inc, Cl A | 234,241 | 131 | ||||||
| Allegiant Travel Co, Cl A * | 4,595 | 541 | ||||||
| Allison Transmission Holdings Inc | 2,130 | 240 | ||||||
| Apogee Enterprises Inc | 2,521 | 115 | ||||||
| ArcBest Corp | 2,097 | 301 | ||||||
| Astec Industries Inc | 47,556 | 2,910 | ||||||
| Atkore Inc | 21,291 | 1,619 | ||||||
| Blue Bird Corp * | 11,813 | 933 | ||||||
| BlueLinx Holdings Inc * | 4,166 | 258 | ||||||
| Boise Cascade Co | 7,349 | 571 | ||||||
| BrightView Holdings Inc * | 25,305 | 359 | ||||||
| Brink's Co/The | 1,450 | 137 | ||||||
| CACI International Inc, Cl A * | 2,396 | 1,110 | ||||||
| Clean Harbors Inc * | 4,200 | 1,255 | ||||||
| Costamare Inc | 26,346 | 369 | ||||||
| Deluxe Corp | 30,903 | 738 | ||||||
| Enerpac Tool Group Corp, Cl A | 24,102 | 864 | ||||||
| EnerSys | 996 | 233 | ||||||
| Ennis Inc | 4,575 | 97 | ||||||
| Enpro Inc | 5,994 | 2,259 | ||||||
| ExlService Holdings Inc * | 16,458 | 426 | ||||||
| Fluor Corp * | 8,898 | 466 | ||||||
| Franklin Covey Co * | 7,233 | 178 | ||||||
| Gates Industrial Corp PLC * | 59,318 | 1,659 | ||||||
| Greenbrier Cos Inc/The | 18,425 | 903 | ||||||
| Helios Technologies Inc | 11,979 | 1,069 | ||||||
| Hexcel Corp, Cl A | 10,782 | 1,079 | ||||||
| Huron Consulting Group Inc * | 9,507 | 857 | ||||||
| SEI Institutional Managed Trust | 49 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hyster-Yale Inc | 6,568 | $ | 230 | |||||
| IBEX Holdings Ltd * | 5,253 | 160 | ||||||
| Interface Inc, Cl A | 24,813 | 889 | ||||||
| ITT Inc | 5,680 | 1,123 | ||||||
| Janus International Group Inc * | 80,966 | 449 | ||||||
| Kelly Services Inc, Cl A | 19,553 | 240 | ||||||
| Korn Ferry | 15,775 | 1,050 | ||||||
| Limbach Holdings Inc * | 15,757 | 1,213 | ||||||
| Luxfer Holdings PLC | 9,000 | 162 | ||||||
| Lyft Inc, Cl A * | 91,061 | 1,331 | ||||||
| Manitowoc Co Inc/The * | 18,654 | 259 | ||||||
| ManpowerGroup Inc | 951 | 32 | ||||||
| Matrix Service Co * | 9,289 | 127 | ||||||
| Matson Inc | 2,605 | 501 | ||||||
| Maximus Inc | 4,409 | 237 | ||||||
| MillerKnoll Inc | 40,045 | 819 | ||||||
| Northwest Pipe Co * | 2,481 | 372 | ||||||
| Oshkosh Corp | 2,171 | 333 | ||||||
| Pangaea Logistics Solutions Ltd | 20,207 | 131 | ||||||
| Pitney Bowes Inc | 15,077 | 264 | ||||||
| Quad/Graphics Inc | 17,708 | 149 | ||||||
| Quanex Building Products Corp | 26,711 | 497 | ||||||
| Regal Rexnord Corp | 6,559 | 1,562 | ||||||
| Rush Enterprises Inc, Cl A | 2,426 | 177 | ||||||
| Ryder System Inc | 996 | 263 | ||||||
| Safe Bulkers Inc | 33,711 | 213 | ||||||
| Science Applications International Corp | 2,032 | 224 | ||||||
| Sensata Technologies Holding PLC | 32,241 | 1,539 | ||||||
| SkyWest Inc * | 23,263 | 2,311 | ||||||
| Standex International Corp | 5,920 | 2,118 | ||||||
| Terex Corp | 45,336 | 3,282 | ||||||
| Timken Co/The | 2,054 | 299 | ||||||
| Tutor Perini Corp | 24,774 | 2,056 | ||||||
| Upwork Inc * | 71,463 | 598 | ||||||
| V2X Inc * | 14,768 | 1,101 | ||||||
| Valmont Industries Inc | 3,106 | 1,794 | ||||||
| 50,279 | ||||||||
| Information Technology — 11.3% | ||||||||
| Amkor Technology Inc | 4,513 | 389 | ||||||
| ASGN Inc * | 13,149 | 235 | ||||||
| Aviat Networks Inc * | 6,736 | 150 | ||||||
| Avnet Inc | 3,749 | 333 | ||||||
| Belden Inc | 8,627 | 1,034 | ||||||
| Cerence Inc * | 24,791 | 281 | ||||||
| Cirrus Logic Inc * | 2,066 | 307 | ||||||
| Cohu Inc * | 30,223 | 2,234 | ||||||
| Diebold Nixdorf Inc * | 10,367 | 881 | ||||||
| Diodes Inc * | 14,504 | 1,587 | ||||||
| DXC Technology Co * | 6,228 | 55 | ||||||
| Eastman Kodak Co * | 34,975 | 324 | ||||||
| Five9 Inc * | 44,769 | 955 | ||||||
| Harmonic Inc, Cl A * | 91,272 | 1,490 | ||||||
| Immersion Corp | 19,931 | 135 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kimball Electronics Inc * | 13,957 | $ | 357 | |||||
| Methode Electronics Inc | 20,454 | 388 | ||||||
| Mitek Systems Inc * | 23,452 | 472 | ||||||
| NetScout Systems Inc * | 32,853 | 1,431 | ||||||
| OneSpan Inc | 15,672 | 225 | ||||||
| Open Text Corp | 93,362 | 2,068 | ||||||
| PagerDuty Inc * | 50,548 | 488 | ||||||
| PC Connection Inc | 1,796 | 131 | ||||||
| Penguin Solutions Inc * | 25,919 | 1,970 | ||||||
| Photronics Inc * | 93,983 | 3,057 | ||||||
| Qorvo Inc * | 2,150 | 201 | ||||||
| Ralliant Corp | 20,930 | 1,541 | ||||||
| RingCentral Inc, Cl A | 4,857 | 189 | ||||||
| Rogers Corp * | 11,963 | 1,959 | ||||||
| Sanmina Corp * | 11,736 | 2,970 | ||||||
| ScanSource Inc * | 16,656 | 868 | ||||||
| Silicon Laboratories Inc * | 6,690 | 1,462 | ||||||
| Silicon Motion Technology Corp ADR | 2,474 | 825 | ||||||
| Sprinklr Inc, Cl A * | 62,807 | 324 | ||||||
| TD SYNNEX Corp | 1,079 | 288 | ||||||
| Teradata Corp * | 4,675 | 162 | ||||||
| Unisys Corp * | 37,677 | 138 | ||||||
| Viavi Solutions Inc * | 57,151 | 2,729 | ||||||
| Vistance Networks Inc | 122,336 | 1,563 | ||||||
| Vontier Corp | 3,360 | 97 | ||||||
| Yext Inc * | 32,521 | 152 | ||||||
| 36,445 | ||||||||
| Materials — 6.1% | ||||||||
| AdvanSix Inc | 17,116 | 340 | ||||||
| Axalta Coating Systems Ltd * | 26,647 | 912 | ||||||
| Cabot Corp | 14,583 | 1,324 | ||||||
| Caledonia Mining Corp PLC | 9,343 | 179 | ||||||
| Cleveland-Cliffs Inc * | 225,287 | 2,116 | ||||||
| Commercial Metals Co, Cl A | 79,488 | 4,988 | ||||||
| Constellium SE, Cl A * | 22,877 | 729 | ||||||
| Ecovyst Inc * | 53,686 | 668 | ||||||
| Glatfelter Corp * | 19,250 | 226 | ||||||
| Hudbay Minerals Inc | 93,261 | 2,202 | ||||||
| Ingevity Corp * | 9,661 | 721 | ||||||
| Innospec Inc | 7,211 | 587 | ||||||
| Koppers Holdings Inc | 3,289 | 148 | ||||||
| Mativ Holdings Inc | 28,024 | 212 | ||||||
| Minerals Technologies Inc | 6,007 | 444 | ||||||
| NewMarket Corp | 181 | 143 | ||||||
| O-I Glass Inc, Cl I * | 37,305 | 359 | ||||||
| Orion SA | 32,652 | 217 | ||||||
| Silgan Holdings Inc | 15,033 | 697 | ||||||
| Sonoco Products Co | 5,430 | 306 | ||||||
| SunCoke Energy Inc | 49,785 | 401 | ||||||
| Sylvamo Corp | 15,239 | 576 | ||||||
| Tredegar Corp * | 16,736 | 133 | ||||||
| TriMas Corp | 18,253 | 822 | ||||||
| 50 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Valhi Inc | 1,055 | $ | 16 | |||||
| 19,466 | ||||||||
| Real Estate — 5.1% | ||||||||
| Agree Realty Corp ‡ | 14,104 | 1,068 | ||||||
| American Assets Trust Inc ‡ | 6,660 | 164 | ||||||
| Apple Hospitality REIT Inc ‡ | 95,483 | 1,605 | ||||||
| Brixmor Property Group Inc ‡ | 3,900 | 123 | ||||||
| CBL & Associates Properties Inc ‡ | 3,533 | 187 | ||||||
| Chatham Lodging Trust ‡ | 4,074 | 54 | ||||||
| COPT Defense Properties ‡ | 32,159 | 1,170 | ||||||
| Cousins Properties Inc ‡ | 5,580 | 167 | ||||||
| CTO Realty Growth Inc ‡ | 19,533 | 420 | ||||||
| DiamondRock Hospitality Co ‡ | 140,446 | 1,711 | ||||||
| Diversified Healthcare Trust ‡ | 7,373 | 69 | ||||||
| EPR Properties, Cl A ‡ | 3,874 | 225 | ||||||
| Farmland Partners Inc ‡ | 23,937 | 232 | ||||||
| Forestar Group Inc * | 7,367 | 233 | ||||||
| Franklin Street Properties Corp ‡ | 32,727 | 17 | ||||||
| Highwoods Properties Inc ‡ | 68,326 | 2,061 | ||||||
| Kilroy Realty Corp ‡ | 4,005 | 150 | ||||||
| Kite Realty Group Trust ‡ | 5,193 | 147 | ||||||
| National Storage Affiliates Trust ‡ | 22,607 | 1,005 | ||||||
| NET Lease Office Properties ‡ | 9,320 | 104 | ||||||
| Newmark Group Inc, Cl A | 99,005 | 1,496 | ||||||
| Outfront Media Inc ‡ | 5,905 | 193 | ||||||
| Park Hotels & Resorts Inc ‡ | 8,188 | 117 | ||||||
| Pebblebrook Hotel Trust ‡ | 62,398 | 1,211 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 6,080 | 56 | ||||||
| RLJ Lodging Trust ‡ | 100,517 | 1,191 | ||||||
| Service Properties Trust ‡ | 6,934 | 12 | ||||||
| SITE Centers Corp ‡ | 29,238 | 116 | ||||||
| STAG Industrial Inc ‡ | 25,037 | 953 | ||||||
| Xenia Hotels & Resorts Inc ‡ | 14,045 | 286 | ||||||
| 16,543 | ||||||||
| Utilities — 2.0% | ||||||||
| Avista Corp | 3,750 | 153 | ||||||
| Black Hills Corp, Cl A | 7,680 | 571 | ||||||
| Genie Energy Ltd, Cl B | 9,357 | 135 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Hawaiian Electric Industries Inc * | 94,201 | $ | 1,275 | |||||
| IDACORP Inc, Cl A | 8,906 | 1,348 | ||||||
| National Fuel Gas Co | 3,390 | 262 | ||||||
| Otter Tail Corp | 2,862 | 258 | ||||||
| Portland General Electric Co | 18,628 | 966 | ||||||
| Southwest Gas Holdings Inc | 7,177 | 636 | ||||||
| Spire Inc | 8,021 | 626 | ||||||
| UGI Corp | 8,027 | 277 | ||||||
| 6,507 | ||||||||
| Total Common Stock | ||||||||
| (Cost $223,056) ($ Thousands) | 316,990 | |||||||
| EXCHANGE-TRADED FUND — 0.1% | ||||||||
| Equity — 0.1% | ||||||||
| iShares Russell 2000 Value ETF | 1,932 | 428 | ||||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $275) ($ Thousands) | 428 | |||||||
Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Xerox Holdings Corp, | ||||||||
| Expires 02/17/2028* | 36,078 | 10 | ||||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | 10 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.6% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 1,926,099 | 1,926 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $1,926) ($ Thousands) | 1,926 | |||||||
| Total Investments in Securities — 99.1% | ||||||||
| (Cost $225,257) ($ Thousands) | $ | 319,354 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 21 | Sep-2026 | $ | 3,186 | $ | 3,198 | $ | 12 | ||||||||||||
Percentages are based on Net Assets of $322,175 ($ Thousands).
| * | Non-income producing security. |
| ‡ | Real Estate Investment Trust. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| SEI Institutional Managed Trust | 51 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Value Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 3,853 | $ | 49,466 | $ | (51,393 | ) | $ | — | $ | — | $ | 1,926 | $ | 88 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 52 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Growth Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† — 98.8% | ||||||||
| Communication Services — 1.4% | ||||||||
| Bandwidth Inc, Cl A * | 6,356 | $ | 402 | |||||
| IMAX Corp * | 25,900 | 1,032 | ||||||
| Lionsgate Studios * | 58,338 | 893 | ||||||
| MediaAlpha Inc, Cl A * | 10,055 | 127 | ||||||
| Sphere Entertainment Co * | 10,562 | 1,828 | ||||||
| 4,282 | ||||||||
| Consumer Discretionary — 10.0% | ||||||||
| Adient PLC * | 12,842 | 236 | ||||||
| American Eagle Outfitters Inc | 34,165 | 588 | ||||||
| American Public Education Inc * | 11,637 | 625 | ||||||
| Boot Barn Holdings Inc * | 12,886 | 2,117 | ||||||
| Burlington Stores Inc * | 8,142 | 2,579 | ||||||
| Callaway Golf Co * | 7,386 | 139 | ||||||
| Carter's Inc | 11,520 | 474 | ||||||
| Citi Trends Inc * | 2,621 | 152 | ||||||
| Covista Inc * | 22,686 | 2,828 | ||||||
| Dana Inc | 19,924 | 542 | ||||||
| Dauch Corporation * | 63,180 | 342 | ||||||
| Figs Inc, Cl A * | 56,930 | 582 | ||||||
| Frontdoor Inc * | 16,098 | 1,249 | ||||||
| Garrett Motion Inc | 77,128 | 2,794 | ||||||
| GigaCloud Technology Inc, Cl A * | 15,223 | 481 | ||||||
| Kohl's Corp | 3,175 | 56 | ||||||
| Laureate Education Inc, Cl A * | 17,984 | 653 | ||||||
| LCI Industries | 7,902 | 837 | ||||||
| Lincoln Educational Services Corp * | 32,467 | 1,620 | ||||||
| MasterCraft Boat Holdings Inc * | 7,227 | 187 | ||||||
| Monarch Casino & Resort Inc | 1,317 | 173 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 15,784 | 1,214 | ||||||
| OneSpaWorld Holdings Ltd | 54,620 | 1,543 | ||||||
| Polaris Inc | 2,590 | 177 | ||||||
| Pool Corp | 5,472 | 1,176 | ||||||
| Rocky Brands Inc | 5,000 | 206 | ||||||
| Rush Street Interactive Inc, Cl A * | 56,218 | 1,672 | ||||||
| Sally Beauty Holdings Inc * | 21,161 | 299 | ||||||
| Smith & Wesson Brands Inc | 20,200 | 304 | ||||||
| Standard Motor Products Inc | 12,861 | 501 | ||||||
| Target Hospitality Corp * | 20,371 | 415 | ||||||
| Urban Outfitters Inc * | 35,873 | 2,542 | ||||||
| Victoria's Secret & Co * | 29,900 | 2,496 | ||||||
| 31,799 | ||||||||
| Consumer Staples — 2.3% | ||||||||
| Casey's General Stores Inc | 2,716 | 2,159 | ||||||
| Church & Dwight Co Inc | 19,419 | 1,881 | ||||||
| Herbalife Ltd * | 40,969 | 539 | ||||||
| Mama's Creations Inc * | 21,490 | 384 | ||||||
| Nature's Sunshine Products Inc * | 10,190 | 222 | ||||||
| United Natural Foods Inc * | 32,754 | 1,496 | ||||||
| Vita Coco Co Inc/The * | 7,430 | 491 | ||||||
| 7,172 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Energy — 2.9% | ||||||||
| Archrock Inc | 47,597 | $ | 1,938 | |||||
| Ardmore Shipping Corp | 23,455 | 329 | ||||||
| CNX Resources Corp * | 13,363 | 453 | ||||||
| CVR Energy Inc | 5,855 | 161 | ||||||
| Forum Energy Technologies Inc * | 6,470 | 325 | ||||||
| Helmerich & Payne Inc | 17,612 | 577 | ||||||
| Innovex International Inc * | 21,458 | 532 | ||||||
| Liberty Energy Inc, Cl A | 7,500 | 196 | ||||||
| Nabors Industries Ltd * | 3,400 | 286 | ||||||
| Par Pacific Holdings Inc * | 9,725 | 545 | ||||||
| Riley Exploration Permian Inc | 8,812 | 290 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 40,898 | 3,291 | ||||||
| Talos Energy Inc * | 29,838 | 385 | ||||||
| 9,308 | ||||||||
| Financials — 12.4% | ||||||||
| Acadian Asset Management Inc | 17,705 | 1,266 | ||||||
| Adamas Trust Inc ‡ | 18,251 | 171 | ||||||
| Arrow Financial Corp | 10,156 | 416 | ||||||
| Banco Latinoamericano de Comercio | ||||||||
| Exterior SA, Cl E | 10,409 | 640 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 26,643 | 1,585 | ||||||
| Central Pacific Financial Corp | 17,348 | 663 | ||||||
| CNO Financial Group Inc | 55,286 | 2,819 | ||||||
| Dave Inc * | 4,701 | 1,752 | ||||||
| Encore Capital Group Inc * | 10,516 | 981 | ||||||
| Enova International Inc * | 15,356 | 3,697 | ||||||
| EVERTEC Inc | 43,304 | 1,203 | ||||||
| EZCORP Inc, Cl A * | 24,531 | 848 | ||||||
| First Financial Bankshares Inc, Cl A | 50,316 | 1,741 | ||||||
| FirstCash Holdings Inc | 21,037 | 4,551 | ||||||
| Kinsale Capital Group Inc | 4,526 | 1,493 | ||||||
| Lemonade Inc * | 14,446 | 940 | ||||||
| MarketAxess Holdings Inc | 3,791 | 430 | ||||||
| Metropolitan Bank Holding Corp | 5,215 | 515 | ||||||
| Miami International Holdings Inc * | 10,663 | 396 | ||||||
| Moelis & Co, Cl A | 9,413 | 616 | ||||||
| Orange County Bancorp Inc | 7,510 | 276 | ||||||
| Palomar Holdings Inc, Cl A * | 2,139 | 270 | ||||||
| Piper Sandler | 8,264 | 598 | ||||||
| PROG Holdings Inc | 24,052 | 1,121 | ||||||
| Ryan Specialty Holdings Inc, Cl A | 33,394 | 1,261 | ||||||
| Stifel Financial Corp | 6,379 | 445 | ||||||
| Tompkins Financial Corp | 8,182 | 773 | ||||||
| UMB Financial Corp | 24,987 | 3,567 | ||||||
| Univest Financial Corp | 18,583 | 813 | ||||||
| Valley National Bancorp | 137,002 | 2,007 | ||||||
| WisdomTree Inc | 79,861 | 1,353 | ||||||
| 39,207 | ||||||||
| Health Care — 16.3% | ||||||||
| Alignment Healthcare Inc * | 102,608 | 2,443 | ||||||
| Amneal Pharmaceuticals Inc * | 116,343 | 2,014 | ||||||
| SEI Institutional Managed Trust | 53 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Growth Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| ANI Pharmaceuticals Inc * | 13,187 | $ | 1,092 | |||||
| Annexon Inc * | 75,000 | 428 | ||||||
| Axogen Inc * | 23,990 | 1,108 | ||||||
| Axsome Therapeutics Inc * | 3,378 | 827 | ||||||
| BioAge Labs Inc * | 8,695 | 213 | ||||||
| Bio-Techne Corp | 28,087 | 1,984 | ||||||
| Bridgebio Pharma Inc * | 67,535 | 5,030 | ||||||
| BrightSpring Health Services Inc * | 77,166 | 5,382 | ||||||
| CareDx Inc * | 16,009 | 456 | ||||||
| Celcuity Inc * | 11,144 | 1,166 | ||||||
| CG oncology Inc * | 14,398 | 1,023 | ||||||
| Edgewise Therapeutics Inc * | 6,465 | 263 | ||||||
| Electromed Inc * | 8,459 | 358 | ||||||
| Ensign Group Inc/The | 5,590 | 896 | ||||||
| Fortrea Holdings Inc * | 28,510 | 496 | ||||||
| Globus Medical Inc, Cl A * | 25,943 | 2,050 | ||||||
| Guardant Health Inc * | 26,406 | 3,962 | ||||||
| HealthEquity Inc * | 29,820 | 2,693 | ||||||
| Ideaya Biosciences Inc * | 19,598 | 730 | ||||||
| Indivior Pharmaceuticals Inc * | 8,802 | 361 | ||||||
| Intellia Therapeutics Inc * | 52,871 | 895 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 86,563 | 364 | ||||||
| LeMaitre Vascular Inc | 10,223 | 981 | ||||||
| LifeStance Health Group Inc * | 128,126 | 1,372 | ||||||
| Novocure Ltd * | 8,055 | 122 | ||||||
| Nuvation Bio Inc * | 98,941 | 562 | ||||||
| Omeros Corp * | 14,317 | 136 | ||||||
| Omnicell Inc * | 7,662 | 318 | ||||||
| Pennant Group Inc/The * | 22,292 | 824 | ||||||
| Phibro Animal Health Corp, Cl A | 14,277 | 448 | ||||||
| Praxis Precision Medicines Inc * | 616 | 206 | ||||||
| Protagonist Therapeutics Inc * | 10,325 | 1,266 | ||||||
| Repligen Corp * | 16,750 | 2,285 | ||||||
| Rhythm Pharmaceuticals Inc * | 10,820 | 1,201 | ||||||
| Stoke Therapeutics Inc * | 3,783 | 124 | ||||||
| Supernus Pharmaceuticals Inc * | 15,839 | 737 | ||||||
| Syndax Pharmaceuticals Inc * | 10,073 | 220 | ||||||
| Tactile Systems Technology Inc * | 17,095 | 509 | ||||||
| Tarsus Pharmaceuticals Inc * | 13,824 | 870 | ||||||
| Taysha Gene Therapies Inc * | 65,863 | 449 | ||||||
| Veracyte Inc * | 7,933 | 466 | ||||||
| Viridian Therapeutics Inc * | 52,968 | 973 | ||||||
| Vor BioPharma * | 13,216 | 243 | ||||||
| Xenon Pharmaceuticals Inc * | 15,100 | 912 | ||||||
| Xeris Biopharma Holdings Inc * | 9,847 | 78 | ||||||
| 51,536 | ||||||||
| Industrials — 26.8% | ||||||||
| AAON Inc | 22,476 | 2,851 | ||||||
| AAR Corp * | 14,850 | 2,122 | ||||||
| Advanced Drainage Systems Inc | 15,595 | 2,448 | ||||||
| American Superconductor Corp * | 6,481 | 269 | ||||||
| Argan Inc | 5,304 | 4,235 | ||||||
| Atmus Filtration Technologies Inc | 9,872 | 503 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Axon Enterprise Inc * | 4,709 | $ | 2,640 | |||||
| Bloom Energy Corp, Cl A * | 20,257 | 6,132 | ||||||
| Casella Waste Systems Inc, Cl A * | 14,909 | 1,446 | ||||||
| Cimpress PLC * | 11,444 | 1,164 | ||||||
| Construction Partners Inc, Cl A * | 13,812 | 1,640 | ||||||
| Copart Inc * | 36,218 | 1,021 | ||||||
| Costamare Inc | 28,565 | 400 | ||||||
| Deluxe Corp | 8,106 | 194 | ||||||
| Dycom Industries Inc * | 5,079 | 2,568 | ||||||
| ESCO Technologies Inc | 3,297 | 1,154 | ||||||
| ExlService Holdings Inc * | 131,627 | 3,404 | ||||||
| Exponent Inc | 32,913 | 1,934 | ||||||
| Federal Signal Corp | 19,994 | 2,569 | ||||||
| Forgent Power Solutions Inc, Cl A * | 33,893 | 1,893 | ||||||
| HEICO Corp, Cl A | 5,385 | 1,389 | ||||||
| Kennametal Inc | 7,191 | 252 | ||||||
| Kratos Defense & Security Solutions Inc * | 3,250 | 162 | ||||||
| Legence, Cl A * | 18,416 | 1,570 | ||||||
| Mercury Systems Inc * | 18,675 | 2,285 | ||||||
| Modine Manufacturing Co * | 6,994 | 1,868 | ||||||
| Nextpower Inc, Cl A * | 19,331 | 2,303 | ||||||
| NPK International Inc, Cl A * | 85,020 | 1,353 | ||||||
| OPENLANE Inc * | 26,677 | 1,100 | ||||||
| RBC Bearings Inc * | 9,978 | 6,426 | ||||||
| Rollins Inc | 50,558 | 2,110 | ||||||
| SPX Technologies Inc * | 7,658 | 1,878 | ||||||
| Sterling Infrastructure Inc * | 7,849 | 6,588 | ||||||
| Terex Corp | 24,671 | 1,786 | ||||||
| UL Solutions Inc, Cl A | 14,418 | 1,469 | ||||||
| V2X Inc * | 14,435 | 1,076 | ||||||
| VSE Corp | 7,539 | 1,723 | ||||||
| Watsco Inc | 2,951 | 1,230 | ||||||
| Watts Water Technologies Inc, Cl A | 9,110 | 3,566 | ||||||
| Willdan Group Inc * | 8,222 | 650 | ||||||
| Zurn Elkay Water Solutions | 65,349 | 3,302 | ||||||
| 84,673 | ||||||||
| Information Technology — 22.7% | ||||||||
| ACM Research Inc, Cl A * | 6,792 | 862 | ||||||
| Advanced Energy Industries Inc | 3,718 | 1,386 | ||||||
| Agilysys Inc * | 5,038 | 527 | ||||||
| Alarm.com Holdings Inc * | 11,719 | 548 | ||||||
| Applied Optoelectronics Inc * | 6,655 | 986 | ||||||
| AXT Inc * | 8,277 | 597 | ||||||
| Bel Fuse Inc, Cl B | 1,774 | 591 | ||||||
| Bentley Systems Inc, Cl B | 22,627 | 676 | ||||||
| Braze Inc, Cl A * | 4,907 | 106 | ||||||
| Clear Secure Inc, Cl A | 53,855 | 3,001 | ||||||
| Credo Technology Group Holding Ltd * | 14,691 | 3,995 | ||||||
| Descartes Systems Group Inc/The * | 18,058 | 1,250 | ||||||
| Diebold Nixdorf Inc * | 7,083 | 602 | ||||||
| DigitalOcean Holdings Inc * | 6,100 | 958 | ||||||
| EPAM Systems Inc * | 5,731 | 455 | ||||||
| Fabrinet * | 2,797 | 1,572 | ||||||
| 54 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Growth Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Fair Isaac Corp * | 1,024 | $ | 1,223 | |||||
| Freshworks Inc, Cl A * | 136,341 | 1,380 | ||||||
| HubSpot Inc * | 2,521 | 460 | ||||||
| Ichor Holdings Ltd * | 15,904 | 1,786 | ||||||
| Intapp Inc * | 14,724 | 371 | ||||||
| InterDigital Inc | 4,660 | 1,319 | ||||||
| JFrog Ltd * | 20,962 | 1,905 | ||||||
| Keysight Technologies Inc * | 12,402 | 4,342 | ||||||
| Littelfuse Inc | 3,055 | 1,391 | ||||||
| Mirion Technologies Inc, Cl A * | 35,724 | 641 | ||||||
| Mitek Systems Inc * | 14,504 | 292 | ||||||
| Monolithic Power Systems Inc | 1,723 | 2,382 | ||||||
| Navitas Semiconductor Corp, Cl A * | 27,900 | 500 | ||||||
| nLight Inc * | 17,263 | 1,202 | ||||||
| Nova Ltd * | 4,208 | 2,285 | ||||||
| Novanta Inc * | 24,009 | 3,895 | ||||||
| Onto Innovation Inc * | 8,357 | 3,163 | ||||||
| Plexus Corp * | 7,464 | 2,244 | ||||||
| Q2 Holdings Inc * | 6,494 | 312 | ||||||
| Rambus Inc * | 9,911 | 1,316 | ||||||
| Sanmina Corp * | 7,391 | 1,871 | ||||||
| Semtech Corp * | 7,286 | 1,179 | ||||||
| SiTime Corp * | 4,451 | 3,319 | ||||||
| Synaptics Inc * | 6,515 | 809 | ||||||
| TTM Technologies Inc * | 26,848 | 5,021 | ||||||
| Tyler Technologies Inc * | 5,194 | 1,519 | ||||||
| Viasat Inc * | 6,997 | 628 | ||||||
| Viavi Solutions Inc * | 120,427 | 5,750 | ||||||
| Vishay Precision Group Inc * | 8,257 | 1,238 | ||||||
| 71,855 | ||||||||
| Materials — 2.6% | ||||||||
| Balchem Corp | 14,743 | 2,491 | ||||||
| Caledonia Mining Corp PLC | 5,405 | 103 | ||||||
| Constellium SE, Cl A * | 8,405 | 268 | ||||||
| Sensient Technologies Corp | 25,350 | 3,125 | ||||||
| SSR Mining Inc * | 44,136 | 1,248 | ||||||
| TriMas Corp | 22,000 | 991 | ||||||
| 8,226 | ||||||||
| Real Estate — 1.4% | ||||||||
| CoStar Group Inc * | 25,982 | 736 | ||||||
| Industrial Logistics Properties Trust ‡ | 34,220 | 303 | ||||||
| Janus Living Inc, Cl A ‡ | 78,241 | 2,249 | ||||||
| Newmark Group Inc, Cl A | 65,460 | 989 | ||||||
| Postal Realty Trust Inc, Cl A ‡ | 12,831 | 316 | ||||||
| 4,593 | ||||||||
| Total Common Stock | ||||||||
| (Cost $233,881) ($ Thousands) | 312,651 | |||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| CASH EQUIVALENT — 1.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 3,907,363 | $ | 3,907 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $3,907) ($ Thousands) | 3,907 | |||||||
| Total Investments in Securities — 100.0% | ||||||||
| (Cost $237,788) ($ Thousands) | $ | 316,558 | ||||||
| SEI Institutional Managed Trust | 55 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Small Cap Growth Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 19 | Sep-2026 | $ | 2,827 | $ | 2,893 | $ | 66 | ||||||||||||
Percentages are based on Net Assets of $316,512 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 2,599 | $ | 52,632 | $ | (51,324 | ) | $ | — | $ | — | $ | 3,907 | $ | 88 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 56 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 99.1% | ||||||||
| Communication Services — 2.2% | ||||||||
| AMC Networks Inc, Cl A * | 57,752 | $ | 576 | |||||
| Angi Inc, Cl A * | 84,017 | 500 | ||||||
| ATN International Inc | 14,841 | 393 | ||||||
| Bandwidth Inc, Cl A * | 17,035 | 1,078 | ||||||
| Bumble Inc, Cl A * | 115,804 | 371 | ||||||
| Cable One Inc * | 7,364 | 391 | ||||||
| Cars.com Inc * | 30,336 | 332 | ||||||
| DHI Group * | 162,929 | 604 | ||||||
| Electronic Arts Inc | 2,290 | 470 | ||||||
| Entravision Communications Corp, Cl A | 73,935 | 964 | ||||||
| EverQuote Inc, Cl A * | 15,551 | 370 | ||||||
| Gray Media Inc | 148,659 | 590 | ||||||
| Match Group Inc | 1,449 | 55 | ||||||
| MediaAlpha Inc, Cl A * | 48,423 | 609 | ||||||
| Millicom International Cellular SA | 10,511 | 954 | ||||||
| News Corp, Cl A | 8,724 | 217 | ||||||
| Nexstar Media Group Inc, Cl A | 7,852 | 1,402 | ||||||
| Nexxen International Ltd * | 23,263 | 210 | ||||||
| Omnicom Group Inc | 8,515 | 620 | ||||||
| People Inc * | 3,105 | 143 | ||||||
| PubMatic Inc, Cl A * | 57,380 | 753 | ||||||
| QuinStreet Inc * | 68,212 | 999 | ||||||
| Scholastic Corp, Cl B | 11,468 | 528 | ||||||
| Take-Two Interactive Software Inc, Cl A * | 206 | 52 | ||||||
| Telephone and Data Systems Inc | 28,308 | 1,048 | ||||||
| TKO Group Holdings Inc, Cl A | 4,468 | 899 | ||||||
| TripAdvisor Inc * | 24,301 | 333 | ||||||
| Yelp Inc, Cl A * | 16,869 | 414 | ||||||
| Ziff Davis Inc * | 18,175 | 952 | ||||||
| 16,827 | ||||||||
| Consumer Discretionary — 11.0% | ||||||||
| Abercrombie & Fitch Co, Cl A * | 63,010 | 5,672 | ||||||
| Adient PLC * | 72,618 | 1,335 | ||||||
| American Eagle Outfitters Inc | 193,435 | 3,327 | ||||||
| American Public Education Inc * | 14,106 | 757 | ||||||
| Asbury Automotive Group Inc * | 3,907 | 786 | ||||||
| AutoNation Inc * | 2,814 | 523 | ||||||
| BorgWarner Inc | 28,692 | 1,905 | ||||||
| Bright Horizons Family Solutions Inc * | 1,538 | 109 | ||||||
| Brinker International Inc * | 26,263 | 4,412 | ||||||
| Burlington Stores Inc * | 15,886 | 5,033 | ||||||
| Callaway Golf Co * | 47,628 | 895 | ||||||
| Carter's Inc | 25,750 | 1,060 | ||||||
| Citi Trends Inc * | 22,635 | 1,309 | ||||||
| Covista Inc * | 16,335 | 2,036 | ||||||
| Cricut Inc, Cl A | 34,092 | 150 | ||||||
| Dana Inc | 15,227 | 414 | ||||||
| Dauch Corporation * | 65,772 | 356 | ||||||
| Dave & Buster's Entertainment Inc * | 30,440 | 347 | ||||||
| Deckers Outdoor Corp * | 5,964 | 592 | ||||||
| Duolingo Inc, Cl A * | 735 | 85 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Etsy Inc * | 6,503 | $ | 490 | |||||
| Figs Inc, Cl A * | 45,082 | 461 | ||||||
| Frontdoor Inc * | 20,121 | 1,561 | ||||||
| Garrett Motion Inc | 44,049 | 1,596 | ||||||
| Genesco Inc * | 22,970 | 776 | ||||||
| Gentherm Inc * | 6,171 | 211 | ||||||
| GigaCloud Technology Inc, Cl A * | 17,995 | 569 | ||||||
| G-III Apparel Group Ltd | 15,881 | 535 | ||||||
| Goodyear Tire & Rubber Co/The * | 79,514 | 525 | ||||||
| Group 1 Automotive Inc | 4,472 | 1,302 | ||||||
| Hamilton Beach Brands Holding Co, Cl A | 10,893 | 251 | ||||||
| Haverty Furniture Cos Inc | 17,831 | 455 | ||||||
| Helen of Troy Ltd * | 12,592 | 366 | ||||||
| Kohl's Corp | 55,379 | 981 | ||||||
| LCI Industries | 4,762 | 504 | ||||||
| Lear Corp | 14,502 | 1,944 | ||||||
| Leggett & Platt Inc | 106,410 | 1,246 | ||||||
| Lithia Motors Inc, Cl A | 1,783 | 518 | ||||||
| LKQ Corp | 14,707 | 387 | ||||||
| Lululemon Athletica Inc * | 1,172 | 134 | ||||||
| MasterCraft Boat Holdings Inc * | 7,818 | 202 | ||||||
| Motorcar Parts of America * | 26,309 | 403 | ||||||
| Movado Group Inc | 9,559 | 376 | ||||||
| Murphy USA Inc | 4,244 | 2,287 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 19,447 | 1,495 | ||||||
| OneSpaWorld Holdings Ltd | 8,928 | 252 | ||||||
| Penske Automotive Group Inc, Cl A | 1,200 | 215 | ||||||
| Perdoceo Education Corp | 25,338 | 811 | ||||||
| Phinia Inc | 1,758 | 145 | ||||||
| Pool Corp | 13,752 | 2,955 | ||||||
| Rocky Brands Inc | 14,600 | 602 | ||||||
| Sally Beauty Holdings Inc * | 46,020 | 651 | ||||||
| Signet Jewelers Ltd | 16,047 | 1,383 | ||||||
| Smith & Wesson Brands Inc | 13,140 | 198 | ||||||
| Solid Power Inc * | 131,578 | 341 | ||||||
| Sonos Inc * | 26,691 | 361 | ||||||
| Standard Motor Products Inc | 15,126 | 589 | ||||||
| Strattec Security Corp * | 2,863 | 233 | ||||||
| Stride Inc * | 45,813 | 3,951 | ||||||
| Sturm Ruger & Co Inc | 7,455 | 282 | ||||||
| Super Group SGHC Ltd | 121,669 | 1,649 | ||||||
| Superior Group of Cos Inc | 28,158 | 369 | ||||||
| Target Hospitality Corp * | 13,477 | 274 | ||||||
| Taylor Morrison Home Corp, Cl A * | 45,726 | 3,280 | ||||||
| Texas Roadhouse Inc, Cl A | 3,100 | 599 | ||||||
| Universal Technical Institute Inc * | 15,723 | 672 | ||||||
| Urban Outfitters Inc * | 65,048 | 4,609 | ||||||
| Vail Resorts Inc | 7,682 | 1,046 | ||||||
| Victoria's Secret & Co * | 34,175 | 2,853 | ||||||
| Visteon Corp | 41,477 | 4,115 | ||||||
| Williams-Sonoma Inc | 3,405 | 794 | ||||||
| Winmark Corp | 1,329 | 562 | ||||||
| Winnebago Industries Inc | 6,845 | 214 | ||||||
| SEI Institutional Managed Trust | 57 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zumiez Inc * | 9,298 | $ | 166 | |||||
| 84,849 | ||||||||
| Consumer Staples — 3.4% | ||||||||
| Albertsons Cos Inc, Cl A | 18,525 | 251 | ||||||
| BJ's Wholesale Club Holdings Inc * | 8,074 | 704 | ||||||
| Cal-Maine Foods Inc | 15,659 | 1,262 | ||||||
| Casey's General Stores Inc | 1 | 1 | ||||||
| Central Garden & Pet Co, Cl A * | 19,370 | 751 | ||||||
| Church & Dwight Co Inc | 17,663 | 1,711 | ||||||
| Coca-Cola Consolidated Inc | 10,090 | 1,926 | ||||||
| Darling Ingredients Inc * | 15,137 | 827 | ||||||
| Del Monte Corp | 8,258 | 230 | ||||||
| Edgewell Personal Care Co | 7,200 | 193 | ||||||
| Herbalife Ltd * | 51,890 | 682 | ||||||
| Ingles Markets Inc, Cl A | 7,550 | 669 | ||||||
| Ingredion Inc | 10,592 | 1,003 | ||||||
| J & J Snack Foods Corp | 7,030 | 516 | ||||||
| John B Sanfilippo & Son Inc | 5,357 | 461 | ||||||
| Kroger Co/The | 6,156 | 342 | ||||||
| Nature's Sunshine Products Inc * | 37,928 | 827 | ||||||
| Nu Skin Enterprises Inc, Cl A | 29,379 | 155 | ||||||
| Oil-Dri Corp of America | 5,000 | 511 | ||||||
| Performance Food Group Co * | 3,318 | 371 | ||||||
| Pilgrim's Pride Corp | 54,228 | 1,524 | ||||||
| PriceSmart Inc | 7,532 | 1,471 | ||||||
| Seneca Foods Corp, Cl A * | 315 | 55 | ||||||
| Spectrum Brands Holdings Inc | 11,105 | 952 | ||||||
| Target Corp, Cl A | 27,333 | 3,570 | ||||||
| Turning Point Brands Inc | 4,194 | 356 | ||||||
| United Natural Foods Inc * | 23,823 | 1,088 | ||||||
| Universal Corp/VA | 14,877 | 776 | ||||||
| US Foods Holding Corp * | 10,313 | 1,055 | ||||||
| USANA Health Sciences Inc * | 13,715 | 293 | ||||||
| Village Super Market Inc, Cl A | 16,517 | 697 | ||||||
| Weis Markets Inc | 14,997 | 1,174 | ||||||
| 26,404 | ||||||||
| Energy — 4.4% | ||||||||
| Archrock Inc | 16,343 | 665 | ||||||
| Ardmore Shipping Corp | 30,326 | 425 | ||||||
| Bristow Group Inc | 4,125 | 171 | ||||||
| CNX Resources Corp * | 30,569 | 1,037 | ||||||
| Crescent Energy Co, Cl A | 39,540 | 388 | ||||||
| Delek US Holdings Inc | 92,978 | 4,724 | ||||||
| Devon Energy Corp | 3,543 | 146 | ||||||
| DHT Holdings Inc | 42,087 | 696 | ||||||
| Diamondback Energy Inc, Cl A | 9,885 | 1,738 | ||||||
| DT Midstream Inc | 11,225 | 1,647 | ||||||
| Exxon Mobil Corp | 5,528 | 756 | ||||||
| Forum Energy Technologies Inc * | 24,685 | 1,240 | ||||||
| Golar LNG Ltd | 5,175 | 258 | ||||||
| Green Plains Inc * | 37,788 | 581 | ||||||
| Gulfport Energy Corp * | 4,184 | 710 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Helmerich & Payne Inc | 9,145 | $ | 299 | |||||
| HF Sinclair Corp | 6,861 | 478 | ||||||
| Innovex International Inc * | 7,223 | 179 | ||||||
| International Seaways Inc | 11,510 | 882 | ||||||
| Marathon Petroleum Corp | 7,296 | 1,865 | ||||||
| Murphy Oil Corp | 13,704 | 446 | ||||||
| Nabors Industries Ltd * | 6,030 | 507 | ||||||
| Natural Gas Services Group Inc | 11,628 | 502 | ||||||
| Oil States International Inc * | 114,161 | 915 | ||||||
| Par Pacific Holdings Inc * | 30,658 | 1,719 | ||||||
| PBF Energy Inc, Cl A | 4,507 | 205 | ||||||
| Range Resources Corp | 40,307 | 1,499 | ||||||
| Ranger Energy Services Inc, Cl A | 37,667 | 603 | ||||||
| Riley Exploration Permian Inc | 5,976 | 197 | ||||||
| Scorpio Tankers Inc | 19,552 | 1,354 | ||||||
| SM Energy Co | 30,220 | 789 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 4,689 | 377 | ||||||
| TechnipFMC PLC | 14,605 | 968 | ||||||
| Teekay Corp Ltd | 107,083 | 1,071 | ||||||
| Teekay Tankers Ltd, Cl A | 19,615 | 1,273 | ||||||
| Viper Energy Inc, Cl A | 24,528 | 1,040 | ||||||
| Whitecap Resources | 105,608 | 1,096 | ||||||
| 33,446 | ||||||||
| Financials — 17.6% | ||||||||
| 1st Source Corp | 7,047 | 575 | ||||||
| Acadian Asset Management Inc | 9,298 | 665 | ||||||
| Advanced Flower Capital Inc | 114,858 | 356 | ||||||
| Affiliated Managers Group Inc | 3,650 | 1,235 | ||||||
| Allstate Corp/The | 990 | 236 | ||||||
| American Financial Group Inc/OH | 5,861 | 820 | ||||||
| Ameriprise Financial Inc | 92 | 42 | ||||||
| Arch Capital Group Ltd * | 10,008 | 971 | ||||||
| Bank of NT Butterfield & Son Ltd/The | 24,995 | 1,487 | ||||||
| Bank OZK | 25,660 | 1,337 | ||||||
| BankUnited Inc | 6,774 | 328 | ||||||
| Bar Harbor Bankshares | 7,400 | 279 | ||||||
| BGC Group Inc, Cl A | 16,571 | 177 | ||||||
| Bread Financial Holdings Inc | 28,428 | 3,080 | ||||||
| Camden National Corp | 8,218 | 446 | ||||||
| Capital City Bank Group Inc | 9,652 | 477 | ||||||
| Carter Bankshares Inc | 12,657 | 430 | ||||||
| Central Pacific Financial Corp | 24,027 | 918 | ||||||
| City Holding Co | 820 | 109 | ||||||
| Civista Bancshares Inc | 27,268 | 770 | ||||||
| CNB Financial Corp/PA | 9,437 | 318 | ||||||
| CNO Financial Group Inc | 67,745 | 3,454 | ||||||
| Columbia Banking System Inc | 209,948 | 6,729 | ||||||
| Community Trust Bancorp Inc | 21,646 | 1,566 | ||||||
| Credit Acceptance Corp, Cl A * | 380 | 242 | ||||||
| Customers Bancorp Inc * | 10,491 | 830 | ||||||
| Dave Inc * | 4,503 | 1,678 | ||||||
| Donegal Group Inc, Cl A | 10,385 | 196 | ||||||
| Eagle Bancorp Inc | 21,162 | 601 | ||||||
| 58 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Eastern Bankshares Inc | 10,477 | $ | 233 | |||||
| Employers Holdings Inc | 17,888 | 903 | ||||||
| Enact Holdings Inc | 7,491 | 342 | ||||||
| Encore Capital Group Inc * | 12,649 | 1,180 | ||||||
| Enova International Inc * | 15,555 | 3,745 | ||||||
| Essent Group Ltd | 3,594 | 231 | ||||||
| Everest Group Ltd | 6,060 | 2,165 | ||||||
| EVERTEC Inc | 10,470 | 291 | ||||||
| Fifth Third Bancorp | 20,962 | 1,182 | ||||||
| Financial Institutions Inc | 80,765 | 3,147 | ||||||
| First American Financial Corp | 3,200 | 219 | ||||||
| First Citizens BancShares Inc/NC, Cl A | 599 | 1,246 | ||||||
| First Commonwealth Financial Corp | 208,651 | 4,242 | ||||||
| First Community Bankshares Inc | 47,999 | 2,132 | ||||||
| First Interstate BancSystem Inc, Cl A | 51,000 | 1,967 | ||||||
| First Merchants Corp | 10,220 | 447 | ||||||
| First Western Financial Inc * | 8,382 | 269 | ||||||
| FirstCash Holdings Inc | 20,655 | 4,468 | ||||||
| Flagstar Bank NA | 171,941 | 2,569 | ||||||
| Flywire Corp * | 24,826 | 436 | ||||||
| FNB Corp/PA | 307,540 | 5,868 | ||||||
| GCM Grosvenor Inc, Cl A | 35,446 | 436 | ||||||
| Genworth Financial Inc, Cl A * | 111,878 | 1,059 | ||||||
| Global Payments Inc | 1,009 | 73 | ||||||
| Globe Life Inc | 2,764 | 494 | ||||||
| Great Southern Bancorp Inc | 12,053 | 945 | ||||||
| Green Dot Corp, Cl A * | 82,508 | 1,115 | ||||||
| Hanmi Financial Corp | 19,000 | 616 | ||||||
| Hanover Insurance Group Inc/The, Cl A | 11,282 | 2,416 | ||||||
| Heritage Insurance Holdings Inc * | 1,664 | 43 | ||||||
| HomeTrust Bancshares Inc | 4,975 | 248 | ||||||
| Horace Mann Educators Corp, Cl A | 21,656 | 1,119 | ||||||
| Independent Bank Corp | 12,857 | 464 | ||||||
| Jackson Financial Inc, Cl A | 79,179 | 8,107 | ||||||
| James River Group Holdings Inc | 139,079 | 612 | ||||||
| Janus Henderson Group PLC | 8,824 | 458 | ||||||
| KeyCorp | 34,821 | 803 | ||||||
| Kinsale Capital Group Inc | 6,513 | 2,148 | ||||||
| Lemonade Inc * | 6,469 | 421 | ||||||
| Lincoln National Corp | 48,447 | 1,713 | ||||||
| MarketAxess Holdings Inc | 350 | 40 | ||||||
| Merchants Bancorp/IN | 7,760 | 388 | ||||||
| NerdWallet Inc, Cl A * | 1,324 | 12 | ||||||
| Nicolet Bankshares Inc | 8,880 | 1,469 | ||||||
| NMI Holdings Inc, Cl A * | 11,500 | 473 | ||||||
| OFG Bancorp | 5,041 | 247 | ||||||
| Old National Bancorp/IN, Cl A | 278,434 | 7,211 | ||||||
| Oscar Health Inc, Cl A * | 27,047 | 771 | ||||||
| Pagseguro Digital Ltd, Cl A | 82,568 | 747 | ||||||
| Palomar Holdings Inc, Cl A * | 2,542 | 321 | ||||||
| Paymentus Holdings Inc, Cl A * | 14,921 | 360 | ||||||
| PCB Bancorp | 11,293 | 320 | ||||||
| PJT Partners Inc, Cl A | 9,986 | 1,507 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Popular Inc | 11,261 | $ | 1,849 | |||||
| Preferred Bank/Los Angeles CA | 13,055 | 1,387 | ||||||
| PROG Holdings Inc | 39,283 | 1,831 | ||||||
| Reinsurance Group of America Inc, Cl A | 7,938 | 1,688 | ||||||
| RenaissanceRe Holdings Ltd | 4,308 | 1,365 | ||||||
| Repay Holdings Corp, Cl A * | 117,160 | 492 | ||||||
| Republic Bancorp Inc/KY, Cl A | 17,019 | 1,539 | ||||||
| Rocket Cos Inc, Cl A * | 23,222 | 366 | ||||||
| Selective Insurance Group Inc | 43 | 4 | ||||||
| Sierra Bancorp | 17,491 | 713 | ||||||
| SmartFinancial Inc | 6,754 | 317 | ||||||
| Starwood Property Trust Inc ‡ | 30,266 | 496 | ||||||
| Stifel Financial Corp | 2,847 | 199 | ||||||
| StoneX Group Inc * | 10,239 | 1,213 | ||||||
| Tompkins Financial Corp | 10,960 | 1,036 | ||||||
| UMB Financial Corp | 31,021 | 4,429 | ||||||
| United Fire Group Inc | 5,332 | 280 | ||||||
| Unity Bancorp Inc | 8,776 | 515 | ||||||
| Universal Insurance Holdings Inc | 24,324 | 1,006 | ||||||
| Valley National Bancorp | 141,427 | 2,072 | ||||||
| Westamerica BanCorp | 4,369 | 256 | ||||||
| WisdomTree Inc | 18,020 | 305 | ||||||
| Zions Bancorp NA | 97,892 | 6,773 | ||||||
| 134,921 | ||||||||
| Health Care — 14.2% | ||||||||
| AdaptHealth Corp, Cl A * | 34,630 | 361 | ||||||
| Adaptive Biotechnologies Corp * | 66,015 | 1,416 | ||||||
| ADMA Biologics Inc * | 20,946 | 175 | ||||||
| agilon health * | 6,227 | 667 | ||||||
| Alignment Healthcare Inc * | 53,839 | 1,282 | ||||||
| Alkermes PLC * | 56,630 | 2,967 | ||||||
| AMN Healthcare Services Inc * | 46,585 | 1,508 | ||||||
| Amneal Pharmaceuticals Inc * | 35,804 | 620 | ||||||
| AnaptysBio Inc * | 4,713 | 318 | ||||||
| AngioDynamics Inc * | 34,707 | 452 | ||||||
| ANI Pharmaceuticals Inc * | 12,750 | 1,055 | ||||||
| Annexon Inc * | 81,218 | 464 | ||||||
| Arrowhead Pharmaceuticals Inc * | 5,262 | 429 | ||||||
| Ascendis Pharma A/S * | 886 | 236 | ||||||
| Aurinia Pharmaceuticals Inc * | 25,338 | 430 | ||||||
| Avanos Medical Inc * | 51,333 | 1,277 | ||||||
| Aveanna Healthcare Holdings Inc * | 32,155 | 276 | ||||||
| Axogen Inc * | 16,821 | 777 | ||||||
| Axsome Therapeutics Inc * | 2,183 | 534 | ||||||
| Bio-Techne Corp | 27,177 | 1,920 | ||||||
| Bioventus Inc, Cl A * | 82,873 | 782 | ||||||
| Bridgebio Pharma Inc * | 66,223 | 4,932 | ||||||
| BrightSpring Health Services Inc * | 37,665 | 2,627 | ||||||
| Catalyst Pharmaceuticals Inc * | 32,000 | 1,006 | ||||||
| Celcuity Inc * | 3,166 | 331 | ||||||
| Cencora Inc, Cl A | 1,787 | 506 | ||||||
| Centene Corp * | 104,947 | 6,737 | ||||||
| SEI Institutional Managed Trust | 59 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Charles River Laboratories International Inc * | 1,103 | $ | 250 | |||||
| Chemed Corp | 2,729 | 1,271 | ||||||
| Collegium Pharmaceutical Inc * | 58,703 | 2,125 | ||||||
| Concentra Group Holdings Parent Inc | 5,473 | 163 | ||||||
| CorVel Corp * | 4,574 | 286 | ||||||
| Crinetics Pharmaceuticals Inc * | 3,206 | 120 | ||||||
| Cross Country Healthcare Inc * | 30,681 | 405 | ||||||
| Emergent BioSolutions Inc * | 27,088 | 227 | ||||||
| Enanta Pharmaceuticals Inc * | 35,571 | 519 | ||||||
| Encompass Health Corp | 14,879 | 1,504 | ||||||
| Ensign Group Inc/The | 4,885 | 783 | ||||||
| Establishment Labs Holdings Inc * | 4,961 | 426 | ||||||
| Eton Pharmaceuticals Inc * | 8,193 | 297 | ||||||
| Exelixis Inc * | 4,584 | 249 | ||||||
| Fortrea Holdings Inc * | 12,240 | 213 | ||||||
| Globus Medical Inc, Cl A * | 33,657 | 2,659 | ||||||
| Guardant Health Inc * | 15,554 | 2,334 | ||||||
| Halozyme Therapeutics Inc * | 7,043 | 551 | ||||||
| Harmony Biosciences Holdings Inc * | 22,664 | 825 | ||||||
| HealthEquity Inc * | 28,509 | 2,575 | ||||||
| HealthStream Inc | 18,675 | 509 | ||||||
| Hims & Hers Health Inc * | 3,674 | 127 | ||||||
| ICON PLC * | 5,210 | 905 | ||||||
| ICU Medical Inc * | 4,988 | 731 | ||||||
| IDEXX Laboratories Inc * | 458 | 241 | ||||||
| Incyte Corp * | 3,300 | 374 | ||||||
| Inmode Ltd * | 72,945 | 1,066 | ||||||
| Innoviva Inc * | 35,478 | 806 | ||||||
| Insmed Inc * | 556 | 59 | ||||||
| Intellia Therapeutics Inc * | 39,142 | 662 | ||||||
| iRadimed Corp | 5,415 | 517 | ||||||
| Ironwood Pharmaceuticals Inc, Cl A * | 185,407 | 781 | ||||||
| Jazz Pharmaceuticals PLC * | 7,203 | 1,736 | ||||||
| Kiniksa Pharmaceuticals International Plc, Cl A * | 54 | 3 | ||||||
| KORU Medical Systems Inc * | 129,708 | 545 | ||||||
| Krystal Biotech Inc * | 1,030 | 383 | ||||||
| Lantheus Holdings Inc * | 9,398 | 1,043 | ||||||
| LeMaitre Vascular Inc | 5,075 | 487 | ||||||
| LifeStance Health Group Inc * | 100,985 | 1,082 | ||||||
| Ligand Pharmaceuticals Inc * | 7,082 | 2,239 | ||||||
| Liquidia Corp * | 7,926 | 632 | ||||||
| Madrigal Pharmaceuticals Inc * | 733 | 394 | ||||||
| Maravai LifeSciences Holdings Inc, Cl A * | 103,955 | 649 | ||||||
| Medpace Holdings Inc * | 2,426 | 1,285 | ||||||
| Mettler-Toledo International Inc * | 411 | 525 | ||||||
| MiMedx Group Inc * | 109,141 | 420 | ||||||
| Molina Healthcare Inc * | 21,516 | 4,921 | ||||||
| National HealthCare Corp | 4,888 | 1,033 | ||||||
| Neurocrine Biosciences Inc * | 6,973 | 1,175 | ||||||
| Nuvation Bio Inc * | 93,896 | 533 | ||||||
| Omeros Corp * | 32,790 | 312 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| OmniAB Inc * | 11,714 | $ | — | |||||
| Omnicell Inc * | 9,452 | 392 | ||||||
| Pacira BioSciences Inc * | 35,375 | 897 | ||||||
| Pediatrix Medical Group Inc * | 118,627 | 3,005 | ||||||
| Pennant Group Inc/The * | 38,519 | 1,423 | ||||||
| Penumbra Inc * | 1,427 | 451 | ||||||
| Phibro Animal Health Corp, Cl A | 41,899 | 1,316 | ||||||
| Prelude Therapeutics * | 182,119 | 971 | ||||||
| Progyny Inc * | 178,330 | 5,141 | ||||||
| PTC Therapeutics Inc * | 12,404 | 1,012 | ||||||
| Puma Biotechnology Inc * | 30,120 | 244 | ||||||
| QIAGEN NV | 18,916 | 740 | ||||||
| Relmada Therapeutics Inc * | 3,407 | 24 | ||||||
| Repligen Corp * | 26,247 | 3,581 | ||||||
| Revvity Inc | 12,707 | 1,414 | ||||||
| Rigel Pharmaceuticals Inc * | 21,469 | 840 | ||||||
| Shattuck Labs * | 145,284 | 1,008 | ||||||
| Sight Sciences Inc * | 30,000 | 163 | ||||||
| STAAR Surgical Co * | 15,811 | 454 | ||||||
| Supernus Pharmaceuticals Inc * | 8,694 | 404 | ||||||
| Tactile Systems Technology Inc * | 28,334 | 844 | ||||||
| Tarsus Pharmaceuticals Inc * | 2,954 | 186 | ||||||
| Taysha Gene Therapies Inc * | 50,144 | 341 | ||||||
| Teladoc Health Inc * | 84,443 | 716 | ||||||
| Teleflex Inc | 3,521 | 446 | ||||||
| Tenet Healthcare Corp * | 367 | 69 | ||||||
| Theravance Biopharma Inc * | 30,242 | 514 | ||||||
| UFP Technologies Inc * | 2,084 | 552 | ||||||
| United Therapeutics Corp * | 2,841 | 1,539 | ||||||
| Universal Health Services Inc, Cl B | 1,446 | 215 | ||||||
| Vanda Pharmaceuticals Inc * | 22,178 | 136 | ||||||
| Varex Imaging Corp * | 28,226 | 294 | ||||||
| Viatris Inc, Cl W | 15,313 | 243 | ||||||
| Viridian Therapeutics Inc * | 35,657 | 655 | ||||||
| Xeris Biopharma Holdings Inc * | 44,564 | 353 | ||||||
| Zevra Therapeutics Inc * | 20,661 | 296 | ||||||
| 108,921 | ||||||||
| Industrials — 21.1% | ||||||||
| A O Smith Corp | 4,400 | 276 | ||||||
| AAON Inc | 44,904 | 5,696 | ||||||
| ACCO Brands Corp | 136,813 | 569 | ||||||
| Acuity Inc | 2,320 | 874 | ||||||
| Advanced Drainage Systems Inc | 24,100 | 3,783 | ||||||
| AECOM | 13,579 | 948 | ||||||
| AeroVironment Inc * | 684 | 113 | ||||||
| AerSale Corp * | 37,994 | 240 | ||||||
| Allegiant Travel Co, Cl A * | 6,506 | 765 | ||||||
| Allison Transmission Holdings Inc | 3,071 | 346 | ||||||
| American Superconductor Corp * | 8,141 | 338 | ||||||
| Applied Industrial Technologies Inc, Cl A | 8,919 | 3,016 | ||||||
| Arcosa Inc | 1,792 | 260 | ||||||
| Argan Inc | 4,431 | 3,538 | ||||||
| Astec Industries Inc | 113,696 | 6,957 | ||||||
| 60 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Atkore Inc | 9,367 | $ | 712 | |||||
| Axon Enterprise Inc * | 7,509 | 4,210 | ||||||
| Barrett Business Services Inc | 8,704 | 309 | ||||||
| Bloom Energy Corp, Cl A * | 15,408 | 4,664 | ||||||
| Blue Bird Corp * | 2,843 | 224 | ||||||
| Boise Cascade Co | 4,228 | 328 | ||||||
| Brink's Co/The | 1,514 | 143 | ||||||
| Broadridge Financial Solutions Inc | 1,700 | 233 | ||||||
| Builders FirstSource Inc * | 592 | 53 | ||||||
| BWX Technologies Inc | 11,200 | 2,180 | ||||||
| CACI International Inc, Cl A * | 1,073 | 497 | ||||||
| Carpenter Technology Corp | 2,253 | 1,390 | ||||||
| Casella Waste Systems Inc, Cl A * | 2,917 | 283 | ||||||
| CBIZ Inc * | 2,449 | 79 | ||||||
| CECO Environmental Corp * | 4,606 | 418 | ||||||
| Cimpress PLC * | 7,677 | 781 | ||||||
| Cintas Corp | 3,914 | 666 | ||||||
| Clean Harbors Inc * | 1,283 | 383 | ||||||
| Construction Partners Inc, Cl A * | 19,018 | 2,259 | ||||||
| Costamare Inc | 12,144 | 170 | ||||||
| CRA International Inc | 3,432 | 488 | ||||||
| CSW Industrials Inc | 1,824 | 508 | ||||||
| Curtiss-Wright Corp | 4,583 | 3,473 | ||||||
| Deluxe Corp | 19,977 | 477 | ||||||
| Donaldson Co Inc, Cl A | 7,015 | 630 | ||||||
| Ducommun Inc * | 8,335 | 1,544 | ||||||
| Dycom Industries Inc * | 5,837 | 2,951 | ||||||
| EMCOR Group Inc | 2,609 | 2,165 | ||||||
| EnerSys | 8,815 | 2,061 | ||||||
| Esab Corp | 9,486 | 936 | ||||||
| ExlService Holdings Inc * | 123,654 | 3,198 | ||||||
| Exponent Inc | 39,399 | 2,315 | ||||||
| Federal Signal Corp | 23,628 | 3,036 | ||||||
| Flowserve Corp | 22,922 | 1,700 | ||||||
| Fluor Corp * | 11,303 | 592 | ||||||
| Franklin Covey Co * | 6,854 | 168 | ||||||
| FTI Consulting Inc * | 6,375 | 950 | ||||||
| Gorman-Rupp Co/The | 13,217 | 1,212 | ||||||
| Graham Corp, Cl A * | 4,517 | 559 | ||||||
| GXO Logistics Inc * | 16,013 | 812 | ||||||
| Healthcare Services Group Inc * | 13,705 | 337 | ||||||
| Hub Group Inc, Cl A | 4,655 | 204 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 987 | 276 | ||||||
| Huron Consulting Group Inc * | 1,476 | 133 | ||||||
| Hyster-Yale Inc | 2,958 | 104 | ||||||
| IBEX Holdings Ltd * | 8,566 | 260 | ||||||
| IDEX Corp | 4,000 | 908 | ||||||
| Interface Inc, Cl A | 18,117 | 649 | ||||||
| Janus International Group Inc * | 76,571 | 425 | ||||||
| JBT Marel, Cl A | 3,600 | 522 | ||||||
| Kadant Inc | 686 | 216 | ||||||
| Kelly Services Inc, Cl A | 39,310 | 483 | ||||||
| L3Harris Technologies Inc | 2,036 | 592 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Landstar System Inc | 3,246 | $ | 671 | |||||
| Limbach Holdings Inc * | 16,663 | 1,283 | ||||||
| LSI Industries Inc | 2,442 | 65 | ||||||
| Luxfer Holdings PLC | 23,229 | 419 | ||||||
| Lyft Inc, Cl A * | 96,069 | 1,404 | ||||||
| Manitowoc Co Inc/The * | 77,468 | 1,076 | ||||||
| Matrix Service Co * | 14,659 | 201 | ||||||
| Miller Industries Inc/TN | 23,991 | 1,227 | ||||||
| MillerKnoll Inc | 12,887 | 264 | ||||||
| Modine Manufacturing Co * | 10,889 | 2,908 | ||||||
| Moog Inc, Cl A | 2,744 | 1,163 | ||||||
| MSA Safety Inc | 10,698 | 1,868 | ||||||
| Mueller Industries Inc | 19,538 | 2,402 | ||||||
| MYR Group Inc * | 2,348 | 1,175 | ||||||
| National Presto Industries Inc | 7,176 | 897 | ||||||
| Nextpower Inc, Cl A * | 17,951 | 2,139 | ||||||
| Northwest Pipe Co * | 1,871 | 280 | ||||||
| Old Dominion Freight Line Inc, Cl A | 858 | 186 | ||||||
| OPENLANE Inc * | 44,707 | 1,844 | ||||||
| Park Aerospace Corp | 3,346 | 128 | ||||||
| Planet Labs PBC * | 14,944 | 495 | ||||||
| Powell Industries Inc | 1,943 | 556 | ||||||
| Primoris Services Corp | 12,168 | 1,206 | ||||||
| Proto Labs Inc * | 11,760 | 959 | ||||||
| RB Global Inc | 9,026 | 1,051 | ||||||
| RBC Bearings Inc * | 11,906 | 7,668 | ||||||
| Resideo Technologies Inc * | 27,658 | 860 | ||||||
| Resources Connection Inc | 101,179 | 430 | ||||||
| Rollins Inc | 46,322 | 1,933 | ||||||
| Rush Enterprises Inc, Cl A | 21,083 | 1,539 | ||||||
| RXO Inc * | 15,347 | 423 | ||||||
| Ryder System Inc | 2,504 | 660 | ||||||
| Science Applications International Corp | 10,962 | 1,210 | ||||||
| Sensata Technologies Holding PLC | 15,778 | 753 | ||||||
| Simpson Manufacturing Co Inc | 7,500 | 1,570 | ||||||
| SkyWest Inc * | 20,531 | 2,039 | ||||||
| SPX Technologies Inc * | 1,464 | 359 | ||||||
| StandardAero Inc * | 41,377 | 1,238 | ||||||
| Standex International Corp | 342 | 122 | ||||||
| Sterling Infrastructure Inc * | 3,870 | 3,248 | ||||||
| Tennant Co | 8,099 | 709 | ||||||
| Terex Corp | 85,877 | 6,217 | ||||||
| Textron Inc | 4,795 | 440 | ||||||
| Toro Co/The | 2,800 | 273 | ||||||
| Tutor Perini Corp | 38,320 | 3,179 | ||||||
| UFP Industries Inc | 5,070 | 460 | ||||||
| UL Solutions Inc, Cl A | 14,911 | 1,519 | ||||||
| Upwork Inc * | 66,399 | 555 | ||||||
| V2X Inc * | 34,099 | 2,542 | ||||||
| Valmont Industries Inc | 489 | 282 | ||||||
| Vicor Corp * | 4,928 | 1,872 | ||||||
| Watsco Inc | 1,157 | 482 | ||||||
| Watts Water Technologies Inc, Cl A | 6,999 | 2,740 | ||||||
| SEI Institutional Managed Trust | 61 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Description | Shares | Market Value ($ Thousands) |
| |||||
| COMMON STOCK (continued) | ||||||||
| WESCO International Inc | 9,774 | $ | 3,376 | |||||
| Willdan Group Inc * | 11,427 | 904 | ||||||
| XPO Inc * | 5,668 | 1,164 | ||||||
| Xylem Inc/NY | 4,342 | 513 | ||||||
| Zurn Elkay Water Solutions | 54,328 | 2,745 | ||||||
| 162,476 | ||||||||
| Information Technology — 16.8% | ||||||||
| 8x8 Inc * | 460,446 | 787 | ||||||
| A10 Networks Inc | 48,975 | 1,830 | ||||||
| ACI Worldwide Inc * | 40,617 | 2,043 | ||||||
| ACM Research Inc, Cl A * | 2,501 | 317 | ||||||
| ADTRAN Holdings Inc * | 70,944 | 986 | ||||||
| Advanced Energy Industries Inc | 748 | 279 | ||||||
| Agilysys Inc * | 283 | 30 | ||||||
| Akamai Technologies Inc * | 3,832 | 453 | ||||||
| Amkor Technology Inc | 26,167 | 2,256 | ||||||
| Amtech Systems * | 17,816 | 411 | ||||||
| Appfolio Inc, Cl A * | 1,054 | 169 | ||||||
| Arista Networks Inc * | 5,292 | 899 | ||||||
| Arlo Technologies Inc * | 29,738 | 401 | ||||||
| Arrow Electronics Inc, Cl A * | 5,991 | 1,279 | ||||||
| ASGN Inc * | 25,233 | 451 | ||||||
| Aviat Networks Inc * | 12,723 | 282 | ||||||
| Avnet Inc | 3,048 | 271 | ||||||
| Axcelis Technologies Inc * | 983 | 186 | ||||||
| Bel Fuse Inc, Cl B | 940 | 313 | ||||||
| Benchmark Electronics Inc | 6,200 | 612 | ||||||
| Bentley Systems Inc, Cl B | 36,245 | 1,083 | ||||||
| Calix Inc * | 3,602 | 134 | ||||||
| Cerence Inc * | 33,751 | 382 | ||||||
| Cirrus Logic Inc * | 2,093 | 311 | ||||||
| Clear Secure Inc, Cl A | 49,583 | 2,763 | ||||||
| Commvault Systems Inc * | 3,881 | 550 | ||||||
| Credo Technology Group Holding Ltd * | 20,249 | 5,507 | ||||||
| Daktronics Inc * | 5,425 | 106 | ||||||
| Descartes Systems Group Inc/The * | 18,616 | 1,289 | ||||||
| Diebold Nixdorf Inc * | 10,091 | 858 | ||||||
| DigitalOcean Holdings Inc * | 4,979 | 782 | ||||||
| Diodes Inc * | 35,580 | 3,894 | ||||||
| Dropbox Inc, Cl A * | 25,343 | 696 | ||||||
| Entegris Inc | 12,391 | 2,229 | ||||||
| EPAM Systems Inc * | 2,034 | 161 | ||||||
| ePlus Inc | 84 | 7 | ||||||
| F5 Inc, Cl A * | 84 | 35 | ||||||
| Fabrinet * | 2,806 | 1,577 | ||||||
| Fair Isaac Corp * | 2,126 | 2,540 | ||||||
| Five9 Inc * | 42,837 | 913 | ||||||
| FormFactor Inc * | 2,115 | 338 | ||||||
| Freshworks Inc, Cl A * | 69,257 | 701 | ||||||
| Gartner Inc * | 1,518 | 197 | ||||||
| GoDaddy Inc, Cl A * | 2,922 | 248 | ||||||
| HubSpot Inc * | 1,944 | 355 | ||||||
| Immersion Corp | 31,153 | 211 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Insight Enterprises Inc * | 4,865 | $ | 593 | |||||
| InterDigital Inc | 594 | 168 | ||||||
| inTEST Corp * | 27,138 | 493 | ||||||
| Jabil Inc | 1,355 | 522 | ||||||
| Keysight Technologies Inc * | 25,820 | 9,039 | ||||||
| Kimball Electronics Inc * | 34,093 | 873 | ||||||
| Lattice Semiconductor Corp * | 1,962 | 300 | ||||||
| Littelfuse Inc | 1,494 | 680 | ||||||
| LiveRamp Holdings Inc * | 24,356 | 917 | ||||||
| MACOM Technology Solutions Holdings Inc * | 2,974 | 1,131 | ||||||
| MaxLinear Inc, Cl A * | 6,933 | 888 | ||||||
| Methode Electronics Inc | 22,884 | 434 | ||||||
| Mitek Systems Inc * | 37,996 | 765 | ||||||
| Monolithic Power Systems Inc | 3,690 | 5,101 | ||||||
| NetScout Systems Inc * | 36,773 | 1,601 | ||||||
| NextNav * | 20,500 | 366 | ||||||
| nLight Inc * | 10,235 | 713 | ||||||
| Novanta Inc * | 15,342 | 2,489 | ||||||
| ON Semiconductor Corp * | 14,016 | 1,325 | ||||||
| Onto Innovation Inc * | 9,214 | 3,487 | ||||||
| Open Text Corp | 72,226 | 1,600 | ||||||
| OSI Systems Inc * | 1,043 | 228 | ||||||
| Ouster * | 12,109 | 757 | ||||||
| PagerDuty Inc * | 77,408 | 747 | ||||||
| Palo Alto Networks Inc * | 1,425 | 486 | ||||||
| Penguin Solutions Inc * | 18,156 | 1,380 | ||||||
| Photronics Inc * | 133,928 | 4,357 | ||||||
| Plexus Corp * | 5,600 | 1,684 | ||||||
| Q2 Holdings Inc * | 7,540 | 363 | ||||||
| Ralliant Corp | 13,868 | 1,021 | ||||||
| Rambus Inc * | 9,409 | 1,249 | ||||||
| Rimini Street Inc * | 136,732 | 582 | ||||||
| Sanmina Corp * | 33,770 | 8,547 | ||||||
| ScanSource Inc * | 12,128 | 632 | ||||||
| Semtech Corp * | 9,725 | 1,574 | ||||||
| Silicon Motion Technology Corp ADR | 10,301 | 3,434 | ||||||
| SiTime Corp * | 5,802 | 4,326 | ||||||
| Sprinklr Inc, Cl A * | 72,059 | 372 | ||||||
| SPS Commerce Inc * | 5,741 | 328 | ||||||
| Super Micro Computer Inc * | 2,570 | 75 | ||||||
| Teledyne Technologies Inc * | 1,139 | 760 | ||||||
| Teradyne Inc | 869 | 420 | ||||||
| TTM Technologies Inc * | 40,566 | 7,587 | ||||||
| Tyler Technologies Inc * | 8,074 | 2,361 | ||||||
| Ubiquiti Inc | 437 | 233 | ||||||
| Unisys Corp * | 121,998 | 447 | ||||||
| Viasat Inc * | 13,965 | 1,254 | ||||||
| Viavi Solutions Inc * | 132,127 | 6,309 | ||||||
| Vishay Intertechnology Inc | 3,660 | 197 | ||||||
| Vishay Precision Group Inc * | 2,271 | 340 | ||||||
| Vistance Networks Inc | 91,841 | 1,174 | ||||||
| Xerox Holdings Corp | 78,740 | 246 | ||||||
| 62 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Yext Inc * | 56,180 | $ | 262 | |||||
| 129,339 | ||||||||
| Materials — 4.7% | ||||||||
| Alamos Gold Inc, Cl A | 25,950 | 787 | ||||||
| Albemarle Corp | 3,497 | 472 | ||||||
| Alpha Metallurgical Resources Inc * | 1,456 | 240 | ||||||
| Alto Ingredients Inc * | 243,031 | 1,385 | ||||||
| Ashland Inc | 2,600 | 171 | ||||||
| Avery Dennison Corp | 2,472 | 401 | ||||||
| Axalta Coating Systems Ltd * | 36,330 | 1,243 | ||||||
| Balchem Corp | 17,153 | 2,898 | ||||||
| Caledonia Mining Corp PLC | 18,054 | 345 | ||||||
| Century Aluminum Co * | 7,570 | 348 | ||||||
| Cleveland-Cliffs Inc * | 369,815 | 3,473 | ||||||
| Coeur Mining Inc | 95,220 | 1,554 | ||||||
| Commercial Metals Co, Cl A | 124,739 | 7,827 | ||||||
| Compass Minerals International Inc, Cl A * | 16,649 | 518 | ||||||
| Constellium SE, Cl A * | 6,402 | 204 | ||||||
| Crown Holdings Inc | 2,052 | 230 | ||||||
| Fortitude Gold Corp | 40,846 | 204 | ||||||
| Glatfelter Corp * | 37,169 | 437 | ||||||
| Hudbay Minerals Inc | 142,958 | 3,375 | ||||||
| LSB Industries Inc * | 14,695 | 159 | ||||||
| Materion Corp | 1,722 | 512 | ||||||
| Mativ Holdings Inc | 79,389 | 601 | ||||||
| NewMarket Corp | 1,035 | 819 | ||||||
| Orion SA | 70,452 | 467 | ||||||
| Packaging Corp of America | 2,600 | 620 | ||||||
| PERIMETER SOLUTIONS INC * | 13,262 | 473 | ||||||
| Rayonier Advanced Materials Inc * | 45,662 | 359 | ||||||
| Royal Gold Inc, Cl A | 2,923 | 584 | ||||||
| Silgan Holdings Inc | 26,476 | 1,228 | ||||||
| SSR Mining Inc * | 101,905 | 2,882 | ||||||
| SunCoke Energy Inc | 56,944 | 458 | ||||||
| Tredegar Corp * | 7,612 | 61 | ||||||
| TriMas Corp | 20,455 | 921 | ||||||
| 36,256 | ||||||||
| Real Estate — 2.5% | ||||||||
| Alexander's Inc ‡ | 1,929 | 532 | ||||||
| CBL & Associates Properties Inc ‡ | 25,547 | 1,356 | ||||||
| Centerspace ‡ | 12,737 | 716 | ||||||
| Chatham Lodging Trust ‡ | 37,680 | 499 | ||||||
| Compass Inc, Cl A * | 25,664 | 316 | ||||||
| CoStar Group Inc * | 47,204 | 1,337 | ||||||
| DiamondRock Hospitality Co ‡ | 90,000 | 1,096 | ||||||
| Diversified Healthcare Trust ‡ | 117,876 | 1,096 | ||||||
| EastGroup Properties Inc ‡ | 12,917 | 2,616 | ||||||
| FRP Holdings Inc * | 39,260 | 981 | ||||||
| Gladstone Commercial Corp ‡ | 24,848 | 306 | ||||||
| Highwoods Properties Inc ‡ | 40,120 | 1,210 | ||||||
| Howard Hughes Holdings Inc * | 1,339 | 96 | ||||||
| Independence Realty Trust Inc ‡ | 32,937 | 550 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrial Logistics Properties Trust ‡ | 31,008 | $ | 275 | |||||
| Invitation Homes Inc ‡ | 23,648 | 714 | ||||||
| Jones Lang LaSalle Inc * | 2,269 | 703 | ||||||
| Newmark Group Inc, Cl A | 155,846 | 2,355 | ||||||
| Pebblebrook Hotel Trust ‡ | 22,825 | 443 | ||||||
| Regency Centers Corp ‡ | 1,254 | 100 | ||||||
| Summit Hotel Properties Inc ‡ | 48,427 | 340 | ||||||
| Sun Communities Inc ‡ | 1,400 | 168 | ||||||
| Universal Health Realty Income Trust ‡ | 14,551 | 638 | ||||||
| Ventas Inc ‡ | 7,436 | 660 | ||||||
| 19,103 | ||||||||
| Utilities — 1.2% | ||||||||
| Consolidated Water Co Ltd | 5,700 | 168 | ||||||
| Hawaiian Electric Industries Inc * | 57,814 | 782 | ||||||
| IDACORP Inc, Cl A | 10,885 | 1,647 | ||||||
| Middlesex Water Co | 8,501 | 477 | ||||||
| National Fuel Gas Co | 11,222 | 866 | ||||||
| NRG Energy Inc | 2,534 | 370 | ||||||
| Otter Tail Corp | 4,406 | 397 | ||||||
| Portland General Electric Co | 34,121 | 1,769 | ||||||
| Southwest Gas Holdings Inc | 24,268 | 2,152 | ||||||
| UGI Corp | 18,276 | 631 | ||||||
| Unitil Corp | 4,150 | 219 | ||||||
| 9,478 | ||||||||
| Total Common Stock | ||||||||
| (Cost $397,400) ($ Thousands) | 762,020 | |||||||
Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Xerox Holdings Corp, Expires 02/17/2028* | 39,370 | 11 | ||||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | 11 | |||||||
Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc *‡‡(A) | 967 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| SEI Institutional Managed Trust | 63 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Small/Mid Cap Fund (Concluded)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| CASH EQUIVALENT — 0.8% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 6,309,911 | $ | 6,310 | |||||
| Total Cash Equivalent | ||||||||
| (Cost $6,310) ($ Thousands) | 6,310 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $403,710) ($ Thousands) | $ | 768,341 | ||||||
Percentages are based on Net Assets of $768,832 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 18 | Sep-2026 | $ | 2,685 | $ | 2,741 | $ | 56 | ||||||||||||
| S&P Mid Cap 400 Index E-Mini | 4 | Sep-2026 | 1,532 | 1,554 | 22 | |||||||||||||||
| $ | 4,217 | $ | 4,295 | $ | 78 | |||||||||||||||
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 8,110 | $ | 100,305 | $ | (102,105 | ) | $ | — | $ | — | $ | 6,310 | $ | 215 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 64 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Mid-Cap Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 98.0% | ||||||||
| Communication Services — 2.3% | ||||||||
| DoubleVerify Holdings Inc * | 4,520 | $ | 49 | |||||
| Fox Corp, Cl A | 3,720 | 194 | ||||||
| Fox Corp, Cl B | 4,993 | 234 | ||||||
| GCI Liberty Inc, Cl A * | 800 | 18 | ||||||
| Iridium Communications Inc | 900 | 50 | ||||||
| Liberty Capital Corp, Cl C * | 3,210 | 69 | ||||||
| Liberty Global Ltd, Cl A * | 12,224 | 139 | ||||||
| Liberty Global Ltd, Cl C * | 19,900 | 219 | ||||||
| Match Group Inc | 1,560 | 59 | ||||||
| Nexstar Media Group Inc, Cl A | 393 | 70 | ||||||
| NIQ Global Intelligence PLC * | 4,740 | 44 | ||||||
| Reddit Inc, Cl A * | 235 | 41 | ||||||
| ROBLOX Corp, Cl A * | 859 | 47 | ||||||
| TKO Group Holdings Inc, Cl A | 240 | 48 | ||||||
| Trade Desk Inc/The, Cl A * | 1,000 | 18 | ||||||
| 1,299 | ||||||||
| Consumer Discretionary — 7.9% | ||||||||
| Amer Sports Inc * | 1,790 | 61 | ||||||
| Aramark | 4,889 | 278 | ||||||
| BorgWarner Inc | 6,060 | 402 | ||||||
| Bright Horizons Family Solutions Inc * | 450 | 32 | ||||||
| Carnival Corp Ltd | 5,242 | 150 | ||||||
| Carvana Co, Cl A * | 2,135 | 141 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 3,130 | 107 | ||||||
| Churchill Downs Inc | 290 | 26 | ||||||
| Crocs Inc * | 730 | 88 | ||||||
| Deckers Outdoor Corp * | 1,520 | 151 | ||||||
| Domino's Pizza Inc | 580 | 172 | ||||||
| Etsy Inc * | 1,090 | 82 | ||||||
| Expedia Group Inc | 755 | 193 | ||||||
| Gentex Corp | 3,704 | 94 | ||||||
| Grand Canyon Education Inc * | 1,055 | 151 | ||||||
| H&R Block Inc | 6,470 | 246 | ||||||
| Las Vegas Sands Corp | 1,630 | 75 | ||||||
| LKQ Corp | 4,833 | 127 | ||||||
| Lululemon Athletica Inc * | 630 | 72 | ||||||
| Murphy USA Inc | 154 | 83 | ||||||
| Ollie's Bargain Outlet Holdings Inc * | 360 | 28 | ||||||
| Ralph Lauren Corp, Cl A | 960 | 385 | ||||||
| Royal Caribbean Cruises Ltd | 1,068 | 339 | ||||||
| Tapestry Inc | 1,190 | 174 | ||||||
| TopBuild Corp * | 452 | 160 | ||||||
| Tractor Supply Co | 2,120 | 67 | ||||||
| Travel + Leisure Co | 1,810 | 138 | ||||||
| Valvoline Inc * | 5,200 | 206 | ||||||
| VF Corp | 4,260 | 71 | ||||||
| Wingstop Inc, Cl A | 470 | 82 | ||||||
| Wyndham Hotels & Resorts Inc | 250 | 21 | ||||||
| YETI Holdings Inc * | 2,490 | 123 | ||||||
| 4,525 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 5.4% | ||||||||
| Archer-Daniels-Midland Co | 3,980 | $ | 304 | |||||
| Bunge Global SA | 1,020 | 109 | ||||||
| Casey's General Stores Inc | 391 | 311 | ||||||
| Constellation Brands Inc, Cl A | 987 | 137 | ||||||
| Darling Ingredients Inc * | 3,544 | 194 | ||||||
| Dollar General Corp | 1,696 | 195 | ||||||
| Dollar Tree Inc * | 2,130 | 258 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 3,300 | 260 | ||||||
| Hershey Co/The | 490 | 86 | ||||||
| Ingredion Inc | 908 | 86 | ||||||
| Kroger Co/The | 5,900 | 328 | ||||||
| Lamb Weston Holdings Inc | 2,294 | 99 | ||||||
| Performance Food Group Co * | 1,753 | 196 | ||||||
| Sprouts Farmers Market Inc * | 831 | 70 | ||||||
| Sysco Corp | 3,110 | 260 | ||||||
| Tyson Foods Inc, Cl A | 3,460 | 198 | ||||||
| 3,091 | ||||||||
| Energy — 6.0% | ||||||||
| Antero Midstream Corp | 6,680 | 152 | ||||||
| Antero Resources Corp * | 2,900 | 102 | ||||||
| Baker Hughes Co, Cl A | 2,420 | 134 | ||||||
| Devon Energy Corp | 3,902 | 161 | ||||||
| Diamondback Energy Inc, Cl A | 977 | 172 | ||||||
| Expand Energy Corp | 1,460 | 133 | ||||||
| Halliburton Co | 13,940 | 473 | ||||||
| HF Sinclair Corp | 720 | 50 | ||||||
| Kinder Morgan Inc | 3,270 | 105 | ||||||
| Marathon Petroleum Corp | 997 | 255 | ||||||
| NOV Inc | 9,791 | 182 | ||||||
| Permian Resources Corp, Cl A | 10,453 | 192 | ||||||
| Phillips 66 | 2,150 | 364 | ||||||
| SLB Ltd, Cl A | 5,420 | 252 | ||||||
| TechnipFMC PLC | 6,500 | 431 | ||||||
| Valero Energy Corp | 822 | 214 | ||||||
| Weatherford International PLC | 570 | 46 | ||||||
| 3,418 | ||||||||
| Financials — 16.3% | ||||||||
| Affiliated Managers Group Inc | 270 | 91 | ||||||
| Allstate Corp/The | 672 | 160 | ||||||
| Ally Financial Inc | 13,600 | 625 | ||||||
| American International Group Inc | 7,153 | 533 | ||||||
| Ameriprise Financial Inc | 261 | 120 | ||||||
| Arch Capital Group Ltd * | 410 | 40 | ||||||
| Assurant Inc | 90 | 24 | ||||||
| Axis Capital Holdings Ltd | 654 | 70 | ||||||
| Bank of New York Mellon Corp/The | 1,436 | 208 | ||||||
| Block Inc, Cl A * | 2,580 | 196 | ||||||
| Blue Owl Capital Inc, Cl A | 9,762 | 85 | ||||||
| Cboe Global Markets Inc | 1,050 | 255 | ||||||
| Citizens Financial Group Inc | 1,750 | 123 | ||||||
| Coinbase Global Inc, Cl A * | 1,155 | 169 | ||||||
| SEI Institutional Managed Trust | 65 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Mid-Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Credit Acceptance Corp, Cl A * | 196 | $ | 125 | |||||
| East West Bancorp Inc | 650 | 84 | ||||||
| Evercore Inc, Cl A | 635 | 217 | ||||||
| FactSet Research Systems Inc | 640 | 147 | ||||||
| Fidelity National Financial Inc | 959 | 45 | ||||||
| Fidelity National Information Services Inc, Cl B | 1,240 | 48 | ||||||
| First American Financial Corp | 4,795 | 329 | ||||||
| First Horizon Corp | 10,635 | 273 | ||||||
| Franklin Resources Inc | 1,107 | 37 | ||||||
| Globe Life Inc | 640 | 114 | ||||||
| Hamilton Lane Inc, Cl A | 3,640 | 287 | ||||||
| Hartford Insurance Group Inc/The | 3,964 | 525 | ||||||
| Invesco Ltd | 11,640 | 307 | ||||||
| KeyCorp | 7,660 | 177 | ||||||
| Lazard Inc, Cl A | 730 | 31 | ||||||
| M&T Bank Corp | 1,250 | 298 | ||||||
| MarketAxess Holdings Inc | 1,140 | 129 | ||||||
| Morningstar Inc, Cl A | 1,299 | 203 | ||||||
| MSCI Inc, Cl A | 790 | 442 | ||||||
| Nasdaq Inc, Cl A | 2,020 | 159 | ||||||
| Northern Trust Corp | 700 | 122 | ||||||
| Popular Inc | 2,159 | 355 | ||||||
| Principal Financial Group Inc, Cl A | 783 | 84 | ||||||
| Raymond James Financial Inc | 978 | 149 | ||||||
| Regions Financial Corp | 6,420 | 194 | ||||||
| Reinsurance Group of America Inc, Cl A | 1,200 | 255 | ||||||
| Robinhood Markets Inc, Cl A * | 648 | 65 | ||||||
| SOUTHSTATE BANK CORP | 2,041 | 204 | ||||||
| Starwood Property Trust Inc ‡ | 9,882 | 162 | ||||||
| Stifel Financial Corp | 558 | 39 | ||||||
| Synchrony Financial | 4,750 | 361 | ||||||
| Unum Group | 1,679 | 150 | ||||||
| Webster Financial Corp | 1,850 | 141 | ||||||
| Willis Towers Watson PLC | 610 | 159 | ||||||
| XP Inc, Cl A | 6,040 | 98 | ||||||
| Zions Bancorp NA | 2,130 | 147 | ||||||
| 9,361 | ||||||||
| Health Care — 9.0% | ||||||||
| Agilent Technologies Inc | 3,003 | 399 | ||||||
| Alnylam Pharmaceuticals Inc * | 840 | 253 | ||||||
| BioMarin Pharmaceutical Inc * | 600 | 34 | ||||||
| Cardinal Health Inc | 860 | 204 | ||||||
| Caris Life Sciences, Inc * | 9,793 | 175 | ||||||
| Cencora Inc, Cl A | 613 | 173 | ||||||
| Centene Corp * | 1,110 | 71 | ||||||
| DaVita Inc * | 1,240 | 276 | ||||||
| Dexcom Inc * | 290 | 20 | ||||||
| Encompass Health Corp | 4,372 | 442 | ||||||
| Ensign Group Inc/The | 1,804 | 289 | ||||||
| Envista Holdings Corp * | 7,436 | 196 | ||||||
| Exelixis Inc * | 1,837 | 100 | ||||||
| Halozyme Therapeutics Inc * | 3,202 | 251 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Humana Inc | 334 | $ | 133 | |||||
| IDEXX Laboratories Inc * | 70 | 37 | ||||||
| Incyte Corp * | 1,913 | 217 | ||||||
| Insmed Inc * | 430 | 46 | ||||||
| Insulet Corp * | 770 | 117 | ||||||
| IQVIA Holdings Inc * | 1,102 | 213 | ||||||
| Jazz Pharmaceuticals PLC * | 190 | 46 | ||||||
| Labcorp Holdings Inc | 1,220 | 342 | ||||||
| Medpace Holdings Inc * | 222 | 118 | ||||||
| Natera Inc * | 560 | 152 | ||||||
| Neurocrine Biosciences Inc * | 150 | 25 | ||||||
| Revolution Medicines Inc * | 130 | 24 | ||||||
| Royalty Pharma PLC, Cl A | 2,064 | 116 | ||||||
| Tenet Healthcare Corp * | 603 | 113 | ||||||
| United Therapeutics Corp * | 60 | 32 | ||||||
| Universal Health Services Inc, Cl B | 721 | 107 | ||||||
| Viatris Inc, Cl W | 3,110 | 49 | ||||||
| West Pharmaceutical Services Inc | 730 | 262 | ||||||
| Zimmer Biomet Holdings Inc | 1,653 | 142 | ||||||
| 5,174 | ||||||||
| Industrials — 17.1% | ||||||||
| AAON Inc | 170 | 22 | ||||||
| AECOM | 390 | 27 | ||||||
| AerCap Holdings NV | 1,040 | 152 | ||||||
| AMETEK Inc | 210 | 51 | ||||||
| ATI Inc * | 1,060 | 209 | ||||||
| Axon Enterprise Inc * | 126 | 71 | ||||||
| Broadridge Financial Solutions Inc | 1,070 | 146 | ||||||
| CH Robinson Worldwide Inc | 1,870 | 352 | ||||||
| Clean Harbors Inc * | 1,125 | 336 | ||||||
| Comfort Systems USA Inc | 130 | 258 | ||||||
| Cummins Inc | 302 | 215 | ||||||
| Dover Corp | 1,047 | 235 | ||||||
| Dycom Industries Inc * | 500 | 253 | ||||||
| EMCOR Group Inc | 130 | 108 | ||||||
| ExlService Holdings Inc * | 2,270 | 59 | ||||||
| Expeditors International of Washington Inc | 1,140 | 186 | ||||||
| Generac Holdings Inc * | 230 | 67 | ||||||
| Genpact Ltd | 5,804 | 160 | ||||||
| GXO Logistics Inc * | 3,740 | 190 | ||||||
| HEICO Corp, Cl A | 437 | 113 | ||||||
| Hexcel Corp, Cl A | 2,605 | 261 | ||||||
| Howmet Aerospace Inc | 779 | 209 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 800 | 224 | ||||||
| JB Hunt Transport Services Inc | 1,360 | 394 | ||||||
| KARMAN HOLDINGS INC * | 1,780 | 89 | ||||||
| L3Harris Technologies Inc | 596 | 173 | ||||||
| Landstar System Inc | 830 | 172 | ||||||
| Leidos Holdings Inc | 949 | 98 | ||||||
| Leonardo DRS Inc | 1,945 | 83 | ||||||
| Lyft Inc, Cl A * | 15,920 | 233 | ||||||
| MasTec Inc * | 266 | 111 | ||||||
| Mueller Industries Inc | 1,660 | 204 | ||||||
| 66 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Mid-Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Nextpower Inc, Cl A * | 380 | $ | 45 | |||||
| nVent Electric PLC | 530 | 90 | ||||||
| Old Dominion Freight Line Inc, Cl A | 840 | 182 | ||||||
| Otis Worldwide Corp | 690 | 49 | ||||||
| Parker-Hannifin Corp, Cl A | 325 | 318 | ||||||
| Quanta Services Inc | 60 | 43 | ||||||
| Regal Rexnord Corp | 1,885 | 449 | ||||||
| Rocket Lab Corp * | 1,920 | 195 | ||||||
| Rockwell Automation Inc | 850 | 421 | ||||||
| Ryder System Inc | 410 | 108 | ||||||
| Schneider National Inc, Cl B | 2,300 | 84 | ||||||
| SiteOne Landscape Supply Inc * | 240 | 27 | ||||||
| Snap-on Inc | 336 | 135 | ||||||
| Solv Energy Inc, Cl A * | 2,300 | 78 | ||||||
| Southwest Airlines Co, Cl A | 2,250 | 116 | ||||||
| Stanley Black & Decker Inc | 270 | 25 | ||||||
| Sterling Infrastructure Inc * | 120 | 101 | ||||||
| Tetra Tech Inc | 1,600 | 46 | ||||||
| Trane Technologies PLC | 63 | 31 | ||||||
| U-Haul Holding Co * | 1,030 | 67 | ||||||
| U-Haul Holding Co, Cl B | 500 | 29 | ||||||
| UL Solutions Inc, Cl A | 2,430 | 247 | ||||||
| United Rentals Inc | 398 | 451 | ||||||
| Verisk Analytics Inc, Cl A | 320 | 57 | ||||||
| WESCO International Inc | 1,213 | 419 | ||||||
| Westinghouse Air Brake Technologies Corp | 829 | 223 | ||||||
| Woodward Inc | 370 | 157 | ||||||
| XPO Inc * | 730 | 150 | ||||||
| 9,804 | ||||||||
| Information Technology — 17.7% | ||||||||
| Advanced Energy Industries Inc | 200 | 75 | ||||||
| Akamai Technologies Inc * | 1,965 | 232 | ||||||
| Amkor Technology Inc | 690 | 59 | ||||||
| Amphenol Corp, Cl A | 1,259 | 222 | ||||||
| Astera Labs Inc * | 270 | 130 | ||||||
| Avnet Inc | 5,490 | 488 | ||||||
| BILL Holdings Inc * | 5,090 | 184 | ||||||
| Ciena Corp * | 103 | 51 | ||||||
| Circle Internet Group Inc, Cl A * | 430 | 27 | ||||||
| Cirrus Logic Inc * | 840 | 125 | ||||||
| Cloudflare Inc, Cl A * | 300 | 74 | ||||||
| Cognex Corp | 2,744 | 199 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 1,950 | 75 | ||||||
| Coherent Corp * | 320 | 126 | ||||||
| Credo Technology Group Holding Ltd * | 430 | 117 | ||||||
| Datadog Inc, Cl A * | 600 | 156 | ||||||
| Docusign Inc, Cl A * | 860 | 38 | ||||||
| Enphase Energy Inc * | 540 | 27 | ||||||
| Entegris Inc | 270 | 49 | ||||||
| Everpure Inc, Cl A * | 730 | 57 | ||||||
| F5 Inc, Cl A * | 210 | 87 | ||||||
| Fabrinet * | 120 | 67 | ||||||
| Fair Isaac Corp * | 60 | 72 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| First Solar Inc * | 1,040 | $ | 245 | |||||
| Flex Ltd * | 1,000 | 162 | ||||||
| Gen Digital Inc | 10,850 | 270 | ||||||
| GoDaddy Inc, Cl A * | 390 | 33 | ||||||
| Guidewire Software Inc * | 260 | 32 | ||||||
| Hewlett Packard Enterprise Co | 4,260 | 192 | ||||||
| HP Inc | 8,500 | 186 | ||||||
| HubSpot Inc * | 307 | 56 | ||||||
| IPG Photonics Corp * | 125 | 15 | ||||||
| IREN Ltd * | 660 | 30 | ||||||
| Jabil Inc | 700 | 270 | ||||||
| Keysight Technologies Inc * | 2,724 | 954 | ||||||
| Lattice Semiconductor Corp * | 920 | 141 | ||||||
| Littelfuse Inc | 50 | 23 | ||||||
| Lumentum Holdings Inc * | 515 | 442 | ||||||
| MACOM Technology Solutions Holdings Inc * | 60 | 23 | ||||||
| Microchip Technology Inc | 5,872 | 535 | ||||||
| MKS Inc | 140 | 62 | ||||||
| MongoDB Inc, Cl A * | 500 | 168 | ||||||
| nCino inc * | 5,761 | 94 | ||||||
| NetApp Inc | 2,085 | 323 | ||||||
| ON Semiconductor Corp * | 720 | 68 | ||||||
| Onto Innovation Inc * | 280 | 106 | ||||||
| Pegasystems Inc | 2,725 | 82 | ||||||
| PTC Inc * | 1,382 | 157 | ||||||
| Qnity Electronics Inc | 1,620 | 265 | ||||||
| Ralliant Corp | 1,140 | 84 | ||||||
| Rambus Inc * | 390 | 52 | ||||||
| Rogers Corp * | 1,961 | 321 | ||||||
| Rubrik Inc, Cl A * | 310 | 25 | ||||||
| Sanmina Corp * | 530 | 134 | ||||||
| Semtech Corp * | 620 | 100 | ||||||
| SiTime Corp * | 50 | 37 | ||||||
| Skyworks Solutions Inc | 2,300 | 156 | ||||||
| Snowflake Inc, Cl A * | 920 | 234 | ||||||
| Super Micro Computer Inc * | 3,999 | 117 | ||||||
| TD SYNNEX Corp | 880 | 235 | ||||||
| Teledyne Technologies Inc * | 500 | 333 | ||||||
| Teradyne Inc | 450 | 218 | ||||||
| TTM Technologies Inc * | 110 | 21 | ||||||
| Twilio Inc, Cl A * | 526 | 109 | ||||||
| Ubiquiti Inc | 30 | 16 | ||||||
| UiPath Inc, Cl A * | 3,930 | 43 | ||||||
| Vontier Corp | 1,040 | 30 | ||||||
| Zebra Technologies Corp, Cl A * | 640 | 168 | ||||||
| Zscaler Inc * | 240 | 34 | ||||||
| 10,138 | ||||||||
| Materials — 4.0% | ||||||||
| Albemarle Corp | 800 | 108 | ||||||
| Alcoa Corp | 1,946 | 101 | ||||||
| Anglogold Ashanti PLC | 2,790 | 226 | ||||||
| Axalta Coating Systems Ltd * | 4,942 | 169 | ||||||
| Ball Corp | 3,155 | 197 | ||||||
| SEI Institutional Managed Trust | 67 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Mid-Cap Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Dow Inc | 1,210 | $ | 33 | |||||
| Eagle Materials Inc | 875 | 197 | ||||||
| Eastman Chemical Co | 1,750 | 117 | ||||||
| Hecla Mining Co | 1,400 | 22 | ||||||
| International Flavors & Fragrances Inc | 1,420 | 112 | ||||||
| NewMarket Corp | 280 | 222 | ||||||
| Nucor Corp | 650 | 145 | ||||||
| Olin Corp | 1,040 | 21 | ||||||
| Packaging Corp of America | 980 | 233 | ||||||
| Royal Gold Inc, Cl A | 600 | 120 | ||||||
| RPM International Inc | 630 | 70 | ||||||
| Scotts Miracle-Gro Co/The, Cl A | 480 | 33 | ||||||
| Smurfit WestRock PLC | 3,621 | 167 | ||||||
| 2,293 | ||||||||
| Real Estate — 5.8% | ||||||||
| Agree Realty Corp ‡ | 2,438 | 185 | ||||||
| Camden Property Trust ‡ | 1,850 | 212 | ||||||
| Crown Castle Inc ‡ | 2,210 | 167 | ||||||
| Essex Property Trust Inc ‡ | 556 | 162 | ||||||
| Gaming and Leisure Properties Inc ‡ | 5,790 | 258 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 10,450 | 211 | ||||||
| Healthpeak Properties Inc ‡ | 3,760 | 80 | ||||||
| Host Hotels & Resorts Inc ‡ | 6,830 | 162 | ||||||
| Jones Lang LaSalle Inc * | 933 | 289 | ||||||
| Lamar Advertising Co, Cl A ‡ | 790 | 123 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,137 | 158 | ||||||
| Omega Healthcare Investors Inc ‡ | 4,600 | 219 | ||||||
| Park Hotels & Resorts Inc ‡ | 11,050 | 157 | ||||||
| Rexford Industrial Realty Inc ‡ | 1,310 | 44 | ||||||
| STAG Industrial Inc ‡ | 2,400 | 91 | ||||||
| Sun Communities Inc ‡ | 340 | 41 | ||||||
| Ventas Inc ‡ | 2,740 | 243 | ||||||
| VICI Properties Inc, Cl A ‡ | 13,140 | 349 | ||||||
| Zillow Group Inc, Cl A * | 2,280 | 72 | ||||||
| Zillow Group Inc, Cl C * | 3,380 | 107 | ||||||
| 3,330 | ||||||||
| Utilities — 6.5% | ||||||||
| Brookfield Renewable Corp | 1,426 | 53 | ||||||
| CenterPoint Energy Inc | 3,968 | 175 | ||||||
| CMS Energy Corp | 980 | 75 | ||||||
| Consolidated Edison Inc | 1,150 | 127 | ||||||
| DTE Energy Co | 1,555 | 237 | ||||||
| Edison International | 2,240 | 167 | ||||||
| Entergy Corp | 2,086 | 240 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Evergy Inc | 2,649 | $ | 229 | |||||
| Eversource Energy | 7,580 | 548 | ||||||
| Exelon Corp | 3,030 | 141 | ||||||
| NRG Energy Inc | 645 | 94 | ||||||
| OGE Energy Corp | 2,460 | 120 | ||||||
| PG&E Corp | 29,390 | 494 | ||||||
| Pinnacle West Capital Corp | 520 | 56 | ||||||
| Public Service Enterprise Group Inc | 2,680 | 217 | ||||||
| Talen Energy Corp * | 390 | 150 | ||||||
| Vistra Corp | 1,390 | 220 | ||||||
| WEC Energy Group Inc | 1,863 | 217 | ||||||
| Xcel Energy Inc | 2,002 | 161 | ||||||
| 3,721 | ||||||||
| Total Common Stock | ||||||||
| (Cost $46,907) ($ Thousands) | 56,154 | |||||||
| EXCHANGE-TRADED FUND — 0.1% | ||||||||
| Equity — 0.1% | ||||||||
| iShares S&P Mid-Capital 400 Value ETF | 446 | 66 | ||||||
| Total Exchange-Traded Fund | ||||||||
| (Cost $55) ($ Thousands) | 66 | |||||||
Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc *‡‡(A) | 160 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 2.0% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 1,120,559 | 1,121 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $1,121) ($ Thousands) | 1,121 | |||||||
| Total Investments in Securities — 100.1% | ||||||||
| (Cost $48,083) ($ Thousands) | $ | 57,341 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||||
| Long Contracts | ||||||||||||||||||||
| S&P Mid Cap 400 Index E-Mini | 2 | Sep-2026 | $ | 766 | $ | 777 | $ | 11 | ||||||||||||
| 68 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Mid-Cap Fund (Concluded)
Percentages are based on Net Assets of $57,276 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| † | Investment in Affiliated Security. |
| (A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 1,296 | $ | 7,566 | $ | (7,741 | ) | $ | — | $ | — | $ | 1,121 | $ | 24 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 69 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
U.S. Managed Volatility Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† — 99.0% | ||||||||
| Communication Services — 9.8% | ||||||||
| Alphabet Inc, Cl A | 6,748 | $ | 2,411 | |||||
| Alphabet Inc, Cl C | 18,930 | 6,689 | ||||||
| AT&T Inc | 377,710 | 7,819 | ||||||
| Comcast Corp, Cl A | 291,991 | 7,168 | ||||||
| Fox Corp, Cl A | 52,394 | 2,733 | ||||||
| Fox Corp, Cl B | 24,909 | 1,167 | ||||||
| Match Group Inc | 39,777 | 1,513 | ||||||
| Meta Platforms Inc, Cl A | 2,219 | 1,250 | ||||||
| New York Times Co/The, Cl A | 24,830 | 1,738 | ||||||
| T-Mobile US Inc | 11,727 | 1,967 | ||||||
| Verizon Communications Inc | 226,935 | 9,608 | ||||||
| Versant Media Group Inc | 3,183 | 115 | ||||||
| Walt Disney Co/The | 3,367 | 324 | ||||||
| Yelp Inc, Cl A * | 65,312 | 1,601 | ||||||
| 46,103 | ||||||||
| Consumer Discretionary — 8.0% | ||||||||
| ADT Inc | 104,800 | 681 | ||||||
| Amazon.com Inc, Cl A * | 9,904 | 2,361 | ||||||
| AutoZone Inc * | 716 | 2,288 | ||||||
| Booking Holdings Inc | 31,700 | 5,650 | ||||||
| BorgWarner Inc | 23,900 | 1,587 | ||||||
| Canadian Tire Corp Ltd, Cl A | 6,200 | 854 | ||||||
| Domino's Pizza Inc | 3,918 | 1,160 | ||||||
| eBay Inc | 60,060 | 6,712 | ||||||
| Gentex Corp | 8,181 | 207 | ||||||
| Grand Canyon Education Inc * | 3,098 | 443 | ||||||
| H&R Block Inc | 31,590 | 1,203 | ||||||
| Honda Motor Co Ltd ADR | 37,074 | 1,005 | ||||||
| La-Z-Boy Inc | 15,700 | 630 | ||||||
| Lear Corp | 9,400 | 1,260 | ||||||
| Mattel Inc * | 60,200 | 836 | ||||||
| Murphy USA Inc | 1,100 | 593 | ||||||
| O'Reilly Automotive Inc * | 24,676 | 2,272 | ||||||
| Ross Stores Inc | 10,497 | 2,234 | ||||||
| Service Corp International/US | 17,327 | 1,316 | ||||||
| TJX Cos Inc/The | 17,092 | 2,590 | ||||||
| Yum! Brands Inc | 12,275 | 1,962 | ||||||
| 37,844 | ||||||||
| Consumer Staples — 12.9% | ||||||||
| Albertsons Cos Inc, Cl A | 86,042 | 1,164 | ||||||
| Altria Group Inc | 125,929 | 9,061 | ||||||
| Archer-Daniels-Midland Co | 46,987 | 3,590 | ||||||
| Cal-Maine Foods Inc | 2,181 | 176 | ||||||
| Campbell's Company/The | 2,485 | 55 | ||||||
| Central Garden & Pet Co, Cl A * | 1,364 | 53 | ||||||
| Church & Dwight Co Inc | 17,586 | 1,704 | ||||||
| Clorox Co/The | 1,244 | 119 | ||||||
| Coca-Cola Co/The | 34,149 | 2,775 | ||||||
| Colgate-Palmolive Co | 72,014 | 6,602 | ||||||
| Costco Wholesale Corp | 2,169 | 2,029 | ||||||
| Darling Ingredients Inc * | 9,659 | 528 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Del Monte Corp | 4,659 | $ | 130 | |||||
| General Mills Inc | 37,269 | 1,297 | ||||||
| Ingredion Inc | 26,291 | 2,490 | ||||||
| J M Smucker Co/The | 866 | 97 | ||||||
| Keurig Dr Pepper Inc | 6,860 | 224 | ||||||
| Kimberly-Clark Corp | 4,158 | 456 | ||||||
| Kraft Heinz Co/The | 98,147 | 2,318 | ||||||
| Kroger Co/The | 44,557 | 2,474 | ||||||
| Marzetti Company/The | 662 | 76 | ||||||
| Molson Coors Beverage Co, Cl B | 38,020 | 1,481 | ||||||
| Mondelez International Inc, Cl A | 7,622 | 441 | ||||||
| Monster Beverage Corp * | 45,400 | 4,364 | ||||||
| PepsiCo Inc | 11,840 | 1,603 | ||||||
| Philip Morris International Inc | 32,364 | 5,855 | ||||||
| Post Holdings Inc * | 9,475 | 836 | ||||||
| Procter & Gamble Co/The | 13,089 | 1,919 | ||||||
| Reynolds Consumer Products Inc | 3,032 | 81 | ||||||
| Sysco Corp | 17,164 | 1,435 | ||||||
| Target Corp, Cl A | 1,972 | 258 | ||||||
| Tyson Foods Inc, Cl A | 6,805 | 390 | ||||||
| Walmart Inc | 39,450 | 4,468 | ||||||
| WD-40 Co | 854 | 208 | ||||||
| 60,757 | ||||||||
| Energy — 3.3% | ||||||||
| Chevron Corp | 27,329 | 4,530 | ||||||
| EOG Resources Inc | 8,900 | 1,155 | ||||||
| Exxon Mobil Corp | 41,299 | 5,646 | ||||||
| Marathon Petroleum Corp | 10,943 | 2,798 | ||||||
| Permian Resources Corp, Cl A | 3,184 | 59 | ||||||
| Phillips 66 | 5,480 | 926 | ||||||
| Valero Energy Corp | 1,348 | 351 | ||||||
| 15,465 | ||||||||
| Financials — 7.4% | ||||||||
| Allstate Corp/The | 7,833 | 1,864 | ||||||
| American International Group Inc | 11,000 | 820 | ||||||
| Axis Capital Holdings Ltd | 13,500 | 1,451 | ||||||
| Bank of New York Mellon Corp/The | 6,500 | 940 | ||||||
| Berkshire Hathaway Inc, Cl B * | 1,495 | 748 | ||||||
| Canadian Imperial Bank of Commerce | 5,500 | 633 | ||||||
| Citigroup Inc | 16,200 | 2,267 | ||||||
| Everest Group Ltd | 3,100 | 1,107 | ||||||
| Federated Hermes Inc, Cl B | 23,600 | 1,303 | ||||||
| Hartford Insurance Group Inc/The | 23,710 | 3,142 | ||||||
| JPMorgan Chase & Co | 1,707 | 559 | ||||||
| Loews Corp | 9,093 | 1,029 | ||||||
| Marsh & McLennan Cos Inc | 8,089 | 1,348 | ||||||
| Mastercard Inc, Cl A | 9,723 | 4,994 | ||||||
| MGIC Investment Corp | 27,900 | 787 | ||||||
| Old Republic International Corp | 30,243 | 1,238 | ||||||
| RenaissanceRe Holdings Ltd | 4,200 | 1,331 | ||||||
| State Street Corp | 14,500 | 2,459 | ||||||
| Travelers Cos Inc/The | 1,393 | 460 | ||||||
| 70 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
U.S. Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Visa Inc, Cl A | 15,720 | $ | 5,393 | |||||
| Western Union Co/The | 133,090 | 1,025 | ||||||
| 34,898 | ||||||||
| Health Care — 19.2% | ||||||||
| Abbott Laboratories | 3,293 | 299 | ||||||
| AbbVie Inc | 19,177 | 4,826 | ||||||
| Amgen Inc, Cl A | 8,850 | 3,205 | ||||||
| BioMarin Pharmaceutical Inc * | 3,080 | 176 | ||||||
| Bristol-Myers Squibb Co | 182,313 | 10,505 | ||||||
| Cardinal Health Inc | 22,526 | 5,351 | ||||||
| Cencora Inc, Cl A | 1,733 | 490 | ||||||
| Centene Corp * | 4,577 | 294 | ||||||
| Chemed Corp | 5,786 | 2,695 | ||||||
| Cigna Group/The | 5,600 | 1,544 | ||||||
| CVS Health Corp | 12,500 | 1,293 | ||||||
| DaVita Inc * | 750 | 167 | ||||||
| Elevance Health Inc | 744 | 288 | ||||||
| Encompass Health Corp | 10,872 | 1,099 | ||||||
| Ensign Group Inc/The | 1,369 | 219 | ||||||
| Exelixis Inc * | 80,780 | 4,395 | ||||||
| Gilead Sciences Inc | 40,569 | 5,125 | ||||||
| HCA Healthcare Inc | 4,489 | 1,750 | ||||||
| HealthStream Inc | 21,714 | 592 | ||||||
| Incyte Corp * | 32,336 | 3,666 | ||||||
| Innoviva Inc * | 3,350 | 76 | ||||||
| Jazz Pharmaceuticals PLC * | 9,428 | 2,272 | ||||||
| Johnson & Johnson | 40,012 | 10,162 | ||||||
| McKesson Corp | 5,741 | 4,338 | ||||||
| Medtronic PLC | 17,653 | 1,381 | ||||||
| Merck & Co Inc | 58,457 | 7,512 | ||||||
| National HealthCare Corp | 237 | 50 | ||||||
| Neurocrine Biosciences Inc * | 7,195 | 1,213 | ||||||
| Pfizer Inc | 212,890 | 5,126 | ||||||
| Quest Diagnostics Inc | 3,521 | 746 | ||||||
| Regeneron Pharmaceuticals Inc | 1,649 | 1,028 | ||||||
| Royalty Pharma PLC, Cl A | 49,368 | 2,768 | ||||||
| Stryker Corp | 7,224 | 2,274 | ||||||
| United Therapeutics Corp * | 2,168 | 1,175 | ||||||
| UnitedHealth Group Inc | 221 | 92 | ||||||
| Utah Medical Products Inc | 60 | 4 | ||||||
| Veeva Systems Inc, Cl A * | 7,982 | 1,417 | ||||||
| Viatris Inc, Cl W | 29,924 | 475 | ||||||
| Zoetis Inc, Cl A | 6,681 | 480 | ||||||
| 90,568 | ||||||||
| Industrials — 6.1% | ||||||||
| ABM Industries Inc | 15,500 | 686 | ||||||
| Acuity Inc | 734 | 276 | ||||||
| Allison Transmission Holdings Inc | 4,300 | 485 | ||||||
| Brink's Co/The | 7,600 | 718 | ||||||
| Cintas Corp | 13,938 | 2,371 | ||||||
| Donaldson Co Inc, Cl A | 4,421 | 397 | ||||||
| Ennis Inc | 192 | 4 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Expeditors International of Washington Inc | 6,604 | $ | 1,076 | |||||
| Fastenal Co, Cl A | 45,275 | 2,174 | ||||||
| General Dynamics Corp | 2,516 | 891 | ||||||
| Genpact Ltd | 26,400 | 726 | ||||||
| Illinois Tool Works Inc | 6,262 | 1,694 | ||||||
| Korn Ferry | 12,700 | 845 | ||||||
| Leidos Holdings Inc | 13,767 | 1,418 | ||||||
| Lockheed Martin Corp | 6,004 | 3,059 | ||||||
| Maximus Inc | 10,400 | 559 | ||||||
| MSC Industrial Direct Co Inc, Cl A | 2,754 | 328 | ||||||
| Otis Worldwide Corp | 16,882 | 1,209 | ||||||
| Paychex Inc | 20,712 | 2,037 | ||||||
| Rollins Inc | 2,323 | 97 | ||||||
| Science Applications International Corp | 5,300 | 585 | ||||||
| Snap-on Inc | 3,935 | 1,583 | ||||||
| Textron Inc | 22,100 | 2,027 | ||||||
| Watts Water Technologies Inc, Cl A | 1,606 | 629 | ||||||
| WW Grainger Inc | 2,286 | 3,110 | ||||||
| 28,984 | ||||||||
| Information Technology — 27.1% | ||||||||
| A10 Networks Inc | 924 | 34 | ||||||
| Adobe Inc * | 27,649 | 5,669 | ||||||
| Alarm.com Holdings Inc * | 40,600 | 1,897 | ||||||
| Amdocs Ltd | 58,891 | 2,976 | ||||||
| Analog Devices Inc | 2,663 | 1,058 | ||||||
| Apple Inc | 26,743 | 7,738 | ||||||
| Applied Materials Inc | 2,931 | 2,119 | ||||||
| Arrow Electronics Inc, Cl A * | 18,475 | 3,943 | ||||||
| Autodesk Inc, Cl A * | 22,740 | 4,421 | ||||||
| Avnet Inc | 37,563 | 3,336 | ||||||
| Box Inc, Cl A * | 48,716 | 1,293 | ||||||
| Canon Inc ADR | 35,040 | 899 | ||||||
| Cirrus Logic Inc * | 8,743 | 1,299 | ||||||
| Cisco Systems Inc | 108,121 | 12,700 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 104,331 | 4,041 | ||||||
| Commvault Systems Inc * | 2,963 | 420 | ||||||
| Diebold Nixdorf Inc * | 10,100 | 859 | ||||||
| Dolby Laboratories Inc, Cl A | 34,600 | 1,819 | ||||||
| Dropbox Inc, Cl A * | 70,830 | 1,946 | ||||||
| Dynatrace Inc * | 5,295 | 232 | ||||||
| F5 Inc, Cl A * | 14,229 | 5,919 | ||||||
| Fortinet Inc * | 10,178 | 1,564 | ||||||
| Gen Digital Inc | 173,669 | 4,323 | ||||||
| GoDaddy Inc, Cl A * | 7,550 | 641 | ||||||
| Hewlett Packard Enterprise Co | 33,300 | 1,502 | ||||||
| HP Inc | 58,900 | 1,292 | ||||||
| InterDigital Inc | 561 | 159 | ||||||
| International Business Machines Corp | 650 | 183 | ||||||
| Intuit Inc | 3,692 | 964 | ||||||
| Keysight Technologies Inc * | 2,638 | 923 | ||||||
| KLA Corp | 7,261 | 2,191 | ||||||
| Lam Research Corp | 1,923 | 833 | ||||||
| Microsoft Corp | 18,778 | 7,005 | ||||||
| SEI Institutional Managed Trust | 71 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
U.S. Managed Volatility Fund (Concluded)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Motorola Solutions Inc | 15,378 | $ | 6,386 | |||||
| NetApp Inc | 28,460 | 4,404 | ||||||
| NetScout Systems Inc * | 51,645 | 2,249 | ||||||
| Open Text Corp | 40,700 | 900 | ||||||
| Palo Alto Networks Inc * | 715 | 244 | ||||||
| PC Connection Inc | 645 | 47 | ||||||
| Progress Software Corp * | 19,100 | 641 | ||||||
| PTC Inc * | 19,922 | 2,263 | ||||||
| QUALCOMM Inc | 823 | 152 | ||||||
| Qualys Inc * | 3,471 | 477 | ||||||
| Roper Technologies Inc | 19,079 | 6,456 | ||||||
| TD SYNNEX Corp | 9,800 | 2,620 | ||||||
| TE Connectivity PLC | 6,628 | 1,336 | ||||||
| Teledyne Technologies Inc * | 7,858 | 5,240 | ||||||
| Telefonaktiebolaget LM Ericsson ADR | 91,800 | 1,024 | ||||||
| Texas Instruments Inc | 3,999 | 1,192 | ||||||
| VeriSign Inc | 16,846 | 4,238 | ||||||
| Vontier Corp | 22,200 | 644 | ||||||
| Zoom Communications Inc, Cl A * | 14,167 | 1,223 | ||||||
| 127,934 | ||||||||
| Materials — 1.3% | ||||||||
| AptarGroup Inc | 3,476 | 435 | ||||||
| Avery Dennison Corp | 3,597 | 584 | ||||||
| CF Industries Holdings Inc | 11,190 | 1,212 | ||||||
| Crown Holdings Inc | 7,255 | 811 | ||||||
| NewMarket Corp | 1,500 | 1,187 | ||||||
| Newmont Corp | 5,086 | 475 | ||||||
| Sonoco Products Co | 24,900 | 1,403 | ||||||
| 6,107 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Real Estate — 0.2% | ||||||||
| EPR Properties, Cl A ‡ | 15,100 | $ | 876 | |||||
| Utilities — 3.7% | ||||||||
| American Electric Power Co Inc | 18,764 | 2,567 | ||||||
| Avista Corp | 16,700 | 683 | ||||||
| Duke Energy Corp | 11,489 | 1,454 | ||||||
| Evergy Inc | 13,671 | 1,181 | ||||||
| Eversource Energy | 26,313 | 1,902 | ||||||
| Exelon Corp | 36,288 | 1,692 | ||||||
| National Fuel Gas Co | 33,089 | 2,555 | ||||||
| OGE Energy Corp | 28,487 | 1,386 | ||||||
| ONE Gas Inc | 4,122 | 318 | ||||||
| Pinnacle West Capital Corp | 17,568 | 1,880 | ||||||
| Southern Co/The | 7,011 | 671 | ||||||
| UGI Corp | 32,700 | 1,129 | ||||||
| 17,418 | ||||||||
| Total Common Stock | ||||||||
| (Cost $393,832) ($ Thousands) | 466,954 | |||||||
| CASH EQUIVALENT — 0.9% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 4,108,009 | 4,108 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $4,108) ($ Thousands) | 4,108 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $397,940) ($ Thousands) | $ | 471,062 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 3 | Sep-2026 | $ | 1,118 | $ | 1,132 | $ | 14 | |||||||||
Percentages are based on Net Assets of $471,372 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 6,412 | $ | 97,877 | $ | (100,181 | ) | $ | — | $ | — | $ | 4,108 | $ | 158 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 72 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 97.1% | ||||||||
| Austria — 0.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Telekom Austria AG, Cl A | 44,848 | $ | 498 | |||||
| Belgium — 0.0% | ||||||||
| Information Technology — 0.0% | ||||||||
| EVS Broadcast Equipment | 593 | 19 | ||||||
| Brazil — 0.1% | ||||||||
| Materials — 0.1% | ||||||||
| Yara International ASA | 11,641 | 512 | ||||||
| Canada — 3.3% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Canadian Tire Corp Ltd, Cl A | 4,444 | 612 | ||||||
| Dollarama Inc | 9,911 | 1,311 | ||||||
| 1,923 | ||||||||
| Consumer Staples — 0.9% | ||||||||
| Empire Co Ltd, Cl Common Subs. Receipt | 13,421 | 470 | ||||||
| George Weston Ltd | 62,762 | 4,503 | ||||||
| Loblaw Cos Ltd | 31,416 | 1,425 | ||||||
| 6,398 | ||||||||
| Energy — 0.5% | ||||||||
| Suncor Energy Inc | 57,200 | 3,076 | ||||||
| Financials — 1.1% | ||||||||
| Bank of Nova Scotia/The, Cl C | 60,700 | 5,274 | ||||||
| Great-West Lifeco Inc, Cl Common Subs. Receipt | 17,300 | 1,102 | ||||||
| National Bank of Canada | 1,400 | 221 | ||||||
| Royal Bank of Canada | 2,300 | 476 | ||||||
| Toronto-Dominion Bank/The | 5,100 | 620 | ||||||
| 7,693 | ||||||||
| Information Technology — 0.3% | ||||||||
| CGI Inc, Cl A | 31,488 | 2,034 | ||||||
| Materials — 0.0% | ||||||||
| CCL Industries Inc, Cl B | 3,283 | 214 | ||||||
| Utilities — 0.2% | ||||||||
| Atco Ltd/Canada, Cl I | 16,900 | 883 | ||||||
| Canadian Utilities Ltd, Cl A | 11,902 | 442 | ||||||
| 1,325 | ||||||||
| Total Canada | 22,663 | |||||||
| China — 0.2% | ||||||||
| Financials — 0.2% | ||||||||
| BOC Hong Kong Holdings Ltd | 283,166 | 1,537 | ||||||
| Denmark — 0.2% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Scandinavian Tobacco Group A/S | 35,791 | 364 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Schouw & Co A/S | 1,793 | $ | 160 | |||||
| 524 | ||||||||
| Financials — 0.0% | ||||||||
| Tryg A/S | 8,802 | 200 | ||||||
| Industrials — 0.1% | ||||||||
| ISS A/S | 21,473 | 880 | ||||||
| Total Denmark | 1,604 | |||||||
| Finland — 0.1% | ||||||||
| Consumer Staples — 0.0% | ||||||||
| HKFoods, Cl A | 19,206 | 35 | ||||||
| Raisio Oyj, Cl V | 10,479 | 31 | ||||||
| 66 | ||||||||
| Health Care — 0.1% | ||||||||
| Orion Oyj, Cl B | 7,195 | 591 | ||||||
| Industrials — 0.0% | ||||||||
| Posti Group | 591 | 7 | ||||||
| Raute, Cl A | 3,007 | 54 | ||||||
| 61 | ||||||||
| Information Technology — 0.0% | ||||||||
| Nokia Oyj | 20,381 | 272 | ||||||
| Total Finland | 990 | |||||||
| France — 1.8% | ||||||||
| Communication Services — 0.6% | ||||||||
| Orange SA | 226,660 | 4,277 | ||||||
| Consumer Discretionary — 0.1% | ||||||||
| FDJ UNITED | 16,871 | 412 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Carrefour SA | 20,668 | 384 | ||||||
| Danone SA | 10,328 | 845 | ||||||
| 1,229 | ||||||||
| Energy — 0.9% | ||||||||
| TotalEnergies SE | 76,113 | 5,889 | ||||||
| Financials — 0.0% | ||||||||
| ABC arbitrage | 24,290 | 144 | ||||||
| Health Care — 0.0% | ||||||||
| Sanofi SA | 3,100 | 265 | ||||||
| Industrials — 0.0% | ||||||||
| Bureau Veritas SA | 4,622 | 142 | ||||||
| Societe Marseillaise du Tunnel Prado-Carenage | 1,285 | 40 | ||||||
| 182 | ||||||||
| SEI Institutional Managed Trust | 73 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Information Technology — 0.0% | ||||||||
| 74Software SA * | 2,947 | $ | 120 | |||||
| Total France | 12,518 | |||||||
| Germany — 0.2% | ||||||||
| Communication Services — 0.2% | ||||||||
| Scout24 SE | 15,162 | 1,256 | ||||||
| Industrials — 0.0% | ||||||||
| DMG Mori | 905 | 49 | ||||||
| Pfeiffer Vacuum Technology AG | 1,518 | 299 | ||||||
| 348 | ||||||||
| Total Germany | 1,604 | |||||||
| Hong Kong — 2.8% | ||||||||
| Communication Services — 0.9% | ||||||||
| HKT Trust & HKT Ltd | 3,174,631 | 4,724 | ||||||
| Hutchison Telecommunications Hong Kong Holdings Ltd | 445,013 | 62 | ||||||
| PCCW Ltd | 1,826,000 | 1,242 | ||||||
| 6,028 | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Miramar Hotel & Investment | 49,000 | 62 | ||||||
| Consumer Staples — 0.2% | ||||||||
| WH Group Ltd | 1,069,591 | 1,134 | ||||||
| Industrials — 0.6% | ||||||||
| CK Hutchison Holdings Ltd | 358,680 | 3,040 | ||||||
| SITC International Holdings Co Ltd | 229,765 | 922 | ||||||
| Swire Pacific Ltd, Cl A | 25,935 | 271 | ||||||
| 4,233 | ||||||||
| Information Technology — 0.0% | ||||||||
| VTech Holdings Ltd | 43,469 | 286 | ||||||
| Utilities — 1.1% | ||||||||
| CK Infrastructure Holdings Ltd | 5,800 | 44 | ||||||
| CLP Holdings Ltd, Cl B | 456,936 | 4,272 | ||||||
| HK Electric Investments & HK Electric Investments Ltd | 1,201,000 | 947 | ||||||
| Power Assets Holdings Ltd | 356,435 | 2,598 | ||||||
| 7,861 | ||||||||
| Total Hong Kong | 19,604 | |||||||
| Israel — 1.5% | ||||||||
| Communication Services — 0.3% | ||||||||
| Bezeq The Israeli Telecommunication Corp Ltd | 908,399 | 2,140 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd | 2,532 | 310 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tiv Taam Holdings 1 | 42,577 | $ | 165 | |||||
| 475 | ||||||||
| Financials — 0.0% | ||||||||
| Isracard Ltd | 5 | – | ||||||
| Information Technology — 1.0% | ||||||||
| Check Point Software Technologies Ltd * | 41,282 | 5,426 | ||||||
| Radware Ltd * | 44,752 | 1,381 | ||||||
| 6,807 | ||||||||
| Real Estate — 0.1% | ||||||||
| Strauss Group Ltd ‡ | 15,702 | 605 | ||||||
| Total Israel | 10,027 | |||||||
| Italy — 1.1% | ||||||||
| Energy — 0.8% | ||||||||
| Eni SpA | 228,163 | 5,356 | ||||||
| Utilities — 0.3% | ||||||||
| Enel SpA | 73,439 | 843 | ||||||
| Terna - Rete Elettrica Nazionale | 115,286 | 1,347 | ||||||
| 2,190 | ||||||||
| Total Italy | 7,546 | |||||||
| Japan — 10.0% | ||||||||
| Communication Services — 1.1% | ||||||||
| Daiichikosho Co Ltd | 12,000 | 127 | ||||||
| KDDI Corp | 3,380 | 57 | ||||||
| LY Corp | 407,942 | 1,086 | ||||||
| NTT Inc | 3,670,850 | 3,267 | ||||||
| Okinawa Cellular Telephone Co | 23,100 | 523 | ||||||
| SoftBank Corp | 1,781,651 | 2,276 | ||||||
| Wowow Inc | 19,124 | 117 | ||||||
| Zenrin Co Ltd | 24,000 | 128 | ||||||
| 7,581 | ||||||||
| Consumer Discretionary — 0.9% | ||||||||
| Asahi Co Ltd | 24,100 | 192 | ||||||
| Asante Inc | 10,700 | 95 | ||||||
| Autobacs Seven Co Ltd | 9,100 | 82 | ||||||
| Bridgestone Corp | 216,110 | 4,559 | ||||||
| Gakkyusha Co Ltd | 3,600 | 55 | ||||||
| I K K Holdings | 11,000 | 47 | ||||||
| McDonald's Holdings Co Japan Ltd | 9,004 | 414 | ||||||
| Nagase Brothers | 8,200 | 116 | ||||||
| Step Co Ltd | 9,200 | 126 | ||||||
| ZOZO Inc | 76,869 | 543 | ||||||
| 6,229 | ||||||||
| Consumer Staples — 3.0% | ||||||||
| Albis Co Ltd | 1,600 | 24 | ||||||
| Arcs Co Ltd | 53,500 | 1,119 | ||||||
| Axyz | 300 | 7 | ||||||
| Cawachi Ltd | 23,500 | 505 | ||||||
| Earth Corp | 10,600 | 306 | ||||||
| 74 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Eco's | 1,800 | $ | 25 | |||||
| Ezaki Glico Co Ltd | 7,300 | 240 | ||||||
| Fujicco Co Ltd | 18,100 | 167 | ||||||
| Heiwado Co Ltd | 61,800 | 962 | ||||||
| Hokuto Corp | 49,800 | 560 | ||||||
| House Foods Group Inc | 55,300 | 1,275 | ||||||
| Imuraya Group | 1,500 | 22 | ||||||
| Itoham Yonekyu Holdings Inc | 3,500 | 101 | ||||||
| Japan Tobacco Inc | 67,726 | 2,500 | ||||||
| J-Oil Mills | 14,100 | 177 | ||||||
| Kao Corp | 132,148 | 2,620 | ||||||
| Kato Sangyo Co Ltd | 22,100 | 812 | ||||||
| Kenko Mayonnaise | 1,800 | 22 | ||||||
| Lion Corp | 57,600 | 608 | ||||||
| Marudai Food Co Ltd | 2,000 | 28 | ||||||
| Megmilk Snow Brand Co Ltd | 21,600 | 483 | ||||||
| MEIJI Holdings Co Ltd | 83,451 | 1,939 | ||||||
| Mitsui DM Sugar Holdings Co Ltd | 4,500 | 89 | ||||||
| Miyoshi Oil & Fat Co Ltd | 10,100 | 114 | ||||||
| Morinaga & Co Ltd/Japan | 15,700 | 251 | ||||||
| NH Foods Ltd | 1,800 | 66 | ||||||
| Nippn Corp | 98,934 | 1,707 | ||||||
| Nisshin Seifun Group Inc | 52,300 | 639 | ||||||
| Noevir Holdings | 1,700 | 46 | ||||||
| OUG Holdings Inc | 2,236 | 59 | ||||||
| Pola Orbis Holdings Inc | 5,600 | 44 | ||||||
| Riken Vitamin | 5,700 | 108 | ||||||
| Sakata Seed Corp | 11,100 | 286 | ||||||
| San-A Co Ltd, Cl A | 60,900 | 1,205 | ||||||
| Showa Sangyo Co Ltd | 23,700 | 495 | ||||||
| ST Corp | 5,400 | 50 | ||||||
| Sundrug Co Ltd | 19,600 | 459 | ||||||
| Unicafe Inc | 6,400 | 43 | ||||||
| Valor Holdings Co Ltd | 14,200 | 342 | ||||||
| Yamaya Corp | 1,300 | 16 | ||||||
| 20,521 | ||||||||
| Energy — 0.1% | ||||||||
| Idemitsu Kosan Co Ltd | 47,060 | 348 | ||||||
| Itochu Enex Co Ltd | 3,900 | 48 | ||||||
| Japan Oil Transportation Co Ltd | 2,100 | 73 | ||||||
| San-Ai Obbli | 10,400 | 134 | ||||||
| 603 | ||||||||
| Financials — 0.0% | ||||||||
| Tomato Bank | 4,000 | 37 | ||||||
| Tottori Bank | 2,400 | 23 | ||||||
| 60 | ||||||||
| Health Care — 1.8% | ||||||||
| Astellas Pharma Inc | 402,212 | 5,383 | ||||||
| Create Medic Co Ltd | 5,677 | 38 | ||||||
| Daiken Medical | 6,500 | 17 | ||||||
| Japan Lifeline | 8,200 | 65 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kaken Pharmaceutical Co Ltd | 11,300 | $ | 268 | |||||
| Kyorin Pharmaceutical | 110,700 | 788 | ||||||
| Kyowa Kirin Co Ltd | 23,400 | 373 | ||||||
| Nipro | 5,400 | 52 | ||||||
| Shionogi & Co Ltd | 136,830 | 2,339 | ||||||
| Software Service | 600 | 40 | ||||||
| Takeda Pharmaceutical Co Ltd | 95,000 | 3,029 | ||||||
| ZERIA Pharmaceutical | 12,200 | 154 | ||||||
| 12,546 | ||||||||
| Industrials — 0.9% | ||||||||
| Aichi Electric Co Ltd | 500 | 28 | ||||||
| ANA Holdings Inc | 29,423 | 539 | ||||||
| Canox | 800 | 10 | ||||||
| Central Japan Railway Co | 14,503 | 310 | ||||||
| Inaba Seisakusho | 4,400 | 48 | ||||||
| Mabuchi Motor Co Ltd | 64,600 | 629 | ||||||
| Marufuji Sheet Piling | 6,000 | 32 | ||||||
| Meitec | 25,800 | 495 | ||||||
| Musashi Co Ltd | 2,400 | 38 | ||||||
| Nakabayashi | 7,500 | 26 | ||||||
| Nakamoto Packs | 7,200 | 85 | ||||||
| Nikko Co Ltd/Hyogo | 12,400 | 72 | ||||||
| Nitto Kogyo | 3,300 | 98 | ||||||
| Nittoc Construction Co Ltd | 7,000 | 48 | ||||||
| Oiles Corp | 18,900 | 323 | ||||||
| Oriental Shiraishi | 14,700 | 31 | ||||||
| Sakai Moving Service | 2,700 | 48 | ||||||
| Secom Co Ltd | 73,129 | 2,906 | ||||||
| Studio Alice Co Ltd | 3,500 | 40 | ||||||
| Taisei Oncho | 900 | 28 | ||||||
| TOKAI Holdings Corp | 35,800 | 253 | ||||||
| Tokyu Construction Co Ltd | 27,300 | 198 | ||||||
| 6,285 | ||||||||
| Information Technology — 1.7% | ||||||||
| Amano Corp | 11,300 | 254 | ||||||
| Arisawa Manufacturing | 10,800 | 175 | ||||||
| Asahi Net | 5,600 | 21 | ||||||
| Brother Industries Ltd | 35,449 | 807 | ||||||
| Canon Inc | 190,612 | 4,884 | ||||||
| Canon Marketing Japan Inc | 18,000 | 384 | ||||||
| Eizo Corp | 11,200 | 172 | ||||||
| Elecom | 4,400 | 49 | ||||||
| Miroku Jyoho Service Co Ltd | 2,100 | 22 | ||||||
| Nihon Denkei Co Ltd | 2,000 | 32 | ||||||
| Nippon Ceramic | 6,400 | 149 | ||||||
| Nippon Signal Co Ltd | 5,800 | 56 | ||||||
| Obic Co Ltd | 64,892 | 1,525 | ||||||
| Oracle Corp Japan | 5,189 | 266 | ||||||
| Otsuka Corp | 27,712 | 475 | ||||||
| Seiko Epson Corp | 48,166 | 807 | ||||||
| SRA Holdings | 5,000 | 137 | ||||||
| Systena | 16,100 | 39 | ||||||
| SEI Institutional Managed Trust | 75 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Trend Micro Inc/Japan | 41,372 | $ | 1,533 | |||||
| 11,787 | ||||||||
| Materials — 0.5% | ||||||||
| Achilles Corp | 2,500 | 18 | ||||||
| Aica Kogyo Co Ltd | 30,200 | 688 | ||||||
| Harima Chemicals Group | 9,200 | 59 | ||||||
| JSP Corp | 21,600 | 333 | ||||||
| Kaneka Corp | 5,500 | 194 | ||||||
| Kuriyama Holdings | 4,200 | 41 | ||||||
| Nippon Kayaku Co Ltd | 41,600 | 513 | ||||||
| Nippon Shokubai | 59,100 | 762 | ||||||
| Sanyo Chemical Industries | 17,000 | 514 | ||||||
| Toyobo | 4,200 | 42 | ||||||
| 3,164 | ||||||||
| Utilities — 0.0% | ||||||||
| Osaka Gas Co Ltd | 3,028 | 102 | ||||||
| Total Japan | 68,878 | |||||||
| Netherlands — 2.3% | ||||||||
| Communication Services — 0.6% | ||||||||
| Koninklijke KPN NV | 857,818 | 4,239 | ||||||
| Consumer Staples — 1.7% | ||||||||
| Acomo | 22,203 | 573 | ||||||
| Koninklijke Ahold Delhaize NV | 271,469 | 10,938 | ||||||
| 11,511 | ||||||||
| Total Netherlands | 15,750 | |||||||
| Norway — 1.3% | ||||||||
| Communication Services — 0.8% | ||||||||
| Telenor ASA | 367,520 | 5,266 | ||||||
| Consumer Staples — 0.4% | ||||||||
| Orkla ASA | 269,336 | 2,832 | ||||||
| Energy — 0.0% | ||||||||
| Jacktel | 35,046 | 19 | ||||||
| Moreld ASA | 64,027 | 122 | ||||||
| SFL Corp Ltd, Cl B | 17,878 | 183 | ||||||
| 324 | ||||||||
| Industrials — 0.1% | ||||||||
| Veidekke ASA | 19,659 | 377 | ||||||
| Information Technology — 0.0% | ||||||||
| Appear * | 5,990 | 45 | ||||||
| Total Norway | 8,844 | |||||||
| Portugal — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| NOS SGPS SA | 32,461 | 187 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Singapore — 1.0% | ||||||||
| Consumer Staples — 0.5% | ||||||||
| QAF Ltd | 53,100 | $ | 40 | |||||
| Sheng Siong Group Ltd | 1,348,674 | 3,371 | ||||||
| 3,411 | ||||||||
| Financials — 0.2% | ||||||||
| Oversea-Chinese Banking Corp Ltd | 60,654 | 1,164 | ||||||
| Singapore Exchange Ltd | 18,788 | 351 | ||||||
| 1,515 | ||||||||
| Industrials — 0.3% | ||||||||
| Singapore Airlines Ltd | 274,372 | 1,632 | ||||||
| Vicom | 29,900 | 41 | ||||||
| 1,673 | ||||||||
| Total Singapore | 6,599 | |||||||
| Spain — 2.0% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Ebro Foods SA | 9,388 | 192 | ||||||
| Health Care — 0.0% | ||||||||
| Faes Farma SA | 12,596 | 66 | ||||||
| Industrials — 0.5% | ||||||||
| Aena SME SA | 25,364 | 774 | ||||||
| Logista Integral SA | 73,215 | 2,826 | ||||||
| 3,600 | ||||||||
| Utilities — 1.4% | ||||||||
| Endesa SA | 165,204 | 7,511 | ||||||
| Iberdrola SA | 44,022 | 1,096 | ||||||
| Naturgy Energy Group SA | 14,984 | 470 | ||||||
| Redeia Corp SA | 43,232 | 735 | ||||||
| 9,812 | ||||||||
| Total Spain | 13,670 | |||||||
| Sweden — 1.2% | ||||||||
| Communication Services — 0.7% | ||||||||
| Telia Co AB | 926,012 | 4,519 | ||||||
| Consumer Staples — 0.0% | ||||||||
| Scandi Standard | 12,119 | 182 | ||||||
| Information Technology — 0.5% | ||||||||
| Telefonaktiebolaget LM Ericsson, Cl B | 293,620 | 3,299 | ||||||
| Total Sweden | 8,000 | |||||||
| Switzerland — 5.2% | ||||||||
| Communication Services — 0.7% | ||||||||
| Swisscom AG | 6,132 | 4,738 | ||||||
| Health Care — 3.3% | ||||||||
| Ascom Holding | 11,867 | 86 | ||||||
| Novartis AG | 84,704 | 13,261 | ||||||
| 76 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Roche Holding AG | 23,090 | $ | 9,523 | |||||
| 22,870 | ||||||||
| Industrials — 0.9% | ||||||||
| ABB Ltd | 39,705 | 4,326 | ||||||
| Burkhalter Holding | 739 | 141 | ||||||
| Schindler Holding AG | 3,862 | 1,255 | ||||||
| SGS SA | 3,240 | 376 | ||||||
| 6,098 | ||||||||
| Information Technology — 0.3% | ||||||||
| Logitech International SA | 26,025 | 2,445 | ||||||
| Real Estate — 0.0% | ||||||||
| Plazza AG | 133 | 72 | ||||||
| Total Switzerland | 36,223 | |||||||
| United Kingdom — 3.9% | ||||||||
| Communication Services — 0.5% | ||||||||
| Autotrader Group PLC | 171,448 | 1,136 | ||||||
| Rightmove PLC | 61,626 | 359 | ||||||
| Vodafone Group PLC | 1,383,320 | 1,832 | ||||||
| 3,327 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Pearson PLC | 42,723 | 679 | ||||||
| Consumer Staples — 0.7% | ||||||||
| Tesco PLC | 528,292 | 3,222 | ||||||
| Unilever PLC | 23,653 | 1,422 | ||||||
| 4,644 | ||||||||
| Energy — 1.1% | ||||||||
| Shell PLC | 185,746 | 7,222 | ||||||
| Health Care — 1.1% | ||||||||
| GSK PLC | 283,210 | 7,440 | ||||||
| Haleon PLC | 48,181 | 222 | ||||||
| 7,662 | ||||||||
| Industrials — 0.0% | ||||||||
| Clarkson | 2,648 | 146 | ||||||
| Information Technology — 0.4% | ||||||||
| Sage Group PLC/The | 279,522 | 3,034 | ||||||
| Utilities — 0.0% | ||||||||
| Centrica PLC | 1 | – | ||||||
| Drax Group PLC | 14,439 | 146 | ||||||
| 146 | ||||||||
| Total United Kingdom | 26,860 | |||||||
| United States — 58.8% | ||||||||
| Communication Services — 6.1% | ||||||||
| Alphabet Inc, Cl A | 19,851 | 7,094 | ||||||
| Alphabet Inc, Cl C | 7,090 | 2,505 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| AT&T Inc | 472,030 | $ | 9,771 | |||||
| Comcast Corp, Cl A | 37,420 | 919 | ||||||
| Electronic Arts Inc | 21,133 | 4,333 | ||||||
| Fox Corp, Cl A | 44,730 | 2,333 | ||||||
| Fox Corp, Cl B | 31,953 | 1,497 | ||||||
| New York Times Co/The, Cl A | 60,573 | 4,239 | ||||||
| Verizon Communications Inc | 217,710 | 9,218 | ||||||
| 41,909 | ||||||||
| Consumer Discretionary — 3.6% | ||||||||
| Amazon.com Inc, Cl A * | 5,769 | 1,375 | ||||||
| Booking Holdings Inc | 36,750 | 6,550 | ||||||
| Domino's Pizza Inc | 5,894 | 1,745 | ||||||
| eBay Inc | 20,006 | 2,236 | ||||||
| McDonald's Corp | 1,456 | 394 | ||||||
| O'Reilly Automotive Inc * | 1,820 | 168 | ||||||
| Ross Stores Inc | 4,094 | 871 | ||||||
| Service Corp International/US | 20,340 | 1,545 | ||||||
| TJX Cos Inc/The | 63,070 | 9,555 | ||||||
| Yum! Brands Inc | 3,211 | 513 | ||||||
| 24,952 | ||||||||
| Consumer Staples — 8.5% | ||||||||
| Altria Group Inc | 160,770 | 11,567 | ||||||
| Archer-Daniels-Midland Co | 3,079 | 235 | ||||||
| Casey's General Stores Inc | 1,695 | 1,347 | ||||||
| Church & Dwight Co Inc | 36,476 | 3,534 | ||||||
| Coca-Cola Co/The | 55,800 | 4,535 | ||||||
| Colgate-Palmolive Co | 125,002 | 11,460 | ||||||
| Costco Wholesale Corp | 4,081 | 3,818 | ||||||
| Ingredion Inc | 17,195 | 1,628 | ||||||
| Kimberly-Clark Corp | 62,783 | 6,892 | ||||||
| Monster Beverage Corp * | 12,557 | 1,207 | ||||||
| PepsiCo Inc | 24,099 | 3,263 | ||||||
| Philip Morris International Inc | 11,079 | 2,004 | ||||||
| Procter & Gamble Co/The | 26,757 | 3,924 | ||||||
| Sysco Corp | 1,649 | 138 | ||||||
| Walmart Inc | 28,385 | 3,215 | ||||||
| 58,767 | ||||||||
| Energy — 1.3% | ||||||||
| Chevron Corp | 19,218 | 3,186 | ||||||
| Exxon Mobil Corp | 23,847 | 3,260 | ||||||
| Kinder Morgan Inc | 16,060 | 514 | ||||||
| Marathon Petroleum Corp | 1,705 | 436 | ||||||
| Phillips 66 | 6,633 | 1,121 | ||||||
| Valero Energy Corp | 1,160 | 302 | ||||||
| 8,819 | ||||||||
| Financials — 3.9% | ||||||||
| Allstate Corp/The | 1,302 | 310 | ||||||
| Berkshire Hathaway Inc, Cl B * | 3,112 | 1,557 | ||||||
| Cboe Global Markets Inc | 14,787 | 3,588 | ||||||
| Chubb Ltd | 2,724 | 928 | ||||||
| Jack Henry & Associates Inc | 13,660 | 1,881 | ||||||
| SEI Institutional Managed Trust | 77 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Marsh & McLennan Cos Inc | 10,637 | $ | 1,773 | |||||
| Mastercard Inc, Cl A | 13,679 | 7,026 | ||||||
| Synchrony Financial | 21,577 | 1,641 | ||||||
| Visa Inc, Cl A | 23,248 | 7,976 | ||||||
| 26,680 | ||||||||
| Health Care — 12.5% | ||||||||
| Abbott Laboratories | 20,917 | 1,898 | ||||||
| AbbVie Inc | 27,336 | 6,879 | ||||||
| Bristol-Myers Squibb Co | 22,504 | 1,297 | ||||||
| Cardinal Health Inc | 30,158 | 7,164 | ||||||
| Centene Corp * | 16,906 | 1,085 | ||||||
| Chemed Corp | 8,572 | 3,992 | ||||||
| Cigna Group/The | 11,404 | 3,144 | ||||||
| CVS Health Corp | 2,934 | 304 | ||||||
| Elevance Health Inc | 8,677 | 3,356 | ||||||
| Encompass Health Corp | 33,264 | 3,362 | ||||||
| Ensign Group Inc/The | 3,800 | 609 | ||||||
| Gilead Sciences Inc | 69,305 | 8,756 | ||||||
| HCA Healthcare Inc | 7,139 | 2,783 | ||||||
| Incyte Corp * | 31,343 | 3,553 | ||||||
| Johnson & Johnson | 63,822 | 16,209 | ||||||
| McKesson Corp | 13,986 | 10,568 | ||||||
| Medtronic PLC | 6,002 | 470 | ||||||
| Merck & Co Inc | 9,295 | 1,194 | ||||||
| Neurocrine Biosciences Inc * | 2,409 | 406 | ||||||
| Pfizer Inc | 5,534 | 133 | ||||||
| Quest Diagnostics Inc | 18,214 | 3,861 | ||||||
| United Therapeutics Corp * | 3,884 | 2,105 | ||||||
| UnitedHealth Group Inc | 1,617 | 672 | ||||||
| Veeva Systems Inc, Cl A * | 14,613 | 2,593 | ||||||
| 86,393 | ||||||||
| Industrials — 3.1% | ||||||||
| Acuity Inc | 2,503 | 943 | ||||||
| AMETEK Inc | 19,381 | 4,689 | ||||||
| Automatic Data Processing Inc | 2,074 | 464 | ||||||
| Cintas Corp | 15,978 | 2,718 | ||||||
| Expeditors International of Washington Inc | 22,798 | 3,716 | ||||||
| General Dynamics Corp | 300 | 106 | ||||||
| Graco Inc | 29,919 | 2,262 | ||||||
| Lockheed Martin Corp | 4,481 | 2,283 | ||||||
| Republic Services Inc | 17,501 | 3,729 | ||||||
| Rollins Inc | 1,927 | 80 | ||||||
| Veralto Corp | 5,837 | 518 | ||||||
| 21,508 | ||||||||
| Information Technology — 18.1% | ||||||||
| Adobe Inc * | 28,832 | 5,911 | ||||||
| Alarm.com Holdings Inc * | 2,649 | 124 | ||||||
| Analog Devices Inc | 8,097 | 3,216 | ||||||
| Apple Inc | 42,935 | 12,424 | ||||||
| Applied Materials Inc | 9,402 | 6,798 | ||||||
| Autodesk Inc, Cl A * | 23,129 | 4,497 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Box Inc, Cl A * | 97,865 | $ | 2,597 | |||||
| Cirrus Logic Inc * | 12,742 | 1,893 | ||||||
| Cisco Systems Inc | 128,840 | 15,134 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 86,894 | 3,365 | ||||||
| Commvault Systems Inc * | 6,147 | 871 | ||||||
| Dolby Laboratories Inc, Cl A | 65,690 | 3,454 | ||||||
| Dropbox Inc, Cl A * | 49,128 | 1,349 | ||||||
| F5 Inc, Cl A * | 12,733 | 5,296 | ||||||
| Fortinet Inc * | 22,164 | 3,405 | ||||||
| Gen Digital Inc | 111,905 | 2,785 | ||||||
| GoDaddy Inc, Cl A * | 1,060 | 90 | ||||||
| Ituran Location and Control | 10,511 | 641 | ||||||
| Keysight Technologies Inc * | 5,738 | 2,009 | ||||||
| KLA Corp | 19,480 | 5,877 | ||||||
| Microsoft Corp | 21,931 | 8,181 | ||||||
| Motorola Solutions Inc | 23,855 | 9,907 | ||||||
| NetApp Inc | 5,038 | 780 | ||||||
| NVIDIA Corp | 21,989 | 4,400 | ||||||
| PTC Inc * | 20,195 | 2,294 | ||||||
| QUALCOMM Inc | 13,497 | 2,494 | ||||||
| Qualys Inc * | 2,572 | 354 | ||||||
| TE Connectivity PLC | 21,389 | 4,312 | ||||||
| Texas Instruments Inc | 11,659 | 3,475 | ||||||
| VeriSign Inc | 18,562 | 4,669 | ||||||
| Zoom Communications Inc, Cl A * | 22,927 | 1,979 | ||||||
| 124,581 | ||||||||
| Materials — 0.5% | ||||||||
| Ecolab Inc | 1,609 | 448 | ||||||
| Linde PLC | 5,653 | 2,934 | ||||||
| 3,382 | ||||||||
| Utilities — 1.2% | ||||||||
| Ameren Corp | 3,114 | 352 | ||||||
| American Electric Power Co Inc | 3,375 | 462 | ||||||
| Consolidated Edison Inc | 24,081 | 2,664 | ||||||
| Dominion Energy Inc | 6,173 | 422 | ||||||
| DTE Energy Co | 2,056 | 313 | ||||||
| Duke Energy Corp | 17,218 | 2,179 | ||||||
| Evergy Inc | 4,628 | 400 | ||||||
| FirstEnergy Corp | 9,047 | 430 | ||||||
| OGE Energy Corp | 12,196 | 594 | ||||||
| PPL Corp | 808 | 29 | ||||||
| Southern Co/The | 6,973 | 667 | ||||||
| 8,512 | ||||||||
| Total United States | 405,503 | |||||||
| Total Common Stock | ||||||||
| (Cost $560,436) ($ Thousands) | 669,636 | |||||||
| 78 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| PREFERRED STOCK — 0.8% | ||||||||
| Germany — 0.8% | ||||||||
| Consumer Staples — 0.8% | ||||||||
| Henkel AG & Co KGaA(A) | 68,406 | $ | 5,757 | |||||
| Total Preferred Stock | ||||||||
| (Cost $5,454) ($ Thousands) | 5,757 | |||||||
| CASH EQUIVALENT — 0.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 2,669,448 | 2,669 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $2,669) ($ Thousands) | 2,669 | |||||||
| Total Investments in Securities — 98.3% | ||||||||
| (Cost $568,559) ($ Thousands) | $ | 678,062 | ||||||
| SEI Institutional Managed Trust | 79 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 2 | Sep-2026 | $ | 145 | $ | 146 | $ | 2 | ||||||||||
| S&P 500 Index E-Mini | 2 | Sep-2026 | 752 | 754 | 2 | |||||||||||||
| SPI 200 Index | 2 | Sep-2026 | 309 | 304 | (3 | ) | ||||||||||||
| TOPIX Index | 2 | Sep-2026 | 500 | 493 | (4 | ) | ||||||||||||
| $ | 1,706 | $ | 1,697 | $ | (3 | ) | ||||||||||||
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||
| Barclays PLC | 07/20/26 | CAD | 14,258 | USD | 10,198 | $ | 140 | |||||||||||
| BNP Paribas | 07/20/26 | CHF | 13,822 | USD | 17,450 | 277 | ||||||||||||
| BNP Paribas | 07/21/26 | JPY | 5,633,954 | USD | 35,233 | 510 | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 4 | DKK | 28 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 7 | DKK | 43 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 5 | AUD | 7 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 31 | AUD | 43 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | SGD | 30 | USD | 24 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | SGD | 23 | USD | 18 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 10 | SGD | 13 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 47 | SGD | 61 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 28 | SEK | 268 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 36 | SEK | 336 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | AUD | 23 | USD | 16 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | AUD | 58 | USD | 40 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 84 | NOK | 809 | (3 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | DKK | 89 | USD | 14 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 28 | CAD | 39 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 111 | CAD | 155 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | GBP | 159 | USD | 210 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 131 | GBP | 99 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 64 | GBP | 48 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | CAD | 215 | USD | 152 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 104 | CHF | 84 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 153 | CHF | 121 | (3 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | CHF | 18 | USD | 23 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | CHF | 258 | USD | 319 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 9 | HKD | 73 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 268 | HKD | 2,097 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 160 | EUR | 140 | 1 | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | USD | 246 | EUR | 212 | (3 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | EUR | 446 | USD | 509 | (2 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | HKD | 366 | USD | 47 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | HKD | 720 | USD | 92 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | SEK | 319 | USD | 33 | — | ||||||||||||
| Brown Brothers Harriman | 07/20/26 | SEK | 1,139 | USD | 117 | (1 | ) | |||||||||||
| Brown Brothers Harriman | 07/20/26 | NOK | 1,534 | USD | 157 | 2 | ||||||||||||
| 80 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Global Managed Volatility Fund (Concluded)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||
| Brown Brothers Harriman | 07/20/26 | NOK | 673 | USD | 68 | $ | — | |||||||||||
| Brown Brothers Harriman | 07/21/26 | USD | 698 | JPY | 111,962 | (8 | ) | |||||||||||
| Brown Brothers Harriman | 07/21/26 | JPY | 89,256 | USD | 552 | 2 | ||||||||||||
| Brown Brothers Harriman | 07/21/26 | JPY | 23,647 | USD | 146 | — | ||||||||||||
| Standard Chartered | 07/20/26 | EUR | 27,302 | USD | 31,706 | 469 | ||||||||||||
| Standard Chartered | 07/20/26 | HKD | 85,628 | USD | 10,941 | 14 | ||||||||||||
| Westpac Banking | 07/20/26 | AUD | 2,972 | USD | 2,102 | 44 | ||||||||||||
| Westpac Banking | 07/20/26 | SGD | 4,131 | USD | 3,229 | 31 | ||||||||||||
| Westpac Banking | 07/20/26 | DKK | 5,411 | USD | 842 | 13 | ||||||||||||
| Westpac Banking | 07/20/26 | GBP | 10,877 | USD | 14,587 | 153 | ||||||||||||
| Westpac Banking | 07/20/26 | SEK | 41,672 | USD | 4,444 | 133 | ||||||||||||
| Westpac Banking | 07/20/26 | NOK | 50,345 | USD | 5,281 | 194 | ||||||||||||
| $ | 1,958 | |||||||||||||||||
Percentages are based on Net Assets of $689,753 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 8,318 | $ | 85,215 | $ | (90,864 | ) | $ | — | $ | — | $ | 2,669 | $ | 186 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 81 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Managed Volatility Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† — 98.7% | ||||||||
| Communication Services — 10.2% | ||||||||
| Alphabet Inc, Cl A | 12,676 | $ | 4,530 | |||||
| Alphabet Inc, Cl C | 22,672 | 8,011 | ||||||
| AT&T Inc | 432,497 | 8,953 | ||||||
| Cargurus Inc, Cl A * | 43,713 | 1,490 | ||||||
| Comcast Corp, Cl A | 206,680 | 5,074 | ||||||
| Electronic Arts Inc | 14,334 | 2,939 | ||||||
| Fox Corp, Cl A | 73,301 | 3,823 | ||||||
| Match Group Inc | 5,495 | 209 | ||||||
| Meta Platforms Inc, Cl A | 2,294 | 1,292 | ||||||
| New York Times Co/The, Cl A | 47,194 | 3,303 | ||||||
| T-Mobile US Inc | 20,089 | 3,369 | ||||||
| Verizon Communications Inc | 227,193 | 9,619 | ||||||
| Versant Media Group Inc | 20 | 1 | ||||||
| Yelp Inc, Cl A * | 173,391 | 4,252 | ||||||
| 56,865 | ||||||||
| Consumer Discretionary — 7.0% | ||||||||
| ADT Inc | 332,241 | 2,160 | ||||||
| Amazon.com Inc, Cl A * | 2,914 | 694 | ||||||
| Autoliv Inc | 4,309 | 501 | ||||||
| AutoZone Inc * | 2,042 | 6,526 | ||||||
| Booking Holdings Inc | 29,925 | 5,334 | ||||||
| BorgWarner Inc | 1,337 | 89 | ||||||
| Darden Restaurants Inc | 6,293 | 1,296 | ||||||
| Domino's Pizza Inc | 2,770 | 820 | ||||||
| eBay Inc | 34,245 | 3,827 | ||||||
| Garmin Ltd | 5,691 | 1,352 | ||||||
| Grand Canyon Education Inc * | 7,306 | 1,046 | ||||||
| Honda Motor Co Ltd ADR | 82,478 | 2,236 | ||||||
| Lear Corp | 2,572 | 345 | ||||||
| Mattel Inc * | 82,483 | 1,145 | ||||||
| McDonald's Corp | 12,360 | 3,341 | ||||||
| Murphy USA Inc | 1,624 | 875 | ||||||
| Texas Roadhouse Inc, Cl A | 8,490 | 1,640 | ||||||
| TJX Cos Inc/The | 27,048 | 4,098 | ||||||
| Toyota Motor Corp ADR | 8,718 | 1,468 | ||||||
| 38,793 | ||||||||
| Consumer Staples — 13.6% | ||||||||
| Albertsons Cos Inc, Cl A | 38,719 | 524 | ||||||
| Altria Group Inc | 136,317 | 9,808 | ||||||
| Archer-Daniels-Midland Co | 5,547 | 424 | ||||||
| Bunge Global SA | 1,370 | 146 | ||||||
| Cal-Maine Foods Inc | 2,606 | 210 | ||||||
| Campbell's Company/The | 54,932 | 1,223 | ||||||
| Central Garden & Pet Co, Cl A * | 43,786 | 1,698 | ||||||
| Church & Dwight Co Inc | 52,117 | 5,049 | ||||||
| Clorox Co/The | 8,069 | 770 | ||||||
| Coca-Cola Co/The | 58,844 | 4,782 | ||||||
| Coca-Cola Europacific Partners PLC | 16,584 | 1,660 | ||||||
| Colgate-Palmolive Co | 80,503 | 7,380 | ||||||
| Conagra Brands Inc | 95,781 | 1,289 | ||||||
| Costco Wholesale Corp | 7,027 | 6,574 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Hershey Co/The | 17,091 | $ | 2,999 | |||||
| Hormel Foods Corp | 101,375 | 2,516 | ||||||
| Ingredion Inc | 27,302 | 2,586 | ||||||
| Kimberly-Clark Corp | 2,775 | 305 | ||||||
| Kroger Co/The | 92,437 | 5,133 | ||||||
| McCormick & Co Inc/MD | 11,111 | 560 | ||||||
| Metro Inc/CN, Cl A | 14,803 | 946 | ||||||
| Molson Coors Beverage Co, Cl B | 19,348 | 754 | ||||||
| PepsiCo Inc | 44,898 | 6,079 | ||||||
| Philip Morris International Inc | 14,887 | 2,693 | ||||||
| Procter & Gamble Co/The | 7,195 | 1,055 | ||||||
| Tyson Foods Inc, Cl A | 16,292 | 933 | ||||||
| Walmart Inc | 65,337 | 7,400 | ||||||
| 75,496 | ||||||||
| Energy — 2.0% | ||||||||
| Chevron Corp | 824 | 137 | ||||||
| DT Midstream Inc | 1,200 | 176 | ||||||
| EOG Resources Inc | 14,759 | 1,915 | ||||||
| Exxon Mobil Corp | 26,634 | 3,641 | ||||||
| Marathon Petroleum Corp | 6,493 | 1,660 | ||||||
| Phillips 66 | 561 | 95 | ||||||
| Shell PLC ADR | 15,825 | 1,227 | ||||||
| TotalEnergies | 12,457 | 969 | ||||||
| Valero Energy Corp | 1,411 | 367 | ||||||
| Williams Cos Inc/The | 14,038 | 1,044 | ||||||
| 11,231 | ||||||||
| Financials — 9.0% | ||||||||
| Aflac Inc | 33,968 | 3,983 | ||||||
| Allstate Corp/The | 25,175 | 5,990 | ||||||
| American Financial Group Inc/OH | 700 | 98 | ||||||
| Bank of New York Mellon Corp/The | 26,453 | 3,825 | ||||||
| Berkshire Hathaway Inc, Cl B * | 7,600 | 3,803 | ||||||
| Cboe Global Markets Inc | 10,594 | 2,571 | ||||||
| Chubb Ltd | 8,317 | 2,834 | ||||||
| Citigroup Inc | 20,402 | 2,855 | ||||||
| Cullen/Frost Bankers Inc | 10,482 | 1,620 | ||||||
| Everest Group Ltd | 6,960 | 2,486 | ||||||
| Federated Hermes Inc, Cl B | 1,717 | 95 | ||||||
| Jack Henry & Associates Inc | 10,939 | 1,507 | ||||||
| Mastercard Inc, Cl A | 4,761 | 2,445 | ||||||
| Morgan Stanley | 1,380 | 288 | ||||||
| National Bank of Canada | 17,073 | 2,694 | ||||||
| Progressive Corp/The | 2,423 | 529 | ||||||
| RenaissanceRe Holdings Ltd | 12,315 | 3,903 | ||||||
| State Street Corp | 2,618 | 444 | ||||||
| Travelers Cos Inc/The | 12,700 | 4,193 | ||||||
| Unum Group | 10,310 | 922 | ||||||
| Visa Inc, Cl A | 3,768 | 1,293 | ||||||
| Western Union Co/The | 184,183 | 1,418 | ||||||
| 49,796 | ||||||||
| Health Care — 17.6% | ||||||||
| AbbVie Inc | 38,800 | 9,764 | ||||||
| 82 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Amgen Inc, Cl A | 14,800 | $ | 5,359 | |||||
| AstraZeneca PLC | 5,842 | 1,108 | ||||||
| Bristol-Myers Squibb Co | 70,523 | 4,063 | ||||||
| Cardinal Health Inc | 34,189 | 8,122 | ||||||
| Cencora Inc, Cl A | 14,860 | 4,205 | ||||||
| Chemed Corp | 985 | 459 | ||||||
| CVS Health Corp | 20,785 | 2,150 | ||||||
| Elevance Health Inc | 5,579 | 2,157 | ||||||
| Eli Lilly & Co | 1,387 | 1,664 | ||||||
| Exelixis Inc * | 70,825 | 3,854 | ||||||
| Gilead Sciences Inc | 49,157 | 6,210 | ||||||
| HCA Healthcare Inc | 1,298 | 506 | ||||||
| HealthStream Inc | 35,190 | 959 | ||||||
| Incyte Corp * | 55,952 | 6,343 | ||||||
| Jazz Pharmaceuticals PLC * | 2,594 | 625 | ||||||
| Johnson & Johnson | 53,539 | 13,597 | ||||||
| McKesson Corp | 7,652 | 5,782 | ||||||
| Medtronic PLC | 5,755 | 450 | ||||||
| Merck & Co Inc | 70,893 | 9,110 | ||||||
| Neurocrine Biosciences Inc * | 15,642 | 2,636 | ||||||
| Pfizer Inc | 143,966 | 3,467 | ||||||
| Regeneron Pharmaceuticals Inc | 721 | 450 | ||||||
| United Therapeutics Corp * | 5,491 | 2,975 | ||||||
| Veeva Systems Inc, Cl A * | 9,000 | 1,597 | ||||||
| 97,612 | ||||||||
| Industrials — 7.7% | ||||||||
| Allison Transmission Holdings Inc | 26,762 | 3,017 | ||||||
| Automatic Data Processing Inc | 11,453 | 2,565 | ||||||
| Brink's Co/The | 11,099 | 1,049 | ||||||
| Carrier Global Corp | 17,281 | 1,268 | ||||||
| CH Robinson Worldwide Inc | 922 | 174 | ||||||
| Cintas Corp | 3,709 | 631 | ||||||
| Cummins Inc | 745 | 531 | ||||||
| Donaldson Co Inc, Cl A | 33,835 | 3,037 | ||||||
| General Dynamics Corp | 9,200 | 3,259 | ||||||
| Korn Ferry | 39,831 | 2,652 | ||||||
| L3Harris Technologies Inc | 10,890 | 3,164 | ||||||
| Landstar System Inc | 6,260 | 1,295 | ||||||
| Lockheed Martin Corp | 5,885 | 2,998 | ||||||
| Maximus Inc | 29,515 | 1,587 | ||||||
| Northrop Grumman Corp | 9,475 | 4,826 | ||||||
| Republic Services Inc | 5,412 | 1,153 | ||||||
| Rollins Inc | 1,738 | 72 | ||||||
| RTX Corp | 11,211 | 2,127 | ||||||
| Science Applications International Corp | 5,000 | 552 | ||||||
| Waste Management Inc | 29,330 | 6,537 | ||||||
| 42,494 | ||||||||
| Information Technology — 25.3% | ||||||||
| Adobe Inc * | 38,273 | 7,847 | ||||||
| Alarm.com Holdings Inc * | 59,927 | 2,800 | ||||||
| Amdocs Ltd | 70,598 | 3,568 | ||||||
| Apple Inc | 40,928 | 11,843 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Applied Materials Inc | 1,237 | $ | 894 | |||||
| Arrow Electronics Inc, Cl A * | 8,631 | 1,842 | ||||||
| Autodesk Inc, Cl A * | 16,694 | 3,246 | ||||||
| Avnet Inc | 47,159 | 4,189 | ||||||
| Box Inc, Cl A * | 29,811 | 791 | ||||||
| Cirrus Logic Inc * | 4,826 | 717 | ||||||
| Cisco Systems Inc | 158,157 | 18,577 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 51,408 | 1,991 | ||||||
| Commvault Systems Inc * | 4,826 | 684 | ||||||
| Dolby Laboratories Inc, Cl A | 44,318 | 2,330 | ||||||
| Dropbox Inc, Cl A * | 178,240 | 4,896 | ||||||
| F5 Inc, Cl A * | 17,117 | 7,120 | ||||||
| Gen Digital Inc | 34,512 | 859 | ||||||
| Hewlett Packard Enterprise Co | 109,513 | 4,940 | ||||||
| HP Inc | 29,088 | 638 | ||||||
| InterDigital Inc | 3,915 | 1,108 | ||||||
| International Business Machines Corp | 21,294 | 5,988 | ||||||
| KLA Corp | 5,690 | 1,717 | ||||||
| Lam Research Corp | 5,310 | 2,301 | ||||||
| Microsoft Corp | 26,520 | 9,892 | ||||||
| Motorola Solutions Inc | 22,133 | 9,192 | ||||||
| NetApp Inc | 39,120 | 6,054 | ||||||
| NetScout Systems Inc * | 3,495 | 152 | ||||||
| Open Text Corp | 107,462 | 2,380 | ||||||
| Oracle Corp, Cl B | 223 | 33 | ||||||
| Progress Software Corp * | 9,180 | 308 | ||||||
| PTC Inc * | 14,510 | 1,648 | ||||||
| QUALCOMM Inc | 3,598 | 665 | ||||||
| Roper Technologies Inc | 11,336 | 3,836 | ||||||
| ServiceNow Inc * | 7,087 | 704 | ||||||
| Synopsys Inc * | 4,180 | 1,865 | ||||||
| TD SYNNEX Corp | 18,444 | 4,931 | ||||||
| Teledyne Technologies Inc * | 3,778 | 2,519 | ||||||
| Texas Instruments Inc | 647 | 193 | ||||||
| VeriSign Inc | 13,737 | 3,456 | ||||||
| Vishay Intertechnology Inc | 6,875 | 370 | ||||||
| Zoom Communications Inc, Cl A * | 18,945 | 1,635 | ||||||
| 140,719 | ||||||||
| Materials — 1.3% | ||||||||
| AptarGroup Inc | 6,262 | 784 | ||||||
| Avery Dennison Corp | 17,700 | 2,874 | ||||||
| CF Industries Holdings Inc | 2,798 | 303 | ||||||
| NewMarket Corp | 398 | 315 | ||||||
| Royal Gold Inc, Cl A | 4,841 | 966 | ||||||
| Silgan Holdings Inc | 37,000 | 1,716 | ||||||
| Sonoco Products Co | 9,504 | 536 | ||||||
| 7,494 | ||||||||
| Real Estate — 0.3% | ||||||||
| Equity LifeStyle Properties Inc ‡ | 29,390 | 1,894 | ||||||
| Utilities — 4.7% | ||||||||
| Ameren Corp | 21,800 | 2,464 | ||||||
| SEI Institutional Managed Trust | 83 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed Managed Volatility Fund (Concluded)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| American Electric Power Co Inc | 23,100 | $ | 3,160 | |||||
| DTE Energy Co | 18,479 | 2,816 | ||||||
| Duke Energy Corp | 26,375 | 3,339 | ||||||
| Entergy Corp | 22,800 | 2,619 | ||||||
| National Fuel Gas Co | 19,987 | 1,543 | ||||||
| NextEra Energy Inc | 11,878 | 1,042 | ||||||
| Portland General Electric Co | 47,486 | 2,461 | ||||||
| Public Service Enterprise Group Inc | 27,400 | 2,224 | ||||||
| Southern Co/The | 19,305 | 1,848 | ||||||
| WEC Energy Group Inc | 20,433 | 2,386 | ||||||
| 25,902 | ||||||||
| Total Common Stock | ||||||||
| (Cost $304,753) ($ Thousands) | 548,296 | |||||||
| CASH EQUIVALENT — 1.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 6,604,307 | 6,604 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $6,604) ($ Thousands) | 6,604 | |||||||
| Total Investments in Securities — 99.9% | ||||||||
| (Cost $311,357) ($ Thousands) | $ | 554,900 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, 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 | 6 | Sep-2026 | $ | 2,250 | $ | 2,265 | $ | 15 | ||||||||||
Percentages are based on Net Assets of $555,210 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 16,312 | $ | 181,908 | $ | (191,616 | ) | $ | — | $ | — | $ | 6,604 | $ | 274 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 84 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK — 96.0% | ||||||||
| Australia — 2.8% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telstra Group Ltd, Cl B | 174,512 | $ | 612 | |||||
| Consumer Discretionary — 0.3% | ||||||||
| Harvey Norman Holdings Ltd | 96,560 | 323 | ||||||
| JB Hi-Fi Ltd | 2,079 | 116 | ||||||
| Wesfarmers Ltd | 4,800 | 300 | ||||||
| 739 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Coles Group Ltd | 26,056 | 439 | ||||||
| Metcash Ltd, Cl A | 80,257 | 164 | ||||||
| 603 | ||||||||
| Financials — 0.4% | ||||||||
| Bendigo & Adelaide Bank Ltd | 54,017 | 395 | ||||||
| QBE Insurance Group Ltd | 35,446 | 617 | ||||||
| 1,012 | ||||||||
| Health Care — 0.1% | ||||||||
| Regis Healthcare Ltd | 22,758 | 103 | ||||||
| Industrials — 1.0% | ||||||||
| Aurizon Holdings Ltd | 226,706 | 656 | ||||||
| Brambles Ltd | 62,352 | 842 | ||||||
| Computershare Ltd | 8,923 | 237 | ||||||
| Qantas Airways Ltd | 17,255 | 127 | ||||||
| Ventia Services Group Pty Ltd | 94,280 | 405 | ||||||
| 2,267 | ||||||||
| Materials — 0.2% | ||||||||
| Orica Ltd | 12,242 | 201 | ||||||
| Rio Tinto Ltd | 2,859 | 344 | ||||||
| 545 | ||||||||
| Utilities — 0.2% | ||||||||
| AGL Energy Ltd | 82,407 | 477 | ||||||
| Origin Energy Ltd | 6,919 | 53 | ||||||
| 530 | ||||||||
| Total Australia | 6,411 | |||||||
| Austria — 0.8% | ||||||||
| Communication Services — 0.4% | ||||||||
| Eurotelesites AG * | 20,380 | 103 | ||||||
| Telekom Austria AG, Cl A | 63,032 | 699 | ||||||
| 802 | ||||||||
| Financials — 0.0% | ||||||||
| UNIQA Insurance Group AG | 4,971 | 101 | ||||||
| Industrials — 0.3% | ||||||||
| ANDRITZ AG | 7,632 | 660 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Utilities — 0.1% | ||||||||
| EVN AG | 5,414 | $ | 177 | |||||
| Total Austria | 1,740 | |||||||
| Belgium — 1.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Proximus SADP | 32,089 | 215 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Colruyt Group N.V | 16,633 | 684 | ||||||
| Financials — 0.5% | ||||||||
| Ageas SA/NV | 14,378 | 1,151 | ||||||
| Industrials — 0.2% | ||||||||
| Ackermans & van Haaren NV | 1,301 | 425 | ||||||
| Total Belgium | 2,475 | |||||||
| Brazil — 0.2% | ||||||||
| Materials — 0.2% | ||||||||
| Yara International ASA | 7,502 | 330 | ||||||
| Canada — 2.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| Cogeco Communications Inc | 8,122 | 363 | ||||||
| Consumer Discretionary — 0.2% | ||||||||
| Canadian Tire Corp Ltd, Cl A | 4,092 | 563 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Loblaw Cos Ltd | 13,196 | 599 | ||||||
| Financials — 1.3% | ||||||||
| Bank of Nova Scotia/The, Cl C | 1,934 | 168 | ||||||
| Canadian Imperial Bank of Commerce | 11,017 | 1,268 | ||||||
| Great-West Lifeco Inc, Cl Common Subs. Receipt | 2,485 | 158 | ||||||
| iA Financial Corp Inc | 3,730 | 515 | ||||||
| Power Corp of Canada | 13,918 | 868 | ||||||
| 2,977 | ||||||||
| Utilities — 0.3% | ||||||||
| Atco Ltd/Canada, Cl I | 14,578 | 761 | ||||||
| Total Canada | 5,263 | |||||||
| China — 0.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| CITIC Telecom International Holdings Ltd | 564,000 | 177 | ||||||
| Financials — 0.5% | ||||||||
| BOC Hong Kong Holdings Ltd | 228,800 | 1,242 | ||||||
| Total China | 1,419 | |||||||
| SEI Institutional Managed Trust | 85 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Denmark — 2.3% | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Carlsberg AS, Cl B | 2,663 | $ | 349 | |||||
| Scandinavian Tobacco Group A/S | 7,792 | 79 | ||||||
| Schouw & Co A/S | 1,245 | 111 | ||||||
| UIE PLC | 2,890 | 156 | ||||||
| 695 | ||||||||
| Financials — 1.8% | ||||||||
| AL Sydbank | 12,173 | 1,075 | ||||||
| Danske Bank A/S | 46,851 | 2,513 | ||||||
| Jyske Bank A/S | 2,041 | 295 | ||||||
| Tryg A/S | 8,344 | 190 | ||||||
| 4,073 | ||||||||
| Health Care — 0.1% | ||||||||
| H Lundbeck A/S | 34,183 | 223 | ||||||
| Industrials — 0.1% | ||||||||
| AP Moller - Maersk A/S, Cl B | 44 | 105 | ||||||
| ISS A/S | 4,819 | 197 | ||||||
| 302 | ||||||||
| Total Denmark | 5,293 | |||||||
| Finland — 0.8% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| Kesko Oyj, Cl B | 6,355 | 142 | ||||||
| Financials — 0.2% | ||||||||
| Nordea Bank Abp | 23,999 | 456 | ||||||
| Health Care — 0.1% | ||||||||
| Orion Oyj, Cl B | 3,767 | 310 | ||||||
| Information Technology — 0.2% | ||||||||
| Nokia Oyj ADR | 7,184 | 95 | ||||||
| Tieto Oyj | 15,027 | 315 | ||||||
| 410 | ||||||||
| Materials — 0.2% | ||||||||
| Kemira Oyj | 27,388 | 514 | ||||||
| Total Finland | 1,832 | |||||||
| France — 8.8% | ||||||||
| Communication Services — 1.6% | ||||||||
| Metropole Television SA | 28,227 | 389 | ||||||
| Orange SA | 164,985 | 3,113 | ||||||
| 3,502 | ||||||||
| Consumer Discretionary — 0.5% | ||||||||
| Cie Generale des Etablissements Michelin SCA | 27,782 | 1,074 | ||||||
| Consumer Staples — 0.8% | ||||||||
| Carrefour SA | 36,250 | 674 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Danone SA | 14,050 | $ | 1,149 | |||||
| 1,823 | ||||||||
| Energy — 0.6% | ||||||||
| Gaztransport Et Technigaz SA | 643 | 136 | ||||||
| TotalEnergies SE | 15,728 | 1,217 | ||||||
| 1,353 | ||||||||
| Financials — 1.0% | ||||||||
| AXA SA | 25,996 | 1,303 | ||||||
| BNP Paribas SA | 3,009 | 352 | ||||||
| Credit Agricole SA | 34,200 | 688 | ||||||
| 2,343 | ||||||||
| Health Care — 0.7% | ||||||||
| Sanofi SA | 19,460 | 1,665 | ||||||
| Industrials — 1.5% | ||||||||
| Bouygues SA | 17,454 | 975 | ||||||
| Eiffage SA | 6,980 | 1,030 | ||||||
| Legrand SA | 2,659 | 451 | ||||||
| Societe BIC SA | 10,259 | 669 | ||||||
| SPIE SA | 2,198 | 127 | ||||||
| Thales SA, Cl A | 968 | 249 | ||||||
| 3,501 | ||||||||
| Information Technology — 0.0% | ||||||||
| Dassault Systemes SE | 4,393 | 90 | ||||||
| Materials — 0.2% | ||||||||
| Air Liquide SA | 2,197 | 435 | ||||||
| Real Estate — 0.1% | ||||||||
| Klepierre SA ‡ | 2,270 | 95 | ||||||
| Utilities — 1.8% | ||||||||
| Engie SA | 127,973 | 4,030 | ||||||
| Total France | 19,911 | |||||||
| Germany — 5.4% | ||||||||
| Communication Services — 1.2% | ||||||||
| Deutsche Telekom AG | 84,645 | 2,309 | ||||||
| Freenet AG | 11,551 | 298 | ||||||
| Scout24 SE | 952 | 79 | ||||||
| 2,686 | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Hornbach Holding AG & Co KGaA | 7,535 | 677 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Henkel AG & Co KGaA | 1,777 | 141 | ||||||
| Financials — 1.5% | ||||||||
| Allianz SE | 1,638 | 776 | ||||||
| Hannover Rueck SE | 1,509 | 418 | ||||||
| 86 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 2,726 | $ | 1,523 | |||||
| Talanx AG | 6,211 | 786 | ||||||
| 3,503 | ||||||||
| Health Care — 0.5% | ||||||||
| Bayer AG | 6,835 | 378 | ||||||
| Fresenius Medical Care AG | 10,398 | 471 | ||||||
| Fresenius SE & Co KGaA | 8,633 | 395 | ||||||
| 1,244 | ||||||||
| Industrials — 1.0% | ||||||||
| Daimler Truck Holding AG | 8,497 | 410 | ||||||
| Deutsche Post AG | 15,555 | 946 | ||||||
| GEA Group AG | 5,308 | 365 | ||||||
| Knorr-Bremse AG | 2,220 | 258 | ||||||
| Pfeiffer Vacuum Technology AG | 628 | 124 | ||||||
| Siemens Energy AG | 580 | 111 | ||||||
| 2,214 | ||||||||
| Information Technology — 0.4% | ||||||||
| Infineon Technologies AG | 3,745 | 353 | ||||||
| Nemetschek SE | 2,862 | 174 | ||||||
| SAP SE | 3,060 | 472 | ||||||
| 999 | ||||||||
| Real Estate — 0.1% | ||||||||
| Sirius Real Estate Ltd ‡ | 83,489 | 107 | ||||||
| Utilities — 0.3% | ||||||||
| E.ON SE | 15,818 | 325 | ||||||
| RWE AG | 4,229 | 274 | ||||||
| 599 | ||||||||
| Total Germany | 12,170 | |||||||
| Hong Kong — 3.1% | ||||||||
| Communication Services — 0.8% | ||||||||
| HKT Trust & HKT Ltd | 1,134,238 | 1,688 | ||||||
| PCCW Ltd | 335,804 | 228 | ||||||
| SmarTone Telecommunications Holdings Ltd | 59,500 | 35 | ||||||
| 1,951 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Chow Sang Sang Holdings International Ltd | 94,000 | 117 | ||||||
| Luk Fook Holdings International Ltd | 61,000 | 172 | ||||||
| 289 | ||||||||
| Consumer Staples — 0.9% | ||||||||
| WH Group Ltd | 1,936,770 | 2,054 | ||||||
| Financials — 0.2% | ||||||||
| Bank of East Asia Ltd/The | 46,900 | 75 | ||||||
| Dah Sing Banking Group Ltd | 238,389 | 353 | ||||||
| 428 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Industrials — 0.3% | ||||||||
| Cathay Pacific Airways Ltd | 173,000 | $ | 288 | |||||
| CK Hutchison Holdings Ltd | 42,500 | 360 | ||||||
| 648 | ||||||||
| Information Technology — 0.3% | ||||||||
| VTech Holdings Ltd | 102,100 | 671 | ||||||
| Real Estate — 0.2% | ||||||||
| CK Asset Holdings Ltd | 83,000 | 469 | ||||||
| Utilities — 0.3% | ||||||||
| CLP Holdings Ltd, Cl B | 18,200 | 170 | ||||||
| HK Electric Investments & HK Electric Investments Ltd | 300,100 | 237 | ||||||
| Power Assets Holdings Ltd | 26,000 | 189 | ||||||
| 596 | ||||||||
| Total Hong Kong | 7,106 | |||||||
| Indonesia — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| First Resources Ltd | 191,700 | 461 | ||||||
| Ireland — 0.2% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Glanbia PLC | 14,522 | 406 | ||||||
| Financials — 0.0% | ||||||||
| AIB Group PLC | 12,491 | 147 | ||||||
| Total Ireland | 553 | |||||||
| Israel — 1.8% | ||||||||
| Communication Services — 0.2% | ||||||||
| Bezeq The Israeli Telecommunication Corp Ltd | 155,082 | 366 | ||||||
| Consumer Staples — 0.1% | ||||||||
| Shufersal Ltd | 14,521 | 207 | ||||||
| Financials — 1.1% | ||||||||
| Bank Hapoalim BM | 28,285 | 652 | ||||||
| Bank Leumi Le-Israel BM | 52,640 | 1,177 | ||||||
| Isracard Ltd | – | – | ||||||
| Mizrahi Tefahot Bank Ltd | 10,465 | 692 | ||||||
| 2,521 | ||||||||
| Industrials — 0.1% | ||||||||
| Elbit Systems Ltd | 360 | 273 | ||||||
| Information Technology — 0.3% | ||||||||
| Check Point Software Technologies Ltd * | 2,506 | 329 | ||||||
| Nice Ltd ADR * | 1,583 | 144 | ||||||
| Nova Ltd * | 317 | 172 | ||||||
| SEI Institutional Managed Trust | 87 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Radware Ltd * | 5,318 | $ | 164 | |||||
| 809 | ||||||||
| Total Israel | 4,176 | |||||||
| Italy — 2.5% | ||||||||
| Consumer Discretionary — 0.2% | ||||||||
| Pirelli & C SpA | 68,970 | 523 | ||||||
| Energy — 0.5% | ||||||||
| Eni SpA | 49,185 | 1,155 | ||||||
| Financials — 0.5% | ||||||||
| Generali | 9,889 | 482 | ||||||
| Unipol Assicurazioni SpA | 25,767 | 721 | ||||||
| 1,203 | ||||||||
| Industrials — 0.1% | ||||||||
| Leonardo SpA | 1,509 | 81 | ||||||
| Utilities — 1.2% | ||||||||
| A2A SpA | 381,546 | 985 | ||||||
| ACEA SpA | 11,071 | 275 | ||||||
| Enel SpA | 38,590 | 443 | ||||||
| Italgas SpA | 44,409 | 514 | ||||||
| Snam SpA | 25,520 | 184 | ||||||
| Terna - Rete Elettrica Nazionale | 25,936 | 303 | ||||||
| 2,704 | ||||||||
| Total Italy | 5,666 | |||||||
| Japan — 23.7% | ||||||||
| Communication Services — 0.6% | ||||||||
| KDDI Corp | 19,200 | 322 | ||||||
| Nippon Television Holdings Inc | 12,500 | 216 | ||||||
| NTT Inc | 367,400 | 327 | ||||||
| Okinawa Cellular Telephone Co | 12,400 | 281 | ||||||
| SoftBank Corp | 205,800 | 263 | ||||||
| 1,409 | ||||||||
| Consumer Discretionary — 3.0% | ||||||||
| Bridgestone Corp | 124,937 | 2,635 | ||||||
| EDION Corp | 18,500 | 257 | ||||||
| Isuzu Motors Ltd | 17,700 | 236 | ||||||
| Komeri Co Ltd | 5,000 | 110 | ||||||
| McDonald's Holdings Co Japan Ltd | 18,212 | 838 | ||||||
| Niterra Co Ltd | 7,400 | 492 | ||||||
| Sankyo Co Ltd | 67,200 | 656 | ||||||
| Sekisui House Ltd | 17,100 | 356 | ||||||
| Shimamura Co Ltd | 15,200 | 313 | ||||||
| Subaru Corp | 3,600 | 53 | ||||||
| Sumitomo Rubber Industries Ltd | 26,200 | 339 | ||||||
| Toyota Boshoku Corp | 12,100 | 159 | ||||||
| Yamada Holdings Co Ltd | 70,200 | 285 | ||||||
| 6,729 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 2.5% | ||||||||
| Arcs Co Ltd | 6,600 | $ | 138 | |||||
| Ezaki Glico Co Ltd | 7,300 | 240 | ||||||
| Fuji Nihon Corp | 14,700 | 56 | ||||||
| Heiwado Co Ltd | 2,900 | 45 | ||||||
| Itoham Yonekyu Holdings Inc | 3,180 | 92 | ||||||
| Japan Tobacco Inc | 21,500 | 794 | ||||||
| Kao Corp | 31,752 | 630 | ||||||
| Kewpie Corp | 12,100 | 325 | ||||||
| Kirin Holdings Co Ltd | 25,500 | 440 | ||||||
| Lion Corp | 7,800 | 82 | ||||||
| Megmilk Snow Brand Co Ltd | 16,900 | 377 | ||||||
| MEIJI Holdings Co Ltd | 15,100 | 351 | ||||||
| Morinaga & Co Ltd/Japan | 8,800 | 141 | ||||||
| NH Foods Ltd | 13,500 | 493 | ||||||
| Nichirei Corp | 12,400 | 166 | ||||||
| Nippn Corp | 19,100 | 330 | ||||||
| Nisshin Seifun Group Inc | 36,100 | 441 | ||||||
| Nitto Fuji Flour Milling Co Ltd | 19,000 | 202 | ||||||
| Sundrug Co Ltd | 4,800 | 112 | ||||||
| Valor Holdings Co Ltd | 14,300 | 344 | ||||||
| 5,799 | ||||||||
| Energy — 1.5% | ||||||||
| ENEOS Holdings Inc | 255,600 | 1,893 | ||||||
| Idemitsu Kosan Co Ltd | 20,600 | 152 | ||||||
| Inpex Corp | 48,400 | 977 | ||||||
| Itochu Enex Co Ltd | 24,411 | 301 | ||||||
| 3,323 | ||||||||
| Financials — 3.0% | ||||||||
| Iyogin Holdings Inc | 2,600 | 51 | ||||||
| Japan Post Bank Co Ltd | 28,000 | 533 | ||||||
| Japan Post Holdings Co Ltd | 67,600 | 909 | ||||||
| Mitsubishi HC Capital Inc | 55,000 | 447 | ||||||
| Mitsubishi UFJ Financial Group Inc | 48,400 | 965 | ||||||
| Mizuho Financial Group Inc | 24,380 | 1,171 | ||||||
| MS&AD Insurance Group Holdings Inc | 6,500 | 169 | ||||||
| Sompo Holdings Inc | 6,900 | 262 | ||||||
| Sumitomo Mitsui Financial Group Inc | 19,200 | 753 | ||||||
| Sumitomo Mitsui Trust Group Inc | 16,400 | 613 | ||||||
| Yamaguchi Financial Group Inc | 50,400 | 892 | ||||||
| 6,765 | ||||||||
| Health Care — 2.9% | ||||||||
| Alfresa Holdings Corp | 27,700 | 372 | ||||||
| Astellas Pharma Inc | 229,640 | 3,073 | ||||||
| Daiichi Sankyo Co Ltd | 7,200 | 116 | ||||||
| Hoya Corp | 1,500 | 242 | ||||||
| Kaken Pharmaceutical Co Ltd | 6,100 | 144 | ||||||
| Kyowa Kirin Co Ltd | 12,400 | 197 | ||||||
| Ono Pharmaceutical Co Ltd | 9,500 | 140 | ||||||
| Otsuka Holdings Co Ltd | 7,600 | 506 | ||||||
| Santen Pharmaceutical Co Ltd | 28,600 | 375 | ||||||
| 88 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Shionogi & Co Ltd | 61,400 | $ | 1,050 | |||||
| Takeda Pharmaceutical Co Ltd | 7,900 | 252 | ||||||
| Toho Holdings Co Ltd | 5,000 | 120 | ||||||
| 6,587 | ||||||||
| Industrials — 5.1% | ||||||||
| Central Japan Railway Co | 12,000 | 256 | ||||||
| COMSYS Holdings Corp | 5,800 | 196 | ||||||
| EXEO Group Inc | 13,600 | 233 | ||||||
| Hanwa Co Ltd | 12,600 | 132 | ||||||
| ITOCHU Corp | 41,200 | 470 | ||||||
| Kajima Corp | 16,600 | 605 | ||||||
| Kamigumi Co Ltd | 5,400 | 170 | ||||||
| Kanematsu Corp | 23,000 | 294 | ||||||
| Kinden Corp | 10,300 | 509 | ||||||
| Kyushu Railway Co | 8,400 | 181 | ||||||
| Mabuchi Motor Co Ltd | 38,100 | 371 | ||||||
| Marubeni Corp | 4,600 | 134 | ||||||
| MEITEC Group Holdings Inc | 6,100 | 117 | ||||||
| MIRAIT ONE corp | 27,500 | 658 | ||||||
| Mitsubishi Electric Corp | 5,600 | 206 | ||||||
| Mitsui & Co Ltd | 6,200 | 173 | ||||||
| Nagase & Co Ltd | 83,200 | 602 | ||||||
| NGK Corp | 13,900 | 655 | ||||||
| NIPPON EXPRESS HOLDINGS INC | 8,300 | 259 | ||||||
| Obayashi Corp | 11,000 | 222 | ||||||
| Okamura Corp | 12,300 | 174 | ||||||
| Raito Kogyo Co Ltd | 6,800 | 171 | ||||||
| Sankyu Inc | 7,300 | 389 | ||||||
| Secom Co Ltd | 61,114 | 2,429 | ||||||
| Seino Holdings Co Ltd | 26,200 | 425 | ||||||
| Sekisui Chemical Co Ltd | 17,400 | 279 | ||||||
| Senko Group Holdings Co Ltd | 23,900 | 289 | ||||||
| Sumitomo Corp | 79,200 | 762 | ||||||
| Sumitomo Heavy Industries Ltd | 4,300 | 136 | ||||||
| Zaoh Co Ltd | 8,200 | 124 | ||||||
| 11,621 | ||||||||
| Information Technology — 2.9% | ||||||||
| Alps Alpine Co Ltd | 19,400 | 246 | ||||||
| Amano Corp | 14,500 | 326 | ||||||
| Brother Industries Ltd | 28,757 | 654 | ||||||
| Canon Inc | 52,400 | 1,343 | ||||||
| Citizen Watch Co Ltd | 7,200 | 108 | ||||||
| Daiwabo Holdings Co Ltd | 14,600 | 311 | ||||||
| FUJIFILM Holdings Corp | 14,500 | 310 | ||||||
| Kyocera Corp | 9,500 | 211 | ||||||
| NEC Corp | 4,800 | 116 | ||||||
| Nippon Electric Glass Co Ltd | 14,700 | 600 | ||||||
| Oracle Corp Japan | 2,400 | 123 | ||||||
| Otsuka Corp | 64,381 | 1,103 | ||||||
| Ricoh Co Ltd | 26,500 | 231 | ||||||
| Seiko Epson Corp | 37,600 | 630 | ||||||
| TIS Inc | 4,900 | 96 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Trend Micro Inc/Japan | 4,700 | $ | 174 | |||||
| Uchida Yoko Co Ltd | 7,700 | 95 | ||||||
| 6,677 | ||||||||
| Materials — 1.5% | ||||||||
| Aica Kogyo Co Ltd | 2,300 | 52 | ||||||
| Asahi Kasei Corp | 62,300 | 693 | ||||||
| Daicel Corp | 33,300 | 283 | ||||||
| Daiki Aluminium Industry Co Ltd | 9,300 | 86 | ||||||
| Kaneka Corp | 9,400 | 331 | ||||||
| Kuraray Co Ltd | 76,200 | 787 | ||||||
| Kurimoto Ltd | 25,400 | 217 | ||||||
| Lintec Corp | 3,400 | 150 | ||||||
| Mitsubishi Chemical Group Corp, Cl B | 36,500 | 256 | ||||||
| Nippon Kayaku Co Ltd | 3,300 | 41 | ||||||
| Nippon Light Metal Holdings Co Ltd | 7,800 | 132 | ||||||
| Rengo Co Ltd | 19,400 | 170 | ||||||
| Toyo Seikan Group Holdings Ltd | 12,500 | 316 | ||||||
| 3,514 | ||||||||
| Real Estate — 0.1% | ||||||||
| AEON REIT Investment Corp ‡ | 111 | 84 | ||||||
| Keihanshin Building Co Ltd | 8,200 | 55 | ||||||
| 139 | ||||||||
| Utilities — 0.6% | ||||||||
| Chubu Electric Power Co Inc | 9,300 | 176 | ||||||
| Electric Power Development Co Ltd | 6,700 | 151 | ||||||
| Kansai Electric Power Co Inc/The | 4,800 | 68 | ||||||
| Osaka Gas Co Ltd | 29,900 | 1,008 | ||||||
| 1,403 | ||||||||
| Total Japan | 53,966 | |||||||
| Jordan — 0.2% | ||||||||
| Health Care — 0.2% | ||||||||
| Hikma Pharmaceuticals PLC | 21,479 | 433 | ||||||
| Netherlands — 4.3% | ||||||||
| Communication Services — 0.4% | ||||||||
| Koninklijke KPN NV | 167,979 | 830 | ||||||
| Consumer Staples — 1.7% | ||||||||
| Heineken Holding NV | 4,428 | 338 | ||||||
| Koninklijke Ahold Delhaize NV | 89,876 | 3,621 | ||||||
| 3,959 | ||||||||
| Energy — 0.1% | ||||||||
| Koninklijke Vopak NV | 3,810 | 198 | ||||||
| Shell PLC | 773 | 30 | ||||||
| 228 | ||||||||
| Financials — 1.5% | ||||||||
| ABN AMRO Bank NV | 11,195 | 477 | ||||||
| ASR Nederland NV | 3,823 | 289 | ||||||
| HAL Trust | 684 | 129 | ||||||
| SEI Institutional Managed Trust | 89 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| NN Group NV | 28,752 | $ | 2,522 | |||||
| 3,417 | ||||||||
| Information Technology — 0.6% | ||||||||
| ASM International NV | 571 | 657 | ||||||
| ASML Holding NV, Cl G | 336 | 668 | ||||||
| 1,325 | ||||||||
| Total Netherlands | 9,759 | |||||||
| New Zealand — 0.7% | ||||||||
| Communication Services — 0.1% | ||||||||
| SKY Network Television Ltd | 52,692 | 98 | ||||||
| Spark New Zealand Ltd | 90,713 | 97 | ||||||
| 195 | ||||||||
| Consumer Staples — 0.0% | ||||||||
| Scales Corp Ltd | 28,196 | 104 | ||||||
| Energy — 0.2% | ||||||||
| Channel Infrastructure NZ Ltd | 211,528 | 385 | ||||||
| Health Care — 0.2% | ||||||||
| Fisher & Paykel Healthcare Corp Ltd | 18,931 | 421 | ||||||
| Utilities — 0.2% | ||||||||
| Mercury NZ Ltd | 76,085 | 299 | ||||||
| Meridian Energy Ltd | 33,590 | 111 | ||||||
| 410 | ||||||||
| Total New Zealand | 1,515 | |||||||
| Norway — 1.3% | ||||||||
| Communication Services — 0.2% | ||||||||
| Telenor ASA | 29,908 | 429 | ||||||
| Consumer Staples — 0.2% | ||||||||
| Orkla ASA | 49,815 | 524 | ||||||
| Financials — 0.5% | ||||||||
| DNB Bank ASA | 22,258 | 663 | ||||||
| Sparebank 1 Oestlandet | 8,106 | 155 | ||||||
| SpareBank 1 Sor-Norge ASA | 16,508 | 323 | ||||||
| 1,141 | ||||||||
| Industrials — 0.1% | ||||||||
| Sentia AS | 11,902 | 92 | ||||||
| Veidekke ASA | 12,515 | 240 | ||||||
| 332 | ||||||||
| Materials — 0.3% | ||||||||
| Norsk Hydro ASA | 66,042 | 598 | ||||||
| Total Norway | 3,024 | |||||||
| Portugal — 0.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| NOS SGPS SA | 50,857 | 293 | ||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Sonae SGPS SA | 369,787 | $ | 852 | |||||
| Materials — 0.1% | ||||||||
| Navigator Co SA/The | 28,973 | 107 | ||||||
| Total Portugal | 1,252 | |||||||
| Singapore — 5.0% | ||||||||
| Consumer Staples — 0.2% | ||||||||
| Sheng Siong Group Ltd | 159,500 | 399 | ||||||
| Financials — 3.7% | ||||||||
| DBS Group Holdings Ltd | 46,370 | 2,349 | ||||||
| Oversea-Chinese Banking Corp Ltd | 136,334 | 2,617 | ||||||
| Singapore Exchange Ltd | 114,900 | 2,144 | ||||||
| United Overseas Bank Ltd | 43,500 | 1,340 | ||||||
| 8,450 | ||||||||
| Industrials — 1.0% | ||||||||
| ComfortDelGro Corp Ltd | 66,900 | 69 | ||||||
| Jardine Cycle & Carriage Ltd | 49,700 | 1,036 | ||||||
| Jardine Matheson Holdings Ltd | 10,200 | 629 | ||||||
| Singapore Airlines Ltd | 25,101 | 149 | ||||||
| Singapore Technologies Engineering Ltd | 47,800 | 385 | ||||||
| 2,268 | ||||||||
| Information Technology — 0.1% | ||||||||
| Info-Tech Systems Integrators Pte Ltd | 147,400 | 100 | ||||||
| Venture Corp Ltd | 7,700 | 102 | ||||||
| 202 | ||||||||
| Total Singapore | 11,319 | |||||||
| South Africa — 0.0% | ||||||||
| Energy — 0.0% | ||||||||
| Thungela Resources Ltd | 1,394 | 8 | ||||||
| Spain — 3.6% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Industria de Diseno Textil SA | 2,962 | 187 | ||||||
| Energy — 0.3% | ||||||||
| Repsol SA, Cl A | 24,493 | 612 | ||||||
| Financials — 0.3% | ||||||||
| CaixaBank SA | 34,838 | 494 | ||||||
| Unicaja Banco SA | 34,032 | 121 | ||||||
| 615 | ||||||||
| Health Care — 0.0% | ||||||||
| Faes Farma SA | 8,506 | 45 | ||||||
| Industrials — 1.5% | ||||||||
| ACS Actividades de Construccion y Servicios SA | 18,036 | 1,346 | ||||||
| Aena SME SA | 3,870 | 118 | ||||||
| 90 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Logista Integral SA | 48,858 | $ | 1,886 | |||||
| 3,350 | ||||||||
| Information Technology — 0.1% | ||||||||
| Indra Sistemas SA | 6,888 | 378 | ||||||
| Utilities — 1.3% | ||||||||
| Endesa SA | 42,441 | 1,930 | ||||||
| Iberdrola SA | 31,289 | 779 | ||||||
| Naturgy Energy Group SA | 10,110 | 317 | ||||||
| 3,026 | ||||||||
| Total Spain | 8,213 | |||||||
| Sweden — 2.0% | ||||||||
| Communication Services — 0.3% | ||||||||
| Telia Co AB | 148,523 | 725 | ||||||
| Consumer Discretionary — 0.0% | ||||||||
| Betsson AB, Cl B | 7,036 | 62 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Essity AB, Cl B | 18,873 | 535 | ||||||
| Financials — 0.7% | ||||||||
| Industrivarden AB, Cl C | 6,086 | 335 | ||||||
| Skandinaviska Enskilda Banken AB, Cl A | 14,927 | 298 | ||||||
| Swedbank AB, Cl A | 27,366 | 1,024 | ||||||
| 1,657 | ||||||||
| Industrials — 0.3% | ||||||||
| Epiroc AB, Cl B | 14,093 | 328 | ||||||
| Loomis AB, Cl B | 4,228 | 208 | ||||||
| Securitas AB, Cl B | 13,627 | 224 | ||||||
| 760 | ||||||||
| Information Technology — 0.2% | ||||||||
| Telefonaktiebolaget LM Ericsson ADR | 44,703 | 498 | ||||||
| Materials — 0.1% | ||||||||
| Svenska Cellulosa AB SCA, Cl B | 10,938 | 112 | ||||||
| Real Estate — 0.1% | ||||||||
| Altra Fastigheter AB | 17,945 | 128 | ||||||
| Total Sweden | 4,477 | |||||||
| Switzerland — 9.4% | ||||||||
| Communication Services — 0.3% | ||||||||
| Swisscom AG | 917 | 709 | ||||||
| TX Group AG | 559 | 86 | ||||||
| 795 | ||||||||
| Consumer Staples — 0.3% | ||||||||
| Chocoladefabriken Lindt & Spruengli AG | 30 | 349 | ||||||
| Nestle SA | 3,266 | 336 | ||||||
| 685 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Financials — 2.3% | ||||||||
| Berner Kantonalbank AG | 686 | $ | 326 | |||||
| EFG International AG | 20,804 | 418 | ||||||
| Luzerner Kantonalbank AG | 1,185 | 162 | ||||||
| St Galler Kantonalbank AG | 249 | 198 | ||||||
| Swiss Life Holding AG | 619 | 681 | ||||||
| Swiss Re AG | 7,057 | 1,124 | ||||||
| Thurgauer Kantonalbank | 927 | 212 | ||||||
| Valiant Holding AG | 4,744 | 945 | ||||||
| Vontobel Holding AG | 2,970 | 270 | ||||||
| Zurich Insurance Group AG | 1,111 | 823 | ||||||
| 5,159 | ||||||||
| Health Care — 3.7% | ||||||||
| Alcon AG | 3,282 | 222 | ||||||
| Galderma Group AG | 1,220 | 278 | ||||||
| Novartis AG | 32,781 | 5,132 | ||||||
| Roche Holding AG | 5,678 | 2,338 | ||||||
| Sandoz Group AG | 2,688 | 243 | ||||||
| Sonova Holding AG | 1,166 | 277 | ||||||
| 8,490 | ||||||||
| Industrials — 1.0% | ||||||||
| ABB Ltd | 8,076 | 880 | ||||||
| Schindler Holding AG | 1,459 | 485 | ||||||
| SGS SA | 8,983 | 1,043 | ||||||
| 2,408 | ||||||||
| Information Technology — 0.3% | ||||||||
| ALSO Holding AG | 606 | 145 | ||||||
| Logitech International SA | 3,839 | 360 | ||||||
| Temenos AG | 1,122 | 92 | ||||||
| 597 | ||||||||
| Materials — 0.4% | ||||||||
| Amrize Ltd | 1,850 | 98 | ||||||
| EMS-Chemie Holding AG | 68 | 58 | ||||||
| Holcim AG | 4,658 | 421 | ||||||
| Sika AG | 1,337 | 276 | ||||||
| 853 | ||||||||
| Real Estate — 0.7% | ||||||||
| PSP Swiss Property AG | 2,617 | 467 | ||||||
| Swiss Prime Site AG | 7,228 | 1,182 | ||||||
| 1,649 | ||||||||
| Utilities — 0.4% | ||||||||
| BKW AG | 4,974 | 838 | ||||||
| Total Switzerland | 21,474 | |||||||
| United Kingdom — 12.3% | ||||||||
| Communication Services — 0.7% | ||||||||
| BT Group PLC, Cl A | 310,918 | 785 | ||||||
| Vodafone Group PLC | 630,614 | 835 | ||||||
| 1,620 | ||||||||
| SEI Institutional Managed Trust | 91 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Continued)
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Consumer Discretionary — 1.0% | ||||||||
| Inchcape PLC | 11,934 | $ | 122 | |||||
| Kingfisher PLC | 106,212 | 399 | ||||||
| Next PLC, Cl A | 4,845 | 935 | ||||||
| Pearson PLC | 46,753 | 744 | ||||||
| 2,200 | ||||||||
| Consumer Staples — 4.6% | ||||||||
| British American Tobacco PLC | 21,347 | 1,322 | ||||||
| Coca-Cola Europacific Partners PLC | 2,095 | 210 | ||||||
| Coca-Cola HBC AG | 12,476 | 814 | ||||||
| Imperial Brands PLC | 80,474 | 2,976 | ||||||
| J Sainsbury PLC | 278,719 | 1,183 | ||||||
| Premier Foods PLC | 179,668 | 489 | ||||||
| Tesco PLC | 489,131 | 2,983 | ||||||
| Unilever PLC | 7,519 | 452 | ||||||
| 10,429 | ||||||||
| Energy — 1.0% | ||||||||
| BP PLC ADR | 9,195 | 340 | ||||||
| BP PLC | 63,273 | 390 | ||||||
| Shell PLC | 41,323 | 1,607 | ||||||
| 2,337 | ||||||||
| Financials — 1.5% | ||||||||
| 3i Group PLC | 9,864 | 325 | ||||||
| Aviva PLC | 13,218 | 114 | ||||||
| HSBC Holdings PLC | 86,751 | 1,641 | ||||||
| IG Group Holdings PLC | 28,563 | 689 | ||||||
| Lion Finance Group PLC | 4,184 | 630 | ||||||
| 3,399 | ||||||||
| Health Care — 1.3% | ||||||||
| AstraZeneca PLC | 1,771 | 336 | ||||||
| GSK PLC | 86,250 | 2,266 | ||||||
| GSK PLC ADR | 1,873 | 98 | ||||||
| Haleon PLC | 62,726 | 289 | ||||||
| 2,989 | ||||||||
| Industrials — 1.6% | ||||||||
| BAE Systems PLC | 36,669 | 899 | ||||||
| Balfour Beatty PLC | 63,348 | 729 | ||||||
| Ferguson Enterprises Inc | 1,009 | 241 | ||||||
| Howden Joinery Group PLC | 30,399 | 338 | ||||||
| Keller Group PLC | 5,151 | 181 | ||||||
| Mitie Group PLC | 123,976 | 246 | ||||||
| QinetiQ Group PLC | 16,078 | 90 | ||||||
| RELX PLC | 742 | 24 | ||||||
| Serco Group PLC | 295,564 | 859 | ||||||
| 3,607 | ||||||||
| Information Technology — 0.3% | ||||||||
| Computacenter PLC | 4,228 | 239 | ||||||
| Sage Group PLC/The | 51,398 | 558 | ||||||
| 797 | ||||||||
| Market Value | ||||||||
| Description | Shares | ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Materials — 0.1% | ||||||||
| ATALAYA MINING COPPER SA | 21,294 | $ | 231 | |||||
| Utilities — 0.2% | ||||||||
| Centrica PLC | 152,187 | 345 | ||||||
| Drax Group PLC | 8,961 | 90 | ||||||
| 435 | ||||||||
| Total United Kingdom | 28,044 | |||||||
| Total Common Stock | ||||||||
| (Cost $129,094) ($ Thousands) | 218,290 | |||||||
| PREFERRED STOCK — 0.6% | ||||||||
| Germany — 0.6% | ||||||||
| Consumer Staples — 0.6% | ||||||||
| Henkel AG & Co KGaA(A) | 17,294 | 1,455 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $1,126) ($ Thousands) | 1,455 | |||||||
| CASH EQUIVALENT — 0.4% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 899,328 | 899 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $899) ($ Thousands) | 899 | |||||||
| Total Investments in Securities — 97.0% | ||||||||
| (Cost $131,119) ($ Thousands) | $ | 220,644 | ||||||
Percentages are based on Net Assets of $227,393 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| ‡ | Real Estate Investment Trust. |
| (A) | No interest rate available. |
| 92 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Managed International Managed Volatility Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| Euro STOXX 50 | 1 | Sep-2026 | $ | 73 | $ | 73 | $ | 1 | ||||||||||
| FTSE 100 Index | 1 | Sep-2026 | 140 | 140 | 2 | |||||||||||||
| TOPIX Index | 1 | Sep-2026 | 244 | 246 | 6 | |||||||||||||
| $ | 457 | $ | 459 | $ | 9 | |||||||||||||
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 2,008 | $ | 19,396 | $ | (20,505 | ) | $ | — | $ | — | $ | 899 | $ | 56 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary for abbreviations”.
| SEI Institutional Managed Trust | 93 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Real Estate Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 98.1% | ||||||||
| Real Estate — 98.1% | ||||||||
| Agree Realty Corp ‡ | 22,859 | $ | 1,731 | |||||
| Alexandria Real Estate Equities Inc ‡ | 13,130 | 694 | ||||||
| American Healthcare REIT Inc ‡ | 25,000 | 1,304 | ||||||
| American Homes 4 Rent, Cl A ‡ | 19,390 | 650 | ||||||
| American Tower Corp, Cl A ‡ | 19,800 | 3,239 | ||||||
| Americold Realty Trust Inc ‡ | 18,090 | 284 | ||||||
| Brixmor Property Group Inc ‡ | 67,720 | 2,135 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 16,940 | 350 | ||||||
| Camden Property Trust ‡ | 15,561 | 1,782 | ||||||
| CareTrust REIT Inc ‡ | 8,976 | 362 | ||||||
| CBRE Group Inc, Cl A * | 11,440 | 1,541 | ||||||
| Cousins Properties Inc ‡ | 24,252 | 727 | ||||||
| Crown Castle Inc ‡ | 27,030 | 2,047 | ||||||
| CubeSmart ‡ | 3,300 | 131 | ||||||
| DiamondRock Hospitality Co ‡ | 38,265 | 466 | ||||||
| Digital Realty Trust Inc, Cl A ‡ | 19,710 | 3,539 | ||||||
| Diversified Healthcare Trust ‡ | 34,383 | 320 | ||||||
| Empire State Realty Trust Inc, Cl A ‡ | 41,289 | 223 | ||||||
| Equinix Inc ‡ | 5,385 | 5,613 | ||||||
| Equity LifeStyle Properties Inc ‡ | 19,470 | 1,255 | ||||||
| Equity Residential ‡ | 4,000 | 272 | ||||||
| Essex Property Trust Inc ‡ | 915 | 267 | ||||||
| Extra Space Storage Inc ‡ | 13,770 | 2,001 | ||||||
| First Industrial Realty Trust Inc ‡ | 29,110 | 1,785 | ||||||
| Host Hotels & Resorts Inc ‡ | 37,060 | 879 | ||||||
| Independence Realty Trust Inc ‡ | 27,970 | 467 | ||||||
| Invitation Homes Inc ‡ | 48,430 | 1,463 | ||||||
| Iron Mountain Inc ‡ | 14,370 | 1,815 | ||||||
| Janus Living Inc, Cl A ‡ | 13,150 | 378 | ||||||
| Jones Lang LaSalle Inc * | 1,270 | 394 | ||||||
| Kilroy Realty Corp ‡ | 8,063 | 302 | ||||||
| Kimco Realty Corp ‡ | 72,140 | 1,829 | ||||||
| Kite Realty Group Trust ‡ | 55,210 | 1,567 | ||||||
| Lamar Advertising Co, Cl A ‡ | 4,080 | 636 | ||||||
| Lineage Inc ‡ | 4,273 | 185 | ||||||
| LTC Properties Inc ‡ | 10,240 | 394 | ||||||
| LXP Industrial Trust ‡ | 11,200 | 603 | ||||||
| Macerich Co/The ‡ | 51,360 | 1,294 | ||||||
| Mid-America Apartment Communities Inc ‡ | 4,010 | 557 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| NETSTREIT Corp ‡ | 18,950 | $ | 400 | |||||
| Omega Healthcare Investors Inc ‡ | 4,670 | 223 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 14,680 | 134 | ||||||
| Prologis Inc ‡ | 36,440 | 4,936 | ||||||
| Public Storage ‡ | 6,250 | 1,989 | ||||||
| Realty Income Corp ‡ | 27,710 | 1,717 | ||||||
| Rexford Industrial Realty Inc ‡ | 13,720 | 460 | ||||||
| Ryman Hospitality Properties Inc ‡ | 4,400 | 566 | ||||||
| Sabra Health Care REIT Inc ‡ | 40,500 | 790 | ||||||
| SBA Communications Corp, Cl A ‡ | 3,970 | 700 | ||||||
| Simon Property Group Inc ‡ | 9,680 | 2,165 | ||||||
| SL Green Realty Corp ‡ | 7,257 | 376 | ||||||
| Smartstop Self Storage REIT Inc ‡ | 11,940 | 388 | ||||||
| STAG Industrial Inc ‡ | 6,790 | 258 | ||||||
| Sun Communities Inc ‡ | 3,030 | 363 | ||||||
| UDR Inc ‡ | 42,280 | 1,688 | ||||||
| Ventas Inc ‡ | 36,200 | 3,215 | ||||||
| VICI Properties Inc, Cl A ‡ | 44,100 | 1,171 | ||||||
| Vornado Realty Trust ‡ | 14,620 | 575 | ||||||
| Welltower Inc ‡ | 29,820 | 6,768 | ||||||
| Weyerhaeuser Co ‡ | 25,800 | 618 | ||||||
| 74,981 | ||||||||
| Total Common Stock | ||||||||
| (Cost $52,103) ($ Thousands) | 74,981 | |||||||
| CASH EQUIVALENT — 1.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 1,332,397 | 1,332 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $1,332) ($ Thousands) | 1,332 | |||||||
| Total Investments in Securities — 99.8% | ||||||||
| (Cost $53,435) ($ Thousands) | $ | 76,313 | ||||||
Percentages are based on Net Assets of $76,486 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| ‡ | Real Estate Investment Trust. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value
9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized
Gain (Loss) | Change
in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 1,546 | $ | 10,334 | $ | (10,548 | ) | $ | — | $ | — | $ | 1,332 | $ | 31 | $ | — | |||||||||||||||
| Amounts designated as “—” are $0 or have been rounded to $0. | See “Glossary” for abbreviations. |
| 94 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES — 38.9% | ||||||||
| Agency Mortgage-Backed Obligations — 33.2% | ||||||||
| FHLMC | ||||||||
| 7.500%, 05/01/2031 to 02/01/2038 | $ | 82 | $ | 83 | ||||
| 7.000%, 04/01/2031 to 03/01/2039 | 31 | 33 | ||||||
| 6.500%, 10/01/2031 to 04/01/2056 | 9,105 | 9,460 | ||||||
| 6.000%, 02/01/2032 to 08/01/2055 | 20,396 | 21,128 | ||||||
| 5.500%, 12/01/2052 to 06/01/2055 | 25,612 | 25,914 | ||||||
| 5.000%, 06/01/2033 to 05/01/2056 | 15,039 | 14,887 | ||||||
| 4.500%, 04/01/2035 to 10/01/2053 | 27,035 | 26,339 | ||||||
| 4.000%, 08/01/2041 to 02/01/2053 | 26,873 | 25,283 | ||||||
| 3.500%, 01/01/2038 to 08/01/2053 | 22,012 | 20,291 | ||||||
| 3.000%, 09/01/2030 to 06/01/2052 | 42,556 | 38,021 | ||||||
| 2.500%, 10/01/2031 to 05/01/2052 | 56,288 | 48,029 | ||||||
| 2.000%, 10/01/2031 to 03/01/2052 | 37,622 | 30,969 | ||||||
| FHLMC ARM | ||||||||
| 5.559%, SOFR30A + 2.330%, 07/01/2055(A) | 676 | 684 | ||||||
| 5.527%, RFUCCT1Y + 1.619%, 11/01/2047(A) | 224 | 232 | ||||||
| 5.430%, SOFR30A + 2.330%, 08/01/2055(A) | 671 | 678 | ||||||
| 5.378%, SOFR30A + 2.090%, 05/01/2055(A) | 243 | 246 | ||||||
| 5.316%, SOFR30A + 2.105%, 08/01/2055(A) | 397 | 400 | ||||||
| 5.305%, SOFR30A + 2.330%, 08/01/2055(A) | 515 | 519 | ||||||
| 5.242%, SOFR30A + 2.075%, 07/01/2055(A) | 992 | 1,000 | ||||||
| 5.202%, SOFR30A + 2.075%, 07/01/2055(A) | 340 | 342 | ||||||
| 5.159%, SOFR30A + 2.203%, 06/01/2055(A) | 706 | 708 | ||||||
| 4.946%, SOFR30A + 2.139%, 02/01/2056(A) | 1,506 | 1,508 | ||||||
| 4.929%, SOFR30A + 2.257%, 02/01/2054(A) | 296 | 296 | ||||||
| 4.802%, SOFR30A + 2.098%, 07/01/2056(A) | 1,181 | 1,179 | ||||||
| 4.782%, SOFR30A + 2.147%, 01/01/2055(A) | 796 | 803 | ||||||
| 4.770%, SOFR30A + 2.095%, 06/01/2056(A) | 900 | 892 | ||||||
| 4.719%, SOFR30A + 2.192%, 03/01/2056(A) | 1,608 | 1,594 | ||||||
| 4.688%, SOFR30A + 2.335%, 10/01/2054(A) | 667 | 665 | ||||||
| 4.606%, SOFR30A + 2.138%, 05/01/2056(A) | 4,655 | 4,604 | ||||||
| 4.301%, SOFR30A + 2.181%, 06/01/2056(A) | 961 | 938 | ||||||
| 4.235%, SOFR30A + 2.340%, 07/01/2056(A) | 524 | 514 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| 4.166%, SOFR30A + 2.304%, 05/01/2053(A) | $ | 1,147 | $ | 1,152 | ||||
| 3.850%, RFUCCT1Y + 1.621%, 02/01/2050(A) | 472 | 484 | ||||||
| 3.006%, RFUCCT1Y + 1.628%, 11/01/2048(A) | 876 | 884 | ||||||
| 2.739%, RFUCCT1Y + 1.635%, 12/01/2050(A) | 381 | 362 | ||||||
| FHLMC CMO, Ser 2001-2277, Cl B | ||||||||
| 7.500%, 01/15/2031 | 11 | 11 | ||||||
| FHLMC CMO, Ser 2002-2399, Cl XG | ||||||||
| 6.500%, 01/15/2032 | 72 | 74 | ||||||
| FHLMC CMO, Ser 2006-R007, Cl ZA | ||||||||
| 6.000%, 05/15/2036 | 257 | 266 | ||||||
| FHLMC CMO, Ser 2007-3294, Cl CB | ||||||||
| 5.500%, 03/15/2037 | 72 | 74 | ||||||
| FHLMC CMO, Ser 2007-3316, Cl JO, PO | ||||||||
| 0.000%, 05/15/2037(B) | 1 | 1 | ||||||
| FHLMC CMO, Ser 2010-3693, Cl FC | ||||||||
| 4.207%, SOFR30A + 0.614%, 07/15/2040(A) | 156 | 156 | ||||||
| FHLMC CMO, Ser 2011-3919, Cl FA | ||||||||
| 4.207%, SOFR30A + 0.614%, 09/15/2041(A) | 154 | 153 | ||||||
| FHLMC CMO, Ser 2011-3958, Cl AF | ||||||||
| 4.157%, SOFR30A + 0.564%, 11/15/2041(A) | 139 | 138 | ||||||
| FHLMC CMO, Ser 2011-3975, Cl FA | ||||||||
| 4.197%, SOFR30A + 0.604%, 12/15/2041(A) | 127 | 127 | ||||||
| FHLMC CMO, Ser 2012-264, Cl 30 | ||||||||
| 3.000%, 07/15/2042 | 633 | 575 | ||||||
| FHLMC CMO, Ser 2012-271, Cl 30 | ||||||||
| 3.000%, 08/15/2042 | 174 | 159 | ||||||
| FHLMC CMO, Ser 2012-3990, Cl FG | ||||||||
| 4.157%, SOFR30A + 0.564%, 01/15/2042(A) | 157 | 157 | ||||||
| FHLMC CMO, Ser 2012-4059, Cl FP | ||||||||
| 4.157%, SOFR30A + 0.564%, 06/15/2042(A) | 190 | 189 | ||||||
| FHLMC CMO, Ser 2012-4091, Cl BX | ||||||||
| 3.250%, 10/15/2041 | 329 | 307 | ||||||
| FHLMC CMO, Ser 2012-4091, Cl EX | ||||||||
| 3.375%, 07/15/2042 | 201 | 188 | ||||||
| FHLMC CMO, Ser 2012-4091, Cl FN | ||||||||
| 4.107%, SOFR30A + 0.514%, 08/15/2042(A) | 187 | 185 | ||||||
| FHLMC CMO, Ser 2012-4091, Cl MX | ||||||||
| 3.250%, 02/15/2042 | 246 | 228 | ||||||
| FHLMC CMO, Ser 2012-4117, Cl HB | ||||||||
| 2.500%, 10/15/2042 | 231 | 206 | ||||||
| FHLMC CMO, Ser 2013-4160, Cl HP | ||||||||
| 2.500%, 01/15/2033 | 162 | 154 | ||||||
| SEI Institutional Managed Trust | 95 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC CMO, Ser 2013-4184, Cl FN | ||||||||
| 4.057%, SOFR30A + 0.464%, 03/15/2043(A) | $ | 108 | $ | 106 | ||||
| FHLMC CMO, Ser 2013-4210, Cl Z | ||||||||
| 3.000%, 05/15/2043 | 79 | 66 | ||||||
| FHLMC CMO, Ser 2013-4240, Cl FA | ||||||||
| 4.207%, SOFR30A + 0.614%, 08/15/2043(A) | 618 | 613 | ||||||
| FHLMC CMO, Ser 2013-4281, Cl FA | ||||||||
| 4.107%, SOFR30A + 0.514%, 12/15/2043(A) | 82 | 81 | ||||||
| FHLMC CMO, Ser 2014-326, Cl F2 | ||||||||
| 4.257%, SOFR30A + 0.664%, 03/15/2044(A) | 238 | 237 | ||||||
| FHLMC CMO, Ser 2014-4290, Cl LF | ||||||||
| 4.107%, SOFR30A + 0.514%, 07/15/2035(A) | 241 | 239 | ||||||
| FHLMC CMO, Ser 2014-4303, Cl FA | ||||||||
| 4.057%, SOFR30A + 0.464%, 02/15/2044(A) | 152 | 150 | ||||||
| FHLMC CMO, Ser 2014-4391, Cl MZ | ||||||||
| 3.000%, 09/15/2044 | 138 | 125 | ||||||
| FHLMC CMO, Ser 2015-4427, Cl CE | ||||||||
| 3.000%, 02/15/2034 | 24 | 24 | ||||||
| FHLMC CMO, Ser 2015-4446, Cl CP | ||||||||
| 2.250%, 03/15/2045 | 285 | 254 | ||||||
| FHLMC CMO, Ser 2016-4587, Cl AF | ||||||||
| 4.057%, SOFR30A + 0.464%, 06/15/2046(A) | 246 | 244 | ||||||
| FHLMC CMO, Ser 2016-4604, Cl FB | ||||||||
| 4.107%, SOFR30A + 0.514%, 08/15/2046(A) | 513 | 509 | ||||||
| FHLMC CMO, Ser 2016-4611, Cl BF | ||||||||
| 4.107%, SOFR30A + 0.514%, 06/15/2041(A) | 1,953 | 1,935 | ||||||
| FHLMC CMO, Ser 2016-4620, Cl LF | ||||||||
| 4.107%, SOFR30A + 0.514%, 10/15/2046(A) | 273 | 271 | ||||||
| FHLMC CMO, Ser 2017-356, Cl 300 | ||||||||
| 3.000%, 09/15/2047 | 870 | 776 | ||||||
| FHLMC CMO, Ser 2017-4709, Cl FA | ||||||||
| 4.007%, SOFR30A + 0.414%, 08/15/2047(A) | 204 | 202 | ||||||
| FHLMC CMO, Ser 2017-4719, Cl LA | ||||||||
| 3.500%, 09/15/2047 | 297 | 275 | ||||||
| FHLMC CMO, Ser 2017-4719, Cl LM | ||||||||
| 3.000%, 09/15/2047 | 234 | 210 | ||||||
| FHLMC CMO, Ser 2017-4742, Cl PA | ||||||||
| 3.000%, 10/15/2047 | 5 | 5 | ||||||
| FHLMC CMO, Ser 2018-4813, Cl CJ | ||||||||
| 3.000%, 08/15/2048 | 158 | 138 | ||||||
| FHLMC CMO, Ser 2018-4818, Cl CA | ||||||||
| 3.000%, 04/15/2048 | 310 | 275 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC CMO, Ser 2018-4826, Cl KF | ||||||||
| 4.007%, SOFR30A + 0.414%, 09/15/2048(A) | $ | 210 | $ | 206 | ||||
| FHLMC CMO, Ser 2018-4846, Cl PA | ||||||||
| 4.000%, 06/15/2047 | – | – | ||||||
| FHLMC CMO, Ser 2018-4854, Cl FB | ||||||||
| 4.007%, SOFR30A + 0.414%, 01/15/2049(A) | 511 | 506 | ||||||
| FHLMC CMO, Ser 2018-4857, Cl JA | ||||||||
| 3.350%, 01/15/2049 | 833 | 794 | ||||||
| FHLMC CMO, Ser 2019-4880, Cl DA | ||||||||
| 3.000%, 05/15/2050 | 457 | 419 | ||||||
| FHLMC CMO, Ser 2019-4903, Cl NF | ||||||||
| 4.142%, SOFR30A + 0.514%, 08/25/2049(A) | 181 | 178 | ||||||
| FHLMC CMO, Ser 2019-4927, Cl BG | ||||||||
| 3.000%, 11/25/2049 | 401 | 367 | ||||||
| FHLMC CMO, Ser 2019-4937, Cl MD | ||||||||
| 2.500%, 10/25/2049 | 403 | 355 | ||||||
| FHLMC CMO, Ser 2019-4940, Cl AG | ||||||||
| 3.000%, 05/15/2040 | 233 | 220 | ||||||
| FHLMC CMO, Ser 2019-4944, Cl AC | ||||||||
| 2.400%, 05/15/2044 | 893 | 794 | ||||||
| FHLMC CMO, Ser 2020-4951, Cl EA | ||||||||
| 2.500%, 09/15/2044 | 330 | 292 | ||||||
| FHLMC CMO, Ser 2020-4954, Cl LB | ||||||||
| 2.500%, 02/25/2050 | 241 | 210 | ||||||
| FHLMC CMO, Ser 2020-4957, Cl MY | ||||||||
| 3.000%, 02/25/2050 | 312 | 261 | ||||||
| FHLMC CMO, Ser 2020-4980, Cl KI, IO | ||||||||
| 4.500%, 06/25/2050 | 1,383 | 320 | ||||||
| FHLMC CMO, Ser 2020-4988, Cl KF | ||||||||
| 4.092%, SOFR30A + 0.464%, 07/25/2050(A) | 285 | 282 | ||||||
| FHLMC CMO, Ser 2020-4991, Cl QV | ||||||||
| 2.000%, 09/25/2045 | 262 | 224 | ||||||
| FHLMC CMO, Ser 2020-5020, Cl ET | ||||||||
| 3.500%, 10/25/2050 | 364 | 333 | ||||||
| FHLMC CMO, Ser 2021-5091, Cl AB | ||||||||
| 1.500%, 03/25/2051 | 684 | 554 | ||||||
| FHLMC CMO, Ser 2021-5092, Cl AP | ||||||||
| 2.000%, 04/25/2041 | 302 | 266 | ||||||
| FHLMC CMO, Ser 2021-5092, Cl HE | ||||||||
| 2.000%, 02/25/2051 | 429 | 360 | ||||||
| FHLMC CMO, Ser 2021-5118, Cl CA | ||||||||
| 1.500%, 10/15/2033 | 387 | 358 | ||||||
| FHLMC CMO, Ser 2022-5202, Cl TA | ||||||||
| 2.500%, 12/25/2048 | 687 | 624 | ||||||
| FHLMC CMO, Ser 2022-5217, Cl CD | ||||||||
| 2.500%, 07/25/2049 | 407 | 377 | ||||||
| FHLMC CMO, Ser 2022-5224, Cl HL | ||||||||
| 4.000%, 04/25/2052 | 2,100 | 1,939 | ||||||
| 96 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC CMO, Ser 2022-5228, Cl TN | ||||||||
| 3.500%, 07/25/2039 | $ | 264 | $ | 252 | ||||
| FHLMC CMO, Ser 2023-5293, Cl IO, IO | ||||||||
| 2.000%, 03/25/2051 | 2,390 | 297 | ||||||
| FHLMC CMO, Ser 2023-5335, Cl FB | ||||||||
| 4.407%, SOFR30A + 0.814%, 10/15/2039(A) | 688 | 692 | ||||||
| FHLMC CMO, Ser 2024-5396, Cl HF | ||||||||
| 4.578%, SOFR30A + 0.950%, 04/25/2054(A) | 897 | 901 | ||||||
| FHLMC CMO, Ser 2024-5410, Cl JY | ||||||||
| 3.000%, 03/15/2044 | 462 | 397 | ||||||
| FHLMC CMO, Ser 2024-5451, Cl FD | ||||||||
| 4.107%, SOFR30A + 0.514%, 01/15/2044(A) | 302 | 299 | ||||||
| FHLMC CMO, Ser 2024-5452, Cl KY | ||||||||
| 3.000%, 03/15/2044 | 489 | 425 | ||||||
| FHLMC CMO, Ser 2024-5473, Cl BF | ||||||||
| 4.928%, SOFR30A + 1.300%, 11/25/2054(A) | 548 | 552 | ||||||
| FHLMC CMO, Ser 2025-5529, Cl HA | ||||||||
| 3.000%, 03/15/2043 | 332 | 313 | ||||||
| FHLMC CMO, Ser 2025-5605, Cl NF | ||||||||
| 4.578%, SOFR30A + 0.950%, 12/25/2055(A) | 4,476 | 4,475 | ||||||
| FHLMC CMO, Ser 2026-459, Cl GH | ||||||||
| 4.800%, 07/25/2031 | 4,815 | 4,814 | ||||||
| FHLMC Multiclass Certificates, Ser P009, Cl A2 | ||||||||
| 1.878%, 01/25/2031 | 500 | 449 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser 150, Cl X1, IO | ||||||||
| 0.447%, 09/25/2032(A) | 8,470 | 163 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO | ||||||||
| 0.302%, 11/25/2032(A) | 14,629 | 166 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO | ||||||||
| 0.526%, 01/25/2033(A) | 13,687 | 310 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO | ||||||||
| 0.421%, 04/25/2033(A) | 8,961 | 163 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO | ||||||||
| 1.008%, 06/25/2029(A) | 1,910 | 43 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO | ||||||||
| 1.282%, 06/25/2029(A) | 4,850 | 153 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO | ||||||||
| 1.435%, 01/25/2030(A) | 3,221 | 130 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO | ||||||||
| 1.750%, 04/25/2030(A) | 1,744 | 88 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO | ||||||||
| 1.117%, 10/25/2030(A) | $ | 5,302 | $ | 188 | ||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO | ||||||||
| 0.602%, 03/25/2031(A) | 8,913 | 173 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO | ||||||||
| 0.489%, 12/25/2031(A) | 11,909 | 177 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO | ||||||||
| 0.404%, 08/25/2032(A) | 11,216 | 186 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K540, Cl AS | ||||||||
| 4.112%, SOFR30A + 0.520%, 11/25/2029(A) | 743 | 741 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO | ||||||||
| 1.002%, 05/25/2028(A) | 3,888 | 57 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO | ||||||||
| 1.259%, 06/25/2027(A) | 685 | 5 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser Q032, Cl A | ||||||||
| 4.950%, 11/25/2054(A) | 268 | 267 | ||||||
| FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2 | ||||||||
| 3.291%, 03/25/2027 | 320 | 317 | ||||||
| FHLMC Seasoned Credit Risk Transfer Trust Series, Ser 2016-1, Cl M2 | ||||||||
| 3.750%, 09/25/2055(A)(C) | 1,554 | 1,432 | ||||||
| FHLMC Seasoned Credit Risk Transfer Trust Series, Ser 2019-1, Cl M | ||||||||
| 4.750%, 07/25/2058(A)(C) | 1,998 | 1,998 | ||||||
| FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A | ||||||||
| 2.112%, 10/25/2037(A) | 50 | 46 | ||||||
| FNMA | ||||||||
| 7.500%, 10/01/2037 to 04/01/2039 | 44 | 46 | ||||||
| 7.000%, 04/01/2032 to 07/01/2056 | 1,046 | 1,114 | ||||||
| 6.500%, 03/01/2031 to 11/01/2055 | 2,307 | 2,428 | ||||||
| 6.000%, 02/01/2034 to 02/01/2056 | 28,139 | 29,020 | ||||||
| 5.500%, 02/01/2035 to 09/01/2056 | 49,072 | 49,558 | ||||||
| 5.000%, 06/01/2038 to 11/01/2053 | 24,082 | 23,858 | ||||||
| 4.500%, 06/01/2035 to 08/01/2058 | 37,997 | 36,868 | ||||||
| 4.200%, 01/01/2029 | 775 | 770 | ||||||
| 4.000%, 01/01/2027 to 09/01/2062 | 33,021 | 31,287 | ||||||
| 3.500%, 05/01/2033 to 05/01/2052 | 18,719 | 17,276 | ||||||
| 3.000%, 10/01/2030 to 07/01/2060 | 90,694 | 82,173 | ||||||
| 2.500%, 03/01/2035 to 09/01/2061 | 50,535 | 43,224 | ||||||
| 2.435%, 10/01/2051 | 1,979 | 1,268 | ||||||
| 2.000%, 02/01/2031 to 04/01/2052 | 53,404 | 44,597 | ||||||
| 1.850%, 09/01/2035 | 444 | 391 | ||||||
| 1.790%, 08/01/2031 | 512 | 447 | ||||||
| SEI Institutional Managed Trust | 97 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA ARM | ||||||||
| 5.587%, SOFR30A + 2.097%, 12/01/2053(A) | $ | 381 | $ | 386 | ||||
| 5.585%, SOFR30A + 2.060%, 08/01/2055(A) | 662 | 673 | ||||||
| 5.288%, SOFR30A + 2.339%, 08/01/2054(A) | 910 | 922 | ||||||
| 5.161%, SOFR30A + 2.318%, 02/01/2055(A) | 1,065 | 1,073 | ||||||
| 5.016%, SOFR30A + 2.300%, 04/01/2056(A) | 497 | 498 | ||||||
| 4.964%, SOFR30A + 2.310%, 05/01/2055(A) | 727 | 729 | ||||||
| 4.867%, SOFR30A + 2.300%, 06/01/2056(A) | 892 | 893 | ||||||
| 4.850%, SOFR30A + 2.277%, 07/01/2054(A) | 1,516 | 1,519 | ||||||
| 4.832%, SOFR30A + 2.124%, 06/01/2056(A) | 1,935 | 1,935 | ||||||
| 4.800%, SOFR30A + 2.050%, 06/01/2056(A) | 660 | 660 | ||||||
| 4.672%, SOFR30A + 2.299%, 04/01/2053(A) | 3,151 | 3,164 | ||||||
| 4.621%, SOFR30A + 2.129%, 08/01/2052(A) | 395 | 395 | ||||||
| 4.578%, SOFR30A + 2.126%, 08/01/2052(A) | 811 | 811 | ||||||
| 4.567%, SOFR30A + 2.105%, 07/01/2056(A) | 1,240 | 1,226 | ||||||
| 4.366%, SOFR30A + 2.126%, 07/01/2052(A) | 735 | 731 | ||||||
| 4.322%, SOFR30A + 2.158%, 01/01/2055(A) | 754 | 760 | ||||||
| 4.278%, SOFR30A + 2.310%, 07/01/2056(A) | 530 | 523 | ||||||
| 4.130%, SOFR30A + 2.129%, 11/01/2052(A) | 490 | 492 | ||||||
| 4.129%, SOFR30A + 2.132%, 10/01/2052(A) | 1,437 | 1,446 | ||||||
| 4.093%, SOFR30A + 2.120%, 09/01/2052(A) | 544 | 548 | ||||||
| 4.086%, SOFR30A + 2.310%, 07/01/2056(A) | 533 | 522 | ||||||
| 2.748%, RFUCCT1Y + 1.606%, 06/01/2050(A) | 277 | 268 | ||||||
| FNMA CMO, Ser 1999-11, Cl Z | ||||||||
| 5.500%, 03/25/2029 | 11 | 11 | ||||||
| FNMA CMO, Ser 2005-29, Cl ZA | ||||||||
| 5.500%, 04/25/2035 | 81 | 82 | ||||||
| FNMA CMO, Ser 2006-112, Cl ST, IO | ||||||||
| 2.958%, 11/25/2036(A) | 165 | 7 | ||||||
| FNMA CMO, Ser 2009-103, Cl MB | ||||||||
| 5.974%, 12/25/2039(A) | 12 | 12 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA CMO, Ser 2009-86, Cl BO, PO | ||||||||
| 0.000%, 03/25/2037(B) | $ | 150 | $ | 134 | ||||
| FNMA CMO, Ser 2010-107, Cl FB | ||||||||
| 4.152%, SOFR30A + 0.524%, 09/25/2040(A) | 141 | 140 | ||||||
| FNMA CMO, Ser 2011-111, Cl DB | ||||||||
| 4.000%, 11/25/2041 | 304 | 291 | ||||||
| FNMA CMO, Ser 2011-117, Cl AF | ||||||||
| 4.192%, SOFR30A + 0.564%, 11/25/2041(A) | 126 | 125 | ||||||
| FNMA CMO, Ser 2011-117, Cl FA | ||||||||
| 4.192%, SOFR30A + 0.564%, 11/25/2041(A) | 297 | 295 | ||||||
| FNMA CMO, Ser 2011-127, Cl FC | ||||||||
| 4.192%, SOFR30A + 0.564%, 12/25/2041(A) | 137 | 136 | ||||||
| FNMA CMO, Ser 2011-142, Cl EF | ||||||||
| 4.242%, SOFR30A + 0.614%, 01/25/2042(A) | 156 | 155 | ||||||
| FNMA CMO, Ser 2011-55, Cl FH | ||||||||
| 4.182%, SOFR30A + 0.554%, 06/25/2041(A) | 104 | 103 | ||||||
| FNMA CMO, Ser 2011-59, Cl NZ | ||||||||
| 5.500%, 07/25/2041 | 551 | 561 | ||||||
| FNMA CMO, Ser 2012-118, Cl VZ | ||||||||
| 3.000%, 11/25/2042 | 294 | 269 | ||||||
| FNMA CMO, Ser 2012-12, Cl FA | ||||||||
| 4.242%, SOFR30A + 0.614%, 02/25/2042(A) | 136 | 135 | ||||||
| FNMA CMO, Ser 2012-28, Cl B | ||||||||
| 6.500%, 06/25/2039 | 1 | 1 | ||||||
| FNMA CMO, Ser 2012-46, Cl BA | ||||||||
| 6.000%, 05/25/2042 | 67 | 69 | ||||||
| FNMA CMO, Ser 2012-47, Cl JF | ||||||||
| 4.242%, SOFR30A + 0.614%, 05/25/2042(A) | 184 | 183 | ||||||
| FNMA CMO, Ser 2013-11, Cl AP | ||||||||
| 1.500%, 01/25/2043 | 527 | 481 | ||||||
| FNMA CMO, Ser 2013-111, Cl PL | ||||||||
| 2.000%, 12/25/2042 | 167 | 151 | ||||||
| FNMA CMO, Ser 2013-35, Cl CL | ||||||||
| 3.000%, 02/25/2043 | 3,465 | 3,415 | ||||||
| FNMA CMO, Ser 2013-9, Cl BC | ||||||||
| 6.500%, 07/25/2042 | 80 | 84 | ||||||
| FNMA CMO, Ser 2013-9, Cl CB | ||||||||
| 5.500%, 04/25/2042 | 560 | 570 | ||||||
| FNMA CMO, Ser 2014-25, Cl EL | ||||||||
| 3.000%, 05/25/2044 | 325 | 295 | ||||||
| FNMA CMO, Ser 2014-6, Cl Z | ||||||||
| 2.500%, 02/25/2044 | 240 | 212 | ||||||
| FNMA CMO, Ser 2014-74, Cl FC | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2044(A) | 150 | 149 | ||||||
| 98 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA CMO, Ser 2015-32, Cl FA | ||||||||
| 4.042%, SOFR30A + 0.414%, 05/25/2045(A) | $ | 303 | $ | 296 | ||||
| FNMA CMO, Ser 2015-48, Cl FB | ||||||||
| 4.042%, SOFR30A + 0.414%, 07/25/2045(A) | 356 | 349 | ||||||
| FNMA CMO, Ser 2015-65, Cl CZ | ||||||||
| 3.500%, 09/25/2045 | 292 | 258 | ||||||
| FNMA CMO, Ser 2015-72, Cl GL | ||||||||
| 3.000%, 10/25/2045 | 234 | 205 | ||||||
| FNMA CMO, Ser 2015-8, Cl AP | ||||||||
| 2.000%, 03/25/2045 | 539 | 481 | ||||||
| FNMA CMO, Ser 2015-84, Cl PA | ||||||||
| 1.700%, 08/25/2033 | 305 | 287 | ||||||
| FNMA CMO, Ser 2016-11, Cl CF | ||||||||
| 4.092%, SOFR30A + 0.464%, 03/25/2046(A) | 140 | 139 | ||||||
| FNMA CMO, Ser 2016-19, Cl FD | ||||||||
| 4.142%, SOFR30A + 0.514%, 04/25/2046(A) | 857 | 852 | ||||||
| FNMA CMO, Ser 2016-22, Cl FA | ||||||||
| 4.142%, SOFR30A + 0.514%, 04/25/2046(A) | 375 | 372 | ||||||
| FNMA CMO, Ser 2016-22, Cl FG | ||||||||
| 4.142%, SOFR30A + 0.514%, 04/25/2046(A) | 328 | 326 | ||||||
| FNMA CMO, Ser 2016-48, Cl MA | ||||||||
| 2.000%, 06/25/2038 | 693 | 645 | ||||||
| FNMA CMO, Ser 2016-57, Cl PC | ||||||||
| 1.750%, 06/25/2046 | 1,717 | 1,456 | ||||||
| FNMA CMO, Ser 2016-64, Cl BC | ||||||||
| 1.750%, 09/25/2046 | 312 | 291 | ||||||
| FNMA CMO, Ser 2016-64, Cl PE | ||||||||
| 2.500%, 09/25/2046 | 363 | 280 | ||||||
| FNMA CMO, Ser 2016-69, Cl BF | ||||||||
| 4.142%, SOFR30A + 0.514%, 10/25/2046(A) | 296 | 294 | ||||||
| FNMA CMO, Ser 2016-75, Cl FE | ||||||||
| 4.142%, SOFR30A + 0.514%, 10/25/2046(A) | 218 | 217 | ||||||
| FNMA CMO, Ser 2016-78, Cl FA | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2044(A) | 137 | 136 | ||||||
| FNMA CMO, Ser 2016-79, Cl FH | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2046(A) | 225 | 223 | ||||||
| FNMA CMO, Ser 2016-82, Cl FE | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2046(A) | 490 | 487 | ||||||
| FNMA CMO, Ser 2016-82, Cl FH | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2046(A) | 461 | 457 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA CMO, Ser 2016-84, Cl FB | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2046(A) | $ | 222 | $ | 221 | ||||
| FNMA CMO, Ser 2016-86, Cl FE | ||||||||
| 4.142%, SOFR30A + 0.514%, 11/25/2046(A) | 569 | 564 | ||||||
| FNMA CMO, Ser 2016-91, Cl AF | ||||||||
| 4.142%, SOFR30A + 0.514%, 12/25/2046(A) | 195 | 194 | ||||||
| FNMA CMO, Ser 2017-11, Cl FA | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2047(A) | 83 | 83 | ||||||
| FNMA CMO, Ser 2017-113, Cl FB | ||||||||
| 3.992%, SOFR30A + 0.364%, 01/25/2048(A) | 85 | 84 | ||||||
| FNMA CMO, Ser 2017-12, Cl FD | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2047(A) | 222 | 220 | ||||||
| FNMA CMO, Ser 2017-23, Cl FA | ||||||||
| 4.142%, SOFR30A + 0.514%, 04/25/2047(A) | 255 | 253 | ||||||
| FNMA CMO, Ser 2017-26, Cl FA | ||||||||
| 4.092%, SOFR30A + 0.464%, 04/25/2047(A) | 549 | 545 | ||||||
| FNMA CMO, Ser 2017-35, Cl MC | ||||||||
| 2.625%, 12/25/2044 | 153 | 149 | ||||||
| FNMA CMO, Ser 2017-82, Cl FE | ||||||||
| 3.992%, SOFR30A + 0.364%, 10/25/2047(A) | 182 | 181 | ||||||
| FNMA CMO, Ser 2017-9, Cl BF | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2047(A) | 273 | 272 | ||||||
| FNMA CMO, Ser 2017-9, Cl DF | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2047(A) | 195 | 194 | ||||||
| FNMA CMO, Ser 2017-9, Cl EF | ||||||||
| 4.142%, SOFR30A + 0.514%, 03/25/2047(A) | 99 | 99 | ||||||
| FNMA CMO, Ser 2017-96, Cl FB | ||||||||
| 4.042%, SOFR30A + 0.414%, 12/25/2047(A) | 346 | 342 | ||||||
| FNMA CMO, Ser 2018-1, Cl FA | ||||||||
| 3.992%, SOFR30A + 0.364%, 02/25/2048(A) | 109 | 108 | ||||||
| FNMA CMO, Ser 2018-14, Cl KC | ||||||||
| 3.000%, 03/25/2048 | 545 | 516 | ||||||
| FNMA CMO, Ser 2018-36, Cl FD | ||||||||
| 3.992%, SOFR30A + 0.364%, 06/25/2048(A) | 450 | 446 | ||||||
| FNMA CMO, Ser 2018-38, Cl MA | ||||||||
| 3.300%, 06/25/2048 | 437 | 414 | ||||||
| FNMA CMO, Ser 2018-43, Cl CT | ||||||||
| 3.000%, 06/25/2048 | 504 | 440 | ||||||
| SEI Institutional Managed Trust | 99 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA CMO, Ser 2018-45, Cl TM | ||||||||
| 3.000%, 06/25/2048 | $ | 350 | $ | 313 | ||||
| FNMA CMO, Ser 2018-54, Cl KA | ||||||||
| 3.500%, 01/25/2047 | 78 | 78 | ||||||
| FNMA CMO, Ser 2018-55, Cl GA | ||||||||
| 3.375%, 08/25/2048 | 327 | 311 | ||||||
| FNMA CMO, Ser 2018-64, Cl A | ||||||||
| 3.000%, 09/25/2048 | 330 | 292 | ||||||
| FNMA CMO, Ser 2018-85, Cl EA | ||||||||
| 3.500%, 12/25/2048 | 246 | 236 | ||||||
| FNMA CMO, Ser 2019-25, Cl PA | ||||||||
| 3.000%, 05/25/2048 | 522 | 483 | ||||||
| FNMA CMO, Ser 2019-43, Cl FC | ||||||||
| 4.142%, SOFR30A + 0.514%, 08/25/2049(A) | 352 | 347 | ||||||
| FNMA CMO, Ser 2019-79, Cl FA | ||||||||
| 4.242%, SOFR30A + 0.614%, 01/25/2050(A) | 1,020 | 1,006 | ||||||
| FNMA CMO, Ser 2020-34, Cl AG | ||||||||
| 2.000%, 06/25/2035 | 796 | 753 | ||||||
| FNMA CMO, Ser 2020-47, Cl GZ | ||||||||
| 2.000%, 07/25/2050 | 451 | 279 | ||||||
| FNMA CMO, Ser 2020-48, Cl AB | ||||||||
| 2.000%, 07/25/2050 | 293 | 243 | ||||||
| FNMA CMO, Ser 2020-56, Cl AQ | ||||||||
| 2.000%, 08/25/2050 | 865 | 692 | ||||||
| FNMA CMO, Ser 2020-57, Cl TA | ||||||||
| 2.000%, 04/25/2050 | 725 | 639 | ||||||
| FNMA CMO, Ser 2020-59, Cl NC | ||||||||
| 3.000%, 08/25/2040 | 398 | 369 | ||||||
| FNMA CMO, Ser 2021-40, Cl DW | ||||||||
| 2.000%, 06/25/2041 | 83 | 74 | ||||||
| FNMA CMO, Ser 2021-65, Cl JA | ||||||||
| 2.000%, 01/25/2046 | 225 | 201 | ||||||
| FNMA CMO, Ser 2021-78, Cl ND | ||||||||
| 1.500%, 11/25/2051 | 737 | 597 | ||||||
| FNMA CMO, Ser 2022-57, Cl FA | ||||||||
| 4.328%, SOFR30A + 0.700%, 09/25/2052(A) | 4,283 | 4,224 | ||||||
| FNMA CMO, Ser 2022-6, Cl CB | ||||||||
| 2.125%, 02/25/2052 | 274 | 163 | ||||||
| FNMA CMO, Ser 2022-61, Cl F | ||||||||
| 4.328%, SOFR30A + 0.700%, 09/25/2052(A) | 4,470 | 4,420 | ||||||
| FNMA CMO, Ser 2022-62, Cl KA | ||||||||
| 3.250%, 09/25/2052 | 251 | 233 | ||||||
| FNMA CMO, Ser 2023-2, Cl CI, IO | ||||||||
| 2.000%, 10/25/2050 | 2,455 | 309 | ||||||
| FNMA CMO, Ser 2023-37, Cl FH | ||||||||
| 4.142%, SOFR30A + 0.514%, 01/25/2050(A) | 730 | 721 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FNMA CMO, Ser 2023-38, Cl FC | ||||||||
| 4.292%, SOFR30A + 0.664%, 06/25/2040(A) | $ | 527 | $ | 526 | ||||
| FNMA CMO, Ser 2023-38, Cl FD | ||||||||
| 4.492%, SOFR30A + 0.864%, 10/25/2039(A) | 153 | 153 | ||||||
| FNMA CMO, Ser 2025-67, Cl BY | ||||||||
| 2.500%, 01/25/2057 | 494 | 339 | ||||||
| FNMA CMO, Ser 2025-95, Cl FC | ||||||||
| 4.328%, SOFR30A + 0.700%, 09/25/2052(A) | 1,482 | 1,483 | ||||||
| FNMA CMO, Ser 2025-98, Cl PK | ||||||||
| 4.500%, 08/25/2054 | 4,343 | 4,258 | ||||||
| FNMA Grantor Trust, Ser 2017-T1, Cl A | ||||||||
| 2.898%, 06/25/2027 | 197 | 195 | ||||||
| FNMA Interest CMO, Ser 2005-360, Cl 2, IO | ||||||||
| 5.000%, 08/25/2035 | 279 | 40 | ||||||
| FNMA TBA | ||||||||
| 6.000%, 08/01/2033 | 27,620 | 28,145 | ||||||
| 5.500%, 07/15/2056 to 08/15/2056 | 26,750 | 26,823 | ||||||
| 5.000%, 07/15/2056 | 40,985 | 40,268 | ||||||
| 4.500%, 07/15/2056 | 25,050 | 23,995 | ||||||
| 4.000%, 07/13/2039 | 43,225 | 40,395 | ||||||
| 3.500%, 07/01/2041 | 60,570 | 54,948 | ||||||
| 3.000%, 07/15/2056 to 08/15/2056 | 12,325 | 10,741 | ||||||
| 2.500%, 07/15/2056 | 2,640 | 2,206 | ||||||
| FNMA, Ser M15, Cl 1A2 | ||||||||
| 3.700%, 01/25/2036 | 100 | 94 | ||||||
| GNMA | ||||||||
| 8.000%, 11/15/2029 to 09/15/2030 | 10 | 11 | ||||||
| 7.500%, 03/15/2029 to 10/15/2037 | 14 | 14 | ||||||
| 7.000%, 09/15/2031 | 5 | 5 | ||||||
| 6.500%, 07/15/2028 to 12/15/2035 | 278 | 286 | ||||||
| 6.000%, 01/15/2029 to 01/20/2054 | 1,676 | 1,727 | ||||||
| 5.500%, 07/20/2060(A) | – | – | ||||||
| 5.500%, 11/20/2052 to 02/20/2054 | 6,182 | 6,259 | ||||||
| 5.000%, H15T1Y + 1.500%, 02/20/2034(A) | 47 | 48 | ||||||
| 5.000%, 07/20/2040 to 08/20/2053 | 8,143 | 8,121 | ||||||
| 4.700%, 09/20/2061(A) | 26 | 25 | ||||||
| 4.500%, 04/20/2041 to 10/20/2052 | 6,379 | 6,211 | ||||||
| 4.383%, 01/20/2069(A) | 1 | 1 | ||||||
| 4.000%, 09/20/2047 to 10/20/2052 | 20,063 | 18,912 | ||||||
| 3.500%, 09/20/2045 to 11/20/2053 | 26,880 | 24,627 | ||||||
| 3.000%, 03/15/2043 to 03/20/2052 | 10,676 | 9,528 | ||||||
| 2.500%, 12/20/2037 to 03/20/2052 | 16,610 | 14,249 | ||||||
| 2.000%, 08/20/2050 to 03/20/2051 | 55,865 | 45,841 | ||||||
| GNMA CMO, Ser 2007-78, Cl SA, IO | ||||||||
| 2.782%, 12/16/2037(A) | 197 | 7 | ||||||
| GNMA CMO, Ser 2009-66, Cl XS, IO | ||||||||
| 3.052%, 07/16/2039(A) | 56 | 2 | ||||||
| GNMA CMO, Ser 2010-163, Cl NC | ||||||||
| 4.000%, 12/20/2040 | 322 | 316 | ||||||
| 100 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2010-4, Cl NS, IO | ||||||||
| 2.642%, 01/16/2040(A) | $ | 1,371 | $ | 141 | ||||
| GNMA CMO, Ser 2012-34, Cl SA, IO | ||||||||
| 2.296%, 03/20/2042(A) | 163 | 13 | ||||||
| GNMA CMO, Ser 2013-152, Cl HA | ||||||||
| 2.500%, 06/20/2043 | 383 | 353 | ||||||
| GNMA CMO, Ser 2014-181, Cl L | ||||||||
| 3.000%, 12/20/2044 | 277 | 249 | ||||||
| GNMA CMO, Ser 2015-144, Cl CA | ||||||||
| 2.500%, 10/20/2045 | 424 | 371 | ||||||
| GNMA CMO, Ser 2016-93, Cl AB | ||||||||
| 1.750%, 07/20/2044 | 582 | 489 | ||||||
| GNMA CMO, Ser 2016-99, Cl TL | ||||||||
| 2.000%, 04/16/2044 | 176 | 148 | ||||||
| GNMA CMO, Ser 2017-139, Cl GA | ||||||||
| 3.000%, 09/20/2047 | 976 | 877 | ||||||
| GNMA CMO, Ser 2018-65, Cl DC | ||||||||
| 3.500%, 05/20/2048 | 3 | 3 | ||||||
| GNMA CMO, Ser 2019-158, Cl PG | ||||||||
| 2.250%, 12/20/2049 | 366 | 308 | ||||||
| GNMA CMO, Ser 2019-158, Cl PK | ||||||||
| 1.750%, 12/20/2049 | 458 | 373 | ||||||
| GNMA CMO, Ser 2019-158, Cl PL | ||||||||
| 1.500%, 12/20/2049 | 851 | 682 | ||||||
| GNMA CMO, Ser 2019-71, Cl PT | ||||||||
| 3.000%, 06/20/2049 | 127 | 114 | ||||||
| GNMA CMO, Ser 2019-78, Cl PT | ||||||||
| 2.500%, 08/20/2044 | 345 | 307 | ||||||
| GNMA CMO, Ser 2019-90, Cl AB | ||||||||
| 3.000%, 07/20/2049 | 205 | 182 | ||||||
| GNMA CMO, Ser 2019-96, Cl DE | ||||||||
| 2.350%, 08/20/2049 | 268 | 228 | ||||||
| GNMA CMO, Ser 2020-112, Cl AB | ||||||||
| 1.500%, 08/20/2050 | 718 | 573 | ||||||
| GNMA CMO, Ser 2020-17, Cl AP | ||||||||
| 2.250%, 01/20/2050 | 335 | 288 | ||||||
| GNMA CMO, Ser 2020-17, Cl PD | ||||||||
| 2.250%, 01/20/2050 | 354 | 300 | ||||||
| GNMA CMO, Ser 2020-21, Cl GV | ||||||||
| 2.250%, 10/20/2049 | 312 | 270 | ||||||
| GNMA CMO, Ser 2020-31, Cl E | ||||||||
| 2.000%, 09/20/2049 | 809 | 694 | ||||||
| GNMA CMO, Ser 2020-63, Cl UD | ||||||||
| 1.750%, 04/20/2050 | 342 | 279 | ||||||
| GNMA CMO, Ser 2020-95, Cl A | ||||||||
| 1.625%, 07/20/2050 | 1,244 | 1,005 | ||||||
| GNMA CMO, Ser 2021-188, Cl PA | ||||||||
| 2.000%, 10/20/2051 | 1,288 | 1,065 | ||||||
| GNMA CMO, Ser 2021-27, Cl CW | ||||||||
| 5.000%, 02/20/2051(A) | 525 | 514 | ||||||
| GNMA CMO, Ser 2021-27, Cl Q | ||||||||
| 5.000%, 02/20/2051 | 372 | 365 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA CMO, Ser 2022-153, Cl KA | ||||||||
| 4.000%, 12/20/2049 | $ | 370 | $ | 360 | ||||
| GNMA CMO, Ser 2022-189, Cl PT | ||||||||
| 2.500%, 10/20/2051 | 687 | 574 | ||||||
| GNMA CMO, Ser 2022-197, Cl LF | ||||||||
| 4.309%, SOFR30A + 0.700%, 11/20/2052(A) | 1,573 | 1,568 | ||||||
| GNMA CMO, Ser 2022-24, Cl AH | ||||||||
| 2.500%, 02/20/2052 | 266 | 228 | ||||||
| GNMA CMO, Ser 2022-34, Cl DN | ||||||||
| 3.500%, 09/20/2041 | 753 | 713 | ||||||
| GNMA CMO, Ser 2022-46, Cl LY | ||||||||
| 3.000%, 03/20/2052 | 256 | 212 | ||||||
| GNMA CMO, Ser 2022-66, Cl Y | ||||||||
| 3.500%, 04/20/2052 | 327 | 271 | ||||||
| GNMA CMO, Ser 2022-78, Cl HW | ||||||||
| 2.500%, 04/20/2052 | 327 | 261 | ||||||
| GNMA CMO, Ser 2022-9, Cl GA | ||||||||
| 2.000%, 01/20/2052 | 522 | 429 | ||||||
| GNMA CMO, Ser 2022-99, Cl JW | ||||||||
| 2.500%, 01/20/2052 | 200 | 169 | ||||||
| GNMA CMO, Ser 2024-110, Cl JL | ||||||||
| 3.000%, 10/20/2049 | 689 | 593 | ||||||
| GNMA CMO, Ser 2024-45, Cl BD | ||||||||
| 2.000%, 03/20/2054 | 300 | 275 | ||||||
| GNMA CMO, Ser 2025-1, Cl GC | ||||||||
| 3.500%, 10/20/2051 | 7,247 | 6,896 | ||||||
| GNMA CMO, Ser 2025-7, Cl EL | ||||||||
| 2.500%, 01/20/2055 | 296 | 211 | ||||||
| GNMA CMO, Ser 2025-89, Cl GT | ||||||||
| 3.000%, 05/20/2055 | 636 | 568 | ||||||
| GNMA TBA | ||||||||
| 5.500%, 07/01/2033 | 7,550 | 7,587 | ||||||
| 5.000%, 07/01/2039 | 6,475 | 6,383 | ||||||
| 4.000%, 07/01/2039 | 18,175 | 16,892 | ||||||
| 3.500%, 07/15/2056 | 9,225 | 8,284 | ||||||
| 2.500%, 07/15/2056 | 16,700 | 14,256 | ||||||
| GNMA, Ser 11, Cl IX, IO | ||||||||
| 1.162%, 12/16/2062(A) | 2,949 | 245 | ||||||
| GNMA, Ser 110, Cl IO, IO | ||||||||
| 0.876%, 11/16/2063(A) | 2,240 | 148 | ||||||
| GNMA, Ser 118, Cl IO, IO | ||||||||
| 0.885%, 06/16/2062(A) | 3,446 | 213 | ||||||
| GNMA, Ser 14, Cl IO, IO | ||||||||
| 1.334%, 06/16/2063(A) | 2,518 | 229 | ||||||
| GNMA, Ser 147, Cl KI, IO | ||||||||
| 1.144%, 06/16/2061(A) | 2,416 | 196 | ||||||
| GNMA, Ser 169, Cl IO, IO | ||||||||
| 1.113%, 06/16/2061(A) | 2,768 | 224 | ||||||
| GNMA, Ser 171, Cl IO, IO | ||||||||
| 0.621%, 09/16/2059(A) | 4,462 | 161 | ||||||
| GNMA, Ser 179, Cl IO, IO | ||||||||
| 0.609%, 09/16/2063(A) | 7,812 | 342 | ||||||
| SEI Institutional Managed Trust | 101 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA, Ser 181, Cl IO, IO | ||||||||
| 0.981%, 07/16/2063(A) | $ | 2,831 | $ | 192 | ||||
| GNMA, Ser 2012-112, Cl IO, IO | ||||||||
| 0.103%, 02/16/2053(A) | 260 | 1 | ||||||
| GNMA, Ser 45, Cl IO, IO | ||||||||
| 0.544%, 03/16/2059(A) | 6,282 | 208 | ||||||
| GNMA, Ser 59, Cl IO, IO | ||||||||
| 0.570%, 02/16/2062(A) | 3,232 | 131 | ||||||
| GNMA, Ser 60, Cl IO, IO | ||||||||
| 0.826%, 05/16/2063(A) | 2,215 | 135 | ||||||
| GNMA, Ser 68, Cl IO, IO | ||||||||
| 1.615%, 05/16/2060(A) | 2,427 | 266 | ||||||
| GNMA, Ser 89, Cl IA, IO | ||||||||
| 1.163%, 04/16/2062(A) | 2,848 | 227 | ||||||
| GNMA, Ser 92, Cl AH | ||||||||
| 2.000%, 06/16/2064 | 2,055 | 1,578 | ||||||
| GNMA, Ser 92, Cl IA, IO | ||||||||
| 0.611%, 06/16/2064(A) | 1,957 | 97 | ||||||
| UMBS TBA | ||||||||
| 2.000%, 07/15/2056 to 08/15/2056 | 14,715 | 11,746 | ||||||
| 1,209,095 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 5.7% | ||||||||
| 1211 Avenue of the Americas Trust, Ser 2015-1211, Cl A1A2 | ||||||||
| 3.901%, 08/10/2035(C) | 2,276 | 2,202 | ||||||
| ACRA Trust, Ser 2024-NQM1, Cl A1 | ||||||||
| 5.608%, 10/25/2064(C)(D) | 1,769 | 1,769 | ||||||
| American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A | ||||||||
| 5.895%, TSFR6M + 2.178%, | ||||||||
| 11/25/2045(A) | 588 | 225 | ||||||
| American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1 | ||||||||
| 4.163%, TSFR1M + 0.514%, | ||||||||
| 03/25/2046(A) | 1,473 | 1,363 | ||||||
| Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 | ||||||||
| 1.458%, 09/25/2066(A)(C) | 361 | 303 | ||||||
| Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 | ||||||||
| 4.076%, 01/25/2067(A)(C) | 3,552 | 3,352 | ||||||
| Angel Oak Mortgage Trust, Ser 2023-1, Cl A1 | ||||||||
| 4.750%, 09/26/2067(C)(D) | 1,469 | 1,465 | ||||||
| BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A | ||||||||
| 4.227%, 08/10/2038(A)(C) | 1,790 | 1,751 | ||||||
| BANK, Ser BNK40, Cl A4 | ||||||||
| 3.502%, 03/15/2064(A) | 605 | 560 | ||||||
| BANK, Ser BNK44, Cl A5 | ||||||||
| 5.934%, 11/15/2055(A) | 387 | 401 | ||||||
| BANK, Ser BNK48, Cl ASB | ||||||||
| 4.971%, 10/15/2057 | 680 | 683 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BANK5, Ser 5YR21, Cl A3 | ||||||||
| 5.525%, 04/15/2059 | $ | 1,753 | $ | 1,795 | ||||
| BANK5, Ser 5YR22, Cl A3 | ||||||||
| 5.713%, 06/15/2059(A) | 1,565 | 1,614 | ||||||
| Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 | ||||||||
| 2.500%, 11/25/2051(A)(C) | 2,318 | 2,074 | ||||||
| Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5 | ||||||||
| 2.500%, 10/25/2051(A)(C) | 4,396 | 3,903 | ||||||
| BBCMS Mortgage Trust, Ser 5C33, Cl A4 | ||||||||
| 5.839%, 03/15/2058 | 646 | 665 | ||||||
| BBCMS Mortgage Trust, Ser 5C37, Cl A3 | ||||||||
| 5.015%, 09/15/2058 | 163 | 164 | ||||||
| BBCMS Mortgage Trust, Ser 5C42, Cl A3 | ||||||||
| 5.598%, 06/15/2059 | 690 | 710 | ||||||
| BBCMS Mortgage Trust, Ser C12, Cl A5 | ||||||||
| 2.689%, 11/15/2054 | 260 | 230 | ||||||
| BBCMS Mortgage Trust, Ser C17, Cl A5 | ||||||||
| 4.441%, 09/15/2055 | 331 | 321 | ||||||
| BBCMS Mortgage Trust, Ser C18, Cl A5 | ||||||||
| 5.710%, 12/15/2055(A) | 675 | 696 | ||||||
| BBCMS Mortgage Trust, Ser C2, Cl ASB | ||||||||
| 4.236%, 12/15/2051 | 92 | 92 | ||||||
| BBCMS Mortgage Trust, Ser C32, Cl A5 | ||||||||
| 5.720%, 02/15/2062 | 1,450 | 1,513 | ||||||
| BBCMS Mortgage Trust, Ser C6, Cl A2 | ||||||||
| 2.690%, 02/15/2053 | 472 | 445 | ||||||
| BBCMS Trust, Ser 2015-SRCH, Cl A1 | ||||||||
| 3.312%, 08/10/2035(C) | 133 | 132 | ||||||
| Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A | ||||||||
| 4.234%, 05/25/2034(A) | 4 | 3 | ||||||
| Bear Stearns ARM Trust, Ser 2003-7, Cl 9A | ||||||||
| 5.737%, 10/25/2033(A) | 141 | 129 | ||||||
| Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3 | ||||||||
| 5.500%, 09/25/2035(A) | 380 | 361 | ||||||
| Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1 | ||||||||
| 4.043%, TSFR1M + 0.394%, 03/25/2037(A) | 1,925 | 1,844 | ||||||
| Benchmark Mortgage Trust, Ser B25, Cl A4 | ||||||||
| 2.268%, 04/15/2054 | 327 | 297 | ||||||
| Benchmark Mortgage Trust, Ser B33, Cl A5 | ||||||||
| 3.458%, 03/15/2055(A) | 800 | 738 | ||||||
| Benchmark Mortgage Trust, Ser B35, Cl A5 | ||||||||
| 4.590%, 05/15/2055(A) | 485 | 468 | ||||||
| Benchmark Mortgage Trust, Ser B35, Cl AS | ||||||||
| 4.590%, 05/15/2055(A) | 530 | 494 | ||||||
| Benchmark Mortgage Trust, Ser V21, Cl A3 | ||||||||
| 5.127%, 03/15/2059 | 686 | 691 | ||||||
| 102 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Benchmark, Ser V22, Cl A3 | ||||||||
| 5.468%, 05/15/2059 | $ | 1,044 | $ | 1,067 | ||||
| BFLD Commercial Mortgage Trust, Ser 660F, Cl A | ||||||||
| 5.125%, TSFR1M + 1.500%, 11/15/2042(A)(C) | 1,405 | 1,408 | ||||||
| BMO Mortgage Trust, Ser C1, Cl A1 | ||||||||
| 2.198%, 02/15/2055 | 2 | 2 | ||||||
| BMP, Ser MF23, Cl D | ||||||||
| 6.016%, TSFR1M + 2.390%, 06/15/2041(A)(C) | 780 | 782 | ||||||
| BPR Commercial Mortgage Trust, Ser STAR, Cl A | ||||||||
| 5.112%, 11/05/2042(A)(C) | 625 | 620 | ||||||
| BRAVO Residential Funding Trust, Ser 2022-RPL1, Cl A1 | ||||||||
| 2.750%, 09/25/2061(A)(C) | 2,194 | 1,994 | ||||||
| BRAVO Residential Funding Trust, Ser 2024-NQM5, Cl A1 | ||||||||
| 5.803%, 06/25/2064(C)(D) | 897 | 901 | ||||||
| BSPDF Issuer, Ser 2026-FL3, Cl AS | ||||||||
| 5.337%, TSFR1M + 1.700%, 09/18/2043(A)(C) | 2,415 | 2,418 | ||||||
| BSPRT Issuer, Ser 2026-FL13, Cl A | ||||||||
| 5.137%, TSFR1M + 1.500%, 10/18/2043(A)(C) | 1,145 | 1,146 | ||||||
| Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 | ||||||||
| 2.879%, 07/25/2049(C)(D) | 79 | 77 | ||||||
| BX Commercial Mortgage Trust, Ser AIRC, Cl A | ||||||||
| 5.317%, TSFR1M + 1.691%, 08/15/2041(A)(C) | 950 | 953 | ||||||
| BX Commercial Mortgage Trust, Ser CSMO, Cl A | ||||||||
| 5.025%, TSFR1M + 1.400%, 02/15/2043(A)(C) | 1,270 | 1,273 | ||||||
| BX Commercial Mortgage Trust, Ser VIV4, Cl A | ||||||||
| 2.843%, 03/09/2044(C) | 2,000 | 1,850 | ||||||
| BX Commercial Mortgage Trust, Ser VLT5, Cl A | ||||||||
| 5.591%, 11/13/2046(A)(C) | 790 | 788 | ||||||
| BX Commercial Mortgage Trust, Ser VLT9, Cl A | ||||||||
| 5.325%, TSFR1M + 1.700%, 03/15/2045(A)(C) | 355 | 355 | ||||||
| BX Trust, Ser ARIA, Cl A | ||||||||
| 5.199%, 12/13/2042(A)(C) | 1,575 | 1,578 | ||||||
| BX Trust, Ser GW, Cl A | ||||||||
| 5.225%, TSFR1M + 1.600%, 07/15/2042(A)(C) | 1,375 | 1,378 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Trust, Ser LBA, Cl AV | ||||||||
| 4.790%, TSFR1M + 1.164%, 02/15/2036(A)(C) | $ | 106 | $ | 106 | ||||
| BX Trust, Ser VLT7, Cl A | ||||||||
| 5.325%, TSFR1M + 1.700%, 07/15/2044(A)(C) | 618 | 618 | ||||||
| BX Trust, Ser VLT7, Cl B | ||||||||
| 5.625%, TSFR1M + 2.000%, 07/15/2044(A)(C) | 1,675 | 1,675 | ||||||
| BX Trust, Ser VOLT, Cl A | ||||||||
| 5.325%, TSFR1M + 1.700%, 12/15/2044(A)(C) | 1,139 | 1,140 | ||||||
| BX Trust, Ser VOLT, Cl B | ||||||||
| 5.725%, TSFR1M + 2.100%, 12/15/2044(A)(C) | 1,740 | 1,742 | ||||||
| CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 | ||||||||
| 3.631%, 02/10/2050 | 480 | 473 | ||||||
| CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4 | ||||||||
| 3.572%, 06/15/2050 | 371 | 367 | ||||||
| CFCRE Commercial Mortgage Trust, Ser C4, Cl AM | ||||||||
| 3.691%, 05/10/2058 | 138 | 137 | ||||||
| Chase Home Lending Mortgage Trust, Ser 2025-RPL1, Cl A1A | ||||||||
| 3.375%, 04/25/2065(A)(C) | 470 | 418 | ||||||
| Chase Mortgage Finance, Ser 2007-A1, Cl 2A1 | ||||||||
| 5.525%, 02/25/2037(A) | 3 | 3 | ||||||
| Chase Mortgage Finance, Ser 2007-A1, Cl 9A1 | ||||||||
| 5.738%, 02/25/2037(A) | 2 | 2 | ||||||
| Chase Mortgage Finance, Ser 2007-A2, Cl 1A1 | ||||||||
| 6.305%, 06/25/2035(A) | – | – | ||||||
| CHI Commercial Mortgage Trust, Ser 110W, Cl A | ||||||||
| 5.102%, 12/13/2040(A)(C) | 2,460 | 2,443 | ||||||
| CIM TRUST, Ser 2025-R1, Cl A1 | ||||||||
| 5.000%, 02/25/2099(C)(D) | 2,974 | 2,943 | ||||||
| CIM TRUST, Ser 2026-R1, Cl A1 | ||||||||
| 4.750%, 12/25/2065(C)(D) | 2,434 | 2,371 | ||||||
| Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 | ||||||||
| 2.869%, 08/10/2056 | 2,185 | 2,058 | ||||||
| Citigroup Commercial Mortgage Trust, Ser C5, Cl AS | ||||||||
| 4.408%, 06/10/2051(A) | 2,229 | 2,194 | ||||||
| Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A | ||||||||
| 6.740%, 09/25/2033(A) | 2 | 2 | ||||||
| SEI Institutional Managed Trust | 103 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Citigroup Mortgage Loan Trust, Ser 2025-2, Cl A10 | ||||||||
| 6.000%, 02/25/2055(A)(C) | $ | 1,778 | $ | 1,779 | ||||
| Citigroup Mortgage Loan Trust, Ser 2025-LTV1, Cl A1 | ||||||||
| 5.237%, 12/25/2055(A)(C) | 1,613 | 1,605 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 | ||||||||
| 0.924%, 08/25/2066(A)(C) | 440 | 376 | ||||||
| COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.397%, 10/25/2066(A)(C) | 500 | 424 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-4, Cl A1 | ||||||||
| 5.949%, 07/25/2069(C)(D) | 1,020 | 1,024 | ||||||
| COMM Mortgage Trust, Ser CR14, Cl B | ||||||||
| 3.246%, 02/10/2047(A) | 285 | 281 | ||||||
| COMM Mortgage Trust, Ser CR26, Cl C | ||||||||
| 4.845%, 10/10/2048(A) | 870 | 825 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 | ||||||||
| 5.178%, SOFR30A + 1.550%, 10/25/2041(A)(C) | 790 | 790 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1B1 | ||||||||
| 6.778%, SOFR30A + 3.150%, 12/25/2041(A)(C) | 460 | 464 | ||||||
| Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4 | ||||||||
| 6.558%, 10/25/2033(A) | 118 | 116 | ||||||
| Cross Mortgage Trust, Ser 2024-H2, Cl A1 | ||||||||
| 6.093%, 04/25/2069(C)(D) | 936 | 939 | ||||||
| Cross Mortgage Trust, Ser 2025-H10, Cl A1 | ||||||||
| 4.968%, 01/25/2071(A)(C) | 2,722 | 2,696 | ||||||
| Cross Mortgage Trust, Ser 2025-H8, Cl A1 | ||||||||
| 5.003%, 11/25/2070(A)(C) | 1,954 | 1,937 | ||||||
| Cross Mortgage Trust, Ser 2026-NQM2, Cl A1 | ||||||||
| 4.833%, 03/25/2061(A)(C) | 2,909 | 2,875 | ||||||
| CSAIL Commercial Mortgage Trust, Ser C16, Cl ASB | ||||||||
| 3.142%, 06/15/2052 | 283 | 278 | ||||||
| CSMC Trust, Ser 2017-RPL1, Cl M2 | ||||||||
| 2.992%, 07/25/2057(A)(C) | 1,760 | 1,371 | ||||||
| CSMC Trust, Ser 2018-J1, Cl A2 | ||||||||
| 3.500%, 02/25/2048(A)(C) | 1,348 | 1,220 | ||||||
| CSMC Trust, Ser 2021-RPL3, Cl A1 | ||||||||
| 2.000%, 01/25/2060(A)(C) | 845 | 744 | ||||||
| CSMC, Ser 2014-USA, Cl A2 | ||||||||
| 3.953%, 09/15/2037(C) | 410 | 381 | ||||||
| CSMC, Ser 2021-NQM3, Cl A1 | ||||||||
| 1.015%, 04/25/2066(A)(C) | 3,014 | 2,643 | ||||||
| CSMC, Ser 2022-ATH2, Cl A1 | ||||||||
| 5.113%, 05/25/2067(A)(C) | 1,954 | 1,947 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| DC Office Trust, Ser 2019-MTC, Cl A | ||||||||
| 2.965%, 09/15/2045(C) | $ | 1,240 | $ | 1,130 | ||||
| EFMT, Ser 2023-1, Cl A3 | ||||||||
| 6.544%, 02/25/2068(C)(D) | 839 | 839 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||
| 5.128%, SOFR30A + 1.500%, 10/25/2041(A)(C) | 3,965 | 3,970 | ||||||
| First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C | ||||||||
| 4.763%, TSFR1M + 1.114%, 08/25/2034(A) | 167 | 155 | ||||||
| FS Commercial Mortgage Trust, Ser PALM, Cl B | ||||||||
| 5.350%, TSFR1M + 1.700%, 07/15/2041(A)(C) | 2,400 | 2,395 | ||||||
| GCAT Trust, Ser 2025-INV2, Cl A1 | ||||||||
| 6.000%, 05/25/2055(A)(C) | 3,374 | 3,431 | ||||||
| GCAT Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 0.000%, 05/25/2070(C)(D)(E) | 2,776 | 2,775 | ||||||
| GS Mortgage Securities Trust, Ser 2014-GC26, Cl B | ||||||||
| 4.215%, 11/10/2047(A) | 570 | 547 | ||||||
| GS Mortgage Securities Trust, Ser GSA2, Cl A4 | ||||||||
| 1.721%, 12/12/2053 | 1,055 | 943 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A | ||||||||
| 3.750%, 10/25/2057(C) | 956 | 936 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2024-RPL4, Cl A1 | ||||||||
| 3.900%, 09/25/2061(C)(D) | 2,020 | 1,969 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2025-PJ6, Cl A5 | ||||||||
| 5.500%, 11/25/2055(A)(C) | 902 | 900 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-R1, Cl A1 | ||||||||
| 5.534%, 04/25/2063(C)(D) | 1,816 | 1,814 | ||||||
| GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1 | ||||||||
| 5.555%, 10/25/2033(A) | 71 | 72 | ||||||
| GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 | ||||||||
| 6.000%, 09/25/2034 | 4 | 4 | ||||||
| GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 | ||||||||
| 5.500%, 01/25/2037 | – | – | ||||||
| HarborView Mortgage Loan, Ser 2004-3, Cl 1A | ||||||||
| 5.335%, 05/19/2034(A) | 216 | 205 | ||||||
| Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A | ||||||||
| 3.228%, 07/10/2039(C) | 1,225 | 1,163 | ||||||
| 104 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A | ||||||||
| 3.397%, 06/05/2039(C) | $ | 1,500 | $ | 1,416 | ||||
| JP Morgan Chase Commercial Mortgage Securities Trust, Ser JP2, Cl A4 | ||||||||
| 2.822%, 08/15/2049 | 143 | 142 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3 | ||||||||
| 3.393%, 12/15/2049 | 117 | 116 | ||||||
| JP Morgan Mortgage Trust, Ser 2006-A2, Cl 5A3 | ||||||||
| 6.308%, 11/25/2033(A) | 4 | 4 | ||||||
| JP Morgan Mortgage Trust, Ser 2020-1, Cl A3A | ||||||||
| 3.000%, 06/25/2050(A)(C) | 106 | 92 | ||||||
| JP Morgan Mortgage Trust, Ser 2025-NQM3, Cl A3 | ||||||||
| 5.851%, 11/25/2065(C)(D) | 2,773 | 2,774 | ||||||
| Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1 | ||||||||
| 5.750%, 04/25/2061(C)(D) | 265 | 266 | ||||||
| Lehman XS Trust, Ser 2007-16N, Cl 2A2 | ||||||||
| 5.463%, TSFR1M + 1.814%, 09/25/2047(A) | 2,790 | 2,652 | ||||||
| LoanCore, Ser 2025-CRE9, Cl AS | ||||||||
| 5.337%, TSFR1M + 1.700%, 08/18/2042(A)(C) | 1,200 | 1,202 | ||||||
| MAD Commercial Mortgage Trust, Ser 11MD, Cl C | ||||||||
| 5.818%, 10/15/2042(A)(C) | 1,520 | 1,525 | ||||||
| Manhattan West Mortgage Trust, Ser 2MW, Cl A | ||||||||
| 5.499%, 06/10/2048(A)(C) | 1,750 | 1,762 | ||||||
| MASTR Resecuritization Trust, Ser 2005, Cl 3, PO | ||||||||
| 0.000%, 05/28/2035(B)(C) | 1 | 1 | ||||||
| Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A | ||||||||
| 6.000%, 07/25/2033(A) | 2 | 2 | ||||||
| MF1, Ser 2021-FL7, Cl A | ||||||||
| 4.832%, TSFR1M + 1.194%, 10/16/2036(A)(C) | 78 | 78 | ||||||
| MF1, Ser 2025-FL17, Cl A | ||||||||
| 4.957%, TSFR1M + 1.320%, 02/18/2040(A)(C) | 1,820 | 1,820 | ||||||
| MF1, Ser 2026-FL22, Cl A | ||||||||
| 5.037%, TSFR1M + 1.400%, 11/18/2043(A)(C) | 1,050 | 1,051 | ||||||
| MFA Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.029%, 11/25/2064(A)(C) | 174 | 154 | ||||||
| MFA Trust, Ser 2021-RPL1, Cl A1 | ||||||||
| 1.131%, 07/25/2060(A)(C) | 292 | 267 | ||||||
| Description | Face
Amount (Thousands) | Market
Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 | ||||||||
| 1.125%, 11/25/2060(A)(C) | $ | 213 | $ | 206 | ||||
| Mill City Mortgage Loan Trust, Ser 2026-R1, Cl A1 | ||||||||
| 5.460%, 10/25/2062(A)(C) | 1,788 | 1,783 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B | ||||||||
| 4.111%, 11/15/2052(A) | 1,030 | 966 | ||||||
| Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO | ||||||||
| 1.065%, 11/15/2049(A) | 2,428 | 4 | ||||||
| Morgan Stanley Capital I Trust, Ser HR8, Cl A3 | ||||||||
| 1.790%, 07/15/2053 | 385 | 348 | ||||||
| Morgan Stanley Capital I Trust, Ser L8, Cl AS | ||||||||
| 3.917%, 04/15/2055(A) | 580 | 530 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1 | ||||||||
| 6.500%, 02/25/2054(A)(C) | 653 | 658 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust, Ser 2025-NQM4, Cl A2 | ||||||||
| 5.791%, 06/25/2070(C)(D) | 1,931 | 1,929 | ||||||
| MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO | ||||||||
| 1.151%, 12/15/2056(A) | 5,081 | 263 | ||||||
| New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3 | ||||||||
| 1.516%, 11/27/2056(A)(C) | 214 | 189 | ||||||
| New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 | ||||||||
| 6.000%, 06/25/2062(C)(D) | 1,321 | 1,314 | ||||||
| New Residential Mortgage Loan Trust, Ser 2024-NQM1, Cl A1 | ||||||||
| 6.129%, 03/25/2064(C)(D) | 801 | 803 | ||||||
| New Residential Mortgage Loan Trust, Ser 2026-NQM4, Cl A1 | ||||||||
| 5.003%, 02/25/2066(A)(C) | 3,030 | 3,007 | ||||||
| NJ Trust, Ser GSP, Cl A | ||||||||
| 6.697%, 01/06/2029(A)(C) | 865 | 890 | ||||||
| NRTH Commercial Mortgage Trust, Ser PARK, Cl A | ||||||||
| 5.019%, TSFR1M + 1.393%, 10/15/2040(A)(C) | 830 | 832 | ||||||
| NYC Commercial Mortgage Trust, Ser 1155, Cl A | ||||||||
| 5.833%, 06/10/2042(C) | 2,036 | 2,063 | ||||||
| NYC Commercial Mortgage Trust, Ser 1PARK, Cl B | ||||||||
| 5.133%, TSFR1M + 1.500%, 02/15/2043(A)(C) | 1,700 | 1,699 | ||||||
| NYC Trust, Ser 9W57, Cl A | ||||||||
| 5.053%, 06/06/2040(A)(C) | 1,725 | 1,717 | ||||||
| SEI Institutional Managed Trust | 105 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| OBX Trust, Ser 2021-NQM2, Cl A1 | ||||||||
| 1.101%, 05/25/2061(A)(C) | $ | 378 | $ | 309 | ||||
| OBX Trust, Ser 2021-NQM3, Cl A3 | ||||||||
| 1.362%, 07/25/2061(A)(C) | 723 | 608 | ||||||
| OBX Trust, Ser 2023-NQM1, Cl A1 | ||||||||
| 5.928%, 11/25/2063(C)(D) | 1,024 | 1,025 | ||||||
| OBX Trust, Ser 2024-NQM10, Cl A3 | ||||||||
| 6.433%, 05/25/2064(C)(D) | 222 | 223 | ||||||
| OBX Trust, Ser 2024-NQM11, Cl A3 | ||||||||
| 6.230%, 06/25/2064(C)(D) | 511 | 513 | ||||||
| OBX Trust, Ser 2024-NQM9, Cl A1 | ||||||||
| 6.030%, 01/25/2064(C)(D) | 1,609 | 1,617 | ||||||
| OBX Trust, Ser 2025-NQM3, Cl A1 | ||||||||
| 5.648%, 12/01/2064(C)(D) | 879 | 882 | ||||||
| OBX Trust, Ser 2025-NQM6, Cl A1 | ||||||||
| 5.603%, 03/25/2065(C)(D) | 2,282 | 2,287 | ||||||
| OBX Trust, Ser 2025-NQM7, Cl A1 | ||||||||
| 5.560%, 05/25/2055(C)(D) | 1,434 | 1,436 | ||||||
| OBX Trust, Ser 2025-NQM8, Cl A1 | ||||||||
| 5.472%, 03/25/2065(C)(D) | 475 | 475 | ||||||
| Oceanview Mortgage Trust, Ser 2021-3, Cl A5 | ||||||||
| 2.500%, 07/25/2051(A)(C) | 2,854 | 2,544 | ||||||
| Oceanview Mortgage Trust, Ser 2025-1, Cl AF1 | ||||||||
| 4.428%, SOFR30A + 0.800%, 11/25/2054(A)(C) | 618 | 618 | ||||||
| Oceanview Mortgage Trust, Ser 2025-2, Cl AF1 | ||||||||
| 4.478%, SOFR30A + 0.850%, 04/25/2055(A)(C) | 804 | 805 | ||||||
| Oceanview Mortgage Trust, Ser 2026-1, Cl AF1 | ||||||||
| 4.528%, SOFR30A + 0.900%, 02/25/2056(A)(C) | 2,459 | 2,460 | ||||||
| One Bryant Park Trust, Ser 2019-OBP, Cl A | ||||||||
| 2.516%, 09/15/2054(C) | 1,570 | 1,450 | ||||||
| PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3 | ||||||||
| 4.363%, TSFR1M + 0.714%, 07/25/2037(A) | 1,555 | 1,531 | ||||||
| PMT Loan Trust, Ser 2024-INV1, Cl A3 | ||||||||
| 5.500%, 10/25/2059(A)(C) | 2,710 | 2,710 | ||||||
| Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO | ||||||||
| 0.000%, 02/25/2034(B) | 1 | 1 | ||||||
| PRKCM Trust, Ser 2022-AFC1, Cl A1A | ||||||||
| 5.100%, 04/25/2057(A)(C) | 1,096 | 1,085 | ||||||
| PRKCM Trust, Ser 2023-AFC1, Cl A1 | ||||||||
| 6.598%, 02/25/2058(C)(D) | 676 | 673 | ||||||
| Rate Mortgage Trust, Ser 2024-J4, Cl A4 | ||||||||
| 6.000%, 12/25/2054(A)(C) | 1,457 | 1,457 | ||||||
| RCKT Mortgage Trust, Ser 2022-2, Cl A2 | ||||||||
| 2.500%, 02/25/2052(A)(C) | 475 | 393 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| RCKT Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 5.653%, 01/25/2045(C)(D) | $ | 1,159 | $ | 1,163 | ||||
| RCKT Mortgage Trust, Ser 2025-CES10, Cl A1A | ||||||||
| 4.894%, 11/25/2055(C)(D) | 1,606 | 1,587 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055(C)(D) | 1,541 | 1,530 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES2, Cl A1A | ||||||||
| 5.503%, 02/25/2055(C)(D) | 1,208 | 1,211 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES8, Cl A1A | ||||||||
| 5.148%, 08/25/2055(A)(C) | 684 | 681 | ||||||
| Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 | ||||||||
| 3.700%, 12/25/2034(A) | 158 | 144 | ||||||
| Sage AR Funding, Ser 1A, Cl C | ||||||||
| 5.493%, SONIO/N + 1.750%, 05/18/2038(A)(C) | GBP | 1,775 | 2,356 | |||||
| Saluda Grade Alternative Mortgage Trust, Ser 2025-LOC4, Cl A1A | ||||||||
| 5.378%, SOFR30A + 1.750%, 06/25/2055(A)(C) | $ | 2,547 | 2,562 | |||||
| SCMS Mortgage Trust, Ser BNC1, Cl A2 | ||||||||
| 4.502%, 12/15/2057(C) | 1,119 | 1,110 | ||||||
| Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B | ||||||||
| 5.046%, 10/25/2048(A)(C) | 654 | 648 | ||||||
| SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 | ||||||||
| 3.872%, 01/05/2043(A)(C) | 390 | 339 | ||||||
| SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B | ||||||||
| 4.144%, 01/05/2043(A)(C) | 75 | 65 | ||||||
| Sirius Logistics UK DAC, Ser 1A, Cl C | ||||||||
| 5.497%, SONIO/N + 1.750%, 11/17/2035(A)(C) | GBP | 1,000 | 1,327 | |||||
| Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 | ||||||||
| 1.027%, 11/25/2055(A)(C) | $ | 46 | 45 | |||||
| Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 | ||||||||
| 1.162%, 08/25/2056(A)(C) | 392 | 349 | ||||||
| Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1 | ||||||||
| 4.143%, TSFR1M + 0.494%, 09/25/2047(A) | 1,607 | 1,502 | ||||||
| Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 | ||||||||
| 4.183%, TSFR1M + 0.534%, 02/25/2037(A) | 1,185 | 1,166 | ||||||
| 106 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2 | ||||||||
| 6.108%, 07/25/2033(A) | $ | 9 | $ | 9 | ||||
| Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A | ||||||||
| 5.035%, 12/25/2033(A) | 5 | 5 | ||||||
| SWCH Commercial Mortgage Trust, Ser DATA, Cl A | ||||||||
| 5.068%, TSFR1M + 1.443%, 02/15/2042(A)(C) | 950 | 944 | ||||||
| Towd Point Mortgage Trust, Ser 2017-4, Cl A1 | ||||||||
| 2.750%, 06/25/2057(A)(C) | 163 | 161 | ||||||
| Towd Point Mortgage Trust, Ser 2020-3, Cl A1 | ||||||||
| 3.088%, 02/25/2063(A)(C) | 344 | 334 | ||||||
| Towd Point Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
| 2.250%, 11/25/2061(A)(C) | 256 | 240 | ||||||
| UBS Commercial Mortgage Trust, Ser C4, Cl A3 | ||||||||
| 3.301%, 10/15/2050 | 400 | 395 | ||||||
| Verus Securitization Trust, Ser 2021-1, Cl A1 | ||||||||
| 0.815%, 01/25/2066(A)(C) | 168 | 152 | ||||||
| Verus Securitization Trust, Ser 2021-2, Cl A1 | ||||||||
| 1.031%, 02/25/2066(A)(C) | 324 | 293 | ||||||
| Verus Securitization Trust, Ser 2021-3, Cl A1 | ||||||||
| 1.046%, 06/25/2066(A)(C) | 284 | 249 | ||||||
| Verus Securitization Trust, Ser 2021-4, Cl A1 | ||||||||
| 0.938%, 07/25/2066(A)(C) | 388 | 328 | ||||||
| Verus Securitization Trust, Ser 2021-5, Cl A1 | ||||||||
| 1.013%, 09/25/2066(A)(C) | 981 | 842 | ||||||
| Verus Securitization Trust, Ser 2021-7, Cl A1 | ||||||||
| 2.829%, 10/25/2066(C)(D) | 480 | 437 | ||||||
| Verus Securitization Trust, Ser 2021-8, Cl A1 | ||||||||
| 2.824%, 11/25/2066(A)(C) | 429 | 391 | ||||||
| Verus Securitization Trust, Ser 2021-R1, Cl A1 | ||||||||
| 0.820%, 10/25/2063(A)(C) | 55 | 54 | ||||||
| Verus Securitization Trust, Ser 2021-R3, Cl A1 | ||||||||
| 1.020%, 04/25/2064(A)(C) | 102 | 98 | ||||||
| Verus Securitization Trust, Ser 2024-6, Cl A3 | ||||||||
| 6.154%, 07/25/2069(C)(D) | 258 | 258 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 | ||||||||
| 5.638%, 10/25/2033(A) | 10 | 10 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 | ||||||||
| 5.270%, 09/25/2033(A) | 12 | 12 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 | ||||||||
| 7.115%, 06/25/2033(A) | $ | 1 | $ | 1 | ||||
| WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 | ||||||||
| 5.250%, 10/25/2033 | 30 | 30 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 | ||||||||
| 4.891%, 06/25/2034(A) | 7 | 7 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3 | ||||||||
| 5.323%, TSFR1M + 1.674%, 10/25/2045(A) | 91 | 89 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 | ||||||||
| 4.283%, TSFR1M + 0.634%, 11/25/2045(A) | 2,480 | 2,351 | ||||||
| WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A | ||||||||
| 4.444%, 12MTA + 0.700%, 02/25/2047(A) | 775 | 729 | ||||||
| WBHT Commercial Mortgage Trust, Ser WBM, Cl A | ||||||||
| 5.368%, TSFR1M + 1.742%, 06/15/2042(A)(C) | 1,685 | 1,685 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO | ||||||||
| 1.223%, 11/15/2059(A) | 3,066 | – | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 5C10, Cl A3 | ||||||||
| 5.789%, 06/15/2059 | 1,277 | 1,316 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 5C4, Cl A3 | ||||||||
| 5.673%, 05/15/2058 | 1,270 | 1,299 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 5C4, Cl AS | ||||||||
| 6.093%, 05/15/2058 | 375 | 385 | ||||||
| WFRBS Commercial Mortgage Trust, Ser C22, Cl B | ||||||||
| 4.371%, 09/15/2057(A) | 245 | 232 | ||||||
| 209,446 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $1,448,143) ($ Thousands) | 1,418,541 | |||||||
| U.S. TREASURY OBLIGATIONS — 34.5% | ||||||||
| U.S. Treasury Bill | ||||||||
| 3.623%, 07/30/2026 (F) | 20,240 | 20,181 | ||||||
| U.S. Treasury Bonds | ||||||||
| 5.000%, 05/15/2046 | 64,373 | 64,856 | ||||||
| 5.000%, 05/15/2056 | 64,982 | 65,672 | ||||||
| 4.750%, 02/15/2056 | 36,110 | 35,078 | ||||||
| SEI Institutional Managed Trust | 107 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 4.625%, 02/15/2046 | $ | 16,292 | $ | 15,638 | ||||
| 4.500%, 02/15/2044 | 1,880 | 1,790 | ||||||
| 4.375%, 08/15/2043 | 6,445 | 6,060 | ||||||
| 3.625%, 08/31/2029 | 15,965 | 15,709 | ||||||
| 3.375%, 11/15/2048 | 8,510 | 6,656 | ||||||
| 3.125%, 05/15/2048 | 23,730 | 17,828 | ||||||
| 3.000%, 02/15/2048 | 2,659 | 1,958 | ||||||
| 3.000%, 08/15/2048 | 11,267 | 8,254 | ||||||
| 3.000%, 02/15/2049 | 28,975 | 21,125 | ||||||
| 2.875%, 05/15/2052 | 8,305 | 5,745 | ||||||
| 2.750%, 08/15/2047 | 3,673 | 2,597 | ||||||
| 2.500%, 05/15/2046 | 15,790 | 10,847 | ||||||
| 2.375%, 02/15/2042 | 3,461 | 2,524 | ||||||
| 2.250%, 08/15/2046 | 11,725 | 7,647 | ||||||
| 2.250%, 08/15/2049 | 13,237 | 8,233 | ||||||
| 2.000%, 11/15/2041 | 7,801 | 5,403 | ||||||
| 2.000%, 02/15/2050 | 29,120 | 16,968 | ||||||
| 2.000%, 08/15/2051 | 17,435 | 9,926 | ||||||
| 1.750%, 08/15/2041 | 33,821 | 22,668 | ||||||
| 1.625%, 11/15/2050 | 14,520 | 7,590 | ||||||
| 1.375%, 11/15/2040 | 5,611 | 3,627 | ||||||
| 1.375%, 08/15/2050 | 30,454 | 14,939 | ||||||
| 1.125%, 08/15/2040 | 5,111 | 3,201 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.875%, 10/31/2028 | 6,155 | 6,250 | ||||||
| 4.375%, 05/15/2036 | 67,486 | 67,127 | ||||||
| 4.250%, 01/15/2028 | 41,615 | 41,661 | ||||||
| 4.250%, 01/31/2030 | 3,870 | 3,878 | ||||||
| 4.250%, 05/31/2033 | 7,680 | 7,651 | ||||||
| 4.250%, 06/30/2033 | 46,221 | 46,040 | ||||||
| 4.125%, 10/31/2027 | 17,688 | 17,678 | ||||||
| 4.125%, 06/30/2028 | 60,642 | 60,611 | ||||||
| 4.125%, 06/15/2029 | 38,705 | 38,669 | ||||||
| 4.125%, 08/31/2030 | 5,257 | 5,242 | ||||||
| 4.125%, 05/31/2031 | 153,648 | 153,084 | ||||||
| 4.125%, 06/30/2031 | 58,715 | 58,509 | ||||||
| 4.000%, 05/31/2028 | 105,968 | 105,658 | ||||||
| 4.000%, 07/31/2030 | 6,915 | 6,865 | ||||||
| 4.000%, 01/31/2033 | 9,427 | 9,266 | ||||||
| 3.875%, 03/31/2028 | 10,163 | 10,113 | ||||||
| 3.875%, 04/15/2029 | 8,191 | 8,129 | ||||||
| 3.875%, 05/15/2029 | 14,930 | 14,815 | ||||||
| 3.875%, 04/30/2030 | 1,912 | 1,891 | ||||||
| 3.875%, 06/30/2030 | 8,924 | 8,821 | ||||||
| 3.875%, 04/30/2031 | 5,433 | 5,355 | ||||||
| 3.875%, 08/31/2032 | 7,045 | 6,893 | ||||||
| 3.750%, 04/30/2028 | 22,601 | 22,438 | ||||||
| 3.750%, 12/31/2028 | 7,044 | 6,974 | ||||||
| 3.750%, 06/30/2030 | 13,436 | 13,218 | ||||||
| 3.625%, 03/31/2030 | 31,879 | 31,261 | ||||||
| 3.625%, 08/31/2030 | 4,108 | 4,019 | ||||||
| 3.625%, 12/31/2030 | 11,835 | 11,556 | ||||||
| 3.500%, 10/31/2027 | 32,650 | 32,369 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.500%, 01/31/2028 | $ | 12,066 | $ | 11,942 | ||||
| 3.500%, 10/15/2028 | 8,847 | 8,718 | ||||||
| 3.500%, 02/15/2029 | 732 | 720 | ||||||
| 3.375%, 02/29/2028 | 8,470 | 8,364 | ||||||
| 2.375%, 03/31/2029 | 19,325 | 18,434 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $1,267,954) ($ Thousands) | 1,256,939 | |||||||
| CORPORATE OBLIGATIONS — 22.8% | ||||||||
| Communication Services — 2.1% | ||||||||
| Alphabet | ||||||||
| 5.450%, 11/15/2055 | 1,955 | 1,874 | ||||||
| 5.300%, 05/15/2065 | 492 | 451 | ||||||
| 5.250%, 05/15/2055 | 492 | 460 | ||||||
| 4.700%, 11/15/2035 | 2,832 | 2,775 | ||||||
| 4.500%, 05/11/2045 | EUR | 555 | 649 | |||||
| 4.400%, 02/15/2033 | $ | 1,074 | 1,051 | |||||
| 3.500%, 11/06/2038 | EUR | 445 | 491 | |||||
| Altice Financing | ||||||||
| 9.625%, 07/15/2027 (C) | $ | 469 | 360 | |||||
| AT&T | ||||||||
| 6.300%, 10/30/2066 | 339 | 336 | ||||||
| 6.200%, 10/30/2056 | 679 | 671 | ||||||
| 6.000%, 04/30/2056 | 515 | 498 | ||||||
| 5.850%, 04/30/2046 | 665 | 641 | ||||||
| 5.700%, 11/01/2054 | 1,675 | 1,557 | ||||||
| 5.550%, 11/01/2045 | 301 | 283 | ||||||
| 5.250%, 10/30/2036 | 1,177 | 1,156 | ||||||
| 4.400%, 04/30/2031 | 977 | 961 | ||||||
| 3.800%, 12/01/2057 | 453 | 302 | ||||||
| 3.650%, 09/15/2059 | 326 | 208 | ||||||
| 3.550%, 09/15/2055 | 6,222 | 4,007 | ||||||
| 3.500%, 06/01/2041 | 246 | 189 | ||||||
| 3.500%, 09/15/2053 | 2,083 | 1,352 | ||||||
| Bell Telephone of Canada or Bell Canada | ||||||||
| 5.450%, 11/15/2036 | 915 | 909 | ||||||
| CCO Holdings | ||||||||
| 7.375%, 02/01/2036 (C) | 354 | 347 | ||||||
| 4.750%, 02/01/2032 (C) | 300 | 268 | ||||||
| Charter Communications Operating | ||||||||
| 6.700%, 12/01/2055 | 454 | 433 | ||||||
| 6.550%, 06/01/2034 | 578 | 590 | ||||||
| 6.100%, 06/01/2029 | 1,140 | 1,168 | ||||||
| 5.850%, 12/01/2035 | 1,400 | 1,355 | ||||||
| 4.800%, 03/01/2050 | 315 | 235 | ||||||
| 3.900%, 06/01/2052 | 1,431 | 912 | ||||||
| 3.700%, 04/01/2051 | 255 | 158 | ||||||
| 3.500%, 03/01/2042 | 956 | 660 | ||||||
| Comcast | ||||||||
| 6.050%, 05/15/2055 | 182 | 174 | ||||||
| 5.350%, 05/15/2053 | 182 | 157 | ||||||
| 108 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.600%, 10/15/2038 | $ | 845 | $ | 763 | ||||
| 4.049%, 11/01/2052 | 248 | 174 | ||||||
| 2.987%, 11/01/2063 | 288 | 150 | ||||||
| 2.937%, 11/01/2056 | 590 | 320 | ||||||
| EchoStar | ||||||||
| 10.750%, 11/30/2029 | 211 | 228 | ||||||
| Getty Images | ||||||||
| 10.500%, 11/15/2030 (C) | 167 | 139 | ||||||
| Global Switch Finance BV MTN | ||||||||
| 1.375%, 10/07/2030 | EUR | 580 | 613 | |||||
| HUT 8 DC | ||||||||
| 6.192%, 11/15/2042 (C) | $ | 955 | 967 | |||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 684 | 676 | ||||||
| 6.300%, 05/15/2056 | 3,722 | 3,705 | ||||||
| 6.200%, 05/15/2046 | 511 | 511 | ||||||
| 5.625%, 11/15/2055 | 3,980 | 3,607 | ||||||
| 5.550%, 08/15/2064 | 2,297 | 2,007 | ||||||
| 5.500%, 11/15/2045 | 293 | 272 | ||||||
| 5.400%, 08/15/2054 | 1,825 | 1,610 | ||||||
| 5.250%, 05/15/2036 | 1,554 | 1,543 | ||||||
| 4.875%, 05/15/2033 | 1,399 | 1,386 | ||||||
| 4.875%, 11/15/2035 | 460 | 448 | ||||||
| Midcontinent Communications | ||||||||
| 8.000%, 08/15/2032 (C) | 620 | 544 | ||||||
| Orange MTN | ||||||||
| 5.000%, 01/13/2036 (C) | 610 | 596 | ||||||
| 4.750%, 01/13/2033 (C) | 1,044 | 1,024 | ||||||
| 4.250%, 01/13/2031 (C) | 971 | 946 | ||||||
| 4.000%, 01/13/2029 (C) | 659 | 650 | ||||||
| Paramount Global | ||||||||
| 5.900%, 10/15/2040 | 1,155 | 906 | ||||||
| QTS Fayetteville I Dc1-2 | ||||||||
| 5.700%, 04/15/2036 (C) | 1,500 | 1,426 | ||||||
| RD Michigan Property Owner I | ||||||||
| 7.500%, 03/30/2045 (C) | 980 | 977 | ||||||
| Sinclair Television Group | ||||||||
| 8.125%, 02/15/2033 (C) | 45 | 46 | ||||||
| Sirius XM Radio | ||||||||
| 5.000%, 08/01/2027 (C) | 14 | 14 | ||||||
| Snap | ||||||||
| 6.875%, 03/01/2033 (C) | 255 | 249 | ||||||
| Space Exploration Technologies, Strike Price Fixed | ||||||||
| 5.875%, 07/15/2036 (C) | 2,385 | 2,354 | ||||||
| 5.650%, 07/15/2033 (C) | 1,715 | 1,705 | ||||||
| 5.350%, 07/15/2031 (C) | 2,955 | 2,947 | ||||||
| Sprint Spectrum | ||||||||
| 5.152%, 03/20/2028 (C) | 1,243 | 1,247 | ||||||
| Stingray Compute | ||||||||
| 6.000%, 06/15/2031 (C) | 120 | 120 | ||||||
| Time Warner Cable | ||||||||
| 7.300%, 07/01/2038 | 2,470 | 2,540 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.750%, 06/15/2039 | $ | 10 | $ | 10 | ||||
| 6.550%, 05/01/2037 | 268 | 266 | ||||||
| 5.875%, 11/15/2040 | 3,280 | 2,933 | ||||||
| 5.500%, 09/01/2041 | 400 | 342 | ||||||
| 4.500%, 09/15/2042 | 155 | 117 | ||||||
| Time Warner Entertainment | ||||||||
| 8.375%, 07/15/2033 | 270 | 299 | ||||||
| T-Mobile USA | ||||||||
| 5.700%, 01/15/2056 | 2,605 | 2,466 | ||||||
| 3.875%, 04/15/2030 | 285 | 276 | ||||||
| 3.750%, 04/15/2027 | 2,105 | 2,094 | ||||||
| 3.400%, 10/15/2052 | 1,215 | 796 | ||||||
| Verizon Communications | ||||||||
| 6.200%, H15T5Y + 2.042%, 05/14/2056 (A) | 3 | 3 | ||||||
| 6.000%, 11/30/2065 | 782 | 758 | ||||||
| 5.750%, 11/30/2045 | 396 | 385 | ||||||
| 4.750%, 01/15/2033 | 1,285 | 1,265 | ||||||
| 4.272%, 01/15/2036 | 765 | 704 | ||||||
| 2.987%, 10/30/2056 | 521 | 307 | ||||||
| 2.650%, 11/20/2040 | 155 | 110 | ||||||
| Vmed O2 UK Financing I | ||||||||
| 4.750%, 07/15/2031 (C) | 200 | 164 | ||||||
| Zayo Group Holdings | ||||||||
| 9.250%, 03/09/2030 (C) | 19 | 19 | ||||||
| 78,362 | ||||||||
| Consumer Discretionary — 1.1% | ||||||||
| Amazon.com | ||||||||
| 6.050%, 03/13/2076 | 398 | 397 | ||||||
| 5.950%, 03/13/2066 | 182 | 181 | ||||||
| 5.800%, 03/13/2056 | 3,840 | 3,815 | ||||||
| 5.650%, 03/13/2046 | 556 | 550 | ||||||
| 5.550%, 11/20/2065 | 1,252 | 1,170 | ||||||
| 4.875%, 03/13/2036 | 2,780 | 2,737 | ||||||
| 4.850%, 03/16/2064 | EUR | 1,645 | 1,924 | |||||
| 4.650%, 11/20/2035 | $ | 830 | 807 | |||||
| 4.550%, 03/13/2033 | 766 | 753 | ||||||
| 4.450%, 03/16/2045 | EUR | 305 | 353 | |||||
| 4.350%, 03/20/2033 | $ | 513 | 499 | |||||
| 4.250%, 03/13/2031 | 1,322 | 1,302 | ||||||
| AutoZone | ||||||||
| 5.125%, 06/15/2030 | 795 | 805 | ||||||
| BCPE Flavor Debt Merger Sub and BCPE Flavor Issuer | ||||||||
| 9.500%, 07/01/2032 (C) | 175 | 165 | ||||||
| BMW US Capital | ||||||||
| 5.050%, 03/21/2030 (C) | 550 | 554 | ||||||
| 4.500%, 08/11/2030 (C) | 760 | 749 | ||||||
| Booking Holdings | ||||||||
| 4.500%, 05/11/2039 | EUR | 330 | 383 | |||||
| 4.000%, 03/01/2044 | 100 | 106 | ||||||
| 3.875%, 03/21/2045 | 325 | 334 | ||||||
| SEI Institutional Managed Trust | 109 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Caesars Entertainment | ||||||||
| 7.000%, 02/15/2030 (C) | $ | 460 | $ | 463 | ||||
| CSC Holdings | ||||||||
| 11.750%, 01/31/2029 (C) | 2,066 | 1,271 | ||||||
| 4.125%, 12/01/2030 (C) | 590 | 350 | ||||||
| 3.375%, 02/15/2031 (C) | 200 | 119 | ||||||
| Dick's Sporting Goods | ||||||||
| 4.100%, 01/15/2052 | 699 | 509 | ||||||
| DISH Network | ||||||||
| 11.750%, 11/15/2027 (C) | 104 | 107 | ||||||
| FDJ UNITED | ||||||||
| 3.375%, 11/21/2033 | EUR | 700 | 782 | |||||
| Ferrellgas | ||||||||
| 9.250%, 01/15/2031 (C) | $ | 672 | 708 | |||||
| Flutter Treasury DAC | ||||||||
| 6.125%, 06/04/2031 | GBP | 300 | 397 | |||||
| Ford Motor Credit | ||||||||
| 6.467%, 05/22/2036 | $ | 593 | 602 | |||||
| 5.869%, 10/31/2035 | 593 | 581 | ||||||
| 2.900%, 02/10/2029 | 1,693 | 1,593 | ||||||
| General Motors Financial | ||||||||
| 5.100%, 09/15/2031 | 1,245 | 1,247 | ||||||
| 2.700%, 06/10/2031 | 933 | 840 | ||||||
| Great Canadian Gaming | ||||||||
| 8.750%, 11/15/2029 (C) | 122 | 122 | ||||||
| Hilton Domestic Operating | ||||||||
| 6.125%, 04/01/2032 (C) | 270 | 274 | ||||||
| Home Depot | ||||||||
| 3.625%, 04/15/2052 | 251 | 182 | ||||||
| Hyundai Capital America | ||||||||
| 5.300%, 06/24/2029 (C) | 530 | 536 | ||||||
| 5.150%, 03/27/2030 (C) | 519 | 523 | ||||||
| 4.750%, 06/18/2029 (C) | 680 | 678 | ||||||
| 4.550%, 01/08/2031 (C) | 1,135 | 1,116 | ||||||
| 4.500%, 09/18/2030 (C) | 446 | 438 | ||||||
| Hyundai Capital America MTN | ||||||||
| 5.000%, 04/07/2031 (C) | 618 | 617 | ||||||
| 4.750%, 04/06/2029 (C) | 831 | 829 | ||||||
| Las Vegas Sands | ||||||||
| 6.000%, 06/14/2030 | 1,135 | 1,167 | ||||||
| Lowe's | ||||||||
| 4.850%, 10/15/2035 | 741 | 723 | ||||||
| 4.250%, 03/15/2031 | 796 | 780 | ||||||
| 4.250%, 04/01/2052 | 773 | 605 | ||||||
| 3.500%, 04/01/2051 | 420 | 292 | ||||||
| McDonald's MTN | ||||||||
| 6.300%, 03/01/2038 | 530 | 578 | ||||||
| Michaels | ||||||||
| 11.000%, 03/15/2034 (C) | 77 | 75 | ||||||
| 8.500%, 03/15/2033 (C) | 332 | 329 | ||||||
| Newell Brands | ||||||||
| 7.375%, 04/01/2036 | 225 | 228 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Robert Bosch GmbH MTN | ||||||||
| 4.375%, 06/02/2043 | EUR | 500 | $ | 566 | ||||
| Toyota Motor Credit | ||||||||
| 5.100%, 03/21/2031 | $ | 915 | 930 | |||||
| Virgin Media O2 Vendor Financing Notes VI DAC | ||||||||
| 8.500%, 03/15/2033 (C) | 266 | 214 | ||||||
| Volkswagen Group of America Finance | ||||||||
| 5.650%, 03/25/2032 (C) | 115 | 117 | ||||||
| Volkswagen International Finance | ||||||||
| 7.875%, EUSA9 + 4.783%(A)(G) | EUR | 400 | 520 | |||||
| Voyager Parent | ||||||||
| 9.250%, 07/01/2032 (C) | $ | 123 | 130 | |||||
| VZ Secured Financing BV | ||||||||
| 7.500%, 01/15/2033 (C) | 140 | 134 | ||||||
| 5.000%, 01/15/2032 (C) | 400 | 350 | ||||||
| 40,206 | ||||||||
| Consumer Staples — 1.1% | ||||||||
| Altria Group | ||||||||
| 3.875%, 09/16/2046 | 280 | 208 | ||||||
| Anheuser-Busch InBev Worldwide | ||||||||
| 5.450%, 01/23/2039 | 907 | 923 | ||||||
| 4.900%, 02/01/2046 | 1,357 | 1,236 | ||||||
| 4.700%, 02/01/2036 | 3,362 | 3,272 | ||||||
| BAT Capital | ||||||||
| 7.081%, 08/02/2053 | 188 | 212 | ||||||
| 6.250%, 08/15/2055 | 520 | 532 | ||||||
| 5.834%, 02/20/2031 | 1,475 | 1,537 | ||||||
| 5.350%, 08/15/2032 | 2,390 | 2,446 | ||||||
| 4.625%, 03/22/2033 | 1,860 | 1,819 | ||||||
| 4.540%, 08/15/2047 | 734 | 605 | ||||||
| Bunge Finance | ||||||||
| 5.150%, 08/04/2035 | 887 | 881 | ||||||
| General Mills | ||||||||
| 5.250%, EUAMDB05 + 2.390%, 07/16/2056 (A) | EUR | 520 | 587 | |||||
| Imperial Brands Finance | ||||||||
| 5.625%, 07/01/2035 (C) | $ | 686 | 692 | |||||
| 5.500%, 07/07/2036 (C) | 2,561 | 2,545 | ||||||
| 4.875%, 02/07/2032 (C) | 611 | 607 | ||||||
| 3.500%, 07/26/2026 (C) | 635 | 635 | ||||||
| Japan Tobacco | ||||||||
| 5.250%, 06/15/2030 (C) | 1,695 | 1,726 | ||||||
| JBS | ||||||||
| 7.250%, 11/15/2053 | 731 | 801 | ||||||
| 6.750%, 03/15/2034 | 124 | 135 | ||||||
| 6.500%, 12/01/2052 | 2,619 | 2,659 | ||||||
| 6.400%, 05/10/2057 (C) | 447 | 446 | ||||||
| 6.375%, 04/15/2066 | 178 | 175 | ||||||
| 5.750%, 04/01/2033 | 221 | 227 | ||||||
| 3.625%, 01/15/2032 | 909 | 842 | ||||||
| 3.000%, 05/15/2032 | 1,324 | 1,176 | ||||||
| 110 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Keurig Dr Pepper | ||||||||
| 5.300%, 03/15/2034 | $ | 675 | $ | 677 | ||||
| Kroger | ||||||||
| 5.500%, 09/15/2054 | 780 | 732 | ||||||
| Magnum Icc Finance BV MTN | ||||||||
| 3.250%, 11/26/2031 | EUR | 395 | 446 | |||||
| Maple Parent Holdings | ||||||||
| 4.728%, 03/26/2035 (C) | 650 | 763 | ||||||
| Mars | ||||||||
| 5.200%, 03/01/2035 (C) | $ | 1,465 | 1,471 | |||||
| Opal Bidco SAS | ||||||||
| 6.500%, 03/31/2032 (C) | 50 | 51 | ||||||
| Philip Morris International | ||||||||
| 5.375%, 02/15/2033 | 810 | 832 | ||||||
| 4.875%, 04/30/2035 | 1,359 | 1,339 | ||||||
| 4.375%, 04/30/2030 | 1,282 | 1,269 | ||||||
| 4.125%, 04/28/2028 | 1,514 | 1,506 | ||||||
| Pilgrim's Pride | ||||||||
| 3.500%, 03/01/2032 | 350 | 319 | ||||||
| Reynolds American | ||||||||
| 8.125%, 05/01/2040 | 570 | 681 | ||||||
| 5.850%, 08/15/2045 | 490 | 482 | ||||||
| Roquette Freres | ||||||||
| 6.000%, EUAMDB05 + 3.098%(A)(G) | EUR | 200 | 231 | |||||
| Spectrum Brands | ||||||||
| 3.875%, 03/15/2031 (C) | $ | 610 | 534 | |||||
| 38,257 | ||||||||
| Energy — 1.3% | ||||||||
| Baker Hughes Holdings | ||||||||
| 5.850%, 06/15/2056 | 1,419 | 1,402 | ||||||
| 5.000%, 06/15/2036 | 3,811 | 3,727 | ||||||
| 4.737%, 03/11/2046 | EUR | 520 | 608 | |||||
| 4.650%, 06/15/2033 | $ | 460 | 450 | |||||
| 4.350%, 06/15/2031 | 901 | 883 | ||||||
| BP Capital Markets America | ||||||||
| 4.893%, 09/11/2033 | 715 | 712 | ||||||
| 4.812%, 02/13/2033 | 1,440 | 1,433 | ||||||
| Cheniere Energy | ||||||||
| 5.200%, 07/30/2036 (C) | 1,055 | 1,039 | ||||||
| Continental Resources | ||||||||
| 2.268%, 11/15/2026 (C) | 2,075 | 2,056 | ||||||
| Devon Energy | ||||||||
| 5.750%, 09/15/2054 | 690 | 665 | ||||||
| Diamondback Energy | ||||||||
| 5.900%, 04/18/2064 | 385 | 375 | ||||||
| 5.750%, 04/18/2054 | 580 | 564 | ||||||
| Ecopetrol | ||||||||
| 5.875%, 05/28/2045 | 516 | 426 | ||||||
| Enbridge | ||||||||
| 5.450%, 03/27/2036 | 736 | 744 | ||||||
| 4.850%, 03/27/2031 | 989 | 988 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Energy Transfer | ||||||||
| 6.550%, 12/01/2033 | $ | 490 | $ | 530 | ||||
| 6.300%, 01/15/2056 | 1,225 | 1,229 | ||||||
| 6.050%, 09/01/2054 | 347 | 337 | ||||||
| 6.000%, 02/01/2029 (C) | 642 | 647 | ||||||
| 5.950%, 05/15/2054 | 700 | 670 | ||||||
| 5.300%, 04/15/2047 | 262 | 235 | ||||||
| 5.250%, 07/01/2029 | 883 | 896 | ||||||
| Eni | ||||||||
| 6.000%, 05/18/2056 (C) | 200 | 198 | ||||||
| 5.250%, 05/18/2036 (C) | 2,400 | 2,360 | ||||||
| Enterprise Products Operating | ||||||||
| 5.200%, 01/15/2036 | 770 | 772 | ||||||
| Equinor | ||||||||
| 5.125%, 06/03/2035 | 83 | 84 | ||||||
| 4.750%, 11/14/2035 | 672 | 654 | ||||||
| Galaxy Pipeline Assets Bidco | ||||||||
| 2.625%, 03/31/2036 (C) | 458 | 399 | ||||||
| 2.160%, 03/31/2034 (C) | 475 | 422 | ||||||
| Green Palm Bidco Sarl MTN | ||||||||
| 6.462%, 06/30/2046 (C) | 671 | 680 | ||||||
| Greensaif Pipelines Bidco SARL | ||||||||
| 6.103%, 08/23/2042 (C) | 965 | 985 | ||||||
| Hess | ||||||||
| 6.000%, 01/15/2040 | 2,885 | 3,037 | ||||||
| 5.800%, 04/01/2047 | 770 | 778 | ||||||
| HF Sinclair | ||||||||
| 5.000%, 02/01/2028 | 1,595 | 1,592 | ||||||
| KazMunayGas National JSC | ||||||||
| 3.500%, 04/14/2033 | 200 | 181 | ||||||
| Kinder Morgan | ||||||||
| 5.200%, 03/01/2048 | 205 | 187 | ||||||
| Kinder Morgan Energy Partners | ||||||||
| 5.500%, 03/01/2044 | 365 | 349 | ||||||
| MPLX | ||||||||
| 6.100%, 04/01/2056 | 291 | 288 | ||||||
| 5.300%, 04/01/2036 | 614 | 605 | ||||||
| ONEOK | ||||||||
| 6.250%, 10/15/2055 | 443 | 444 | ||||||
| 5.700%, 11/01/2054 | 759 | 705 | ||||||
| 5.400%, 10/15/2035 | 3,331 | 3,325 | ||||||
| Rio Grande LNG | ||||||||
| 5.750%, 06/30/2036 (C) | 2,130 | 2,123 | ||||||
| Schlumberger Investment | ||||||||
| 5.150%, 05/07/2036 | 933 | 929 | ||||||
| Shell International Finance BV | ||||||||
| 3.625%, 08/21/2042 | 440 | 349 | ||||||
| Sunoco | ||||||||
| 7.875%, H15T5Y + 4.230%(A)(C)(G) | 685 | 712 | ||||||
| 5.625%, 07/15/2034 (C) | 145 | 142 | ||||||
| Tennessee Gas Pipeline | ||||||||
| 8.375%, 06/15/2032 | 1,140 | 1,325 | ||||||
| SEI Institutional Managed Trust | 111 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| TotalEnergies Capital USA | ||||||||
| 4.857%, 01/13/2036 | $ | 609 | $ | 597 | ||||
| 4.569%, 01/13/2033 | 295 | 289 | ||||||
| TransCanada PipeLines | ||||||||
| 4.625%, 03/01/2034 | 960 | 928 | ||||||
| TransMontaigne Partners | ||||||||
| 8.500%, 06/15/2030 (C) | 80 | 82 | ||||||
| Transocean International | ||||||||
| 8.750%, 02/15/2030 (C) | 81 | 84 | ||||||
| Venture Global Plaquemines LNG | ||||||||
| 7.500%, 05/01/2033 (C) | 270 | 296 | ||||||
| 46,517 | ||||||||
| Financials — 6.9% | ||||||||
| Acrisure | ||||||||
| 8.250%, 02/01/2029 (C) | 258 | 243 | ||||||
| AEGON Funding | ||||||||
| 5.625%, 05/07/2036 | 622 | 619 | ||||||
| AIB Group MTN | ||||||||
| 5.871%, SOFRINDX + 1.910%, 03/28/2035 (A)(C) | 1,035 | 1,072 | ||||||
| Alliant Holdings Intermediate | ||||||||
| 7.375%, 10/01/2032 (C) | 118 | 117 | ||||||
| 7.000%, 01/15/2031 (C) | 41 | 42 | ||||||
| American Express | ||||||||
| 5.389%, SOFR + 0.970%, 07/28/2027 (A) | 3,465 | 3,467 | ||||||
| 4.918%, SOFR + 1.220%, 07/20/2033 (A) | 1,380 | 1,379 | ||||||
| American International Group | ||||||||
| 5.450%, 05/07/2035 | 195 | 199 | ||||||
| Ameriprise Financial | ||||||||
| 5.350%, 06/15/2036 | 821 | 818 | ||||||
| Apollo Global Management | ||||||||
| 5.700%, 03/30/2036 | 681 | 683 | ||||||
| Arch Capital Group | ||||||||
| 5.250%, 06/15/2036 | 549 | 548 | ||||||
| Ares Management | ||||||||
| 5.600%, 10/11/2054 | 527 | 477 | ||||||
| Atlas Warehouse Lending | ||||||||
| 4.625%, 11/15/2028 (C) | 1,900 | 1,874 | ||||||
| Avolon Holdings Funding | ||||||||
| 6.375%, 05/04/2028 (C) | 680 | 697 | ||||||
| 5.750%, 03/01/2029 (C) | 680 | 694 | ||||||
| 5.750%, 11/15/2029 (C) | 1,555 | 1,590 | ||||||
| 5.375%, 05/30/2030 (C) | 1,570 | 1,585 | ||||||
| 2.528%, 11/18/2027 (C) | 342 | 332 | ||||||
| Bank of America | ||||||||
| 5.468%, SOFR + 1.650%, 01/23/2035 (A) | 4,560 | 4,649 | ||||||
| 5.288%, SOFR + 1.910%, 04/25/2034 (A) | 2,335 | 2,366 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.571%, SOFR + 1.830%, 04/27/2033 (A) | $ | 120 | $ | 118 | ||||
| 4.477%, SOFR + 0.870%, 04/23/2030 (A) | 3,429 | 3,408 | ||||||
| 2.687%, SOFR + 1.320%, 04/22/2032 (A) | 400 | 362 | ||||||
| 2.572%, SOFR + 1.210%, 10/20/2032 (A) | 680 | 605 | ||||||
| 1.734%, SOFR + 0.960%, 07/22/2027 (A) | 2,640 | 2,636 | ||||||
| Bank of America MTN | ||||||||
| 3.970%, TSFR3M + 1.332%, 03/05/2029 (A) | 625 | 618 | ||||||
| 3.824%, TSFR3M + 1.837%, 01/20/2028 (A) | 631 | 629 | ||||||
| 2.972%, SOFR + 1.330%, 02/04/2033 (A) | 470 | 424 | ||||||
| 2.884%, TSFR3M + 1.452%, 10/22/2030 (A) | 265 | 250 | ||||||
| 2.087%, SOFR + 1.060%, 06/14/2029 (A) | 3,625 | 3,452 | ||||||
| 1.922%, SOFR + 1.370%, 10/24/2031 (A) | 100 | 89 | ||||||
| Bank of Ireland Group | ||||||||
| 4.997%, SOFRINDX + 1.160%, 11/12/2032 (A)(C) | 1,450 | 1,449 | ||||||
| Bank of Montreal MTN | ||||||||
| 5.298%, SOFR + 1.208%, 06/02/2037 (A) | 844 | 845 | ||||||
| 4.879%, SOFR + 0.959%, 06/02/2032 (A) | 345 | 345 | ||||||
| Bank of New York Mellon | ||||||||
| 4.026%, SOFR + 0.634%, 01/22/2030 (A) | 803 | 792 | ||||||
| Bank of New York Mellon MTN | ||||||||
| 4.942%, SOFR + 0.887%, 02/11/2031 (A) | 177 | 178 | ||||||
| Bank of Nova Scotia | ||||||||
| 4.578%, SOFR + 0.660%, 06/05/2029 (A) | 1,465 | 1,460 | ||||||
| 4.247%, SOFR + 0.730%, 02/02/2030 (A) | 595 | 588 | ||||||
| Bank of Nova Scotia MTN | ||||||||
| 4.904%, SOFR + 0.970%, 06/05/2032 (A) | 1,159 | 1,156 | ||||||
| Barclays | ||||||||
| 5.207%, SOFR + 1.506%, 02/24/2037 (A) | 780 | 760 | ||||||
| BBVA Mexico Institucion De Banca Multiple Grupo Financiero BBVA Mexico MTN | ||||||||
| 5.400%, 06/03/2031 (C) | 1,325 | 1,341 | ||||||
| BCP V Modular Services Finance | ||||||||
| 6.750%, 11/30/2029 | EUR | 200 | 147 | |||||
| 112 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Blackstone Property Partners Europe Holdings SARL | ||||||||
| 3.500%, 01/29/2031 | EUR | 315 | $ | 355 | ||||
| Brookfield Asset Management | ||||||||
| 5.298%, 01/15/2036 | $ | 542 | 528 | |||||
| 4.832%, 04/15/2031 | 953 | 944 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 4.283%, SOFRINDX + 0.790%, 01/29/2030 (A) | 2,200 | 2,176 | ||||||
| Capital One Financial | ||||||||
| 4.722%, SOFR + 1.150%, 01/30/2032 (A) | 1,320 | 1,302 | ||||||
| Cerved Group | ||||||||
| 7.651%, EUR003M + 5.250%, 02/15/2029 (A) | EUR | 200 | 138 | |||||
| 6.000%, 02/15/2029 | 250 | 166 | ||||||
| Charles Schwab | ||||||||
| 5.493%, SOFR + 1.280%, 05/21/2037 (A) | $ | 965 | 978 | |||||
| 4.914%, SOFR + 1.230%, 11/14/2036 (A) | 307 | 300 | ||||||
| CI Financial | ||||||||
| 3.200%, 12/17/2030 | 4,000 | 3,614 | ||||||
| Citibank | ||||||||
| 4.914%, 05/29/2030 | 695 | 704 | ||||||
| 4.846%, SOFR + 0.910%, 06/18/2032 (A) | 2,670 | 2,668 | ||||||
| Citigroup | ||||||||
| 8.125%, 07/15/2039 | 625 | 782 | ||||||
| 5.174%, SOFR + 1.364%, 02/13/2030 (A) | 5,430 | 5,488 | ||||||
| 2.572%, SOFR + 2.107%, 06/03/2031 (A) | 1,705 | 1,567 | ||||||
| 2.561%, SOFR + 1.167%, 05/01/2032 (A) | 3,190 | 2,868 | ||||||
| 2.520%, SOFR + 1.177%, 11/03/2032 (A) | 30 | 26 | ||||||
| Citizens Bank | ||||||||
| 4.192%, SOFR + 0.700%, 01/29/2029 (A) | 1,270 | 1,260 | ||||||
| Constellation Insurance | ||||||||
| 6.800%, 01/24/2030 (C) | 625 | 626 | ||||||
| Danantara Investment Management MTN | ||||||||
| 5.350%, 06/18/2031 (C) | 925 | 924 | ||||||
| Deutsche Bank NY | ||||||||
| 6.819%, SOFR + 2.510%, 11/20/2029 (A) | 730 | 764 | ||||||
| 4.999%, SOFR + 1.700%, 09/11/2030 (A) | 790 | 793 | ||||||
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | ||||||||
| 4.875%, 08/21/2030 | EUR | 100 | 117 | |||||
| Farmers Exchange Capital | ||||||||
| 7.200%, 07/15/2048 (C) | $ | 1,021 | 1,029 | |||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 7.050%, 07/15/2028 (C) | $ | 2,835 | $ | 2,925 | ||||
| Farmers Exchange Capital II | ||||||||
| 6.151%, TSFR3M + 4.006%, 11/01/2053 (A)(C) | 1,650 | 1,604 | ||||||
| Farmers Exchange Capital III | ||||||||
| 5.454%, TSFR3M + 3.716%, 10/15/2054 (A)(C) | 1,400 | 1,298 | ||||||
| Farmers Insurance Exchange | ||||||||
| 7.000%, H15T10Y + 3.864%, 10/15/2064 (A)(C) | 720 | 723 | ||||||
| Fifth Third Bancorp | ||||||||
| 5.141%, SOFR + 1.240%, 01/29/2037 (A) | 596 | 585 | ||||||
| First Eagle Holdings | ||||||||
| 7.250%, 08/15/2032 (C) | 350 | 352 | ||||||
| FirstCash | ||||||||
| 6.125%, 05/01/2034 (C) | 120 | 119 | ||||||
| Fiserv | ||||||||
| 5.625%, 08/21/2033 | 1,150 | 1,162 | ||||||
| 5.450%, 03/15/2034 | 270 | 268 | ||||||
| 5.250%, 08/11/2035 | 1,325 | 1,291 | ||||||
| Goldman Sachs Bank USA NY | ||||||||
| 4.656%, SOFR + 0.720%, 06/03/2029 (A) | 2,197 | 2,198 | ||||||
| Goldman Sachs Capital I | ||||||||
| 6.345%, 02/15/2034 | 1,270 | 1,322 | ||||||
| Goldman Sachs Group | ||||||||
| 5.541%, SOFR + 1.320%, 01/21/2047 (A) | 357 | 345 | ||||||
| 5.536%, SOFR + 1.380%, 01/28/2036 (A) | 1,640 | 1,666 | ||||||
| 5.425%, SOFR + 1.310%, 06/03/2037 (A) | 549 | 551 | ||||||
| 5.387%, H15T5Y + 1.180%, 02/02/2041 (A) | 523 | 510 | ||||||
| 5.330%, SOFR + 1.550%, 07/23/2035 (A) | 1,809 | 1,815 | ||||||
| 5.094%, SOFR + 1.340%, 04/20/2034 (A) | 220 | 219 | ||||||
| 5.065%, SOFR + 1.190%, 01/21/2037 (A) | 3,621 | 3,535 | ||||||
| 5.049%, SOFR + 1.210%, 07/23/2030 (A) | 545 | 548 | ||||||
| 5.016%, SOFR + 1.420%, 10/23/2035 (A) | 350 | 344 | ||||||
| 4.972%, SOFR + 1.030%, 06/03/2032 (A) | 2,380 | 2,379 | ||||||
| 4.939%, SOFR + 1.330%, 10/21/2036 (A) | 2,349 | 2,281 | ||||||
| 4.594%, SOFR + 0.990%, 04/20/2030 (A) | 940 | 935 | ||||||
| 4.516%, SOFR + 0.960%, 01/21/2032 (A) | 353 | 346 | ||||||
| SEI Institutional Managed Trust | 113 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.369%, SOFR + 1.060%, 10/21/2031 (A) | $ | 1,472 | $ | 1,440 | ||||
| 4.153%, SOFR + 0.900%, 10/21/2029 (A) | 2,189 | 2,158 | ||||||
| 4.148%, SOFR + 0.710%, 01/21/2029 (A) | 3,488 | 3,458 | ||||||
| 2.650%, SOFR + 1.264%, 10/21/2032 (A) | 1,190 | 1,059 | ||||||
| 2.615%, SOFR + 1.281%, 04/22/2032 (A) | 195 | 175 | ||||||
| 2.383%, SOFR + 1.248%, 07/21/2032 (A) | 5,360 | 4,737 | ||||||
| 1.542%, SOFR + 0.818%, 09/10/2027 (A) | 4,845 | 4,818 | ||||||
| Guardian Life Global Funding MTN | ||||||||
| 4.179%, 09/26/2029 (C) | 1,445 | 1,426 | ||||||
| HSBC Holdings | ||||||||
| 5.887%, SOFR + 1.570%, 08/14/2027 (A) | 485 | 486 | ||||||
| 5.733%, SOFR + 1.520%, 05/17/2032 (A) | 3,515 | 3,625 | ||||||
| 5.208%, SOFR + 1.320%, 05/12/2034 (A) | 2,016 | 2,009 | ||||||
| 4.711%, SOFR + 0.940%, 05/12/2030 (A) | 1,016 | 1,011 | ||||||
| 4.675%, SOFR + 1.210%, 03/10/2032 (A) | 1,500 | 1,479 | ||||||
| 4.583%, TSFR3M + 1.796%, 06/19/2029 (A) | 260 | 259 | ||||||
| 4.398%, SOFR + 0.990%, 03/10/2030 (A) | 1,715 | 1,697 | ||||||
| Intercontinental Exchange | ||||||||
| 5.250%, 06/15/2031 | 705 | 722 | ||||||
| ION Platform Finance US | ||||||||
| 8.750%, 05/01/2029 (C) | 680 | 607 | ||||||
| Jackson Financial | ||||||||
| 6.150%, 01/15/2037 | 839 | 837 | ||||||
| 3.125%, 11/23/2031 | 1,825 | 1,634 | ||||||
| Jane Street Group | ||||||||
| 7.125%, 04/30/2031 (C) | 310 | 321 | ||||||
| JPMorgan Chase | ||||||||
| 8.750%, 09/01/2030 | 970 | 1,112 | ||||||
| 5.766%, SOFR + 1.490%, 04/22/2035 (A) | 5,675 | 5,903 | ||||||
| 5.572%, SOFR + 1.680%, 04/22/2036 (A) | 2,065 | 2,123 | ||||||
| 5.502%, SOFR + 1.315%, 01/24/2036 (A) | 380 | 388 | ||||||
| 5.299%, SOFR + 1.450%, 07/24/2029 (A) | 2,010 | 2,036 | ||||||
| 5.148%, SOFR + 1.260%, 04/23/2037 (A) | 420 | 417 | ||||||
| 4.876%, TSFR3M + 1.212%, 02/02/2037 (A) | 1,025 | 941 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.810%, SOFR + 1.190%, 10/22/2036 (A) | $ | 2,340 | $ | 2,275 | ||||
| 4.408%, SOFR + 0.820%, 04/23/2030 (A) | 1,410 | 1,398 | ||||||
| 4.203%, TSFR3M + 1.522%, 07/23/2029 (A) | 905 | 897 | ||||||
| 2.947%, SOFR + 1.170%, 02/24/2028 (A) | 650 | 643 | ||||||
| 2.739%, TSFR3M + 1.510%, 10/15/2030 (A) | 855 | 803 | ||||||
| 2.545%, SOFR + 1.180%, 11/08/2032 (A) | 375 | 334 | ||||||
| 2.182%, SOFR + 1.890%, 06/01/2028 (A) | 410 | 401 | ||||||
| 1.953%, SOFR + 1.065%, 02/04/2032 (A) | 155 | 136 | ||||||
| 1.764%, TSFR3M + 1.105%, 11/19/2031 (A) | 355 | 313 | ||||||
| Lloyds Banking Group | ||||||||
| 5.668%, H15T1Y + 0.820%, 02/10/2047 (A) | 1,079 | 1,063 | ||||||
| 4.425%, H15T1Y + 0.820%, 11/04/2031 (A) | 1,050 | 1,031 | ||||||
| 4.241%, H15T1Y + 0.600%, 02/10/2030 (A) | 1,271 | 1,255 | ||||||
| Lseg US Finance | ||||||||
| 5.250%, 03/23/2036 (C) | 304 | 303 | ||||||
| 4.500%, 03/23/2031 (C) | 916 | 903 | ||||||
| 4.250%, 03/23/2029 (C) | 915 | 904 | ||||||
| Marsh & McLennan | ||||||||
| 4.950%, 03/15/2036 | 815 | 801 | ||||||
| MassMutual Global Funding II MTN | ||||||||
| 5.050%, 08/26/2035 (C) | 988 | 979 | ||||||
| 4.950%, 01/10/2030 (C) | 1,150 | 1,158 | ||||||
| Mercury General | ||||||||
| 4.400%, 03/15/2027 | 930 | 930 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 5.868%, H15T1Y + 0.980%, 04/21/2047 (A) | 483 | 488 | ||||||
| 5.057%, H15T1Y + 0.900%, 01/14/2037 (A) | 599 | 588 | ||||||
| 4.847%, H15T1Y + 0.920%, 04/21/2032 (A) | 842 | 838 | ||||||
| 4.505%, H15T1Y + 0.800%, 01/14/2032 (A) | 905 | 889 | ||||||
| Mizuho Financial Group | ||||||||
| 4.782%, H15T1Y + 0.680%, 07/13/2030 (A) | 2,735 | 2,730 | ||||||
| Morgan Stanley | ||||||||
| 5.466%, SOFR + 1.730%, 01/18/2035 (A) | 1,110 | 1,127 | ||||||
| 5.320%, SOFR + 1.555%, 07/19/2035 (A) | 980 | 985 | ||||||
| 114 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.296%, SOFRINDX + 1.410%, 04/10/2037 (A) | $ | 1,436 | $ | 1,429 | ||||
| 5.073%, SOFR + 1.184%, 01/30/2037 (A) | 1,074 | 1,050 | ||||||
| 4.809%, SOFRINDX + 1.180%, 04/16/2032 (A) | 1,957 | 1,942 | ||||||
| 4.708%, SOFR + 1.195%, 03/12/2032 (A) | 2,159 | 2,132 | ||||||
| 4.555%, SOFRINDX + 0.960%, 04/10/2030 (A) | 1,819 | 1,807 | ||||||
| 4.493%, SOFR + 0.950%, 01/16/2032 (A) | 1,725 | 1,692 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (A) | 3,730 | 3,681 | ||||||
| Morgan Stanley MTN | ||||||||
| 5.831%, SOFR + 1.580%, 04/19/2035 (A) | 2,540 | 2,635 | ||||||
| 5.656%, SOFR + 1.260%, 04/18/2030 (A) | 475 | 485 | ||||||
| 5.250%, SOFR + 1.870%, 04/21/2034 (A) | 3,505 | 3,527 | ||||||
| 4.892%, SOFR + 1.314%, 10/22/2036 (A) | 521 | 505 | ||||||
| 4.133%, SOFR + 0.913%, 10/18/2029 (A) | 1,171 | 1,155 | ||||||
| 2.511%, SOFR + 1.200%, 10/20/2032 (A) | 1,500 | 1,326 | ||||||
| 1.928%, SOFR + 1.020%, 04/28/2032 (A) | 505 | 439 | ||||||
| 1.794%, SOFR + 1.034%, 02/13/2032 (A) | 165 | 144 | ||||||
| Morgan Stanley Bank | ||||||||
| 4.788%, SOFRINDX + 0.974%, 05/10/2030 (A) | 755 | 756 | ||||||
| Morgan Stanley Private Bank | ||||||||
| 4.734%, SOFR + 1.080%, 07/18/2031 (A) | 1,445 | 1,438 | ||||||
| 4.466%, SOFR + 0.770%, 07/06/2028 (A) | 1,040 | 1,039 | ||||||
| 4.465%, SOFR + 1.020%, 11/19/2031 (A) | 5,094 | 5,007 | ||||||
| 4.213%, SOFR + 0.762%, 02/08/2030 (A) | 2,041 | 2,014 | ||||||
| 4.204%, SOFR + 0.780%, 11/17/2028 (A) | 75 | 75 | ||||||
| National Securities Clearing | ||||||||
| 4.700%, 06/09/2031 (C) | 664 | 664 | ||||||
| Nippon Life Insurance | ||||||||
| 5.046%, 04/02/2033 (C) | 628 | 630 | ||||||
| 4.748%, 04/02/2031 (C) | 1,006 | 1,002 | ||||||
| NLG Global Funding | ||||||||
| 4.350%, 09/15/2030 (C) | 1,745 | 1,707 | ||||||
| Northwestern Mutual Global Funding | ||||||||
| 5.160%, 05/28/2031 (C) | 975 | 994 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.740%, 06/30/2031 (C) | $ | 1,030 | $ | 1,027 | ||||
| Northwestern Mutual Life Insurance | ||||||||
| 3.850%, 09/30/2047 (C) | 984 | 752 | ||||||
| Pacific Life Global Funding II | ||||||||
| 4.875%, 07/17/2032 (C) | 1,740 | 1,734 | ||||||
| PNC Bank | ||||||||
| 4.429%, SOFR + 0.727%, 07/21/2028 (A) | 1,375 | 1,373 | ||||||
| PNC Financial Services Group | ||||||||
| 5.423%, H15T5Y + 1.170%, 01/25/2041 (A) | 328 | 322 | ||||||
| 5.373%, SOFR + 1.417%, 07/21/2036 (A) | 440 | 444 | ||||||
| 4.812%, SOFR + 1.259%, 10/21/2032 (A) | 808 | 804 | ||||||
| 4.075%, SOFR + 0.610%, 01/26/2029 (A) | 1,133 | 1,124 | ||||||
| Protective Life | ||||||||
| 5.350%, 12/15/2035 (C) | 528 | 519 | ||||||
| 4.700%, 01/15/2031 (C) | 855 | 843 | ||||||
| RLI | ||||||||
| 5.375%, 06/01/2036 | 544 | 528 | ||||||
| Sammons Financial Group | ||||||||
| 5.950%, 06/15/2036 (C) | 545 | 546 | ||||||
| Santander Holdings USA | ||||||||
| 5.701%, SOFR + 1.596%, 06/05/2037 (A) | 1,412 | 1,411 | ||||||
| 5.220%, SOFR + 1.276%, 06/05/2032 (A) | 834 | 832 | ||||||
| Sompo Holdings | ||||||||
| 5.411%, H15T1Y + 2.130%, 04/22/2037 (A)(C) | 1,720 | 1,689 | ||||||
| Standard Chartered MTN | ||||||||
| 5.706%, H15T1Y + 1.100%, 03/05/2047 (A)(C) | 779 | 758 | ||||||
| State Street | ||||||||
| 5.146%, SOFR + 1.217%, 02/28/2036 (A) | 815 | 816 | ||||||
| Sumitomo Mitsui Financial Group | ||||||||
| 5.296%, SOFR + 1.290%, 07/07/2037 (A) | 741 | 736 | ||||||
| 5.138%, SOFR + 1.220%, 07/07/2034 (A) | 371 | 370 | ||||||
| Truist Bank | ||||||||
| 4.144%, SOFR + 0.662%, 01/27/2029 (A) | 1,555 | 1,544 | ||||||
| Truist Financial MTN | ||||||||
| 5.281%, SOFR + 1.414%, 04/23/2037 (A) | 927 | 918 | ||||||
| 4.680%, SOFR + 1.087%, 04/23/2032 (A) | 927 | 915 | ||||||
| 4.597%, SOFR + 0.965%, 01/27/2032 (A) | 1,168 | 1,152 | ||||||
| SEI Institutional Managed Trust | 115 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| UBS Group MTN | ||||||||
| 5.528%, SOFR + 1.490%, 05/06/2047 (A)(C) | $ | 825 | $ | 798 | ||||
| 4.588%, SOFR + 1.050%, 08/10/2032 (A)(C) | 788 | 773 | ||||||
| US Bancorp | ||||||||
| 5.033%, SOFR + 1.101%, 01/26/2037 (A) | 1,008 | 994 | ||||||
| 4.839%, SOFR + 1.600%, 02/01/2034 (A) | 220 | 217 | ||||||
| 4.481%, SOFR + 0.867%, 01/26/2032 (A) | 1,283 | 1,264 | ||||||
| Vonovia MTN | ||||||||
| 5.717%, 09/03/2035 | AUD | 890 | 591 | |||||
| Wells Fargo | ||||||||
| 5.433%, SOFR + 1.230%, 01/23/2047 (A) | $ | 357 | 343 | |||||
| 5.389%, SOFR + 2.020%, 04/24/2034 (A) | 1,090 | 1,107 | ||||||
| 5.211%, SOFR + 1.380%, 12/03/2035 (A) | 420 | 419 | ||||||
| 4.970%, SOFR + 1.370%, 04/23/2029 (A) | 1,635 | 1,643 | ||||||
| 4.960%, SOFR + 1.100%, 01/23/2037 (A) | 553 | 540 | ||||||
| 4.182%, SOFR + 0.740%, 01/23/2030 (A) | 1,965 | 1,939 | ||||||
| Wells Fargo MTN | ||||||||
| 5.557%, SOFR + 1.990%, 07/25/2034 (A) | 1,530 | 1,567 | ||||||
| 4.897%, SOFR + 2.100%, 07/25/2033 (A) | 1,085 | 1,078 | ||||||
| 3.526%, SOFR + 1.510%, 03/24/2028 (A) | 2,075 | 2,060 | ||||||
| 2.393%, SOFR + 2.100%, 06/02/2028 (A) | 125 | 122 | ||||||
| 251,478 | ||||||||
| Health Care — 2.0% | ||||||||
| 1261229 BC | ||||||||
| 10.000%, 04/15/2032 (C) | 445 | 451 | ||||||
| Abbott Laboratories | ||||||||
| 5.600%, 03/15/2066 | 530 | 519 | ||||||
| 5.500%, 03/15/2056 | 530 | 519 | ||||||
| AbbVie | ||||||||
| 5.550%, 03/15/2056 | 315 | 310 | ||||||
| 5.500%, 03/15/2064 | 225 | 216 | ||||||
| 5.200%, 03/15/2035 | 435 | 442 | ||||||
| 5.050%, 03/15/2034 | 489 | 494 | ||||||
| 4.800%, 03/15/2027 | 876 | 879 | ||||||
| 4.500%, 05/14/2035 | 1,105 | 1,065 | ||||||
| 4.450%, 05/14/2046 | 153 | 131 | ||||||
| 4.400%, 03/15/2033 | 1,234 | 1,207 | ||||||
| 4.250%, 11/21/2049 | 1,259 | 1,028 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.050%, 11/21/2039 | $ | 272 | $ | 240 | ||||
| 3.200%, 11/21/2029 | 1,276 | 1,222 | ||||||
| Alcon Finance | ||||||||
| 5.375%, 12/06/2032 (C) | 1,110 | 1,130 | ||||||
| Amgen | ||||||||
| 6.375%, 06/01/2037 | 910 | 994 | ||||||
| 5.650%, 03/02/2053 | 285 | 277 | ||||||
| 5.650%, 02/19/2056 | 693 | 677 | ||||||
| 5.600%, 03/02/2043 | 505 | 502 | ||||||
| 5.500%, 02/19/2046 | 185 | 179 | ||||||
| 4.850%, 02/19/2036 | 764 | 749 | ||||||
| 4.400%, 05/01/2045 | 375 | 318 | ||||||
| 2.000%, 01/15/2032 | 1,515 | 1,309 | ||||||
| Astrazeneca Finance | ||||||||
| 4.000%, 03/02/2031 | 725 | 708 | ||||||
| Bayer US Finance II | ||||||||
| 4.625%, 06/25/2038 (C) | 420 | 384 | ||||||
| 4.375%, 12/15/2028 (C) | 3,688 | 3,649 | ||||||
| Cigna Group | ||||||||
| 4.875%, 09/15/2032 | 1,250 | 1,247 | ||||||
| 4.375%, 10/15/2028 | 810 | 807 | ||||||
| 3.400%, 03/01/2027 | 380 | 378 | ||||||
| 3.400%, 03/15/2051 | 588 | 405 | ||||||
| CVS Health | ||||||||
| 7.000%, H15T5Y + 2.886%, 03/10/2055 (A) | 615 | 639 | ||||||
| 6.750%, H15T5Y + 2.516%, 12/10/2054 (A) | 230 | 240 | ||||||
| 5.050%, 03/25/2048 | 4,734 | 4,181 | ||||||
| 4.780%, 03/25/2038 | 465 | 436 | ||||||
| 3.250%, 08/15/2029 | 635 | 608 | ||||||
| 1.875%, 02/28/2031 | 1,660 | 1,456 | ||||||
| Elevance Health | ||||||||
| 5.000%, 01/15/2036 | 2,465 | 2,417 | ||||||
| Eli Lilly | ||||||||
| 4.650%, 05/20/2033 | 3,399 | 3,380 | ||||||
| EMD Finance | ||||||||
| 5.000%, 10/15/2035 (C) | 1,040 | 1,022 | ||||||
| Fresenius Medical Care US Finance III | ||||||||
| 1.875%, 12/01/2026 (C) | 1,345 | 1,328 | ||||||
| GE HealthCare Technologies | ||||||||
| 5.500%, 06/15/2035 | 425 | 432 | ||||||
| Gilead Sciences | ||||||||
| 4.600%, 05/20/2031 | 768 | 766 | ||||||
| 4.000%, 09/01/2036 | 262 | 240 | ||||||
| HCA | ||||||||
| 5.900%, 06/01/2053 | 257 | 251 | ||||||
| 5.250%, 06/15/2049 | 398 | 358 | ||||||
| 4.600%, 11/15/2032 | 690 | 672 | ||||||
| 3.500%, 09/01/2030 | 2,000 | 1,897 | ||||||
| 3.500%, 07/15/2051 | 2,275 | 1,539 | ||||||
| 2.375%, 07/15/2031 | 751 | 666 | ||||||
| 116 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Health Care Service A Mutual Legal Reserve | ||||||||
| 5.200%, 06/15/2029 (C) | $ | 1,830 | $ | 1,846 | ||||
| Humana | ||||||||
| 3.700%, 03/23/2029 | 3,205 | 3,123 | ||||||
| LSF12 Pillar Investments US | ||||||||
| 5.750%, 05/15/2033 (C) | EUR | 360 | 409 | |||||
| Medline Borrower | ||||||||
| 6.250%, 04/01/2029 (C) | $ | 246 | 251 | |||||
| 3.875%, 04/01/2029 (C) | 1,145 | 1,112 | ||||||
| Molnlycke Holding MTN | ||||||||
| 4.250%, 06/11/2034 | EUR | 110 | 129 | |||||
| Novartis Capital | ||||||||
| 5.700%, 03/18/2056 | $ | 172 | 175 | |||||
| 5.600%, 03/18/2046 | 215 | 217 | ||||||
| 4.900%, 03/18/2036 | 2,071 | 2,058 | ||||||
| 4.600%, 03/18/2033 | 1,022 | 1,013 | ||||||
| 4.600%, 11/05/2035 | 503 | 492 | ||||||
| PeaceHealth Obligated Group | ||||||||
| 4.855%, 11/15/2032 | 1,670 | 1,657 | ||||||
| Pfizer | ||||||||
| 4.875%, 11/15/2035 | 1,340 | 1,325 | ||||||
| 4.200%, 11/15/2030 | 975 | 962 | ||||||
| Pfizer Investment Enterprises Pte | ||||||||
| 5.340%, 05/19/2063 | 181 | 166 | ||||||
| 5.300%, 05/19/2053 | 174 | 164 | ||||||
| 4.750%, 05/19/2033 | 1,151 | 1,140 | ||||||
| Roche Holdings | ||||||||
| 4.374%, 12/02/2032 (C) | 450 | 442 | ||||||
| 4.075%, 12/02/2030 (C) | 650 | 637 | ||||||
| Royalty Pharma | ||||||||
| 5.200%, 09/25/2035 | 2,742 | 2,717 | ||||||
| 3.550%, 09/02/2050 | 796 | 556 | ||||||
| 3.300%, 09/02/2040 | 174 | 135 | ||||||
| 2.200%, 09/02/2030 | 349 | 315 | ||||||
| Sartorius Finance BV | ||||||||
| 4.875%, 09/14/2035 | EUR | 500 | 607 | |||||
| 4.500%, 09/14/2032 | 100 | 119 | ||||||
| Tenet Healthcare | ||||||||
| 4.375%, 01/15/2030 | $ | 185 | 179 | |||||
| Teva Pharmaceutical Finance Netherlands IV BV | ||||||||
| 5.750%, 12/01/2030 | 87 | 89 | ||||||
| Thermo Fisher Scientific | ||||||||
| 4.902%, 02/12/2036 | 345 | 341 | ||||||
| UnitedHealth Group | ||||||||
| 5.875%, 02/15/2053 | 1,190 | 1,196 | ||||||
| 5.625%, 07/15/2054 | 334 | 327 | ||||||
| 5.500%, 07/15/2044 | 424 | 415 | ||||||
| 4.250%, 04/15/2047 | 450 | 368 | ||||||
| 3.250%, 05/15/2051 | 147 | 99 | ||||||
| 3.050%, 05/15/2041 | 121 | 91 | ||||||
| Universal Health Services | ||||||||
| 1.650%, 09/01/2026 | 685 | 682 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| VSP Optical Group | ||||||||
| 5.650%, 06/01/2036 (C) | $ | 880 | $ | 884 | ||||
| 5.400%, 06/01/2033 (C) | 922 | 925 | ||||||
| 72,327 | ||||||||
| Industrials — 1.9% | ||||||||
| AA Bond MTN | ||||||||
| 5.500%, 07/31/2032 | GBP | 260 | 341 | |||||
| AerCap Ireland Capital DAC | ||||||||
| 6.450%, 04/15/2027 | $ | 614 | 622 | |||||
| 4.950%, 09/10/2034 | 3,510 | 3,422 | ||||||
| 3.300%, 01/30/2032 | 1,140 | 1,042 | ||||||
| 3.000%, 10/29/2028 | 2,340 | 2,252 | ||||||
| American Airlines Pass-Through Trust | ||||||||
| 4.900%, 05/11/2038 | 785 | 765 | ||||||
| Aurizon Network Pty MTN | ||||||||
| 6.100%, 09/12/2031 | AUD | 820 | 576 | |||||
| BAE Systems | ||||||||
| 5.250%, 03/26/2031 (C) | $ | 1,185 | 1,208 | |||||
| Boeing | ||||||||
| 6.858%, 05/01/2054 | 361 | 406 | ||||||
| 6.388%, 05/01/2031 | 1,025 | 1,089 | ||||||
| 5.805%, 05/01/2050 | 612 | 604 | ||||||
| Caterpillar Financial Services | ||||||||
| 4.375%, 08/16/2029 | 396 | 395 | ||||||
| Caterpillar Financial Services MTN | ||||||||
| 4.500%, 05/15/2031 | 675 | 672 | ||||||
| 4.200%, 05/15/2028 | 1,832 | 1,826 | ||||||
| Cintas No. 2 | ||||||||
| 4.000%, 05/01/2032 | 415 | 400 | ||||||
| Crowley Conro | ||||||||
| 4.181%, 08/15/2043 | 346 | 320 | ||||||
| Delta Air Lines | ||||||||
| 5.250%, 07/10/2030 | 1,429 | 1,445 | ||||||
| 4.950%, 07/10/2028 | 1,376 | 1,381 | ||||||
| 4.750%, 10/20/2028 (C) | 938 | 937 | ||||||
| Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA | ||||||||
| 2.000%, 06/10/2028 | 2,565 | 2,477 | ||||||
| Eaton | ||||||||
| 4.800%, 03/06/2036 | 473 | 464 | ||||||
| 4.500%, 03/06/2033 | 386 | 378 | ||||||
| 4.200%, 03/06/2031 | 480 | 470 | ||||||
| 3.950%, 03/06/2029 | 916 | 903 | ||||||
| 3.850%, 03/06/2028 | 1,446 | 1,432 | ||||||
| Eaton Capital ULC | ||||||||
| 4.450%, 05/09/2030 | 460 | 458 | ||||||
| Embraer Netherlands Finance BV | ||||||||
| 5.980%, 02/11/2035 | 572 | 597 | ||||||
| 5.400%, 01/09/2038 | 522 | 504 | ||||||
| EquipmentShare.com | ||||||||
| 7.125%, 07/01/2034 (C) | 252 | 248 | ||||||
| SEI Institutional Managed Trust | 117 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| ERAC USA Finance | ||||||||
| 4.500%, 10/30/2029 (C) | $ | 1,500 | $ | 1,490 | ||||
| GE Vernova | ||||||||
| 5.500%, 02/04/2056 | 689 | 668 | ||||||
| General Electric | ||||||||
| 4.900%, 01/29/2036 | 941 | 940 | ||||||
| 4.300%, 07/29/2030 | 1,034 | 1,024 | ||||||
| General Electric MTN | ||||||||
| 4.393%, TSFR3M + 0.742%, 08/15/2036 (A) | 2,400 | 2,275 | ||||||
| Heathrow Funding MTN | ||||||||
| 3.875%, 01/16/2036 | EUR | 370 | 418 | |||||
| 1.125%, 10/08/2030 | 795 | 827 | ||||||
| Honeywell Aerospace | ||||||||
| 5.852%, 03/16/2066 (C) | $ | 78 | 79 | |||||
| 5.732%, 03/16/2056 (C) | 1,120 | 1,120 | ||||||
| 5.622%, 03/16/2046 (C) | 379 | 377 | ||||||
| 4.950%, 03/16/2036 (C) | 3,546 | 3,492 | ||||||
| 4.600%, 03/16/2033 (C) | 3,010 | 2,954 | ||||||
| 4.300%, 03/16/2031 (C) | 1,704 | 1,675 | ||||||
| 4.000%, 03/16/2029 (C) | 1,113 | 1,098 | ||||||
| 3.900%, 03/16/2028 (C) | 1,856 | 1,837 | ||||||
| Howmet Aerospace | ||||||||
| 4.850%, 10/15/2031 | 469 | 471 | ||||||
| 4.750%, 04/15/2036 | 463 | 450 | ||||||
| Huntington Ingalls Industries | ||||||||
| 5.749%, 01/15/2035 | 920 | 948 | ||||||
| Icahn Enterprises | ||||||||
| 10.000%, 11/15/2029 (C) | 1,645 | 1,622 | ||||||
| 9.750%, 01/15/2029 | 75 | 74 | ||||||
| John Deere Capital | ||||||||
| 4.650%, 01/07/2028 | 611 | 614 | ||||||
| 4.500%, 01/08/2027 | 872 | 874 | ||||||
| John Deere Capital MTN | ||||||||
| 5.150%, 09/08/2026 | 645 | 646 | ||||||
| 4.375%, 04/15/2031 | 504 | 499 | ||||||
| Leidos | ||||||||
| 5.000%, 03/15/2036 | 2,400 | 2,312 | ||||||
| Norfolk Southern | ||||||||
| 5.100%, 05/01/2035 | 590 | 593 | ||||||
| Northrop Grumman | ||||||||
| 5.250%, 07/15/2035 | 457 | 465 | ||||||
| 4.650%, 07/15/2030 | 492 | 493 | ||||||
| Otis Worldwide | ||||||||
| 3.112%, 02/15/2040 | 545 | 419 | ||||||
| Pacific National Finance Pty MTN | ||||||||
| 3.700%, 09/24/2029 | AUD | 960 | 617 | |||||
| Paychex | ||||||||
| 5.350%, 04/15/2032 | $ | 580 | 587 | |||||
| QXO Building Products | ||||||||
| 6.875%, 07/15/2034 (C) | 114 | 117 | ||||||
| Raven Acquisition Holdings | ||||||||
| 6.875%, 11/15/2031 (C) | 120 | 117 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| RTX | ||||||||
| 6.400%, 03/15/2054 | $ | 762 | $ | 836 | ||||
| 6.100%, 03/15/2034 | 1,111 | 1,192 | ||||||
| Seche Environnement | ||||||||
| 5.870%, EUAMDB05 + 3.707%(A)(G) | EUR | 200 | 229 | |||||
| Siemens Funding BV | ||||||||
| 5.800%, 05/28/2055 (C) | $ | 457 | 473 | |||||
| 5.200%, 05/28/2035 (C) | 690 | 702 | ||||||
| 4.600%, 05/28/2030 (C) | 749 | 750 | ||||||
| Smiths Group MTN | ||||||||
| 3.625%, 11/13/2033 | EUR | 625 | 704 | |||||
| Sydney Airport Finance Pty MTN | ||||||||
| 5.900%, 04/19/2034 | AUD | 350 | 244 | |||||
| TransDigm | ||||||||
| 7.125%, 12/01/2031 (C) | $ | 330 | 342 | |||||
| 6.625%, 03/01/2032 (C) | 220 | 225 | ||||||
| Union Pacific | ||||||||
| 5.600%, 12/01/2054 | 266 | 264 | ||||||
| United Airlines Class A Pass-Through Trust | ||||||||
| 5.800%, 01/15/2036 | 1,152 | 1,196 | ||||||
| Veralto | ||||||||
| 4.850%, 01/15/2032 | 732 | 731 | ||||||
| Vertiv Holdings | ||||||||
| 4.850%, 03/15/2036 | 1,630 | 1,583 | ||||||
| VT Topco | ||||||||
| 8.500%, 08/15/2030 (C) | 286 | 290 | ||||||
| WestConnex Finance Pty MTN | ||||||||
| 5.944%, 04/30/2032 | AUD | 550 | 386 | |||||
| 69,973 | ||||||||
| Information Technology — 1.8% | ||||||||
| Apple | ||||||||
| 3.950%, 08/08/2052 | $ | 663 | 512 | |||||
| 2.650%, 05/11/2050 | 486 | 298 | ||||||
| 2.375%, 02/08/2041 | 187 | 132 | ||||||
| AppLovin | ||||||||
| 5.950%, 12/01/2054 | 1,100 | 1,060 | ||||||
| Beignet Investor | ||||||||
| 6.581%, 05/30/2049 (C) | 1,142 | 1,165 | ||||||
| Broadcom | ||||||||
| 5.700%, 01/15/2056 | 98 | 97 | ||||||
| 5.200%, 07/15/2035 | 360 | 361 | ||||||
| 5.150%, 11/15/2031 | 1,178 | 1,199 | ||||||
| 4.900%, 07/15/2032 | 692 | 695 | ||||||
| 4.800%, 10/15/2034 | 1,229 | 1,203 | ||||||
| 4.600%, 07/15/2030 | 1,107 | 1,103 | ||||||
| 4.550%, 02/15/2032 | 878 | 866 | ||||||
| 4.150%, 11/15/2030 | 289 | 283 | ||||||
| 3.419%, 04/15/2033 | 529 | 482 | ||||||
| Cloud Software Group | ||||||||
| 8.250%, 06/30/2032 (C) | 349 | 327 | ||||||
| Dell International | ||||||||
| 5.000%, 04/01/2030 | 1,140 | 1,150 | ||||||
| 118 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.500%, 02/15/2031 | $ | 2,290 | $ | 2,258 | ||||
| Foundry JV Holdco | ||||||||
| 6.300%, 01/25/2039 (C) | 226 | 240 | ||||||
| 6.100%, 01/25/2036 (C) | 1,820 | 1,919 | ||||||
| 5.900%, 01/25/2033 (C) | 1,425 | 1,485 | ||||||
| 5.500%, 01/25/2031 (C) | 419 | 428 | ||||||
| Intel | ||||||||
| 6.200%, 05/15/2066 | 432 | 430 | ||||||
| 6.125%, 05/15/2056 | 555 | 554 | ||||||
| 5.900%, 02/10/2063 | 260 | 249 | ||||||
| 5.625%, 02/10/2043 | 147 | 143 | ||||||
| 5.300%, 05/15/2036 | 771 | 767 | ||||||
| 5.000%, 08/15/2033 | 840 | 834 | ||||||
| 4.650%, 06/01/2031 | 664 | 658 | ||||||
| 3.734%, 12/08/2047 | 1,535 | 1,105 | ||||||
| 3.250%, 11/15/2049 | 1,274 | 829 | ||||||
| 2.800%, 08/12/2041 | 221 | 155 | ||||||
| NVIDIA | ||||||||
| 5.625%, 06/15/2056 | 621 | 616 | ||||||
| 5.550%, 06/15/2046 | 621 | 616 | ||||||
| 4.950%, 06/15/2036 | 1,274 | 1,263 | ||||||
| 4.750%, 06/15/2033 | 3,667 | 3,657 | ||||||
| 4.500%, 06/15/2031 | 1,230 | 1,226 | ||||||
| 4.350%, 06/15/2029 | 1,121 | 1,118 | ||||||
| 4.250%, 06/15/2028 | 1,274 | 1,271 | ||||||
| Open Text | ||||||||
| 6.900%, 12/01/2027 (C) | 304 | 311 | ||||||
| Oracle | ||||||||
| 6.850%, 02/04/2066 | 152 | 141 | ||||||
| 6.700%, 02/04/2056 | 2,429 | 2,286 | ||||||
| 6.550%, 02/04/2046 | 515 | 486 | ||||||
| 6.000%, 08/03/2055 | 266 | 226 | ||||||
| 5.875%, 09/26/2045 | 695 | 608 | ||||||
| 5.550%, 02/06/2053 | 366 | 295 | ||||||
| 5.375%, 09/27/2054 | 1,424 | 1,117 | ||||||
| 5.350%, 05/04/2033 | 416 | 404 | ||||||
| 5.200%, 09/26/2035 | 1,034 | 968 | ||||||
| 4.950%, 02/04/2031 | 787 | 771 | ||||||
| 4.800%, 09/26/2032 | 1,547 | 1,472 | ||||||
| 4.650%, 05/06/2030 | 330 | 324 | ||||||
| 4.550%, 02/04/2029 | 486 | 479 | ||||||
| 4.450%, 09/26/2030 | 2,335 | 2,254 | ||||||
| 4.375%, 05/15/2055 | 940 | 627 | ||||||
| 4.000%, 07/15/2046 | 407 | 275 | ||||||
| 3.950%, 03/25/2051 | 517 | 331 | ||||||
| 3.900%, 05/15/2035 | 1,615 | 1,370 | ||||||
| 3.800%, 11/15/2037 | 3,495 | 2,792 | ||||||
| 3.600%, 04/01/2040 | 130 | 95 | ||||||
| 3.600%, 04/01/2050 | 2,680 | 1,630 | ||||||
| 2.875%, 03/25/2031 | 870 | 777 | ||||||
| Salesforce | ||||||||
| 6.550%, 03/15/2056 | 1,480 | 1,481 | ||||||
| 5.200%, 03/15/2033 | 2,665 | 2,670 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.650%, 03/15/2029 | $ | 3,335 | $ | 3,333 | ||||
| ServiceNow | ||||||||
| 5.400%, 05/15/2036 | 1,530 | 1,529 | ||||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 1,895 | 2,232 | ||||||
| Synopsys | ||||||||
| 5.700%, 04/01/2055 | 419 | 406 | ||||||
| 5.150%, 04/01/2035 | 520 | 517 | ||||||
| 5.000%, 04/01/2032 | 605 | 606 | ||||||
| 4.850%, 04/01/2030 | 756 | 757 | ||||||
| 4.650%, 04/01/2028 | 529 | 530 | ||||||
| TeamSystem | ||||||||
| 5.000%, 07/01/2031 | EUR | 205 | 226 | |||||
| UKG | ||||||||
| 6.875%, 02/01/2031 (C) | $ | 220 | 214 | |||||
| 67,294 | ||||||||
| Materials — 0.5% | ||||||||
| Amcor UK Finance | ||||||||
| 3.750%, 02/20/2033 | EUR | 1,590 | 1,805 | |||||
| Anglo American Capital | ||||||||
| 5.750%, 04/05/2034 (C) | $ | 1,715 | 1,769 | |||||
| 5.250%, 03/19/2036 (C) | 733 | 726 | ||||||
| 5.000%, 03/21/2033 (C) | 733 | 727 | ||||||
| 4.625%, 03/19/2031 (C) | 733 | 722 | ||||||
| ArcelorMittal | ||||||||
| 5.375%, 05/19/2036 | 1,282 | 1,271 | ||||||
| Ardagh Group | ||||||||
| 11.000% Cash/PIK, 12/01/2030 (C) | 181 | 173 | ||||||
| Ball | ||||||||
| 3.125%, 09/15/2031 | 370 | 335 | ||||||
| Berry Global | ||||||||
| 1.650%, 01/15/2027 | 2,985 | 2,940 | ||||||
| Cemex | ||||||||
| 5.750%, 06/05/2036 | 731 | 728 | ||||||
| Corp Nacional del Cobre de Chile | ||||||||
| 5.950%, 01/08/2034 | 438 | 451 | ||||||
| Eastman Chemical | ||||||||
| 4.500%, 02/20/2031 | 906 | 889 | ||||||
| Ecolab | ||||||||
| 5.350%, 06/15/2036 | 843 | 857 | ||||||
| 5.150%, 06/15/2033 | 922 | 935 | ||||||
| Glencore Funding | ||||||||
| 5.508%, 04/01/2036 (C) | 673 | 677 | ||||||
| 5.200%, 07/01/2033 (C) | 917 | 918 | ||||||
| 4.900%, 07/01/2031 (C) | 989 | 989 | ||||||
| International Flavors & Fragrances | ||||||||
| 3.268%, 11/15/2040 (C) | 535 | 406 | ||||||
| 1.832%, 10/15/2027 (C) | 130 | 126 | ||||||
| 17,444 | ||||||||
| SEI Institutional Managed Trust | 119 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Real Estate — 0.7% | ||||||||
| Agree | ||||||||
| 5.600%, 06/15/2035 | $ | 519 | $ | 531 | ||||
| 4.800%, 10/01/2032 | 241 | 238 | ||||||
| 2.600%, 06/15/2033 | 109 | 93 | ||||||
| American Homes 4 Rent | ||||||||
| 5.500%, 07/15/2034 | 82 | 83 | ||||||
| 4.950%, 06/15/2030 | 447 | 448 | ||||||
| 4.300%, 04/15/2052 | 198 | 156 | ||||||
| 3.625%, 04/15/2032 | 596 | 554 | ||||||
| American Tower | ||||||||
| 5.550%, 07/15/2033 | 720 | 739 | ||||||
| 4.700%, 12/15/2032 | 1,610 | 1,584 | ||||||
| 2.700%, 04/15/2031 | 575 | 523 | ||||||
| 1.875%, 10/15/2030 | 530 | 470 | ||||||
| AvalonBay Communities MTN | ||||||||
| 2.450%, 01/15/2031 | 175 | 160 | ||||||
| Brixmor Operating Partnership | ||||||||
| 5.375%, 06/15/2036 | 734 | 732 | ||||||
| 4.850%, 02/15/2033 | 244 | 240 | ||||||
| 2.500%, 08/16/2031 | 570 | 508 | ||||||
| Digital Dutch Finco BV | ||||||||
| 3.875%, 03/15/2035 | EUR | 120 | 134 | |||||
| 1.000%, 01/15/2032 | 315 | 312 | ||||||
| Equinix | ||||||||
| 3.900%, 04/15/2032 | $ | 1,005 | 950 | |||||
| Essex Portfolio | ||||||||
| 2.550%, 06/15/2031 | 228 | 205 | ||||||
| Extra Space Storage | ||||||||
| 3.900%, 04/01/2029 | 226 | 221 | ||||||
| 2.400%, 10/15/2031 | 405 | 358 | ||||||
| 2.200%, 10/15/2030 | 371 | 333 | ||||||
| FIBRA Prologis | ||||||||
| 5.625%, 01/14/2038 (C) | 543 | 524 | ||||||
| 5.500%, 11/26/2035 (C) | 534 | 518 | ||||||
| GLP Capital | ||||||||
| 5.750%, 11/01/2037 | 855 | 843 | ||||||
| 4.000%, 01/15/2031 | 50 | 47 | ||||||
| Healthcare Realty Holdings | ||||||||
| 3.625%, 01/15/2028 | 115 | 113 | ||||||
| Hudson Pacific Properties | ||||||||
| 3.950%, 11/01/2027 | 1,303 | 1,270 | ||||||
| Invitation Homes Operating Partnership | ||||||||
| 4.150%, 04/15/2032 | 100 | 95 | ||||||
| 2.000%, 08/15/2031 | 804 | 695 | ||||||
| Kimco Realty OP | ||||||||
| 5.300%, 02/01/2036 | 532 | 538 | ||||||
| 4.850%, 03/01/2035 | 475 | 465 | ||||||
| LXP Industrial Trust | ||||||||
| 6.750%, 11/15/2028 | 73 | 76 | ||||||
| Prologis Targeted US Logistics Fund | ||||||||
| 4.625%, 03/15/2033 (C) | 2,145 | 2,089 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Realty Income | ||||||||
| 4.875%, 07/06/2030 | EUR | 300 | $ | 361 | ||||
| 2.850%, 12/15/2032 | $ | 320 | 284 | |||||
| Regency Centers | ||||||||
| 5.250%, 01/15/2034 | 700 | 710 | ||||||
| 5.000%, 07/15/2032 | 507 | 510 | ||||||
| 4.500%, 03/15/2033 | 362 | 352 | ||||||
| 2.950%, 09/15/2029 | 817 | 776 | ||||||
| Sabra Health Care | ||||||||
| 3.900%, 10/15/2029 | 1,195 | 1,159 | ||||||
| Simon Property Group | ||||||||
| 4.750%, 09/26/2034 | 500 | 488 | ||||||
| Store Capital | ||||||||
| 4.950%, 02/11/2031 | 541 | 534 | ||||||
| 2.750%, 11/18/2030 | 419 | 378 | ||||||
| 2.700%, 12/01/2031 | 154 | 136 | ||||||
| VICI Properties | ||||||||
| 4.125%, 08/15/2030 (C) | 39 | 38 | ||||||
| 3.875%, 02/15/2029 (C) | 305 | 296 | ||||||
| WP Carey | ||||||||
| 4.250%, 07/23/2032 | EUR | 200 | 234 | |||||
| 3.750%, 05/10/2035 | 575 | 643 | ||||||
| 23,744 | ||||||||
| Utilities — 3.4% | ||||||||
| AEP Texas | ||||||||
| 6.650%, 02/15/2033 | $ | 500 | 540 | |||||
| 5.850%, 10/15/2055 | 910 | 892 | ||||||
| AEP Transmission | ||||||||
| 5.375%, 06/15/2035 | 565 | 574 | ||||||
| 5.250%, 06/01/2036 | 549 | 551 | ||||||
| Alliant Energy | ||||||||
| 5.750%, H15T5Y + 2.077%, | ||||||||
| 04/01/2056 (A) | 935 | 924 | ||||||
| Alliant Energy Finance | ||||||||
| 3.600%, 03/01/2032 (C) | 300 | 278 | ||||||
| American Electric Power | ||||||||
| 5.800%, H15T5Y + 2.128%, | ||||||||
| 03/15/2056 (A) | 500 | 497 | ||||||
| American Transmission Systems | ||||||||
| 2.650%, 01/15/2032 (C) | 1,026 | 918 | ||||||
| Amprion GmbH MTN | ||||||||
| 4.580%, 01/15/2046 | EUR | 500 | 577 | |||||
| Appalachian Power Recovery Funding | ||||||||
| 4.961%, 10/01/2035 | $ | 551 | 552 | |||||
| Arizona Public Service | ||||||||
| 5.900%, 08/15/2055 | 586 | 588 | ||||||
| 5.100%, 03/15/2036 | 992 | 976 | ||||||
| Ausgrid Finance Pty MTN | ||||||||
| 5.946%, 12/10/2035 | AUD | 520 | 359 | |||||
| Baltimore Gas and Electric | ||||||||
| 5.450%, 06/01/2035 | $ | 292 | 297 | |||||
| 2.250%, 06/15/2031 | 462 | 412 | ||||||
| 120 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Berkshire Hathaway Energy | ||||||||
| 2.850%, 05/15/2051 | $ | 1,330 | $ | 811 | ||||
| Boston Gas | ||||||||
| 4.487%, 02/15/2042 (C) | 35 | 30 | ||||||
| Brooklyn Union Gas | ||||||||
| 6.415%, 07/18/2054 (C) | 1,995 | 2,052 | ||||||
| CenterPoint Energy | ||||||||
| 5.950%, H15T5Y + 2.223%, 04/01/2056 (A) | 945 | 945 | ||||||
| CenterPoint Energy Houston Electric | ||||||||
| 5.150%, 03/01/2034 | 2,200 | 2,220 | ||||||
| 4.950%, 08/15/2035 | 710 | 702 | ||||||
| 4.850%, 04/01/2036 | 644 | 631 | ||||||
| 3.600%, 03/01/2052 | 253 | 183 | ||||||
| Centerpoint Energy Restoration Bond III | ||||||||
| 4.480%, 06/15/2035 | 1,510 | 1,476 | ||||||
| Chile Electricity Lux MPC II SARL | ||||||||
| 5.672%, 10/20/2035 (C) | 2,363 | 2,412 | ||||||
| 5.580%, 10/20/2035 (C) | 313 | 317 | ||||||
| Chile Electricity Lux MPC SARL | ||||||||
| 6.010%, 01/20/2033 (C) | 761 | 784 | ||||||
| Chpe | ||||||||
| 5.350%, 06/30/2036 (C) | 622 | 620 | ||||||
| 4.875%, 06/30/2031 (C) | 642 | 641 | ||||||
| Commonwealth Edison | ||||||||
| 5.850%, 06/01/2056 | 155 | 156 | ||||||
| Consolidated Edison of New York | ||||||||
| 4.450%, 03/15/2044 | 805 | 695 | ||||||
| 3.700%, 11/15/2059 | 172 | 119 | ||||||
| 3.200%, 12/01/2051 | 77 | 51 | ||||||
| Constellation Energy Generation | ||||||||
| 3.900%, 01/08/2028 | 440 | 436 | ||||||
| Consumers Energy | ||||||||
| 5.125%, 05/01/2036 | 933 | 932 | ||||||
| 5.050%, 05/15/2035 | 1,366 | 1,368 | ||||||
| 4.500%, 01/15/2031 | 895 | 889 | ||||||
| Consumers Securitization Funding | ||||||||
| 5.550%, 03/01/2028 | 206 | 207 | ||||||
| Dalrymple Bay Finance Pty MTN | ||||||||
| 6.234%, 03/24/2031 | AUD | 330 | 233 | |||||
| Dominion Energy | ||||||||
| 6.200%, H15T5Y + 2.006%, 02/15/2056 (A) | $ | 1,040 | 1,043 | |||||
| 5.350%, 06/15/2036 | 365 | 366 | ||||||
| DTE Electric | ||||||||
| 3.650%, 03/01/2052 | 183 | 133 | ||||||
| 2.950%, 03/01/2050 | 539 | 351 | ||||||
| Duke Energy | ||||||||
| 3.500%, 06/15/2051 | 212 | 145 | ||||||
| Duke Energy Carolinas | ||||||||
| 5.150%, 06/15/2036 | 2,419 | 2,422 | ||||||
| 4.650%, 06/15/2031 | 335 | 335 | ||||||
| 3.550%, 03/15/2052 | 310 | 220 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 2.850%, 03/15/2032 | $ | 574 | $ | 520 | ||||
| 2.550%, 04/15/2031 | 156 | 142 | ||||||
| Duke Energy Florida | ||||||||
| 2.400%, 12/15/2031 | 460 | 410 | ||||||
| Duke Energy Indiana | ||||||||
| 2.750%, 04/01/2050 | 605 | 372 | ||||||
| Duke Energy Progress | ||||||||
| 4.100%, 05/15/2042 | 400 | 337 | ||||||
| 3.700%, 10/15/2046 | 105 | 79 | ||||||
| 2.500%, 08/15/2050 | 466 | 271 | ||||||
| DWR Cymru Financing UK MTN | ||||||||
| 6.250%, 09/08/2037 | GBP | 260 | 345 | |||||
| 2.375%, 03/31/2034 | 820 | 833 | ||||||
| Electricite de France | ||||||||
| 9.125%, H15T5Y + 5.411%(A)(C)(G) | $ | 325 | 378 | |||||
| 6.250%, 04/22/2066 (C) | 700 | 689 | ||||||
| 6.125%, 04/22/2056 (C) | 1,335 | 1,317 | ||||||
| Electricite de France MTN | ||||||||
| 7.375%, GUKG5 + 3.775%(A)(G) | GBP | 100 | 139 | |||||
| 5.636%, 08/28/2035 | AUD | 310 | 210 | |||||
| 4.750%, 06/17/2044 | EUR | 700 | 812 | |||||
| 2.000%, 12/09/2049 | 700 | 490 | ||||||
| EnBW International Finance BV MTN | ||||||||
| 5.792%, 02/26/2036 | AUD | 770 | 522 | |||||
| Enel | ||||||||
| 4.500%, EUAMDB05 + 1.821%(A)(G) | EUR | 620 | 698 | |||||
| Entergy Arkansas | ||||||||
| 5.150%, 01/15/2033 | $ | 507 | 512 | |||||
| 2.650%, 06/15/2051 | 308 | 182 | ||||||
| Entergy Texas | ||||||||
| 5.250%, 04/15/2035 | 775 | 778 | ||||||
| Evergy Metro | ||||||||
| 5.300%, 10/01/2041 | 100 | 98 | ||||||
| Eversource Energy | ||||||||
| 5.950%, 02/01/2029 | 430 | 442 | ||||||
| FirstEnergy Pennsylvania Electric | ||||||||
| 5.200%, 04/01/2028 (C) | 264 | 267 | ||||||
| 4.550%, 03/15/2031 (C) | 991 | 985 | ||||||
| 4.300%, 01/15/2029 (C) | 543 | 538 | ||||||
| 3.250%, 03/15/2028 (C) | 334 | 326 | ||||||
| Florida Power & Light | ||||||||
| 5.600%, 02/15/2066 | 420 | 404 | ||||||
| Hydro One | ||||||||
| 4.750%, 05/30/2031 | 1,655 | 1,658 | ||||||
| Interstate Power and Light | ||||||||
| 5.450%, 09/30/2054 | 1,140 | 1,080 | ||||||
| Jersey Central Power & Light | ||||||||
| 5.100%, 01/15/2035 | 412 | 412 | ||||||
| 4.400%, 01/15/2031 | 798 | 785 | ||||||
| 4.150%, 01/15/2029 | 479 | 473 | ||||||
| 2.750%, 03/01/2032 (C) | 838 | 749 | ||||||
| Kentucky Utilities | ||||||||
| 5.850%, 08/15/2055 | 565 | 567 | ||||||
| SEI Institutional Managed Trust | 121 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| KeySpan Gas East | ||||||||
| 2.742%, 08/15/2026 (C) | $ | 1,025 | $ | 1,023 | ||||
| Louisville Gas and Electric | ||||||||
| 5.450%, 04/15/2033 | 1,895 | 1,945 | ||||||
| MidAmerican Energy | ||||||||
| 4.800%, 09/15/2043 | 830 | 746 | ||||||
| 2.700%, 08/01/2052 | 297 | 182 | ||||||
| Mississippi Power | ||||||||
| 4.250%, 03/15/2042 | 174 | 148 | ||||||
| 3.100%, 07/30/2051 | 554 | 361 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 5.450%, 03/15/2035 | 4,250 | 4,314 | ||||||
| NiSource | ||||||||
| 5.800%, 02/01/2042 | 149 | 149 | ||||||
| 5.750%, H15T5Y + 2.035%, 07/15/2056 (A) | 1,750 | 1,747 | ||||||
| 5.350%, 04/01/2034 | 2,875 | 2,930 | ||||||
| Nortegas Energia Grupo SL MTN | ||||||||
| 4.125%, 01/21/2033 | EUR | 400 | 457 | |||||
| Northern States Power | ||||||||
| 5.650%, 06/15/2054 | $ | 296 | 292 | |||||
| NRG Energy | ||||||||
| 4.955%, 04/30/2031 (C) | 1,880 | 1,859 | ||||||
| Ohio Edison | ||||||||
| 4.950%, 12/15/2029 (C) | 445 | 448 | ||||||
| Oncor Electric Delivery | ||||||||
| 5.900%, 03/15/2056 (C) | 652 | 662 | ||||||
| 5.800%, 04/01/2055 | 872 | 874 | ||||||
| 4.500%, 03/15/2031 (C) | 1,156 | 1,144 | ||||||
| Pacific Gas and Electric | ||||||||
| 6.300%, 08/15/2056 | 745 | 742 | ||||||
| 6.100%, 01/15/2029 | 3,910 | 4,026 | ||||||
| 5.200%, 05/01/2036 | 1,780 | 1,729 | ||||||
| 5.050%, 11/15/2031 | 465 | 465 | ||||||
| 5.050%, 10/15/2032 | 746 | 741 | ||||||
| 4.950%, 07/01/2050 | 1,826 | 1,525 | ||||||
| 4.200%, 06/01/2041 | 199 | 163 | ||||||
| 3.950%, 12/01/2047 | 1,057 | 774 | ||||||
| 3.500%, 08/01/2050 | 175 | 117 | ||||||
| 2.500%, 02/01/2031 | 1,325 | 1,189 | ||||||
| 2.100%, 08/01/2027 | 1,705 | 1,660 | ||||||
| PacifiCorp | ||||||||
| 2.900%, 06/15/2052 | 1,330 | 796 | ||||||
| PECO Energy | ||||||||
| 5.650%, 09/15/2055 | 730 | 722 | ||||||
| 4.150%, 10/01/2044 | 900 | 746 | ||||||
| 2.850%, 09/15/2051 | 557 | 346 | ||||||
| Perusahaan Perseroan Persero Perusahaan | ||||||||
| Listrik Negara MTN | ||||||||
| 5.450%, 02/03/2036 (C) | 353 | 338 | ||||||
| 4.750%, 02/03/2031 (C) | 900 | 877 | ||||||
| Piedmont Natural Gas | ||||||||
| 3.500%, 06/01/2029 | 736 | 714 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| PSEG Power | ||||||||
| 5.750%, 05/15/2035 (C) | $ | 2,225 | $ | 2,271 | ||||
| Public Service Electric and Gas MTN | ||||||||
| 5.125%, 03/15/2053 | 545 | 502 | ||||||
| 2.700%, 05/01/2050 | 160 | 99 | ||||||
| 2.050%, 08/01/2050 | 95 | 51 | ||||||
| 1.900%, 08/15/2031 | 794 | 694 | ||||||
| Public Service of Colorado | ||||||||
| 5.250%, 04/01/2053 | 1,090 | 1,003 | ||||||
| 5.150%, 09/15/2035 | 740 | 735 | ||||||
| Public Service of Oklahoma | ||||||||
| 5.450%, 01/15/2036 | 1,730 | 1,747 | ||||||
| 5.200%, 01/15/2035 | 1,146 | 1,141 | ||||||
| 3.150%, 08/15/2051 | 232 | 151 | ||||||
| Redexis MTN | ||||||||
| 4.375%, 05/30/2031 | EUR | 500 | 584 | |||||
| RTE Reseau de Transport d'Electricite SADIR MTN | ||||||||
| 3.750%, 04/30/2044 | 200 | 215 | ||||||
| RWE Finance US | ||||||||
| 5.125%, 09/18/2035 (C) | $ | 1,400 | 1,366 | |||||
| Sempra | ||||||||
| 5.250%, 03/15/2036 | 1,890 | 1,865 | ||||||
| Severn Trent Utilities Finance MTN | ||||||||
| 3.875%, 08/04/2037 | EUR | 355 | 398 | |||||
| South West Water Finance MTN | ||||||||
| 6.375%, 08/05/2041 | GBP | 435 | 569 | |||||
| Southern | ||||||||
| 3.750%, H15T5Y + 2.915%, 09/15/2051 (A) | $ | 2,175 | 2,168 | |||||
| Southern California Edison | ||||||||
| 4.125%, 03/01/2048 | 60 | 45 | ||||||
| Southern Gas Capital | ||||||||
| 5.150%, 09/15/2032 | 500 | 507 | ||||||
| 4.400%, 05/30/2047 | 500 | 416 | ||||||
| Southern Power | ||||||||
| 4.900%, 10/01/2035 | 1,300 | 1,261 | ||||||
| Southwestern Electric Power | ||||||||
| 3.250%, 11/01/2051 | 400 | 262 | ||||||
| Southwestern Public Service | ||||||||
| 3.750%, 06/15/2049 | 845 | 620 | ||||||
| Suburban Propane Partners | ||||||||
| 6.500%, 12/15/2035 (C) | 370 | 358 | ||||||
| Trans-Allegheny Interstate Line | ||||||||
| 5.000%, 01/15/2031 (C) | 2,252 | 2,270 | ||||||
| Union Electric | ||||||||
| 5.200%, 04/01/2034 | 870 | 881 | ||||||
| United Utilities Water Finance MTN | ||||||||
| 3.750%, 05/23/2034 | EUR | 220 | 251 | |||||
| Veolia Environnement | ||||||||
| 2.500%(A)(G) | 600 | 663 | ||||||
| Virginia Electric and Power | ||||||||
| 5.000%, 01/15/2034 | $ | 3,561 | 3,555 | |||||
| 122 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.950%, 03/15/2036 | $ | 1,419 | $ | 1,389 | ||||
| 4.650%, 08/15/2043 | 585 | 519 | ||||||
| 2.950%, 11/15/2051 | 462 | 289 | ||||||
| Virginia Power Fuel Securitization | ||||||||
| 5.088%, 05/01/2027 | 332 | 332 | ||||||
| Vistra Operations | ||||||||
| 5.700%, 12/30/2034 (C) | 1,815 | 1,835 | ||||||
| 5.250%, 10/15/2035 (C) | 1,720 | 1,673 | ||||||
| 4.700%, 01/31/2031 (C) | 1,935 | 1,896 | ||||||
| Wisconsin Electric Power | ||||||||
| 4.150%, 10/15/2030 | 642 | 630 | ||||||
| Yorkshire Water Finance MTN | ||||||||
| 6.375%, 11/18/2034 | GBP | 885 | 1,201 | |||||
| 2.750%, 04/18/2041 | 380 | 323 | ||||||
| 125,366 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $847,192) ($ Thousands) | 830,968 | |||||||
| ASSET-BACKED SECURITIES — 7.2% | ||||||||
| Automotive — 2.0% | ||||||||
| Ally Auto Receivables Trust, Ser 2022-3, Cl A4 | ||||||||
| 5.070%, 10/16/2028 | $ | 150 | 150 | |||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 | ||||||||
| 4.830%, 03/15/2028 (C) | 48 | 48 | ||||||
| American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.900%, 09/17/2029 (C) | 230 | 231 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 | ||||||||
| 5.810%, 05/18/2028 | 168 | 169 | ||||||
| AmeriCredit Automobile Receivables Trust, Ser 2026-1, Cl A3 | ||||||||
| 4.150%, 11/18/2032 (C) | 1,119 | 1,112 | ||||||
| ARI Fleet Lease Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.330%, 02/17/2032 (C) | 468 | 470 | ||||||
| ARI Fleet Lease Trust, Ser 2024-A, Cl A2 | ||||||||
| 5.300%, 11/15/2032 (C) | 174 | 175 | ||||||
| AutoNation Finance Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.620%, 11/13/2029 (C) | 681 | 683 | ||||||
| Avis Budget Rental Car Funding, Ser 2026-4A, Cl A | ||||||||
| 5.090%, 12/20/2032 (C) | 791 | 792 | ||||||
| BMW Vehicle Lease Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.430%, 06/26/2028 | 765 | 766 | ||||||
| BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 | ||||||||
| 5.470%, 02/25/2028 | 55 | 55 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| BofA Auto Trust, Ser 2025-1A, Cl A2A | ||||||||
| 4.520%, 11/22/2027 (C) | $ | 36 | $ | 36 | ||||
| BofA Auto Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.350%, 11/20/2029 (C) | 220 | 220 | ||||||
| Carmax Auto Owner Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.480%, 03/15/2030 | 1,614 | 1,616 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.350%, 07/15/2030 | 943 | 943 | ||||||
| Carmax Auto Owner Trust, Ser 2025-3, Cl A4 | ||||||||
| 4.470%, 01/15/2031 | 636 | 636 | ||||||
| Chase Auto Owner Trust, Ser 2022-AA, Cl A4 | ||||||||
| 3.990%, 03/27/2028 (C) | 221 | 221 | ||||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 4.130%, 09/15/2028 (C) | 615 | 614 | ||||||
| Corporate One Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.150%, 03/15/2030 (C) | 240 | 239 | ||||||
| Enterprise Fleet Financing, Ser 2025-1, Cl A3 | ||||||||
| 4.820%, 02/20/2029 (C) | 1,375 | 1,381 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A2 | ||||||||
| 3.980%, 10/15/2029 (C) | 852 | 849 | ||||||
| FCCU Auto Receivables Trust, Ser 2026-1A, Cl A3 | ||||||||
| 4.010%, 04/15/2031 (C) | 620 | 612 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-1, Cl A | ||||||||
| 4.860%, 08/15/2037 (C)(D) | 1,241 | 1,253 | ||||||
| Ford Credit Auto Owner Trust, Ser 2025-2, Cl A | ||||||||
| 4.370%, 02/15/2038 (C)(D) | 356 | 353 | ||||||
| Ford Credit Auto Owner Trust, Ser 2026-1, Cl A | ||||||||
| 4.320%, 08/15/2038 (C)(D) | 2,665 | 2,635 | ||||||
| Ford Credit Floorplan Master Owner Trust A, Ser 2026-1, Cl A | ||||||||
| 4.420%, 05/15/2031 | 1,759 | 1,755 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.660%, 02/21/2028 | 1,130 | 1,132 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A2A | ||||||||
| 4.550%, 07/20/2027 | 206 | 206 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.580%, 05/22/2028 | 785 | 787 | ||||||
| GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.170%, 08/21/2028 | 720 | 719 | ||||||
| SEI Institutional Managed Trust | 123 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| GM Financial Automobile Leasing Trust, Ser 2026-2, Cl A3 | ||||||||
| 4.300%, 03/20/2029 | $ | 467 | $ | 466 | ||||
| GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A3 | ||||||||
| 3.840%, 02/18/2031 | 541 | 536 | ||||||
| GM Financial Revolving Receivables Trust, Ser 2025-1, Cl A | ||||||||
| 4.640%, 12/11/2037 (C) | 457 | 458 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2024-1A, Cl A1 | ||||||||
| 5.130%, 03/15/2029 (C) | 1,035 | 1,041 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2026-1A, Cl A1 | ||||||||
| 4.570%, 05/15/2031 (C) | 986 | 986 | ||||||
| GMF Floorplan Owner Revolving Trust, Ser 2026-2A, Cl A | ||||||||
| 4.770%, 05/16/2033 (C) | 2,152 | 2,165 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.830%, 01/18/2028 (C) | 2,085 | 2,091 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A3 | ||||||||
| 4.530%, 04/17/2028 (C) | 2,232 | 2,236 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.360%, 07/17/2028 (C) | 1,260 | 1,261 | ||||||
| Hyundai Auto Lease Securitization Trust, Ser 2026-B, Cl A3 | ||||||||
| 4.210%, 04/16/2029 (C) | 700 | 697 | ||||||
| Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 | ||||||||
| 4.480%, 07/17/2028 | 335 | 335 | ||||||
| Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 | ||||||||
| 5.480%, 04/17/2028 | 84 | 84 | ||||||
| Hyundai Auto Receivables Trust, Ser 2026-B, Cl A4 | ||||||||
| 4.600%, 02/17/2032 | 1,183 | 1,186 | ||||||
| LAD Auto Receivables Trust, Ser 2025-2A, Cl A3 | ||||||||
| 4.250%, 01/15/2030 (C) | 925 | 923 | ||||||
| LAD Auto Receivables Trust, Ser 2025-3A, Cl A2 | ||||||||
| 4.060%, 03/15/2029 (C) | 1,441 | 1,439 | ||||||
| LAD Auto Receivables Trust, Ser 2026-2A, Cl A2 | ||||||||
| 4.170%, 08/15/2029 (C) | 1,575 | 1,573 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A2A | ||||||||
| 4.570%, 04/17/2028 | 382 | 383 | ||||||
| Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.610%, 04/16/2029 | 495 | 497 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Mercedes-Benz Auto Receivables Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.780%, 12/17/2029 | $ | 758 | $ | 761 | ||||
| Mercedes-Benz Auto Receivables Trust, Ser 2026-1, Cl A4 | ||||||||
| 4.470%, 10/15/2032 | 1,305 | 1,304 | ||||||
| Nissan Auto Lease Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.870%, 03/15/2029 | 571 | 566 | ||||||
| OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 | ||||||||
| 6.230%, 06/15/2028 (C) | 91 | 91 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3 | ||||||||
| 5.630%, 01/16/2029 | 63 | 63 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-2, Cl A3 | ||||||||
| 4.670%, 08/15/2029 | 850 | 851 | ||||||
| Santander Drive Auto Receivables Trust, Ser 2025-3, Cl A3 | ||||||||
| 4.380%, 01/15/2030 | 1,034 | 1,035 | ||||||
| SBNA Auto Receivables Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.320%, 12/15/2028 (C) | 39 | 39 | ||||||
| SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 | ||||||||
| 5.210%, 04/16/2029 (C) | 169 | 170 | ||||||
| SCCU Auto Receivables Trust, Ser 2024-1A, Cl A3 | ||||||||
| 5.110%, 06/15/2029 (C) | 340 | 341 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 | ||||||||
| 4.950%, 05/21/2029 (C) | 395 | 396 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 | ||||||||
| 4.940%, 01/21/2031 (C) | 148 | 149 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3 | ||||||||
| 5.330%, 11/20/2029 (C) | 344 | 346 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A4 | ||||||||
| 4.580%, 05/20/2031 (C) | 632 | 632 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2026-1A, Cl A3 | ||||||||
| 3.960%, 07/21/2031 (C) | 2,844 | 2,807 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2026-2A, Cl A3 | ||||||||
| 4.540%, 01/20/2032 (C) | 1,070 | 1,070 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2026-2A, Cl A4 | ||||||||
| 4.690%, 05/20/2033 (C) | 520 | 522 | ||||||
| SFS Auto Receivables Securitization Trust, Ser 2026-2A, Cl B | ||||||||
| 4.890%, 05/20/2033 (C) | 930 | 930 | ||||||
| 124 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A2 | ||||||||
| 4.630%, 07/20/2027 (C) | $ | 415 | $ | 416 | ||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 | ||||||||
| 4.470%, 07/20/2028 (C) | 575 | 575 | ||||||
| Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-CA, Cl A3 | ||||||||
| 4.110%, 04/20/2029 (C) | 1,041 | 1,034 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A | ||||||||
| 5.160%, 11/25/2036 (C) | 2,682 | 2,728 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2025-1A, Cl A | ||||||||
| 4.650%, 05/25/2038 (C) | 2,035 | 2,041 | ||||||
| Toyota Auto Loan Extended Note Trust, Ser 2026-1A, Cl A | ||||||||
| 4.580%, 04/25/2039 (C) | 6,563 | 6,556 | ||||||
| Toyota Lease Owner Trust, Ser 2024-B, Cl A3 | ||||||||
| 4.210%, 09/20/2027 (C) | 512 | 512 | ||||||
| Toyota Lease Owner Trust, Ser 2025-A, Cl A3 | ||||||||
| 4.750%, 02/22/2028 (C) | 885 | 887 | ||||||
| Toyota Lease Owner Trust, Ser 2025-B, Cl A3 | ||||||||
| 3.960%, 11/20/2028 (C) | 1,330 | 1,322 | ||||||
| Toyota Lease Owner Trust, Ser 2026-A, Cl A3 | ||||||||
| 3.820%, 02/20/2029 (C) | 685 | 679 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A3 | ||||||||
| 4.490%, 06/17/2030 (C) | 773 | 774 | ||||||
| USB Auto Owner Trust, Ser 2025-1A, Cl A4 | ||||||||
| 4.620%, 12/16/2030 (C) | 231 | 231 | ||||||
| World Omni Auto Receivables Trust, Ser 2025-C, Cl A3 | ||||||||
| 4.080%, 11/15/2030 | 905 | 901 | ||||||
| World Omni Auto Receivables Trust, Ser 2026-B, Cl A3 | ||||||||
| 4.370%, 06/16/2031 | 1,868 | 1,864 | ||||||
| Yamaha Motor Master Trust II, Ser 2026-A, Cl A1 | ||||||||
| 4.430%, 04/15/2031 (C) | 910 | 904 | ||||||
| 72,712 | ||||||||
| Credit Cards — 0.0% | ||||||||
| BA Credit Card Trust, Ser 2023-A2, Cl A2 | ||||||||
| 4.980%, 11/15/2028 | 790 | 793 | ||||||
| Synchrony Card Funding, Ser 2026-A1, Cl A | ||||||||
| 4.180%, 03/15/2032 | 714 | 708 | ||||||
| 1,501 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Mortgage Related Securities — 0.7% | ||||||||
| Accredited Mortgage Loan Trust, Ser 2007-1, Cl M2 | ||||||||
| 4.033%, TSFR1M + 0.384%, 02/25/2037 (A) | $ | 5,000 | $ | 4,801 | ||||
| Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1 | ||||||||
| 4.813%, TSFR1M + 1.164%, 01/25/2034 (A) | 254 | 251 | ||||||
| Carrington Mortgage Loan Trust Series, Ser 2006-FRE1, Cl A4 | ||||||||
| 4.013%, TSFR1M + 0.364%, 04/25/2036 (A) | 2,526 | 2,303 | ||||||
| Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5 | ||||||||
| 4.811%, 11/25/2034 (D) | 14 | 14 | ||||||
| CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4 | ||||||||
| 5.113%, TSFR1M + 1.464%, 08/25/2047 (A) | 4,247 | 4,001 | ||||||
| CWABS Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A2 | ||||||||
| 4.563%, TSFR1M + 0.914%, 10/25/2047 (A) | 860 | 794 | ||||||
| Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 | ||||||||
| 4.423%, TSFR1M + 0.774%, 01/25/2036 (A) | 1,793 | 1,753 | ||||||
| GSAMP Trust, Ser 2005-WMC3, Cl A2C | ||||||||
| 4.423%, TSFR1M + 0.774%, 12/25/2035 (A) | 1,732 | 1,702 | ||||||
| GSAMP Trust, Ser 2006-HE3, Cl A2D | ||||||||
| 4.263%, TSFR1M + 0.614%, 05/25/2046 (A) | 2,389 | 2,304 | ||||||
| MASTR Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4 | ||||||||
| 4.323%, TSFR1M + 0.674%, 05/25/2037 (A) | 5,500 | 4,763 | ||||||
| Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1 | ||||||||
| 4.438%, TSFR1M + 0.789%, 12/25/2034 (A) | 53 | 53 | ||||||
| Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 | ||||||||
| 4.313%, TSFR1M + 0.664%, 09/25/2034 (A) | 257 | 248 | ||||||
| Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 | ||||||||
| 4.198%, TSFR1M + 0.549%, 07/25/2036 (A) | 873 | 871 | ||||||
| 23,858 | ||||||||
| SEI Institutional Managed Trust | 125 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Other Asset-Backed Securities — 4.5% | ||||||||
| Aligned Data Centers Issuer, Ser 2026-1A, Cl A2I | ||||||||
| 5.909%, 06/15/2056 (C) | $ | 1,920 | $ | 1,925 | ||||
| Arbour CLO IV DAC, Ser 2025-4A, Cl BRRR | ||||||||
| 4.283%, EUR003M + 2.000%, 11/15/2039 (A)(C) | EUR | 1,600 | 1,834 | |||||
| Ares European CLO XVII DAC, Ser 2025-17A, Cl BR | ||||||||
| 4.104%, EUR003M + 1.900%, 01/15/2040 (A)(C) | 1,800 | 2,062 | ||||||
| Ares European Clo XXIII DAC, Ser 2025-23A, Cl B | ||||||||
| 3.922%, EUR003M + 1.800%, 01/15/2040 (A)(C) | 950 | 1,078 | ||||||
| Ares LXV CLO, Ser 2025-65A, Cl A1R | ||||||||
| 4.787%, TSFR3M + 1.120%, 07/25/2034 (A)(C) | $ | 3,000 | 3,003 | |||||
| Bain Capital Credit CLO, Ser 2026-2A, Cl AR3 | ||||||||
| 4.655%, TSFR3M + 0.980%, 07/19/2034 (A)(C) | 2,800 | 2,800 | ||||||
| Bain Capital Credit CLO, Ser 2026-4A, Cl A1RR | ||||||||
| 4.675%, TSFR3M + 1.000%, 10/20/2034 (A)(C) | 2,500 | 2,501 | ||||||
| Barings Equipment Finance, Ser 2026-A, Cl A3 | ||||||||
| 4.080%, 07/13/2033 (C) | 422 | 417 | ||||||
| CIFC Funding, Ser 2026-2A, Cl AR | ||||||||
| 4.802%, TSFR3M + 1.130%, 01/21/2037 (A)(C) | 2,350 | 2,351 | ||||||
| Cloud Capital Holdco, Ser 2024-1A, Cl A2 | ||||||||
| 5.781%, 11/22/2049 (C) | 2,325 | 2,323 | ||||||
| CNH Equipment Trust, Ser 2022-B, Cl A3 | ||||||||
| 3.890%, 11/15/2027 | 37 | 37 | ||||||
| CNH Equipment Trust, Ser 2022-C, Cl A3 | ||||||||
| 5.150%, 04/17/2028 | 288 | 289 | ||||||
| College Avenue Student Loans, Ser 2017-A, Cl A1 | ||||||||
| 5.413%, TSFR1M + 1.764%, 11/26/2046 (A)(C) | 146 | 147 | ||||||
| College Avenue Student Loans, Ser 2018-A, Cl A2 | ||||||||
| 4.130%, 12/26/2047 (C) | 102 | 100 | ||||||
| College Avenue Student Loans, Ser 2019-A, Cl A2 | ||||||||
| 3.280%, 12/28/2048 (C) | 213 | 203 | ||||||
| College Avenue Student Loans, Ser 2021-B, Cl A2 | ||||||||
| 1.760%, 06/25/2052 (C) | 198 | 178 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| College Avenue Student Loans, Ser 2021-C, Cl A2 | ||||||||
| 2.320%, 07/26/2055 (C) | $ | 433 | $ | 398 | ||||
| Consolidated Communications, Ser 2025-1A, Cl A2 | ||||||||
| 6.000%, 05/20/2055 (C) | 1,025 | 1,038 | ||||||
| CyrusOne Data Centers Issuer I, Ser 2024-1A, Cl A2 | ||||||||
| 4.760%, 03/22/2049 (C) | 3,000 | 2,934 | ||||||
| Dell Equipment Finance Trust, Ser 2025-1, Cl A3 | ||||||||
| 4.610%, 02/24/2031 (C) | 1,835 | 1,840 | ||||||
| DLLAA, Ser 2023-1A, Cl A3 | ||||||||
| 5.640%, 02/22/2028 (C) | 136 | 137 | ||||||
| DLLAA, Ser 2025-1A, Cl A3 | ||||||||
| 4.950%, 09/20/2029 (C) | 1,110 | 1,117 | ||||||
| DLLAD, Ser 2024-1A, Cl A3 | ||||||||
| 5.300%, 07/20/2029 (C) | 1,810 | 1,826 | ||||||
| DLLAD, Ser 2025-1A, Cl A2 | ||||||||
| 4.460%, 11/20/2028 (C) | 362 | 362 | ||||||
| DLLAD, Ser 2025-1A, Cl A3 | ||||||||
| 4.420%, 09/20/2030 (C) | 635 | 634 | ||||||
| Dryden 55 CLO, Ser 2018-55A, Cl A1 | ||||||||
| 4.955%, TSFR3M + 1.282%, 04/15/2031 (A)(C) | 61 | 61 | ||||||
| Dryden 95 CLO, Ser 2025-95A, Cl BR | ||||||||
| 5.242%, TSFR3M + 1.600%, 08/20/2034 (A)(C) | 2,900 | 2,901 | ||||||
| Dryden 98 CLO, Ser 2026-98A, Cl AR | ||||||||
| 4.695%, TSFR3M + 1.020%, 04/20/2035 (A)(C) | 3,100 | 3,099 | ||||||
| EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A | ||||||||
| 5.250%, 11/25/2040 (C) | 488 | 486 | ||||||
| FIGRE Trust, Ser 2024-HE6, Cl A | ||||||||
| 5.724%, 12/25/2054 (A)(C) | 2,699 | 2,714 | ||||||
| FIGRE Trust, Ser 2025-HE6, Cl A | ||||||||
| 5.044%, 09/25/2055 (A)(C) | 2,836 | 2,800 | ||||||
| FIGRE Trust, Ser 2025-HE7, Cl A | ||||||||
| 5.150%, 11/25/2055 (A)(C) | 1,304 | 1,292 | ||||||
| FIGRE Trust, Ser 2026-FL2, Cl A1 | ||||||||
| 5.516%, 06/25/2056 (A)(C) | 2,400 | 2,398 | ||||||
| Gracie Point International Funding, Ser 2025-1A, Cl B | ||||||||
| 5.592%, SOFR30A + 2.000%, 08/15/2028 (A)(C) | 2,440 | 2,439 | ||||||
| Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | ||||||||
| 2.740%, 02/25/2039 (C) | 159 | 158 | ||||||
| Iskandar Enterprise, Ser 2026-1A, Cl A21 | ||||||||
| 5.049%, 04/17/2056 (C) | 1,555 | 1,546 | ||||||
| J.G. Wentworth XXXIX, Ser 2017-2A, Cl B | ||||||||
| 5.090%, 09/17/2074 (C) | 1,161 | 1,042 | ||||||
| 126 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| JGWPT XXX, Ser 2013-3A, Cl A | ||||||||
| 4.080%, 01/17/2073 (C) | $ | 502 | $ | 474 | ||||
| JGWPT XXXII, Ser 2014-2A, Cl A | ||||||||
| 3.610%, 01/17/2073 (C) | 674 | 608 | ||||||
| LCM 31, Ser 2024-31A, Cl BR | ||||||||
| 5.425%, TSFR3M + 1.750%, 07/20/2034 (A)(C) | 3,000 | 3,004 | ||||||
| LCM 37, Ser 2024-37A, Cl A1R | ||||||||
| 4.733%, TSFR3M + 1.060%, 04/15/2034 (A)(C) | 2,103 | 2,103 | ||||||
| LCM 41, Ser 2025-41A, Cl A1R | ||||||||
| 4.873%, TSFR3M + 1.200%, 04/15/2036 (A)(C) | 3,000 | 3,000 | ||||||
| Lightpath Fiber Issuer, Ser 2026-1A, Cl A2 | ||||||||
| 5.597%, 03/25/2056 (C) | 2,150 | 2,147 | ||||||
| Magnetite XXIII, Ser 2026-23A, Cl AR2 | ||||||||
| 4.657%, TSFR3M + 0.990%, 01/25/2035 (A)(C) | 3,000 | 3,001 | ||||||
| Mid-State Trust XI, Ser 2003-11, Cl A1 | ||||||||
| 4.864%, 07/15/2038 | 121 | 121 | ||||||
| MVW, Ser 2021-1WA, Cl B | ||||||||
| 1.440%, 01/22/2041 (C) | 64 | 62 | ||||||
| MVW, Ser 2023-2A, Cl A | ||||||||
| 6.180%, 11/20/2040 (C) | 330 | 337 | ||||||
| Navient Education Loan Trust, Ser 2026-A, Cl A | ||||||||
| 4.860%, 09/15/2056 (C) | 2,034 | 2,023 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A | ||||||||
| 4.000%, 12/15/2059 (C) | 629 | 625 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A | ||||||||
| 3.420%, 01/15/2043 (C) | 16 | 16 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 | ||||||||
| 3.130%, 02/15/2068 (C) | 152 | 151 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A | ||||||||
| 3.010%, 12/15/2059 (C) | 446 | 435 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 | ||||||||
| 2.600%, 08/15/2068 (C) | 618 | 596 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
| 1.690%, 05/15/2069 (C) | 153 | 146 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A | ||||||||
| 1.170%, 09/16/2069 (C) | 401 | 376 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A | ||||||||
| 0.840%, 05/15/2069 (C) | 577 | 528 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A | ||||||||
| 0.940%, 07/15/2069 (C) | 123 | 112 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A | ||||||||
| 1.060%, 10/15/2069 (C) | $ | 530 | $ | 480 | ||||
| Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A | ||||||||
| 0.970%, 12/16/2069 (C) | 1,138 | 1,014 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A | ||||||||
| 1.110%, 02/18/2070 (C) | 519 | 458 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A | ||||||||
| 1.580%, 04/15/2070 (C) | 124 | 111 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A | ||||||||
| 2.230%, 07/15/2070 (C) | 520 | 475 | ||||||
| Navient Refinance Loan Trust, Ser 2025-B, Cl A | ||||||||
| 4.720%, 09/15/2055 (C) | 919 | 912 | ||||||
| Navient Refinance Loan Trust, Ser 2025-C, Cl A | ||||||||
| 4.800%, 10/15/2055 (C) | 718 | 714 | ||||||
| Navient Refinance Loan Trust, Ser 2026-A, Cl A | ||||||||
| 4.500%, 01/18/2056 (C) | 1,814 | 1,788 | ||||||
| Navient Refinance Loan Trust, Ser 2026-B, Cl A | ||||||||
| 5.070%, 06/15/2056 (C) | 1,950 | 1,950 | ||||||
| Navient Student Loan Trust, Ser 2019-BA, Cl A2A | ||||||||
| 3.390%, 12/15/2059 (C) | 95 | 94 | ||||||
| Navient Student Loan Trust, Ser 2021-3A, Cl A1A | ||||||||
| 1.770%, 08/25/2070 (C) | 571 | 494 | ||||||
| Nelnet Student Loan Trust, Ser 2005-1, Cl A5 | ||||||||
| 4.040%, SOFR90A + 0.372%, 10/25/2033 (A) | 723 | 718 | ||||||
| Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.360%, 04/20/2062 (C) | 761 | 725 | ||||||
| Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX | ||||||||
| 1.320%, 04/20/2062 (C) | 889 | 837 | ||||||
| Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX | ||||||||
| 1.630%, 04/20/2062 (C) | 173 | 165 | ||||||
| Nelnet Student Loan Trust, Ser 2025-CA, Cl A1A | ||||||||
| 4.670%, 06/22/2065 (C) | 1,739 | 1,701 | ||||||
| Neuberger Berman Loan Advisers CLO 51, Ser 2026-51A, Cl AR2 | ||||||||
| 4.666%, TSFR3M + 1.000%, 10/23/2036 (A)(C) | 2,500 | 2,499 | ||||||
| SEI Institutional Managed Trust | 127 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Octagon 53, Ser 2021-1A, Cl A | ||||||||
| 4.965%, TSFR3M + 1.292%, 04/15/2034 (A)(C) | $ | 3,750 | $ | 3,751 | ||||
| Octagon 64, Ser 2025-1A, Cl A1R | ||||||||
| 4.932%, TSFR3M + 1.260%, 07/21/2035 (A)(C) | 2,750 | 2,751 | ||||||
| Octagon Investment Partners 41, Ser 2025-2A, Cl A2R2 | ||||||||
| 5.273%, TSFR3M + 1.600%, 10/15/2033 (A)(C) | 3,000 | 3,003 | ||||||
| Octagon Investment Partners 50, Ser 2025-4A, Cl BR2 | ||||||||
| 5.223%, TSFR3M + 1.550%, 01/15/2035 (A)(C) | 2,300 | 2,301 | ||||||
| Owl Rock CLO III, Ser 2024-3A, Cl AR | ||||||||
| 5.525%, TSFR3M + 1.850%, 04/20/2036 (A)(C) | 1,180 | 1,180 | ||||||
| Park Avenue Institutional Advisers CLO, Ser 2025-2A, Cl BR | ||||||||
| 5.273%, TSFR3M + 1.600%, 07/15/2034 (A)(C) | 2,800 | 2,802 | ||||||
| Penta CLO 21 DAC, Ser 2026-21A, Cl B | ||||||||
| 3.962%, EUR003M + 1.900%, 02/16/2039 (A)(C) | EUR | 2,750 | 3,156 | |||||
| RAD CLO 21, Ser 2025-21A, Cl A1R | ||||||||
| 4.737%, TSFR3M + 1.070%, 01/25/2037 (A)(C) | $ | 2,900 | 2,898 | |||||
| Rockford Tower CLO, Ser 2025-1A, Cl BR | ||||||||
| 5.375%, TSFR3M + 1.700%, 07/20/2035 (A)(C) | 3,200 | 3,204 | ||||||
| SBA Small Business Investment, Ser 2018-10B, Cl 1 | ||||||||
| 3.548%, 09/10/2028 | 215 | 211 | ||||||
| SBA Small Business Investment, Ser 2022-10A, Cl 1 | ||||||||
| 2.938%, 03/10/2032 | 606 | 570 | ||||||
| SBA Small Business Investment, Ser 2022-10B, Cl 1 | ||||||||
| 4.262%, 09/10/2032 | 351 | 345 | ||||||
| SBA Small Business Investment, Ser 2025-10A, Cl 1 | ||||||||
| 4.963%, 03/10/2035 | 1,409 | 1,421 | ||||||
| SBA Small Business Investment, Ser 2025-10B, Cl 1 | ||||||||
| 4.532%, 09/10/2035 | 1,853 | 1,838 | ||||||
| SBA Small Business Investment, Ser 2026-10A, Cl 1 | ||||||||
| 4.626%, 03/10/2036 | 1,860 | 1,842 | ||||||
| SBA Small Business Investment, Ser 2026-10B, Cl 1 | ||||||||
| 4.748%, 03/10/2036 | 1,580 | 1,582 | ||||||
| SCF Equipment Trust, Ser 2025-1A, Cl A2 |
||||||||
| 4.820%, 07/22/2030 (C) | 218 | 218 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 | ||||||||
| 4.236%, TSFR3M + 0.572%, 12/15/2038 (A) | $ | 353 | $ | 347 | ||||
| SLM Student Loan Trust, Ser 2003-7A, Cl A5A | ||||||||
| 5.098%, SOFR90A + 1.462%, 12/15/2033 (A)(C) | 855 | 843 | ||||||
| SLM Student Loan Trust, Ser 2005-4, Cl A4 | ||||||||
| 4.100%, SOFR90A + 0.432%, 07/25/2040 (A) | 1,724 | 1,698 | ||||||
| SLM Student Loan Trust, Ser 2006-8, Cl A6 | ||||||||
| 4.090%, SOFR90A + 0.422%, 01/25/2041 (A) | 1,146 | 1,116 | ||||||
| SLM Student Loan Trust, Ser 2007-7, Cl B | ||||||||
| 4.680%, SOFR90A + 1.012%, 10/27/2070 (A) | 1,050 | 1,103 | ||||||
| SLM Student Loan Trust, Ser 2008-2, Cl B | ||||||||
| 5.130%, SOFR90A + 1.462%, 01/25/2083 (A) | 685 | 743 | ||||||
| SLM Student Loan Trust, Ser 2008-3, Cl B | ||||||||
| 5.130%, SOFR90A + 1.462%, 04/26/2083 (A) | 685 | 719 | ||||||
| SLM Student Loan Trust, Ser 2008-4, Cl A4 | ||||||||
| 5.580%, SOFR90A + 1.912%, 07/25/2022 (A) | 149 | 149 | ||||||
| SLM Student Loan Trust, Ser 2008-4, Cl B | ||||||||
| 5.780%, SOFR90A + 2.112%, 04/25/2073 (A) | 685 | 732 | ||||||
| SLM Student Loan Trust, Ser 2008-5, Cl A4 | ||||||||
| 5.630%, SOFR90A + 1.962%, 07/25/2023 (A) | 20 | 20 | ||||||
| SLM Student Loan Trust, Ser 2008-5, Cl B | ||||||||
| 5.780%, SOFR90A + 2.112%, 07/25/2073 (A) | 685 | 734 | ||||||
| SLM Student Loan Trust, Ser 2008-6, Cl B | ||||||||
| 5.780%, SOFR90A + 2.112%, 07/26/2083 (A) | 685 | 700 | ||||||
| SLM Student Loan Trust, Ser 2008-7, Cl B | ||||||||
| 5.780%, SOFR90A + 2.112%, 07/26/2083 (A) | 685 | 687 | ||||||
| SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A | ||||||||
| 1.600%, 09/15/2054 (C) | 500 | 473 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2A1 | ||||||||
| 4.470%, TSFR1M + 0.844%, 01/15/2053 (A)(C) | 522 | 517 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl A2B | ||||||||
| 1.590%, 01/15/2053 (C) | 1,508 | 1,390 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 | ||||||||
| 1.070%, 01/15/2053 (C) | 1,888 | 1,732 | ||||||
| 128 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl B | ||||||||
| 2.310%, 01/15/2053 (C) | $ | 336 | $ | 326 | ||||
| SMB Private Education Loan Trust, Ser 2021-B, Cl A | ||||||||
| 1.310%, 07/17/2051 (C) | 1,097 | 1,037 | ||||||
| SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 | ||||||||
| 1.390%, 01/15/2053 (C) | 75 | 68 | ||||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051 (C) | 1,017 | 963 | ||||||
| SMB Private Education Loan Trust, Ser 2024-A, Cl A1A | ||||||||
| 5.240%, 03/15/2056 (C) | 292 | 294 | ||||||
| SMB Private Education Loan Trust, Ser 2024-E, Cl A1A | ||||||||
| 5.090%, 10/16/2056 (C) | 902 | 902 | ||||||
| SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX | ||||||||
| 1.140%, 02/15/2047 (C) | 394 | 344 | ||||||
| SVC ABS, Ser 2026-1A, Cl B | ||||||||
| 5.795%, 03/20/2056 (C) | 1,599 | 1,550 | ||||||
| Switch ABS Issuer, Ser 2025-1A, Cl A2 | ||||||||
| 5.036%, 03/25/2055 (C) | 2,880 | 2,806 | ||||||
| T-Mobile US Trust, Ser 2024-2A, Cl A | ||||||||
| 4.250%, 05/21/2029 (C) | 2,291 | 2,290 | ||||||
| United States Small Business Administration, Ser 2022-25E, Cl 1 | ||||||||
| 3.940%, 05/01/2047 | 412 | 391 | ||||||
| United States Small Business Administration, Ser 2022-25F, Cl 1 | ||||||||
| 4.010%, 06/01/2047 | 578 | 549 | ||||||
| United States Small Business Administration, Ser 2024-25C, Cl 1 | ||||||||
| 4.970%, 03/01/2049 | 443 | 448 | ||||||
| United States Small Business Administration, Ser 2025-25F, Cl 1 | ||||||||
| 5.100%, 06/01/2050 | 430 | 433 | ||||||
| United States Small Business Administration, Ser 2025-25J, Cl 1 | ||||||||
| 4.790%, 10/01/2050 | 763 | 759 | ||||||
| Valley Stream Park CLO, Ser 2024-1A, Cl ARR | ||||||||
| 4.865%, TSFR3M + 1.190%, 01/20/2037 (A)(C) | 3,000 | 3,000 | ||||||
| Verizon Master Trust Series, Ser 2024-5, Cl A | ||||||||
| 5.000%, 06/21/2032 (C) | 1,475 | 1,494 | ||||||
| Verizon Master Trust Series, Ser 2025-2, Cl A | ||||||||
| 4.940%, 01/20/2033 (C) | 1,978 | 2,002 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Verizon Master Trust Series, Ser 2026-2, Cl A1A | ||||||||
| 4.510%, 06/21/2032 | $ | 2,759 | $ | 2,760 | ||||
| Verizon Master Trust, Ser 2023-6, Cl B | ||||||||
| 4.860%, 09/22/2031 (C) | 445 | 446 | ||||||
| Verizon Master Trust, Ser 2024-7, Cl A | ||||||||
| 4.350%, 08/20/2032 (C) | 2,454 | 2,440 | ||||||
| Verizon Master Trust, Ser 2025-10, Cl A | ||||||||
| 4.280%, 10/20/2033 (C) | 1,124 | 1,112 | ||||||
| Verizon Master Trust, Ser 2025-4, Cl A | ||||||||
| 4.760%, 03/21/2033 (C) | 1,279 | 1,289 | ||||||
| Verizon Master Trust, Ser 2025-8, Cl A | ||||||||
| 4.160%, 08/22/2033 (C) | 1,595 | 1,571 | ||||||
| 163,520 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $262,278) ($ Thousands) | 261,591 | |||||||
| SOVEREIGN DEBT — 1.0% | ||||||||
| Abu Dhabi Government International Bond | ||||||||
| 5.500%, 04/30/2054(C) | 1,500 | 1,471 | ||||||
| 3.125%, 09/30/2049(C) | 360 | 243 | ||||||
| Brazilian Government International Bond | ||||||||
| 6.625%, 03/15/2035 | 446 | 457 | ||||||
| 4.750%, 01/14/2050 | 740 | 547 | ||||||
| Chile Government International Bond | ||||||||
| 4.350%, 04/13/2031 | 473 | 465 | ||||||
| Colombia Government International Bond | ||||||||
| 7.750%, 11/07/2036 | 436 | 475 | ||||||
| Egypt Treasury Bills | ||||||||
| 0.000%, 12/22/2026(B) | EGP | 131,750 | 2,403 | |||||
| Export Finance & Insurance | ||||||||
| 4.625%, 10/26/2027(C) | $ | 1,196 | 1,202 | |||||
| Guatemala Government Bond | ||||||||
| 6.250%, 08/15/2036 | 999 | 1,043 | ||||||
| Hungary Government International Bond | ||||||||
| 5.500%, 03/26/2036(C) | 278 | 279 | ||||||
| Israel Government International Bond | ||||||||
| 4.500%, 01/13/2031 | 547 | 535 | ||||||
| 3.875%, 07/03/2050 | 530 | 384 | ||||||
| 3.375%, 01/15/2050 | 280 | 186 | ||||||
| 2.750%, 07/03/2030 | 470 | 431 | ||||||
| SEI Institutional Managed Trust | 129 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT (continued) | ||||||||
| Mexico Government International Bond | ||||||||
| 7.375%, 05/13/2055 | $ | 1,925 | $ | 2,040 | ||||
| 6.250%, 08/27/2037 | 2,105 | 2,106 | ||||||
| 6.050%, 01/11/2040 | 1,210 | 1,172 | ||||||
| 5.625%, 09/22/2035 | 218 | 212 | ||||||
| 4.750%, 03/08/2044 | 2,126 | 1,709 | ||||||
| 4.600%, 01/23/2046 | 528 | 407 | ||||||
| 4.600%, 02/10/2048 | 422 | 319 | ||||||
| 4.500%, 01/31/2050 | 456 | 336 | ||||||
| 4.400%, 02/12/2052 | 477 | 341 | ||||||
| 3.500%, 02/12/2034 | 2,423 | 2,063 | ||||||
| New South Wales Treasury | ||||||||
| 5.250%, 02/24/2038 | AUD | 4,060 | 2,749 | |||||
| Paraguay Government International Bond | ||||||||
| 5.400%, 03/30/2050(C) | $ | 1,191 | 1,100 | |||||
| Philippine Government International Bond | ||||||||
| 5.325%, 06/24/2036 | 849 | 848 | ||||||
| Qatar Government International Bond | ||||||||
| 5.103%, 04/23/2048(C) | 285 | 272 | ||||||
| 4.817%, 03/14/2049(C) | 238 | 218 | ||||||
| 4.400%, 04/16/2050(C) | 318 | 273 | ||||||
| Queensland Treasury | ||||||||
| 5.250%, 08/13/2038(C) | AUD | 4,060 | 2,734 | |||||
| Republic of Poland Government International Bond | ||||||||
| 6.125%, 04/14/2056 | $ | 444 | 452 | |||||
| 5.375%, 04/14/2036 | 927 | 935 | ||||||
| Republic of South Africa Government International Bond | ||||||||
| 5.875%, 04/20/2032 | 400 | 409 | ||||||
| Romanian Government International Bond | ||||||||
| 6.625%, 05/16/2036 | 732 | 748 | ||||||
| 5.750%, 03/24/2035 | 680 | 659 | ||||||
| Saudi Government International Bond | ||||||||
| 4.125%, 01/12/2029(C) | 915 | 900 | ||||||
| Treasury Corp of Victoria MTN | ||||||||
| 2.000%, 11/20/2037 | AUD | 1,685 | 818 | |||||
| Turkiye Government Bond | ||||||||
| 36.000%, 08/12/2026 | TRY | 108,717 | 2,324 | |||||
| Total Sovereign Debt | ||||||||
| (Cost $36,937) ($ Thousands) | 36,265 | |||||||
| LOAN PARTICIPATIONS — 0.4% | ||||||||
| ABG Intermediate Holdings 2 LLC, 2024-1 Refinancing Term Loan, 1st Lien | ||||||||
| 5.894%, CME Term SOFR + 2.250%, 12/21/2028 (A) | $ | 111 | 111 | |||||
| Action Environmental Group, Inc., The, Initial Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 10/24/2030 (A)(H) | 80 | 79 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Advantage Sales & Marketing Inc., Exchange First Lien Term Loan, 1st Lien | ||||||||
| 9.930%, CME Term SOFR + 6.000%, 04/19/2030 (A) | $ | 129 | $ | 115 | ||||
| Alpha Generation, LLC, Initial Term B Loan, 1st Lien | ||||||||
| 5.394%, CME Term SOFR + 1.750%, 09/30/2031 (A) | 243 | 241 | ||||||
| AmSpec Parent, LLC, Amendment No. 1 Other Term Loan Retired 06/30/2026, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 12/22/2031 (A) | 161 | 161 | ||||||
| Arches Buyer Inc., Refinancing Term Loan, 1st Lien | ||||||||
| 6.994%, CME Term SOFR + 3.250%, 12/06/2027 (A) | 56 | 56 | ||||||
| Archroma Finance S.a r.l., Facility B2B | ||||||||
| 9.194%, CME Term SOFR + 5.500%, 06/30/2030 (A) | 47 | 42 | ||||||
| Arcwood Environmental, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 04/01/2033 (A) | 85 | 86 | ||||||
| Arterra Wines Canada, Inc., Initial Tranche B-1 Term Loan | ||||||||
| 7.494%, CME Term SOFR + 3.500%, 11/24/2027 (A) | 154 | 153 | ||||||
| Barracuda Parent, LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.163%, CME Term SOFR + 4.500%, 08/15/2029 (A) | 74 | 50 | ||||||
| BCPE Empire Holdings, Inc., Amendment No. 10 Incremental Term Loan, 1st Lien | ||||||||
| 7.144%, CME Term SOFR + 3.500%, 12/29/2032 (A) | 384 | 378 | ||||||
| BCPE North Star US Holdco 2, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.758%, CME Term SOFR + 4.000%, 06/09/2028 (A) | 152 | 153 | ||||||
| BioMarin Pharmaceutical Inc., Term Loan B, 1st Lien | ||||||||
| 5.428%, CME Term SOFR + 1.750%, 04/27/2033 (A)(H) | 96 | 96 | ||||||
| Blackhawk Network Holdings, Inc., Term B-3 Loan, 1st Lien | ||||||||
| 7.144%, CME Term SOFR + 3.500%, 03/12/2029 (A) | 131 | 131 | ||||||
| C&S Wholesale Grocers, LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.732%, CME Term SOFR + 5.000%, 09/20/2030 (A) | 254 | 243 | ||||||
| 130 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Caesars Entertainment, Inc., 2022 Term A Loan, 1st Lien | ||||||||
| 5.744%, CME Term SOFR + 2.000%, 01/31/2028 (A) | $ | 51 | $ | 51 | ||||
| Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien | ||||||||
| 7.413%, CME Term SOFR + 3.750%, 12/29/2028 (A)(H) | 201 | 75 | ||||||
| Celsius, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 04/01/2032 (A) | 91 | 91 | ||||||
| Charter Communications Operating, LLC, Term B-5 Loan, 1st Lien | ||||||||
| 5.942%, CME Term SOFR + 2.250%, 12/15/2031 (A) | 519 | 511 | ||||||
| City Football Group Limited, Term B-1 Loan, 1st Lien | ||||||||
| 6.925%, CME Term SOFR + 3.000%, 07/21/2030 (A) | 201 | 200 | ||||||
| Cleanova US Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.414%, CME Term SOFR + 4.750%, 06/14/2032 (A)(H) | 140 | 138 | ||||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 03/21/2031 (A) | 96 | 84 | ||||||
| Cloudera, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.494%, CME Term SOFR + 3.750%, 10/08/2028 (A) | 206 | 159 | ||||||
| Clydesdale Acquisition Holdings, Inc., Term B Loan, 1st Lien | ||||||||
| 6.819%, CME Term SOFR + 3.175%, 04/13/2029 (A) | 95 | 93 | ||||||
| CPI Buyer, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.692%, CME Term SOFR + 4.000%, 05/27/2032 (A) | 52 | 51 | ||||||
| Darktrace Finco US LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.927%, CME Term SOFR + 3.250%, 10/09/2031 (A) | 131 | 119 | ||||||
| Dave & Buster's, Inc., 2024 Incremental Term B Loan, 1st Lien | ||||||||
| 7.072%, CME Term SOFR + 3.250%, 11/01/2031 (A) | 151 | 122 | ||||||
| DB Data Center Term Loan, First Lien | ||||||||
| 0.000%, 03/06/2031 (E)(H) | 959 | 951 | ||||||
| Delivery Hero SE, Extended Dollar Term Loan, 1st Lien | ||||||||
| 8.643%, CME Term SOFR + 5.000%, 12/12/2029 (A) | 304 | 305 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Dermatology Intermediate Holdings III, Inc., Closing Date Term Loan, 1st Lien | ||||||||
| 7.913%, CME Term SOFR + 4.250%, 03/30/2029 (A) | $ | 278 | $ | 269 | ||||
| Discovery Global Holdings, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 06/03/2033 (A) | 118 | 118 | ||||||
| DraftKings Inc., Term Loan B, 1st Lien | ||||||||
| 5.374%, CME Term SOFR + 1.750%, 03/04/2032 (A) | 107 | 106 | ||||||
| DTI Holdco, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 7.644%, CME Term SOFR + 4.000%, 04/26/2029 (A) | 67 | 61 | ||||||
| Entain PLC, Facility B6 (USD), 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 10/31/2029 (A) | 79 | 79 | ||||||
| EOC Borrower, LLC, Term A Loan, 1st Lien | ||||||||
| 7.394%, CME Term SOFR + 3.750%, 03/24/2028 (A) | 23 | 23 | ||||||
| First Eagle Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 08/16/2032 (A) | 166 | 166 | ||||||
| Flutter Entertainment PLC, 2024 Refinancing Term B Loan, 1st Lien | ||||||||
| 5.482%, CME Term SOFR + 1.750%, 11/30/2030 (A) | 166 | 164 | ||||||
| Genesys Cloud Services Holdings I, LLC, Initial 2025 Dollar Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 01/30/2032 (A) | 37 | 36 | ||||||
| Gogo Intermediate Holdings LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.508%, CME Term SOFR + 3.750%, 04/30/2028 (A) | 101 | 93 | ||||||
| Great Canadian Gaming Corporation, 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 8.427%, CME Term SOFR + 4.750%, 11/01/2029 (A) | 187 | 183 | ||||||
| HDI Aerospace Intermediate Holding III Corporation, Initial Term Loan, 1st Lien | ||||||||
| 6.924%, CME Term SOFR + 3.250%, 02/11/2032 (A) | 214 | 214 | ||||||
| Heartland Dental, LLC, 2025 Replacement Term Loan, 1st Lien | ||||||||
| 7.144%, CME Term SOFR + 3.500%, 08/25/2032 (A) | 197 | 197 | ||||||
| Hilton Domestic Operating Company Inc., Series B-4 Term Loan, 1st Lien | ||||||||
| 5.398%, CME Term SOFR + 1.750%, 11/08/2030 (A) | 607 | 608 | ||||||
| SEI Institutional Managed Trust | 131 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Hologic, Inc., USD Initial Term B Loan, 1st Lien | ||||||||
| 5.995%, CME Term SOFR + 2.250%, 04/07/2033 (A) | $ | 116 | $ | 114 | ||||
| Ingenovis Health, Inc., Initial Term Loan (First Lien) Retired 05/27/2026 | ||||||||
| 8.184%, CME Term SOFR + 4.250%, 03/06/2028 (A) | 195 | 61 | ||||||
| Iqvia Inc., Incremental Term B-5 Dollar Loan, 1st Lien | ||||||||
| 5.482%, CME Term SOFR + 1.750%, 01/02/2031 (A) | 208 | 208 | ||||||
| ITG Communications, LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.394%, CME Term SOFR + 4.750%, 07/09/2031 (A) | 141 | 138 | ||||||
| Jane Street Group, LLC, Seventh Amendment Extended Term Loan, 1st Lien | ||||||||
| 5.666%, CME Term SOFR + 2.000%, 12/15/2031 (A) | 170 | 168 | ||||||
| Kelso Industries LLC, Initial Term Loan, 1st Lien | ||||||||
| 9.416%, CME Term SOFR + 5.750%, 12/30/2029 (A) | 133 | 130 | ||||||
| Kenan Advantage Group, Inc., The, U.S. Term B-4 Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 3.250%, 01/25/2029 (A) | 107 | 107 | ||||||
| KUEHG Corp., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 06/12/2030 (A) | 64 | 61 | ||||||
| Lavender Dutch BorrowerCo B.V., Facility B (USD), 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 12/30/2032 (A) | 158 | 156 | ||||||
| LSF12 Crown US Commercial Bidco, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.620%, CME Term SOFR + 3.000%, 12/02/2031 (A) | 55 | 55 | ||||||
| LSF12 Helix Parent, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.144%, CME Term SOFR + 3.500%, 02/10/2033 (A)(H) | 189 | 185 | ||||||
| Magnite, Inc., Amendment No.2 Initial Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 02/06/2031 (A)(H) | – | — | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 03/01/2029 (A) | 111 | 99 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien | ||||||||
| 7.894%, CME Term SOFR + 4.250%, 05/03/2028 (A) | $ | 125 | $ | 122 | ||||
| MH Sub I, LLC (Micro Holding Corp.), 2024 December New Term Loan, 1st Lien | ||||||||
| 7.894%, CME Term SOFR + 4.250%, 12/31/2031 (A)(H) | 42 | 37 | ||||||
| Michaels Companies, Inc. The, Term B Loan (2026), 1st Lien | ||||||||
| 8.732%, CME Term SOFR + 5.000%, 03/15/2033 (A) | 326 | 324 | ||||||
| ModivCare Buyer, LLC, Takeback Term Loan | ||||||||
| 8.732%, CME Term SOFR + 5.000%, 12/29/2030 (A) | 277 | 233 | ||||||
| Naked Juice LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 7.082%, CME Term SOFR + 3.250%, 01/24/2029 (A) | 97 | 64 | ||||||
| Naked Juice LLC, New Money First Out Term Loan, 1st Lien | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 01/24/2029 (A) | 618 | 627 | ||||||
| Neogen Food Safety Corporation, 2025 Refinancing Term A Loan | ||||||||
| 0.000%, 04/04/2030 (A)(E)(H) | 253 | 250 | ||||||
| Oak-Eagle Acquireco, Inc., Term Loan B1 | ||||||||
| 0.000%, 03/24/2033 (A)(E)(H) | 44 | 44 | ||||||
| Opal Holdco 4 SAS, Facility B4 Retired 06/09/2026 | ||||||||
| 6.700%, CME Term SOFR + 3.000%, 04/25/2032 (A) | 97 | 97 | ||||||
| Peer Holding III B.V., Additional Facility (USD) 3, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 10/14/2032 (A) | 208 | 208 | ||||||
| Peer Holding III B.V., Facility B5B, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 07/01/2031 (A) | 263 | 264 | ||||||
| Pelican Products, Inc., Initial Term Loan (First Lien) | ||||||||
| 8.244%, CME Term SOFR + 4.250%, 12/29/2028 (A) | 228 | 218 | ||||||
| Peraton Corp., Term B Loan, 1st Lien | ||||||||
| 7.513%, CME Term SOFR + 3.750%, 02/01/2028 (A) | 149 | 135 | ||||||
| Perrigo Company PLC, 2024 Refinancing Term B Loan, 1st Lien | ||||||||
| 5.644%, CME Term SOFR + 2.000%, 04/20/2029 (A)(H) | 135 | 134 | ||||||
| Pioneer Opco, LLC, Term B Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 3.250%, 05/15/2033 (A) | 81 | 81 | ||||||
| 132 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Plano Holdco, Inc., Closing Date Term Loan, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 10/02/2031 (A) | $ | 42 | $ | 32 | ||||
| Planview Parent, Inc., 2024-B Incremental Term Loan, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 12/17/2027 (A) | 351 | 300 | ||||||
| Potomac Energy Center, LLC, Amendment No. 3 Term Loan, 1st Lien | ||||||||
| 6.413%, CME Term SOFR + 2.750%, 08/05/2032 (A) | 67 | 67 | ||||||
| Primo Brands Corporation, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 03/31/2031 (A) | 66 | 66 | ||||||
| Priority Holdings, LLC, 2025-1 Refinancing Term Loan, 1st Lien | ||||||||
| 7.394%, CME Term SOFR + 3.750%, 08/02/2032 (A) | 189 | 186 | ||||||
| Project Alpha Intermediate Holding, Inc., Second Amendment Refinancing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 10/26/2030 (A) | 378 | 272 | ||||||
| Quartz AcquireCo, LLC, Term B-2 Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 06/28/2030 (A) | 158 | 132 | ||||||
| QuidelOrtho Corporation, Term A Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 08/21/2030 (A) | 139 | 135 | ||||||
| QuidelOrtho Corporation, Term B Loan, 1st Lien | ||||||||
| 7.644%, CME Term SOFR + 4.000%, 08/20/2032 (A)(H) | 90 | 88 | ||||||
| Raising Cane's Restaurants, L.L.C. , First Amendment New Term Loan, 1st Lien | ||||||||
| 5.644%, CME Term SOFR + 2.000%, 11/03/2032 (A) | 140 | 140 | ||||||
| Red Ventures, LLC (New Imagitas, Inc.), Term B-5 Loan (First Lien) | ||||||||
| 6.370%, CME Term SOFR + 2.750%, 03/04/2030 (A) | 135 | 124 | ||||||
| Renaissance Holding Corp., 2024-2 Term Loan, 1st Lien | ||||||||
| 7.663%, CME Term SOFR + 4.000%, 04/05/2030 (A) | 319 | 251 | ||||||
| Secretariat Advisors LLC, Delayed Draw Term Loan, 1st Lien | ||||||||
| 4.000%, 02/28/2032 (A)(H) | 9 | 9 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Secretariat Advisors LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.732%, CME Term SOFR + 4.000%, 02/28/2032 (A) | $ | 73 | $ | 72 | ||||
| Sophos Holdings SARL, 2025 Incremental Term Loan, 1st Lien | ||||||||
| 7.258%, CME Term SOFR + 3.500%, 03/05/2027 (A) | 56 | 51 | ||||||
| South Field Energy LLC, Term Loan B, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 70 | 70 | ||||||
| South Field Energy LLC, Term Loan C, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 08/29/2031 (A) | 4 | 4 | ||||||
| Splat Super Holdco LLC, Initial Term Loan | ||||||||
| 8.644%, CME Term SOFR + 5.000%, 07/02/2032 (A) | 101 | 94 | ||||||
| SPLAT Super HoldCo, LLC, Delayed Draw Term Loan | ||||||||
| 5.000%, 07/02/2032 (A)(H) | 4 | 4 | ||||||
| Star Parent, Inc., Term Loan B, 1st Lien | ||||||||
| 7.732%, CME Term SOFR + 4.000%, 09/27/2030 (A) | 48 | 48 | ||||||
| Station Casinos LLC, Term B Facility, 1st Lien | ||||||||
| 5.644%, CME Term SOFR + 2.000%, 03/14/2031 (A) | 60 | 60 | ||||||
| Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien | ||||||||
| 8.394%, CME Term SOFR + 4.750%, 03/15/2030 (A) | 48 | 48 | ||||||
| Talen Energy Supply, LLC, 2024-1 Incremental Term B Loan, 1st Lien | ||||||||
| 5.387%, CME Term SOFR + 1.750%, 12/15/2031 (A) | 118 | 117 | ||||||
| TCP Sunbelt Acquisition Co., Initial Term Loan | ||||||||
| 7.916%, CME Term SOFR + 4.250%, 10/24/2031 (A) | 206 | 206 | ||||||
| TKO Worldwide Holdings, LLC, Additional Term B-7 Loan, 1st Lien | ||||||||
| 5.412%, CME Term SOFR + 1.750%, 11/21/2031 (A) | 147 | 146 | ||||||
| TransDigm Inc., New Tranche J Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 02/28/2031 (A) | 249 | 249 | ||||||
| TransDigm Inc., Tranche M Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 08/19/2032 (A) | 196 | 196 | ||||||
| SEI Institutional Managed Trust | 133 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| TripAdvisor, Inc., Initial Term B Loan, 1st Lien | ||||||||
| 6.394%, CME Term SOFR + 2.750%, 07/08/2031 (A) | $ | 110 | $ | 105 | ||||
| TTF Lower Intermediate, LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.376%, CME Term SOFR + 3.750%, 07/18/2031 (A) | 231 | 168 | ||||||
| Virgin Media Bristol LLC, Facility Y, 1st Lien | ||||||||
| 6.967%, CME Term SOFR + 3.175%, 03/31/2031 (A) | 584 | 516 | ||||||
| Voyager Parent, LLC, 2026 Refinancing Term B Loan, 1st Lien | ||||||||
| 7.982%, CME Term SOFR + 4.250%, 07/01/2032 (A) | 218 | 218 | ||||||
| WEC US Holdings Inc., Initial Term Loan, 1st Lien | ||||||||
| 5.620%, CME Term SOFR + 2.000%, 01/27/2031 (A) | 109 | 109 | ||||||
| Xerox Corporation, Initial Term Loan, 1st Lien | ||||||||
| 7.627%, CME Term SOFR + 4.000%, 11/19/2029 (A) | 358 | 251 | ||||||
| Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 0.500%, 03/11/2030 (A) | 54 | 54 | ||||||
| Total Loan Participations | ||||||||
| (Cost $16,882) ($ Thousands) | 16,270 | |||||||
| MUNICIPAL BONDS — 0.0% | ||||||||
| Nevada — 0.0% | ||||||||
| Clark County, Department of Aviation, Ser C, RB | ||||||||
| 6.820%, 07/01/2045 | 298 | 328 | ||||||
| New York — 0.0% | ||||||||
| New York and New Jersey, Port Authority, RB | ||||||||
| 4.458%, 10/01/2062 | 505 | 428 | ||||||
| Ohio — 0.0% | ||||||||
| Ohio State University, Ser A, RB | ||||||||
| 4.800%, 06/01/2111 | 193 | 160 | ||||||
| Texas — 0.0% | ||||||||
| Board of Regents of the University of Texas System, Ser B, RB | ||||||||
| 2.439%, 08/15/2049 | 290 | 179 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| North Texas, Tollway Authority, Ser B, RB | ||||||||
| 6.718%, 01/01/2049 | $ | 445 | $ | 487 | ||||
| 666 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $1,724) ($ Thousands) | 1,582 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATION — 0.0% | ||||||||
| Resolution Funding Interest | ||||||||
| 0.000%, 01/15/2030(B) | 905 | 778 | ||||||
| Total U.S. Government Agency Obligation | ||||||||
| (Cost $863) ($ Thousands) | 778 | |||||||
| CONVERTIBLE BOND — 0.0% | ||||||||
| Cellnex Telecom | ||||||||
| 0.750%, 11/20/2031 | EUR | 400 | 415 | |||||
| Total Convertible Bond | ||||||||
| (Cost $423) ($ Thousands) | 415 | |||||||
| Shares | ||||||||
| COMMON STOCK — 0.0% | ||||||||
| ModivCare * | 30,328 | 155 | ||||||
| Total Common Stock | ||||||||
| (Cost $243) ($ Thousands) | 155 | |||||||
| CASH EQUIVALENT — 3.7% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 134,761,797 | 134,762 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $134,762) ($ Thousands) | 134,762 | |||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $340) ($ Thousands) | 266 | |||||||
| Total Investments in Securities — 108.5% | ||||||||
| (Cost $4,017,741) ($ Thousands) | $ | 3,958,532 | ||||||
| WRITTEN SWAPTIONS — (0.0)% | ||||||||
| Total Written Swaptions | ||||||||
| (Premiums Received $264) ($ Thousands) | $ | (127 | ) | |||||
| 134 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Continued)
A list of open over the counter swaptions contracts for the Fund at June 30, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.0% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| 2-Year Interest Rate Swap | Bank of America | $ | 64,740,000 | $ | 4.21 | 08/18/2026 | $ | 68 | ||||||||
| 2-Year Interest Rate Swap | Bank of America | 64,740,000 | 4.31 | 09/08/2026 | 64 | |||||||||||
| 5-Year Interest Rate Swap | Barclays | 26,760,000 | 4.06 | 10/19/2026 | 134 | |||||||||||
| Total Purchased Swaptions | $ | 156,240,000 | $ | 266 | ||||||||||||
| WRITTEN SWAPTIONS — (0.0)% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | $ | (45,751,000 | ) | 4.60 | 07/15/2026 | $ | – | ||||||||
| Call Swaptions | ||||||||||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | $ | (45,751,000 | ) | 3.60 | 07/15/2026 | $ | – | ||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | (129,480,000 | ) | 3.33 | 12/07/2026 | (127 | ) | |||||||||
| (175,231,000 | ) | (127 | ) | |||||||||||||
| Total Written Swaptions | $ | (220,982,000 | ) | $ | (127 | ) | ||||||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Note | 887 | Sep-2026 | $ | 182,939 | $ | 182,840 | $ | (99 | ) | |||||||||
| U.S. 2-Year Treasury Note | 434 | Sep-2026 | 89,448 | 89,462 | 14 | |||||||||||||
| U.S. 5-Year Treasury Note | 1,500 | Sep-2026 | 160,086 | 160,570 | 484 | |||||||||||||
| U.S. 10-Year Treasury Note | 250 | Sep-2026 | 27,292 | 27,472 | 180 | |||||||||||||
| U.S. Long Treasury Bond | 38 | Sep-2026 | 4,165 | 4,313 | 148 | |||||||||||||
| U.S. Ultra Long Treasury Bond | 143 | Sep-2026 | 16,051 | 16,611 | 560 | |||||||||||||
| 479,981 | 481,268 | 1,287 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| Australian 10-Year Bonds | (110) | Sep-2026 | $ | (8,363 | ) | $ | (8,369 | ) | $ | (118 | ) | |||||||
| Australian 3-Year Bonds | (78) | Sep-2026 | (5,703 | ) | (5,652 | ) | (26 | ) | ||||||||||
| Euro-BOBL | (80) | Sep-2026 | (10,644 | ) | (10,553 | ) | (72 | ) | ||||||||||
| Euro-BUND 10-Year Bonds | (66) | Sep-2026 | (9,632 | ) | (9,609 | ) | (122 | ) | ||||||||||
| Euro-BUXL | (15) | Sep-2026 | (1,885 | ) | (1,907 | ) | (52 | ) | ||||||||||
| Euro-SCHATZ | (80) | Sep-2026 | (9,812 | ) | (9,692 | ) | (25 | ) | ||||||||||
| Long GILT 10-Year Bonds | (20) | Sep-2026 | (2,340 | ) | (2,368 | ) | (45 | ) | ||||||||||
| U.S. Ultra Long Treasury Bond | (103) | Sep-2026 | (11,755 | ) | (11,964 | ) | (209 | ) | ||||||||||
| Ultra 10-Year U.S. Treasury Notes | (528) | Sep-2026 | (58,658 | ) | (59,384 | ) | (726 | ) | ||||||||||
| (118,792 | ) | (119,498 | ) | (1,395 | ) | |||||||||||||
| $ | 361,189 | $ | 361,770 | $ | (108 | ) | ||||||||||||
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||
| Citigroup | 09/11/26 | GBP | 11,817 | USD | 15,590 | $ | (91 | ) | ||||||||
| Citigroup | 09/11/26 | AUD | 15,091 | USD | 10,389 | (48 | ) | |||||||||
| Citigroup | 09/11/26 | EUR | 27,153 | USD | 31,014 | (125 | ) | |||||||||
| Goldman Sachs | 09/11/26 | USD | 8,075 | GBP | 6,118 | 43 | ||||||||||
| JPMorgan Chase Bank | 09/11/26 | GBP | 454 | USD | 599 | (3 | ) | |||||||||
| $ | (224 | ) | ||||||||||||||
| SEI Institutional Managed Trust | 135 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Core Fixed Income Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2026 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) | ||||||||||||||||||||
| 1D STERLING OVERNIGHT INDEX AVERAGE (SONIA) | 4.00% Fixed | Annually | 06/26/2028 | GBP | 2,452 | $ | (1 | ) | $ | – | $ | (1 | ) | |||||||||||||||
| 1D STERLING OVERNIGHT INDEX AVERAGE (SONIA) | 4.00% Fixed | Annually | 06/26/2028 | GBP | 44,895 | (19 | ) | 2 | (21 | ) | ||||||||||||||||||
| $ | (20 | ) | $ | 2 | $ | (22 | ) | |||||||||||||||||||||
Percentages are based on Net Assets of $3,646,766 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| (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) | Zero coupon security. |
| (C) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $547,674 ($ Thousands), representing 15.0% of the Net Assets of the Fund. |
| (D) | 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. |
| (E) | No interest rate available. |
| (F) | Interest rate represents the security's effective yield at the time of purchase. |
| (G) | Perpetual security with no stated maturity date. |
| (H) | Unsettled bank loan. Interest rate may not be available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 67,891 | $ | 1,852,738 | $ | (1,785,867 | ) | $ | — | $ | — | $ | 134,762 | $ | 3,328 | $ | — | |||||||||||||||
Amounts designated as “-” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 136 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Conservative Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| COMMERCIAL PAPER — 38.9% | ||||||||
| Consumer Staples — 2.9% | ||||||||
| Hyundai Capital America | ||||||||
| 3.998%, 08/10/2026 (A) | $ | 10,000 | $ | 9,954 | ||||
| Nutrien | ||||||||
| 3.978%, 07/17/2026 (A) | 10,000 | 9,981 | ||||||
| Penske Truck Leasing | ||||||||
| 4.063%, 07/24/2026 (A) | 10,000 | 9,972 | ||||||
| 29,907 | ||||||||
| Financials — 34.1% | ||||||||
| Alinghi Funding | ||||||||
| 4.100%, 01/27/2027 (A) | 2,000 | 2,001 | ||||||
| American Honda Finance | ||||||||
| 4.012%, 07/08/2026 (A) | 10,000 | 9,991 | ||||||
| ANZ New Zealand International | ||||||||
| 4.309%, 07/16/2026 (A) | 2,500 | 2,496 | ||||||
| 3.913%, 07/02/2026 (A) | 3,000 | 2,999 | ||||||
| 3.855%, 09/14/2026 (A) | 4,500 | 4,465 | ||||||
| 3.763%, 09/04/2026 (A) | 9,000 | 8,938 | ||||||
| Aquitaine Funding | ||||||||
| 3.767%, 08/14/2026 (A) | 10,500 | 10,449 | ||||||
| ASB Bank | ||||||||
| 3.756%, 11/23/2026 (A) | 6,500 | 6,397 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 3.835%, 07/22/2026 (A) | 3,000 | 2,993 | ||||||
| Bank of America Securities | ||||||||
| 4.425%, 07/01/2026 (A) | 6,710 | 6,709 | ||||||
| 4.061%, 05/06/2027 (A) | 5,000 | 4,822 | ||||||
| Barclays Bank | ||||||||
| 4.020%, 06/21/2027 (A) | 4,000 | 4,013 | ||||||
| Barclays Capital | ||||||||
| 4.147%, 05/07/2027 (A) | 5,000 | 4,815 | ||||||
| Bedford Row Funding | ||||||||
| 3.703%, 07/01/2026 (A) | 9,000 | 8,999 | ||||||
| Britannia Funding | ||||||||
| 4.020%, 02/12/2027 (A) | 4,000 | 3,999 | ||||||
| Brookfield BRP Holdings | ||||||||
| 4.261%, 07/08/2026 (A) | 9,000 | 8,992 | ||||||
| Chesham Finance | ||||||||
| 3.680%, 07/01/2026 (A) | 3,000 | 3,000 | ||||||
| Citigroup | ||||||||
| 3.920%, 08/03/2026 (A) | 5,000 | 5,001 | ||||||
| Columbia Funding | ||||||||
| 4.070%, 12/21/2026 (A) | 2,000 | 2,000 | ||||||
| 3.833%, 07/13/2026 (A) | 4,700 | 4,694 | ||||||
| Commonweath Bank of Australia | ||||||||
| 4.132%, 03/18/2027 (A) | 6,000 | 5,821 | ||||||
| Concord Minutemen Capital | ||||||||
| 0.000%, 12/14/2026 (B) | 7,300 | 7,302 | ||||||
| CRH America Finance | ||||||||
| 4.050%, 07/27/2026 (A) | 9,500 | 9,471 | ||||||
| DNB Bank | ||||||||
| 3.746%, 01/07/2027 (A) | 5,500 | 5,384 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| COMMERCIAL PAPER (continued) | ||||||||
| Federation des Caisses Desjardins | ||||||||
| 3.758%, 02/25/2027 (A) | $ | 4,000 | $ | 3,892 | ||||
| Fidelity National Information Services | ||||||||
| 4.022%, 07/07/2026 (A) | 10,000 | 9,992 | ||||||
| HQLA Funding | ||||||||
| 4.068%, 12/15/2026 (A) | 2,000 | 1,962 | ||||||
| HSBC Bank USA | ||||||||
| 3.970%, 05/10/2027 (A) | 3,000 | 3,000 | ||||||
| ING US Funding | ||||||||
| 3.920%, 12/01/2026 (A) | 5,500 | 5,500 | ||||||
| 3.900%, 08/14/2026 (A) | 1,000 | 1,000 | ||||||
| Ionic | ||||||||
| 4.094%, 09/28/2026 (A) | 3,000 | 2,970 | ||||||
| Korea Development Bank | ||||||||
| 4.071%, 04/07/2027 (A) | 10,000 | 9,679 | ||||||
| 3.814%, 09/08/2026 (A) | 9,000 | 8,932 | ||||||
| Landesbank Baden-Wurttemberg | ||||||||
| 3.630%, 07/01/2026 (A) | 37,000 | 36,996 | ||||||
| Lloyds Bank | ||||||||
| 3.979%, 07/01/2026 (A) | 2,500 | 2,500 | ||||||
| 3.920%, 12/01/2026 (A) | 5,000 | 5,000 | ||||||
| Mackinac Funding | ||||||||
| 3.843%, 07/14/2026 (A) | 3,500 | 3,495 | ||||||
| Macquarie Bank | ||||||||
| 4.213%, 07/20/2026 (A) | 5,000 | 4,989 | ||||||
| 4.180%, 05/19/2027 (A) | 3,000 | 2,886 | ||||||
| 4.169%, 06/01/2027 (A) | 6,000 | 5,763 | ||||||
| 4.167%, 03/29/2027 (A) | 3,000 | 2,905 | ||||||
| 4.120%, 04/20/2027 (A) | 3,000 | 3,003 | ||||||
| 4.081%, 04/22/2027 (A) | 2,500 | 2,413 | ||||||
| 4.069%, 04/19/2027 (A) | 2,000 | 1,931 | ||||||
| 3.982%, 09/24/2026 (A) | 3,000 | 2,972 | ||||||
| 3.950%, 02/08/2027 (A) | 4,000 | 4,001 | ||||||
| 3.890%, 11/30/2026 (A) | 2,500 | 2,500 | ||||||
| Mainbeach Funding | ||||||||
| 3.830%, 08/20/2026 (A) | 3,500 | 3,481 | ||||||
| National Australia Bank | ||||||||
| 4.070%, 03/17/2027 (A) | 5,000 | 5,002 | ||||||
| National Bank of Canada | ||||||||
| 4.299%, 06/16/2027 (A) | 4,000 | 3,838 | ||||||
| 4.057%, 05/04/2027 (A) | 10,000 | 9,647 | ||||||
| 4.020%, 07/06/2027 (A) | 10,000 | 10,001 | ||||||
| 3.913%, 08/25/2026 (A) | 6,000 | 5,965 | ||||||
| 3.753%, 02/11/2027 (A) | 5,000 | 4,873 | ||||||
| Ridgefield Funding | ||||||||
| 3.824%, 08/21/2026 (A) | 6,500 | 6,464 | ||||||
| Royal Bank of Canada | ||||||||
| 4.020%, 07/12/2027 (A) | 2,000 | 2,001 | ||||||
| 3.890%, 08/10/2026 (A) | 2,000 | 2,000 | ||||||
| Skandinaviska Enskilda Banken | ||||||||
| 4.104%, 04/02/2027 (A) | 4,000 | 3,874 | ||||||
| Svenska Handelsbanken | ||||||||
| 3.920%, 09/29/2026 (A) | 5,000 | 5,002 | ||||||
| SEI Institutional Managed Trust | 137 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Conservative Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| COMMERCIAL PAPER (continued) | ||||||||
| 3.836%, 09/10/2026 (A) | $ | 8,000 | $ | 7,940 | ||||
| 3.802%, 09/18/2026 (A) | 3,500 | 3,471 | ||||||
| UBS | ||||||||
| 4.291%, 10/15/2026 (A) | 2,000 | 2,000 | ||||||
| Verto Capital I | ||||||||
| 3.932%, 09/18/2026 (A) | 3,000 | 2,973 | ||||||
| 3.896%, 08/26/2026 (A) | 3,000 | 2,981 | ||||||
| 3.835%, 08/18/2026 (A) | 3,000 | 2,984 | ||||||
| Westpac Banking | ||||||||
| 3.920%, 08/25/2026 (A) | 4,750 | 4,751 | ||||||
| 353,280 | ||||||||
| Utilities — 1.9% | ||||||||
| Ameren | ||||||||
| 3.830%, 07/01/2026 (A) | 10,000 | 9,999 | ||||||
| Southern Company (The) | ||||||||
| 4.012%, 07/22/2026 (A) | 10,000 | 9,976 | ||||||
| 19,975 | ||||||||
| Total Commercial Paper | ||||||||
| (Cost $403,330) ($ Thousands) | 403,162 | |||||||
| CORPORATE OBLIGATIONS — 7.8% | ||||||||
| Financials — 7.8% | ||||||||
| Banco Santander | ||||||||
| 3.920%, SOFR + 0.280%, 12/07/2026 (C) | 4,000 | 4,000 | ||||||
| Bank of Montreal IL | ||||||||
| 4.090%, SOFR + 0.450%, 07/16/2027 (C) | 3,000 | 3,000 | ||||||
| 4.020%, SOFR + 0.380%, 02/19/2027 (C) | 4,500 | 4,503 | ||||||
| 3.980%, SOFR + 0.340%, 03/22/2027 (C) | 5,000 | 5,001 | ||||||
| Bank of Nova Scotia | ||||||||
| 3.930%, SOFR + 0.290%, 02/08/2027 (C) | 2,000 | 2,000 | ||||||
| Barclays Bank | ||||||||
| 4.060%, SOFR + 0.420%, 04/23/2027 (C) | 4,000 | 4,002 | ||||||
| 4.040%, SOFR + 0.400%, 11/13/2026 (C) | 3,000 | 3,002 | ||||||
| 3.970%, SOFR + 0.330%, 08/10/2026 (C) | 2,000 | 2,000 | ||||||
| 3.970%, SOFR + 0.330%, 03/01/2027 (C) | 4,000 | 4,000 | ||||||
| MUFG Bank NY | ||||||||
| 4.010%, SOFR + 0.350%, 09/10/2026 (C) | 4,400 | 4,401 | ||||||
| 3.880%, SOFR + 0.220%, 09/15/2026 (C) | 5,500 | 5,501 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Nordea Bank Abp NY | ||||||||
| 3.970%, SOFR + 0.330%, 12/15/2026 (C) | $ | 5,000 | $ | 5,002 | ||||
| Oversea-Chinese Banking | ||||||||
| 3.960%, SOFR + 0.300%, 03/12/2027 (C) | 4,000 | 4,003 | ||||||
| Royal Bank of Canada NY | ||||||||
| 3.990%, SOFR + 0.350%, 11/13/2026 (C) | 2,000 | 2,001 | ||||||
| Standard Chartered Bank | ||||||||
| 4.060%, SOFR + 0.420%, 05/27/2027 (C) | 2,000 | 2,000 | ||||||
| 4.060%, SOFR + 0.420%, 07/30/2027 (C) | 3,000 | 3,006 | ||||||
| Sumitomo Mitsui Banking | ||||||||
| 4.020%, SOFR + 0.360%, 10/15/2026 (C) | 6,000 | 6,004 | ||||||
| Svenska Handelsbanken NY | ||||||||
| 3.990%, SOFR + 0.350%, 04/28/2027 (C) | 2,000 | 2,001 | ||||||
| 3.950%, SOFR + 0.310%, 01/28/2027 (C) | 5,000 | 5,000 | ||||||
| 3.940%, SOFR + 0.300%, 10/15/2026 (C) | 4,000 | 4,002 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.040%, SOFR + 0.400%, 12/14/2026 (C) | 2,000 | 2,001 | ||||||
| Wells Fargo Bank | ||||||||
| 3.990%, SOFR + 0.350%, 01/08/2027 (C) | 2,000 | 2,001 | ||||||
| 3.940%, SOFR + 0.300%, 03/24/2027 (C) | 2,000 | 2,000 | ||||||
| 80,431 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $80,400) ($ Thousands) | 80,431 | |||||||
| CERTIFICATES OF DEPOSIT — 23.7% | ||||||||
| Alinghi Funding | ||||||||
| 4.130%, 03/19/2027 | $ | 2,000 | 2,000 | |||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 4.000%, 10/08/2026 | 3,000 | 3,000 | ||||||
| Bank of America | ||||||||
| 4.420%, 07/01/2027 | 3,000 | 3,000 | ||||||
| 4.200%, 06/01/2027 | 1,000 | 1,000 | ||||||
| 4.100%, 04/02/2027 | 3,000 | 3,000 | ||||||
| 4.020%, 07/02/2027 | 1,000 | 1,000 | ||||||
| 3.940%, 07/02/2026 | 5,500 | 5,500 | ||||||
| 3.770%, 01/04/2027 | 2,000 | 2,000 | ||||||
| 0.000%, 04/09/2027 (B) | 2,000 | 2,001 | ||||||
| Bank of Montreal | ||||||||
| 4.030%, 06/01/2027 | 3,000 | 3,000 | ||||||
| 138 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Conservative Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CERTIFICATES OF DEPOSIT (continued) | ||||||||
| 4.020%, 06/23/2027 | $ | 4,000 | $ | 3,999 | ||||
| 4.000%, 03/11/2027 | 6,000 | 5,990 | ||||||
| 3.910%, 11/13/2026 | 5,000 | 5,001 | ||||||
| Bank of Nova Scotia | ||||||||
| 4.030%, 03/15/2027 | 5,000 | 4,995 | ||||||
| 3.800%, 01/08/2027 | 3,000 | 2,994 | ||||||
| Barclays Bank | ||||||||
| 4.050%, 03/12/2027 | 5,000 | 4,994 | ||||||
| 3.930%, 12/09/2026 | 3,500 | 3,496 | ||||||
| BNP Paribas | ||||||||
| 4.000%, 12/22/2026 | 3,000 | 2,999 | ||||||
| 4.000%, 12/31/2026 | 2,000 | 2,000 | ||||||
| 3.920%, 02/12/2027 | 3,000 | 3,000 | ||||||
| 3.800%, 07/13/2026 | 1,500 | 1,500 | ||||||
| 3.800%, 09/24/2026 | 3,000 | 2,999 | ||||||
| Britannia Funding | ||||||||
| 4.040%, 12/23/2026 | 5,000 | 5,000 | ||||||
| Canadian Imperial Bank of Commerce | ||||||||
| 4.160%, 08/12/2026 | 5,000 | 5,002 | ||||||
| 4.000%, 03/15/2027 | 5,000 | 4,992 | ||||||
| 3.730%, 03/22/2027 | 3,000 | 2,989 | ||||||
| Cooperatieve Rabobank | ||||||||
| 4.000%, 02/10/2027 | 3,000 | 2,998 | ||||||
| Credit Industriel et Commercial | ||||||||
| 3.920%, 02/05/2027 | 4,000 | 4,000 | ||||||
| Deutsche Bank | ||||||||
| 3.850%, 10/15/2026 | 6,000 | 5,996 | ||||||
| DNB Bank | ||||||||
| 3.880%, 11/19/2026 | 3,000 | 3,000 | ||||||
| Goldman Sachs | ||||||||
| 4.120%, 03/31/2027 | 5,500 | 5,497 | ||||||
| 3.939%, 02/18/2027 | 6,000 | 6,002 | ||||||
| HSBC Bank USA | ||||||||
| 3.970%, 07/10/2026 | 2,000 | 2,000 | ||||||
| Korea Development Bank | ||||||||
| 3.800%, 09/18/2026 | 16,000 | 15,996 | ||||||
| National Bank of Canada | ||||||||
| 4.030%, 04/09/2027 | 3,000 | 3,002 | ||||||
| Natixis | ||||||||
| 4.040%, 01/08/2027 | 2,000 | 1,999 | ||||||
| Nordea Bank | ||||||||
| 4.300%, 07/01/2027 | 3,000 | 2,996 | ||||||
| 3.970%, 08/14/2026 | 3,000 | 3,000 | ||||||
| Oversea Chinese Banking | ||||||||
| 3.870%, 07/09/2026 | 4,000 | 4,000 | ||||||
| Ridgefield Funding | ||||||||
| 3.850%, 08/03/2026 | 9,000 | 9,001 | ||||||
| Royal Bank of Canada | ||||||||
| 4.250%, 06/14/2027 | 3,000 | 2,997 | ||||||
| 4.100%, 08/14/2026 | 3,000 | 3,001 | ||||||
| 4.000%, 03/12/2027 | 5,000 | 4,992 | ||||||
| 3.960%, 11/18/2026 | 2,000 | 1,999 | ||||||
| 3.910%, 08/26/2026 | 10,000 | 10,002 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CERTIFICATES OF DEPOSIT (continued) | ||||||||
| 3.850%, 12/04/2026 | $ | 3,000 | $ | 2,997 | ||||
| 3.740%, 10/05/2026 | 4,000 | 3,998 | ||||||
| Standard Chartered Bank | ||||||||
| 3.940%, 11/13/2026 | 4,000 | 4,002 | ||||||
| Sumitomo Mitsui Banking | ||||||||
| 3.940%, 02/05/2027 | 4,000 | 4,001 | ||||||
| 3.870%, 08/21/2026 | 5,000 | 5,000 | ||||||
| Svenska Handelsbanken | ||||||||
| 3.935%, 11/17/2026 | 1,000 | 1,000 | ||||||
| Toronto-Dominion Bank | ||||||||
| 4.020%, 07/09/2027 | 4,000 | 4,001 | ||||||
| 4.000%, 03/12/2027 | 3,000 | 2,995 | ||||||
| 3.930%, 03/23/2027 | 3,000 | 3,000 | ||||||
| 3.900%, 08/10/2026 | 3,000 | 3,001 | ||||||
| 3.850%, 08/10/2026 | 5,000 | 5,000 | ||||||
| 3.730%, 03/25/2027 | 3,000 | 2,991 | ||||||
| UBS | ||||||||
| 4.067%, 11/05/2026 | 2,000 | 2,000 | ||||||
| 4.012%, 05/10/2027 | 3,000 | 3,001 | ||||||
| 3.820%, 02/19/2027 | 1,000 | 997 | ||||||
| Wells Fargo Bank | ||||||||
| 4.070%, 04/09/2027 | 1,000 | 999 | ||||||
| 3.920%, 03/17/2027 | 3,000 | 3,000 | ||||||
| 3.750%, 01/27/2027 | 5,000 | 4,989 | ||||||
| Westpac Banking | ||||||||
| 4.200%, 03/24/2027 | 1,000 | 1,000 | ||||||
| 3.900%, 02/22/2027 | 8,000 | 8,000 | ||||||
| Total Certificates of Deposit | ||||||||
| (Cost $246,000) ($ Thousands) | 245,901 | |||||||
| REPURCHASE AGREEMENTS(D) — 29.6% | ||||||||
| Bank of America Securities 3.650%, dated 06/30/2026, to be repurchased on 07/1/2026, repurchase price $100,010,139 (collateralized by GNMA obligations, ranging in par value $2,000 - $27,943,000, 2.000% - 7.000%, 01/20/2028 - 11/20/2065; with total market value $102,021,876) | ||||||||
| $ | 100,000 | 100,000 | ||||||
| Goldman Sachs & Co. 3.650%, dated 06/30/2026, to be repurchased on 07/1/2026, repurchase price $120,012,167 (collateralized by GNMA obligations, ranging in par value $106,686 - $93,432,576, 2.000% - 7.500%, 11/15/2033 - 06/20/2064; with total market value $122,422,111) | ||||||||
| 120,000 | 120,000 | |||||||
| SEI Institutional Managed Trust | 139 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Conservative Income Fund (Concluded)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| REPURCHASE AGREEMENTS(D) (continued) | ||||||||
| TD Securities 3.650%, dated 06/30/2026, to be repurchased on 07/1/2026, repurchase price $87,008,821 (collateralized by GNMA obligations, ranging in par value $20,161,992 - $72,469,774, 5.000% - 5.500%, 07/20/2055 - 05/20/2056; with total market value $88,753,146) | ||||||||
| $ | 87,000 | $ | 87,000 | |||||
| Total Repurchase Agreements | ||||||||
| (Cost $307,000) ($ Thousands) | 307,000 | |||||||
| Total Investments in Securities — 100.0% | ||||||||
| (Cost $1,036,730) ($ Thousands) | $ | 1,036,494 | ||||||
Percentages are based on Net Assets of $1,036,772 ($ Thousands).
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | No interest rate available. |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
| 140 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Free Conservative Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS — 90.5% | ||||||||
| Arizona — 3.3% | ||||||||
| Buckeye, Excise Tax Revenue, RB | ||||||||
| 5.000%, 07/01/2026 | $ | 350 | $ | 350 | ||||
| Glendale, Water & Sewer Revenue, RB | ||||||||
| 5.000%, 07/01/2026 | 1,125 | 1,125 | ||||||
| Maricopa County Industrial Development Authority, Ser A, RB | ||||||||
| 5.000%, 01/01/2027 | 900 | 910 | ||||||
| Maricopa County, Paradise Valley, Unified School District No. 69, Ser B, GO | ||||||||
| 5.000%, 07/01/2026 | 1,115 | 1,115 | ||||||
| Mesa, Utility System Revenue, RB, AG | ||||||||
| 5.000%, 07/01/2026 | 1,500 | 1,500 | ||||||
| Pima County Unified School District No. 1 Tucson, Ser B, GO | ||||||||
| 5.000%, 07/01/2027 | 400 | 410 | ||||||
| Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB | ||||||||
| 1.650%, 09/01/2035 (A)(B) | 1,500 | 1,500 | ||||||
| 6,910 | ||||||||
| Arkansas — 0.3% | ||||||||
| Arkansas Development Finance Authority, Ser B, RB, GNMA/FNMA/FHLMC | ||||||||
| 2.875%, 07/01/2057 (A) | 650 | 650 | ||||||
| California — 1.7% | ||||||||
| City of Los Angeles California, RB | ||||||||
| 5.000%, 06/24/2027 | 1,600 | 1,634 | ||||||
| East County Advanced Water Purification Joint Powers Authority, Ser S, RB | ||||||||
| 3.125%, 09/01/2026 | 1,920 | 1,920 | ||||||
| 3,554 | ||||||||
| Colorado — 6.2% | ||||||||
| Adams & Weld Counties School District No. 27J Brighton, Ser A, GO | ||||||||
| 5.500%, 12/01/2026 | 635 | 643 | ||||||
| City of Colorado Springs Colorado Utilities System Revenue, Sub-Ser, RB | ||||||||
| 1.660%, 11/01/2035 (A) | 590 | 590 | ||||||
| City of Commerce City Colorado Sales & Use Tax Revenue, RB | ||||||||
| 5.000%, 08/01/2026 | 1,630 | 1,633 | ||||||
| Colorado Health Facilities Authority, RB | ||||||||
| 5.000%, 12/01/2026 | 900 | 908 | ||||||
| Colorado Housing and Finance Authority, Ser A-1-REMK, RB | ||||||||
| 1.750%, 10/01/2057 (A) | 1,000 | 1,000 | ||||||
| Colorado Springs, Utilities System Revenue, Sub-Ser B-REMK, RB | ||||||||
| 1.500%, 11/01/2036 (A) | 3,735 | 3,735 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB | ||||||||
| 1.640%, 05/15/2062 (A) | $ | 4,700 | $ | 4,700 | ||||
| 13,209 | ||||||||
| Connecticut — 4.0% | ||||||||
| Connecticut Housing Finance Authority, Ser A, RB | ||||||||
| 1.640%, 11/15/2051 (A) | 640 | 640 | ||||||
| Connecticut Innovations, RB | ||||||||
| 1.640%, 12/01/2039 (A)(B) | 195 | 195 | ||||||
| Connecticut State Health & Educational Facilities Authority, Ser S, RB | ||||||||
| 1.650%, 07/01/2053 (A) | 800 | 800 | ||||||
| Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-2, RB, GNMA/FNMA/FHLMC | ||||||||
| 1.600%, 11/15/2052 (A) | 3,200 | 3,200 | ||||||
| Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB | ||||||||
| 1.600%, 05/15/2040 (A) | 295 | 295 | ||||||
| State of Connecticut Clean Water Fund - State Revolving Fund, Ser A, RB | ||||||||
| 5.000%, 03/01/2027 | 1,725 | 1,754 | ||||||
| University of Connecticut, Ser A, RB | ||||||||
| 5.000%, 02/15/2027 | 1,600 | 1,625 | ||||||
| 8,509 | ||||||||
| Delaware — 0.1% | ||||||||
| City of Wilmington Delaware, GO | ||||||||
| 5.000%, 12/01/2026 | 300 | 303 | ||||||
| District of Columbia — 0.6% | ||||||||
| District of Columbia Housing Finance Agency, RB | ||||||||
| 3.200%, 09/01/2040 (A) | 220 | 220 | ||||||
| Metropolitan Washington Airports Authority Aviation Revenue, Ser D-REMK, RB | ||||||||
| 1.640%, 10/01/2040 (A)(B) | 950 | 950 | ||||||
| Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB | ||||||||
| 1.690%, 10/01/2053 (A)(B)(C) | 95 | 95 | ||||||
| 1,265 | ||||||||
| Florida — 6.2% | ||||||||
| City of Palm Coast Florida Utility Revenue, RB | ||||||||
| 5.000%, 10/01/2026 | 480 | 483 | ||||||
| Hillsborough County Industrial Development Authority, RB | ||||||||
| 0.150%, 11/15/2054 (A) | 650 | 650 | ||||||
| SEI Institutional Managed Trust | 141 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Free Conservative Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Lucie County, Florida Power & Light Project, Ser R, RB | ||||||||
| 1.750%, 09/01/2028 (A) | $ | 7,100 | $ | 7,100 | ||||
| Miami-Dade County, Florida Water & Sewer System Revenue, Ser B, RB | ||||||||
| 5.000%, 10/01/2026 | 2,000 | 2,011 | ||||||
| Orlando, Utilities Commission, Ser B, RB | ||||||||
| 3.030%, 10/01/2039 | 855 | 855 | ||||||
| School Board of Miami-Dade County, RB | ||||||||
| 4.000%, 01/07/2027 | 2,000 | 2,013 | ||||||
| 13,112 | ||||||||
| Georgia — 0.8% | ||||||||
| City of Atlanta Georgia Water & Wastewater Revenue, Sub-Ser, RB | ||||||||
| 5.000%, 11/01/2026 | 650 | 656 | ||||||
| County of Fulton Georgia, RB | ||||||||
| 5.000%, 12/30/2026 | 950 | 961 | ||||||
| 1,617 | ||||||||
| Idaho — 1.9% | ||||||||
| Idaho Health Facilities Authority, St. Luke's Health System Project, Ser D, RB | ||||||||
| 0.150%, 03/01/2060 (A)(B) | 2,300 | 2,300 | ||||||
| State of Idaho, GO | ||||||||
| 4.000%, 06/30/2027 | 1,600 | 1,621 | ||||||
| 3,921 | ||||||||
| Indiana — 1.0% | ||||||||
| Ivy Tech Community College of Indiana, Ser Y, RB | ||||||||
| 5.000%, 07/01/2026 | 300 | 300 | ||||||
| Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB | ||||||||
| 1.790%, 04/01/2030 (A)(C) | 1,770 | 1,770 | ||||||
| 2,070 | ||||||||
| Iowa — 4.5% | ||||||||
| Iowa Finance Authority, Ser B, RB, GNMA/FNMA/FHLMC | ||||||||
| 1.620%, 01/01/2052 (A) | 550 | 550 | ||||||
| Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB | ||||||||
| 1.900%, 12/01/2041 (A)(B)(C) | 7,500 | 7,500 | ||||||
| Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB | ||||||||
| 1.680%, 09/01/2036 (A) | 1,600 | 1,600 | ||||||
| 9,650 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Kansas — 0.2% | ||||||||
| University of Kansas Hospital Authority, RB | ||||||||
| 5.000%, 03/01/2027 | $ | 315 | $ | 320 | ||||
| Kentucky — 0.2% | ||||||||
| Kentucky State Property & Building Commission, Ser A, RB | ||||||||
| 5.000%, 03/01/2027 | 400 | 406 | ||||||
| Louisiana — 1.8% | ||||||||
| Louisiana Housing, RB | ||||||||
| 3.200%, 06/01/2046 (A) | 340 | 340 | ||||||
| Louisiana State, Gasoline & Fuels Tax Revenue, Ser A-1, RB | ||||||||
| 0.150%, 05/01/2043 (A)(B) | 2,025 | 2,025 | ||||||
| Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB | ||||||||
| 1.890%, 11/01/2040 (A) | 1,500 | 1,500 | ||||||
| 3,865 | ||||||||
| Maryland — 0.6% | ||||||||
| Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB | ||||||||
| 1.680%, 02/01/2041 (A) | 1,170 | 1,170 | ||||||
| Massachusetts — 2.0% | ||||||||
| Massachusetts Development Finance Agency, Ser E-1, RB | ||||||||
| 0.100%, 07/01/2052 (A) | 300 | 300 | ||||||
| Town of Bedford Massachusetts, GO | ||||||||
| 4.000%, 04/09/2027 | 2,000 | 2,021 | ||||||
| Town of Hingham Massachusetts, GO | ||||||||
| 4.000%, 02/12/2027 | 2,000 | 2,015 | ||||||
| 4,336 | ||||||||
| Michigan — 1.2% | ||||||||
| Michigan Finance Authority, Ser A-2, RB | ||||||||
| 5.000%, 08/20/2026 (B) | 1,200 | 1,203 | ||||||
| Michigan State Housing Development Authority, RB | ||||||||
| 2.670%, 12/01/2042 (A) | 345 | 345 | ||||||
| Rockford Public Schools, GO, Q-SBLF | ||||||||
| 5.000%, 05/01/2027 | 640 | 652 | ||||||
| Walled Lake Consolidated School District, GO, Q-SBLF | ||||||||
| 5.000%, 05/01/2027 | 375 | 383 | ||||||
| 2,583 | ||||||||
| Minnesota — 0.9% | ||||||||
| Minnesota Housing Finance Agency, Ser R, RB, GNMA/FNMA/FHLMC | ||||||||
| 1.640%, 01/01/2041 (A) | 2,000 | 2,000 | ||||||
| 142 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Free Conservative Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| Missouri — 5.3% | ||||||||
| Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB | ||||||||
| 1.720%, 04/15/2034 (A)(B) | $ | 4,100 | $ | 4,100 | ||||
| RBC Municipal Products Trust, Ser C-16, RB | ||||||||
| 1.690%, 09/01/2039 (A)(B)(C) | 3,500 | 3,500 | ||||||
| Tender Option Bond Trust Receipts, Ser 2025-YX1436, RB | ||||||||
| 1.670%, 01/01/2048 (A)(C) | 3,730 | 3,730 | ||||||
| 11,330 | ||||||||
| Nebraska — 0.8% | ||||||||
| Nebraska Investment Finance Authority, Ser F, AMT, RB, GNMA/FNMA/FHLMC | ||||||||
| 3.100%, 03/01/2027 | 770 | 771 | ||||||
| Nebraska Public Power District, Ser A, RB | ||||||||
| 5.000%, 01/01/2027 | 1,000 | 1,012 | ||||||
| 1,783 | ||||||||
| New Jersey — 4.1% | ||||||||
| Borough of Oradell New Jersey, GO | ||||||||
| 4.000%, 07/21/2026 | 700 | 700 | ||||||
| Borough of Pompton Lakes New Jersey, GO | ||||||||
| 3.500%, 06/04/2027 | 800 | 805 | ||||||
| County of Essex New Jersey, GO | ||||||||
| 4.000%, 07/07/2027 | 1,900 | 1,926 | ||||||
| Hudson County Improvement Authority, Ser B-1, RB | ||||||||
| 4.000%, 06/11/2027 | 1,300 | 1,316 | ||||||
| New Jersey Health Care Facilities Financing Authority, RB | ||||||||
| 5.000%, 07/01/2027 | 2,500 | 2,562 | ||||||
| Township of Raritan New Jersey, GO | ||||||||
| 4.000%, 04/29/2027 | 1,468 | 1,481 | ||||||
| 8,790 | ||||||||
| New Mexico — 1.7% | ||||||||
| Albuquerque Municipal School District No. 12, Ser A, GO | ||||||||
| 5.000%, 08/01/2026 | 2,200 | 2,204 | ||||||
| Santa Fe Public School District, GO | ||||||||
| 5.000%, 08/01/2026 | 1,300 | 1,302 | ||||||
| 3,506 | ||||||||
| New York — 3.4% | ||||||||
| City of New York New York, Sub-Ser D-3, GO | ||||||||
| 0.350%, 05/01/2052 (A) | 4,800 | 4,800 | ||||||
| New York State, Housing Finance Agency, 435 East 13th Street, Ser A, RB | ||||||||
| 1.620%, 11/01/2050 (A)(B) | 2,500 | 2,500 | ||||||
| 7,300 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| North Carolina — 2.7% | ||||||||
| Charlotte-Mecklenburg, Hospital Authority, Ser E, RB, AGM | ||||||||
| 0.150%, 01/15/2044 (A)(B) | $ | 3,000 | $ | 3,000 | ||||
| City of Durham North Carolina, Ser A, RB | ||||||||
| 5.000%, 04/01/2027 | 590 | 601 | ||||||
| City of Winston-Salem North Carolina Water & Sewer System Revenue, RB | ||||||||
| 5.000%, 06/01/2027 | 1,075 | 1,100 | ||||||
| University of North Carolina at Chapel Hill, Ser A-REMK, RB | ||||||||
| 0.150%, 02/15/2031 (A) | 1,100 | 1,100 | ||||||
| 5,801 | ||||||||
| Ohio — 0.7% | ||||||||
| City of Miamisburg Ohio, GO | ||||||||
| 3.750%, 10/21/2026 | 450 | 451 | ||||||
| County of Franklin Ohio, RB | ||||||||
| 5.000%, 11/01/2026 | 600 | 604 | ||||||
| State of Ohio, RB | ||||||||
| 5.000%, 12/15/2026 | 400 | 405 | ||||||
| 1,460 | ||||||||
| Oregon — 0.4% | ||||||||
| Clackamas & Washington Counties School District No. 3, Ser B, GO, SCH BD GTY | ||||||||
| 5.000%, 06/15/2027 | 425 | 435 | ||||||
| Oregon State, Facilities Authority, PeaceHealth, Ser B, RB | ||||||||
| 0.150%, 08/01/2034 (A)(B) | 300 | 300 | ||||||
| 735 | ||||||||
| Pennsylvania — 4.3% | ||||||||
| Allegheny County Sanitary Authority, RB | ||||||||
| 5.000%, 12/01/2026 | 550 | 555 | ||||||
| Emmaus General Authority, General Authority Revenue, RB, AG | ||||||||
| 1.650%, 12/01/2028 (A) | 900 | 900 | ||||||
| General Authority of Southcentral Pennsylvania, Ser E, RB | ||||||||
| 0.400%, 06/01/2035 (A) | 3,530 | 3,530 | ||||||
| Pennsylvania Economic Development Financing Authority, Ser A, RB | ||||||||
| 5.000%, 12/15/2026 | 550 | 555 | ||||||
| Pittsburgh & Allegheny County, Sports & Exhibition Authority, Ser A, RB, AG | ||||||||
| 1.640%, 11/01/2038 (A) | 3,600 | 3,600 | ||||||
| 9,140 | ||||||||
| South Carolina — 3.3% | ||||||||
| South Carolina State, Jobs-Economic Development Authority, Silver Station Apartment Homes Project, RB, FHLB | ||||||||
| 1.640%, 03/01/2063 (A)(B) | 2,800 | 2,800 | ||||||
| SEI Institutional Managed Trust | 143 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Free Conservative Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| South Carolina State, Public Service Authority, Ser A, RB | ||||||||
| 1.820%, 01/01/2036 (A)(B) | $ | 3,800 | $ | 3,800 | ||||
| Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM | ||||||||
| 1.760%, 12/01/2055 (A)(C) | 400 | 400 | ||||||
| 7,000 | ||||||||
| South Dakota — 2.7% | ||||||||
| South Dakota Housing Development Authority, Ser D-REMK, RB, GNMA/FNMA/FHLMC | ||||||||
| 1.650%, 05/01/2043 (A) | 3,100 | 3,100 | ||||||
| South Dakota State, Housing Development Authority, Ser A, RB | ||||||||
| 1.640%, 11/01/2062 (A) | 2,685 | 2,685 | ||||||
| 5,785 | ||||||||
| Tennessee — 0.3% | ||||||||
| Metropolitan Government of Nashville & Davidson County Tennessee, Ser D, GO | ||||||||
| 5.000%, 01/01/2027 | 700 | 709 | ||||||
| Texas — 11.6% | ||||||||
| City of El Paso Texas Water & Sewer Revenue, RB | ||||||||
| 5.000%, 03/01/2027 | 800 | 813 | ||||||
| City of El Paso Texas, GO | ||||||||
| 5.000%, 08/15/2027 | 1,300 | 1,335 | ||||||
| City of Houston Texas Airport System Revenue, Sub-Ser C, AMT, RB | ||||||||
| 5.000%, 07/01/2026 | 1,000 | 1,000 | ||||||
| City of Lubbock Texas, GO | ||||||||
| 5.000%, 02/15/2027 | 1,585 | 1,609 | ||||||
| Collin County Community College District, Ser A, GO | ||||||||
| 5.000%, 08/15/2026 | 1,200 | 1,203 | ||||||
| County of Denton Texas, GO | ||||||||
| 5.000%, 07/15/2027 | 650 | 667 | ||||||
| Houston Independent School District, GO | ||||||||
| 5.000%, 02/15/2027 | 1,900 | 1,929 | ||||||
| Houston, Combined Utility System, Ser C-REMK, RB | ||||||||
| 1.640%, 05/15/2034 (A) | 2,900 | 2,900 | ||||||
| Legacy Denton Public Facility, RB | ||||||||
| 2.960%, 04/01/2043 (A) | 1,750 | 1,749 | ||||||
| Melissa Independent School District, GO | ||||||||
| 5.000%, 02/01/2027 | 320 | 324 | ||||||
| Midlothian Independent School District, GO | ||||||||
| 5.000%, 02/15/2027 | 580 | 589 | ||||||
| North Texas Tollway Authority, Ser A, RB | ||||||||
| 5.000%, 01/01/2027 | 625 | 632 | ||||||
| Palestine Independent School District, GO | ||||||||
| 5.000%, 02/15/2027 | 620 | 629 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| State of Texas, GO | ||||||||
| 5.000%, 10/01/2026 | $ | 675 | $ | 679 | ||||
| State of Texas, Ser D-REMK, GO | ||||||||
| 1.800%, 06/01/2045 (A) | 3,780 | 3,780 | ||||||
| Tarrant County Cultural Education Facilities Finance, RB | ||||||||
| 5.000%, 10/01/2026 | 1,300 | 1,307 | ||||||
| Texas State, Veterans Bonds, Ser B, GO | ||||||||
| 1.750%, 12/01/2042 (A) | 1,500 | 1,500 | ||||||
| Texas Transportation Commission, GO | ||||||||
| 5.000%, 04/01/2027 | 800 | 815 | ||||||
| Texas Water Development Board, RB | ||||||||
| 5.000%, 10/15/2026 | 1,200 | 1,208 | ||||||
| 24,668 | ||||||||
| Utah — 1.0% | ||||||||
| Utah State, Water Finance Agency, Ser B-2-REMK, RB | ||||||||
| 1.700%, 10/01/2035 (A) | 2,085 | 2,085 | ||||||
| Vermont — 0.3% | ||||||||
| Vermont Educational & Health Buildings Financing Agency, Ser A, RB | ||||||||
| 1.720%, 12/01/2030 (A)(B) | 600 | 600 | ||||||
| Virginia — 1.9% | ||||||||
| Fairfax County, Industrial Development Authority, Inova Health System Project, Ser C, RB | ||||||||
| 1.670%, 05/15/2042 (A) | 1,955 | 1,955 | ||||||
| Loudoun County Economic Development Authority, RB | ||||||||
| 1.650%, 06/01/2043 (A) | 1,100 | 1,100 | ||||||
| Lynchburg Economic Development Authority, RB | ||||||||
| 5.000%, 01/01/2027 | 300 | 303 | ||||||
| Virginia Housing Development Authority, Ser J, RB, GNMA/FNMA/FHLMC | ||||||||
| 2.800%, 01/01/2057 (A) | 650 | 650 | ||||||
| 4,008 | ||||||||
| Washington — 2.5% | ||||||||
| Energy Northwest, Ser A, RB | ||||||||
| 5.000%, 07/01/2027 | 1,500 | 1,539 | ||||||
| King & Snohomish Counties School District No. 417 Northshore, GO, SCH BD GTY | ||||||||
| 5.000%, 12/01/2026 | 1,875 | 1,892 | ||||||
| Washington State, Housing Finance Commission, Ser VR, RB | ||||||||
| 1.640%, 12/01/2046 (A) | 1,900 | 1,900 | ||||||
| 5,331 | ||||||||
| 144 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Tax-Free Conservative Income Fund (Concluded)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MUNICIPAL BONDS (continued) | ||||||||
| West Virginia — 0.8% | ||||||||
| West Virginia State, Hospital Finance Authority, West Virginia University, Ser C, RB | ||||||||
| 1.640%, 06/01/2034 (A)(B) | $ | 1,785 | $ | 1,785 | ||||
| Wisconsin — 3.7% | ||||||||
| Public Finance Authority, Ser B-R, RB | ||||||||
| 0.100%, 10/01/2055 (A)(B) | 900 | 900 | ||||||
| Wisconsin Department of Transportation, Ser 1, RB | ||||||||
| 5.000%, 07/01/2027 | 1,000 | 1,026 | ||||||
| Wisconsin Health & Educational Facilities Authority, RB | ||||||||
| 1.650%, 08/15/2055 (A)(B) | 1,250 | 1,250 | ||||||
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue, Ser A, RB, GNMA/FNMA/FHLMC | ||||||||
| 2.650%, 03/01/2027 | 680 | 679 | ||||||
| Wisconsin State, Housing & Economic Development Authority, Ser B, RB | ||||||||
| 1.640%, 03/01/2041 (A) | 2,520 | 2,520 | ||||||
| Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA | ||||||||
| 1.640%, 03/01/2038 (A) | 1,400 | 1,400 | ||||||
| 7,775 | ||||||||
| Wyoming — 1.5% | ||||||||
| Wyoming State, Community Development Authority, Ser 2, RB, GNMA/FNMA/FHLMC | ||||||||
| 1.500%, 06/01/2048 (A) | 1,800 | 1,800 | ||||||
| Wyoming State, Community Development Authority, Ser 4, RB | ||||||||
| 1.670%, 12/01/2048 (A) | 1,410 | 1,410 | ||||||
| 3,210 | ||||||||
| Total Municipal Bonds | ||||||||
| (Cost $192,264) ($ Thousands) | 192,251 | |||||||
| TAX-EXEMPT COMMERCIAL PAPER — 13.7% | ||||||||
| Atlanta | ||||||||
| 2.400%, 07/07/2026 | 300 | 300 | ||||||
| Austin | ||||||||
| 2.580%, 11/04/2026 | 300 | 300 | ||||||
| Denver City & County, Water & Sewer Revenue | ||||||||
| 2.620%, 10/21/2026 | 1,700 | 1,699 | ||||||
| El Paso, Water & Sewer Revenue | ||||||||
| 2.700%, 07/15/2026 | 1,000 | 1,000 | ||||||
| 2.700%, 07/15/2026 | 300 | 300 | ||||||
| 2.680%, 07/15/2026 | 1,000 | 1,000 | ||||||
| Lincoln, Electric System Revenue | ||||||||
| 2.550%, 10/15/2026 | 1,300 | 1,300 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| TAX-EXEMPT COMMERCIAL PAPER (continued) | ||||||||
| Long Island, Power Authority | ||||||||
| 2.550%, 07/20/2026 | $ | 1,600 | $ | 1,600 | ||||
| Massachusetts State, Water Resources Authority | ||||||||
| 2.400%, 07/08/2026 | 3,400 | 3,400 | ||||||
| Metropolitan Government of Louisville & Jefferson County Kentucky | ||||||||
| 2.520%, 08/19/2026 | 1,300 | 1,300 | ||||||
| Metropolitan Government of Nashville & Davidson County Tennessee | ||||||||
| 2.570%, 10/22/2026 | 500 | 500 | ||||||
| Montgomery County Maryland | ||||||||
| 2.530%, 09/03/2026 | 1,100 | 1,100 | ||||||
| Nashville & Davidson County, Sewer Revenue | ||||||||
| 2.850%, 09/22/2026 | 600 | 600 | ||||||
| 2.590%, 09/01/2026 | 1,000 | 1,000 | ||||||
| Omaha, Public Power District | ||||||||
| 2.480%, 09/17/2026 | 900 | 900 | ||||||
| San Antonio | ||||||||
| 2.800%, 11/17/2026 | 1,500 | 1,500 | ||||||
| San Diego, Water Resources Authority | ||||||||
| 2.400%, 09/08/2026 | 800 | 800 | ||||||
| Texas A&M | ||||||||
| 2.600%, 08/13/2026 | 2,600 | 2,600 | ||||||
| 2.530%, 07/15/2026 | 900 | 900 | ||||||
| Trinity River Authority | ||||||||
| 2.700%, 08/04/2026 | 1,900 | 1,900 | ||||||
| University of Texas | ||||||||
| 2.450%, 08/17/2026 | 1,000 | 1,000 | ||||||
| 2.400%, 07/01/2026 | 2,900 | 2,900 | ||||||
| University of Virginia | ||||||||
| 2.500%, 10/06/2026 | 1,100 | 1,099 | ||||||
| Total Tax-Exempt Commercial Paper | ||||||||
| (Cost $29,000) ($ Thousands) | 28,998 | |||||||
| Total Investments in Securities — 104.2% | ||||||||
| (Cost $221,264) ($ Thousands) | $ | 221,249 | ||||||
Percentages are based on Net Assets of $212,423 ($ Thousands).
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Securities are held in connection with a letter of credit issued by a major bank. |
| (C) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $16,995 ($ Thousands), representing 8.0% of the Net Assets of the Fund. |
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 145 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Real Return Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 99.5% | ||||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 3.875%, 04/15/2029 | $ | 10,455 | $ | 10,977 | ||||
| 3.625%, 04/15/2028 | 9,111 | 9,339 | ||||||
| 2.500%, 01/15/2029 | 8,238 | 8,341 | ||||||
| 2.375%, 10/15/2028 | 24,385 | 24,645 | ||||||
| 2.125%, 04/15/2029 | 24,685 | 24,752 | ||||||
| 1.750%, 01/15/2028 | 8,837 | 8,775 | ||||||
| 1.625%, 10/15/2027 | 24,002 | 23,882 | ||||||
| 1.625%, 10/15/2029 | 25,847 | 25,665 | ||||||
| 1.625%, 04/15/2030 | 26,938 | 26,609 | ||||||
| 1.250%, 04/15/2028 | 23,653 | 23,268 | ||||||
| 1.250%, 04/15/2031 | 14,157 | 13,715 | ||||||
| 1.125%, 10/15/2030 | 27,656 | 26,853 | ||||||
| 0.875%, 01/15/2029 | 16,216 | 15,774 | ||||||
| 0.750%, 07/15/2028 | 18,726 | 18,308 | ||||||
| 0.500%, 01/15/2028 | 21,622 | 21,067 | ||||||
| 0.375%, 07/15/2027 | 21,119 | 20,766 | ||||||
| 0.250%, 07/15/2029 | 19,137 | 18,250 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 0.125%, 01/15/2030 | $ | 21,625 | $ | 20,305 | ||||
| 0.125%, 07/15/2030 | 23,843 | 22,276 | ||||||
| 0.125%, 01/15/2031 | 24,734 | 22,843 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $389,823) ($ Thousands) | 386,410 | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.2% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 781,211 | 781 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $781) ($ Thousands) | 781 | |||||||
| Total Investments in Securities — 99.7% | ||||||||
| (Cost $390,604) ($ Thousands) | $ | 387,191 |
Percentages are based on Net Assets of $388,292 ($ Thousands).
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 844 | $ | 19,718 | $ | (19,781 | ) | $ | — | $ | — | $ | 781 | $ | 47 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 146 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 76.4% | ||||||||
| Communication Services — 6.9% | ||||||||
| Alphabet Inc, Cl A | 54,272 | $ | 19,395 | |||||
| Alphabet Inc, Cl C | 43,739 | 15,454 | ||||||
| AT&T Inc | 63,809 | 1,321 | ||||||
| Charter Communications Inc, Cl A * | 768 | 109 | ||||||
| Comcast Corp, Cl A | 33,458 | 821 | ||||||
| EchoStar Corp, Cl A * | 1,286 | 131 | ||||||
| Electronic Arts Inc | 2,130 | 437 | ||||||
| Fox Corp, Cl A | 2,122 | 111 | ||||||
| Fox Corp, Cl B | 1,312 | 61 | ||||||
| Live Nation Entertainment Inc * | 1,420 | 260 | ||||||
| Meta Platforms Inc, Cl A | 20,317 | 11,444 | ||||||
| Netflix Inc * | 38,837 | 2,773 | ||||||
| News Corp, Cl A | 3,536 | 88 | ||||||
| News Corp, Cl B | 1,243 | 35 | ||||||
| Omnicom Group Inc | 2,480 | 181 | ||||||
| Paramount Skydance Corp, Cl B | 2,646 | 26 | ||||||
| Take-Two Interactive Software Inc, Cl A * | 1,628 | 407 | ||||||
| TKO Group Holdings Inc, Cl A | 533 | 107 | ||||||
| T-Mobile US Inc | 4,242 | 712 | ||||||
| Trade Desk Inc/The, Cl A * | 4,509 | 82 | ||||||
| Verizon Communications Inc | 38,403 | 1,626 | ||||||
| Walt Disney Co/The | 15,962 | 1,536 | ||||||
| Warner Bros Discovery Inc * | 23,004 | 613 | ||||||
| 57,730 | ||||||||
| Consumer Discretionary — 6.6% | ||||||||
| Airbnb Inc, Cl A * | 3,918 | 561 | ||||||
| Amazon.com Inc, Cl A * | 90,610 | 21,596 | ||||||
| Aptiv PLC * | 2,203 | 135 | ||||||
| AutoZone Inc * | 149 | 476 | ||||||
| Best Buy Co Inc | 1,994 | 151 | ||||||
| Booking Holdings Inc | 7,112 | 1,268 | ||||||
| Carnival Corp Ltd | 12,134 | 347 | ||||||
| Carvana Co, Cl A * | 6,660 | 438 | ||||||
| Chipotle Mexican Grill Inc, Cl A * | 11,737 | 399 | ||||||
| Darden Restaurants Inc | 1,044 | 215 | ||||||
| Deckers Outdoor Corp * | 1,198 | 119 | ||||||
| Domino's Pizza Inc | 316 | 93 | ||||||
| DoorDash Inc, Cl A * | 3,441 | 635 | ||||||
| DR Horton Inc | 2,412 | 393 | ||||||
| eBay Inc | 4,005 | 448 | ||||||
| Expedia Group Inc | 1,108 | 283 | ||||||
| Ford Motor Co | 37,348 | 519 | ||||||
| Garmin Ltd | 1,512 | 359 | ||||||
| General Motors Co | 8,505 | 656 | ||||||
| Genuine Parts Co | 1,426 | 168 | ||||||
| Hasbro Inc | 1,344 | 111 | ||||||
| Hilton Worldwide Holdings Inc | 2,073 | 685 | ||||||
| Home Depot Inc/The | 9,191 | 3,241 | ||||||
| Las Vegas Sands Corp | 2,658 | 123 | ||||||
| Lennar Corp, Cl A | 1,988 | 180 | ||||||
| Lowe's Cos Inc | 5,251 | 1,158 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Lululemon Athletica Inc * | 1,103 | $ | 126 | |||||
| Marriott International Inc/MD, Cl A | 1,995 | 739 | ||||||
| McDonald's Corp | 6,536 | 1,767 | ||||||
| MGM Resorts International * | 1,940 | 93 | ||||||
| NIKE Inc, Cl B | 11,538 | 474 | ||||||
| Norwegian Cruise Line Holdings Ltd * | 4,621 | 97 | ||||||
| NVR Inc * | 23 | 157 | ||||||
| O'Reilly Automotive Inc * | 7,544 | 695 | ||||||
| PulteGroup Inc | 1,784 | 245 | ||||||
| Ralph Lauren Corp, Cl A | 401 | 161 | ||||||
| Ross Stores Inc | 3,004 | 639 | ||||||
| Royal Caribbean Cruises Ltd | 2,332 | 740 | ||||||
| Starbucks Corp | 10,441 | 1,067 | ||||||
| Tapestry Inc | 1,905 | 279 | ||||||
| Tesla Inc * | 26,045 | 10,954 | ||||||
| TJX Cos Inc/The | 10,163 | 1,540 | ||||||
| Tractor Supply Co | 4,852 | 153 | ||||||
| Ulta Beauty Inc * | 416 | 188 | ||||||
| Williams-Sonoma Inc | 1,103 | 257 | ||||||
| Wynn Resorts Ltd | 852 | 83 | ||||||
| Yum! Brands Inc | 2,626 | 420 | ||||||
| 55,631 | ||||||||
| Consumer Staples — 3.2% | ||||||||
| Altria Group Inc | 15,306 | 1,101 | ||||||
| Archer-Daniels-Midland Co | 4,472 | 342 | ||||||
| Brown-Forman Corp, Cl B | 1,560 | 42 | ||||||
| Bunge Global SA | 1,156 | 123 | ||||||
| Casey's General Stores Inc | 355 | 282 | ||||||
| Church & Dwight Co Inc | 2,151 | 208 | ||||||
| Clorox Co/The | 976 | 93 | ||||||
| Coca-Cola Co/The | 35,719 | 2,903 | ||||||
| Colgate-Palmolive Co | 7,425 | 681 | ||||||
| Constellation Brands Inc, Cl A | 1,282 | 178 | ||||||
| Costco Wholesale Corp | 4,096 | 3,832 | ||||||
| Dollar General Corp | 1,939 | 223 | ||||||
| Dollar Tree Inc * | 1,776 | 215 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 2,403 | 190 | ||||||
| General Mills Inc | 4,813 | 167 | ||||||
| Hershey Co/The | 1,367 | 240 | ||||||
| Hormel Foods Corp | 3,048 | 76 | ||||||
| J M Smucker Co/The | 1,077 | 121 | ||||||
| Kenvue Inc | 17,952 | 343 | ||||||
| Keurig Dr Pepper Inc | 12,668 | 415 | ||||||
| Kimberly-Clark Corp | 3,115 | 342 | ||||||
| Kraft Heinz Co/The | 8,624 | 204 | ||||||
| Kroger Co/The | 5,163 | 287 | ||||||
| McCormick & Co Inc/MD | 2,559 | 129 | ||||||
| Molson Coors Beverage Co, Cl B | 1,728 | 67 | ||||||
| Mondelez International Inc, Cl A | 11,930 | 690 | ||||||
| Monster Beverage Corp * | 6,491 | 624 | ||||||
| PepsiCo Inc | 12,573 | 1,702 | ||||||
| Philip Morris International Inc | 14,370 | 2,600 | ||||||
| Procter & Gamble Co/The | 21,486 | 3,151 | ||||||
| SEI Institutional Managed Trust | 147 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Sysco Corp | 4,457 | $ | 372 | |||||
| Target Corp, Cl A | 4,297 | 561 | ||||||
| Tyson Foods Inc, Cl A | 2,694 | 154 | ||||||
| Walmart Inc | 40,499 | 4,587 | ||||||
| 27,245 | ||||||||
| Energy — 2.1% | ||||||||
| APA Corp | 3,607 | 117 | ||||||
| Baker Hughes Co, Cl A | 9,327 | 518 | ||||||
| Chevron Corp | 17,269 | 2,862 | ||||||
| ConocoPhillips | 11,169 | 1,161 | ||||||
| Devon Energy Corp | 10,983 | 454 | ||||||
| Diamondback Energy Inc, Cl A | 1,732 | 304 | ||||||
| EOG Resources Inc | 5,047 | 655 | ||||||
| EQT Corp | 5,737 | 305 | ||||||
| Expand Energy Corp | 2,412 | 220 | ||||||
| Exxon Mobil Corp | 38,301 | 5,237 | ||||||
| Halliburton Co | 7,710 | 262 | ||||||
| Kinder Morgan Inc | 18,683 | 597 | ||||||
| Marathon Petroleum Corp | 2,658 | 680 | ||||||
| Occidental Petroleum Corp | 6,674 | 324 | ||||||
| ONEOK Inc | 5,979 | 520 | ||||||
| Phillips 66 | 3,645 | 616 | ||||||
| SLB Ltd, Cl A | 13,934 | 648 | ||||||
| Targa Resources Corp | 2,018 | 541 | ||||||
| Texas Pacific Land Corp | 534 | 234 | ||||||
| Valero Energy Corp | 2,801 | 729 | ||||||
| Williams Cos Inc/The | 11,397 | 847 | ||||||
| 17,831 | ||||||||
| Financials — 8.3% | ||||||||
| Aflac Inc | 4,223 | 495 | ||||||
| Allstate Corp/The | 2,377 | 566 | ||||||
| American Express Co | 4,894 | 1,655 | ||||||
| American International Group Inc | 5,071 | 378 | ||||||
| Ameriprise Financial Inc | 824 | 378 | ||||||
| Aon PLC, Cl A | 2,015 | 668 | ||||||
| Apollo Global Management Inc | 4,168 | 493 | ||||||
| Arch Capital Group Ltd * | 3,311 | 321 | ||||||
| Ares Management Corp, Cl A | 1,850 | 206 | ||||||
| Arthur J Gallagher & Co | 2,327 | 534 | ||||||
| Assurant Inc | 519 | 139 | ||||||
| Bank of America Corp | 60,262 | 3,434 | ||||||
| Bank of New York Mellon Corp/The | 6,275 | 907 | ||||||
| Berkshire Hathaway Inc, Cl B * | 16,955 | 8,484 | ||||||
| Blackrock Inc | 1,353 | 1,301 | ||||||
| Blackstone Inc, Cl A | 6,777 | 797 | ||||||
| Block Inc, Cl A * | 5,113 | 389 | ||||||
| Brown & Brown Inc | 2,631 | 169 | ||||||
| Capital One Financial Corp | 5,818 | 1,167 | ||||||
| Cboe Global Markets Inc | 956 | 232 | ||||||
| Charles Schwab Corp/The | 15,010 | 1,385 | ||||||
| Chubb Ltd | 3,306 | 1,127 | ||||||
| Cincinnati Financial Corp | 1,404 | 260 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Citigroup Inc | 15,713 | $ | 2,199 | |||||
| Citizens Financial Group Inc | 3,748 | 263 | ||||||
| CME Group Inc, Cl A | 3,417 | 755 | ||||||
| Coinbase Global Inc, Cl A * | 2,169 | 317 | ||||||
| Corpay Inc * | 621 | 207 | ||||||
| Erie Indemnity Co, Cl A | 262 | 63 | ||||||
| Everest Group Ltd | 334 | 119 | ||||||
| FactSet Research Systems Inc | 387 | 89 | ||||||
| Fidelity National Information Services Inc, Cl B | 4,913 | 191 | ||||||
| Fifth Third Bancorp | 8,619 | 486 | ||||||
| Fiserv Inc, Cl A * | 5,098 | 250 | ||||||
| Franklin Resources Inc | 3,229 | 107 | ||||||
| Global Payments Inc | 1,987 | 144 | ||||||
| Globe Life Inc | 653 | 117 | ||||||
| Goldman Sachs Group Inc/The | 2,721 | 2,752 | ||||||
| Hartford Insurance Group Inc/The | 2,617 | 347 | ||||||
| Huntington Bancshares Inc/OH | 19,484 | 345 | ||||||
| Interactive Brokers Group Inc, Cl A | 4,162 | 362 | ||||||
| Intercontinental Exchange Inc | 5,141 | 633 | ||||||
| Invesco Ltd | 4,639 | 122 | ||||||
| Jack Henry & Associates Inc | 745 | 103 | ||||||
| JPMorgan Chase & Co | 24,780 | 8,111 | ||||||
| KeyCorp | 9,196 | 212 | ||||||
| KKR & Co Inc | 6,504 | 597 | ||||||
| Loews Corp | 1,720 | 195 | ||||||
| M&T Bank Corp | 1,330 | 317 | ||||||
| Marsh & McLennan Cos Inc | 4,391 | 732 | ||||||
| Mastercard Inc, Cl A | 7,450 | 3,826 | ||||||
| MetLife Inc | 4,868 | 412 | ||||||
| Moody's Corp | 1,424 | 645 | ||||||
| Morgan Stanley | 11,046 | 2,309 | ||||||
| MSCI Inc, Cl A | 674 | 378 | ||||||
| Nasdaq Inc, Cl A | 4,207 | 332 | ||||||
| Northern Trust Corp | 1,737 | 302 | ||||||
| PayPal Holdings Inc | 8,567 | 370 | ||||||
| PNC Financial Services Group Inc/The | 3,671 | 904 | ||||||
| Principal Financial Group Inc, Cl A | 1,739 | 187 | ||||||
| Progressive Corp/The | 5,460 | 1,193 | ||||||
| Prudential Financial Inc | 3,298 | 356 | ||||||
| Raymond James Financial Inc | 1,617 | 246 | ||||||
| Regions Financial Corp | 8,031 | 243 | ||||||
| Robinhood Markets Inc, Cl A * | 7,211 | 723 | ||||||
| S&P Global Inc | 2,835 | 1,155 | ||||||
| Synchrony Financial | 3,015 | 229 | ||||||
| T Rowe Price Group Inc | 1,912 | 217 | ||||||
| Travelers Cos Inc/The | 1,934 | 639 | ||||||
| Truist Financial Corp | 11,691 | 582 | ||||||
| US Bancorp | 14,667 | 886 | ||||||
| Visa Inc, Cl A | 15,337 | 5,262 | ||||||
| W R Berkley Corp | 2,557 | 180 | ||||||
| Wells Fargo & Co | 28,200 | 2,330 | ||||||
| 148 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Willis Towers Watson PLC | 910 | $ | 238 | |||||
| 69,764 | ||||||||
| Health Care — 6.3% | ||||||||
| Abbott Laboratories | 16,311 | 1,480 | ||||||
| AbbVie Inc | 16,316 | 4,106 | ||||||
| Agilent Technologies Inc | 2,608 | 346 | ||||||
| Align Technology Inc * | 680 | 115 | ||||||
| Amgen Inc, Cl A | 4,966 | 1,798 | ||||||
| Baxter International Inc | 5,440 | 116 | ||||||
| Becton Dickinson & Co | 2,517 | 381 | ||||||
| Biogen Inc * | 1,324 | 286 | ||||||
| Bio-Techne Corp | 1,603 | 113 | ||||||
| Boston Scientific Corp * | 13,493 | 576 | ||||||
| Bristol-Myers Squibb Co | 18,710 | 1,078 | ||||||
| Cardinal Health Inc | 2,119 | 503 | ||||||
| Cencora Inc, Cl A | 1,760 | 498 | ||||||
| Centene Corp * | 4,212 | 270 | ||||||
| Charles River Laboratories International Inc * | 512 | 116 | ||||||
| Cigna Group/The | 2,481 | 684 | ||||||
| Cooper Cos Inc/The * | 2,016 | 145 | ||||||
| CVS Health Corp | 11,703 | 1,211 | ||||||
| Danaher Corp, Cl A | 5,772 | 1,099 | ||||||
| DaVita Inc * | 358 | 80 | ||||||
| Dexcom Inc * | 3,594 | 242 | ||||||
| Edwards Lifesciences Corp, Cl A * | 5,446 | 493 | ||||||
| Elevance Health Inc | 2,020 | 781 | ||||||
| Eli Lilly & Co | 7,317 | 8,776 | ||||||
| GE HealthCare Technologies Inc | 4,323 | 277 | ||||||
| Gilead Sciences Inc | 11,643 | 1,471 | ||||||
| HCA Healthcare Inc | 1,450 | 565 | ||||||
| Henry Schein Inc * | 1,038 | 87 | ||||||
| Humana Inc | 1,125 | 447 | ||||||
| IDEXX Laboratories Inc * | 765 | 403 | ||||||
| Incyte Corp * | 1,660 | 188 | ||||||
| Insulet Corp * | 618 | 94 | ||||||
| Intuitive Surgical Inc * | 3,251 | 1,293 | ||||||
| IQVIA Holdings Inc * | 1,603 | 310 | ||||||
| Johnson & Johnson | 22,248 | 5,650 | ||||||
| Labcorp Holdings Inc | 741 | 208 | ||||||
| McKesson Corp | 1,097 | 829 | ||||||
| Medtronic PLC | 11,744 | 919 | ||||||
| Merck & Co Inc | 22,783 | 2,928 | ||||||
| Mettler-Toledo International Inc * | 189 | 241 | ||||||
| Moderna Inc * | 3,101 | 217 | ||||||
| Pfizer Inc | 52,299 | 1,259 | ||||||
| Quest Diagnostics Inc | 974 | 206 | ||||||
| Regeneron Pharmaceuticals Inc | 907 | 566 | ||||||
| ResMed Inc | 1,366 | 266 | ||||||
| Revvity Inc | 1,172 | 130 | ||||||
| Solventum Corp * | 1,506 | 116 | ||||||
| STERIS PLC | 885 | 186 | ||||||
| Stryker Corp | 3,160 | 995 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Thermo Fisher Scientific Inc | 3,418 | $ | 1,714 | |||||
| UnitedHealth Group Inc | 8,382 | 3,484 | ||||||
| Universal Health Services Inc, Cl B | 577 | 86 | ||||||
| Veeva Systems Inc, Cl A * | 1,448 | 257 | ||||||
| Vertex Pharmaceuticals Inc * | 2,327 | 1,156 | ||||||
| Viatris Inc, Cl W | 11,779 | 187 | ||||||
| Waters Corp * | 892 | 335 | ||||||
| West Pharmaceutical Services Inc | 630 | 226 | ||||||
| Zimmer Biomet Holdings Inc | 1,662 | 143 | ||||||
| Zoetis Inc, Cl A | 4,032 | 290 | ||||||
| 53,022 | ||||||||
| Industrials — 6.4% | ||||||||
| 3M Co | 4,850 | 785 | ||||||
| A O Smith Corp | 1,091 | 68 | ||||||
| Allegion PLC | 892 | 125 | ||||||
| AMETEK Inc | 2,170 | 525 | ||||||
| Automatic Data Processing Inc | 3,720 | 833 | ||||||
| Axon Enterprise Inc * | 749 | 420 | ||||||
| Boeing Co/The * | 7,246 | 1,569 | ||||||
| Broadridge Financial Solutions Inc | 1,186 | 162 | ||||||
| Builders FirstSource Inc * | 1,147 | 103 | ||||||
| Carrier Global Corp | 7,070 | 519 | ||||||
| Caterpillar Inc, Cl A | 4,254 | 4,530 | ||||||
| CH Robinson Worldwide Inc | 1,040 | 196 | ||||||
| Cintas Corp | 3,145 | 535 | ||||||
| Comfort Systems USA Inc | 326 | 646 | ||||||
| Copart Inc * | 8,282 | 233 | ||||||
| CSX Corp | 17,327 | 824 | ||||||
| Cummins Inc | 1,289 | 919 | ||||||
| Deere & Co | 2,352 | 1,492 | ||||||
| Delta Air Lines Inc, Cl A | 6,146 | 576 | ||||||
| Dover Corp | 1,240 | 278 | ||||||
| Eaton Corp PLC | 3,567 | 1,520 | ||||||
| EMCOR Group Inc | 415 | 344 | ||||||
| Emerson Electric Co | 5,225 | 748 | ||||||
| Equifax Inc | 1,117 | 177 | ||||||
| Expeditors International of Washington Inc | 1,188 | 194 | ||||||
| Fastenal Co, Cl A | 10,923 | 525 | ||||||
| FedEx Corp | 2,015 | 631 | ||||||
| Fedex Freight Holding Co Inc * | 1,007 | 152 | ||||||
| Fortive Corp | 2,994 | 183 | ||||||
| GE Vernova Inc | 2,478 | 2,911 | ||||||
| Generac Holdings Inc * | 504 | 148 | ||||||
| General Dynamics Corp | 2,389 | 846 | ||||||
| General Electric Co | 9,631 | 3,599 | ||||||
| Honeywell Aerospace Inc * | 2,966 | 656 | ||||||
| Honeywell International Inc | 2,966 | 664 | ||||||
| Howmet Aerospace Inc | 3,736 | 1,004 | ||||||
| Hubbell Inc, Cl B | 481 | 252 | ||||||
| Huntington Ingalls Industries Inc, Cl A | 402 | 113 | ||||||
| IDEX Corp | 633 | 144 | ||||||
| Illinois Tool Works Inc | 2,470 | 668 | ||||||
| Ingersoll Rand Inc | 3,335 | 273 | ||||||
| SEI Institutional Managed Trust | 149 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Jacobs Solutions Inc | 1,209 | $ | 152 | |||||
| JB Hunt Transport Services Inc | 626 | 181 | ||||||
| Johnson Controls International PLC | 5,566 | 813 | ||||||
| L3Harris Technologies Inc | 1,787 | 519 | ||||||
| Leidos Holdings Inc | 1,162 | 120 | ||||||
| Lennox International Inc | 271 | 155 | ||||||
| Lockheed Martin Corp | 1,856 | 946 | ||||||
| Masco Corp | 1,721 | 140 | ||||||
| Nordson Corp | 550 | 166 | ||||||
| Norfolk Southern Corp | 2,043 | 643 | ||||||
| Northrop Grumman Corp | 1,267 | 645 | ||||||
| Old Dominion Freight Line Inc, Cl A | 1,707 | 370 | ||||||
| Otis Worldwide Corp | 3,643 | 261 | ||||||
| PACCAR Inc | 4,775 | 574 | ||||||
| Parker-Hannifin Corp, Cl A | 1,155 | 1,130 | ||||||
| Paychex Inc | 3,015 | 296 | ||||||
| Pentair PLC | 1,681 | 129 | ||||||
| Quanta Services Inc | 1,393 | 1,003 | ||||||
| Republic Services Inc | 1,915 | 408 | ||||||
| Rockwell Automation Inc | 1,063 | 526 | ||||||
| Rollins Inc | 2,881 | 120 | ||||||
| RTX Corp | 12,409 | 2,354 | ||||||
| Snap-on Inc | 450 | 181 | ||||||
| Southwest Airlines Co, Cl A | 4,615 | 237 | ||||||
| Stanley Black & Decker Inc | 1,544 | 145 | ||||||
| Textron Inc | 1,479 | 136 | ||||||
| Trane Technologies PLC | 2,023 | 994 | ||||||
| TransDigm Group Inc | 524 | 698 | ||||||
| Uber Technologies Inc * | 19,056 | 1,375 | ||||||
| Union Pacific Corp | 5,455 | 1,484 | ||||||
| United Airlines Holdings Inc * | 3,015 | 410 | ||||||
| United Parcel Service Inc, Cl B | 6,868 | 738 | ||||||
| United Rentals Inc | 583 | 661 | ||||||
| Veralto Corp | 2,141 | 190 | ||||||
| Verisk Analytics Inc, Cl A | 1,296 | 233 | ||||||
| Vertiv Holdings Co, Cl A | 3,519 | 1,178 | ||||||
| Waste Management Inc | 3,485 | 777 | ||||||
| Westinghouse Air Brake Technologies Corp | 1,591 | 429 | ||||||
| WW Grainger Inc | 394 | 536 | ||||||
| Xylem Inc/NY | 2,261 | 267 | ||||||
| 53,410 | ||||||||
| Information Technology — 32.4% | ||||||||
| Accenture PLC, Cl A | 5,753 | 716 | ||||||
| Adobe Inc * | 3,756 | 770 | ||||||
| Advanced Micro Devices Inc * | 15,080 | 8,760 | ||||||
| Akamai Technologies Inc * | 1,449 | 171 | ||||||
| Amphenol Corp, Cl A | 11,323 | 1,996 | ||||||
| Analog Devices Inc | 4,491 | 1,784 | ||||||
| Apple Inc | 135,983 | 39,348 | ||||||
| Applied Materials Inc | 7,333 | 5,302 | ||||||
| AppLovin Corp, Cl A * | 2,516 | 1,296 | ||||||
| Arista Networks Inc * | 9,491 | 1,612 | ||||||
| Autodesk Inc, Cl A * | 1,956 | 380 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Broadcom Inc | 43,818 | $ | 16,552 | |||||
| Cadence Design Systems Inc * | 2,574 | 966 | ||||||
| CDW Corp/DE | 1,099 | 155 | ||||||
| Ciena Corp * | 1,285 | 630 | ||||||
| Cisco Systems Inc | 36,481 | 4,285 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 4,594 | 178 | ||||||
| Coherent Corp * | 1,791 | 707 | ||||||
| Corning Inc, Cl B | 7,318 | 1,869 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 2,341 | 1,787 | ||||||
| Datadog Inc, Cl A * | 3,026 | 788 | ||||||
| Dell Technologies Inc, Cl C | 2,651 | 1,144 | ||||||
| F5 Inc, Cl A * | 503 | 209 | ||||||
| Fair Isaac Corp * | 224 | 268 | ||||||
| First Solar Inc * | 978 | 231 | ||||||
| Flex Ltd * | 3,468 | 562 | ||||||
| Fortinet Inc * | 5,841 | 897 | ||||||
| Gartner Inc * | 626 | 81 | ||||||
| Gen Digital Inc | 5,666 | 141 | ||||||
| GoDaddy Inc, Cl A * | 1,168 | 99 | ||||||
| Hewlett Packard Enterprise Co | 12,165 | 549 | ||||||
| HP Inc | 8,112 | 178 | ||||||
| Intel Corp * | 43,665 | 6,097 | ||||||
| International Business Machines Corp | 8,662 | 2,436 | ||||||
| Intuit Inc | 2,601 | 679 | ||||||
| Jabil Inc | 967 | 373 | ||||||
| Keysight Technologies Inc * | 1,604 | 562 | ||||||
| KLA Corp | 12,055 | 3,637 | ||||||
| Lam Research Corp | 11,553 | 5,006 | ||||||
| Lumentum Holdings Inc * | 734 | 630 | ||||||
| Marvell Technology Inc | 8,066 | 2,403 | ||||||
| Microchip Technology Inc | 5,139 | 469 | ||||||
| Micron Technology Inc | 10,434 | 12,044 | ||||||
| Microsoft Corp ^ | 192,996 | 71,991 | ||||||
| Monolithic Power Systems Inc | 456 | 630 | ||||||
| Motorola Solutions Inc | 1,509 | 627 | ||||||
| NetApp Inc | 1,786 | 276 | ||||||
| NVIDIA Corp | 224,255 | 44,871 | ||||||
| NXP Semiconductors | 2,296 | 645 | ||||||
| ON Semiconductor Corp * | 3,698 | 350 | ||||||
| Oracle Corp, Cl B | 15,635 | 2,291 | ||||||
| Palantir Technologies Inc, Cl A * | 21,163 | 2,469 | ||||||
| Palo Alto Networks Inc * | 7,475 | 2,549 | ||||||
| PTC Inc * | 1,212 | 138 | ||||||
| Qnity Electronics Inc | 1,903 | 311 | ||||||
| QUALCOMM Inc | 9,699 | 1,792 | ||||||
| Roper Technologies Inc | 917 | 310 | ||||||
| Salesforce Inc | 7,501 | 1,175 | ||||||
| Sandisk Corp * | 1,366 | 3,106 | ||||||
| Seagate Technology Holdings PLC | 2,064 | 1,992 | ||||||
| ServiceNow Inc * | 9,614 | 954 | ||||||
| Skyworks Solutions Inc | 1,498 | 102 | ||||||
| Super Micro Computer Inc * | 5,144 | 151 | ||||||
| Synopsys Inc * | 1,748 | 780 | ||||||
| 150 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| TE Connectivity PLC | 2,700 | $ | 544 | |||||
| Teledyne Technologies Inc * | 424 | 283 | ||||||
| Teradyne Inc | 1,424 | 689 | ||||||
| Texas Instruments Inc | 8,387 | 2,500 | ||||||
| Trimble Inc * | 2,456 | 126 | ||||||
| Tyler Technologies Inc * | 376 | 110 | ||||||
| VeriSign Inc | 741 | 186 | ||||||
| Western Digital Corp | 3,174 | 2,027 | ||||||
| Workday Inc, Cl A * | 2,029 | 248 | ||||||
| Zebra Technologies Corp, Cl A * | 398 | 105 | ||||||
| 273,075 | ||||||||
| Materials — 1.3% | ||||||||
| Air Products and Chemicals Inc | 2,019 | 592 | ||||||
| Albemarle Corp | 1,050 | 142 | ||||||
| Amcor PLC | 4,665 | 202 | ||||||
| Avery Dennison Corp | 788 | 128 | ||||||
| Ball Corp | 2,275 | 142 | ||||||
| CF Industries Holdings Inc | 1,407 | 152 | ||||||
| Corteva Inc | 6,052 | 513 | ||||||
| CRH PLC | 6,080 | 651 | ||||||
| Dow Inc | 7,167 | 196 | ||||||
| DuPont de Nemours Inc | 1,205 | 164 | ||||||
| Ecolab Inc | 2,348 | 654 | ||||||
| Freeport-McMoRan Inc, Cl B | 13,396 | 842 | ||||||
| International Flavors & Fragrances Inc | 2,592 | 205 | ||||||
| International Paper Co | 4,723 | 180 | ||||||
| Linde PLC | 4,259 | 2,210 | ||||||
| LyondellBasell Industries NV, Cl A | 2,598 | 137 | ||||||
| Martin Marietta Materials Inc, Cl A | 562 | 324 | ||||||
| Mosaic Co/The | 3,333 | 71 | ||||||
| Newmont Corp | 10,069 | 940 | ||||||
| Nucor Corp | 2,152 | 479 | ||||||
| Packaging Corp of America | 784 | 187 | ||||||
| PPG Industries Inc | 2,034 | 247 | ||||||
| Sherwin-Williams Co/The, Cl A | 2,175 | 749 | ||||||
| Smurfit WestRock PLC | 4,580 | 212 | ||||||
| Steel Dynamics Inc | 1,246 | 286 | ||||||
| Vulcan Materials Co | 1,241 | 366 | ||||||
| 10,971 | ||||||||
| Real Estate — 1.3% | ||||||||
| Alexandria Real Estate Equities Inc ‡ | 1,569 | 83 | ||||||
| American Tower Corp, Cl A ‡ | 4,418 | 723 | ||||||
| AvalonBay Communities Inc ‡ | 1,245 | 235 | ||||||
| BXP Inc ‡ | 1,526 | 101 | ||||||
| Camden Property Trust ‡ | 1,079 | 124 | ||||||
| CBRE Group Inc, Cl A * | 2,796 | 377 | ||||||
| CoStar Group Inc * | 3,832 | 108 | ||||||
| Crown Castle Inc ‡ | 4,072 | 308 | ||||||
| Digital Realty Trust Inc, Cl A ‡ | 3,050 | 548 | ||||||
| Equinix Inc ‡ | 918 | 957 | ||||||
| Equity Residential ‡ | 3,108 | 211 | ||||||
| Essex Property Trust Inc ‡ | 651 | 190 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Extra Space Storage Inc ‡ | 1,948 | $ | 283 | |||||
| Federal Realty Investment Trust ‡ | 780 | 96 | ||||||
| Healthpeak Properties Inc ‡ | 7,114 | 152 | ||||||
| Host Hotels & Resorts Inc ‡ | 6,539 | 155 | ||||||
| Invitation Homes Inc ‡ | 4,675 | 141 | ||||||
| Iron Mountain Inc ‡ | 2,678 | 338 | ||||||
| Kimco Realty Corp ‡ | 5,788 | 147 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,199 | 167 | ||||||
| Prologis Inc ‡ | 8,709 | 1,180 | ||||||
| Public Storage ‡ | 1,498 | 477 | ||||||
| Realty Income Corp ‡ | 8,746 | 542 | ||||||
| Regency Centers Corp ‡ | 1,678 | 134 | ||||||
| SBA Communications Corp, Cl A ‡ | 932 | 164 | ||||||
| Simon Property Group Inc ‡ | 3,017 | 675 | ||||||
| UDR Inc ‡ | 3,043 | 121 | ||||||
| Ventas Inc ‡ | 4,650 | 413 | ||||||
| VICI Properties Inc, Cl A ‡ | 9,767 | 259 | ||||||
| Welltower Inc ‡ | 6,613 | 1,501 | ||||||
| Weyerhaeuser Co ‡ | 6,287 | 150 | ||||||
| 11,060 | ||||||||
| Utilities — 1.6% | ||||||||
| AES Corp/The | 7,425 | 109 | ||||||
| Alliant Energy Corp | 2,239 | 171 | ||||||
| Ameren Corp | 2,460 | 278 | ||||||
| American Electric Power Co Inc | 5,164 | 707 | ||||||
| American Water Works Co Inc | 1,750 | 230 | ||||||
| Atmos Energy Corp | 1,599 | 275 | ||||||
| CenterPoint Energy Inc | 5,794 | 255 | ||||||
| CMS Energy Corp | 3,071 | 235 | ||||||
| Consolidated Edison Inc | 3,360 | 372 | ||||||
| Constellation Energy Corp | 2,986 | 742 | ||||||
| Dominion Energy Inc | 8,141 | 556 | ||||||
| DTE Energy Co | 1,880 | 286 | ||||||
| Duke Energy Corp | 7,348 | 930 | ||||||
| Edison International | 3,512 | 262 | ||||||
| Entergy Corp | 4,213 | 484 | ||||||
| Evergy Inc | 2,328 | 201 | ||||||
| Eversource Energy | 3,680 | 266 | ||||||
| Exelon Corp | 9,536 | 445 | ||||||
| FirstEnergy Corp | 4,698 | 223 | ||||||
| NextEra Energy Inc | 19,180 | 1,683 | ||||||
| NiSource Inc | 4,194 | 199 | ||||||
| NRG Energy Inc | 2,029 | 296 | ||||||
| PG&E Corp | 20,375 | 343 | ||||||
| Pinnacle West Capital Corp | 1,205 | 129 | ||||||
| PPL Corp | 6,674 | 243 | ||||||
| Public Service Enterprise Group Inc | 4,683 | 380 | ||||||
| Sempra | 5,928 | 550 | ||||||
| Southern Co/The | 10,420 | 997 | ||||||
| Vistra Corp | 2,863 | 454 | ||||||
| WEC Energy Group Inc | 3,115 | 364 | ||||||
| SEI Institutional Managed Trust | 151 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† (continued) | ||||||||
| Xcel Energy Inc | 5,596 | $ | 449 | |||||
| 13,114 | ||||||||
| Total Common Stock | ||||||||
| (Cost $212,873) ($ Thousands) | 642,853 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Holx CVR *‡‡ | 2,244 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Shares | ||||||||
| CASH EQUIVALENT — 0.1% | ||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 594,931 | 595 | ||||||
| Total Cash Equivalent | ||||||||
| (Cost $595) ($ Thousands) | 595 | |||||||
| Description | Market Value ($ Thousands) | |||
| PURCHASED OPTION — 0.0% | ||||
| Total Purchased Option | ||||
| (Cost $700) ($ Thousands) | $ | 107 | ||
| PURCHASED SWAPTIONS — 0.3% | ||||
| Total Purchased Swaptions | ||||
| (Cost $6,860) ($ Thousands) | 2,621 | |||
| Total Investments in Securities — 76.8% | ||||
| (Cost $221,028) ($ Thousands) | $ | 646,176 | ||
| WRITTEN SWAPTIONS — (0.4)% | ||||
| Total Written Swaptions | ||||
| (Premiums Received $3,184) ($ Thousands) | $ | (3,478 | ) | |
A list of open exchange traded options contracts for the Fund at June 30, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| PURCHASED OPTION — 0.0% | ||||||||||||||||||
| Call Options | ||||||||||||||||||
| USD CALL / CNH PUT | 7,000,000 | $ | 49,980 | $ | 7.14 | 2/23/2027 | $ | 107 | ||||||||||
| Total Purchased Option | $ | 49,980 | $ | 107 | ||||||||||||||
A list of open over the counter swaptions contracts for the Fund at June 30, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.3% | ||||||||||||||||
| Call Swaptions | ||||||||||||||||
| European Receiver Option | Goldman Sachs | $ | 760,000,000 | $ | 0.75 | 05/28/2027 | $ | 367 | ||||||||
| European Receiver Option | Goldman Sachs | 765,200,000 | 3.00 | 12/15/2027 | 1,157 | |||||||||||
| European Receiver Option | Goldman Sachs | 780,000,000 | 3.53 | 04/12/2027 | 1,090 | |||||||||||
| European Receiver Option | Goldman Sachs | 685,488,762 | 0.37 | 08/28/2026 | 7 | |||||||||||
| Total Purchased Swaptions | $ | 2,990,688,762 | $ | 2,621 | ||||||||||||
| WRITTEN SWAPTIONS — (0.4)% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| European Payer Option | Goldman Sachs | $ | (780,000,000 | ) | 4.03 | 04/12/2027 | $ | (2,444 | ) | |||||||
| Call Swaptions | ||||||||||||||||
| European Receiver Option | Goldman Sachs | $ | (760,000,000 | ) | 1.50 | 05/28/2027 | $ | (22 | ) | |||||||
| European Receiver Option | Goldman Sachs | (1,147,800,000 | ) | 2.00 | 12/15/2027 | (527 | ) | |||||||||
| European Receiver Option | Goldman Sachs | (780,000,000 | ) | 3.03 | 04/12/2027 | (485 | ) | |||||||||
| (2,687,800,000 | ) | (1,034 | ) | |||||||||||||
| Total Written Swaptions | $ | (3,467,800,000 | ) | $ | (3,478 | ) | ||||||||||
| 152 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Dynamic Asset Allocation Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| MSCI Emerging Markets Index | 301 | Sep-2026 | $ | 26,940 | $ | 26,447 | $ | (493 | ) | |||||||||
| S&P 500 Index E-Mini | 648 | Sep-2026 | 243,061 | 244,563 | 1,502 | |||||||||||||
| $ | 270,001 | $ | 271,010 | $ | 1,009 | |||||||||||||
A list of open centrally cleared swap agreements held by the Fund at June 30, 2026 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) | |||||||||||||||||||
| 2.477%^ | CPI | Annually | 06/06/2030 | USD | 526,258 | $ | 15,418 | $ | – | $ | 15,418 | ||||||||||||||||
| CPI^ | 2.506% | Annually | 06/06/2030 | USD | 526,258 | (17,984 | ) | – | (17,984 | ) | |||||||||||||||||
| EUR-EURIBOR | 2.42500000% | Quarterly | 03/27/2027 | EUR | 497,760 | (401 | ) | (1,058 | ) | 657 | |||||||||||||||||
| ID SOFR | 3.41% | Annually | 12/11/2028 | USD | 399,757 | (4,288 | ) | – | (4,288 | ) | |||||||||||||||||
| 3.432% | 1D SOFR | Annually | 12/11/2056 | USD | 42,027 | 5,180 | – | 5,180 | |||||||||||||||||||
| 4.161% | 1D SOFR | Annually | 11/02/2056 | USD | 84,588 | 86 | – | 86 | |||||||||||||||||||
| 4.35% | 1D SOFR | Annually | 11/02/2031 | USD | 330,000 | 6,630 | – | 6,630 | |||||||||||||||||||
| $ | 4,641 | $ | (1,058 | ) | $ | 5,699 | |||||||||||||||||||||
A list of open OTC swap agreements held by the Fund at June 30, 2026 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) | ||||||||||||||||||||
| JPMorgan Chase^ | BERYTR | SOFR + 13 BPS | Index Return | Annually | 07/30/2026 | USD | 53,026 | $ | (5,944 | ) | $ | – | $ | (5,944 | ) | |||||||||||||||
| JPMorgan Chase^ | BERYTR | SOFR + 13 BPS | Index Return | Annually | 07/30/2026 | USD | 8,288 | (840 | ) | – | (840 | ) | ||||||||||||||||||
| JPMorgan Chase^ | Microsoft Corp | Asset Return | SOFR + 77.5 BPS | Annually | 12/17/2026 | USD | 23,474 | 406 | – | 406 | ||||||||||||||||||||
| JPMorgan Chase | Microsoft Corp | Asset Return | SOFR + 77.5 BPS | Annually | 12/17/2026 | USD | 23,474 | 406 | – | 406 | ||||||||||||||||||||
| JPMorgan Chase | JMFX121E Index | Floating 0% | Asset Return | Monthly | 11/16/2026 | USD | 78,729 | 533 | – | 533 | ||||||||||||||||||||
| Goldman Sachs | JMFX121E Index | Floating 0% | Asset Return | Monthly | 11/16/2026 | USD | 113,526 | 768 | – | 768 | ||||||||||||||||||||
| Goldman Sachs | JMFX121E Index | Floating 0% | Asset Return | Monthly | 11/16/2026 | USD | 45,252 | 306 | – | 306 | ||||||||||||||||||||
| $ | (4,365 | ) | $ | – | $ | (4,365 | ) | |||||||||||||||||||||||
Percentages are based on Net Assets of $841,740 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| † | Investment in Affiliated Security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| ^ | Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of June 30, 2026. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 9,311 | $ | 55,362 | $ | (64,078 | ) | $ | — | $ | — | $ | 595 | $ | 242 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 153 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 26.9% | ||||||||
| Communication Services — 1.0% | ||||||||
| AMC Entertainment Holdings Inc, Cl A * | 16,200 | $ | 31 | |||||
| Audacy * | 833 | 2 | ||||||
| Avaya *(A) | 14,995 | 215 | ||||||
| Lumen Technologies Inc * | 10,931 | 84 | ||||||
| Uniti Group Inc * | 9,706 | 111 | ||||||
| Verizon Communications Inc | 43,033 | 1,822 | ||||||
| Xplore Inc *(B) | 11,575 | 139 | ||||||
| 2,404 | ||||||||
| Consumer Discretionary — 4.1% | ||||||||
| Adient PLC * | 6,330 | 116 | ||||||
| Bob's Discount Furniture * | 32,323 | 511 | ||||||
| Champion Homes * | 5,142 | 453 | ||||||
| Chewy Inc, Cl A * | 5,184 | 102 | ||||||
| Churchill Downs Inc | 16,931 | 1,518 | ||||||
| Floor & Decor Holdings Inc, Cl A * | 17,341 | 1,029 | ||||||
| Guitar Center *(A)(B) | 2,167 | 181 | ||||||
| LKQ Corp | 38,824 | 1,022 | ||||||
| Mountaineer Merger Group *(B) | 440,372 | — | ||||||
| Norwegian Cruise Line Holdings Ltd * | 57,925 | 1,223 | ||||||
| Penn Entertainment Inc * | 57,139 | 1,221 | ||||||
| Petco Health & Wellness Co Inc, Cl A * | 22,505 | 61 | ||||||
| Toll Brothers Inc | 7,519 | 1,239 | ||||||
| Vail Resorts Inc | 9,046 | 1,232 | ||||||
| 9,908 | ||||||||
| Consumer Staples — 1.1% | ||||||||
| elf Beauty Inc * | 16,556 | 1,225 | ||||||
| Primo Brands Corp, Cl A | 57,598 | 1,408 | ||||||
| 2,633 | ||||||||
| Energy — 1.3% | ||||||||
| Cameco Corp | 9,117 | 929 | ||||||
| Golar LNG Ltd | 10,286 | 512 | ||||||
| Kinder Morgan Inc | 47,700 | 1,525 | ||||||
| 2,966 | ||||||||
| Financials — 0.5% | ||||||||
| Rocket Cos Inc, Cl A * | 77,104 | 1,214 | ||||||
| Health Care — 1.5% | ||||||||
| AdaptHealth Corp, Cl A * | 9,058 | 94 | ||||||
| Avantor Inc * | 160,606 | 1,590 | ||||||
| Carestream Health Holdings *(B) | 5,876 | 62 | ||||||
| Eckert & Ziegler | 50,828 | 888 | ||||||
| Envision Healthcare * | 28,581 | 522 | ||||||
| Lannett *(B) | 15,243 | 184 | ||||||
| Lifescan *(A) | 2,843 | 91 | ||||||
| Matrix Parent Inc. * | 10,548 | 104 | ||||||
| 3,535 | ||||||||
| Industrials — 7.5% | ||||||||
| ATI Inc * | 11,917 | 2,349 | ||||||
| Carpenter Technology Corp | 3,860 | 2,381 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Columbus McKinnon Corp/NY | 4,815 | $ | 73 | |||||
| Forward Air * | 2,592 | 35 | ||||||
| GFL Environmental Inc | 2,175 | 80 | ||||||
| KBR Inc | 30,239 | 1,044 | ||||||
| Melrose Industries | 316,819 | 1,999 | ||||||
| Middleby Corp/The * | 13,554 | 2,331 | ||||||
| MTU Aero Engines AG | 6,072 | 2,532 | ||||||
| Parsons Corp * | 35,691 | 1,870 | ||||||
| Sensata Technologies Holding PLC | 18,676 | 892 | ||||||
| StandardAero Inc * | 81,811 | 2,447 | ||||||
| 18,033 | ||||||||
| Information Technology — 1.2% | ||||||||
| Aeva Technologies Inc * | 18,383 | 528 | ||||||
| NXP Semiconductors | 6,543 | 1,839 | ||||||
| ON Semiconductor Corp * | 5,676 | 537 | ||||||
| Sandvine * | 16,838 | 49 | ||||||
| 2,953 | ||||||||
| Materials — 7.0% | ||||||||
| Alcoa Corp | 42,991 | 2,241 | ||||||
| Arctic Canadian Diamond Company Ltd *(B) | 228 | 10 | ||||||
| Ardagh Metal Packaging SA | 366,810 | 1,738 | ||||||
| Century Aluminum Co * | 50,201 | 2,310 | ||||||
| Chemours Co/The | 618 | 13 | ||||||
| Constellium SE, Cl A * | 67,579 | 2,154 | ||||||
| Cornerstone Chemical *(B) | 26,482 | 376 | ||||||
| First Quantum Minerals Ltd (Canada) * | 73,601 | 2,010 | ||||||
| Harmony Gold Mining ADR | 126,693 | 1,927 | ||||||
| International Flavors & Fragrances Inc | 19,595 | 1,552 | ||||||
| Sensient Technologies Corp | 18,899 | 2,330 | ||||||
| 16,661 | ||||||||
| Real Estate — 1.7% | ||||||||
| Crown Castle Inc ‡ | 20,045 | 1,518 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 30,232 | 610 | ||||||
| Pebblebrook Hotel Trust ‡ | 21,816 | 423 | ||||||
| SBA Communications Corp, Cl A ‡ | 8,561 | 1,511 | ||||||
| Service Properties Trust ‡ | 48,576 | 82 | ||||||
| 4,144 | ||||||||
| Total Common Stock | ||||||||
| (Cost $56,955) ($ Thousands) | 64,451 | |||||||
| Face Amount (Thousands) | ||||||||
| CORPORATE OBLIGATIONS — 26.7% | ||||||||
| Communication Services — 3.8% | ||||||||
| Altice Financing | ||||||||
| 5.750%, 08/15/2029 (C) | $ | 85 | 59 | |||||
| AMC Entertainment Holdings | ||||||||
| 7.500%, 02/15/2029 (C) | 160 | 149 | ||||||
| Beasley Mezzanine Holdings | ||||||||
| 10.000% Cash/PIK, 12/31/2027 (A)(C) | 333 | 230 | ||||||
| 154 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Cable One | ||||||||
| 4.000%, 11/15/2030 (C) | $ | 260 | $ | 140 | ||||
| CCO Holdings | ||||||||
| 4.500%, 08/15/2030 (C) | 110 | 102 | ||||||
| 4.250%, 02/01/2031 (C) | 120 | 108 | ||||||
| 4.250%, 01/15/2034 (C) | 240 | 203 | ||||||
| Charter Communications Operating | ||||||||
| 6.550%, 06/01/2034 | 120 | 123 | ||||||
| Discovery Global Holdings | ||||||||
| 5.050%, 03/15/2042 | 120 | 88 | ||||||
| 4.279%, 03/15/2032 | 45 | 41 | ||||||
| 4.054%, 03/15/2029 | 75 | 74 | ||||||
| DISH DBS | ||||||||
| 7.750%, 07/01/2026 (D) | 35 | 35 | ||||||
| 5.750%, 12/01/2028 (C)(D) | 10 | 10 | ||||||
| 5.250%, 12/01/2026 (C)(D) | 65 | 64 | ||||||
| 5.125%, 06/01/2029 (D) | 20 | 18 | ||||||
| ELK Grove Village Property | ||||||||
| 7.500%, 06/15/2031 (C) | 685 | 690 | ||||||
| Gray Media | ||||||||
| 9.625%, 07/15/2032 (C) | 265 | 256 | ||||||
| 5.375%, 11/15/2031 (C) | 5 | 3 | ||||||
| 4.750%, 10/15/2030 (C) | 190 | 137 | ||||||
| Level 3 Financing | ||||||||
| 8.500%, 01/15/2036 (C) | 105 | 113 | ||||||
| 7.500%, 02/15/2037 (C) | 734 | 753 | ||||||
| Lumen Technologies | ||||||||
| 7.650%, 03/15/2042 | 175 | 165 | ||||||
| 7.600%, 09/15/2039 | 5 | 5 | ||||||
| McGraw-Hill Education | ||||||||
| 5.750%, 08/01/2028 (C) | 40 | 40 | ||||||
| Muvico | ||||||||
| 15.000%, 02/19/2029 (C) | 93 | 101 | ||||||
| Nexstar Media | ||||||||
| 7.250%, 04/15/2034 (C) | 40 | 40 | ||||||
| 6.500%, 09/15/2033 (C) | 85 | 85 | ||||||
| Paramount Global | ||||||||
| 4.200%, 05/19/2032 | 155 | 135 | ||||||
| Playtika Holding | ||||||||
| 4.250%, 03/15/2029 (C) | 20 | 18 | ||||||
| PR RNO Property Owner 1 | ||||||||
| 6.500%, 05/01/2031 (C) | 523 | 522 | ||||||
| Sirius XM Radio | ||||||||
| 3.875%, 09/01/2031 (C) | 170 | 154 | ||||||
| Spanish Broadcasting System | ||||||||
| 9.750%, 03/01/2026 (A)(C)(D) | 575 | 345 | ||||||
| Uniti Group | ||||||||
| 8.625%, 06/15/2032 (C) | 847 | 884 | ||||||
| 6.500%, 02/15/2029 (C) | 1,513 | 1,501 | ||||||
| 6.000%, 01/15/2030 (C) | 1,185 | 1,157 | ||||||
| Urban One | ||||||||
| 10.500%, 04/01/2030 (C) | 91 | 87 | ||||||
| 7.625%, 04/01/2031 (C) | 396 | 143 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Vmed O2 UK Financing I | ||||||||
| 4.250%, 01/31/2031 (C) | $ | 90 | $ | 74 | ||||
| Zayo Group Holdings | ||||||||
| 13.750%, 09/09/2030 (C) | 165 | 163 | ||||||
| 9.250%, 03/09/2030 (C) | 5 | 4 | ||||||
| ZipRecruiter | ||||||||
| 5.000%, 01/15/2030 (A)(C) | 110 | 85 | ||||||
| 9,104 | ||||||||
| Consumer Discretionary — 6.7% | ||||||||
| Bath & Body Works | ||||||||
| 6.750%, 07/01/2036 | 155 | 155 | ||||||
| Brightstar Lottery PLC | ||||||||
| 5.750%, 01/15/2033 (C) | 150 | 147 | ||||||
| CMG Media Corp | ||||||||
| 8.875%, 06/18/2029 (C) | 300 | 220 | ||||||
| Crocs | ||||||||
| 4.250%, 03/15/2029 (C) | 1,622 | 1,574 | ||||||
| CSC Holdings | ||||||||
| 6.500%, 02/01/2029 (C) | 70 | 42 | ||||||
| Directv Financing | ||||||||
| 8.875%, 02/01/2030 (C) | 110 | 112 | ||||||
| Genting New York | ||||||||
| 7.250%, 10/01/2029 (C) | 145 | 149 | ||||||
| Goodyear Tire & Rubber | ||||||||
| 8.875%, 07/15/2032 | 523 | 528 | ||||||
| GrubHub Holdings | ||||||||
| 13.000% Cash/PIK, 07/31/2030 (C) | 549 | 447 | ||||||
| Hilton Domestic Operating | ||||||||
| 4.000%, 05/01/2031 (C) | 170 | 161 | ||||||
| Jacobs Entertainment | ||||||||
| 6.750%, 02/15/2029 (C) | 270 | 264 | ||||||
| LBM Acquisition | ||||||||
| 9.500%, 06/15/2031 (C) | 70 | 62 | ||||||
| Liberty Interactive | ||||||||
| 8.250%, 02/01/2030 (A)(D) | 430 | 22 | ||||||
| McGraw-Hill Education | ||||||||
| 7.375%, 09/01/2031 (C) | 90 | 92 | ||||||
| Michaels | ||||||||
| 11.000%, 03/15/2034 (C) | 322 | 315 | ||||||
| 8.500%, 03/15/2033 (C) | 1,047 | 1,037 | ||||||
| Mohegan Tribal Gaming Authority | ||||||||
| 11.875%, 04/15/2031 (C) | 721 | 781 | ||||||
| 8.250%, 04/15/2030 (C) | 534 | 556 | ||||||
| Monitronics International (Escrow Security) | ||||||||
| 9.125%, 04/01/2020 (A)(B)(D) | 495 | – | ||||||
| Neptune Bidco US | ||||||||
| 9.500%, 02/15/2033 (C) | 1,848 | 1,868 | ||||||
| Newell Brands | ||||||||
| 6.625%, 05/15/2032 | 115 | 116 | ||||||
| Nissan Motor | ||||||||
| 8.125%, 07/17/2035 (C) | 110 | 117 | ||||||
| 7.750%, 07/17/2032 (C) | 35 | 36 | ||||||
| SEI Institutional Managed Trust | 155 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | |||||||
| CORPORATE OBLIGATIONS (continued) | |||||||||
| Paramount Global | |||||||||
| 5.250%, 04/01/2044 | $ | 120 | $ | 82 | |||||
| Penn Entertainment | |||||||||
| 6.750%, 04/01/2031 (C) | 676 | 680 | |||||||
| Penn National Gaming | |||||||||
| 4.125%, 07/01/2029 (C) | 419 | 402 | |||||||
| PetSmart | |||||||||
| 10.000%, 09/15/2033 (C) | 475 | 476 | |||||||
| Pioneer Opco | |||||||||
| 7.000%, 05/15/2033 (C) | 95 | 97 | |||||||
| Resorts World Las Vegas | |||||||||
| 4.625%, 04/06/2031 (C) | 180 | 150 | |||||||
| Rivers Enterprise Borrower | |||||||||
| 6.625%, 02/01/2033 (C) | 150 | 152 | |||||||
| Six Flags Entertainment | |||||||||
| 8.625%, 01/15/2032 (C) | 980 | 1,009 | |||||||
| 6.500%, 10/01/2028 | 409 | 410 | |||||||
| 5.250%, 07/15/2029 | 584 | 569 | |||||||
| StoneMor | |||||||||
| 8.500%, 05/15/2029 (C) | 150 | 148 | |||||||
| Studio City Finance | |||||||||
| 5.000%, 01/15/2029 (C) | 215 | 206 | |||||||
| Univision Communications | |||||||||
| 4.500%, 05/01/2029 (A)(C) | 105 | 100 | |||||||
| Victoria's Secret | |||||||||
| 4.625%, 07/15/2029 (C) | 115 | 112 | |||||||
| Viking Cruises | |||||||||
| 5.875%, 10/15/2033 (C) | 80 | 80 | |||||||
| Wynn Las Vegas | |||||||||
| 5.250%, 05/15/2027 (C) | 2,177 | 2,176 | |||||||
| Wynn Macau | |||||||||
| 6.750%, 02/15/2034 (C) | 55 | 55 | |||||||
| 5.125%, 12/15/2029 (C) | 120 | 117 | |||||||
| Wynn Resorts Finance | |||||||||
| 7.125%, 02/15/2031 (C) | 150 | 159 | |||||||
| 6.250%, 03/15/2033 (C) | 15 | 15 | |||||||
| Yum! Brands | |||||||||
| 5.375%, 04/01/2032 (A) | 160 | 159 | |||||||
| 16,155 | |||||||||
| Consumer Staples — 1.1% | |||||||||
| B&G Foods | |||||||||
| 5.250%, 09/15/2027 | 99 | 99 | |||||||
| Bellis Acquisition | |||||||||
| 8.125%, 05/14/2030 (C) | GBP | 110 | 137 | ||||||
| HLF Financing Sarl | |||||||||
| 7.750%, 05/01/2033 (C) | $ | 1,084 | 1,099 | ||||||
| 4.875%, 06/01/2029 (C) | 1,147 | 1,074 | |||||||
| New Albertsons | |||||||||
| 8.700%, 05/01/2030 | 200 | 219 | |||||||
| 8.000%, 05/01/2031 | 40 | 42 | |||||||
| 2,670 | |||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Energy — 2.0% | ||||||||
| Ascent Resources Utica Holdings | ||||||||
| 9.000%, 11/01/2027 (C) | $ | 533 | $ | 592 | ||||
| Blue Racer Midstream | ||||||||
| 7.250%, 07/15/2032 (C) | 85 | 88 | ||||||
| 7.000%, 07/15/2029 (C) | 85 | 87 | ||||||
| Borr IHC | ||||||||
| 9.000%, 01/15/2034 (C) | 70 | 67 | ||||||
| 8.750%, 01/15/2032 (C) | 10 | 10 | ||||||
| Caturus Energy | ||||||||
| 8.500%, 02/15/2030 (C) | 1,255 | 1,308 | ||||||
| Expand Energy | ||||||||
| 7.500%, 12/31/2049 (A)(B)(D) | 170 | – | ||||||
| 7.000%, 12/31/2049 (A)(B)(D) | 55 | – | ||||||
| Genesis Energy | ||||||||
| 8.000%, 05/15/2033 | 120 | 125 | ||||||
| 7.875%, 05/15/2032 | 110 | 113 | ||||||
| Gulfport Energy Operating | ||||||||
| 6.750%, 09/01/2029 (C) | 1,039 | 1,060 | ||||||
| Hilcorp Energy I | ||||||||
| 7.250%, 02/15/2035 (C) | 145 | 143 | ||||||
| Howard Midstream Energy Partners | ||||||||
| 7.375%, 07/15/2032 (C) | 125 | 129 | ||||||
| New Fortress Energy | ||||||||
| 8.750%, 03/15/2029 (C) | 150 | 25 | ||||||
| 6.500%, 09/30/2026 (C) | 185 | 31 | ||||||
| NFE Financing MTN | ||||||||
| 12.000%, 11/15/2029 (C)(D) | 275 | 96 | ||||||
| PBF Holding | ||||||||
| 7.250%, 06/01/2034 (C) | 34 | 34 | ||||||
| SM Energy | ||||||||
| 9.625%, 06/15/2033 (C) | 10 | 11 | ||||||
| 8.625%, 11/01/2030 (C) | 100 | 105 | ||||||
| Sunoco | ||||||||
| 5.875%, 03/15/2034 (C) | 135 | 133 | ||||||
| Valaris | ||||||||
| 8.375%, 04/30/2030 (C) | 110 | 114 | ||||||
| Venture Global Calcasieu Pass | ||||||||
| 4.125%, 08/15/2031 (C) | 125 | 117 | ||||||
| 3.875%, 11/01/2033 (C) | 20 | 18 | ||||||
| Venture Global LNG | ||||||||
| 9.875%, 02/01/2032 (C) | 180 | 192 | ||||||
| Venture Global Plaquemines LNG | ||||||||
| 7.500%, 05/01/2033 (C) | 85 | 93 | ||||||
| 6.750%, 01/15/2036 (C) | 95 | 101 | ||||||
| 4,792 | ||||||||
| Financials — 1.2% | ||||||||
| Alliant Holdings Intermediate | ||||||||
| 7.000%, 01/15/2031 (C) | 110 | 112 | ||||||
| Arbor Realty SR | ||||||||
| 8.500%, 12/15/2028 (C) | 115 | 113 | ||||||
| 156 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| CPI CG | ||||||||
| 10.000%, 07/15/2029 (C) | $ | 143 | $ | 150 | ||||
| Finance of America Funding | ||||||||
| 8.875%, 11/30/2026 (C) | 299 | 295 | ||||||
| First Eagle Holdings | ||||||||
| 7.250%, 08/15/2032 (C) | 75 | 75 | ||||||
| Freedom Mortgage Holdings | ||||||||
| 9.250%, 02/01/2029 (C) | 55 | 57 | ||||||
| 6.875%, 05/01/2031 (C) | 125 | 121 | ||||||
| ION Platform Finance US | ||||||||
| 8.750%, 05/01/2029 (C) | 25 | 22 | ||||||
| 5.000%, 05/01/2028 (C) | 40 | 37 | ||||||
| LD Holdings Group | ||||||||
| 8.750%, 11/01/2027 (C) | 45 | 42 | ||||||
| 6.125%, 04/01/2028 (C) | 175 | 146 | ||||||
| Midcap Financial Issuer Trust | ||||||||
| 6.500%, 05/01/2028 (C) | 40 | 40 | ||||||
| 5.823%, TSFR3M + 2.150%, 01/15/2031 (C)(E) | 200 | 202 | ||||||
| 5.625%, 01/15/2030 (C) | 90 | 87 | ||||||
| MPT Operating Partnership | ||||||||
| 4.625%, 08/01/2029 | 536 | 431 | ||||||
| Navient MTN | ||||||||
| 5.625%, 08/01/2033 | 125 | 103 | ||||||
| OneMain Finance | ||||||||
| 7.500%, 05/15/2031 | 65 | 67 | ||||||
| 7.125%, 11/15/2031 | 100 | 102 | ||||||
| 3.875%, 09/15/2028 | 50 | 48 | ||||||
| PennyMac Financial Services | ||||||||
| 5.750%, 09/15/2031 (C) | 335 | 318 | ||||||
| Rocket | ||||||||
| 6.375%, 08/01/2033 (C) | 95 | 97 | ||||||
| Starwood Property Trust | ||||||||
| 3.625%, 07/15/2026 (C) | 195 | 195 | ||||||
| 2,860 | ||||||||
| Health Care — 3.0% | ||||||||
| Akumin | ||||||||
| 9.750%, 08/31/2031 (C) | 695 | 664 | ||||||
| Bausch Health | ||||||||
| 5.000%, 01/30/2028 (C) | 55 | 49 | ||||||
| 4.875%, 06/01/2028 (C) | 95 | 88 | ||||||
| Charlotte Buyer | ||||||||
| 8.000%, 06/30/2031 (C) | 649 | 657 | ||||||
| CHS | ||||||||
| 10.875%, 01/15/2032 (C) | 995 | 1,071 | ||||||
| 5.250%, 05/15/2030 (C) | 165 | 156 | ||||||
| CVS Health | ||||||||
| 7.000%, H15T5Y + 2.886%, 03/10/2055 (E) | 150 | 156 | ||||||
| DaVita | ||||||||
| 6.875%, 09/01/2032 (C) | 35 | 36 | ||||||
| 3.750%, 02/15/2031 (C) | 115 | 107 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | |||||||
| CORPORATE OBLIGATIONS (continued) | |||||||||
| Embecta | |||||||||
| 6.750%, 02/15/2030 (C) | $ | 170 | $ | 138 | |||||
| 5.000%, 02/15/2030 (C) | 115 | 89 | |||||||
| Emergent BioSolutions | |||||||||
| 3.875%, 08/15/2028 (C) | 628 | 582 | |||||||
| Fortrea Holdings | |||||||||
| 7.500%, 07/01/2030 (C) | 127 | 129 | |||||||
| Global Medical Response | |||||||||
| 7.375%, 10/01/2032 (C) | 85 | 88 | |||||||
| Humana | |||||||||
| 6.625%, H15T5Y + 2.891%, 09/15/2056 (E) | 80 | 80 | |||||||
| Medline Borrower | |||||||||
| 3.875%, 04/01/2029 (C) | 130 | 126 | |||||||
| Molina Healthcare | |||||||||
| 4.375%, 06/15/2028 (C) | 175 | 172 | |||||||
| Nidda Healthcare Holding GmbH | |||||||||
| 5.533%, EUR003M + 3.250%, 10/15/2032 (C)(E) | EUR | 100 | 114 | ||||||
| Organon | |||||||||
| 4.125%, 04/30/2028 (C) | $ | 1,772 | 1,750 | ||||||
| Radiology Partners | |||||||||
| 9.781%, 02/15/2030 (C) | 518 | 515 | |||||||
| 8.500%, 07/15/2032 (C) | 185 | 193 | |||||||
| Tenet Healthcare | |||||||||
| 6.750%, 05/15/2031 | 15 | 15 | |||||||
| 5.500%, 11/15/2032 (C) | 75 | 74 | |||||||
| 4.375%, 01/15/2030 | 110 | 107 | |||||||
| 7,156 | |||||||||
| Industrials — 1.8% | |||||||||
| Builders FirstSource | |||||||||
| 6.375%, 03/01/2034 (C) | 110 | 111 | |||||||
| Columbus McKinnon | |||||||||
| 7.125%, 02/01/2033 (C) | 635 | 636 | |||||||
| Deluxe | |||||||||
| 8.125%, 09/15/2029 (C) | 185 | 192 | |||||||
| Garda World Security | |||||||||
| 8.250%, 08/01/2032 (C) | 544 | 557 | |||||||
| GFL Environmental | |||||||||
| 3.500%, 09/01/2028 (C) | 585 | 571 | |||||||
| Icahn Enterprises | |||||||||
| 9.000%, 06/15/2030 | 310 | 289 | |||||||
| Standard Building Solutions | |||||||||
| 5.875%, 03/15/2034 (C) | 135 | 130 | |||||||
| TransDigm | |||||||||
| 7.125%, 12/01/2031 (C) | 140 | 145 | |||||||
| 6.625%, 03/01/2032 (C) | 105 | 108 | |||||||
| 6.000%, 01/15/2033 (C) | 1,147 | 1,158 | |||||||
| United Airlines Holdings | |||||||||
| 5.375%, 03/01/2031 | 195 | 194 | |||||||
| United Rentals North America | |||||||||
| 4.000%, 07/15/2030 | 150 | 143 | |||||||
| SEI Institutional Managed Trust | 157 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| WESCO Distribution | ||||||||
| 5.250%, 04/15/2031 (C) | $ | 100 | $ | 99 | ||||
| 4,333 | ||||||||
| Information Technology — 1.7% | ||||||||
| APLD ComputeCo 2 | ||||||||
| 6.750%, 03/15/2031 (C) | 935 | 938 | ||||||
| Castle US Holding | ||||||||
| 10.000%, 06/30/2031 (C) | 165 | 33 | ||||||
| Cloud Software Group, Strike Price Fixed | ||||||||
| 9.000%, 09/30/2029 (C) | 115 | 112 | ||||||
| 8.250%, 06/30/2032 (C) | 55 | 51 | ||||||
| Core Scientific Finance I | ||||||||
| 7.750%, 05/15/2031 (C) | 1,400 | 1,420 | ||||||
| CoreWeave | ||||||||
| 9.750%, 10/01/2031 (C) | 751 | 749 | ||||||
| 9.625%, 07/15/2032 (C) | 439 | 433 | ||||||
| 9.250%, 06/01/2030 (C) | 115 | 116 | ||||||
| Gaia Purchaser | ||||||||
| 7.625%, 07/15/2033 (C) | 80 | 81 | ||||||
| Newfold Digital Holdings Group | ||||||||
| 11.750%, 04/30/2029 (C) | 45 | 39 | ||||||
| Sabre Financial Borrower | ||||||||
| 11.125%, 06/15/2029 (C) | 20 | 21 | ||||||
| Sabre GLBL | ||||||||
| 10.750%, 11/15/2029 (C) | 25 | 24 | ||||||
| 4,017 | ||||||||
| Materials — 2.8% | ||||||||
| Axalta Coating Systems | ||||||||
| 3.375%, 02/15/2029 (C) | 150 | 143 | ||||||
| Baffinland Iron Mines | ||||||||
| 8.750%, 07/15/2026 (A)(B)(C) | 385 | 221 | ||||||
| Celanese US Holdings | ||||||||
| 6.750%, 04/15/2033 | 80 | 81 | ||||||
| Chemours | ||||||||
| 5.750%, 11/15/2028 (C) | 757 | 757 | ||||||
| 4.625%, 11/15/2029 (C) | 1,094 | 1,044 | ||||||
| Cleveland-Cliffs | ||||||||
| 7.625%, 01/15/2034 (C) | 30 | 30 | ||||||
| 7.000%, 03/15/2032 (C) | 205 | 203 | ||||||
| 6.875%, 11/01/2029 (C) | 857 | 865 | ||||||
| Cornerstone Chemical | ||||||||
| 10.000%, 05/07/2029 (B)(C) | 765 | 765 | ||||||
| Domtar | ||||||||
| 6.750%, 10/01/2028 (C) | 180 | 125 | ||||||
| First Quantum Minerals | ||||||||
| 8.625%, 06/01/2031 (C) | 150 | 156 | ||||||
| Fortescue Treasury Pty | ||||||||
| 6.125%, 04/15/2032 (C) | 95 | 98 | ||||||
| INEOS Finance PLC | ||||||||
| 7.500%, 04/15/2029 (C) | 80 | 78 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Innophos Holdings | ||||||||
| 11.500%, 06/15/2029 (C) | $ | 440 | $ | 405 | ||||
| Magnera | ||||||||
| 4.750%, 11/15/2029 (C) | 702 | 655 | ||||||
| Methanex US Operations | ||||||||
| 6.250%, 03/15/2032 (C) | 170 | 172 | ||||||
| Mineral Resources | ||||||||
| 9.250%, 10/01/2028 (C) | 68 | 70 | ||||||
| Mineral Resources MTN | ||||||||
| 8.500%, 05/01/2030 (C) | 95 | 98 | ||||||
| Mountain Province Diamonds | ||||||||
| 9.000%, 12/15/2027 (A)(B)(C) | 223 | 169 | ||||||
| Northwest Acquisitions ULC | ||||||||
| 7.125%, 11/01/2022 (A)(B)(C)(D) | 460 | – | ||||||
| Olympus Water US Holding | ||||||||
| 7.250%, 06/15/2031 (C) | 190 | 192 | ||||||
| Quikrete Holdings | ||||||||
| 6.375%, 03/01/2032 (C) | 95 | 97 | ||||||
| Rain Carbon | ||||||||
| 12.250%, 09/01/2029 (C) | 260 | 277 | ||||||
| Tronox | ||||||||
| 4.625%, 03/15/2029 (C) | 195 | 137 | ||||||
| 6,838 | ||||||||
| Real Estate — 1.7% | ||||||||
| Diversified Healthcare Trust | ||||||||
| 4.750%, 02/15/2028 | 990 | 971 | ||||||
| 4.375%, 03/01/2031 | 325 | 298 | ||||||
| Park Intermediate Holdings | ||||||||
| 4.875%, 05/15/2029 (C) | 642 | 628 | ||||||
| Service Properties Trust | ||||||||
| 8.875%, 06/15/2032 | 1,380 | 1,421 | ||||||
| 3.950%, 01/15/2028 | 817 | 792 | ||||||
| 4,110 | ||||||||
| Utilities — 0.9% | ||||||||
| Long Ridge Energy | ||||||||
| 8.750%, 02/15/2032 (C) | 1,858 | 1,961 | ||||||
| NRG Energy | ||||||||
| 6.000%, 01/15/2036 (C) | 70 | 70 | ||||||
| 5.750%, 01/15/2034 (C) | 30 | 29 | ||||||
| Vistra Operations | ||||||||
| 6.875%, 04/15/2032 (C) | 100 | 104 | ||||||
| 2,164 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $66,828) ($ Thousands) | 64,199 | |||||||
| Shares | ||||||||
| REGISTERED INVESTMENT COMPANIES — 17.8% | ||||||||
| Merger Fund , Cl I * | 2,454,709 | 42,417 | ||||||
| Sprott Physical Uranium Trust * | 16,246 | 299 | ||||||
| 158 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| REGISTERED INVESTMENT COMPANIES (continued) | ||||||||
| Total Registered Investment Companies | ||||||||
| (Cost $41,004) ($ Thousands) | $ | 42,716 | ||||||
| Face Amount (Thousands) | ||||||||
| LOAN PARTICIPATIONS — 5.2% | ||||||||
| ACProducts Holdings, Inc., Initial First-Out Term Loan, 1st Lien | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 11/14/2031 (E) | $ | 10 | 10 | |||||
| Acproducts Holdings, Inc., Initial Second-Out Term Loan | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 11/14/2031 (E) | 132 | 116 | ||||||
| Acrisure, LLC, 2024 Repricing Term B-6 Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 11/06/2030 (E) | 187 | 169 | ||||||
| AppLogic Networks OpCo I LLC, Initial Term Loan, 1st Lien | ||||||||
| 4.656%, CME Term SOFR + 1.000%, 03/01/2030 (E) | 240 | 200 | ||||||
| Arctic Canadian Diamond Company, Ltd, Term Loan, 2nd Lien | ||||||||
| 4.286%, 12/15/2033 (B) | 180 | 45 | ||||||
| Asurion, LLC, New B-12 Term Loan, 1st Lien | ||||||||
| 7.913%, CME Term SOFR + 4.250%, 09/19/2030 (E) | 138 | 136 | ||||||
| Avaya Inc., Initial Term Loan, 1st Lien | ||||||||
| 11.144%, CME Term SOFR + 7.500%, 08/01/2028 (E) | 467 | 413 | ||||||
| BCP V Everise Acquisition LLC, Term B Loan, 1st Lien | ||||||||
| 9.732%, CME Term SOFR + 6.000%, 12/14/2029 (E) | 304 | 213 | ||||||
| Boxer Parent Company Inc., 2031 Replacement Dollar Term Loan | ||||||||
| 6.416%, CME Term SOFR + 2.750%, 07/30/2031 (E) | 112 | 100 | ||||||
| Carestream Health, Inc., Term Loan | ||||||||
| 8.264%, 06/30/2028 | 512 | 453 | ||||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-1 Loan, 1st Lien | ||||||||
| 8.008%, CME Term SOFR + 4.250%, 05/31/2030 (E) | 342 | 163 | ||||||
| Castle US Holding Corporation, Initial Second Out Dollar Term B-2 Loan | ||||||||
| 8.427%, 05/31/2030 | 238 | 110 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Catawba Nation Gaming Authority, Initial Term B Loan | ||||||||
| 8.413%, CME Term SOFR + 4.750%, 03/29/2032 (E)(F) | $ | 225 | $ | 225 | ||||
| Cloud Software Group, Inc., Tenth Amendment Tranche B-2 Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 03/21/2031 (E) | 46 | 40 | ||||||
| CMG Media Corporation, Term B-2 Loan, 1st Lien | ||||||||
| 7.332%, CME Term SOFR + 3.500%, 06/18/2029 (E)(F) | 289 | 261 | ||||||
| Cornerstone Chemical 5/25 TL, 1st Lien | ||||||||
| 8.500%, 05/31/2030 (B) | 610 | 610 | ||||||
| Cotiviti, Inc, Initial Floating Rate Term Loan, 1st Lien | ||||||||
| 6.370%, CME Term SOFR + 2.750%, 05/01/2031 (E) | 170 | 156 | ||||||
| Delivery Hero Se, Extended Dollar Term Loan | ||||||||
| 8.643%, CME Term SOFR + 5.000%, 12/12/2029 (E) | 132 | 132 | ||||||
| Digicel International Finance Limited, 1st Lien | ||||||||
| 8.232%, 03/24/2033 | 121 | 121 | ||||||
| DS Parent, Inc., Term Loan B, 1st Lien | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 01/31/2031 (E)(F) | 76 | 61 | ||||||
| East Valley Tourist Development Authority, Term Loan | ||||||||
| 11.258%, CME Term SOFR + 7.500%, 06/21/2024 (B)(E) | 135 | 135 | ||||||
| Embecta Corp., Initial Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 3.000%, 03/30/2029 (E) | 40 | 32 | ||||||
| Global Busniess Travel/Amex Gbt, 1st Lien | ||||||||
| 0.000%, 12/31/2026 (F)(G) | 125 | 125 | ||||||
| Global Medical Response, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.889%, CME Term SOFR + 3.250%, 10/01/2032 (E) | 115 | 115 | ||||||
| GN Loanco, LLC, Term B Loan, 1st Lien | ||||||||
| 8.163%, CME Term SOFR + 4.500%, 12/19/2030 (E) | 123 | 115 | ||||||
| ION Platform Finance US, Inc., Initial Dollar Term Loan | ||||||||
| 7.482%, CME Term SOFR + 3.750%, 10/07/2032 (E) | 41 | 29 | ||||||
| ION Platform Finance US, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 7.482%, CME Term SOFR + 3.750%, 10/07/2032 (E) | 7 | 5 | ||||||
| SEI Institutional Managed Trust | 159 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| J. C. Penney Company Inc., Term Loan | ||||||||
| 5.250%, 06/21/2029 (B)(E) | $ | 366 | $ | — | ||||
| Lannett Company, Inc., Closing Date Term Loan 1st Lien | ||||||||
| 2.000%, 06/16/2030 (B) | 71 | 72 | ||||||
| LFSN Holdco/Lifescan, Term Loan, 1st Lien | ||||||||
| 9.124%, 07/30/2029 (A) | 360 | 358 | ||||||
| Libbey Glass LLC, 2022 Incremental Term Loan, 1st Lien | ||||||||
| 10.320%, CME Term SOFR + 6.500%, 11/22/2027 (A)(E) | 436 | 333 | ||||||
| Long Ridge Energy, Term B Advance | ||||||||
| 8.232%, CME Term SOFR + 4.500%, 02/19/2032 (E) | 158 | 159 | ||||||
| Magenta Security Holdings LLC, First Out Term Loan, 1st Lien | ||||||||
| 10.673%, CME Term SOFR + 6.750%, 07/27/2028 (E) | 182 | 121 | ||||||
| Magenta Security Holdings LLC, Second Out Term Loan, 1st Lien | ||||||||
| 10.923%, CME Term SOFR + 7.000%, 07/27/2028 (E) | 238 | 88 | ||||||
| Mavenir Systems, Inc., Initial Term Loan 2nd Lien | ||||||||
| 12.000%, 06/16/2030 (B) | 200 | 200 | ||||||
| Max US Bidco Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.732%, CME Term SOFR + 5.000%, 10/02/2030 (E) | 235 | 214 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 03/01/2029 (E) | 171 | 151 | ||||||
| Men's Wearhouse, LLC, Initial Term Loan | ||||||||
| 9.414%, CME Term SOFR + 5.750%, 01/28/2031 (E) | 149 | 150 | ||||||
| Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.513%, CME Term SOFR + 4.750%, 05/02/2029 (E)(F) | 196 | 68 | ||||||
| Mountaineer Merger Corporation, 1st Lien | ||||||||
| 0.000%, 12/15/2033 (B)(G) | 74 | 74 | ||||||
| Mountaineer Merger Corporation, Initial Term Loan | ||||||||
| 11.700%, 06/16/2030 (B) | 312 | 312 | ||||||
| Naked Juice LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 7.082%, CME Term SOFR + 3.250%, 01/24/2029 (E)(F) | 608 | 403 | ||||||
| Naked Juice LLC, New Money First Out Term Loan | ||||||||
| 9.232%, CME Term SOFR + 5.500%, 01/24/2029 (E) | 59 | 60 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| NAPA Management Services Corporation, Initial Term Loan, 1st Lien | ||||||||
| 8.994%, CME Term SOFR + 5.250%, 02/23/2029 (E) | $ | 390 | $ | 269 | ||||
| New Fortress Energy Inc, Second Amendment Incremental Term Loan | ||||||||
| 9.161%, CME Term SOFR + 5.500%, 04/14/2031 (E)(F) | 161 | 95 | ||||||
| Oak-Eagle Acquireco, Inc., Term Loan B1 | ||||||||
| 0.000%, 03/24/2033 (E)(F)(G) | 50 | 50 | ||||||
| Obra Capital, Inc., Initial Term Loan 1st Lien | ||||||||
| 11.753%, 07/29/2030 (B) | 321 | 314 | ||||||
| OID-OL Intermediate I, LLC, Initial Second Out Term Loan, 1st Lien | ||||||||
| 8.063%, CME Term SOFR + 4.250%, 02/01/2029 (E)(F) | 294 | 181 | ||||||
| Opal Bidco SAS, Facility B4, 1st Lien | ||||||||
| 6.700%, CME Term SOFR + 3.000%, 04/25/2032 (E) | 239 | 238 | ||||||
| Oravel Stays Limited, Initial Term Loan, 1st Lien | ||||||||
| 11.732%, CME Term SOFR + 8.000%, 01/08/2030 (E) | 131 | 135 | ||||||
| PetSmart LLC, Initial Term Loan, 1st Lien | ||||||||
| 7.652%, CME Term SOFR + 4.000%, 08/18/2032 (E) | 104 | 104 | ||||||
| Playtika Holding Corp., Term Loan B-1, 1st Lien | ||||||||
| 6.508%, CME Term SOFR + 2.750%, 03/13/2028 (E) | 42 | 40 | ||||||
| Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 7.648%, CME Term SOFR + 4.000%, 09/20/2028 (E)(F) | 608 | 568 | ||||||
| Project Alpha Intermediate Holding, Inc., Second Amendment Refinancing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 10/26/2030 (E) | 109 | 79 | ||||||
| Project Leopard Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 9.013%, CME Term SOFR + 5.250%, 07/20/2029 (E)(F) | 130 | 78 | ||||||
| Quikrete Holdings, Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
| 5.894%, CME Term SOFR + 2.250%, 04/14/2031 (E) | 99 | 99 | ||||||
| Reorganized Mobileum AcquisitionCo LLC, Term Loan, 1st Lien | ||||||||
| 4.870%, CME Term SOFR + 1.000%, 09/11/2029 (E) | 247 | 223 | ||||||
| Route 66 Development Authority, Term Loan, 1st Lien | ||||||||
| 12.620%, 09/11/2029 (B) | 174 | 177 | ||||||
| 160 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Sabre GLBL Inc., 2024 Term B-1 Loan, 1st Lien | ||||||||
| 9.744%, CME Term SOFR + 6.000%, 11/15/2029 (E) | $ | 82 | $ | 74 | ||||
| Sabre GLBL Inc., 2025 Other Term B-1 Loan | ||||||||
| 9.994%, 04/28/2032 | 16 | 14 | ||||||
| Sabre GLBL Inc., 2025 Other Term B-2 Loan | ||||||||
| 9.994%, CME Term SOFR + 6.250%, 07/30/2029 (E) | 14 | 12 | ||||||
| Spanish Broadcasting Dip Fixed 975, Interim Dip Loan | ||||||||
| 9.750%, 11/17/2031 (A) | 48 | 45 | ||||||
| Spectrum Group Buyer, Inc., Initial Term Loan | ||||||||
| 10.163%, CME Term SOFR + 6.500%, 05/13/2027 (E) | 246 | 231 | ||||||
| Splat Super Holdco LLC, Initial Term Loan | ||||||||
| 8.644%, CME Term SOFR + 5.000%, 07/02/2032 (E) | 172 | 160 | ||||||
| SPLAT Super HoldCo, LLC, Delayed Draw Term Loan | ||||||||
| 5.000%, 07/02/2032 (E) | 24 | 22 | ||||||
| Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien | ||||||||
| 8.394%, CME Term SOFR + 4.750%, 03/15/2030 (E)(F) | 163 | 164 | ||||||
| Syniverse Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 10.732%, CME Term SOFR + 7.000%, 05/13/2027 (E) | 204 | 174 | ||||||
| Tacora, Term Loan | ||||||||
| 13.000%, 06/25/2033 (B)(F) | 9 | 9 | ||||||
| Team Health Holdings, Inc., 2028-2 Refinancing Term Loan | ||||||||
| 7.663%, 01/28/2031 | 188 | 188 | ||||||
| TPC Group Inc., Intitial Term Loan | ||||||||
| 9.417%, 10/26/2030 | 221 | 214 | ||||||
| Travelport Finance (Luxembourg) S.a r.l., Term Loans, 1st Lien | ||||||||
| 10.953%, CME Term SOFR + 7.000%, 09/29/2028 (E) | 241 | 178 | ||||||
| UKG Inc., 2024 Refinancing Term Loan, 1st Lien | ||||||||
| 5.913%, CME Term SOFR + 2.250%, 02/10/2031 (E) | 123 | 115 | ||||||
| Vaco Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 8.882%, CME Term SOFR + 5.000%, 01/22/2029 (E) | 240 | 196 | ||||||
| Wellful Inc., Tranche A Term Loan, 1st Lien | ||||||||
| 8.994%, CME Term SOFR + 5.000%, 04/19/2030 (E) | 246 | 244 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Wellful Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 10.244%, CME Term SOFR + 6.250%, 10/19/2030 (E) | $ | 396 | $ | 356 | ||||
| Windstream Services, LLC, 2025 Term Loan | ||||||||
| 7.644%, 10/07/2032 | 185 | 186 | ||||||
| Xplore Inc., Initial Term Loan 1st Lien | ||||||||
| 5.258%, CME Term SOFR + 1.500%, 06/18/2029 (E) | 64 | 59 | ||||||
| Xplore Inc., Second Out Term Loan 1st Lien | ||||||||
| 6.000%, CME Term SOFR + 1.500%, 10/24/2029 (E) | 205 | 141 | ||||||
| Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien | ||||||||
| 0.500%, 03/11/2030 (E)(F) | 75 | 75 | ||||||
| Total Loan Participations | ||||||||
| (Cost $13,378) ($ Thousands) | 12,560 | |||||||
| U.S. TREASURY OBLIGATIONS — 1.4% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.711%, 09/24/2026 (H) | 500 | 496 | ||||||
| 3.651%, 09/15/2026 (H) | 500 | 496 | ||||||
| 3.650%, 09/03/2026 (H) | 750 | 745 | ||||||
| 3.609%, 08/20/2026 (H) | 1,500 | 1,492 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $3,230) ($ Thousands) | 3,229 | |||||||
| CONVERTIBLE BONDS — 0.4% | ||||||||
| Finance of America Funding | ||||||||
| 10.000%, 11/30/2029(C) | 291 | 328 | ||||||
| Lantheus Holdings | ||||||||
| 2.625%, 12/15/2027 | 115 | 167 | ||||||
| Liberty Interactive | ||||||||
| 4.000%, 11/15/2029(A)(D) | 54 | 3 | ||||||
| 3.750%, 02/15/2030(A)(D) | 412 | 20 | ||||||
| Mavenir | ||||||||
| 0.000%, 12/31/2026(B)(G) | 192 | 425 | ||||||
| North Sea Natural Resources | ||||||||
| 0.000%, 01/23/2028(B)(G) | 94 | – | ||||||
| 0.000%, 01/23/2028(B)(G) | 15 | – | ||||||
| 0.000%, 01/23/2028(B)(G) | 5 | – | ||||||
| Rite Aid | ||||||||
| 0.000%, 12/31/2049(A)(B)(G) | 38 | – | ||||||
| Silver Airways | ||||||||
| 16.000%, 12/31/2027(B)(D) | 853 | – | ||||||
| SEI Institutional Managed Trust | 161 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CONVERTIBLE BONDS (continued) | ||||||||
| Tacora Restructure | ||||||||
| 13.000%, 09/19/2031(B) | $ | 13 | $ | 13 | ||||
| Total Convertible Bonds | ||||||||
| (Cost $2,047) ($ Thousands) | 956 | |||||||
| Shares | ||||||||
| PREFERRED STOCK — 0.3% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Guitar Center *(A)(B)(G)(I) | 39 | 2 | ||||||
| Mountaineer Merger Corp *(B)(G)(I) | 489,319 | 144 | ||||||
| 146 | ||||||||
| Information Technology — 0.3% | ||||||||
| Syniverse *(A)(B)(G)(I) | 714,166 | 642 | ||||||
| Total Preferred Stock | ||||||||
| (Cost $988) ($ Thousands) | 788 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Audacy | ||||||||
| Strike Price $– *‡‡(B) | 1,177 | – | ||||||
| Guitar Center | ||||||||
| Strike Price $100.00 *‡‡(A)(B) | 574 | 18 | ||||||
| Guitar Center | ||||||||
| Strike Price $160.00 *‡‡(A)(B) | 574 | 5 | ||||||
| Mavenir | ||||||||
| Strike Price $– *‡‡(B) | 75 | – | ||||||
| Silver Airways | ||||||||
| Strike Price $– *‡‡(B) | – | – | ||||||
| Tacora Resources | ||||||||
| Strike Price $– *‡‡(B) | 4,861 | 4 | ||||||
| Total Warrants | ||||||||
| (Cost $55) ($ Thousands) | 27 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Xplore Inc *‡‡(B) | 869 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| CASH EQUIVALENTS — 14.4% | ||||||||
| Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class | ||||||||
| 3.510%** | 1,890,438 | $ | 1,890 | |||||
| SEI Daily Income Trust, Government Fund, Institutional Class | ||||||||
| 3.510%**† | 32,695,469 | 32,696 | ||||||
| Total Cash Equivalents | ||||||||
| (Cost $34,586) ($ Thousands) | 34,586 | |||||||
| Total Investments in Securities — 93.1% | ||||||||
| (Cost $219,071) ($ Thousands) | $ | 223,512 | ||||||
| COMMON STOCK SOLD SHORT— (8.8)% | ||||||||
| Communication Services — (0.5)% | ||||||||
| Omnicom Group Inc | (6,554 | ) | (477 | ) | ||||
| Publicis Groupe SA | (5,519 | ) | (546 | ) | ||||
| Yelp Inc, Cl A * | (8,109 | ) | (199 | ) | ||||
| (1,222 | ) | |||||||
| Consumer Discretionary — (2.4)% | ||||||||
| AutoNation Inc * | (1,313 | ) | (244 | ) | ||||
| Carnival Corp Ltd | (17,600 | ) | (503 | ) | ||||
| DR Horton Inc | (3,152 | ) | (513 | ) | ||||
| Duolingo Inc, Cl A * | (2,035 | ) | (234 | ) | ||||
| Ford Motor Co | (22,044 | ) | (306 | ) | ||||
| Frontdoor Inc * | (3,937 | ) | (305 | ) | ||||
| General Motors Co | (3,927 | ) | (303 | ) | ||||
| Hilton Worldwide Holdings Inc | (896 | ) | (296 | ) | ||||
| Lithia Motors Inc, Cl A | (875 | ) | (254 | ) | ||||
| Marriott International Inc/MD, Cl A | (805 | ) | (298 | ) | ||||
| McDonald's Corp | (2,570 | ) | (695 | ) | ||||
| RH * | (3,313 | ) | (546 | ) | ||||
| Royal Caribbean Cruises Ltd | (1,568 | ) | (498 | ) | ||||
| Shake Shack Inc, Cl A * | (5,299 | ) | (297 | ) | ||||
| Warby Parker, Cl A * | (18,746 | ) | (569 | ) | ||||
| (5,861 | ) | |||||||
| Consumer Staples — (0.9)% | ||||||||
| Campbell's Company/The | (12,486 | ) | (278 | ) | ||||
| Conagra Brands Inc | (19,337 | ) | (260 | ) | ||||
| General Mills Inc | (7,632 | ) | (266 | ) | ||||
| Kraft Heinz Co/The | (8,653 | ) | (204 | ) | ||||
| Marzetti Company/The | (2,445 | ) | (279 | ) | ||||
| McCormick & Co Inc/MD | (5,425 | ) | (274 | ) | ||||
| Mondelez International Inc, Cl A | (9,998 | ) | (578 | ) | ||||
| (2,139 | ) | |||||||
| Financials — (1.4)% | ||||||||
| Allstate Corp/The | (454 | ) | (108 | ) | ||||
| Ares Management Corp, Cl A | (6,607 | ) | (735 | ) | ||||
| 162 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| Blue Owl Capital Inc, Cl A | (77,157 | ) | $ | (675 | ) | |||
| Fifth Third Bancorp | (5,993 | ) | (338 | ) | ||||
| Horizon Technology Finance | (36,246 | ) | (172 | ) | ||||
| Main Street Capital Corp | (5,465 | ) | (284 | ) | ||||
| Runway Growth Finance | (38,128 | ) | (214 | ) | ||||
| Toast Inc, Cl A * | (15,688 | ) | (436 | ) | ||||
| TriplePoint Venture Growth BDC | (26,603 | ) | (131 | ) | ||||
| Zions Bancorp NA | (3,662 | ) | (253 | ) | ||||
| (3,346 | ) | |||||||
| Health Care — (0.6)% | ||||||||
| ResMed Inc | (3,156 | ) | (615 | ) | ||||
| Sonova Holding AG | (3,680 | ) | (875 | ) | ||||
| (1,490 | ) | |||||||
| Industrials — (0.9)% | ||||||||
| American Airlines Group Inc * | (14,307 | ) | (258 | ) | ||||
| Copart Inc * | (7,640 | ) | (215 | ) | ||||
| Delta Air Lines Inc, Cl A | (2,747 | ) | (257 | ) | ||||
| Science Applications International Corp | (4,942 | ) | (546 | ) | ||||
| Southwest Airlines Co, Cl A | (4,883 | ) | (251 | ) | ||||
| Union Pacific Corp | (2,300 | ) | (626 | ) | ||||
| (2,153 | ) | |||||||
| Information Technology — (1.3)% | ||||||||
| Asana Inc, Cl A * | (24,215 | ) | (170 | ) | ||||
| BlackLine Inc * | (10,325 | ) | (290 | ) | ||||
| Freshworks Inc, Cl A * | (21,845 | ) | (221 | ) | ||||
| Intapp Inc * | (6,922 | ) | (174 | ) | ||||
| Logitech International | (8,222 | ) | (773 | ) | ||||
| Micron Technology Inc | (267 | ) | (308 | ) | ||||
| Monday.com Ltd * | (2,373 | ) | (172 | ) | ||||
| Pegasystems Inc | (5,957 | ) | (179 | ) | ||||
| Sprout Social Inc, Cl A * | (22,545 | ) | (170 | ) | ||||
| Wix.com Ltd * | (5,794 | ) | (263 | ) | ||||
| Workiva Inc, Cl A * | (6,306 | ) | (306 | ) | ||||
| (3,026 | ) | |||||||
| Materials — (0.2)% | ||||||||
| Hawkins Inc | (1,439 | ) | (204 | ) | ||||
| Nutrien Inc | (3,028 | ) | (191 | ) | ||||
| (395 | ) | |||||||
| Real Estate — (0.6)% | ||||||||
| JBG SMITH Properties | (37,786 | ) | (554 | ) | ||||
| Lamar Advertising Co, Cl A | (5,631 | ) | (879 | ) | ||||
| (1,433 | ) | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| Total Common Stock Sold Short | ||||||||
| (Proceeds $22,592) ($ Thousands) | $ | (21,065 | ) | |||||
| Face Amount (Thousands) | ||||||||
| CORPORATE OBLIGATIONS SOLD SHORT — (4.0)% | ||||||||
| Consumer Discretionary — (0.9)% | ||||||||
| Marriott Ownership Resorts | ||||||||
| 6.500%, 10/01/2033 (C) | $ | (190 | ) | (189 | ) | |||
| Univision Communications | ||||||||
| 9.375%, 08/01/2032 (C) | (379 | ) | (385 | ) | ||||
| 8.500%, 07/31/2031 (C) | (243 | ) | (244 | ) | ||||
| Voyager Parent | ||||||||
| 9.250%, 07/01/2032 (C) | (1,176 | ) | (1,244 | ) | ||||
| (2,062 | ) | |||||||
| Consumer Staples — (0.2)% | ||||||||
| B&G Foods | ||||||||
| 8.000%, 09/15/2028 (C) | (600 | ) | (600 | ) | ||||
| Financials — (0.2)% | ||||||||
| OneMain Finance | ||||||||
| 6.750%, 03/15/2032 | (240 | ) | (240 | ) | ||||
| 6.750%, 09/15/2033 | (235 | ) | (233 | ) | ||||
| (473 | ) | |||||||
| Health Care — (1.4)% | ||||||||
| Acadia Healthcare | ||||||||
| 7.375%, 03/15/2033 (C) | (1,004 | ) | (1,034 | ) | ||||
| IQVIA | ||||||||
| 6.250%, 06/01/2032 (C) | (1,140 | ) | (1,159 | ) | ||||
| LifePoint Health | ||||||||
| 8.375%, 02/15/2032 (C) | (1,132 | ) | (1,178 | ) | ||||
| (3,371 | ) | |||||||
| Industrials — (0.8)% | ||||||||
| Alta Equipment Group | ||||||||
| 9.000%, 06/01/2029 (C) | (860 | ) | (825 | ) | ||||
| Lsf12 Helix Parent | ||||||||
| 7.125%, 02/01/2033 (C) | (445 | ) | (431 | ) | ||||
| Park-Ohio Industries | ||||||||
| 8.500%, 08/01/2030 (C) | (686 | ) | (716 | ) | ||||
| (1,972 | ) | |||||||
| Materials — (0.5)% | ||||||||
| INEOS Finance PLC | ||||||||
| 7.500%, 04/15/2029 (C) | (565 | ) | (549 | ) | ||||
| Mauser Packaging Solutions Holding | ||||||||
| 7.875%, 04/15/2030 (C) | (625 | ) | (639 | ) | ||||
| (1,188 | ) | |||||||
| Total Corporate Obligations Sold Short | ||||||||
| (Proceeds $9,677) ($ Thousands) | (9,666 | ) | ||||||
| SEI Institutional Managed Trust | 163 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| EXCHANGE-TRADED FUNDS SOLD SHORT— (2.2)% | ||||||||
| Equity — (2.2)% | ||||||||
| iShares Russell 2000 ETF | (8,519 | ) | $ | (2,560 | ) | |||
| SPDR S&P 500 ETF Trust | (3,581 | ) | (2,674 | ) | ||||
| (5,234 | ) | |||||||
| Total Exchange-Traded Funds Sold Short | ||||||||
| (Proceeds $5,161) ($ Thousands) | (5,234 | ) | ||||||
| Total Investments Sold Short — (15.0)% | ||||||||
| (Proceeds $37,430) ($ Thousands) | $ | (35,965 | ) | |||||
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Thousands) | ||||||||||||||||||
| Barclays PLC | 07/16/26 | GBP | 104 | USD | 140 | $ | 2 | |||||||||||||||
| Barclays PLC | 07/16/26 | EUR | 109 | USD | 128 | 4 | ||||||||||||||||
| Barclays PLC | 07/16/26 | CAD | 197 | USD | 143 | 4 | ||||||||||||||||
| $ | 10 | |||||||||||||||||||||
A list of open centrally cleared swap agreements held by the Fund at June 30, 2026, 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.46.500 | 5.00% | Quarterly | 06/20/2031 | $ | 257 | $ | (21 | ) | $ | (12 | ) | $ | (9 | ) | |||||||||
| CDX.HY.46.500 | 5.00% | Quarterly | 06/20/2031 | 2,791 | (224 | ) | (144 | ) | (80 | ) | |||||||||||||
| CDX.HY46.500 | 5.00% | Quarterly | 06/20/2031 | 37 | (3 | ) | (3 | ) | – | ||||||||||||||
| CDX.IG.46.100 | 1.00% | Quarterly | 06/20/2031 | 4,409 | (97 | ) | (83 | ) | (14 | ) | |||||||||||||
| CDX.IG46.100 | 1.00% | Quarterly | 06/20/2031 | 2,329 | (51 | ) | (46 | ) | (5 | ) | |||||||||||||
| CDX.IG46.100 | 1.00% | Quarterly | 06/20/2031 | 2,342 | (52 | ) | (47 | ) | (5 | ) | |||||||||||||
| CDX.IG46.100 | 1.00% | Quarterly | 06/20/2031 | 1,763 | (39 | ) | (38 | ) | (1 | ) | |||||||||||||
| CDX.IG46.100 | 1.00% | Quarterly | 06/20/2031 | 97 | (2 | ) | (2 | ) | – | ||||||||||||||
| CDX.IG46.100 | 1.00% | Quarterly | 06/20/2031 | 1,152 | (25 | ) | (24 | ) | (1 | ) | |||||||||||||
| $ | (514 | ) | $ | (399 | ) | $ | (115 | ) | |||||||||||||||
Percentages are based on Net Assets of $240,142 ($ Thousands).
| * | Non-income producing security. |
| ** | The rate reported is the 7-day effective yield as of June 30, 2026. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| † | Investment in Affiliated Security. |
| (A) | Security considered restricted, excluding 144A. The total market value of such securities as of June 30, 2026 was $3,244 ($ Thousands) and represented 1.4% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $46,713 ($ Thousands), representing 19.5% of the Net Assets of the Fund. |
| (D) | Security is in default on interest payment. |
| (E) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (F) | Unsettled bank loan. Interest rate may not be available. |
| (G) | No interest rate available. |
| (H) | Interest rate represents the security's effective yield at the time of purchase. |
| (I) | Perpetual security with no stated maturity date. |
| 164 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Strategy Alternative Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2026 ($ Thousands):
| Security Description | Value 9/30/2025 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 6/30/2026 | Income | Capital Gains | ||||||||||||||||||||||||
| SEI Daily Income Trust, Government Fund, Institutional Class | $ | 23,409 | $ | 305,286 | $ | (295,999 | ) | $ | — | $ | — | $ | 32,696 | $ | 528 | $ | — | |||||||||||||||
Amounts designated as “—” are $0 or have been rounded to $0.
A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2026, is as follows:
| Description | Shares/Face Amount ($ Thousands) | Acquisition Date | Cost ($ Thousands) | Market Value ($ Thousands) | ||||||||||
| Corporate Obligations | ||||||||||||||
| Baffinland Iron Mines | $ | 385 | 06/25/2018 | $ | 385 | $ | 221 | |||||||
| Beasley Mezzanine Holdings | 333 | 05/15/2026 | 239 | 230 | ||||||||||
| Expand Energy | 225 | 12/02/2024 | – | – | ||||||||||
| Liberty Interactive | 430 | 04/29/2009 | 286 | 22 | ||||||||||
| Monitronics International (Escrow Security) | 495 | 09/06/2019 | – | – | ||||||||||
| Mountain Province Diamonds | 223 | 12/14/2022 | 221 | 169 | ||||||||||
| Northwest Acquisitions ULC | 460 | 10/01/2019 | 419 | – | ||||||||||
| Spanish Broadcasting System | 575 | 02/16/2021 | 575 | 345 | ||||||||||
| Univision Communications | 105 | 05/10/2021 | 105 | 100 | ||||||||||
| Yum! Brands | 160 | 03/25/2022 | 164 | 159 | ||||||||||
| ZipRecruiter | 110 | 01/10/2022 | 83 | 85 | ||||||||||
| Common Stock | ||||||||||||||
| Avaya | 14,995 | 05/01/2023 | 224 | 215 | ||||||||||
| Guitar Center | 2,167 | 01/08/2021 | 274 | 181 | ||||||||||
| Lifescan | 2,843 | 12/29/2025 | 50 | 91 | ||||||||||
| Loan Participations | ||||||||||||||
| LFSN Holdco/Lifescan, Term Loan, 1st Lien | 360 | 12/29/2025 | 361 | 358 | ||||||||||
| Libbey Glass LLC, 2022 Incremental Term Loan, 1st Lien | 436 | 07/20/2023 | 433 | 333 | ||||||||||
| Spanish Broadcasting Dip Fixed 975, Interim Dip Loan | 48 | 05/15/2026 | 47 | 45 | ||||||||||
| Convertible Bond | ||||||||||||||
| Liberty Interactive | 466 | 07/31/2009 | 206 | 23 | ||||||||||
| Rite Aid | 38 | 09/04/2024 | 23 | – | ||||||||||
| Preferred Stock | ||||||||||||||
| Guitar Center | 39 | 01/08/2021 | 4 | 2 | ||||||||||
| Syniverse | 714,166 | 05/13/2022 | 706 | 642 | ||||||||||
| Warrants | ||||||||||||||
| Guitar Center | 1,148 | 01/08/2021 | 52 | 23 | ||||||||||
| $ | 4,857 | $ | 3,244 | |||||||||||
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 165 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 50.6% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.760%, 12/10/2026 (A) | $ | 25,000 | $ | 24,572 | ||||
| 3.734%, 12/03/2026 (A) | 30,000 | 29,511 | ||||||
| 3.698%, 09/24/2026 ^(A) | 3,866 | 3,833 | ||||||
| 3.682%, 11/19/2026 (A) | 20,000 | 19,705 | ||||||
| 3.682%, 10/08/2026 ^(A) | 26,595 | 26,323 | ||||||
| 3.677%, 11/05/2026 ^(A) | 3,178 | 3,136 | ||||||
| 3.677%, 10/15/2026 ^(A) | 27,554 | 27,254 | ||||||
| 3.656%, 10/22/2026 ^(A) | 1,148 | 1,134 | ||||||
| 3.656%, 10/29/2026 ^(A) | 3,295 | 3,254 | ||||||
| 3.599%, 09/10/2026 ^(A) | 166 | 165 | ||||||
| 3.589%, 08/27/2026 ^(A) | 9,244 | 9,190 | ||||||
| 3.589%, 08/06/2026 ^(A) | 15,060 | 15,005 | ||||||
| 3.563%, 08/20/2026 ^(A) | 8,493 | 8,450 | ||||||
| 3.563%, 07/02/2026 (A) | 30,000 | 29,997 | ||||||
| 3.537%, 07/09/2026 (A) | 1,775 | 1,774 | ||||||
| 0.000%, 12/31/2026 (B) | 30,000 | 29,416 | ||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 3.875%, 04/15/2029 | 4,003 | 4,203 | ||||||
| 3.625%, 04/15/2028 | 3,461 | 3,548 | ||||||
| 3.375%, 04/15/2032 | 1,315 | 1,416 | ||||||
| 2.500%, 01/15/2029 | 3,129 | 3,168 | ||||||
| 2.375%, 01/15/2027 | 3,377 | 3,368 | ||||||
| 2.375%, 10/15/2028 | 9,382 | 9,482 | ||||||
| 2.125%, 04/15/2029 | 9,561 | 9,587 | ||||||
| 2.125%, 01/15/2035 | 26,244 | 26,182 | ||||||
| 1.875%, 07/15/2034 | 25,027 | 24,666 | ||||||
| 1.875%, 07/15/2035 | 23,468 | 22,947 | ||||||
| 1.875%, 01/15/2036 | 12,963 | 12,589 | ||||||
| 1.750%, 01/15/2028 | 3,380 | 3,356 | ||||||
| 1.750%, 01/15/2034 | 24,128 | 23,574 | ||||||
| 1.625%, 10/15/2027 | 9,231 | 9,185 | ||||||
| 1.625%, 10/15/2029 | 10,195 | 10,123 | ||||||
| 1.625%, 04/15/2030 | 10,791 | 10,659 | ||||||
| 1.375%, 07/15/2033 | 22,568 | 21,647 | ||||||
| 1.250%, 04/15/2028 | 9,105 | 8,957 | ||||||
| 1.250%, 04/15/2031 | 5,926 | 5,741 | ||||||
| 1.125%, 10/15/2030 | 1,029 | 999 | ||||||
| 1.125%, 01/15/2033 | 23,741 | 22,454 | ||||||
| 0.875%, 01/15/2029 | 6,219 | 6,049 | ||||||
| 0.750%, 07/15/2028 | 7,220 | 7,059 | ||||||
| 0.625%, 07/15/2032 | 23,789 | 22,030 | ||||||
| 0.500%, 01/15/2028 | 8,331 | 8,118 | ||||||
| 0.375%, 01/15/2027 | 6,892 | 6,801 | ||||||
| 0.375%, 07/15/2027 | 8,164 | 8,028 | ||||||
| 0.250%, 07/15/2029 | 7,595 | 7,243 | ||||||
| 0.125%, 04/15/2027 | 9,201 | 9,021 | ||||||
| 0.125%, 01/15/2030 | 8,552 | 8,030 | ||||||
| 0.125%, 07/15/2030 | 9,264 | 8,654 | ||||||
| 0.125%, 01/15/2031 | 9,536 | 8,807 | ||||||
| 0.125%, 07/15/2031 | 10,215 | 9,377 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 0.125%, 01/15/2032 | $ | 24,779 | $ | 22,431 | ||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $607,567) ($ Thousands) | 602,218 | |||||||
| Shares | ||||||||
| COMMON STOCK — 12.9% | ||||||||
| Health Care — 0.0% | ||||||||
| NMC Health PLC | 12,179 | — | ||||||
| Information Technology — 12.9% | ||||||||
| Broadcom Inc | 60,000 | 22,665 | ||||||
| Microsoft Corp | 124,230 | 46,340 | ||||||
| NVIDIA Corp ^ | 421,900 | 84,418 | ||||||
| 153,423 | ||||||||
| Total Common Stock | ||||||||
| (Cost $145,495) ($ Thousands) | 153,423 | |||||||
| Face Amount (Thousands) | |||||||||
| SOVEREIGN DEBT — 4.7% | |||||||||
| French Republic Government Bond OAT | |||||||||
| 0.600%, 07/25/2034(C) | EUR | 5,941 | 6,375 | ||||||
| 0.100%, 07/25/2031(C) | 7,167 | 7,819 | |||||||
| 0.100%, 03/01/2036(C) | 5,985 | 5,752 | |||||||
| 0.100%, 07/25/2036(C) | 8,421 | 8,291 | |||||||
| United Kingdom Gilt Inflation Linked | |||||||||
| 1.250%, 11/22/2032 | GBP | 3,817 | 5,078 | ||||||
| 1.125%, 09/22/2035 | 2,544 | 3,226 | |||||||
| 1.125%, 11/22/2037 | 3,688 | 4,522 | |||||||
| 0.750%, 11/22/2033 | 2,783 | 3,529 | |||||||
| 0.750%, 03/22/2034 | 3,569 | 4,477 | |||||||
| 0.125%, 08/10/2031 | 3,246 | 4,132 | |||||||
| 0.125%, 11/22/2036 | 1,900 | 3,395 | |||||||
| Total Sovereign Debt | |||||||||
| (Cost $57,257) ($ Thousands) | 56,596 | ||||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc *‡‡(D) | 422 | – | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| 166 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Continued)
| Description | Number of Warrants | Market Value ($ Thousands) | ||||||
| WARRANTS — 0.0% | ||||||||
| Constellation Software Inc., Expires 08/22/2028(D) | 100 | $ | – | |||||
| Total Warrants | ||||||||
| (Cost $—) ($ Thousands) | – | |||||||
| PURCHASED OPTIONS — 0.0% | ||||||||
| Total Purchased Options | ||||||||
| (Cost $936) ($ Thousands) | 92 | |||||||
| PURCHASED SWAPTIONS — 0.1% | ||||||||
| Total Purchased Swaptions | ||||||||
| (Cost $2,765) ($ Thousands) | 1,257 | |||||||
| Total Investments in Securities — 68.3% | ||||||||
| (Cost $814,020) ($ Thousands) | $ | 813,586 | ||||||
| WRITTEN SWAPTIONS — (0.2)% | ||||||||
| Total Written Swaptions | ||||||||
| (Premiums Received $2,051) ($ Thousands) | $ | (2,319 | ) | |||||
A list of open exchange traded options contracts for the Fund at June 30, 2026, is as follows:
| Description | Number of Contracts | Notional Amount (Thousands) | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||||
| PURCHASED OPTIONS — 0.0% | ||||||||||||||||||
| Put Options | ||||||||||||||||||
| USD Put / JPY Call | 90,000,000 | $ | 13,788,000 | $ | 153.20 | 7/15/2026 | $ | 38 | ||||||||||
| Call Options | ||||||||||||||||||
| USD Call / CNH Put | 3,500,000 | 24,990 | 7.14 | 2/23/2027 | 54 | |||||||||||||
| Total Purchased Options | $ | 13,812,990 | $ | 92 | ||||||||||||||
A list of open over the counter swaptions contracts for the Fund at June 30, 2026, is as follows:
| Description | Counterparty | Number of Contracts/ Notional Amount | Exercise Price | Expiration Date | Value (Thousands) | |||||||||||
| PURCHASED SWAPTIONS — 0.1% | ||||||||||||||||
| Call Swaptions | ||||||||||||||||
| 1-Year Interest Rate Swap | Goldman Sachs | $ | 560,000,000 | $ | 3.53 | 04/14/2027 | $ | 782 | ||||||||
| 2-Year Interest Rate Swap | Goldman Sachs | 314,000,000 | 3.00 | 12/17/2027 | 475 | |||||||||||
| Total Purchased Swaptions | $ | 874,000,000 | $ | 1,257 | ||||||||||||
| WRITTEN SWAPTIONS — (0.2)% | ||||||||||||||||
| Put Swaptions | ||||||||||||||||
| 1-Year Interest Rate Swap | Goldman Sachs | $ | (560,000,000 | ) | 4.03 | 04/14/2027 | $ | (1,755 | ) | |||||||
| Call Swaptions | ||||||||||||||||
| 1-Year Interest Rate Swap | Goldman Sachs | $ | (560,000,000 | ) | 3.03 | 04/14/2027 | $ | (348 | ) | |||||||
| 2-Year Interest Rate Swap | Goldman Sachs | (471,000,000 | ) | 2.00 | 12/17/2027 | (216 | ) | |||||||||
| (1,031,000,000 | ) | (564 | ) | |||||||||||||
| Total Written Swaptions | $ | (1,591,000,000 | ) | $ | (2,319 | ) | ||||||||||
| SEI Institutional Managed Trust | 167 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| Australian 3-Year Bonds | 48 | Sep-2026 | $ | 3,509 | $ | 3,478 | $ | 12 | |||||||||
| Brent Crude^ | 118 | Oct-2026 | 8,712 | 8,618 | (94 | ) | |||||||||||
| Brent Crude^ | 26 | Sep-2026 | 2,264 | 1,897 | (367 | ) | |||||||||||
| CAC40 10 Euro Index | 50 | Jul-2026 | 4,850 | 4,807 | (8 | ) | |||||||||||
| Canadian 10-Year Bonds | 579 | Sep-2026 | 50,103 | 49,426 | 517 | ||||||||||||
| Coffee C^ | 45 | Sep-2026 | 4,538 | 5,003 | 465 | ||||||||||||
| Corn^ | 284 | Sep-2026 | 6,573 | 5,918 | (655 | ) | |||||||||||
| Cotton No. 2^ | 32 | Dec-2026 | 1,266 | 1,228 | (38 | ) | |||||||||||
| Euro STOXX 50 | 144 | Sep-2026 | 10,526 | 10,464 | 98 | ||||||||||||
| Euro-BOBL | 1,200 | Sep-2026 | 159,586 | 158,298 | 1,049 | ||||||||||||
| Euro-BTP | 96 | Sep-2026 | 13,177 | 13,100 | 104 | ||||||||||||
| Euro-BUND 10-Year Bonds | 747 | Sep-2026 | 108,940 | 108,755 | 1,138 | ||||||||||||
| Euro-BUXL | 175 | Sep-2026 | 21,962 | 22,253 | 618 | ||||||||||||
| Euro-OAT | 156 | Sep-2026 | 21,562 | 21,399 | 86 | ||||||||||||
| Euro-SCHATZ | 255 | Sep-2026 | 31,211 | 30,892 | 28 | ||||||||||||
| Feeder Cattle^ | 6 | Sep-2026 | 1,094 | 1,088 | (6 | ) | |||||||||||
| FTSE 100 Index | 77 | Sep-2026 | 10,878 | 10,773 | 17 | ||||||||||||
| FTSE MIB Index | 17 | Sep-2026 | 5,171 | 5,042 | (71 | ) | |||||||||||
| FTSE Taiwan Index | 4 | Jul-2026 | 637 | 646 | 9 | ||||||||||||
| FTSE/JSE Top 40 Index | 13 | Sep-2026 | 869 | 814 | (45 | ) | |||||||||||
| Gasoline^ | 18 | Aug-2026 | 2,153 | 2,188 | 35 | ||||||||||||
| Gasoline^ | 27 | Sep-2026 | 3,085 | 3,097 | 12 | ||||||||||||
| Gold^ | 41 | Aug-2026 | 18,704 | 16,557 | (2,147 | ) | |||||||||||
| Hang Seng Index | 8 | Jul-2026 | 1,172 | 1,165 | (7 | ) | |||||||||||
| IFSC Nifty50 Index | 102 | Jul-2026 | 4,919 | 4,897 | (22 | ) | |||||||||||
| Japanese 10-Year Bonds | 53 | Sep-2026 | 42,017 | 41,667 | 94 | ||||||||||||
| KC HRW Wheat^ | 43 | Sep-2026 | 1,380 | 1,344 | (36 | ) | |||||||||||
| KOSPI 200 Index | 5 | Sep-2026 | 1,108 | 1,117 | 13 | ||||||||||||
| Lean Hogs^ | 27 | Aug-2026 | 1,045 | 1,060 | 15 | ||||||||||||
| Lean Hogs^ | 7 | Oct-2026 | 230 | 229 | (1 | ) | |||||||||||
| Live Cattle^ | 34 | Aug-2026 | 3,367 | 3,296 | (71 | ) | |||||||||||
| Live Cattle^ | 8 | Oct-2026 | 757 | 757 | – | ||||||||||||
| LME Copper^ | 48 | Sep-2026 | 15,744 | 16,056 | 312 | ||||||||||||
| LME Lead^ | 28 | Sep-2026 | 1,393 | 1,307 | (86 | ) | |||||||||||
| LME Nickel^ | 8 | Sep-2026 | 856 | 781 | (75 | ) | |||||||||||
| LME Primary Aluminum^ | 131 | Sep-2026 | 11,420 | 10,108 | (1,312 | ) | |||||||||||
| LME Zinc^ | 44 | Sep-2026 | 3,728 | 3,925 | 197 | ||||||||||||
| Long GILT 10-Year Bonds | 881 | Sep-2026 | 104,509 | 104,314 | 923 | ||||||||||||
| Low Sulphur Gasoil^ | 7 | Aug-2026 | 631 | 638 | 7 | ||||||||||||
| Low Sulphur Gasoil^ | 44 | Sep-2026 | 3,720 | 3,885 | 165 | ||||||||||||
| MSCI EAFE Index | 299 | Sep-2026 | 47,502 | 47,022 | (480 | ) | |||||||||||
| MSCI Emerging Markets Index | 352 | Sep-2026 | 31,505 | 30,928 | (577 | ) | |||||||||||
| Natural Gas^ | 31 | Sep-2026 | 998 | 991 | (7 | ) | |||||||||||
| Natural Gas^ | 30 | Aug-2026 | 969 | 983 | 14 | ||||||||||||
| NY Harbor ULSD^ | 26 | Sep-2026 | 3,387 | 3,451 | 64 | ||||||||||||
| NYMEX Cocoa^ | 7 | Sep-2026 | 298 | 355 | 57 | ||||||||||||
| OMX Stockholm 30 | 96 | Jul-2026 | 3,207 | 3,191 | 58 | ||||||||||||
| Russell 2000 Index E-Mini | 172 | Sep-2026 | 25,529 | 26,192 | 663 | ||||||||||||
| S&P 500 Index E-Mini | 844 | Sep-2026 | 316,277 | 318,536 | 2,259 | ||||||||||||
| S&P Mid Cap 400 Index E-Mini | 37 | Sep-2026 | 14,131 | 14,375 | 244 | ||||||||||||
| S&P TSX 60 Index | 22 | Sep-2026 | 6,468 | 6,375 | 5 | ||||||||||||
| S&P TSX 60 Index | 1 | Sep-2026 | 290 | 290 | – | ||||||||||||
| Silver^ | 9 | Sep-2026 | 3,292 | 2,696 | (596 | ) | |||||||||||
| Soybean^ | 153 | Nov-2026 | 9,100 | 8,750 | (350 | ) | |||||||||||
| Soybean Meal^ | 101 | Dec-2026 | 3,239 | 3,061 | (178 | ) | |||||||||||
| Soybean Oil^ | 105 | Dec-2026 | 4,451 | 4,117 | (334 | ) | |||||||||||
| Sugar No. 11^ | 201 | Oct-2026 | 3,302 | 3,336 | 34 | ||||||||||||
| 168 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| TOPIX Index | 98 | Sep-2026 | $ | 23,653 | $ | 24,137 | $ | 841 | |||||||||
| U.S. 2-Year Treasury Note | 194 | Sep-2026 | 40,000 | 39,990 | (10 | ) | |||||||||||
| U.S. 5-Year Treasury Note | 1,967 | Sep-2026 | 210,541 | 210,561 | 20 | ||||||||||||
| U.S. 10-Year Treasury Note | 2,022 | Sep-2026 | 221,437 | 222,199 | 762 | ||||||||||||
| U.S. Long Treasury Bond | 741 | Sep-2026 | 82,816 | 84,104 | 1,288 | ||||||||||||
| U.S. Ultra Long Treasury Bond | 74 | Sep-2026 | 8,469 | 8,595 | 126 | ||||||||||||
| Wheat^ | 73 | Sep-2026 | 2,202 | 2,151 | (51 | ) | |||||||||||
| WTI Crude Oil^ | 127 | Sep-2026 | 8,994 | 8,797 | (197 | ) | |||||||||||
| WTI Crude Oil^ | 38 | Aug-2026 | 3,302 | 2,641 | (661 | ) | |||||||||||
| 1,764,725 | 1,760,111 | 3,867 | |||||||||||||||
| Short Contracts | |||||||||||||||||
| Australian 10-Year Bonds | (256) | Sep-2026 | $ | (19,422 | ) | $ | (19,477 | ) | $ | (237 | ) | ||||||
| Canadian 10-Year Bonds | (237) | Sep-2026 | (20,457 | ) | (20,232 | ) | (146 | ) | |||||||||
| Copper^ | (2) | Sep-2026 | (303 | ) | (313 | ) | (10 | ) | |||||||||
| DAX Index | (8) | Sep-2026 | (5,801 | ) | (5,748 | ) | (6 | ) | |||||||||
| IBEX 35 Index | (14) | Jul-2026 | (3,100 | ) | (3,104 | ) | (45 | ) | |||||||||
| MSCI Singapore Index | (4) | Jul-2026 | (148 | ) | (147 | ) | 1 | ||||||||||
| NY Harbor ULSD^ | (17) | Aug-2026 | (2,270 | ) | (2,306 | ) | (36 | ) | |||||||||
| NYMEX Cocoa^ | (10) | Sep-2026 | (427 | ) | (507 | ) | (81 | ) | |||||||||
| Platinum^ | (3) | Apr-2027 | (79 | ) | (74 | ) | 4 | ||||||||||
| Platinum^ | (1) | Jun-2027 | (24 | ) | (24 | ) | – | ||||||||||
| SET 50 | (44) | Sep-2026 | (267 | ) | (276 | ) | (8 | ) | |||||||||
| SPI 200 Index | (75) | Sep-2026 | (11,807 | ) | (11,400 | ) | 152 | ||||||||||
| (64,105 | ) | (63,608 | ) | (412 | ) | ||||||||||||
| $ | 1,700,620 | $ | 1,696,503 | $ | 3,455 | ||||||||||||
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||
| Citigroup | 09/16/26 | USD | 32 | ILS | 92 | $ | (1 | ) | |||||||||||||||
| Citigroup | 09/16/26 | USD | 45 | THB | 1,500 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 55 | IDR | 1,000,000 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 151 | IDR | 2,705,357 | (1 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 193 | SGD | 249 | 1 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 116 | SGD | 150 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 316 | COP | 1,177,889 | 20 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 66 | PLN | 249 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 331 | PLN | 1,208 | (9 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 322 | PHP | 20,000 | 3 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 81 | PHP | 5,000 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 47 | CZK | 1,000 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 623 | CZK | 13,015 | (9 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 1,030 | CLP | 925,537 | (25 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | TWD | 500 | USD | 16 | — | |||||||||||||||||
| Citigroup | 09/16/26 | TWD | 1,000 | USD | 31 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 1,834 | TWD | 58,029 | (17 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | SGD | 2,237 | USD | 1,766 | 27 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 31 | EUR | 27 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 2,220 | EUR | 1,904 | (37 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | BRL | 2,472 | USD | 477 | 8 | |||||||||||||||||
| Citigroup | 09/16/26 | BRL | 195 | USD | 37 | — | |||||||||||||||||
| Citigroup | 09/16/26 | THB | 3,000 | USD | 93 | 2 | |||||||||||||||||
| Citigroup | 09/16/26 | ILS | 3,081 | USD | 1,062 | 25 | |||||||||||||||||
| SEI Institutional Managed Trust | 169 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||
| Citigroup | 09/16/26 | ILS | 262 | USD | 88 | $ | — | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 1,819 | HUF | 568,967 | 4 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 2,478 | HUF | 766,529 | (21 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 3,202 | INR | 311,684 | 68 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 1,209 | INR | 115,000 | (3 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | PLN | 4,416 | USD | 1,210 | 35 | |||||||||||||||||
| Citigroup | 09/16/26 | ZAR | 500 | USD | 31 | — | |||||||||||||||||
| Citigroup | 09/16/26 | ZAR | 4,500 | USD | 269 | (3 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 129 | KRW | 200,000 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 4,987 | KRW | 7,486,500 | (140 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | CNH | 4,519 | USD | 671 | 2 | |||||||||||||||||
| Citigroup | 09/16/26 | CNH | 2,296 | USD | 340 | — | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 7,414 | GBP | 5,520 | (90 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 2,749 | CNH | 18,584 | 5 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 6,244 | CNH | 42,073 | (11 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 8,847 | ZAR | 147,879 | 120 | |||||||||||||||||
| Citigroup | 09/16/26 | USD | 457 | ZAR | 7,500 | (3 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | USD | 9,560 | BRL | 49,304 | (214 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | GBP | 16,770 | USD | 22,546 | 293 | |||||||||||||||||
| Citigroup | 09/16/26 | INR | 20,000 | USD | 210 | — | |||||||||||||||||
| Citigroup | 09/16/26 | CZK | 19,515 | USD | 937 | 17 | |||||||||||||||||
| Citigroup | 09/16/26 | CZK | 500 | USD | 24 | — | |||||||||||||||||
| Citigroup | 09/16/26 | EUR | 39,452 | USD | 46,295 | 1,044 | |||||||||||||||||
| Citigroup | 09/16/26 | EUR | 229 | USD | 262 | (1 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | KRW | 100,000 | USD | 66 | 1 | |||||||||||||||||
| Citigroup | 09/16/26 | HUF | 180,000 | USD | 586 | 10 | |||||||||||||||||
| Citigroup | 09/16/26 | HUF | 5,000 | USD | 16 | — | |||||||||||||||||
| Citigroup | 09/16/26 | CLP | 347,480 | USD | 384 | 7 | |||||||||||||||||
| Citigroup | 09/16/26 | COP | 50,000 | USD | 14 | — | |||||||||||||||||
| Citigroup | 09/16/26 | COP | 450,000 | USD | 122 | (6 | ) | ||||||||||||||||
| Citigroup | 09/16/26 | IDR | 705,357 | USD | 40 | 1 | |||||||||||||||||
| Citigroup | 09/17/26 | USD | 9,698 | MXN | 169,203 | (78 | ) | ||||||||||||||||
| Citigroup | 09/17/26 | MXN | 30,320 | USD | 1,734 | 10 | |||||||||||||||||
| Citigroup | 09/17/26 | MXN | 1,055 | USD | 60 | — | |||||||||||||||||
| Goldman Sachs | 09/16/26 | USD | 817 | INR | 79,216 | 14 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 32 | ILS | 92 | (1 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 45 | THB | 1,500 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 55 | IDR | 1,000,000 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 151 | IDR | 2,705,357 | (1 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 193 | SGD | 249 | 1 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 116 | SGD | 150 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 316 | COP | 1,177,889 | 20 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 66 | PLN | 249 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 331 | PLN | 1,208 | (9 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 322 | PHP | 20,000 | 3 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 81 | PHP | 5,000 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 47 | CZK | 1,000 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 622 | CZK | 12,985 | (9 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 1,030 | CLP | 925,537 | (25 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | TWD | 500 | USD | 16 | — | |||||||||||||||||
| 170 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Continued)
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | TWD | 1,000 | USD | 31 | $ | — | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 1,834 | TWD | 58,029 | (17 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | SGD | 2,237 | USD | 1,766 | 27 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 31 | EUR | 27 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 2,220 | EUR | 1,904 | (37 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | BRL | 2,472 | USD | 477 | 8 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | BRL | 195 | USD | 37 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | THB | 3,000 | USD | 93 | 2 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | ILS | 3,081 | USD | 1,062 | 26 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | ILS | 262 | USD | 88 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 1,819 | HUF | 568,967 | 5 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 2,478 | HUF | 766,529 | (21 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 3,202 | INR | 311,684 | 68 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 1,209 | INR | 115,000 | (3 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | PLN | 4,416 | USD | 1,210 | 35 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | ZAR | 500 | USD | 31 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | ZAR | 4,500 | USD | 269 | (3 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 129 | KRW | 200,000 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 4,987 | KRW | 7,486,500 | (140 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CNH | 4,519 | USD | 671 | 2 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CNH | 2,296 | USD | 340 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 7,414 | GBP | 5,520 | (90 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 2,749 | CNH | 18,584 | 5 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 6,244 | CNH | 42,073 | (11 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 8,848 | ZAR | 147,879 | 120 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 457 | ZAR | 7,500 | (3 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | USD | 9,560 | BRL | 49,304 | (214 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | GBP | 16,770 | USD | 22,546 | 293 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CZK | 19,485 | USD | 936 | 17 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CZK | 500 | USD | 24 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | INR | 20,000 | USD | 210 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | EUR | 39,452 | USD | 46,295 | 1,044 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | EUR | 230 | USD | 262 | (1 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | KRW | 100,000 | USD | 66 | 1 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | HUF | 180,000 | USD | 586 | 10 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | HUF | 5,000 | USD | 16 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | CLP | 347,480 | USD | 384 | 7 | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | COP | 50,000 | USD | 14 | — | |||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | COP | 450,000 | USD | 122 | (6 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/16/26 | IDR | 705,357 | USD | 40 | 1 | |||||||||||||||||
| JPMorgan Chase Bank | 09/17/26 | USD | 9,698 | MXN | 169,203 | (78 | ) | ||||||||||||||||
| JPMorgan Chase Bank | 09/17/26 | MXN | 30,320 | USD | 1,734 | 10 | |||||||||||||||||
| JPMorgan Chase Bank | 09/17/26 | MXN | 1,055 | USD | 60 | — | |||||||||||||||||
| UBS | 09/16/26 | USD | 24 | COP | 91,120 | 1 | |||||||||||||||||
| $ | 2,085 | ||||||||||||||||||||||
| SEI Institutional Managed Trust | 171 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Accumulation Fund (Concluded)
A list of open OTC swap agreements held by the Fund at June 30, 2026, is as follows:
| Total Return Swaps | |||||||||||||||||||||||||||||
| Counterparty | Reference
Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional ($ Thousands) | Value ($ Thousands) | Upfront Payments ($ Thousands) | Net
Unrealized Appreciation (Depreciation) ($ Thousands) | |||||||||||||||||||
| JPMorgan Chase | TRS:HSHARES IDX FUT JUL26 | Negative Price Return | Positive Price Return | At Maturity | 07/01/2026 | HKD | $ | 7,771 | $ | 7,637 | $ | – | $ | (134 | ) | ||||||||||||||
| JPMorgan Chase | TAIEX FUTURES SWAP JUL26 | Negative Price Return | Positive Price Return | At Maturity | 07/01/2026 | TWD | 12,430 | 12,628 | – | 198 | |||||||||||||||||||
| JPMorgan Chase | AEX INDEX FUT JUL26 | Negative Price Return | Positive Price Return | At Maturity | 07/01/2026 | EUR | 5,243 | 5,196 | – | (47 | ) | ||||||||||||||||||
| JPMorgan Chase | JAAAZ Up Stock Index | SOFR - 16BPS | ASSET RETURN | Annual | 07/07/2026 | USD | (24,505 | ) | (118 | ) | – | (118 | ) | ||||||||||||||||
| JPMorgan Chase | JAAAZ Up Stock Index | SOFR - 5BPS | ASSET RETURN | Annual | 07/28/2026 | USD | (24,830 | ) | 7 | – | 7 | ||||||||||||||||||
| JPMorgan Chase | BERYTR Index | SOFRRATE + 13 BPS | INDEX RETURN | Annual | 07/31/2026 | USD | (59,917 | ) | (6,716 | ) | – | (6,716 | ) | ||||||||||||||||
| JPMorgan Chase | SOFRATE Index | ASSET RETURN | SOFR + 13 BPS | Monthly | 07/31/2026 | USD | 14,977 | 177 | – | 177 | |||||||||||||||||||
| JPMorgan Chase | BOVESPA FUT AUG26 | Positive Price Return | Positive Price Return | At Maturity | 08/01/2026 | BRL | 2,048 | 1,986 | – | (62 | ) | ||||||||||||||||||
| Goldman Sachs | Bloomberg Commodity Index | 3 MONTH TREASURY BILL RATE | INDEX RETURN | Annual | 08/31/2026 | USD | (89,872 | ) | (7,852 | ) | – | (7,852 | ) | ||||||||||||||||
| Bank of America | WIG 20 INDEX FUTURE SWAP | Negative Price Return | Positive Price Return | At Maturity | 09/01/2026 | PLN | (202 | ) | (190 | ) | – | 12 | |||||||||||||||||
| JPMorgan Chase | TRS: KOSPO IND FUT SEP16 | Negative Price Return | Positive Price Return | At Maturity | 09/01/2026 | KRW | 9,673 | 10,951 | – | 1,278 | |||||||||||||||||||
| Bank of America | SWISS FUT SEP 26 | Negative Price Return | Positive Price Return | At Maturity | 09/01/2026 | CHF | 2,095 | 2,115 | – | 20 | |||||||||||||||||||
| Citigroup | MSCI INTERNATIONAL ITALY Index | ESTRON INDEX | ASSET RETURN | Monthly | 09/16/2026 | EUR | (590 | ) | 24 | – | 24 | ||||||||||||||||||
| JPMorgan Chase | Bloomberg Commodity Index | 3 MONTH TREASURY BILL RATE | INDEX RETURN | Annual | 09/16/2026 | USD | (29,955 | ) | (1,200 | ) | – | (1,200 | ) | ||||||||||||||||
| Citigroup | MSCI INTERNATIONAL FRANCE Index | ESTRON INDEX | ASSET RETURN | Monthly | 09/16/2026 | EUR | (366 | ) | 1 | – | 1 | ||||||||||||||||||
| Citigroup | MSCI INTERNATIONAL SWITZERLAND Index | ASSET RETURN | SSARON INDEX | Monthly | 09/16/2026 | CHF | 396 | (27 | ) | – | (27 | ) | |||||||||||||||||
| Citigroup | MSCI INTERNATIONAL SOUTH AFRICA Index | ASSET RETURN | ZARONIA INDEX | Monthly | 09/16/2026 | ZAR | 11,382 | (2 | ) | – | (2 | ) | |||||||||||||||||
| Citigroup | MSCI INTERNATIONAL AUSTRALIA Index | ASSET RETURN | BBSW1M INDEX | Monthly | 09/16/2026 | AUD | 907 | (9 | ) | – | (9 | ) | |||||||||||||||||
| Bank of America | TASE TA-35 Index | ASSET RETURN | SHIRON INDEX | Monthly | 09/16/2026 | ILS | 789 | 9 | – | 9 | |||||||||||||||||||
| Citigroup | MSCI INTERNATIONAL HONG KONG Index | HIHD01M INDEX | ASSET RETURN | Monthly | 09/16/2026 | HKD | (11,836 | ) | (18 | ) | – | (18 | ) | ||||||||||||||||
| Citigroup | MSCI INTERNATIONAL UNITED KINGDOM Index | SONIO/N INDEX | ASSET RETURN | Monthly | 09/16/2026 | GBP | (799 | ) | 22 | – | 22 | ||||||||||||||||||
| Citigroup | MSCI INTERNATIONAL SPAIN Index | ASSET RETURN | ESTRON INDEX | Monthly | 09/16/2026 | EUR | 898 | (86 | ) | – | (86 | ) | |||||||||||||||||
| Citigroup | MSCI INTERNATIONAL NETHERLANDS Index | ESTRON INDEX | ASSET RETURN | Monthly | 09/16/2026 | EUR | (3,697 | ) | 436 | – | 436 | ||||||||||||||||||
| Citigroup | MSCI INTERNATIONAL SINGAPORE Index | ASSET RETURN | SIBCSORA INDEX | Monthly | 09/16/2026 | SGD | 434 | (21 | ) | – | (21 | ) | |||||||||||||||||
| Citigroup | MSCI INTERNATIONAL SWEDEN Index | STIB1M INDEX | ASSET RETURN | Monthly | 09/16/2026 | SEK | (11,481 | ) | 36 | – | 36 | ||||||||||||||||||
| Bank of America | MSCI MEXICO NR Index | MXIBTIEF INDEX | ASSET RETURN | Monthly | 09/17/2026 | MXN | (7,281 | ) | 11 | – | 11 | ||||||||||||||||||
| Goldman Sachs | RCXTEF1 Index | INDEX RETURN | Annual | 11/17/2026 | USD | (220,554 | ) | 1,078 | – | 1,078 | |||||||||||||||||||
| JPMorgan Chase | SOFRATE Index | ASSET RETURN | SOFR + 48BPS | Annual | 11/19/2026 | USD | 28,707 | 1,480 | – | 1,480 | |||||||||||||||||||
| JPMorgan Chase | NVIDIA Corp | ASSET RETURN | SOFR +60BPS | Annual | 11/30/2026 | USD | 54,586 | (2,142 | ) | – | (2,142 | ) | |||||||||||||||||
| JPMorgan Chase | Broadcom Inc | ASSET RETURN | SOFR + 60BPS | Annual | 11/30/2026 | USD | 21,841 | (759 | ) | – | (759 | ) | |||||||||||||||||
| JPMorgan Chase | Microsoft Corp | ASSET RETURN | SOFR +77.5BPS | Annual | 12/18/2026 | USD | 46,948 | 812 | – | 812 | |||||||||||||||||||
| 25,466 | $ | – | (13,592 | ) | |||||||||||||||||||||||||
Percentages are based on Net Assets of $1,190,704 ($ Thousands).
| ^ | Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2026. |
| * | Non-income producing security. |
| ‡‡ | Expiration date not available. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | Zero coupon security. |
| (C) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $28,237 ($ Thousands), representing 2.4% of the Net Assets of the Fund. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
See “Glossary” for abbreviations.
| 172 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS — 40.4% | ||||||||
| Communication Services — 5.0% | ||||||||
| Altice France | ||||||||
| 6.875%, 07/15/2032 (A) | $ | 220 | $ | 214 | ||||
| AMC Global Media | ||||||||
| 10.500%, 07/15/2032 (A) | 191 | 196 | ||||||
| ANGI Group | ||||||||
| 3.875%, 08/15/2028 (A) | 166 | 140 | ||||||
| AT&T | ||||||||
| 3.500%, 06/01/2041 | 330 | 254 | ||||||
| 2.750%, 06/01/2031 | 355 | 323 | ||||||
| 2.550%, 12/01/2033 | 1,338 | 1,124 | ||||||
| Beacon Point DC | ||||||||
| 6.129%, 11/30/2042 (A) | 675 | 681 | ||||||
| Black Pearl Compute | ||||||||
| 6.125%, 02/15/2031 (A) | 1,140 | 1,155 | ||||||
| CCO Holdings | ||||||||
| 4.750%, 03/01/2030 (A) | 495 | 469 | ||||||
| Charter Communications Operating | ||||||||
| 3.750%, 02/15/2028 | 610 | 598 | ||||||
| Cinemark USA | ||||||||
| 7.000%, 08/01/2032 (A) | 190 | 196 | ||||||
| 5.250%, 07/15/2028 (A) | 344 | 343 | ||||||
| Clear Channel Outdoor Holdings | ||||||||
| 7.875%, 04/01/2030 (A) | 743 | 774 | ||||||
| 7.750%, 04/15/2028 (A) | 60 | 60 | ||||||
| 7.500%, 03/15/2033 (A) | 232 | 244 | ||||||
| 7.125%, 02/15/2031 (A) | 209 | 217 | ||||||
| Discovery Global Holdings | ||||||||
| 5.141%, 03/15/2052 | 420 | 282 | ||||||
| 5.050%, 03/15/2042 | 395 | 289 | ||||||
| 4.279%, 03/15/2032 | 165 | 148 | ||||||
| DISH DBS | ||||||||
| 5.750%, 12/01/2028 (A)(B) | 28 | 27 | ||||||
| 5.250%, 12/01/2026 (A)(B) | 435 | 430 | ||||||
| 5.125%, 06/01/2029 (B) | 200 | 180 | ||||||
| EchoStar | ||||||||
| 10.750%, 11/30/2029 | 430 | 464 | ||||||
| 6.750% Cash/PIK, 11/30/2030 | 187 | 190 | ||||||
| ELK Grove Village Property | ||||||||
| 7.500%, 06/15/2031 (A) | 1,201 | 1,209 | ||||||
| Gray Media | ||||||||
| 7.250%, 08/15/2033 (A) | 179 | 176 | ||||||
| 4.750%, 10/15/2030 (A) | 113 | 81 | ||||||
| iHeartCommunications | ||||||||
| 10.875%, 05/01/2030 (A) | 442 | 383 | ||||||
| 9.125%, 05/01/2029 (A) | 62 | 60 | ||||||
| Level 3 Financing | ||||||||
| 8.500%, 01/15/2036 (A) | 810 | 870 | ||||||
| 7.500%, 02/15/2037 (A) | 52 | 53 | ||||||
| 7.000%, 03/31/2034 (A) | 595 | 614 | ||||||
| 6.875%, 06/30/2033 (A) | 515 | 529 | ||||||
| Match Group Holdings II | ||||||||
| 3.625%, 10/01/2031 (A) | 110 | 99 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Meridian Arc Holdco | ||||||||
| 6.250%, 04/30/2031 (A) | $ | 750 | $ | 752 | ||||
| Meta Platforms | ||||||||
| 5.625%, 11/15/2055 | 1,175 | 1,065 | ||||||
| Millicom International Cellular | ||||||||
| 6.250%, 03/25/2029 (A) | 297 | 298 | ||||||
| 4.500%, 04/27/2031 (A) | 219 | 205 | ||||||
| Nexstar Media | ||||||||
| 7.250%, 04/15/2034 (A) | 500 | 499 | ||||||
| 6.500%, 09/15/2033 (A) | 820 | 820 | ||||||
| PR RNO Property Owner 1 | ||||||||
| 6.500%, 05/01/2031 (A) | 790 | 789 | ||||||
| Sinclair Television Group | ||||||||
| 8.125%, 02/15/2033 (A) | 875 | 899 | ||||||
| Sirius XM Radio | ||||||||
| 4.000%, 07/15/2028 (A) | 755 | 735 | ||||||
| Snap | ||||||||
| 6.875%, 03/01/2033 (A) | 800 | 780 | ||||||
| 6.875%, 03/15/2034 (A) | 780 | 755 | ||||||
| Space Exploration Technologies, Strike Price Fixed | ||||||||
| 5.875%, 07/15/2036 (A) | 550 | 543 | ||||||
| 5.350%, 07/15/2031 (A) | 600 | 598 | ||||||
| SV RNO Property Owner 1 | ||||||||
| 5.875%, 03/01/2031 (A) | 635 | 626 | ||||||
| T-Mobile USA | ||||||||
| 4.500%, 04/15/2050 | 1,416 | 1,143 | ||||||
| Turk Telekomunikasyon | ||||||||
| 7.375%, 05/20/2029 (A) | 300 | 306 | ||||||
| Uniti Group | ||||||||
| 8.625%, 06/15/2032 (A) | 130 | 135 | ||||||
| 4.750%, 04/15/2028 (A) | 370 | 369 | ||||||
| Uniti Services | ||||||||
| 7.500%, 10/15/2033 (A) | 515 | 542 | ||||||
| Windstream Services | ||||||||
| 8.250%, 10/01/2031 (A) | 210 | 221 | ||||||
| 25,152 | ||||||||
| Consumer Discretionary — 4.9% | ||||||||
| Academy | ||||||||
| 5.875%, 05/15/2031 (A) | 345 | 345 | ||||||
| Airbnb | ||||||||
| 5.250%, 03/16/2036 | 415 | 413 | ||||||
| American Axle & Manufacturing | ||||||||
| 6.375%, 10/15/2032 (A) | 200 | 199 | ||||||
| Asbury Automotive Group | ||||||||
| 5.000%, 02/15/2032 (A) | 185 | 177 | ||||||
| 4.625%, 11/15/2029 (A) | 84 | 82 | ||||||
| Beach Acquisition Bidco | ||||||||
| 10.000% Cash/PIK, 07/15/2033 (A) | 379 | 431 | ||||||
| 5.250%, 07/15/2032 (A) | EUR | 156 | 181 | |||||
| Carnival | ||||||||
| 6.125%, 02/15/2033 (A) | $ | 425 | 430 | |||||
| SEI Institutional Managed Trust | 173 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 5.750%, 03/15/2030 (A) | $ | 260 | $ | 263 | ||||
| Champ Acquisition | ||||||||
| 8.375%, 12/01/2031 (A) | 910 | 952 | ||||||
| Cirsa Finance International Sarl | ||||||||
| 6.500%, 03/15/2029 (A) | EUR | 131 | 155 | |||||
| Clarios Global | ||||||||
| 6.750%, 02/15/2030 (A) | $ | 281 | 290 | |||||
| 6.750%, 09/15/2032 (A) | 95 | 97 | ||||||
| Cougar JV Subsidiary | ||||||||
| 8.000%, 05/15/2032 (A) | 578 | 606 | ||||||
| CSC Holdings | ||||||||
| 5.750%, 01/15/2030 (A) | 250 | 58 | ||||||
| 3.375%, 02/15/2031 (A) | 225 | 133 | ||||||
| Directv Financing | ||||||||
| 9.250%, 06/01/2032 (A) | 785 | 798 | ||||||
| 8.875%, 02/01/2030 (A) | 255 | 259 | ||||||
| 5.875%, 08/15/2027 (A) | 57 | 57 | ||||||
| DISH Network | ||||||||
| 11.750%, 11/15/2027 (A) | 495 | 509 | ||||||
| Dorman Products | ||||||||
| 6.250%, 06/15/2034 (A) | 120 | 121 | ||||||
| Ford Motor Credit | ||||||||
| 5.850%, 05/17/2027 | 343 | 346 | ||||||
| General Motors | ||||||||
| 5.950%, 04/01/2049 | 36 | 35 | ||||||
| General Motors Financial | ||||||||
| 5.650%, 01/17/2029 | 165 | 168 | ||||||
| Genting New York | ||||||||
| 7.250%, 10/01/2029 (A) | 860 | 885 | ||||||
| Hilton Grand Vacations Borrower Escrow | ||||||||
| 5.000%, 06/01/2029 (A) | 665 | 649 | ||||||
| Hyundai Capital America | ||||||||
| 6.200%, 09/21/2030 (A) | 735 | 767 | ||||||
| IHO Verwaltungs GmbH | ||||||||
| 7.375%, 05/15/2033 (A) | 200 | 208 | ||||||
| Installed Building Products | ||||||||
| 5.625%, 02/01/2034 (A) | 155 | 154 | ||||||
| K Hovnanian Enterprises | ||||||||
| 8.375%, 10/01/2033 (A) | 92 | 95 | ||||||
| 8.000%, 04/01/2031 (A) | 103 | 106 | ||||||
| Kapla Holding SAS | ||||||||
| 5.125%, 04/30/2032 (A) | EUR | 193 | 222 | |||||
| LCM Investments Holdings II | ||||||||
| 4.875%, 05/01/2029 (A) | $ | 795 | 774 | |||||
| Light & Wonder International | ||||||||
| 6.250%, 10/01/2033 (A) | 373 | 371 | ||||||
| MajorDrive Holdings IV | ||||||||
| 6.375%, 06/01/2029 (A) | 590 | 495 | ||||||
| Match Group Holdings II | ||||||||
| 5.625%, 02/15/2029 (A) | 145 | 144 | ||||||
| Melco Resorts Finance | ||||||||
| 7.625%, 04/17/2032 (A) | 525 | 538 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| MercadoLibre | ||||||||
| 3.125%, 01/14/2031 | $ | 240 | $ | 220 | ||||
| Michaels | ||||||||
| 11.000%, 03/15/2034 (A) | 386 | 378 | ||||||
| 8.500%, 03/15/2033 (A) | 650 | 644 | ||||||
| NCL | ||||||||
| 6.250%, 09/15/2033 (A) | 174 | 169 | ||||||
| 5.875%, 01/15/2031 (A) | 347 | 337 | ||||||
| Neptune Bidco US | ||||||||
| 10.375%, 05/15/2031 (A) | 280 | 290 | ||||||
| 9.500%, 02/15/2033 (A) | 410 | 415 | ||||||
| Newell Brands | ||||||||
| 8.500%, 06/01/2028 (A) | 195 | 204 | ||||||
| 6.625%, 05/15/2032 | 170 | 172 | ||||||
| 6.375%, 09/15/2027 | 65 | 65 | ||||||
| 6.375%, 05/15/2030 | 110 | 112 | ||||||
| Nissan Motor Acceptance MTN | ||||||||
| 6.125%, 09/30/2030 (A) | 515 | 506 | ||||||
| O'Reilly Automotive | ||||||||
| 5.100%, 03/12/2036 | 200 | 198 | ||||||
| Paramount Global | ||||||||
| 5.850%, 09/01/2043 | 200 | 150 | ||||||
| Qnity Electronics | ||||||||
| 6.250%, 08/15/2033 (A) | 115 | 117 | ||||||
| QXO Building Products | ||||||||
| 6.750%, 04/30/2032 (A) | 265 | 273 | ||||||
| 6.500%, 07/15/2031 (A) | 510 | 520 | ||||||
| Risewell Homes | ||||||||
| 8.500%, 11/01/2030 (A) | 770 | 786 | ||||||
| Rivers Enterprise Borrower | ||||||||
| 6.625%, 02/01/2033 (A) | 562 | 570 | ||||||
| Royal Caribbean Cruises | ||||||||
| 6.250%, 03/15/2032 (A) | 325 | 332 | ||||||
| 6.000%, 02/01/2033 (A) | 250 | 254 | ||||||
| 5.625%, 09/30/2031 (A) | 500 | 504 | ||||||
| Sands China | ||||||||
| 5.400%, 08/08/2028 | 240 | 242 | ||||||
| 3.250%, 08/08/2031 | 200 | 182 | ||||||
| 2.850%, 03/08/2029 | 200 | 189 | ||||||
| SeaWorld Parks & Entertainment | ||||||||
| 5.250%, 08/15/2029 (A) | 582 | 569 | ||||||
| Staples | ||||||||
| 12.750%, 01/15/2030 (A) | 30 | 23 | ||||||
| 10.750%, 09/01/2029 (A) | 70 | 67 | ||||||
| Univision Communications | ||||||||
| 9.375%, 08/01/2032 (A) | 375 | 381 | ||||||
| Vail Resorts | ||||||||
| 5.625%, 07/15/2030 (A) | 340 | 340 | ||||||
| Viking Cruises | ||||||||
| 9.125%, 07/15/2031 (A) | 345 | 361 | ||||||
| 5.875%, 10/15/2033 (A) | 455 | 456 | ||||||
| VOC Escrow | ||||||||
| 5.000%, 02/15/2028 (A) | 235 | 235 | ||||||
| 174 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| VZ Secured Financing BV | ||||||||
| 5.000%, 01/15/2032 (A) | $ | 485 | $ | 424 | ||||
| Wayfair | ||||||||
| 7.125%, 05/31/2034 (A) | 375 | 385 | ||||||
| Whirlpool | ||||||||
| 7.500%, 07/01/2031 (A) | 235 | 238 | ||||||
| Wynn Resorts Finance | ||||||||
| 7.125%, 02/15/2031 (A) | 65 | 69 | ||||||
| ZF North America Capital | ||||||||
| 7.125%, 04/14/2030 (A) | 280 | 282 | ||||||
| 6.875%, 04/23/2032 (A) | 310 | 305 | ||||||
| 24,477 | ||||||||
| Consumer Staples — 0.9% | ||||||||
| Fiesta Purchaser | ||||||||
| 9.625%, 09/15/2032 (A) | 291 | 285 | ||||||
| HLF Financing Sarl | ||||||||
| 7.750%, 05/01/2033 (A) | 690 | 699 | ||||||
| KeHE Distributors | ||||||||
| 7.125%, 04/30/2033 (A) | 45 | 46 | ||||||
| Kraft Heinz Foods | ||||||||
| 4.375%, 06/01/2046 | 332 | 266 | ||||||
| Mars | ||||||||
| 5.200%, 03/01/2035 (A) | 925 | 928 | ||||||
| 5.000%, 03/01/2032 (A) | 675 | 680 | ||||||
| Opal Bidco SAS | ||||||||
| 6.500%, 03/31/2032 (A) | 885 | 903 | ||||||
| Post Holdings | ||||||||
| 6.375%, 03/01/2033 (A) | 685 | 680 | ||||||
| United Natural Foods | ||||||||
| 6.750%, 10/15/2028 (A) | 305 | 305 | ||||||
| 4,792 | ||||||||
| Energy — 6.9% | ||||||||
| Aethon United BR | ||||||||
| 7.500%, 10/01/2029 (A) | 175 | 182 | ||||||
| Archrock Partners | ||||||||
| 6.625%, 09/01/2032 (A) | 320 | 326 | ||||||
| Archrock Services | ||||||||
| 6.000%, 02/01/2034 (A) | 250 | 249 | ||||||
| BKV Upstream Midstream | ||||||||
| 7.500%, 10/15/2030 (A) | 280 | 281 | ||||||
| Buckeye Partners | ||||||||
| 6.875%, 07/01/2029 (A) | 405 | 414 | ||||||
| 6.750%, 02/01/2030 (A) | 190 | 196 | ||||||
| Caturus Energy | ||||||||
| 7.125%, 05/15/2031 (A) | 235 | 233 | ||||||
| Chord Energy | ||||||||
| 6.750%, 03/15/2033 (A) | 425 | 431 | ||||||
| 6.000%, 10/01/2030 (A) | 385 | 387 | ||||||
| CNX Midstream Partners | ||||||||
| 4.750%, 04/15/2030 (A) | 280 | 267 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| CNX Resources | ||||||||
| 7.250%, 03/01/2032 (A) | $ | 410 | $ | 422 | ||||
| Columbia Pipelines Operating | ||||||||
| 6.036%, 11/15/2033 (A) | 595 | 625 | ||||||
| CQP Holdco | ||||||||
| 5.500%, 06/15/2031 (A) | 689 | 676 | ||||||
| Crescent Energy Finance | ||||||||
| 7.625%, 04/01/2032 (A) | 165 | 166 | ||||||
| 7.375%, 01/15/2033 (A) | 1,045 | 1,039 | ||||||
| Delek Logistics Partners | ||||||||
| 8.625%, 03/15/2029 (A) | 163 | 169 | ||||||
| 7.375%, 06/30/2033 (A) | 625 | 637 | ||||||
| Energy Transfer | ||||||||
| 7.125%, H15T5Y + 5.306%(C)(D) | 50 | 52 | ||||||
| Equities | ||||||||
| 7.500%, 06/01/2030 | 160 | 173 | ||||||
| Excelerate Energy | ||||||||
| 8.000%, 05/15/2030 (A) | 453 | 478 | ||||||
| Expand Energy | ||||||||
| 4.750%, 02/01/2032 | 865 | 843 | ||||||
| Genesis Energy | ||||||||
| 7.875%, 05/15/2032 | 465 | 479 | ||||||
| 6.750%, 03/15/2034 | 800 | 794 | ||||||
| Global Partners | ||||||||
| 6.875%, 01/15/2029 | 355 | 358 | ||||||
| Howard Midstream Energy Partners | ||||||||
| 7.375%, 07/15/2032 (A) | 390 | 404 | ||||||
| 6.625%, 01/15/2034 (A) | 405 | 408 | ||||||
| Kodiak Gas Services | ||||||||
| 6.750%, 10/01/2035 (A) | 210 | 216 | ||||||
| 6.500%, 10/01/2033 (A) | 320 | 324 | ||||||
| 5.875%, 04/01/2031 (A) | 160 | 160 | ||||||
| Kraken Oil & Gas Partners | ||||||||
| 7.625%, 08/15/2029 (A) | 25 | 25 | ||||||
| 7.125%, 05/15/2031 (A) | 310 | 303 | ||||||
| Matador Resources | ||||||||
| 6.500%, 04/15/2032 (A) | 245 | 246 | ||||||
| 6.250%, 04/15/2033 (A) | 353 | 352 | ||||||
| Murphy Oil | ||||||||
| 6.000%, 10/01/2032 | 261 | 260 | ||||||
| Noble Finance II | ||||||||
| 8.000%, 04/15/2030 (A) | 663 | 687 | ||||||
| 6.250%, 06/15/2034 (A) | 740 | 725 | ||||||
| Northern Oil & Gas | ||||||||
| 7.875%, 10/15/2033 (A) | 180 | 179 | ||||||
| NuStar Logistics | ||||||||
| 6.375%, 10/01/2030 | 445 | 460 | ||||||
| Occidental Petroleum | ||||||||
| 7.950%, 06/15/2039 | 600 | 715 | ||||||
| 6.625%, 09/01/2030 | 463 | 490 | ||||||
| 4.400%, 08/15/2049 | 20 | 16 | ||||||
| ONEOK | ||||||||
| 6.350%, 01/15/2031 | 305 | 321 | ||||||
| SEI Institutional Managed Trust | 175 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Pan American Energy | ||||||||
| 8.500%, 04/30/2032 (A) | $ | 350 | $ | 374 | ||||
| Permian Resources Operating | ||||||||
| 9.875%, 07/15/2031 (A) | 296 | 311 | ||||||
| 7.000%, 01/15/2032 (A) | 190 | 196 | ||||||
| 6.250%, 02/01/2033 (A) | 265 | 271 | ||||||
| Petroleos de Venezuela | ||||||||
| 6.000%, 11/15/2026 (B) | 1,110 | 416 | ||||||
| 6.000%, 05/16/2027 (B) | 3,790 | 1,419 | ||||||
| 5.500%, 04/12/2037 (B) | 130 | 48 | ||||||
| 5.375%, 04/12/2027 (B) | 2,570 | 942 | ||||||
| Petroleos Mexicanos | ||||||||
| 7.690%, 01/23/2050 | 406 | 379 | ||||||
| 6.950%, 01/28/2060 | 207 | 174 | ||||||
| 6.840%, 01/23/2030 | 740 | 760 | ||||||
| 6.700%, 02/16/2032 | 70 | 70 | ||||||
| 5.950%, 01/28/2031 | 370 | 366 | ||||||
| Petroleos Mexicanos MTN | ||||||||
| 6.750%, 09/21/2047 | 16 | 14 | ||||||
| Prairie Acquiror | ||||||||
| 9.000%, 08/01/2029 (A) | 625 | 649 | ||||||
| Puma International Financing | ||||||||
| 7.750%, 04/25/2029 (A) | 350 | 359 | ||||||
| Rockies Express Pipeline | ||||||||
| 7.500%, 07/15/2038 (A) | 85 | 90 | ||||||
| 6.875%, 04/15/2040 (A) | 55 | 56 | ||||||
| 6.750%, 03/15/2033 (A) | 330 | 339 | ||||||
| SM Energy | ||||||||
| 9.625%, 06/15/2033 (A) | 210 | 230 | ||||||
| 7.000%, 08/01/2032 (A) | 270 | 273 | ||||||
| 6.750%, 08/01/2029 (A) | 170 | 173 | ||||||
| Sunoco | ||||||||
| 7.875%, H15T5Y + 4.230%(A)(C)(D) | 755 | 785 | ||||||
| 7.250%, 05/01/2032 (A) | 215 | 223 | ||||||
| 6.250%, 07/01/2033 (A) | 285 | 288 | ||||||
| Tallgrass Energy Partners | ||||||||
| 7.375%, 02/15/2029 (A) | 340 | 349 | ||||||
| 6.750%, 03/15/2034 (A) | 285 | 287 | ||||||
| 6.000%, 12/31/2030 (A) | 155 | 155 | ||||||
| Tidewater | ||||||||
| 9.125%, 07/15/2030 (A) | 625 | 669 | ||||||
| TransMontaigne Partners | ||||||||
| 8.500%, 06/15/2030 (A) | 960 | 978 | ||||||
| Transocean International | ||||||||
| 8.750%, 02/15/2030 (A) | 46 | 47 | ||||||
| 8.500%, 05/15/2031 (A) | 115 | 120 | ||||||
| 8.250%, 05/15/2029 (A) | 115 | 119 | ||||||
| 7.875%, 10/15/2032 (A) | 160 | 167 | ||||||
| USA Compression Partners | ||||||||
| 7.125%, 03/15/2029 (A) | 415 | 425 | ||||||
| 6.250%, 10/01/2033 (A) | 225 | 223 | ||||||
| Venture Global Calcasieu Pass | ||||||||
| 6.250%, 01/15/2030 (A) | 375 | 384 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.000%, 05/01/2036 (A) | $ | 280 | $ | 283 | ||||
| 4.125%, 08/15/2031 (A) | 445 | 418 | ||||||
| 3.875%, 11/01/2033 (A) | 238 | 212 | ||||||
| Venture Global LNG | ||||||||
| 9.875%, 02/01/2032 (A) | 205 | 219 | ||||||
| 7.000%, 01/15/2030 (A) | 375 | 382 | ||||||
| 6.625%, 06/15/2036 (A) | 370 | 365 | ||||||
| 6.375%, 12/15/2034 (A) | 675 | 663 | ||||||
| Venture Global Plaquemines LNG | ||||||||
| 6.750%, 01/15/2036 (A) | 330 | 350 | ||||||
| 6.500%, 01/15/2034 (A) | 330 | 344 | ||||||
| 6.500%, 06/15/2034 (A) | 245 | 255 | ||||||
| 6.125%, 12/15/2030 (A) | 235 | 240 | ||||||
| WBI Operating | ||||||||
| 6.500%, 10/15/2033 (A) | 370 | 372 | ||||||
| 6.250%, 10/15/2030 (A) | 425 | 428 | ||||||
| Weatherford International | ||||||||
| 6.750%, 10/15/2033 (A) | 300 | 306 | ||||||
| Western Midstream Operating | ||||||||
| 7.250%, 04/01/2030 (A) | 340 | 357 | ||||||
| Wildfire Intermediate Holdings | ||||||||
| 7.500%, 10/15/2029 (A) | 175 | 180 | ||||||
| 34,670 | ||||||||
| Financials — 10.4% | ||||||||
| Acrisure | ||||||||
| 6.750%, 07/01/2032 (A) | 117 | 105 | ||||||
| 6.000%, 08/01/2029 (A) | 835 | 735 | ||||||
| Ally Financial | ||||||||
| 4.700%, H15T7Y + 3.481%(C)(D) | 1,670 | 1,618 | ||||||
| Anywhere Real Estate Group | ||||||||
| 5.750%, 01/15/2029 (A) | 295 | 293 | ||||||
| APH Somerset Investor 2 | ||||||||
| 7.875%, 11/01/2029 (A) | 720 | 729 | ||||||
| Ardonagh Finco | ||||||||
| 7.750%, 02/15/2031 (A) | 210 | 212 | ||||||
| 6.875%, 02/15/2031 | EUR | 255 | 294 | |||||
| Ardonagh Group Finance | ||||||||
| 8.875%, 02/15/2032 (A) | $ | 1,371 | 1,332 | |||||
| Asurion | ||||||||
| 8.375%, 02/01/2034 (A) | 490 | 454 | ||||||
| B3 - Brasil Bolsa Balcao | ||||||||
| 4.125%, 09/20/2031 (A) | 300 | 279 | ||||||
| Banco Mercantil del Norte | ||||||||
| 7.500%, H15T10Y + 5.470%(A)(C)(D) | 570 | 565 | ||||||
| Banco Santander | ||||||||
| 6.921%, 08/08/2033 | 600 | 651 | ||||||
| Bank of America | ||||||||
| 5.045%, SOFR + 1.130%, 02/06/2037 (C) | 1,705 | 1,679 | ||||||
| Bank of America MTN | ||||||||
| 5.015%, SOFR + 2.160%, 07/22/2033 (C) | 525 | 526 | ||||||
| 176 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Bank of New York Mellon | ||||||||
| 5.625%, H15T5Y + 2.034%(C)(D) | $ | 560 | $ | 559 | ||||
| Barclays PLC | ||||||||
| 8.000%, H15T5Y + 5.431%(C)(D) | 930 | 977 | ||||||
| Blackstone Mortgage Trust | ||||||||
| 6.250%, 06/01/2031 (A) | 1,425 | 1,378 | ||||||
| BNP Paribas | ||||||||
| 7.750%, H15T5Y + 4.899%(A)(C)(D) | 270 | 283 | ||||||
| BPCE | ||||||||
| 4.625%, 09/12/2028 (A) | 250 | 249 | ||||||
| 2.277%, SOFR + 1.312%, 01/20/2032 (A)(C) | 375 | 332 | ||||||
| Broadstreet Partners Group | ||||||||
| 5.875%, 04/15/2029 (A) | 790 | 771 | ||||||
| Burford Capital Global Finance | ||||||||
| 8.500%, 01/15/2034 (A) | 400 | 351 | ||||||
| Citigroup | ||||||||
| 6.625%, H15T5Y + 3.001%(C)(D) | 845 | 861 | ||||||
| 4.910%, SOFR + 2.086%, 05/24/2033 (C) | 535 | 532 | ||||||
| Commerzbank MTN | ||||||||
| 7.500%, USISSO05 + 4.322%(C)(D) | 600 | 626 | ||||||
| CRC Insurance Group | ||||||||
| 7.125%, 06/01/2031 (A) | 714 | 712 | ||||||
| Credit Acceptance | ||||||||
| 6.625%, 03/15/2030 (A) | 380 | 381 | ||||||
| Encore Capital Group | ||||||||
| 6.625%, 06/01/2032 (A) | 1,020 | 1,021 | ||||||
| Fidelity National Information Services | ||||||||
| 4.800%, 03/10/2031 | 545 | 539 | ||||||
| Fidus Re | ||||||||
| 6.251%, T-BILL 1MO + 2.500%, | ||||||||
| 01/08/2037 (A)(C) | 900 | 893 | ||||||
| FirstCash | ||||||||
| 6.875%, 03/01/2032 (A) | 540 | 555 | ||||||
| 6.125%, 05/01/2034 (A) | 370 | 368 | ||||||
| Focus Financial Partners | ||||||||
| 6.750%, 09/15/2031 (A) | 917 | 923 | ||||||
| Freedom Mortgage | ||||||||
| 6.625%, 01/15/2027 (A) | 665 | 665 | ||||||
| Freedom Mortgage Holdings | ||||||||
| 9.250%, 02/01/2029 (A) | 225 | 232 | ||||||
| 7.875%, 04/01/2033 (A) | 55 | 54 | ||||||
| Global Payments | ||||||||
| 5.550%, 11/15/2035 | 455 | 441 | ||||||
| goeasy | ||||||||
| 6.875%, 05/15/2030 (A) | 340 | 303 | ||||||
| 6.875%, 02/15/2031 (A) | 550 | 486 | ||||||
| Howden UK Refinance | ||||||||
| 8.125%, 02/15/2032 (A) | 1,630 | 1,461 | ||||||
| HSBC Holdings | ||||||||
| 6.750%, H15T5Y + 2.513%(C)(D) | 525 | 529 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| HUB International | ||||||||
| 7.375%, 01/31/2032 (A) | $ | 280 | $ | 285 | ||||
| Intesa Sanpaolo | ||||||||
| 7.800%, 11/28/2053 (A) | 530 | 639 | ||||||
| Jane Street Group | ||||||||
| 7.125%, 04/30/2031 (A) | 290 | 300 | ||||||
| 6.125%, 11/01/2032 (A) | 580 | 580 | ||||||
| JPMorgan Chase | ||||||||
| 6.500%, H15T5Y + 2.152%(C)(D) | 1,120 | 1,147 | ||||||
| 5.572%, SOFR + 1.680%, 04/22/2036 (C) | 330 | 339 | ||||||
| 5.193%, SOFR + 1.300%, 02/05/2037 (C) | 310 | 305 | ||||||
| 4.912%, SOFR + 2.080%, 07/25/2033 (C) | 530 | 529 | ||||||
| 2.956%, TSFR3M + 2.515%, 05/13/2031 (C) | 230 | 215 | ||||||
| Kennedy-Wilson | ||||||||
| 7.250%, 06/01/2033 (A) | 787 | 804 | ||||||
| 7.000%, 06/01/2031 (A) | 285 | 291 | ||||||
| Ladder Capital Finance Holdings LLLP | ||||||||
| 7.000%, 07/15/2031 (A) | 350 | 363 | ||||||
| M&T Bank | ||||||||
| 5.053%, SOFR + 1.850%, 01/27/2034 (C) | 495 | 491 | ||||||
| Mcclatchy Media | ||||||||
| 8.500% Cash/PIK, 09/01/2026 (A) | 1,304 | 1,480 | ||||||
| 8.000%, 03/01/2028 (A) | 1,154 | 1,163 | ||||||
| Midcap Financial Issuer Trust | ||||||||
| 6.500%, 05/01/2028 (A) | 1,195 | 1,193 | ||||||
| Morgan Stanley | ||||||||
| 5.664%, SOFR + 1.757%, 04/17/2036 (C) | 285 | 293 | ||||||
| Morgan Stanley MTN | ||||||||
| 4.889%, SOFR + 2.076%, 07/20/2033 (C) | 525 | 521 | ||||||
| 1.794%, SOFR + 1.034%, 02/13/2032 (C) | 585 | 509 | ||||||
| MPT Operating Partnership | ||||||||
| 8.500%, 02/15/2032 (A) | 25 | 26 | ||||||
| 5.000%, 10/15/2027 | 255 | 247 | ||||||
| Nationwide Building Society | ||||||||
| 3.960%, US0003M + 1.855%, 07/18/2030 (A)(C) | 450 | 438 | ||||||
| NatWest Group PLC | ||||||||
| 4.500%, GUKG5 + 3.992%(C)(D) | GBP | 760 | 983 | |||||
| Navient | ||||||||
| 9.375%, 07/25/2030 | $ | 395 | 401 | |||||
| 9.375%, 10/15/2031 | 350 | 349 | ||||||
| 5.500%, 03/15/2029 | 309 | 297 | ||||||
| OneMain Finance | ||||||||
| 7.125%, 09/15/2032 | 820 | 834 | ||||||
| 6.750%, 09/15/2033 | 495 | 490 | ||||||
| SEI Institutional Managed Trust | 177 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.625%, 05/15/2029 | $ | 400 | $ | 408 | ||||
| Osaic Holdings | ||||||||
| 8.000%, 08/01/2033 (A) | 14 | 14 | ||||||
| 6.750%, 08/01/2032 (A) | 269 | 270 | ||||||
| PennyMac Financial Services | ||||||||
| 6.875%, 05/15/2032 (A) | 405 | 396 | ||||||
| PNC Financial Services Group | ||||||||
| 6.200%, H15T5Y + 3.238%(C)(D) | 1,260 | 1,278 | ||||||
| Rocket | ||||||||
| 6.375%, 08/01/2033 (A) | 280 | 285 | ||||||
| 6.125%, 08/01/2030 (A) | 325 | 330 | ||||||
| Rocket Mortgage | ||||||||
| 3.625%, 03/01/2029 (A) | 340 | 327 | ||||||
| Ryan Specialty | ||||||||
| 5.875%, 08/01/2032 (A) | 310 | 305 | ||||||
| SLM | ||||||||
| 6.495%, SOFRINDX + 2.710%, 05/15/2032 (C) | 435 | 434 | ||||||
| Starwood Property Trust | ||||||||
| 6.500%, 07/01/2030 (A) | 495 | 505 | ||||||
| 6.125%, 06/01/2031 (A) | 285 | 287 | ||||||
| 5.750%, 01/15/2031 (A) | 365 | 363 | ||||||
| State Street | ||||||||
| 6.700%, H15T5Y + 2.613%(C)(D) | 100 | 103 | ||||||
| Toronto-Dominion Bank | ||||||||
| 8.125%, H15T5Y + 4.075%, 10/31/2082 (C) | 200 | 207 | ||||||
| Truist Financial | ||||||||
| 6.669%, H15T5Y + 3.003%(C)(D) | 1,025 | 1,024 | ||||||
| UBS Group | ||||||||
| 7.750%, USISSO05 + 4.160%(A)(C)(D) | 270 | 284 | ||||||
| 2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(C) | 340 | 302 | ||||||
| United Wholesale Mortgage | ||||||||
| 5.500%, 04/15/2029 (A) | 421 | 391 | ||||||
| USI | ||||||||
| 7.500%, 01/15/2032 (A) | 215 | 217 | ||||||
| UWM Holdings | ||||||||
| 6.250%, 03/15/2031 (A) | 553 | 493 | ||||||
| VFH Parent | ||||||||
| 7.500%, 06/15/2031 (A) | 265 | 277 | ||||||
| Wells Fargo | ||||||||
| 7.625%, H15T5Y + 3.606%(C)(D) | 500 | 526 | ||||||
| 6.850%, H15T5Y + 2.767%(C)(D) | 425 | 442 | ||||||
| Wells Fargo MTN | ||||||||
| 4.897%, SOFR + 2.100%, 07/25/2033 (C) | 1,155 | 1,148 | ||||||
| Yapi ve Kredi Bankasi | ||||||||
| 9.250%, H15T5Y + 5.278%, 01/17/2034 (A)(C) | 340 | 352 | ||||||
| 52,434 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Health Care — 1.5% | ||||||||
| 1261229 BC | ||||||||
| 10.000%, 04/15/2032 (A) | $ | 310 | $ | 314 | ||||
| Adapthealth | ||||||||
| 5.125%, 03/01/2030 (A) | 250 | 243 | ||||||
| AdaptHealth | ||||||||
| 4.625%, 08/01/2029 (A) | 190 | 183 | ||||||
| Amgen Inc | ||||||||
| 5.250%, 03/02/2033 | 652 | 663 | ||||||
| Amneal Pharmaceuticals | ||||||||
| 6.875%, 08/01/2032 (A) | 126 | 131 | ||||||
| AthenaHealth Group | ||||||||
| 6.500%, 02/15/2030 (A) | 725 | 695 | ||||||
| Bausch Health | ||||||||
| 5.000%, 01/30/2028 (A) | 115 | 102 | ||||||
| Bayer US Finance II | ||||||||
| 4.375%, 12/15/2028 (A) | 300 | 297 | ||||||
| BioMarin Pharmaceutical | ||||||||
| 5.500%, 02/15/2034 (A) | 200 | 197 | ||||||
| Charlotte Buyer | ||||||||
| 8.000%, 06/30/2031 (A) | 120 | 122 | ||||||
| Global Medical Response | ||||||||
| 7.375%, 10/01/2032 (A) | 203 | 210 | ||||||
| LifePoint Health | ||||||||
| 9.875%, 08/15/2030 (A) | 290 | 306 | ||||||
| 7.000%, 05/01/2034 (A) | 340 | 326 | ||||||
| 5.375%, 01/15/2029 (A) | 490 | 470 | ||||||
| Molina Healthcare | ||||||||
| 6.500%, 02/15/2031 (A) | 475 | 483 | ||||||
| 6.250%, 01/15/2033 (A) | 565 | 566 | ||||||
| Perrigo Finance Unlimited | ||||||||
| 6.125%, 09/30/2032 | 155 | 148 | ||||||
| Prime Healthcare Services | ||||||||
| 9.375%, 09/01/2029 (A) | 290 | 303 | ||||||
| Team Health Holdings | ||||||||
| 13.500% Cash/PIK, 06/30/2028 (A) | 1,330 | 1,360 | ||||||
| 8.375%, 06/30/2028 (A) | 154 | 154 | ||||||
| Verisure Holding | ||||||||
| 4.125%, 01/02/2032 (A) | EUR | 247 | 284 | |||||
| 7,557 | ||||||||
| Industrials — 4.2% | ||||||||
| Adani Ports & Special Economic Zone | ||||||||
| 4.000%, 07/30/2027 | $ | 1,825 | 1,805 | |||||
| Allegiant Travel | ||||||||
| 7.125%, 07/01/2031 (A) | 540 | 547 | ||||||
| American Airlines | ||||||||
| 5.750%, 04/20/2029 (A) | 481 | 482 | ||||||
| APi Group DE | ||||||||
| 5.750%, 06/01/2034 (A) | 625 | 618 | ||||||
| 4.125%, 07/15/2029 (A) | 851 | 816 | ||||||
| Avis Budget Car Rental | ||||||||
| 8.375%, 06/15/2032 (A) | 180 | 181 | ||||||
| 178 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Axon Enterprise | ||||||||
| 6.250%, 03/15/2033 (A) | $ | 180 | $ | 185 | ||||
| 6.125%, 03/15/2030 (A) | 175 | 178 | ||||||
| Azul Secured Finance LLP | ||||||||
| 9.875%, 02/15/2031 (A) | 400 | 383 | ||||||
| Beacon Mobility | ||||||||
| 7.250%, 08/01/2030 (A) | 320 | 332 | ||||||
| Boeing | ||||||||
| 5.805%, 05/01/2050 | 330 | 326 | ||||||
| Brundage-Bone Concrete Pumping Holdings | ||||||||
| 7.500%, 02/01/2032 (A) | 437 | 453 | ||||||
| CACI International | ||||||||
| 6.375%, 06/15/2033 (A) | 360 | 365 | ||||||
| EquipmentShare.com | ||||||||
| 9.000%, 05/15/2028 (A) | 125 | 128 | ||||||
| 7.125%, 07/01/2034 (A) | 670 | 658 | ||||||
| Garda World Security | ||||||||
| 8.375%, 11/15/2032 (A) | 230 | 235 | ||||||
| 8.250%, 08/01/2032 (A) | 185 | 190 | ||||||
| 7.750%, 02/15/2028 (A) | 165 | 168 | ||||||
| GFL Environmental | ||||||||
| 6.750%, 01/15/2031 (A) | 195 | 201 | ||||||
| GFL Environmental Holdings US | ||||||||
| 5.500%, 02/01/2034 (A) | 445 | 435 | ||||||
| Global Infrastructure Solutions | ||||||||
| 7.500%, 04/15/2032 (A) | 300 | 314 | ||||||
| 6.375%, 07/15/2034 (A) | 475 | 477 | ||||||
| 5.625%, 06/01/2029 (A) | 580 | 580 | ||||||
| Herc Holdings | ||||||||
| 7.000%, 06/15/2030 (A) | 380 | 393 | ||||||
| Hertz | ||||||||
| 12.625%, 07/15/2029 (A) | 203 | 165 | ||||||
| Icahn Enterprises | ||||||||
| 10.000%, 11/15/2029 (A) | 775 | 764 | ||||||
| Johnson Controls International | ||||||||
| 4.900%, 12/01/2032 | 140 | 140 | ||||||
| Luna 1.5 Sarl | ||||||||
| 12.000%, 07/01/2032 (A) | 1,013 | 1,084 | ||||||
| Luna 2 5 SARL | ||||||||
| 5.500%, 07/01/2032 (A) | EUR | 224 | 260 | |||||
| Madison IAQ | ||||||||
| 5.875%, 06/30/2029 (A) | $ | 310 | 310 | |||||
| Mexico City Airport Trust | ||||||||
| 3.875%, 04/30/2028 (A) | 1,190 | 1,161 | ||||||
| MIWD Holdco II | ||||||||
| 5.500%, 02/01/2030 (A) | 160 | 151 | ||||||
| MV24 Capital BV | ||||||||
| 6.748%, 06/01/2034 | 1,539 | 1,530 | ||||||
| 6.748%, 06/01/2034 (A) | 134 | 134 | ||||||
| OneSky Flight | ||||||||
| 8.875%, 12/15/2029 (A) | 580 | 613 | ||||||
| Rand Parent | ||||||||
| 8.500%, 02/15/2030 (A) | 555 | 575 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Regal Rexnord | ||||||||
| 6.300%, 02/15/2030 | $ | 535 | $ | 558 | ||||
| Standard Building Solutions | ||||||||
| 6.500%, 08/15/2032 (A) | 540 | 543 | ||||||
| Standard Industries | ||||||||
| 4.375%, 07/15/2030 (A) | 425 | 404 | ||||||
| TransDigm | ||||||||
| 7.125%, 12/01/2031 (A) | 15 | 15 | ||||||
| 6.750%, 08/15/2028 (A) | 355 | 359 | ||||||
| 6.625%, 03/01/2032 (A) | 235 | 241 | ||||||
| 4.875%, 05/01/2029 | 449 | 442 | ||||||
| 4.625%, 01/15/2029 | 90 | 89 | ||||||
| VistaJet Malta Finance | ||||||||
| 9.500%, 06/01/2028 (A) | 283 | 286 | ||||||
| Waste Pro USA | ||||||||
| 7.000%, 02/01/2033 (A) | 215 | 220 | ||||||
| WestJet Airlines | ||||||||
| 8.000%, 02/14/2031 (A) | 435 | 437 | ||||||
| 20,931 | ||||||||
| Information Technology — 3.4% | ||||||||
| Ahead DB Holdings | ||||||||
| 6.625%, 05/01/2028 (A) | 802 | 802 | ||||||
| Arches Buyer | ||||||||
| 6.125%, 12/01/2028 (A) | 79 | 78 | ||||||
| Broadcom | ||||||||
| 3.500%, 02/15/2041 | 293 | 234 | ||||||
| 3.469%, 04/15/2034 | 165 | 148 | ||||||
| 3.419%, 04/15/2033 | 1,080 | 985 | ||||||
| 3.187%, 11/15/2036 (A) | 53 | 44 | ||||||
| Clarivate Science Holdings | ||||||||
| 4.875%, 07/01/2029 (A) | 581 | 520 | ||||||
| Cloud Software Group | ||||||||
| 6.500%, 03/31/2029 (A) | 910 | 883 | ||||||
| Core Scientific Finance I | ||||||||
| 7.750%, 05/15/2031 (A) | 770 | 781 | ||||||
| CoreWeave | ||||||||
| 9.250%, 06/01/2030 (A) | 1,005 | 1,012 | ||||||
| Diebold Nixdorf | ||||||||
| 7.750%, 03/31/2030 (A) | 560 | 583 | ||||||
| Elastic | ||||||||
| 4.125%, 07/15/2029 (A) | 455 | 434 | ||||||
| Fair Isaac | ||||||||
| 6.250%, 09/15/2034 (A) | 1,020 | 1,005 | ||||||
| 6.000%, 05/15/2033 (A) | 447 | 440 | ||||||
| Gen Digital | ||||||||
| 6.250%, 04/01/2033 (A) | 270 | 266 | ||||||
| McAfee | ||||||||
| 7.375%, 02/15/2030 (A) | 325 | 276 | ||||||
| NXP BV | ||||||||
| 3.400%, 05/01/2030 | 215 | 205 | ||||||
| Oracle | ||||||||
| 6.700%, 02/04/2056 | 300 | 282 | ||||||
| SEI Institutional Managed Trust | 179 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.250%, 11/09/2032 | $ | 2,035 | $ | 2,092 | ||||
| 5.700%, 02/04/2036 | 465 | 450 | ||||||
| 5.350%, 05/04/2033 | 430 | 418 | ||||||
| 2.950%, 04/01/2030 | 98 | 90 | ||||||
| 2.875%, 03/25/2031 | 510 | 456 | ||||||
| Prosus MTN | ||||||||
| 4.027%, 08/03/2050 (A) | 560 | 392 | ||||||
| 3.061%, 07/13/2031 (A) | 300 | 273 | ||||||
| Salesforce | ||||||||
| 5.550%, 03/15/2036 | 1,120 | 1,119 | ||||||
| 4.900%, 09/15/2031 | 1,250 | 1,247 | ||||||
| Sprint Capital | ||||||||
| 8.750%, 03/15/2032 | 480 | 565 | ||||||
| TeamSystem | ||||||||
| 3.500%, 02/15/2028 (A) | EUR | 300 | 343 | |||||
| United Group BV | ||||||||
| 4.625%, 08/15/2028 (A) | 450 | 516 | ||||||
| Virtusa | ||||||||
| 7.125%, 12/15/2028 (A) | $ | 133 | 105 | |||||
| 17,044 | ||||||||
| Materials — 1.8% | ||||||||
| Anglo American Capital | ||||||||
| 5.625%, 04/01/2030 (A) | 500 | 513 | ||||||
| AngloGold Ashanti Holdings | ||||||||
| 3.750%, 10/01/2030 | 520 | 492 | ||||||
| ARD Finance | ||||||||
| 6.500% Cash/PIK, 06/30/2027 (A)(B) | – | – | ||||||
| Avient | ||||||||
| 7.125%, 08/01/2030 (A) | 335 | 341 | ||||||
| Celanese US Holdings | ||||||||
| 6.750%, 04/15/2033 | 155 | 158 | ||||||
| 6.500%, 04/15/2030 | 110 | 112 | ||||||
| Cerdia Finanz GmbH | ||||||||
| 9.375%, 10/03/2031 (A) | 200 | 180 | ||||||
| Chemours | ||||||||
| 8.000%, 01/15/2033 (A) | 245 | 248 | ||||||
| FMC | ||||||||
| 8.000%, 06/01/2031 (A) | 605 | 630 | ||||||
| Hybar | ||||||||
| 7.375%, 07/01/2034 (A) | 655 | 658 | ||||||
| Inversion Escrow Issuer | ||||||||
| 6.750%, 08/01/2032 (A) | 550 | 537 | ||||||
| Mineral Resources | ||||||||
| 7.000%, 04/01/2031 (A) | 245 | 254 | ||||||
| 6.250%, 05/01/2034 (A) | 580 | 570 | ||||||
| 6.000%, 05/01/2032 (A) | 135 | 134 | ||||||
| Olympus Water US Holding | ||||||||
| 7.250%, 06/15/2031 (A) | 365 | 369 | ||||||
| 7.250%, 02/15/2033 (A) | 303 | 300 | ||||||
| Quikrete Holdings | ||||||||
| 6.750%, 03/01/2033 (A) | 420 | 428 | ||||||
| 6.375%, 03/01/2032 (A) | 385 | 393 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sasol Financing USA | ||||||||
| 5.500%, 03/18/2031 | $ | 240 | $ | 224 | ||||
| Scotts Miracle-Gro | ||||||||
| 4.000%, 04/01/2031 | 551 | 516 | ||||||
| Smyrna Ready Mix Concrete | ||||||||
| 8.875%, 11/15/2031 (A) | 1,076 | 1,135 | ||||||
| Stonepeak Motion Holdco | ||||||||
| 6.125%, 07/15/2033 (A) | 799 | 800 | ||||||
| Suzano Austria GmbH | ||||||||
| 3.125%, 01/15/2032 | 290 | 257 | ||||||
| 9,249 | ||||||||
| Real Estate — 0.4% | ||||||||
| Agree | ||||||||
| 2.900%, 10/01/2030 | 165 | 153 | ||||||
| Alexandria Real Estate Equities | ||||||||
| 3.375%, 08/15/2031 | 355 | 327 | ||||||
| CoStar Group | ||||||||
| 2.800%, 07/15/2030 (A) | 585 | 526 | ||||||
| DBR Land Holdings | ||||||||
| 6.250%, 12/01/2030 (A) | 430 | 437 | ||||||
| Iron Mountain | ||||||||
| 6.250%, 01/15/2035 (A) | 395 | 397 | ||||||
| Realty Income | ||||||||
| 2.850%, 12/15/2032 | 355 | 316 | ||||||
| RHP Hotel Properties | ||||||||
| 6.500%, 06/15/2033 (A) | 95 | 97 | ||||||
| 2,253 | ||||||||
| Utilities — 1.0% | ||||||||
| Berkshire Hathaway Energy | ||||||||
| 4.250%, 10/15/2050 | 165 | 132 | ||||||
| California Buyer | ||||||||
| 6.375%, 02/15/2032 (A) | 800 | 802 | ||||||
| Eskom Holdings MTN | ||||||||
| 6.350%, 08/10/2028 | 300 | 305 | ||||||
| NextEra Energy Capital Holdings | ||||||||
| 6.500%, H15T5Y + 1.979%, 08/15/2055 (C) | 415 | 426 | ||||||
| 6.375%, H15T5Y + 2.053%, 08/15/2055 (C) | 280 | 285 | ||||||
| NRG Energy | ||||||||
| 6.000%, 01/15/2036 (A) | 282 | 281 | ||||||
| 5.875%, 05/15/2034 (A) | 220 | 219 | ||||||
| 5.750%, 07/15/2029 (A) | 666 | 666 | ||||||
| Southern California Edison | ||||||||
| 4.200%, 03/01/2029 | 420 | 414 | ||||||
| Talen Energy Supply | ||||||||
| 6.500%, 02/01/2036 (A) | 235 | 237 | ||||||
| 6.250%, 02/01/2034 (A) | 235 | 233 | ||||||
| UGI International | ||||||||
| 5.000%, 06/01/2031 (A) | EUR | 656 | 767 | |||||
| 180 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Vistra Operations | ||||||||
| 6.875%, 04/15/2032 (A) | $ | 190 | $ | 197 | ||||
| 4,964 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $205,996) ($ Thousands) | 203,523 | |||||||
| ASSET-BACKED SECURITIES — 13.6% | ||||||||
| Automotive — 2.4% | ||||||||
| Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl E | ||||||||
| 7.917%, 05/17/2032(A) | 356 | 363 | ||||||
| American Credit Acceptance Receivables Trust, Ser 2026-2, Cl C | ||||||||
| 4.850%, 05/10/2032(A) | 500 | 498 | ||||||
| Avis Budget Rental Car Funding AESOP, Ser 2025-2A, Cl D | ||||||||
| 7.430%, 10/20/2028(A) | 1,000 | 1,013 | ||||||
| Bridgecrest Lending Auto Securitization Trust, Ser 2026-2, Cl C | ||||||||
| 4.880%, 02/17/2032 | 500 | 498 | ||||||
| Carmax Select Receivables Trust, Ser 2024-A, Cl D | ||||||||
| 6.270%, 12/16/2030 | 1,000 | 1,016 | ||||||
| Carvana Auto Receivables Trust, Ser 2026-P1, Cl C | ||||||||
| 5.280%, 08/10/2032 | 500 | 492 | ||||||
| Exeter Select Automobile Receivables Trust, Ser 2025-2, Cl E | ||||||||
| 6.870%, 02/15/2033(A) | 690 | 676 | ||||||
| FCCU Auto Receivables Trust, Ser 2024-1A, Cl C | ||||||||
| 6.000%, 10/15/2030(A) | 1,000 | 1,017 | ||||||
| FCCU Auto Receivables Trust, Ser 2024-1A, Cl D | ||||||||
| 6.780%, 07/15/2032(A) | 1,000 | 1,021 | ||||||
| LAD Auto Receivables Trust, Ser 2024-2A, Cl D | ||||||||
| 6.370%, 10/15/2031(A) | 1,200 | 1,223 | ||||||
| Octane Receivables Trust, Ser 2024-2A, Cl C | ||||||||
| 5.900%, 07/20/2032(A) | 1,000 | 1,014 | ||||||
| PenFed Auto Receivables Owner Trust, Ser 2024-A, Cl D | ||||||||
| 5.780%, 09/15/2032(A) | 685 | 690 | ||||||
| Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl E | ||||||||
| 8.408%, 12/15/2033(A) | 459 | 468 | ||||||
| SBNA Auto Receivables Trust, Ser 2025-SF1, Cl C | ||||||||
| 5.140%, 04/15/2031(A) | 329 | 329 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SCCU Auto Receivables Trust, Ser 2024-1A, Cl D | ||||||||
| 6.250%, 07/15/2032(A) | $ | 1,000 | $ | 1,005 | ||||
| Securitized Term Auto Receivables Trust, Ser 2025-A, Cl D | ||||||||
| 6.746%, 07/25/2031(A) | 234 | 238 | ||||||
| Strike Acceptance Auto Funding Trust, Ser 2025-1A, Cl C | ||||||||
| 8.700%, 04/15/2032(A) | 500 | 494 | ||||||
| 12,055 | ||||||||
| Credit Cards — 0.2% | ||||||||
| Mission Lane Credit Card Master Trust, Ser 2024-B, Cl D | ||||||||
| 9.160%, 01/15/2030(A) | 1,000 | 1,004 | ||||||
| Mortgage Related Securities — 1.7% | ||||||||
| FIGRE Trust, Ser 2024-SL1, Cl M1 | ||||||||
| 6.027%, 07/25/2053(A)(C) | 862 | 868 | ||||||
| FIGRE Trust, Ser 2025-HE1, Cl A | ||||||||
| 5.829%, 01/25/2055(A)(C) | 353 | 356 | ||||||
| FIGRE Trust, Ser 2026-HE1, Cl C | ||||||||
| 5.434%, 01/25/2056(A)(C) | 451 | 446 | ||||||
| Towd Point Mortgage Trust, Ser 2024-CES3, Cl A1 | ||||||||
| 6.290%, 05/25/2064(A)(C) | 492 | 495 | ||||||
| Towd Point Mortgage Trust, Ser 2024-CES3, Cl A2 | ||||||||
| 6.413%, 05/25/2064(A)(C) | 1,000 | 1,006 | ||||||
| Unlock HEA Trust, Ser 2024-1, Cl A | ||||||||
| 7.000%, 04/25/2039(A) | 857 | 854 | ||||||
| Unlock HEA Trust, Ser 2024-2, Cl B | ||||||||
| 7.500%, 10/25/2039(A) | 500 | 494 | ||||||
| Unlock HEA Trust, Ser 2024-2, Cl C | ||||||||
| 6.000%, 10/25/2039(A) | 500 | 391 | ||||||
| Vista Point Securitization Trust, Ser 2024-CES1, Cl M1 | ||||||||
| 7.482%, 05/25/2054(A)(E) | 1,000 | 1,010 | ||||||
| Vista Point Securitization Trust, Ser 2025-CES2, Cl A1 | ||||||||
| 5.601%, 08/25/2055(A)(E) | 783 | 783 | ||||||
| Vista Point Securitization Trust, Ser 2025-CES3, Cl A1 | ||||||||
| 5.297%, 11/25/2055(A)(E) | 257 | 255 | ||||||
| Vista Point Securitization Trust, Ser 2025-CES3, Cl A2 | ||||||||
| 5.447%, 11/25/2055(A)(E) | 300 | 298 | ||||||
| Vista Point Securitization Trust, Ser 2025-CES3, Cl A3 | ||||||||
| 5.597%, 11/25/2055(A)(E) | 300 | 299 | ||||||
| SEI Institutional Managed Trust | 181 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Vista Point Securitization Trust, Ser 2026-CES2, Cl A3 | ||||||||
| 5.827%, 05/25/2056(A)(E) | $ | 1,000 | $ | 1,000 | ||||
| 8,555 | ||||||||
| Other Asset-Backed Securities — 9.3% | ||||||||
| Affirm Asset Securitization Trust, Ser 2024-X2, Cl D | ||||||||
| 6.080%, 12/17/2029(A) | 500 | 501 | ||||||
| Affirm Master Trust, Ser 2025-2A, Cl B | ||||||||
| 5.060%, 07/15/2033(A) | 600 | 601 | ||||||
| Aqua Finance Issuer Trust, Ser 2026-A, Cl C | ||||||||
| 5.300%, 04/17/2051(A) | 500 | 496 | ||||||
| Bayview Opportunity Master Fund VII, Ser 2024-EDU1, Cl C | ||||||||
| 5.428%, SOFR30A + 1.800%, 06/25/2047(A)(C) | 890 | 893 | ||||||
| Bayview Opportunity Master Fund VII, Ser 2025-EDU1, Cl B | ||||||||
| 5.328%, SOFR30A + 1.700%, 07/27/2048(A)(C) | 189 | 189 | ||||||
| Bayview Opportunity Master Fund VII, Ser 2025-EDU1, Cl C | ||||||||
| 5.428%, SOFR30A + 1.800%, 07/27/2048(A)(C) | 754 | 756 | ||||||
| Birch Grove CLO, Ser 2024-19A, Cl D1RR | ||||||||
| 7.530%, TSFR3M + 3.850%, 07/17/2037(A)(C) | 220 | 220 | ||||||
| Blue Owl Asset Leasing Trust, Ser 2024-1A, Cl C | ||||||||
| 6.380%, 01/15/2031(A) | 1,250 | 1,263 | ||||||
| Business Jet Securities, Ser 2026-1A, Cl C | ||||||||
| 8.179%, 06/15/2041(A) | 1,000 | 1,005 | ||||||
| CARS-DB7, Ser 2023-1A, Cl B | ||||||||
| 7.750%, 09/15/2053(A) | 1,300 | 1,304 | ||||||
| CIFC Funding, Ser 2024-3A, Cl D1R | ||||||||
| 7.375%, TSFR3M + 3.700%, 04/20/2037(A)(C) | 210 | 212 | ||||||
| CLI Funding VIII, Ser 2025-R, Cl A | ||||||||
| 6.610%, 06/21/2050(A) | 821 | 811 | ||||||
| College Ave Student Loans, Ser 2018-A, Cl C | ||||||||
| 5.500%, 12/26/2047(A) | 477 | 470 | ||||||
| College Ave Student Loans, Ser 2024-B, Cl B | ||||||||
| 6.080%, 08/25/2054(A) | 1,000 | 1,008 | ||||||
| Commonbond Student Loan Trust, Ser 2020-1, Cl B | ||||||||
| 2.820%, 10/25/2051(A) | 599 | 527 | ||||||
| Commonbond Student Loan Trust, Ser 2021-BGS, Cl B | ||||||||
| 1.640%, 09/25/2051(A) | 1,030 | 850 | ||||||
| Copper River CLO, Ser 2006-1A | ||||||||
| 0.000%, 01/20/2021(A)(F) | 3,000 | – | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| CQS US CLO, Ser 2024-1A, Cl D1R | ||||||||
| 7.075%, TSFR3M + 3.400%, 01/20/2035(A)(C) | $ | 1,850 | $ | 1,842 | ||||
| DataBank Issuer, Ser 2026-1A, Cl B | ||||||||
| 6.493%, 02/25/2056(A) | 1,000 | 995 | ||||||
| FNA 9, Ser 2026-1, Cl A | ||||||||
| 5.509%, 04/16/2046(A)(C) | 465 | 465 | ||||||
| Foundation Finance Trust, Ser 2021-1A, Cl D | ||||||||
| 4.960%, 05/15/2041(A) | 851 | 841 | ||||||
| Foundation Finance Trust, Ser 2024-1A, Cl D | ||||||||
| 8.130%, 12/15/2049(A) | 698 | 725 | ||||||
| GBX Leasing, Ser 2023-1A, Cl A | ||||||||
| 6.420%, 11/20/2053(A) | 952 | 966 | ||||||
| Goddard Funding, Ser 2024-1A, Cl A2 | ||||||||
| 6.834%, 10/30/2054(A) | 985 | 994 | ||||||
| GoodLeap Home Improvement Solutions Trust, Ser 2024-1A, Cl B | ||||||||
| 6.380%, 10/20/2046(A) | 375 | 379 | ||||||
| GreenSky Home Improvement Issuer Trust, Ser 2025-2A, Cl E | ||||||||
| 7.790%, 06/25/2060(A) | 944 | 956 | ||||||
| GreenSky Home Improvement Trust, Ser 2024-1, Cl D | ||||||||
| 7.330%, 06/25/2059(A) | 672 | 688 | ||||||
| Hayfin US XV, Ser 2024-15A, Cl D1 | ||||||||
| 7.930%, TSFR3M + 4.260%, 04/28/2037(A)(C) | 300 | 300 | ||||||
| Hilton Grand Vacations Trust, Ser 2024-2A, Cl C | ||||||||
| 5.990%, 03/25/2038(A) | 464 | 470 | ||||||
| Hilton Grand Vacations Trust, Ser 2024-2A, Cl D | ||||||||
| 6.910%, 03/25/2038(A) | 464 | 473 | ||||||
| Hilton Grand Vacations Trust, Ser 2024-3A, Cl C | ||||||||
| 5.710%, 08/27/2040(A) | 754 | 754 | ||||||
| HINNT, Ser 2024-A, Cl D | ||||||||
| 7.000%, 03/15/2043(A) | 372 | 371 | ||||||
| HINNT, Ser 2025-A, Cl D | ||||||||
| 8.220%, 03/15/2044(A) | 386 | 395 | ||||||
| Lmdv Issuer, Ser 2025-1A, Cl B | ||||||||
| 5.900%, 12/15/2055(A) | 500 | 501 | ||||||
| Lmdv Issuer, Ser 2025-1A, Cl C | ||||||||
| 7.880%, 12/15/2055(A) | 1,000 | 1,014 | ||||||
| Mariner Finance Issuance Trust, Ser 2024-AA, Cl C | ||||||||
| 6.000%, 09/22/2036(A) | 1,000 | 1,009 | ||||||
| Mariner Finance Issuance Trust, Ser 2024-AA, Cl D | ||||||||
| 6.770%, 09/22/2036(A) | 1,000 | 1,011 | ||||||
| Marlette Funding Trust, Ser 2024-1A, Cl B | ||||||||
| 6.070%, 07/17/2034(A) | 112 | 112 | ||||||
| 182 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Navient Education Loan Trust, Ser 2026-A, Cl D | ||||||||
| 5.970%, 09/15/2056(A) | $ | 1,000 | $ | 995 | ||||
| Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl B | ||||||||
| 2.690%, 07/15/2069(A) | 320 | 276 | ||||||
| Navient Private Education Refi Loan Trust, Ser 2024-A, Cl B | ||||||||
| 6.070%, 10/15/2072(A) | 1,000 | 1,009 | ||||||
| Navient Refinance Loan Trust, Ser 2025-A, Cl C | ||||||||
| 6.140%, 02/16/2055(A) | 1,000 | 1,006 | ||||||
| Nelnet Student Loan Trust, Ser 2025-CA, Cl C | ||||||||
| 5.150%, 06/22/2065(A) | 1,000 | 970 | ||||||
| New Economy Assets - Phase 1 Sponsor, Ser 2021-1, Cl A1 | ||||||||
| 1.910%, 10/20/2061(A) | 750 | 613 | ||||||
| Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 | ||||||||
| 1.850%, 11/20/2050(A) | 756 | 673 | ||||||
| Oxford Finance Credit Fund III, Ser 2024-A, Cl A2 | ||||||||
| 6.675%, 01/14/2032(A) | 301 | 303 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2024-10, Cl E | ||||||||
| 10.412%, 06/15/2032(A) | 540 | 546 | ||||||
| PVOne, Ser 2023-1A, Cl A | ||||||||
| 7.250%, 07/16/2035(A) | 61 | 61 | ||||||
| Reach ABS Trust, Ser 2025-1A, Cl B | ||||||||
| 5.340%, 08/16/2032(A) | 500 | 502 | ||||||
| Retained Vantage Data Centers Issuer, Ser 2024-1A, Cl B | ||||||||
| 5.775%, 09/15/2049(A) | 1,000 | 970 | ||||||
| Sierra Timeshare Receivables Funding, Ser 2024-2A, Cl C | ||||||||
| 5.830%, 06/20/2041(A) | 336 | 339 | ||||||
| Sierra Timeshare Receivables Funding, Ser 2024-2A, Cl D | ||||||||
| 7.480%, 06/20/2041(A) | 168 | 169 | ||||||
| Sierra Timeshare Receivables Funding, Ser 2025-2A, Cl D | ||||||||
| 6.790%, 04/20/2044(A) | 566 | 564 | ||||||
| SMB Private Education Loan Trust, Ser 2021-A, Cl D1 | ||||||||
| 3.860%, 01/15/2053(A) | 234 | 207 | ||||||
| SMB Private Education Loan Trust, Ser 2024-F, Cl B | ||||||||
| 5.730%, 03/16/2054(A) | 1,000 | 989 | ||||||
| SMB Private Education Loan Trust, Ser 2026-B, Cl B | ||||||||
| 5.360%, 03/15/2056(A) | 500 | 491 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| SMB Private Education Loan Trust, Ser 2026-B, Cl C | ||||||||
| 5.460%, 03/15/2056(A) | $ | 500 | $ | 488 | ||||
| SoFi Professional Loan Program Trust, Ser 2020-A, Cl BFX | ||||||||
| 3.120%, 05/15/2046(A) | 360 | 324 | ||||||
| Stack Infrastructure Issuer, Ser 2023-2A, Cl A2 | ||||||||
| 5.900%, 07/25/2048(A) | 500 | 500 | ||||||
| Stream Innovations Issuer Trust, Ser 2024-1A, Cl A | ||||||||
| 6.270%, 07/15/2044(A) | 579 | 593 | ||||||
| Stream Innovations Issuer Trust, Ser 2024-2A, Cl B | ||||||||
| 6.340%, 02/15/2045(A) | 452 | 458 | ||||||
| Stream Innovations Issuer Trust, Ser 2026-1A, Cl B | ||||||||
| 5.270%, 08/15/2046(A) | 500 | 493 | ||||||
| Sunnova Hestia II Issuer, Ser 2024-GRID1, Cl 1A | ||||||||
| 5.630%, 07/20/2051(A) | 882 | 847 | ||||||
| Tenet Equity Funding, Ser 2024-1A, Cl A1 | ||||||||
| 5.490%, 10/20/2054(A) | 498 | 493 | ||||||
| Tesla Sustainable Energy Business Trust, Ser 2026-1A, Cl C | ||||||||
| 6.350%, 05/20/2052(A) | 600 | 602 | ||||||
| Tesla Sustainable Energy Trust, Ser 2024-1A, Cl C | ||||||||
| 6.250%, 06/21/2050(A) | 750 | 750 | ||||||
| Thor, Ser 2024-A, Cl B | ||||||||
| 5.710%, 08/15/2041(A) | 160 | 160 | ||||||
| Thor, Ser 2024-A, Cl C | ||||||||
| 7.660%, 08/15/2041(A) | 160 | 160 | ||||||
| Thor, Ser 2026-A, Cl C | ||||||||
| 7.930%, 04/15/2043(A) | 942 | 937 | ||||||
| TIF Funding III, Ser 2024-1A, Cl B | ||||||||
| 5.580%, 04/20/2049(A) | 191 | 191 | ||||||
| TIF Funding III, Ser 2024-2A, Cl A | ||||||||
| 5.540%, 07/20/2049(A) | 425 | 426 | ||||||
| USQ Rail I, Ser 2021-1A, Cl A | ||||||||
| 2.250%, 02/28/2051(A) | 777 | 741 | ||||||
| VERTICAL BRIDGE CC, Ser 2025-1A, Cl A | ||||||||
| 5.163%, 08/16/2055(A) | 1,000 | 990 | ||||||
| VERTICAL BRIDGE CC, Ser 2025-1A, Cl B | ||||||||
| 5.602%, 08/16/2055(A) | 500 | 495 | ||||||
| 46,698 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $68,208) ($ Thousands) | 68,312 | |||||||
| SEI Institutional Managed Trust | 183 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK — 11.4% | ||||||||
| Communication Services — 0.8% | ||||||||
| Comcast Corp, Cl A | 80,485 | $ | 1,976 | |||||
| iHeartMedia Inc * | 84,843 | 364 | ||||||
| Verizon Communications Inc | 42,461 | 1,798 | ||||||
| 4,138 | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Best Buy Co Inc | 10,405 | 790 | ||||||
| H&R Block Inc | 5,423 | 206 | ||||||
| McDonald's Corp | 1,009 | 273 | ||||||
| 1,269 | ||||||||
| Consumer Staples — 3.2% | ||||||||
| Altria Group Inc | 37,703 | 2,713 | ||||||
| Cal-Maine Foods Inc | 2,283 | 184 | ||||||
| Campbell's Company/The | 9,120 | 203 | ||||||
| Coca-Cola Co/The | 27,495 | 2,235 | ||||||
| General Mills Inc | 25,113 | 874 | ||||||
| Kimberly-Clark Corp | 16,409 | 1,801 | ||||||
| Marzetti Company/The | 970 | 111 | ||||||
| Mondelez International Inc, Cl A | 28,825 | 1,667 | ||||||
| PepsiCo Inc | 16,316 | 2,209 | ||||||
| Philip Morris International Inc | 12,284 | 2,222 | ||||||
| Procter & Gamble Co/The | 12,258 | 1,797 | ||||||
| 16,016 | ||||||||
| Energy — 0.3% | ||||||||
| Chevron Corp | 9,166 | 1,519 | ||||||
| Hess Midstream LP, Cl A | 5,048 | 190 | ||||||
| 1,709 | ||||||||
| Financials — 1.5% | ||||||||
| American Financial Group Inc/OH | 3,829 | 536 | ||||||
| Artisan Partners Asset Management Inc, Cl A | 3,359 | 116 | ||||||
| Bank OZK | 5,226 | 272 | ||||||
| CME Group Inc, Cl A | 6,989 | 1,543 | ||||||
| Franklin Resources Inc | 12,587 | 419 | ||||||
| Fulton Financial Corp | 7,093 | 172 | ||||||
| Hancock Whitney Corp, Cl A | 3,935 | 294 | ||||||
| Home BancShares Inc/AR | 9,722 | 277 | ||||||
| Old Republic International Corp | 11,064 | 453 | ||||||
| OneMain Holdings Inc, Cl A | 5,690 | 347 | ||||||
| Prosperity Bancshares Inc | 1,158 | 85 | ||||||
| Regions Financial Corp | 46,958 | 1,418 | ||||||
| RLI Corp | 3,890 | 230 | ||||||
| T Rowe Price Group Inc | 12,264 | 1,394 | ||||||
| Western Union Co/The | 17,136 | 132 | ||||||
| Yeoman Capital S.A. * | 15,027 | 90 | ||||||
| 7,778 | ||||||||
| Health Care — 3.3% | ||||||||
| Abbott Laboratories | 20,267 | 1,839 | ||||||
| AbbVie Inc | 9,367 | 2,357 | ||||||
| Amgen Inc, Cl A | 5,758 | 2,085 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Bristol-Myers Squibb Co | 36,473 | $ | 2,101 | |||||
| Johnson & Johnson | 11,240 | 2,855 | ||||||
| Medtronic PLC | 16,578 | 1,297 | ||||||
| Merck & Co Inc | 18,295 | 2,351 | ||||||
| Pfizer Inc | 76,402 | 1,840 | ||||||
| 16,725 | ||||||||
| Industrials — 1.2% | ||||||||
| Automatic Data Processing Inc | 9,772 | 2,188 | ||||||
| Illinois Tool Works Inc | 417 | 113 | ||||||
| Madison Air Solutions Corp, Cl A * | 7,325 | 286 | ||||||
| Paychex Inc | 16,175 | 1,590 | ||||||
| Snap-on Inc | 2,648 | 1,066 | ||||||
| Watsco Inc | 1,644 | 685 | ||||||
| 5,928 | ||||||||
| Materials — 0.0% | ||||||||
| Arctic Canadian Diamond Company Ltd *(G) | 824 | 35 | ||||||
| Real Estate — 0.8% | ||||||||
| CareTrust REIT Inc ‡ | 9,719 | 392 | ||||||
| EastGroup Properties Inc ‡ | 2,483 | 503 | ||||||
| Essential Properties Realty Trust Inc ‡ | 8,312 | 248 | ||||||
| Gaming and Leisure Properties Inc ‡ | 13,340 | 594 | ||||||
| Host Hotels & Resorts Inc ‡ | 36,699 | 870 | ||||||
| VICI Properties Inc, Cl A ‡ | 55,223 | 1,467 | ||||||
| 4,074 | ||||||||
| Total Common Stock | ||||||||
| (Cost $50,517) ($ Thousands) | 57,672 | |||||||
| FOREIGN COMMON STOCK — 10.1% | ||||||||
| Australia — 0.3% | ||||||||
| Communication Services — 0.1% | ||||||||
| Telstra Group Ltd, Cl B | 205,804 | 722 | ||||||
| Industrials — 0.2% | ||||||||
| Computershare Ltd | 26,921 | 713 | ||||||
| Ventia Services Group Pty Ltd | 43,270 | 186 | ||||||
| 899 | ||||||||
| Total Australia | 1,621 | |||||||
| Canada — 0.5% | ||||||||
| Energy — 0.3% | ||||||||
| Pembina Pipeline Corp, Cl Common Subs. Receipt | 28,675 | 1,326 | ||||||
| Peyto Exploration & Development Corp, Cl Common Subs. Receipt | 9,570 | 160 | ||||||
| Topaz Energy Corp | 5,429 | 114 | ||||||
| 1,600 | ||||||||
| 184 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| FOREIGN COMMON STOCK (continued) | ||||||||
| Financials — 0.2% | ||||||||
| Great-West Lifeco Inc, Cl Common Subs. | ||||||||
| Receipt | 14,062 | $ | 896 | |||||
| Total Canada | 2,496 | |||||||
| China — 0.2% | ||||||||
| Financials — 0.2% | ||||||||
| BOC Hong Kong Holdings Ltd | 190,145 | 1,032 | ||||||
| Denmark — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| Tryg A/S | 6,633 | 151 | ||||||
| France — 0.5% | ||||||||
| Energy — 0.1% | ||||||||
| Gaztransport Et Technigaz SA | 1,784 | 378 | ||||||
| Health Care — 0.4% | ||||||||
| Sanofi SA | 21,215 | 1,815 | ||||||
| Utilities — 0.0% | ||||||||
| Rubis SCA | 3,932 | 138 | ||||||
| Total France | 2,331 | |||||||
| Germany — 0.0% | ||||||||
| Communication Services — 0.0% | ||||||||
| Freenet AG | 6,710 | 173 | ||||||
| Hong Kong — 0.7% | ||||||||
| Communication Services — 0.5% | ||||||||
| HKT Trust & HKT Ltd | 187,486 | 279 | ||||||
| NetEase Inc | 81,953 | 2,105 | ||||||
| 2,384 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Bosideng International Holdings Ltd | 174,520 | 95 | ||||||
| Haier Smart Home Co Ltd, Cl A | 125,696 | 322 | ||||||
| 417 | ||||||||
| Consumer Staples — 0.1% | ||||||||
| WH Group Ltd | 457,356 | 485 | ||||||
| Industrials — 0.0% | ||||||||
| SITC International Holdings Co Ltd | 67,831 | 272 | ||||||
| Total Hong Kong | 3,558 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| FOREIGN COMMON STOCK (continued) | ||||||||
| India — 0.7% | ||||||||
| Consumer Staples — 0.1% | ||||||||
| ITC Ltd | 170,074 | $ | 516 | |||||
| Information Technology — 0.6% | ||||||||
| HCL Technologies Ltd | 47,733 | 542 | ||||||
| Infosys Ltd | 144,695 | 1,534 | ||||||
| Tata Consultancy Services Ltd | 44,782 | 963 | ||||||
| 3,039 | ||||||||
| Total India | 3,555 | |||||||
| Indonesia — 0.4% | ||||||||
| Communication Services — 0.0% | ||||||||
| Telkom Indonesia Persero Tbk PT | 1,664,185 | 221 | ||||||
| Financials — 0.4% | ||||||||
| Bank Central Asia Tbk PT | 2,873,216 | 896 | ||||||
| Bank Mandiri Persero Tbk PT | 1,933,665 | 417 | ||||||
| Bank Rakyat Indonesia Persero Tbk PT | 3,900,562 | 597 | ||||||
| 1,910 | ||||||||
| Total Indonesia | 2,131 | |||||||
| Ireland — 0.2% | ||||||||
| Information Technology — 0.2% | ||||||||
| Accenture PLC, Cl A | 10,199 | 1,269 | ||||||
| Italy — 0.9% | ||||||||
| Financials — 0.9% | ||||||||
| Azimut Holding SpA | 5,787 | 235 | ||||||
| FinecoBank Banca Fineco SpA | 32,216 | 810 | ||||||
| Intesa Sanpaolo SpA | 286,821 | 1,973 | ||||||
| Poste Italiane SpA | 26,894 | 881 | ||||||
| Unipol Assicurazioni SpA | 21,232 | 594 | ||||||
| 4,493 | ||||||||
| Japan — 0.5% | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| USS Co Ltd | 21,124 | 248 | ||||||
| ZOZO Inc | 20,553 | 146 | ||||||
| 394 | ||||||||
| Health Care — 0.1% | ||||||||
| Ono Pharmaceutical Co Ltd | 19,404 | 285 | ||||||
| Industrials — 0.1% | ||||||||
| COMSYS Holdings Corp | 5,729 | 193 | ||||||
| Kamigumi Co Ltd | 4,360 | 137 | ||||||
| Persol Holdings Co Ltd | 85,968 | 131 | ||||||
| 461 | ||||||||
| SEI Institutional Managed Trust | 185 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| FOREIGN COMMON STOCK (continued) | ||||||||
| Information Technology — 0.0% | ||||||||
| Otsuka Corp | 11,849 | $ | 203 | |||||
| Materials — 0.1% | ||||||||
| Nissan Chemical Corp | 6,272 | 330 | ||||||
| Real Estate — 0.1% | ||||||||
| Industrial & Infrastructure Fund Investment Corp ‡ | 131 | 115 | ||||||
| Invincible Investment Corp ‡ | 399 | 147 | ||||||
| Japan Hotel REIT Investment Corp ‡ | 211 | 103 | ||||||
| KDX Realty Investment Corp ‡ | 220 | 210 | ||||||
| United Urban Investment Corp ‡ | 157 | 157 | ||||||
| 732 | ||||||||
| Total Japan | 2,405 | |||||||
| Malaysia — 0.4% | ||||||||
| Consumer Discretionary — 0.0% | ||||||||
| Petronas Dagangan Bhd | 14,738 | 68 | ||||||
| Financials — 0.4% | ||||||||
| Hong Leong Bank Bhd | 33,677 | 177 | ||||||
| Malayan Banking Bhd | 312,908 | 828 | ||||||
| Public Bank Bhd | 754,054 | 889 | ||||||
| 1,894 | ||||||||
| Industrials — 0.0% | ||||||||
| MISC Bhd | 63,025 | 121 | ||||||
| Total Malaysia | 2,083 | |||||||
| Netherlands — 0.6% | ||||||||
| Communication Services — 0.2% | ||||||||
| Koninklijke KPN NV | 198,498 | 981 | ||||||
| Financials — 0.4% | ||||||||
| ASR Nederland NV | 8,265 | 625 | ||||||
| NN Group NV | 13,887 | 1,218 | ||||||
| 1,843 | ||||||||
| Total Netherlands | 2,824 | |||||||
| Puerto Rico — 0.0% | ||||||||
| Financials — 0.0% | ||||||||
| First BanCorp/Puerto Rico | 8,361 | 218 | ||||||
| Singapore — 0.7% | ||||||||
| Financials — 0.6% | ||||||||
| DBS Group Holdings Ltd | 50,419 | 2,554 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| FOREIGN COMMON STOCK (continued) | ||||||||
| Oversea-Chinese Banking Corp Ltd | 30,710 | $ | 589 | |||||
| 3,143 | ||||||||
| Information Technology — 0.1% | ||||||||
| Venture Corp Ltd | 15,075 | 200 | ||||||
| Total Singapore | 3,343 | |||||||
| Spain — 0.6% | ||||||||
| Consumer Discretionary — 0.3% | ||||||||
| Industria de Diseno Textil SA | 27,461 | 1,732 | ||||||
| Industrials — 0.3% | ||||||||
| Aena SME SA | 36,630 | 1,117 | ||||||
| Logista Integral SA | 3,462 | 133 | ||||||
| 1,250 | ||||||||
| Total Spain | 2,982 | |||||||
| Sweden — 0.6% | ||||||||
| Communication Services — 0.1% | ||||||||
| Tele2 AB, Cl B | 26,493 | 462 | ||||||
| Financials — 0.5% | ||||||||
| Svenska Handelsbanken AB, Cl A | 72,184 | 1,064 | ||||||
| Swedbank AB, Cl A | 44,188 | 1,654 | ||||||
| 2,718 | ||||||||
| Total Sweden | 3,180 | |||||||
| Switzerland — 0.7% | ||||||||
| Financials — 0.2% | ||||||||
| Partners Group Holding AG | 1,139 | 935 | ||||||
| Health Care — 0.5% | ||||||||
| Novartis AG | 15,337 | 2,401 | ||||||
| Total Switzerland | 3,336 | |||||||
| Taiwan — 0.5% | ||||||||
| Communication Services — 0.4% | ||||||||
| Chunghwa Telecom Co Ltd | 193,869 | 860 | ||||||
| Far EasTone Telecommunications Co Ltd | 77,795 | 257 | ||||||
| International Games System Co Ltd | 11,160 | 278 | ||||||
| Taiwan Mobile Co Ltd | 88,613 | 324 | ||||||
| 1,719 | ||||||||
| Financials — 0.1% | ||||||||
| CTBC Financial Holding Co Ltd | 234,543 | 526 | ||||||
| Information Technology — 0.0% | ||||||||
| Chicony Electronics Co Ltd | 30,117 | 99 | ||||||
| 186 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| FOREIGN COMMON STOCK (continued) | ||||||||
| Materials — 0.0% | ||||||||
| Asia Cement Corp | 108,495 | $ | 120 | |||||
| Total Taiwan | 2,464 | |||||||
| United Kingdom — 1.1% | ||||||||
| Communication Services — 0.1% | ||||||||
| Autotrader Group PLC | 39,636 | 262 | ||||||
| Cineworld Group PLC * | 6,900 | 168 | ||||||
| 430 | ||||||||
| Consumer Discretionary — 0.1% | ||||||||
| Games Workshop Group PLC | 1,721 | 493 | ||||||
| Consumer Staples — 0.3% | ||||||||
| Imperial Brands PLC | 35,603 | 1,317 | ||||||
| Financials — 0.1% | ||||||||
| AJ Bell PLC | 17,618 | 143 | ||||||
| Investec PLC | 30,055 | 239 | ||||||
| Lancashire Holdings Ltd | 11,545 | 99 | ||||||
| OSB Group PLC | 21,542 | 149 | ||||||
| 630 | ||||||||
| Health Care — 0.5% | ||||||||
| GSK PLC | 87,869 | 2,308 | ||||||
| Real Estate — 0.0% | ||||||||
| LondonMetric Property PLC ‡ | 106,031 | 265 | ||||||
| Total United Kingdom | 5,443 | |||||||
| Total Foreign Common Stock | ||||||||
| (Cost $44,382) ($ Thousands) | 51,088 | |||||||
| Face Amount (Thousands) | ||||||||
| LOAN PARTICIPATIONS — 9.0% | ||||||||
| 1261229 B.C. Ltd., Initial Term Loan, 1st Lien | ||||||||
| 9.894%, CME Term SOFR + 6.250%, 10/08/2030 (C) | $ | 490 | 474 | |||||
| Acuren Delaware Holdco, Inc.(Acuren Holdings, Inc.), Amendment No.3 Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 07/30/2031 (C) | 837 | 837 | ||||||
| Ahead DB Holdings, LLC, Term B-5 Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 2.500%, 02/01/2031 (C) | 693 | 681 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| AL GCX Holdings, LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.863%, CME Term SOFR + 0.023%, 12/17/2032 (C) | $ | 175 | $ | 174 | ||||
| Alliant Holdings Intermediate, LLC, 2025 Replacement Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 09/19/2031 (C) | 619 | 610 | ||||||
| AmWINS Group, Inc., 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 5.732%, CME Term SOFR + 0.020%, 01/30/2032 (C) | 1,262 | 1,233 | ||||||
| Ankura Consulting Group, LLC, Repricing Term Loan, 1st Lien | ||||||||
| 7.166%, CME Term SOFR + 3.500%, 12/29/2031 (C) | 953 | 900 | ||||||
| Apple Bidco, LLC, Amendment No. 5 Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 09/23/2031 (C) | 476 | 476 | ||||||
| Arcis Golf LLC, 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 6.394%, CME Term SOFR + 2.750%, 11/24/2028 (C) | 675 | 676 | ||||||
| Arctic Canadian Diamond Company, Ltd, Term Loan, 2nd Lien | ||||||||
| 4.286%, 12/15/2033 (G) | 873 | 219 | ||||||
| Audacy Capital, LLC | ||||||||
| 10.439%, 10/01/2029 | 10 | 23 | ||||||
| Avis Budget Car Rental, LLC, Tranche B Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 07/16/2032 (C) | 360 | 359 | ||||||
| BCPE Empire Holdings, Inc., Amendment No. 8 Incremental Term Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 3.250%, 12/11/2030 (C) | 1,478 | 1,456 | ||||||
| Beacon Roofing, Initial Term Loan, 1st Lien | ||||||||
| 0.000%, 06/03/2033 (F)(H) | 225 | 224 | ||||||
| Bleriot US Bidco Inc., 2024 Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 0.023%, 10/31/2030 (C) | 221 | 220 | ||||||
| Broadstreet Partners Group, LLC, 2025 Tranche B Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 2.500%, 06/13/2031 (C) | 473 | 456 | ||||||
| Chariot Buyer LLC, Refinancing Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 2.750%, 09/08/2032 (C) | 798 | 798 | ||||||
| Chemcat Acquisition, Term Loan, 1st Lien | ||||||||
| 0.000%, 03/02/2033 (F)(H) | 127 | 122 | ||||||
| SEI Institutional Managed Trust | 187 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Clarios Global LP, 2026 Refinancing Dollar Term Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 01/28/2032 (C) | $ | 945 | $ | 945 | ||||
| Clydesdale Acquisition Holdings, Inc., Term B Loan, 1st Lien | ||||||||
| 6.819%, CME Term SOFR + 3.175%, 04/13/2029 (C) | 1,250 | 1,226 | ||||||
| CMG Media Corporation, Term B-2 Loan, 1st Lien | ||||||||
| 7.332%, CME Term SOFR + 3.500%, 06/18/2029 (C) | 508 | 458 | ||||||
| Consolidated Energy Finance S.A., 2024 Incremental Term Loan, 1st Lien | ||||||||
| 8.163%, CME Term SOFR + 0.045%, 11/15/2030 (C) | 372 | 363 | ||||||
| Crown Finance US, Inc., First Amendment Term Loan | ||||||||
| 8.114%, CME Term SOFR + 4.500%, 12/02/2031 (C) | 591 | 592 | ||||||
| CSC Serviceworks East, LLC, Initial FL2O Term Loan, 1st Lien | ||||||||
| 7.928%, CME Term SOFR + 0.040%, 09/04/2030 (C) | 1,254 | 939 | ||||||
| Deep Blue Operating I LLC, Initial Term Loan, 1st Lien | ||||||||
| 5.902%, CME Term SOFR + 0.023%, 10/01/2032 (C) | 725 | 726 | ||||||
| DG Investment Intermediate Holdings 2, Inc., 2025 Refinancing Term Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 3.250%, 07/09/2032 (C) | 945 | 946 | ||||||
| Diamond Sports Group LLC | ||||||||
| 12.000%, 01/02/2028 | 1 | — | ||||||
| Diamond Sports Net, LLC, Term Loan, 1st Lien | ||||||||
| 12.000%, 01/02/2028 | 19 | 4 | ||||||
| Discovery Energy Holding Corporation, 2026 Dollar Term Loan, 1st Lien | ||||||||
| 6.732%, CME Term SOFR + 0.030%, 05/01/2031 (C) | 866 | 867 | ||||||
| Doosan Bobcat North America, Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 5.732%, CME Term SOFR + 2.000%, 04/20/2029 (C) | 84 | 84 | ||||||
| Dynasty Acquisition Co., Inc., Initial Term B-1 Loan, 1st Lien | ||||||||
| 5.644%, CME Term SOFR + 2.000%, 10/31/2031 (C) | 858 | 860 | ||||||
| Dynasty Acquisition Co., Inc., Initial Term B-2 Loan, 1st Lien | ||||||||
| 5.644%, CME Term SOFR + 2.000%, 10/31/2031 (C) | 327 | 327 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Edelman Financial Engines Center, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 7.644%, CME Term SOFR + 0.040%, 12/01/2031 (C) | $ | 1,237 | $ | 1,240 | ||||
| EG Finco Limited, Initial Dollar Term Loan, 1st Lien | ||||||||
| 6.916%, CME Term SOFR + 0.033%, 02/10/2031 (C) | 894 | 896 | ||||||
| Element Materials Technology Group US Holdings Inc.(EM Midco 2 US LLC), Initial USD Term B Loan, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 0.035%, 07/06/2029 (C)(H) | 593 | 595 | ||||||
| Engineered Machinery Holdings, Inc., 2025 EUR Incremental Term Loan, 1st Lien | ||||||||
| 5.791%, EURIBOR + 0.035%, 11/26/2032 (C) | 312 | 359 | ||||||
| Engineered Machinery Holdings, Inc., 2025 USD Refinancing Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 0.033%, 11/26/2032 (C) | 689 | 692 | ||||||
| FCG Acquisitions, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 0.033%, 03/04/2033 (C) | 892 | 895 | ||||||
| Fertitta Entertainment, LLC, Initial B Term Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 0.033%, 01/27/2029 (C) | 905 | 903 | ||||||
| Froneri International Limited, Facility B4, 1st Lien | ||||||||
| 5.877%, CME Term SOFR + 0.023%, 09/30/2031 (C) | 902 | 895 | ||||||
| Garda World Security Corporation, Fifteenth Additional Term Loan, 1st Lien | ||||||||
| 6.419%, CME Term SOFR + 0.028%, 02/01/2029 (C) | 477 | 476 | ||||||
| Go Daddy Operating Company, LLC (GD Finance Co, Inc.), Tranche B-8 Term Loan, 1st Lien | ||||||||
| 5.394%, CME Term SOFR + 1.750%, 11/09/2029 (C) | 773 | 755 | ||||||
| Herens Holdco S.a r.l., Facility B | ||||||||
| 7.757%, CME Term SOFR + 3.925%, 07/03/2028 (C) | 541 | 511 | ||||||
| Icebox Holdco III, Inc., Initial Term Loan, 1st Lien | ||||||||
| 6.982%, CME Term SOFR + 3.250%, 12/22/2031 (C) | 195 | 196 | ||||||
| Innophos Holdings, Inc., Initial Term Loan, 1st Lien | ||||||||
| 8.008%, LIBOR + 3.750%, 03/16/2029 (C) | 316 | 301 | ||||||
| 188 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| IRB Holding Corp., 2025 Replacement Term B Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 12/15/2030 (C) | $ | 784 | $ | 783 | ||||
| ISolved, Inc., Term B-3 Loan | ||||||||
| 6.394%, CME Term SOFR + 2.750%, 10/15/2030 (C) | 314 | 293 | ||||||
| Jane Street Group, LLC, Seventh Amendment Extended Term Loan, 1st Lien | ||||||||
| 5.666%, CME Term SOFR + 2.000%, 12/15/2031 (C) | 984 | 975 | ||||||
| Lockton, Inc., Term B Loan, 1st Lien | ||||||||
| 5.657%, CME Term SOFR + 0.020%, 05/09/2033 (C) | 225 | 224 | ||||||
| LSF12 Crown US Commercial Bidco, LLC, 2026 Refinancing Term Loan, 1st Lien | ||||||||
| 6.621%, CME Term SOFR + 3.000%, 12/02/2031 (C) | 431 | 432 | ||||||
| Lummus Technology Holdings V LLC, Amendment No. 4 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.144%, CME Term SOFR + 0.025%, 12/31/2029 (C) | 1,040 | 1,025 | ||||||
| Madison IAQ LLC, 2026 Repriced Incremental Term Loan, 1st Lien | ||||||||
| 5.470%, CME Term SOFR + 0.018%, 05/06/2032 (C) | 914 | 912 | ||||||
| Mavis Tire Express Services Topco, Corp., Initial Term Loan, 1st Lien | ||||||||
| 6.669%, CME Term SOFR + 3.000%, 05/04/2028 (C) | 938 | 936 | ||||||
| McAfee Corp., Second Amendment Tranche B-1 Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 3.000%, 03/01/2029 (C) | 519 | 459 | ||||||
| Mister Car Wash Holdings, Inc., 2026 Incremental Term Loan, 1st Lien | ||||||||
| 6.644%, CME Term SOFR + 0.030%, 03/27/2031 (C)(H) | 477 | 478 | ||||||
| Neptune BidCo US Inc., 2026 Dollar Term B Loan, 1st Lien | ||||||||
| 8.769%, CME Term SOFR + 0.050%, 02/03/2033 (C) | 489 | 485 | ||||||
| NRG Energy, Inc., 2024 New Term Loan, 1st Lien | ||||||||
| 5.419%, CME Term SOFR + 1.750%, 04/16/2031 (C) | 1,477 | 1,475 | ||||||
| Opal Holdco 4 SAS, Facility B6, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 0.025%, 04/28/2032 (C) | 473 | 472 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| Osmosis Buyer Limited, 2026 Refinancing Term B Loan, 1st Lien | ||||||||
| 6.164%, CME Term SOFR + 0.025%, 07/31/2028 (C) | $ | 27 | $ | 27 | ||||
| 6.164%, CME Term SOFR + 2.500%, 07/31/2028 (C) | 519 | 519 | ||||||
| 6.119%, CME Term SOFR + 2.500%, 07/31/2028 (C) | 546 | 545 | ||||||
| PEX Holdings LLC, Term Loan, 1st Lien | ||||||||
| 6.482%, CME Term SOFR + 2.750%, 11/26/2031 (C) | 569 | 568 | ||||||
| Pitney Bowes Inc., Tranche B Term Loan, 1st Lien | ||||||||
| 7.482%, CME Term SOFR + 3.750%, 03/19/2032 (C) | 817 | 815 | ||||||
| Plano Holdco, Inc., Closing Date Term Loan, 1st Lien | ||||||||
| 7.232%, CME Term SOFR + 3.500%, 10/02/2031 (C) | 208 | 162 | ||||||
| Prairie Acquiror LP, Initial Term B-5 Loan, 1st Lien | ||||||||
| 6.894%, CME Term SOFR + 0.033%, 08/01/2029 (C) | 813 | 815 | ||||||
| Quikrete Holdings, Inc., Tranche B-3 Term Loan, 1st Lien | ||||||||
| 5.894%, CME Term SOFR + 2.250%, 02/10/2032 (C) | 941 | 940 | ||||||
| Resilience Parent, LLC, Initial Term Loan, 1st Lien | ||||||||
| 6.232%, CME Term SOFR + 0.025%, 02/28/2033 (C) | 30 | 30 | ||||||
| SCIH Salt Holdings Inc., Term B-1 Loan, 1st Lien | ||||||||
| 6.350%, CME Term SOFR + 2.750%, 01/31/2029 (C) | 475 | 475 | ||||||
| Signature Aviation US Holdings, Inc., Incremental Term B-2 Facility, 1st Lien | ||||||||
| 6.163%, CME Term SOFR + 2.500%, 07/01/2031 (C) | 1,510 | 1,513 | ||||||
| Skyshield US Bidco Limited, Facility B (USD), 1st Lien | ||||||||
| 6.370%, CME Term SOFR + 0.025%, 06/23/2033 (C)(H) | 213 | 213 | ||||||
| Univision Communications Inc., Initial First-Lien Term Loan | ||||||||
| 7.008%, CME Term SOFR + 3.250%, 01/31/2029 (C) | 479 | 476 | ||||||
| USI, Inc., 2024-D Term Loan, 1st Lien | ||||||||
| 5.982%, CME Term SOFR + 2.250%, 11/21/2029 (C) | 1,262 | 1,257 | ||||||
| Victory Buyer LLC, 2026 Term Loan, 1st Lien | ||||||||
| 6.663%, CME Term SOFR + 0.030%, 02/13/2033 (C) | 475 | 476 | ||||||
| SEI Institutional Managed Trust | 189 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| LOAN PARTICIPATIONS (continued) | ||||||||
| VistaJet Malta Finance P.L.C. (Vista Management Holding, Inc.), Initial Term Loan, 1st Lien | ||||||||
| 7.442%, CME Term SOFR + 3.750%, 04/01/2031 (C) | $ | 479 | $ | 480 | ||||
| Total Loan Participations | ||||||||
| (Cost $46,408) ($ Thousands) | 45,249 | |||||||
| MORTGAGE-BACKED SECURITIES — 8.6% | ||||||||
| Agency Mortgage-Backed Obligations — 0.3% | ||||||||
| FHLMC | ||||||||
| 6.000%, 12/01/2052 | 47 | 49 | ||||||
| FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO | ||||||||
| 4.000%, 09/25/2050 | 403 | 85 | ||||||
| FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO | ||||||||
| 1.858%, 05/25/2045(C) | 937 | 62 | ||||||
| FNMA REMIC CMO, Ser 2017-104, Cl SB, IO | ||||||||
| 2.408%, 01/25/2048(C) | 654 | 68 | ||||||
| GNMA REMIC CMO, Ser 2010-9, Cl XD, IO | ||||||||
| 2.852%, 01/16/2040(C) | 711 | 70 | ||||||
| GNMA REMIC CMO, Ser 2013-124, Cl CS, IO | ||||||||
| 2.297%, 08/20/2043(C) | 78 | 7 | ||||||
| GNMA REMIC CMO, Ser 2015-111, Cl IM, IO | ||||||||
| 4.000%, 08/20/2045 | 873 | 134 | ||||||
| GNMA REMIC CMO, Ser 2016-109, Cl IH, IO | ||||||||
| 4.000%, 10/20/2045 | 487 | 75 | ||||||
| GNMA REMIC CMO, Ser 2016-27, Cl IA, IO | ||||||||
| 4.000%, 06/20/2045 | 176 | 23 | ||||||
| GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO | ||||||||
| 1.907%, 07/20/2047(C) | 785 | 65 | ||||||
| GNMA REMIC CMO, Ser 2018-122, Cl HS, IO | ||||||||
| 2.447%, 09/20/2048(C) | 212 | 23 | ||||||
| GNMA REMIC CMO, Ser 2018-122, Cl SE, IO | ||||||||
| 2.447%, 09/20/2048(C) | 305 | 32 | ||||||
| GNMA REMIC CMO, Ser 2018-124, Cl SN, IO | ||||||||
| 2.447%, 09/20/2048(C) | 995 | 103 | ||||||
| GNMA REMIC CMO, Ser 2018-67, Cl PS, IO | ||||||||
| 2.447%, 05/20/2048(C) | 926 | 97 | ||||||
| GNMA REMIC CMO, Ser 2018-7, Cl DS, IO | ||||||||
| 1.947%, 01/20/2048(C) | 1,736 | 156 | ||||||
| GNMA REMIC CMO, Ser 2019-1, Cl SN, IO | ||||||||
| 2.297%, 01/20/2049(C) | 163 | 17 | ||||||
| GNMA REMIC CMO, Ser 2019-110, Cl SD, IO | ||||||||
| 2.347%, 09/20/2049(C) | 417 | 41 | ||||||
| GNMA REMIC CMO, Ser 2019-110, Cl SE, IO | ||||||||
| 2.347%, 09/20/2049(C) | 548 | 55 | ||||||
| GNMA REMIC CMO, Ser 2019-151, Cl NI, IO | ||||||||
| 3.500%, 10/20/2049 | 1,429 | 244 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| GNMA REMIC CMO, Ser 2019-6, Cl SA, IO | ||||||||
| 2.297%, 01/20/2049(C) | $ | 130 | $ | 13 | ||||
| GNMA REMIC CMO, Ser 2019-78, Cl SE, IO | ||||||||
| 2.347%, 06/20/2049(C) | 101 | 10 | ||||||
| GNMA REMIC CMO, Ser 2020-78, Cl DI, IO | ||||||||
| 4.000%, 06/20/2050 | 519 | 111 | ||||||
| 1,540 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 8.0% | ||||||||
| 280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D | ||||||||
| 5.449%, TSFR1M + 1.836%, 09/15/2034(A)(C) | 280 | 279 | ||||||
| A&D Mortgage Trust, Ser 2026-NQM2, Cl A2 | ||||||||
| 5.013%, 03/25/2071(A)(E) | 486 | 479 | ||||||
| BAHA Trust, Ser 2024-MAR, Cl B | ||||||||
| 7.069%, 12/10/2041(A)(C) | 1,000 | 1,029 | ||||||
| BBCMS Mortgage Trust, Ser 2018-TALL, Cl A | ||||||||
| 4.545%, TSFR1M + 0.919%, 03/15/2037(A)(C) | 1,100 | 1,040 | ||||||
| BHMS Commercial Mortgage Trust, Ser 2025-ATLS, Cl A | ||||||||
| 5.475%, TSFR1M + 1.850%, 08/15/2042(A)(C) | 800 | 803 | ||||||
| BRAVO Residential Funding Trust, Ser 2022-NQM2, Cl A1 | ||||||||
| 5.272%, 11/25/2061(A)(C) | 658 | 654 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-AIRC, Cl C | ||||||||
| 6.215%, TSFR1M + 2.590%, 08/15/2041(A)(C) | 867 | 871 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-BIO2, Cl B | ||||||||
| 6.096%, 08/13/2041(A)(C) | 1,000 | 984 | ||||||
| BX Commercial Mortgage Trust, Ser 2024-BIO2, Cl C | ||||||||
| 6.847%, 08/13/2041(A)(C) | 1,000 | 994 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-INV3, Cl A3 | ||||||||
| 5.746%, 09/25/2069(A)(E) | 528 | 528 | ||||||
| COLT Mortgage Loan Trust, Ser 2024-INV3, Cl M1 | ||||||||
| 5.924%, 09/25/2069(A)(C) | 750 | 747 | ||||||
| COLT Mortgage Loan Trust, Ser 2025-1, Cl M1 | ||||||||
| 6.631%, 01/25/2070(A)(C) | 750 | 756 | ||||||
| Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1 | ||||||||
| 7.842%, SOFR30A + 4.214%, 07/25/2039(A)(C) | 340 | 340 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1 | ||||||||
| 6.378%, SOFR30A + 2.750%, 12/25/2041(A)(C) | 680 | 684 | ||||||
| 190 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 | ||||||||
| 6.628%, SOFR30A + 3.000%, 04/25/2042(A)(C) | $ | 382 | $ | 386 | ||||
| EFMT, Ser 2026-INV2, Cl A3 | ||||||||
| 5.087%, 02/25/2071(A)(E) | 475 | 467 | ||||||
| EFMT, Ser 2026-NQM3, Cl A2 | ||||||||
| 5.283%, 03/25/2071(A)(E) | 479 | 474 | ||||||
| Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1 | ||||||||
| 5.055%, 05/25/2065(A)(C) | 600 | 594 | ||||||
| ELM Trust, Ser 2024-ELM, Cl B15 | ||||||||
| 6.195%, 06/10/2039(A)(C) | 1,000 | 1,000 | ||||||
| ELM Trust, Ser 2024-ELM, Cl C15 | ||||||||
| 6.396%, 06/10/2039(A)(C) | 1,000 | 1,001 | ||||||
| ELM Trust, Ser 2024-ELM, Cl D15 | ||||||||
| 6.897%, 06/10/2039(A)(C) | 1,000 | 1,000 | ||||||
| GCAT Trust, Ser 2024-INV2, Cl A14 | ||||||||
| 6.000%, 06/25/2054(A)(C) | 499 | 504 | ||||||
| Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl A | ||||||||
| 6.164%, 10/25/2056 | 764 | 772 | ||||||
| Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl M1 | ||||||||
| 6.560%, 10/25/2056(C) | 814 | 818 | ||||||
| Harvest Commercial Capital Loan Trust, Ser 2025-1, Cl M3 | ||||||||
| 7.129%, 06/25/2057(C) | 284 | 288 | ||||||
| Harvest Commercial Capital Loan Trust, Ser 2025-1, Cl M4 | ||||||||
| 9.044%, 06/25/2057(C) | 950 | 963 | ||||||
| HOMES Trust, Ser 2025-AFC1, Cl A1 | ||||||||
| 5.727%, 01/25/2060(A)(E) | 362 | 363 | ||||||
| Hudson Yards Mortgage Trust, Ser 2025-SPRL, Cl D | ||||||||
| 6.551%, 01/13/2040(A)(C) | 350 | 358 | ||||||
| Imperial Fund Mortgage Trust, Ser 2022-NQM4, Cl A2 | ||||||||
| 6.040%, 06/25/2067(A)(E) | 650 | 647 | ||||||
| IRV Trust, Ser 2025-200P, Cl A | ||||||||
| 5.471%, 03/14/2047(A)(C) | 800 | 806 | ||||||
| IRV Trust, Ser 2025-200P, Cl D | ||||||||
| 6.371%, 03/14/2047(A)(C) | 250 | 253 | ||||||
| JP Morgan Mortgage Trust, Ser 2024-5, Cl A9A | ||||||||
| 6.000%, 11/25/2054(A)(C) | 407 | 412 | ||||||
| JP Morgan Mortgage Trust, Ser 2026-NQX1, Cl A2 | ||||||||
| 5.805%, 07/25/2066(A)(E) | 471 | 469 | ||||||
| JP Morgan Mortgage Trust, Ser 2026-NQX1, Cl A3 | ||||||||
| 5.957%, 07/25/2066(A)(E) | 471 | 469 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| MSWF Commercial Mortgage Trust, Ser 2023-2, Cl C | ||||||||
| 7.245%, 12/15/2056(C) | $ | 290 | $ | 306 | ||||
| NYC Commercial Mortgage Trust, Ser 2025-3BP, Cl B | ||||||||
| 5.318%, TSFR1M + 1.692%, 02/15/2042(A)(C) | 550 | 550 | ||||||
| OBX Trust, Ser 2024-NQM16, Cl A3 | ||||||||
| 5.885%, 10/25/2064(A)(E) | 532 | 532 | ||||||
| OBX Trust, Ser 2024-NQM8, Cl A3 | ||||||||
| 6.588%, 05/25/2064(A)(E) | 479 | 481 | ||||||
| PRKCM Trust, Ser 2023-AFC1, Cl A3 | ||||||||
| 7.304%, 02/25/2058(A)(E) | 125 | 124 | ||||||
| PRKCM Trust, Ser 2024-HOME1, Cl A3 | ||||||||
| 6.785%, 05/25/2059(A)(E) | 549 | 551 | ||||||
| PRKCM Trust, Ser 2024-HOME1, Cl B1 | ||||||||
| 7.607%, 05/25/2059(A)(C) | 1,000 | 1,012 | ||||||
| PRKCM Trust, Ser 2024-HOME1, Cl M1 | ||||||||
| 6.861%, 05/25/2059(A)(C) | 1,000 | 1,007 | ||||||
| PRPM Trust, Ser 2026-NQM1, Cl A2 | ||||||||
| 5.287%, 02/25/2071(A)(E) | 285 | 283 | ||||||
| ROCK Trust, Ser 2024-CNTR, Cl A | ||||||||
| 5.388%, 11/13/2041(A) | 1,050 | 1,061 | ||||||
| ROCK Trust, Ser 2024-CNTR, Cl D | ||||||||
| 7.109%, 11/13/2041(A) | 650 | 673 | ||||||
| Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M | ||||||||
| 4.250%, 11/25/2059(A)(C) | 635 | 616 | ||||||
| Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M | ||||||||
| 4.250%, 05/25/2060(A)(C) | 613 | 598 | ||||||
| Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M | ||||||||
| 4.500%, 11/25/2061(A)(C) | 320 | 298 | ||||||
| Starwood Mortgage Residential Trust, Ser 2022-3, Cl A1 | ||||||||
| 5.161%, 03/25/2067(A)(C) | 697 | 692 | ||||||
| SUA, Ser 2025-1, Cl A | ||||||||
| 5.875%, 05/25/2040(A) | 500 | 499 | ||||||
| TORY Commercial Mortgage Trust, Ser 2026-HGTS, Cl B | ||||||||
| 5.327%, 01/13/2046(A)(C) | 500 | 488 | ||||||
| TPG Trust, Ser 2024-WLSC, Cl A | ||||||||
| 5.758%, TSFR1M + 2.133%, 11/15/2029(A)(C) | 400 | 399 | ||||||
| TPG Trust, Ser 2024-WLSC, Cl B | ||||||||
| 6.556%, TSFR1M + 2.930%, 11/15/2029(A)(C) | 200 | 199 | ||||||
| UBS Commercial Mortgage Trust, Ser 2017-C2, Cl AS | ||||||||
| 3.740%, 08/15/2050(C) | 603 | 591 | ||||||
| SEI Institutional Managed Trust | 191 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| US Bank C&I Credit-Linked Notes, Ser 2025-SUP2, Cl E | ||||||||
| 7.328%, SOFR30A + 3.700%, 09/25/2032(A)(C) | $ | 686 | $ | 694 | ||||
| US Bank, Ser 2025-SUP1, Cl D | ||||||||
| 6.328%, SOFR30A + 2.700%, 02/25/2032(A)(C) | 448 | 450 | ||||||
| VCC Trust, Ser 2025-MC1, Cl A1 | ||||||||
| 8.163%, 05/25/2055(A)(E) | 653 | 650 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2019-3, Cl M5 | ||||||||
| 4.730%, 10/25/2049(A)(C) | 942 | 817 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl M1 | ||||||||
| 6.870%, 06/25/2054(A)(C) | 672 | 681 | ||||||
| Velocity Commercial Capital Loan Trust, Ser 2026-1, Cl M2 | ||||||||
| 5.890%, 02/25/2056(A)(C) | 497 | 490 | ||||||
| Verus Securitization Trust, Ser 2023-8, Cl A3 | ||||||||
| 6.968%, 12/25/2068(A)(E) | 137 | 138 | ||||||
| Verus Securitization Trust, Ser 2024-1, Cl A3 | ||||||||
| 6.118%, 01/25/2069(A)(E) | 270 | 270 | ||||||
| Verus Securitization Trust, Ser 2024-4, Cl A2 | ||||||||
| 6.572%, 06/25/2069(A)(E) | 536 | 540 | ||||||
| Verus Securitization Trust, Ser 2024-4, Cl A3 | ||||||||
| 6.674%, 06/25/2069(A)(E) | 536 | 539 | ||||||
| Verus Securitization Trust, Ser 2024-4, Cl B1 | ||||||||
| 7.643%, 06/25/2069(A)(C) | 360 | 365 | ||||||
| Verus Securitization Trust, Ser 2024-INV2, Cl M1 | ||||||||
| 5.787%, 08/26/2069(A)(C) | 1,000 | 1,000 | ||||||
| Verus Securitization Trust, Ser 2026-3, Cl A2 | ||||||||
| 5.181%, 03/25/2071(A)(E) | 487 | 482 | ||||||
| 40,308 | ||||||||
| Other Asset-Backed Securities — 0.3% | ||||||||
| Cars Net Lease Mortgage Notes Series, Ser 2020-1A, Cl A3 | ||||||||
| 3.100%, 12/15/2050(A) | 973 | 897 | ||||||
| US Bank, Ser 2026-SUP1, Cl E | ||||||||
| 7.093%, SOFR30A + 3.500%, 06/27/2033(A)(C) | 500 | 501 | ||||||
| 1,398 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $43,037) ($ Thousands) | 43,246 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | |||||||
| SOVEREIGN DEBT — 3.0% | |||||||||
| Angolan Government International Bond | |||||||||
| 9.125%, 11/26/2049(A) | $ | 740 | $ | 693 | |||||
| 8.750%, 04/14/2032(A) | 210 | 212 | |||||||
| Argentine Republic Government International Bond | |||||||||
| 4.125%, 07/09/2035(E) | 1,246 | 995 | |||||||
| 0.500%, 07/09/2029 | EUR | 4 | 4 | ||||||
| Bahrain Government International Bond MTN | |||||||||
| 5.625%, 05/18/2034(A) | $ | 740 | 673 | ||||||
| Beach Acquisition Bidco | |||||||||
| 5.250%, 07/15/2032 | EUR | 258 | 300 | ||||||
| Benin Government International Bond | |||||||||
| 8.375%, 01/23/2041(A) | $ | 800 | 863 | ||||||
| 4.875%, 01/19/2032(A) | EUR | 478 | 534 | ||||||
| Brazil Government International Bond | |||||||||
| 5.333%, 02/15/2028 | $ | 40 | 40 | ||||||
| Colombia Government International Bond | |||||||||
| 3.000%, 01/30/2030 | 730 | 665 | |||||||
| Congolese International Bond | |||||||||
| 9.500%, 05/26/2036 | 1,470 | 1,417 | |||||||
| Dominican Republic International Bond | |||||||||
| 4.875%, 09/23/2032 | 260 | 247 | |||||||
| 4.500%, 01/30/2030 | 550 | 529 | |||||||
| Ecuador Government International Bond | |||||||||
| 9.250%, 01/29/2039(A) | 200 | 206 | |||||||
| 8.750%, 01/29/2034(A) | 360 | 363 | |||||||
| 5.000%, 07/31/2040(A)(E) | 358 | 299 | |||||||
| 0.000%, 07/31/2030(A)(I) | 296 | 255 | |||||||
| Egypt Government International Bond | |||||||||
| 8.700%, 03/01/2049(A) | 320 | 315 | |||||||
| 5.875%, 02/16/2031 | 430 | 419 | |||||||
| Guatemala Government Bond | |||||||||
| 4.900%, 06/01/2030(A) | 280 | 276 | |||||||
| 4.875%, 02/13/2028 | 590 | 588 | |||||||
| Iraq Government International Bond | |||||||||
| 5.800%, 01/15/2028 | 70 | 69 | |||||||
| Ivory Coast Government International Bond | |||||||||
| 4.875%, 01/30/2032(A) | EUR | 1,210 | 1,364 | ||||||
| Morocco Government International Bond | |||||||||
| 3.000%, 12/15/2032(A) | $ | 730 | 640 | ||||||
| Nigeria Government International Bond | |||||||||
| 7.696%, 02/23/2038(A) | 690 | 703 | |||||||
| Republic of Uzbekistan International Bond MTN | |||||||||
| 3.700%, 11/25/2030(A) | 460 | 429 | |||||||
| Sri Lanka Government International Bond | |||||||||
| 3.600%, 06/15/2035(A)(E) | 225 | 188 | |||||||
| 3.350%, 03/15/2033(A)(E) | 333 | 320 | |||||||
| 3.100%, 01/15/2030(A)(E) | 170 | 173 | |||||||
| Turkiye Government International Bond | |||||||||
| 7.625%, 04/26/2029 | 560 | 584 | |||||||
| 6.875%, 03/17/2036 | 60 | 60 | |||||||
| 192 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT (continued) | ||||||||
| Ukraine Government International Bond | ||||||||
| 4.500%, 02/01/2029(A)(E) | $ | 318 | $ | 268 | ||||
| 4.500%, 02/01/2035(A)(E) | 220 | 152 | ||||||
| 4.500%, 02/01/2036(A)(E) | 203 | 139 | ||||||
| 0.000%, 02/01/2030(A)(E)(F) | 66 | 47 | ||||||
| 0.000%, 02/01/2035(A)(E)(F) | 209 | 126 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $14,603) ($ Thousands) | 15,155 | |||||||
| U.S. TREASURY OBLIGATIONS — 2.0% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.646%, 09/01/2026 (J) | 5,900 | 5,863 | ||||||
| 3.634%, 07/09/2026 (J) | 4,000 | 3,997 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $9,860) ($ Thousands) | 9,860 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.1% | ||||||||
| Intelsat SA, CVR *‡‡ | 22,561 | 333 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 333 | |||||||
| Face Amount (Thousands) | ||||||||
| CONVERTIBLE BOND — 0.1% | ||||||||
| Claritev | ||||||||
| 6.000%, 10/15/2027(A) | 420 | 281 | ||||||
| Total Convertible Bond | ||||||||
| (Cost $368) ($ Thousands) | 281 | |||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| PREFERRED STOCK — 0.0% | ||||||||
| Information Technology — 0.0% | ||||||||
| Oracle, 6.500% | 6,132 | $ | 276 | |||||
| Total Preferred Stock | ||||||||
| (Cost $302) ($ Thousands) | 276 | |||||||
| Face Amount (Thousands) | ||||||||
| MUNICIPAL BOND — 0.0% | ||||||||
| Illinois — 0.0% | ||||||||
| Illinois State, Build America Bonds, GO | ||||||||
| 7.350%, 07/01/2035 | $ | 161 | 172 | |||||
| Total Municipal Bond | ||||||||
| (Cost $174) ($ Thousands) | 172 | |||||||
| Number of Warrants | ||||||||
| WARRANTS — 0.0% | ||||||||
| Noble Corp PLC, Expires 02/07/2028 | ||||||||
| Strike Price $19.27 * | 2,787 | 41 | ||||||
| Noble Corp PLC, Expires 02/07/2028 | ||||||||
| Strike Price $23.13 * | 2,787 | 33 | ||||||
| Total Warrants | ||||||||
| (Cost $13) ($ Thousands) | 74 | |||||||
| Total Investments in Securities — 98.3% | ||||||||
| (Cost $483,868) ($ Thousands) | $ | 495,241 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | |||||||||||||
| Long Contracts | ||||||||||||||||||
| U.S. 2-Year Treasury Note | 54 | Sep-2026 | $ | 11,145 | $ | 11,131 | $ | (14 | ) | |||||||||
| U.S. 5-Year Treasury Note | 210 | Sep-2026 | 22,442 | 22,480 | 38 | |||||||||||||
| 33,587 | 33,611 | 24 | ||||||||||||||||
| Short Contracts | ||||||||||||||||||
| 3 Month SOFR | (116 | ) | Mar-2027 | $ | (27,814 | ) | $ | (27,828 | ) | $ | (14 | ) | ||||||
| U.S. 2-Year Treasury Note | (110 | ) | Sep-2026 | (22,670 | ) | (22,675 | ) | (5 | ) | |||||||||
| U.S. 5-Year Treasury Note | (225 | ) | Sep-2026 | (24,062 | ) | (24,085 | ) | (23 | ) | |||||||||
| U.S. 10-Year Treasury Note | (117 | ) | Sep-2026 | (12,820 | ) | (12,857 | ) | (37 | ) | |||||||||
| U.S. Long Treasury Bond | (42 | ) | Sep-2026 | (4,699 | ) | (4,767 | ) | (68 | ) | |||||||||
| U.S. Ultra Long Treasury Bond | (37 | ) | Sep-2026 | (4,258 | ) | (4,298 | ) | (40 | ) | |||||||||
| Ultra 10-Year U.S. Treasury Notes | (76 | ) | Sep-2026 | (8,449 | ) | (8,548 | ) | (99 | ) | |||||||||
| (104,772 | ) | (105,058 | ) | (286 | ) | |||||||||||||
| $ | (71,185 | ) | $ | (71,447 | ) | $ | (262 | ) | ||||||||||
| SEI Institutional Managed Trust | 193 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Income Fund (Concluded)
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||
| JPMorgan Chase Bank | 07/15/26 | GBP | 854 | USD | 1,151 | $ | 18 | |||||||||||||||
| JPMorgan Chase Bank | 08/19/26 | EUR | 3,959 | USD | 4,607 | 71 | ||||||||||||||||
| State Street | 08/19/26 | EUR | 690 | USD | 804 | 14 | ||||||||||||||||
| $ | 103 | |||||||||||||||||||||
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2026, 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.45-V1 | 5.00 | % | Quarterly | 12/20/2030 | $ | 2,900 | $ | 232 | $ | 192 | $ | 40 | ||||||||||||
| CDX.NA.IG.45-V1 | 1.00 | % | Quarterly | 12/20/2030 | 5,047 | 110 | 110 | – | ||||||||||||||||
| ICE CD CHILE | 1.00 | % | Quarterly | 06/20/2031 | 210 | 5 | 4 | 1 | ||||||||||||||||
| ICE CD PERU | 1.00 | % | Quarterly | 06/20/2031 | 980 | 17 | 8 | 9 | ||||||||||||||||
| ICE CD PHILIPPINES | 1.00 | % | Quarterly | 06/20/2031 | 390 | 6 | 1 | 5 | ||||||||||||||||
| $ | 370 | $ | 315 | $ | 55 | |||||||||||||||||||
| 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) | |||||||||||||||||||
| 2.50% | CAONREPO | Semi-Annually | 09/16/2028 | CAD | 1,460 | $ | 1 | $ | 5 | $ | (4 | ) | |||||||||||||||
| EUR006M | 2.50% | Annually | 09/16/2031 | EUR | 4,090 | (53 | ) | (69 | ) | 16 | |||||||||||||||||
| EUR006M | 2.25% | Annually | 09/16/2028 | EUR | 4,070 | (43 | ) | (54 | ) | 11 | |||||||||||||||||
| EUR006M | 2.50% | Annually | 09/16/2029 | EUR | 5,550 | (36 | ) | (50 | ) | 14 | |||||||||||||||||
| EUR006M | 2.75% | Annually | 09/16/2033 | EUR | 360 | (2 | ) | (4 | ) | 2 | |||||||||||||||||
| EUR006M | 2.75% | Annually | 09/16/2036 | EUR | 170 | (3 | ) | (5 | ) | 2 | |||||||||||||||||
| 4.00% | SONIO | Annually | 09/16/2036 | GBP | 330 | 13 | 17 | (4 | ) | ||||||||||||||||||
| $ | (123 | ) | $ | (160 | ) | $ | 37 | ||||||||||||||||||||
Percentages are based on Net Assets of $503,850 ($ Thousands).
| * | Non-income producing security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| (A) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $257,488 ($ Thousands), representing 51.1% 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) | No interest rate available. |
| (G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (H) | Unsettled bank loan. Interest rate may not be available. |
| (I) | Zero coupon security. |
| (J) | Interest rate represents the security's effective yield at the time of purchase. |
See “Glossary” for abbreviations.
| 194 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS — 49.8% | ||||||||
| U.S. Treasury Bills | ||||||||
| 3.681%, 08/25/2026 ^(A) | $ | 4,050 | $ | 4,028 | ||||
| 3.657%, 08/18/2026 ^(A) | 1,900 | 1,891 | ||||||
| 3.657%, 09/17/2026 ^(A) | 300 | 298 | ||||||
| 3.650%, 08/27/2026 ^(A) | 150 | 149 | ||||||
| 3.640%, 07/16/2026 ^(A) | 21 | 21 | ||||||
| 3.638%, 07/02/2026 ^(A) | 1,200 | 1,200 | ||||||
| 3.636%, 07/28/2026 ^(A) | 1,035 | 1,032 | ||||||
| 3.632%, 07/23/2026 ^(A) | 1,335 | 1,332 | ||||||
| 3.631%, 08/11/2026 ^(A) | 525 | 523 | ||||||
| 3.616%, 07/09/2026 ^(A) | 175 | 175 | ||||||
| 3.614%, 07/30/2026 ^(A) | 22,775 | 22,709 | ||||||
| 3.613%, 07/07/2026 ^(A) | 8,230 | 8,225 | ||||||
| 3.602%, 07/14/2026 ^(A) | 4,435 | 4,429 | ||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 1.625%, 04/15/2030 | 24,684 | 24,383 | ||||||
| 1.250%, 04/15/2031 | 5,876 | 5,692 | ||||||
| 1.125%, 10/15/2030 | 19,612 | 19,042 | ||||||
| 0.250%, 07/15/2029 | 78,797 | 75,147 | ||||||
| 0.125%, 01/15/2030 | 6,540 | 6,141 | ||||||
| 0.125%, 07/15/2030 | 25,653 | 23,966 | ||||||
| 0.125%, 01/15/2031 | 14,246 | 13,157 | ||||||
| U.S. Treasury Notes | ||||||||
| 4.500%, 04/15/2027 ^ | 600 | 602 | ||||||
| 4.375%, 08/15/2026 ^ | 700 | 700 | ||||||
| 4.375%, 07/15/2027 ^ | 500 | 501 | ||||||
| 4.250%, 12/31/2026 ^ | 900 | 901 | ||||||
| 4.250%, 01/15/2028 ^ | 1,500 | 1,502 | ||||||
| 4.250%, 02/15/2028 ^ | 1,300 | 1,301 | ||||||
| 4.125%, 05/31/2031 | 7,077 | 7,051 | ||||||
| 4.000%, 06/30/2028 | 2,761 | 2,753 | ||||||
| 3.976%, USBMMY3M + 0.205%, 10/31/2026 ^(B) | 1,500 | 1,501 | ||||||
| 3.961%, USBMMY3M + 0.190%, 10/31/2027 ^(B) | 5,000 | 5,007 | ||||||
| 3.931%, USBMMY3M + 0.160%, 04/30/2027 ^(B) | 3,600 | 3,604 | ||||||
| 3.930%, USBMMY3M + 0.159%, 07/31/2027 ^(B) | 5,100 | 5,106 | ||||||
| 3.875%, 05/31/2027 ^ | 500 | 499 | ||||||
| 3.874%, USBMMY3M + 0.103%, 04/30/2028 ^(B) | 2,000 | 2,000 | ||||||
| 3.870%, USBMMY3M + 0.099%, 01/31/2028 ^(B) | 4,500 | 4,501 | ||||||
| 3.869%, USBMMY3M + 0.098%, 01/31/2027 ^(B) | 3,400 | 3,401 | ||||||
| 3.750%, 08/31/2026 ^ | 600 | 600 | ||||||
| 3.750%, 05/15/2028 ^ | 500 | 496 | ||||||
| 3.500%, 10/31/2027 ^ | 800 | 793 | ||||||
| 3.500%, 01/15/2029 ^ | 1,000 | 984 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 3.375%, 09/15/2027 ^ | $ | 100 | $ | 99 | ||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $259,616) ($ Thousands) | 257,442 | |||||||
| Shares | ||||||||
| COMMON STOCK — 29.2% | ||||||||
| Communication Services — 1.3% | ||||||||
| Alphabet Inc, Cl A | 3,268 | 1,168 | ||||||
| Alphabet Inc, Cl C | 2,668 | 943 | ||||||
| AST SpaceMobile Inc, Cl A * | 2,015 | 179 | ||||||
| AT&T Inc (C) | 49,831 | 1,031 | ||||||
| Bandwidth Inc, Cl A * | 547 | 35 | ||||||
| Comcast Corp, Cl A | 26,848 | 659 | ||||||
| Globalstar Inc * | 346 | 28 | ||||||
| Iridium Communications Inc | 805 | 44 | ||||||
| Liberty Global Ltd, Cl A * | 487 | 6 | ||||||
| Liberty Global Ltd, Cl C * | 1,259 | 14 | ||||||
| Lumen Technologies Inc * | 5,718 | 44 | ||||||
| Meta Platforms Inc, Cl A | 1,225 | 690 | ||||||
| Millicom International Cellular SA | 610 | 55 | ||||||
| Reddit Inc, Cl A * | 114 | 20 | ||||||
| Telephone and Data Systems Inc | 708 | 26 | ||||||
| T-Mobile US Inc | 3,584 | 601 | ||||||
| Uniti Group Inc * | 955 | 11 | ||||||
| Verizon Communications Inc | 30,498 | 1,291 | ||||||
| 6,845 | ||||||||
| Consumer Staples — 7.4% | ||||||||
| Albertsons Cos Inc, Cl A | 4,280 | 58 | ||||||
| Altria Group (C) | 20,452 | 1,471 | ||||||
| Andersons Inc/The | 536 | 37 | ||||||
| Archer-Daniels-Midland Co | 5,652 | 432 | ||||||
| BellRing Brands Inc * | 1,552 | 20 | ||||||
| BJ's Wholesale Club Holdings Inc * | 1,627 | 142 | ||||||
| Boston Beer Co Inc/The, Cl A * | 137 | 24 | ||||||
| Brown-Forman Corp, Cl A | 805 | 22 | ||||||
| Brown-Forman Corp, Cl B | 1,650 | 44 | ||||||
| Bunge Global SA | 1,625 | 173 | ||||||
| Cal-Maine Foods Inc | 502 | 40 | ||||||
| Campbell's Company/The | 2,535 | 56 | ||||||
| Casey's General Stores Inc | 442 | 351 | ||||||
| Celsius Holdings Inc * | 2,038 | 60 | ||||||
| Central Garden & Pet Co, Cl A * | 841 | 33 | ||||||
| Chefs' Warehouse Inc/The * | 383 | 37 | ||||||
| Church & Dwight Co Inc | 2,824 | 274 | ||||||
| Clorox Co/The | 1,819 | 174 | ||||||
| Coca-Cola Co/The (C) | 46,397 | 3,771 | ||||||
| Coca-Cola Consolidated Inc | 715 | 136 | ||||||
| Colgate-Palmolive Co | 9,518 | 873 | ||||||
| Conagra Brands Inc | 5,789 | 78 | ||||||
| Constellation Brands Inc, Cl A | 1,767 | 246 | ||||||
| Costco Wholesale Corp (C) | 5,486 | 5,132 | ||||||
| SEI Institutional Managed Trust | 195 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Coty Inc, Cl A * | 5,808 | $ | 12 | |||||
| Darling Ingredients Inc * | 1,979 | 108 | ||||||
| Del Monte Corp | 454 | 13 | ||||||
| Dole PLC | 1,506 | 21 | ||||||
| Dollar General Corp | 2,693 | 310 | ||||||
| Dollar Tree Inc * | 2,134 | 258 | ||||||
| Edgewell Personal Care Co | 821 | 22 | ||||||
| elf Beauty Inc * | 774 | 57 | ||||||
| Energizer Holdings Inc | 817 | 17 | ||||||
| Estee Lauder Cos Inc/The, Cl A | 2,920 | 230 | ||||||
| Flowers Foods Inc | 2,399 | 19 | ||||||
| Freshpet Inc * | 636 | 38 | ||||||
| General Mills Inc | 6,245 | 217 | ||||||
| Grocery Outlet Holding Corp * | 1,388 | 14 | ||||||
| Herbalife Ltd * | 1,741 | 23 | ||||||
| Hershey Co/The | 1,800 | 316 | ||||||
| Hormel Foods Corp | 3,676 | 91 | ||||||
| Ingles Markets Inc, Cl A | 244 | 22 | ||||||
| Ingredion Inc | 693 | 66 | ||||||
| Interparfums Inc | 162 | 18 | ||||||
| J & J Snack Foods Corp | 459 | 34 | ||||||
| J M Smucker Co/The | 1,275 | 143 | ||||||
| Kenvue Inc | 22,608 | 432 | ||||||
| Keurig Dr Pepper Inc | 15,111 | 495 | ||||||
| Kimberly-Clark Corp | 3,948 | 433 | ||||||
| Kraft Heinz Co/The | 10,238 | 242 | ||||||
| Kroger Co/The | 7,196 | 400 | ||||||
| Lamb Weston Holdings Inc | 1,716 | 74 | ||||||
| Maplebear Inc * | 2,096 | 99 | ||||||
| Marzetti Company/The | 259 | 29 | ||||||
| McCormick & Co Inc/MD | 3,206 | 162 | ||||||
| Molson Coors Beverage Co, Cl B | 2,041 | 79 | ||||||
| Mondelez International Inc, Cl A | 15,756 | 911 | ||||||
| Monster Beverage Corp * | 8,273 | 795 | ||||||
| National Beverage Corp, Cl A | 807 | 25 | ||||||
| Oil-Dri Corp of America | 114 | 12 | ||||||
| PepsiCo Inc (C) | 16,545 | 2,240 | ||||||
| Performance Food Group Co * | 1,896 | 212 | ||||||
| Philip Morris International (C) | 18,661 | 3,376 | ||||||
| Pilgrim's Pride Corp | 806 | 23 | ||||||
| Post Holdings Inc * | 635 | 56 | ||||||
| PriceSmart Inc | 373 | 73 | ||||||
| Primo Brands Corp, Cl A | 3,276 | 80 | ||||||
| Procter & Gamble Co/The (C) | 28,272 | 4,146 | ||||||
| Reynolds Consumer Products Inc | 741 | 20 | ||||||
| Seaboard Corp | 4 | 18 | ||||||
| Simply Good Foods Co/The * | 1,108 | 15 | ||||||
| Smithfield Foods Inc | 883 | 21 | ||||||
| Spectrum Brands Holdings Inc | 378 | 32 | ||||||
| Sprouts Farmers Market Inc * | 1,182 | 100 | ||||||
| Sysco Corp | 5,774 | 483 | ||||||
| Target Corp, Cl A | 5,527 | 722 | ||||||
| Turning Point Brands Inc | 307 | 26 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Tyson Foods Inc, Cl A (C) | 3,263 | $ | 187 | |||||
| United Natural Foods Inc * | 517 | 24 | ||||||
| Universal Corp/VA | 297 | 15 | ||||||
| US Foods Holding Corp * | 2,767 | 283 | ||||||
| Vita Coco Co Inc/The * | 509 | 34 | ||||||
| Walgreens Boots Alliance Inc * | 7,869 | 4 | ||||||
| Walmart Inc (C) | 53,161 | 6,021 | ||||||
| WD-40 Co | 171 | 42 | ||||||
| Weis Markets Inc | 245 | 19 | ||||||
| 38,193 | ||||||||
| Energy — 8.4% | ||||||||
| Antero Midstream Corp | 6,562 | 149 | ||||||
| Antero Resources Corp * | 5,504 | 193 | ||||||
| APA Corp | 7,101 | 231 | ||||||
| Archrock Inc | 3,173 | 129 | ||||||
| Atlas Energy Solutions Inc, Cl A | 1,636 | 27 | ||||||
| Baker Hughes Co, Cl A | 19,110 | 1,061 | ||||||
| BKV Corp * | 209 | 6 | ||||||
| Borr Drilling Ltd * | 3,606 | 15 | ||||||
| Bristow Group Inc | 367 | 15 | ||||||
| Cactus Inc, Cl A | 1,205 | 62 | ||||||
| California Resources Corp | 1,334 | 71 | ||||||
| Calumet Inc * | 964 | 35 | ||||||
| Centrus Energy Corp, Cl A * | 257 | 43 | ||||||
| Cheniere Energy Inc | 4,061 | 971 | ||||||
| Chevron Corp (C) | 35,010 | 5,803 | ||||||
| Chord Energy Corp | 1,392 | 159 | ||||||
| CNX Resources Corp * | 2,385 | 81 | ||||||
| Comstock Resources Inc * | 1,773 | 26 | ||||||
| ConocoPhillips (C) | 23,247 | 2,417 | ||||||
| Core Laboratories Inc | 900 | 10 | ||||||
| Core Natural Resources Inc | 1,255 | 100 | ||||||
| Crescent Energy Co, Cl A | 5,338 | 52 | ||||||
| CVR Energy Inc | 292 | 8 | ||||||
| Delek US Holdings Inc | 975 | 50 | ||||||
| Devon Energy Corp | 20,871 | 862 | ||||||
| DHT Holdings Inc | 2,029 | 34 | ||||||
| Diamondback Energy Inc, Cl A | 3,798 | 668 | ||||||
| Diversified Energy Co | 1,377 | 19 | ||||||
| Dorian LPG Ltd | 593 | 21 | ||||||
| DT Midstream Inc | 1,961 | 288 | ||||||
| Energy Fuels Inc/Canada * | 4,428 | 64 | ||||||
| EOG Resources Inc | 10,020 | 1,300 | ||||||
| EQT Corp | 11,456 | 609 | ||||||
| Excelerate Energy Inc, Cl A | 697 | 26 | ||||||
| Expand Energy Corp | 4,182 | 381 | ||||||
| Expro Group Holdings NV * | 1,121 | 17 | ||||||
| Exxon Mobil Corp (C) | 79,645 | 10,889 | ||||||
| FLEX LNG Ltd | 616 | 17 | ||||||
| Forum Energy Technologies Inc * | 402 | 20 | ||||||
| Golar LNG Ltd | 1,601 | 80 | ||||||
| Green Plains Inc * | 1,400 | 22 | ||||||
| Gulfport Energy Corp * | 347 | 59 | ||||||
| 196 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Halliburton Co | 16,625 | $ | 564 | |||||
| Helix Energy Solutions Group Inc * | 3,440 | 30 | ||||||
| Helmerich & Payne Inc | 1,602 | 52 | ||||||
| HF Sinclair Corp | 2,819 | 196 | ||||||
| Innovex International Inc * | 1,031 | 26 | ||||||
| International Seaways Inc | 745 | 57 | ||||||
| Kinder Morgan Inc | 36,870 | 1,179 | ||||||
| Kinetik Holdings Inc, Cl A | 1,096 | 53 | ||||||
| Kodiak Gas Services Inc | 2,124 | 160 | ||||||
| Kosmos Energy Ltd * | 5,622 | 12 | ||||||
| Liberty Energy Inc, Cl A | 2,578 | 67 | ||||||
| Magnolia Oil & Gas Corp, Cl A | 3,043 | 78 | ||||||
| Marathon Petroleum Corp (C) | 5,688 | 1,454 | ||||||
| Matador Resources Co | 2,062 | 103 | ||||||
| Murphy Oil Corp | 2,462 | 80 | ||||||
| Nabors Industries Ltd * | 221 | 19 | ||||||
| National Energy Services Reunited Corp * | 823 | 25 | ||||||
| Navigator Holdings Ltd | 815 | 15 | ||||||
| NextDecade Corp * | 2,470 | 19 | ||||||
| Noble Corp PLC | 2,236 | 83 | ||||||
| Nordic American Tankers Ltd | 2,870 | 16 | ||||||
| Northern Oil & Gas Inc | 2,137 | 39 | ||||||
| NOV Inc | 6,880 | 128 | ||||||
| Occidental Petroleum Corp | 13,250 | 644 | ||||||
| Oceaneering International Inc, Cl A * | 1,897 | 77 | ||||||
| Oil States International Inc * | 438 | 3 | ||||||
| ONEOK | 12,209 | 1,061 | ||||||
| Ovintiv Inc | 5,218 | 275 | ||||||
| Par Pacific Holdings Inc * | 748 | 42 | ||||||
| Patterson-UTI Energy Inc | 5,838 | 54 | ||||||
| PBF Energy Inc, Cl A | 1,706 | 78 | ||||||
| Peabody Energy Corp | 2,051 | 47 | ||||||
| Permian Resources Corp, Cl A | 13,924 | 256 | ||||||
| Phillips 66 | 7,621 | 1,288 | ||||||
| ProPetro Holding Corp * | 2,436 | 35 | ||||||
| Range Resources Corp | 4,346 | 162 | ||||||
| REX American Resources Corp * | 654 | 30 | ||||||
| Riley Exploration Permian Inc | 390 | 13 | ||||||
| RPC Inc | 2,619 | 15 | ||||||
| Sable Offshore Corp * | 1,934 | 6 | ||||||
| Scorpio Tankers Inc | 912 | 63 | ||||||
| Seadrill Ltd * | 1,043 | 39 | ||||||
| Select Water Solutions Inc, Cl A | 1,234 | 25 | ||||||
| SFL Corp Ltd, Cl B | 3,000 | 31 | ||||||
| SLB Ltd, Cl A | 28,904 | 1,344 | ||||||
| SM Energy Co | 4,730 | 123 | ||||||
| Solaris Energy Infrastructure Inc, Cl A | 914 | 74 | ||||||
| Talos Energy Inc * | 2,767 | 36 | ||||||
| Targa Resources | 4,104 | 1,100 | ||||||
| TechnipFMC PLC | 7,545 | 500 | ||||||
| Teekay Corp Ltd | 3,021 | 30 | ||||||
| Teekay Tankers Ltd, Cl A | 353 | 23 | ||||||
| TETRA Technologies Inc * | 2,188 | 25 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Texas Pacific Land Corp | 1,095 | $ | 479 | |||||
| Tidewater Inc * | 888 | 59 | ||||||
| Transocean Ltd * | 18,004 | 88 | ||||||
| Uranium Energy Corp * | 10,969 | 117 | ||||||
| VAALCO Energy Inc | 3,606 | 18 | ||||||
| Valaris Ltd * | 1,068 | 78 | ||||||
| Valero Energy Corp (C) | 5,693 | 1,483 | ||||||
| Viper Energy Inc, Cl A | 3,213 | 136 | ||||||
| Vitesse Energy Inc | 731 | 11 | ||||||
| Weatherford International PLC | 1,291 | 105 | ||||||
| Williams Cos Inc/The | 23,144 | 1,720 | ||||||
| World Kinect Corp | 961 | 32 | ||||||
| 43,370 | ||||||||
| Health Care — 6.3% | ||||||||
| 10X Genomics Inc, Cl A * | 1,545 | 59 | ||||||
| Abbott Laboratories | 8,221 | 746 | ||||||
| AbbVie Inc | 8,479 | 2,134 | ||||||
| Acadia Healthcare Co Inc, Cl A * | 141 | 4 | ||||||
| ACADIA Pharmaceuticals Inc * | 925 | 23 | ||||||
| Addus HomeCare Corp * | 154 | 15 | ||||||
| Agilent Technologies Inc | 1,325 | 176 | ||||||
| Align Technology Inc * | 335 | 57 | ||||||
| Alignment Healthcare Inc * | 583 | 14 | ||||||
| Alkermes PLC * | 624 | 33 | ||||||
| Alnylam Pharmaceuticals Inc * | 608 | 183 | ||||||
| Amgen Inc, Cl A (C) | 2,628 | 952 | ||||||
| Amneal Pharmaceuticals Inc * | 3,559 | 62 | ||||||
| Apogee Therapeutics Inc * | 201 | 27 | ||||||
| Arcus Biosciences Inc * | 1,540 | 47 | ||||||
| Arcutis Biotherapeutics Inc * | 892 | 23 | ||||||
| Arrowhead Pharmaceuticals Inc * | 530 | 43 | ||||||
| Artivion Inc * | 291 | 7 | ||||||
| Aurinia Pharmaceuticals Inc * | 1,483 | 25 | ||||||
| Avantor Inc * | 3,405 | 34 | ||||||
| Axsome Therapeutics Inc * | 209 | 51 | ||||||
| Baxter International Inc (C) | 2,480 | 53 | ||||||
| Beam Therapeutics Inc * | 231 | 8 | ||||||
| Becton Dickinson & Co | 1,398 | 212 | ||||||
| BioCryst Pharmaceuticals Inc * | 1,445 | 14 | ||||||
| Biogen Inc * | 642 | 139 | ||||||
| BioMarin Pharmaceutical Inc * | 975 | 56 | ||||||
| Bio-Rad Laboratories Inc, Cl A * | 73 | 21 | ||||||
| Bio-Techne Corp | 851 | 60 | ||||||
| Boston Scientific Corp * | 7,649 | 326 | ||||||
| Bridgebio Pharma Inc * | 744 | 55 | ||||||
| BrightSpring Health Services Inc * | 514 | 36 | ||||||
| Bristol-Myers Squibb Co | 9,465 | 545 | ||||||
| Brookdale Senior Living Inc, Cl A * | 1,066 | 17 | ||||||
| Bruker Corp | 410 | 25 | ||||||
| Cardinal Health Inc | 1,113 | 264 | ||||||
| Catalyst Pharmaceuticals Inc * | 636 | 20 | ||||||
| Celcuity Inc * | 177 | 19 | ||||||
| Celldex Therapeutics Inc * | 1,947 | 72 | ||||||
| SEI Institutional Managed Trust | 197 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Cencora Inc, Cl A | 864 | $ | 244 | |||||
| Centene Corp * | 2,153 | 138 | ||||||
| CG oncology Inc * | 143 | 10 | ||||||
| Charles River Laboratories International Inc * | 272 | 62 | ||||||
| Chemed Corp | 85 | 40 | ||||||
| Cigna Group/The | 1,296 | 357 | ||||||
| Cogent Biosciences Inc * | 811 | 31 | ||||||
| Concentra Group Holdings Parent Inc | 1,396 | 42 | ||||||
| Cooper Cos Inc/The * | 929 | 67 | ||||||
| Corcept Therapeutics Inc * | 407 | 35 | ||||||
| CorVel Corp * | 591 | 37 | ||||||
| Crinetics Pharmaceuticals Inc * | 500 | 19 | ||||||
| CRISPR Therapeutics AG * | 339 | 18 | ||||||
| CVS Health Corp | 6,263 | 648 | ||||||
| Cytokinetics Inc * | 560 | 48 | ||||||
| Danaher Corp, Cl A | 3,141 | 598 | ||||||
| DaVita Inc * | 128 | 28 | ||||||
| Denali Therapeutics Inc * | 876 | 23 | ||||||
| DENTSPLY SIRONA Inc | 1,315 | 14 | ||||||
| Dexcom Inc * | 1,687 | 114 | ||||||
| Dianthus Therapeutics Inc * | 119 | 12 | ||||||
| Doximity Inc, Cl A * | 773 | 16 | ||||||
| Dyne Therapeutics Inc * | 2,257 | 50 | ||||||
| Edwards Lifesciences Corp, Cl A * | 2,701 | 244 | ||||||
| Elanco Animal Health Inc * | 2,625 | 65 | ||||||
| Elevance Health Inc | 1,065 | 412 | ||||||
| Eli Lilly & Co | 3,864 | 4,635 | ||||||
| Encompass Health Corp | 433 | 44 | ||||||
| Ensign Group Inc/The | 258 | 41 | ||||||
| Envista Holdings Corp * | 702 | 18 | ||||||
| Exelixis Inc * | 1,164 | 63 | ||||||
| GE HealthCare Technologies Inc | 2,244 | 144 | ||||||
| Gilead Sciences Inc (C) | 6,066 | 766 | ||||||
| Glaukos Corp * | 319 | 45 | ||||||
| Globus Medical Inc, Cl A * | 431 | 34 | ||||||
| GRAIL Inc * | 482 | 33 | ||||||
| Guardant Health Inc * | 577 | 87 | ||||||
| Haemonetics Corp * | 336 | 25 | ||||||
| Halozyme Therapeutics Inc * | 429 | 34 | ||||||
| HCA Healthcare Inc | 772 | 301 | ||||||
| HealthEquity Inc * | 392 | 35 | ||||||
| Henry Schein Inc * | 375 | 31 | ||||||
| Hims & Hers Health Inc * | 940 | 33 | ||||||
| Humana Inc | 609 | 242 | ||||||
| ICU Medical Inc * | 356 | 52 | ||||||
| Ideaya Biosciences Inc * | 752 | 28 | ||||||
| IDEXX Laboratories Inc * | 396 | 208 | ||||||
| Illumina Inc * | 765 | 135 | ||||||
| Immunome Inc * | 579 | 12 | ||||||
| Immunovant Inc * | 712 | 27 | ||||||
| Incyte Corp * | 816 | 93 | ||||||
| Indivior Pharmaceuticals Inc * | 295 | 12 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Insmed Inc * | 1,204 | $ | 128 | |||||
| Insulet Corp * | 399 | 61 | ||||||
| Integer Holdings Corp * | 165 | 15 | ||||||
| Intuitive Surgical Inc * | 1,704 | 678 | ||||||
| Ionis Pharmaceuticals Inc * | 694 | 55 | ||||||
| IQVIA Holdings Inc * | 728 | 141 | ||||||
| IRhythm Holdings Inc * | 135 | 16 | ||||||
| Jazz Pharmaceuticals PLC * | 257 | 62 | ||||||
| Johnson & Johnson | 11,421 | 2,901 | ||||||
| Krystal Biotech Inc * | 152 | 56 | ||||||
| Kymera Therapeutics Inc * | 216 | 25 | ||||||
| Labcorp Holdings Inc | 377 | 106 | ||||||
| Lantheus Holdings Inc * | 298 | 33 | ||||||
| LeMaitre Vascular Inc | 122 | 12 | ||||||
| Ligand Pharmaceuticals Inc * | 89 | 28 | ||||||
| Liquidia Corp * | 143 | 11 | ||||||
| LivaNova PLC * | 105 | 9 | ||||||
| Madrigal Pharmaceuticals Inc * | 77 | 41 | ||||||
| McKesson Corp | 600 | 453 | ||||||
| Medline Inc, Cl A * | 1,461 | 58 | ||||||
| Medpace Holdings Inc * | 94 | 50 | ||||||
| Medtronic PLC | 6,060 | 474 | ||||||
| Merck & Co Inc | 11,963 | 1,537 | ||||||
| Merit Medical Systems Inc * | 239 | 17 | ||||||
| Mettler-Toledo International Inc * | 104 | 133 | ||||||
| Mirati Therapeutics Inc *(D) | 600 | — | ||||||
| Mirum Pharmaceuticals Inc * | 145 | 17 | ||||||
| Moderna Inc * | 1,785 | 125 | ||||||
| Molina Healthcare Inc * | 224 | 51 | ||||||
| Natera Inc * | 646 | 175 | ||||||
| National HealthCare Corp | 158 | 33 | ||||||
| Neurocrine Biosciences Inc * | 508 | 86 | ||||||
| Nuvalent Inc, Cl A * | 320 | 40 | ||||||
| Omnicell Inc * | 491 | 20 | ||||||
| Option Care Health Inc * | 1,187 | 25 | ||||||
| Organon & Co | 1,600 | 22 | ||||||
| Oruka Therapeutics * | 301 | 29 | ||||||
| Pediatrix Medical Group Inc * | 84 | 2 | ||||||
| Penumbra Inc * | 199 | 63 | ||||||
| Perrigo Co PLC | 900 | 9 | ||||||
| Pfizer Inc | 27,056 | 652 | ||||||
| Praxis Precision Medicines Inc * | 104 | 35 | ||||||
| Prestige Consumer Healthcare Inc, Cl A * | 315 | 15 | ||||||
| Privia Health Group Inc * | 837 | 22 | ||||||
| Protagonist Therapeutics Inc * | 259 | 32 | ||||||
| PTC Therapeutics Inc * | 446 | 36 | ||||||
| QIAGEN NV | 1,031 | 40 | ||||||
| Quest Diagnostics Inc | 540 | 114 | ||||||
| QuidelOrtho Corp * | 400 | 7 | ||||||
| RadNet Inc * | 251 | 15 | ||||||
| Regeneron Pharmaceuticals Inc | 487 | 304 | ||||||
| Repligen Corp * | 287 | 39 | ||||||
| ResMed Inc | 700 | 136 | ||||||
| 198 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Revolution Medicines Inc * | 882 | $ | 165 | |||||
| Revvity Inc | 603 | 67 | ||||||
| Rhythm Pharmaceuticals Inc * | 168 | 19 | ||||||
| Roivant Sciences Ltd * | 2,128 | 75 | ||||||
| Royalty Pharma PLC, Cl A | 1,917 | 107 | ||||||
| Sarepta Therapeutics Inc * | 245 | 4 | ||||||
| Scholar Rock Holding Corp * | 375 | 21 | ||||||
| Select Medical Holdings Corp | 800 | 13 | ||||||
| Solventum Corp * | 616 | 48 | ||||||
| Sotera Health Co * | 1,442 | 26 | ||||||
| Spyre Therapeutics Inc * | 399 | 35 | ||||||
| STERIS PLC | 457 | 96 | ||||||
| Stryker Corp | 1,670 | 526 | ||||||
| Summit Therapeutics Inc * | 866 | 13 | ||||||
| Supernus Pharmaceuticals Inc * | 831 | 39 | ||||||
| Tango Therapeutics Inc * | 605 | 19 | ||||||
| Tarsus Pharmaceuticals Inc * | 222 | 14 | ||||||
| Teleflex Inc | 228 | 29 | ||||||
| Tempus AI Inc, Cl A * | 503 | 29 | ||||||
| Tenet Healthcare Corp * | 438 | 82 | ||||||
| TG Therapeutics Inc * | 960 | 53 | ||||||
| Thermo Fisher Scientific Inc | 1,831 | 918 | ||||||
| TransMedics Group Inc * | 170 | 11 | ||||||
| Travere Therapeutics Inc * | 159 | 9 | ||||||
| Twist Bioscience Corp * | 149 | 15 | ||||||
| Ultragenyx Pharmaceutical Inc * | 500 | 17 | ||||||
| United Therapeutics Corp * | 250 | 135 | ||||||
| UnitedHealth Group Inc (C) | 4,349 | 1,808 | ||||||
| Universal Health Services Inc, Cl B | 176 | 26 | ||||||
| Vaxcyte Inc * | 566 | 33 | ||||||
| Veeva Systems Inc, Cl A * | 600 | 106 | ||||||
| Vera Therapeutics Inc, Cl A * | 879 | 38 | ||||||
| Veracyte Inc * | 1,131 | 66 | ||||||
| Vericel Corp * | 478 | 21 | ||||||
| Vertex Pharmaceuticals Inc * | 1,240 | 616 | ||||||
| Viatris Inc, Cl W | 6,025 | 96 | ||||||
| Viking Therapeutics Inc * | 707 | 28 | ||||||
| Waters Corp * | 465 | 174 | ||||||
| Waystar Holding Corp * | 613 | 13 | ||||||
| West Pharmaceutical Services Inc | 302 | 108 | ||||||
| Xenon Pharmaceuticals Inc * | 460 | 28 | ||||||
| Zimmer Biomet Holdings Inc | 1,022 | 88 | ||||||
| Zoetis Inc, Cl A | 2,035 | 146 | ||||||
| 32,431 | ||||||||
| Information Technology — 1.3% | ||||||||
| Accenture PLC, Cl A | 747 | 93 | ||||||
| Adobe Inc * | 413 | 85 | ||||||
| Akamai Technologies Inc * | 158 | 19 | ||||||
| Amdocs Ltd | 208 | 10 | ||||||
| Applied Digital Corp * | 644 | 24 | ||||||
| AppLovin Corp, Cl A * | 283 | 146 | ||||||
| Atlassian Corp, Cl A * | 232 | 18 | ||||||
| Autodesk Inc, Cl A * | 219 | 43 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Cadence Design Systems Inc * | 341 | $ | 128 | |||||
| Circle Internet Group Inc, Cl A * | 50 | 3 | ||||||
| Cloudflare Inc, Cl A * | 385 | 94 | ||||||
| Cognizant Technology Solutions Corp, Cl A | 422 | 16 | ||||||
| Crowdstrike Holdings Inc, Cl A * | 284 | 217 | ||||||
| Datadog Inc, Cl A * | 357 | 93 | ||||||
| DigitalOcean Holdings Inc * | 214 | 34 | ||||||
| Docusign Inc, Cl A * | 300 | 13 | ||||||
| D-Wave Quantum * | 824 | 20 | ||||||
| Dynatrace Inc * | 416 | 18 | ||||||
| Fair Isaac Corp * | 24 | 29 | ||||||
| Fortinet Inc * | 721 | 111 | ||||||
| Gartner Inc * | 112 | 14 | ||||||
| Gen Digital Inc | 451 | 11 | ||||||
| GoDaddy Inc, Cl A * | 297 | 25 | ||||||
| Guidewire Software Inc * | 136 | 17 | ||||||
| HubSpot Inc * | 159 | 29 | ||||||
| Hut 8 * | 292 | 34 | ||||||
| International Business Machines Corp | 986 | 277 | ||||||
| Intuit Inc | 313 | 82 | ||||||
| Manhattan Associates Inc * | 91 | 13 | ||||||
| Microsoft Corp (C) | 8,199 | 3,058 | ||||||
| MongoDB Inc, Cl A * | 83 | 28 | ||||||
| Nutanix Inc, Cl A * | 576 | 29 | ||||||
| Okta Inc, Cl A * | 226 | 31 | ||||||
| Oracle, Cl B | 1,855 | 272 | ||||||
| Palantir Technologies Inc, Cl A * | 2,402 | 280 | ||||||
| Palo Alto Networks Inc * | 903 | 308 | ||||||
| Procore Technologies Inc * | 8 | — | ||||||
| PTC Inc * | 144 | 16 | ||||||
| Roper Technologies Inc | 126 | 43 | ||||||
| Rubrik Inc, Cl A * | 393 | 32 | ||||||
| Salesforce | 1,025 | 161 | ||||||
| Samsara Inc, Cl A * | 461 | 15 | ||||||
| ServiceNow Inc * | 1,242 | 123 | ||||||
| Snowflake Inc, Cl A * | 369 | 94 | ||||||
| Strategy Inc, Cl A * | 415 | 36 | ||||||
| Synopsys Inc * | 222 | 99 | ||||||
| Trimble Inc * | 264 | 13 | ||||||
| Twilio Inc, Cl A * | 193 | 40 | ||||||
| Tyler Technologies Inc * | 55 | 16 | ||||||
| Unity Software Inc * | 587 | 17 | ||||||
| VeriSign Inc | 84 | 21 | ||||||
| Workday Inc, Cl A * | 250 | 31 | ||||||
| Zoom Communications Inc, Cl A * | 317 | 27 | ||||||
| Zscaler Inc * | 130 | 18 | ||||||
| 6,524 | ||||||||
| Real Estate — 3.0% | ||||||||
| Acadia Realty Trust ‡ | 1,469 | 31 | ||||||
| Agree Realty Corp ‡ | 1,199 | 91 | ||||||
| Alexandria Real Estate Equities Inc ‡ | 1,580 | 84 | ||||||
| American Assets Trust Inc ‡ | 1,787 | 44 | ||||||
| American Healthcare REIT Inc ‡ | 1,708 | 89 | ||||||
| SEI Institutional Managed Trust | 199 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| American Homes 4 Rent, Cl A ‡ | 3,372 | $ | 113 | |||||
| American Tower Corp, Cl A ‡ | 4,411 | 722 | ||||||
| Americold Realty Trust Inc ‡ | 3,214 | 51 | ||||||
| Apple Hospitality REIT Inc ‡ | 1,927 | 32 | ||||||
| AvalonBay Communities Inc ‡ | 1,363 | 257 | ||||||
| Brixmor Property Group Inc ‡ | 3,010 | 95 | ||||||
| Broadstone Net Lease Inc, Cl A ‡ | 1,290 | 27 | ||||||
| BXP Inc ‡ | 1,335 | 89 | ||||||
| Camden Property Trust ‡ | 942 | 108 | ||||||
| CareTrust REIT Inc ‡ | 1,911 | 77 | ||||||
| CBRE Group Inc, Cl A * | 2,941 | 396 | ||||||
| Centerspace ‡ | 271 | 15 | ||||||
| Compass Inc, Cl A * | 7,128 | 88 | ||||||
| COPT Defense Properties ‡ | 1,325 | 48 | ||||||
| CoStar Group Inc * | 3,822 | 108 | ||||||
| Cousins Properties Inc ‡ | 1,343 | 40 | ||||||
| Crown Castle Inc ‡ | 4,083 | 309 | ||||||
| CubeSmart ‡ | 2,171 | 86 | ||||||
| Curbline Properties Corp ‡ | 1,207 | 37 | ||||||
| Cushman & Wakefield Ltd * | 2,983 | 40 | ||||||
| DiamondRock Hospitality Co ‡ | 2,869 | 35 | ||||||
| Digital Realty Trust Inc, Cl A ‡ | 3,291 | 591 | ||||||
| Diversified Healthcare Trust ‡ | 3,164 | 29 | ||||||
| Douglas Emmett Inc ‡ | 2,182 | 26 | ||||||
| Easterly Government Properties Inc, Cl A ‡ | 720 | 18 | ||||||
| EastGroup Properties Inc ‡ | 544 | 110 | ||||||
| EPR Properties, Cl A ‡ | 601 | 35 | ||||||
| Equinix Inc ‡ | 933 | 973 | ||||||
| Equity LifeStyle Properties Inc ‡ | 1,979 | 128 | ||||||
| Equity Residential ‡ | 3,787 | 257 | ||||||
| Essential Properties Realty Trust Inc ‡ | 2,255 | 67 | ||||||
| Essex Property Trust Inc ‡ | 645 | 188 | ||||||
| Extra Space Storage Inc ‡ | 2,030 | 295 | ||||||
| Federal Realty Investment Trust ‡ | 846 | 104 | ||||||
| First Industrial Realty Trust Inc ‡ | 1,373 | 84 | ||||||
| Four Corners Property Trust Inc ‡ | 763 | 19 | ||||||
| Gaming and Leisure Properties Inc ‡ | 2,742 | 122 | ||||||
| Getty Realty Corp ‡ | 790 | 26 | ||||||
| Global Net Lease Inc ‡ | 2,522 | 23 | ||||||
| Healthcare Realty Trust Inc, Cl A ‡ | 2,705 | 55 | ||||||
| Healthpeak Properties Inc ‡ | 7,229 | 155 | ||||||
| Highwoods Properties Inc ‡ | 761 | 23 | ||||||
| Host Hotels & Resorts Inc ‡ | 6,181 | 147 | ||||||
| Howard Hughes Holdings Inc * | 439 | 31 | ||||||
| Independence Realty Trust Inc ‡ | 2,182 | 36 | ||||||
| Innovative Industrial Properties Inc, Cl A ‡ | 353 | 22 | ||||||
| InvenTrust Properties Corp ‡ | 463 | 16 | ||||||
| Invitation Homes Inc ‡ | 5,424 | 164 | ||||||
| Iron Mountain Inc ‡ | 2,804 | 354 | ||||||
| JBG SMITH Properties ‡ | 2,364 | 35 | ||||||
| Jones Lang LaSalle Inc * | 472 | 146 | ||||||
| Kilroy Realty Corp ‡ | 1,041 | 39 | ||||||
| Kimco Realty Corp ‡ | 6,314 | 160 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Kite Realty Group Trust ‡ | 2,375 | $ | 67 | |||||
| Lamar Advertising Co, Cl A ‡ | 811 | 127 | ||||||
| Lineage Inc ‡ | 774 | 34 | ||||||
| LTC Properties Inc ‡ | 365 | 14 | ||||||
| LXP Industrial Trust ‡ | 602 | 32 | ||||||
| Macerich Co/The ‡ | 2,596 | 65 | ||||||
| Marcus & Millichap Inc | 315 | 10 | ||||||
| Medical Properties Trust Inc ‡ | 4,477 | 21 | ||||||
| Mid-America Apartment Communities Inc ‡ | 1,173 | 163 | ||||||
| Millrose Properties Inc ‡ | 1,706 | 51 | ||||||
| National Health Investors Inc ‡ | 322 | 25 | ||||||
| National Storage Affiliates Trust ‡ | 723 | 32 | ||||||
| NETSTREIT Corp ‡ | 741 | 16 | ||||||
| Newmark Group Inc, Cl A | 1,404 | 21 | ||||||
| NNN REIT Inc ‡ | 1,999 | 93 | ||||||
| Omega Healthcare Investors Inc ‡ | 2,636 | 126 | ||||||
| Outfront Media Inc ‡ | 1,739 | 57 | ||||||
| Park Hotels & Resorts Inc ‡ | 1,612 | 23 | ||||||
| Pebblebrook Hotel Trust ‡ | 592 | 12 | ||||||
| Phillips Edison & Co Inc ‡ | 1,071 | 45 | ||||||
| Piedmont Realty Trust Inc, Cl A *‡ | 1,894 | 17 | ||||||
| Prologis Inc ‡ | 8,997 | 1,219 | ||||||
| Public Storage ‡ | 1,515 | 482 | ||||||
| Rayonier Inc ‡ | 3,307 | 70 | ||||||
| Realty Income Corp ‡ | 8,611 | 534 | ||||||
| Regency Centers Corp ‡ | 1,757 | 140 | ||||||
| Rexford Industrial Realty Inc ‡ | 1,943 | 65 | ||||||
| RLJ Lodging Trust ‡ | 278 | 3 | ||||||
| Ryman Hospitality Properties Inc ‡ | 618 | 79 | ||||||
| Sabra Health Care REIT Inc ‡ | 2,378 | 46 | ||||||
| Safehold Inc ‡ | 1,019 | 16 | ||||||
| SBA Communications Corp, Cl A ‡ | 1,044 | 184 | ||||||
| Sila Realty Trust Inc ‡ | 580 | 18 | ||||||
| Simon Property Group Inc ‡ | 3,052 | 683 | ||||||
| SL Green Realty Corp ‡ | 817 | 42 | ||||||
| Smartstop Self Storage REIT Inc ‡ | 565 | 18 | ||||||
| St Joe Co/The | 456 | 29 | ||||||
| STAG Industrial Inc ‡ | 2,048 | 78 | ||||||
| Sun Communities Inc ‡ | 1,261 | 151 | ||||||
| Sunstone Hotel Investors Inc ‡ | 1,665 | 19 | ||||||
| Tanger Inc ‡ | 1,336 | 53 | ||||||
| Terreno Realty Corp ‡ | 1,066 | 69 | ||||||
| UDR Inc ‡ | 2,997 | 120 | ||||||
| UMH Properties Inc ‡ | 1,366 | 21 | ||||||
| Urban Edge Properties ‡ | 1,047 | 24 | ||||||
| Ventas Inc ‡ | 4,521 | 401 | ||||||
| VICI Properties Inc, Cl A ‡ | 10,026 | 266 | ||||||
| Vornado Realty Trust ‡ | 1,969 | 77 | ||||||
| Welltower Inc ‡ | 6,624 | 1,503 | ||||||
| Weyerhaeuser Co ‡ | 6,892 | 165 | ||||||
| WP Carey Inc ‡ | 2,173 | 155 | ||||||
| Xenia Hotels & Resorts Inc ‡ | 1,562 | 32 | ||||||
| Zillow Group Inc, Cl A * | 429 | 13 | ||||||
| 200 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Zillow Group Inc, Cl C * | 1,665 | $ | 53 | |||||
| 15,469 | ||||||||
| Utilities — 1.5% | ||||||||
| AES Corp/The | 3,643 | 53 | ||||||
| Alliant Energy Corp | 1,179 | 90 | ||||||
| Ameren Corp | 1,386 | 157 | ||||||
| American Electric Power | 2,682 | 367 | ||||||
| American States Water Co | 249 | 21 | ||||||
| American Water Works Co Inc | 1,016 | 134 | ||||||
| Atmos Energy Corp | 828 | 143 | ||||||
| Avista Corp | 554 | 23 | ||||||
| Black Hills Corp, Cl A | 352 | 26 | ||||||
| Brookfield Infrastructure Corp, Cl A | 525 | 20 | ||||||
| Brookfield Renewable Corp | 498 | 18 | ||||||
| California Water Service Group, Cl A | 357 | 17 | ||||||
| CenterPoint Energy Inc | 3,156 | 139 | ||||||
| Chesapeake Utilities Corp | 115 | 14 | ||||||
| Clearway Energy Inc, Cl C | 542 | 18 | ||||||
| CMS Energy Corp | 1,491 | 114 | ||||||
| Consolidated Edison Inc | 1,835 | 203 | ||||||
| Constellation Energy Corp | 1,555 | 386 | ||||||
| Dominion Energy Inc | 4,166 | 284 | ||||||
| DTE Energy Co | 1,063 | 162 | ||||||
| Duke Energy Corp | 3,786 | 479 | ||||||
| Edison International | 1,862 | 139 | ||||||
| Entergy Corp | 2,111 | 242 | ||||||
| Essential Utilities Inc | 1,268 | 49 | ||||||
| Evergy Inc | 1,163 | 100 | ||||||
| Eversource Energy | 2,030 | 147 | ||||||
| Exelon Corp | 4,816 | 224 | ||||||
| FirstEnergy Corp | 2,815 | 134 | ||||||
| H2O America | 212 | 13 | ||||||
| Hawaiian Electric Industries Inc * | 299 | 4 | ||||||
| IDACORP Inc, Cl A | 231 | 35 | ||||||
| MDU Resources Group Inc | 1,248 | 26 | ||||||
| MGE Energy Inc | 183 | 15 | ||||||
| National Fuel Gas Co | 467 | 36 | ||||||
| New Jersey Resources Corp | 445 | 25 | ||||||
| NextEra Energy Inc | 10,335 | 907 | ||||||
| NiSource Inc | 2,408 | 114 | ||||||
| Northwest Natural Holding Co | 378 | 19 | ||||||
| Northwestern Energy Group Inc | 312 | 22 | ||||||
| NRG Energy Inc | 983 | 144 | ||||||
| OGE Energy Corp | 991 | 48 | ||||||
| Oklo Inc, Cl A * | 517 | 27 | ||||||
| ONE Gas Inc | 365 | 28 | ||||||
| Ormat Technologies Inc | 355 | 39 | ||||||
| Otter Tail Corp | 200 | 18 | ||||||
| PG&E Corp | 10,356 | 174 | ||||||
| Pinnacle West Capital Corp | 362 | 39 | ||||||
| Portland General Electric Co | 333 | 17 | ||||||
| PPL Corp | 3,747 | 136 | ||||||
| Public Service Enterprise Group Inc | 2,472 | 201 | ||||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK (continued) | ||||||||
| Sempra | 3,354 | $ | 311 | |||||
| Southern Co/The | 5,520 | 528 | ||||||
| Southwest Gas Holdings Inc | 412 | 37 | ||||||
| Spire Inc | 417 | 33 | ||||||
| Talen Energy Corp * | 236 | 91 | ||||||
| TXNM Energy Inc | 422 | 24 | ||||||
| UGI Corp | 1,154 | 40 | ||||||
| Vistra Corp | 1,681 | 267 | ||||||
| WEC Energy Group Inc | 1,527 | 178 | ||||||
| Xcel Energy Inc | 2,784 | 224 | ||||||
| 7,723 | ||||||||
| Total Common Stock | ||||||||
| (Cost $68,235) ($ Thousands) | 150,555 | |||||||
| Face Amount (Thousands) | ||||||||
| CORPORATE OBLIGATIONS — 7.5% | ||||||||
| Communication Services — 0.4% | ||||||||
| Alphabet | ||||||||
| 5.700%, 11/15/2075 | $ | 84 | 80 | |||||
| Beacon Point DC | ||||||||
| 6.129%, 11/30/2042 (E) | 117 | 118 | ||||||
| Meta Platforms | ||||||||
| 6.450%, 05/15/2066 | 269 | 266 | ||||||
| OAK-Eagle Acquireco | ||||||||
| 7.250%, 07/01/2033 (E) | 256 | 268 | ||||||
| RD Michigan Property Owner I | ||||||||
| 7.500%, 03/30/2045 (E) | 532 | 530 | ||||||
| Space Exploration Technologies | ||||||||
| 5.350%, 07/15/2031 (E) | 389 | 388 | ||||||
| Time Warner Cable | ||||||||
| 4.500%, 09/15/2042 | 330 | 249 | ||||||
| 1,899 | ||||||||
| Consumer Discretionary — 1.1% | ||||||||
| Advance Auto Parts | ||||||||
| 7.000%, 08/01/2030 (E) | 385 | 395 | ||||||
| Amazon.com | ||||||||
| 5.550%, 11/20/2065 | 846 | 791 | ||||||
| American Honda Finance MTN | ||||||||
| 4.550%, 04/10/2028 | 397 | 396 | ||||||
| AutoNation | ||||||||
| 4.450%, 01/15/2029 | 80 | 79 | ||||||
| ERAC USA Finance | ||||||||
| 4.600%, 05/01/2028 (E) | 278 | 278 | ||||||
| Flutter Treasury DAC | ||||||||
| 5.875%, 06/04/2031 (E) | 520 | 518 | ||||||
| Ford Motor | ||||||||
| 3.250%, 02/12/2032 | 434 | 383 | ||||||
| Ford Motor Credit | ||||||||
| 7.350%, 11/04/2027 | 204 | 210 | ||||||
| General Motors Financial | ||||||||
| 5.550%, 07/15/2029 | 144 | 147 | ||||||
| SEI Institutional Managed Trust | 201 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.750%, 04/06/2029 | $ | 213 | $ | 213 | ||||
| 2.400%, 04/10/2028 | 36 | 34 | ||||||
| Hasbro | ||||||||
| 4.650%, 03/12/2031 | 62 | 61 | ||||||
| Hyundai Capital America | ||||||||
| 6.100%, 09/21/2028 (E) | 223 | 229 | ||||||
| 5.275%, 06/24/2027 (E) | 84 | 84 | ||||||
| LG Energy Solution | ||||||||
| 5.375%, 04/02/2030 (E) | 682 | 688 | ||||||
| Marriott International | ||||||||
| 4.200%, 07/15/2027 | 388 | 387 | ||||||
| Sekisui House US | ||||||||
| 6.000%, 01/15/2043 | 389 | 357 | ||||||
| Wynn Macau | ||||||||
| 5.625%, 08/26/2028 (E) | 348 | 346 | ||||||
| 5,596 | ||||||||
| Consumer Staples — 0.4% | ||||||||
| Altria Group | ||||||||
| 3.400%, 05/06/2030 | 745 | 711 | ||||||
| Cargill | ||||||||
| 4.125%, 10/23/2030 (E) | 382 | 374 | ||||||
| Imperial Brands Finance PLC | ||||||||
| 4.500%, 06/30/2028 (E) | 397 | 396 | ||||||
| Philip Morris International | ||||||||
| 5.625%, 11/17/2029 | 110 | 113 | ||||||
| 5.375%, 02/15/2033 | 549 | 564 | ||||||
| 2,158 | ||||||||
| Energy — 1.0% | ||||||||
| Baker Hughes Holdings | ||||||||
| 4.350%, 06/15/2031 | 139 | 136 | ||||||
| Cenovus Energy | ||||||||
| 5.400%, 03/20/2036 | 96 | 95 | ||||||
| 4.650%, 03/20/2031 | 95 | 94 | ||||||
| Continental Resources | ||||||||
| 2.268%, 11/15/2026 (E) | 1,050 | 1,040 | ||||||
| Ecopetrol | ||||||||
| 8.375%, 01/19/2036 | 234 | 253 | ||||||
| 5.875%, 11/02/2051 | 302 | 242 | ||||||
| Eni | ||||||||
| 5.750%, 05/19/2035 (E) | 402 | 413 | ||||||
| MPLX | ||||||||
| 5.400%, 09/15/2035 | 259 | 258 | ||||||
| 5.300%, 04/01/2036 | 70 | 69 | ||||||
| ONEOK | ||||||||
| 6.050%, 09/01/2033 | 203 | 213 | ||||||
| 5.400%, 10/15/2035 | 337 | 336 | ||||||
| Petroleos Mexicanos | ||||||||
| 5.625%, 01/23/2046 | 486 | 389 | ||||||
| QazaqGaz NC JSC | ||||||||
| 5.625%, 05/08/2036 (E) | 398 | 392 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Sunoco | ||||||||
| 5.625%, 03/15/2031 (E) | $ | 228 | $ | 226 | ||||
| Targa Resources | ||||||||
| 6.050%, 05/15/2056 | 98 | 97 | ||||||
| 5.650%, 02/15/2036 | 81 | 83 | ||||||
| 4.900%, 09/15/2030 | 75 | 75 | ||||||
| 4.350%, 01/15/2029 | 128 | 127 | ||||||
| Var Energi | ||||||||
| 7.500%, 01/15/2028 (E) | 314 | 326 | ||||||
| Woodside Finance | ||||||||
| 6.000%, 05/19/2035 | 110 | 114 | ||||||
| 5.400%, 05/19/2030 | 60 | 61 | ||||||
| 5,039 | ||||||||
| Financials — 2.4% | ||||||||
| Allianz | ||||||||
| 6.500%, H15T5Y + 2.233%(B)(E)(F) | 200 | 201 | ||||||
| Ally Financial | ||||||||
| 6.992%, SOFR + 3.260%, 06/13/2029 (B) | 259 | 269 | ||||||
| 5.737%, SOFRINDX + 1.960%, 05/15/2029 (B) | 82 | 83 | ||||||
| Athene Global Funding | ||||||||
| 5.583%, 01/09/2029 (E) | 21 | 21 | ||||||
| 5.526%, 07/11/2031 (E) | 10 | 10 | ||||||
| 5.033%, 07/17/2030 (E) | 186 | 184 | ||||||
| 2.717%, 01/07/2029 (E) | 59 | 56 | ||||||
| Aviation Capital Group | ||||||||
| 1.950%, 09/20/2026 (E) | 153 | 152 | ||||||
| Banco Bilbao Vizcaya Argentaria | ||||||||
| 7.883%, H15T1Y + 3.300%, 11/15/2034 (B) | 200 | 227 | ||||||
| Banco Santander | ||||||||
| 6.921%, 08/08/2033 | 400 | 434 | ||||||
| Bank of Ireland Group PLC | ||||||||
| 5.601%, SOFR + 1.620%, 03/20/2030 (B)(E) | 212 | 217 | ||||||
| Banque Federative du Credit Mutuel | ||||||||
| 4.591%, 10/16/2028 (E) | 390 | 390 | ||||||
| Barclays PLC | ||||||||
| 5.674%, SOFR + 1.490%, 03/12/2028 (B) | 216 | 218 | ||||||
| 5.335%, SOFR + 1.910%, 09/10/2035 (B) | 213 | 211 | ||||||
| BPCE | ||||||||
| 6.508%, SOFR + 2.791%, 01/18/2035 (B)(E) | 483 | 502 | ||||||
| CaixaBank | ||||||||
| 6.037%, SOFR + 2.260%, 06/15/2035 (B)(E) | 200 | 209 | ||||||
| Capital One | ||||||||
| 5.974%, USISOA05 + 1.730%, 08/09/2028 (B) | 475 | 484 | ||||||
| 202 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| Capital One Financial | ||||||||
| 6.377%, SOFR + 2.860%, 06/08/2034 (B) | $ | 486 | $ | 514 | ||||
| Citigroup | ||||||||
| 7.625%, H15T5Y + 3.211%(B)(F) | 16 | 17 | ||||||
| 4.643%, SOFR + 1.143%, 05/07/2028 (B) | 405 | 405 | ||||||
| Credit Agricole | ||||||||
| 4.656%, SOFR + 1.170%, 01/12/2032 (B)(E) | 376 | 370 | ||||||
| Danske Bank | ||||||||
| 4.613%, H15T1Y + 1.100%, 10/02/2030 (B)(E) | 217 | 216 | ||||||
| Deutsche Bank NY | ||||||||
| 7.146%, SOFR + 2.520%, 07/13/2027 (B) | 177 | 177 | ||||||
| 4.950%, SOFR + 1.300%, 08/04/2031 (B) | 208 | 207 | ||||||
| Fidelity National Information Services | ||||||||
| 4.450%, 03/10/2028 | 118 | 118 | ||||||
| Global Payments | ||||||||
| 4.875%, 11/15/2030 | 101 | 99 | ||||||
| Goldman Sachs Group | ||||||||
| 4.125%, H15T5Y + 2.949%(B)(F) | 328 | 326 | ||||||
| HSBC Holdings PLC | ||||||||
| 5.597%, SOFR + 1.060%, 05/17/2028 (B) | 453 | 457 | ||||||
| Intesa Sanpaolo | ||||||||
| 7.200%, 11/28/2033 (E) | 327 | 368 | ||||||
| KBC Group | ||||||||
| 4.454%, H15T1Y + 0.850%, 09/23/2031 (B)(E) | 389 | 382 | ||||||
| Lincoln Financial Global Funding | ||||||||
| 4.200%, 01/12/2029 (E) | 54 | 53 | ||||||
| Lloyds Banking Group PLC | ||||||||
| 5.462%, H15T1Y + 1.375%, 01/05/2028 (B) | 324 | 326 | ||||||
| Mitsubishi UFJ Financial Group | ||||||||
| 4.592%, H15T1Y + 0.780%, 04/18/2030 (B) | 397 | 395 | ||||||
| Morgan Stanley | ||||||||
| 4.555%, SOFRINDX + 0.960%, 04/10/2030 (B) | 85 | 84 | ||||||
| 4.238%, SOFR + 0.800%, 01/09/2030 (B) | 85 | 84 | ||||||
| Morgan Stanley MTN | ||||||||
| 4.133%, SOFR + 0.913%, 10/18/2029 (B) | 221 | 218 | ||||||
| 2.239%, SOFR + 1.178%, 07/21/2032 (B) | 3 | 3 | ||||||
| Nationwide Building Society MTN | ||||||||
| 2.972%, SOFR + 1.290%, 02/16/2028 (B)(E) | 319 | 316 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | |||||||
| CORPORATE OBLIGATIONS (continued) | |||||||||
| NatWest Group | |||||||||
| 4.983%, H15T1Y + 0.800%, 06/18/2032 (B) | $ | 200 | $ | 200 | |||||
| NatWest Group PLC | |||||||||
| 5.115%, H15T1Y + 1.050%, 05/23/2031 (B) | 213 | 214 | |||||||
| Principal Life Global Funding II | |||||||||
| 5.100%, 01/25/2029 (E) | 311 | 314 | |||||||
| S&P Global | |||||||||
| 4.250%, 05/01/2029 | 166 | 165 | |||||||
| Santander UK Group Holdings PLC | |||||||||
| 4.320%, SOFRINDX + 1.070%, 09/22/2029 (B) | 389 | 385 | |||||||
| Societe Generale MTN | |||||||||
| 5.249%, SOFR + 1.420%, 05/22/2029 (B)(E) | 244 | 246 | |||||||
| Sumitomo Mitsui Financial Group | |||||||||
| 5.138%, SOFR + 1.220%, 07/07/2034 (B) | 390 | 388 | |||||||
| Svenska Handelsbanken | |||||||||
| 4.750%, H15T5Y + 4.048%(B)(F) | 800 | 762 | |||||||
| Swiss Re Finance Luxembourg | |||||||||
| 5.000%, H15T5Y + 3.582%, 04/02/2049 (B) | 200 | 200 | |||||||
| Synchrony Financial | |||||||||
| 5.450%, SOFR + 1.680%, 03/06/2031 (B) | 132 | 132 | |||||||
| Toronto-Dominion Bank | |||||||||
| 5.146%, H15T5Y + 1.500%, 09/10/2034 (B) | 153 | 153 | |||||||
| UBS Group | |||||||||
| 6.625%, USISSO05 + 3.240%(B)(E)(F) | 376 | 377 | |||||||
| 12,539 | |||||||||
| Health Care — 0.2% | |||||||||
| HCA | |||||||||
| 5.000%, 05/15/2033 | 399 | 395 | |||||||
| Organon & Co | |||||||||
| 2.875%, 04/30/2028 | EUR | 200 | 226 | ||||||
| Roche Holdings | |||||||||
| 4.203%, 09/09/2029 (E) | $ | 440 | 437 | ||||||
| 1,058 | |||||||||
| Industrials — 0.3% | |||||||||
| Axon Enterprise | |||||||||
| 6.125%, 03/15/2030 (E) | 222 | 226 | |||||||
| Boeing | |||||||||
| 3.250%, 02/01/2028 | 227 | 222 | |||||||
| Delta Air Lines | |||||||||
| 4.750%, 10/20/2028 (E) | 396 | 396 | |||||||
| ENA Master Trust | |||||||||
| 4.000%, 05/19/2048 (E) | 269 | 216 | |||||||
| Lima Metro Line 2 Finance | |||||||||
| 5.875%, 07/05/2034 | 164 | 167 | |||||||
| SEI Institutional Managed Trust | 203 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 4.350%, 04/05/2036 (E) | $ | 166 | $ | 158 | ||||
| Republic Services | ||||||||
| 4.750%, 07/15/2030 | 411 | 413 | ||||||
| 1,798 | ||||||||
| Information Technology — 0.5% | ||||||||
| AIB Group PLC MTN | ||||||||
| 5.320%, SOFR + 1.650%, 05/15/2031 (B)(E) | 402 | 407 | ||||||
| Applied Materials | ||||||||
| 4.000%, 01/15/2031 | 389 | 380 | ||||||
| Broadcom | ||||||||
| 4.300%, 01/15/2031 | 251 | 247 | ||||||
| Oracle | ||||||||
| 6.125%, 08/03/2065 | 634 | 533 | ||||||
| 5.950%, 09/26/2055 | 66 | 56 | ||||||
| 5.200%, 09/26/2035 | 26 | 24 | ||||||
| 4.375%, 05/15/2055 | 78 | 52 | ||||||
| Salesforce | ||||||||
| 5.200%, 03/15/2033 | 202 | 202 | ||||||
| 4.900%, 09/15/2031 | 202 | 202 | ||||||
| TSMC Arizona | ||||||||
| 3.875%, 04/22/2027 | 406 | 404 | ||||||
| 2,507 | ||||||||
| Materials — 0.2% | ||||||||
| Braskem Netherlands Finance BV | ||||||||
| 4.500%, 01/10/2028 | 227 | 140 | ||||||
| Freeport Indonesia MTN | ||||||||
| 4.763%, 04/14/2027 (E) | 243 | 243 | ||||||
| Glencore Funding | ||||||||
| 5.338%, 04/04/2027 (E) | 143 | 144 | ||||||
| 5.186%, 04/01/2030 (E) | 77 | 78 | ||||||
| 4.907%, 04/01/2028 (E) | 178 | 178 | ||||||
| Sasol Financing USA | ||||||||
| 8.750%, 04/10/2033 (E) | 399 | 413 | ||||||
| 1,196 | ||||||||
| Real Estate — 0.1% | ||||||||
| GLP Capital | ||||||||
| 5.625%, 03/01/2036 | 391 | 383 | ||||||
| Omega Healthcare Investors Inc | ||||||||
| 5.200%, 07/01/2030 | 70 | 71 | ||||||
| 454 | ||||||||
| Utilities — 0.9% | ||||||||
| AES Panama Generation Holdings SRL | ||||||||
| 4.375%, 05/31/2030 (E) | 281 | 266 | ||||||
| Alexander Funding Trust II | ||||||||
| 7.467%, 07/31/2028 (E) | 104 | 109 | ||||||
| American Electric Power | ||||||||
| 6.950%, H15T5Y + 2.675%, 12/15/2054 (B) | 116 | 124 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| CORPORATE OBLIGATIONS (continued) | ||||||||
| 6.050%, H15T5Y + 1.940%, 03/15/2056 (B) | $ | 124 | $ | 123 | ||||
| CenterPoint Energy Houston Electric | ||||||||
| 5.050%, 03/01/2035 | 400 | 399 | ||||||
| 4.950%, 04/01/2033 | 18 | 18 | ||||||
| 4.950%, 08/15/2035 | 13 | 13 | ||||||
| COX Asset Mexico | ||||||||
| 7.125%, 01/08/2032 (E) | 397 | 402 | ||||||
| Duke Energy Carolinas NC Storm Funding | ||||||||
| 2.617%, 07/01/2043 | 403 | 327 | ||||||
| Electricite de France | ||||||||
| 9.125%, H15T5Y + 5.411%(B)(E)(F) | 238 | 276 | ||||||
| ENEL Finance International | ||||||||
| 4.125%, 09/30/2028 (E) | 388 | 383 | ||||||
| Entergy Mississippi | ||||||||
| 5.050%, 04/15/2036 | 73 | 72 | ||||||
| Eversource Energy | ||||||||
| 6.350%, H15T5Y + 2.325%, | ||||||||
| 08/15/2056 (B) | 57 | 57 | ||||||
| 6.100%, H15T5Y + 2.521%, | ||||||||
| 08/15/2056 (B) | 70 | 70 | ||||||
| FIEMEX Energia - Banco Actinver Institucion de Banca Multiple | ||||||||
| 7.250%, 01/31/2041 (E) | 242 | 245 | ||||||
| Niagara Mohawk Power | ||||||||
| 5.290%, 01/17/2034 (E) | 146 | 146 | ||||||
| 4.647%, 10/03/2030 (E) | 248 | 247 | ||||||
| Public Service of Colorado | ||||||||
| 5.150%, 09/15/2035 | 389 | 387 | ||||||
| 5.050%, 06/15/2036 | 135 | 133 | ||||||
| Virginia Electric and Power | ||||||||
| 4.900%, 09/15/2035 | 332 | 325 | ||||||
| Vistra Operations | ||||||||
| 6.950%, 10/15/2033 (E) | 199 | 217 | ||||||
| 4.550%, 10/30/2028 (E) | 108 | 107 | ||||||
| 4,446 | ||||||||
| Total Corporate Obligations | ||||||||
| (Cost $38,791) ($ Thousands) | 38,690 | |||||||
| ASSET-BACKED SECURITIES — 3.6% | ||||||||
| Automotive — 1.0% | ||||||||
| ACM Auto Trust, Ser 2025-1A, Cl A | ||||||||
| 5.380%, 06/20/2029(E) | 24 | 24 | ||||||
| ACM Auto Trust, Ser 2025-2A, Cl A | ||||||||
| 5.550%, 06/20/2028(E) | 189 | 188 | ||||||
| ACM Auto Trust, Ser 2025-3A, Cl A | ||||||||
| 5.010%, 01/22/2030(E) | 67 | 67 | ||||||
| Arivo Acceptance Auto Loan Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.920%, 05/15/2029(E) | 226 | 226 | ||||||
| 204 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| AutoNation Finance Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.720%, 04/10/2028(E) | $ | 122 | $ | 122 | ||||
| Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A | ||||||||
| 5.440%, 02/22/2028(E) | 554 | 556 | ||||||
| Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B | ||||||||
| 6.120%, 04/20/2028(E) | 424 | 427 | ||||||
| Bridgecrest Lending Auto Securitization Trust, Ser 2026-2, Cl A2 | ||||||||
| 4.240%, 09/15/2028 | 422 | 422 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N3, Cl C | ||||||||
| 1.020%, 06/12/2028 | 19 | 19 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-N4, Cl D | ||||||||
| 2.300%, 09/11/2028 | 37 | 36 | ||||||
| Carvana Auto Receivables Trust, Ser 2021-P4, Cl D | ||||||||
| 2.610%, 09/11/2028 | 441 | 429 | ||||||
| CPS Auto Receivables Trust, Ser 2026-B, Cl A | ||||||||
| 4.350%, 02/15/2030(E) | 223 | 223 | ||||||
| FHF Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.570%, 06/15/2028(E) | 15 | 15 | ||||||
| Flagship Credit Auto Trust, Ser 2024-3, Cl A | ||||||||
| 4.880%, 11/15/2028(E) | 50 | 50 | ||||||
| Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 | ||||||||
| 6.920%, 08/15/2028(E) | 170 | 171 | ||||||
| Lendbuzz Securitization Trust, Ser 2023- 2A, Cl A2 | ||||||||
| 7.090%, 10/16/2028(E) | 72 | 73 | ||||||
| Lendbuzz Securitization Trust, Ser 2025-1A, Cl A2 | ||||||||
| 5.100%, 10/15/2030(E) | 310 | 310 | ||||||
| Lobel Automobile Receivables Trust, Ser 2026-1, Cl A | ||||||||
| 4.880%, 10/16/2028(E) | 443 | 442 | ||||||
| Prestige Auto Receivables Trust, Ser 2025-1A, Cl A2 | ||||||||
| 4.870%, 12/15/2027(E) | 43 | 43 | ||||||
| Research-Driven Pagaya Motor Asset Trust, Ser 2025-4A, Cl A2 | ||||||||
| 5.124%, 04/25/2034(E) | 578 | 579 | ||||||
| Tesla Auto Lease Trust, Ser 2024-A, Cl A3 | ||||||||
| 5.300%, 06/21/2027(E) | 11 | 11 | ||||||
| Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A | ||||||||
| 6.360%, 12/15/2027(E) | 49 | 46 | ||||||
| Tricolor Auto Securitization Trust, Ser 2025-2A, Cl A | ||||||||
| 5.120%, 01/16/2029(E) | 600 | 405 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| United Auto Credit Securitization Trust, Ser 2026-1, Cl A | ||||||||
| 4.410%, 06/12/2028(E) | $ | 414 | $ | 414 | ||||
| 5,298 | ||||||||
| Credit Cards — 0.2% | ||||||||
| Mission Lane Credit Card Master Trust, Ser 2024-B, Cl A | ||||||||
| 5.880%, 01/15/2030(E) | 728 | 730 | ||||||
| Mission Lane Credit Card Master Trust, Ser 2025-A, Cl A | ||||||||
| 5.800%, 05/15/2030(E) | 444 | 445 | ||||||
| 1,175 | ||||||||
| Mortgage Related Securities — 0.6% | ||||||||
| COOPR Residential Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.874%, 02/25/2061(E)(G) | 462 | 456 | ||||||
| Ellington Financial Mortgage Trust, Ser 2025-CES1, Cl A1A | ||||||||
| 4.914%, 12/25/2060(E)(G) | 195 | 192 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-CES1, Cl A1 | ||||||||
| 4.899%, 05/25/2056(E)(G) | 487 | 482 | ||||||
| GS Mortgage-Backed Securities Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 5.227%, 06/25/2056(E)(G) | 285 | 284 | ||||||
| JP Morgan Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.909%, 06/25/2056(E)(G) | 415 | 410 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.827%, 01/25/2056(E)(G) | 358 | 354 | ||||||
| RCKT Mortgage Trust, Ser 2026-CES3, Cl A1A | ||||||||
| 5.144%, 03/25/2056(E)(G) | 379 | 377 | ||||||
| Santander Mortgage Asset Receivable Trust, Ser 2026-CES1, Cl A1A | ||||||||
| 4.876%, 01/25/2056(E)(G) | 496 | 491 | ||||||
| 3,046 | ||||||||
| Other Asset-Backed Securities — 1.8% | ||||||||
| AB Issuer, Ser 2021-1, Cl A2 | ||||||||
| 3.734%, 07/30/2051(E) | 791 | 756 | ||||||
| College Ave Student Loans, Ser 2021-C, Cl B | ||||||||
| 2.720%, 07/26/2055(E) | 134 | 122 | ||||||
| Dext ABS, Ser 2023-1, Cl A2 | ||||||||
| 5.990%, 03/15/2032(E) | 45 | 45 | ||||||
| Diamond Issuer, Ser 2021-1A, Cl A | ||||||||
| 2.305%, 11/20/2051(E) | 839 | 818 | ||||||
| Equify ABS, Ser 2024-1A, Cl A | ||||||||
| 5.430%, 04/18/2033(E) | 117 | 117 | ||||||
| FIGRE Trust, Ser 2025-HE8, Cl A | ||||||||
| 5.206%, 11/25/2055(B)(E) | 389 | 385 | ||||||
| SEI Institutional Managed Trust | 205 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| FIGRE Trust, Ser 2026-HE1, Cl A | ||||||||
| 4.982%, 01/25/2056(B)(E) | $ | 475 | $ | 468 | ||||
| FIGRE Trust, Ser 2026-HE2, Cl A | ||||||||
| 5.049%, 01/25/2056(B)(E) | 312 | 307 | ||||||
| GCI Funding I, Ser 2021-1, Cl A | ||||||||
| 2.380%, 06/18/2046(E) | 181 | 167 | ||||||
| HPS Loan Management, Ser 2026-19A, Cl A1R | ||||||||
| 4.899%, TSFR3M + 1.260%, 04/15/2037(B)(E) | 497 | 498 | ||||||
| JP Morgan Mortgage Trust, Ser 2025-HE3, Cl A1 | ||||||||
| 4.959%, SOFR30A + 1.350%, 03/20/2056(B)(E) | 481 | 483 | ||||||
| MVW, Ser 2021-2A, Cl B | ||||||||
| 1.830%, 05/20/2039(E) | 93 | 88 | ||||||
| Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX | ||||||||
| 1.630%, 04/20/2062(E) | 84 | 80 | ||||||
| Neuberger Berman Loan Advisers CLO, Ser 2025-42A, Cl AR | ||||||||
| 4.630%, TSFR3M + 0.950%, 07/16/2036(B)(E) | 1,141 | 1,139 | ||||||
| OCP CLO, Ser 2026-50A, Cl A1 | ||||||||
| 0.000%, 07/15/2039(B)(E)(H) | 331 | 332 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A | ||||||||
| 6.278%, 10/15/2031(E) | 62 | 62 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2024-9, Cl B | ||||||||
| 5.306%, 03/15/2032(E) | 275 | 275 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.156%, 07/15/2032(B)(E) | 77 | 77 | ||||||
| Pagaya AI Debt Grantor Trust, Ser 2025-6, Cl A2 | ||||||||
| 4.497%, 04/15/2033(E) | 107 | 106 | ||||||
| Pagaya Point of Sale Holdings Grantor Trust, Ser 2025-1, Cl A | ||||||||
| 5.715%, 01/20/2034(E) | 218 | 218 | ||||||
| SMB Private Education Loan Trust, Ser 2021-E, Cl A1A | ||||||||
| 1.680%, 02/15/2051(E) | 183 | 173 | ||||||
| SoFi Consumer Loan Program Trust, Ser 2025-4, Cl A | ||||||||
| 4.240%, 08/25/2035(E) | 257 | 257 | ||||||
| Towd Point Mortgage Trust, Ser 2026-CES2, Cl A1A | ||||||||
| 4.720%, 02/25/2066(E)(G) | 621 | 613 | ||||||
| Towd Point Mortgage Trust, Ser 2026-FIX1, Cl A1 | ||||||||
| 4.980%, 12/25/2065(E)(G) | 168 | 166 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| ASSET-BACKED SECURITIES (continued) | ||||||||
| Upgrade Master Pass-Thru Trust, Ser 2026-ST1, Cl A | ||||||||
| 4.244%, 03/15/2034(E) | $ | 504 | $ | 503 | ||||
| UPSTART Securitization Trust, Ser 2026-1, Cl A1 | ||||||||
| 4.142%, 02/22/2027(E) | 139 | 139 | ||||||
| UPSTART Securitization Trust, Ser 2026-3, Cl A2 | ||||||||
| 4.770%, 07/20/2036(E) | 369 | 369 | ||||||
| VFI ABS, Ser 2025-1A, Cl A | ||||||||
| 4.780%, 06/24/2030(E) | 281 | 282 | ||||||
| 9,045 | ||||||||
| Total Asset-Backed Securities | ||||||||
| (Cost $18,921) ($ Thousands) | 18,564 | |||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.8% | ||||||||
| FFCB | ||||||||
| 3.870%, SOFR + 0.230%, 08/01/2028^(B) | 1,100 | 1,102 | ||||||
| 3.765%, SOFR + 0.125%, 11/03/2027^(B) | 600 | 600 | ||||||
| 3.730%, SOFR + 0.090%, 02/17/2028^(B) | 300 | 300 | ||||||
| 3.730%, SOFR + 0.090%, 03/09/2028^(B) | 600 | 600 | ||||||
| 3.725%, SOFR + 0.085%, 02/23/2028^(B) | 300 | 300 | ||||||
| 3.695%, SOFR + 0.055%, 07/13/2027^(B) | 700 | 700 | ||||||
| FHLB | ||||||||
| 4.000%, 10/09/2026^ | 300 | 300 | ||||||
| 3.870%, SOFR + 0.230%, 07/14/2028^(B) | 1,000 | 1,002 | ||||||
| 3.500%, 09/09/2027^ | 1,100 | 1,092 | ||||||
| 3.500%, 03/03/2028^ | 400 | 396 | ||||||
| FHLMC | ||||||||
| 3.860%, SOFR + 0.220%, 05/23/2028^(B) | 1,100 | 1,103 | ||||||
| 3.780%, SOFR + 0.140%, 10/16/2026^(B) | 700 | 700 | ||||||
| 3.780%, SOFR + 0.140%, 10/06/2027^(B) | 1,000 | 1,001 | ||||||
| 206 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) | ||||||||
| FNMA | ||||||||
| 3.900%, SOFR + 0.260%, 11/05/2027^(B) | $ | 500 | $ | 501 | ||||
| 3.730%, SOFR + 0.090%, 02/02/2028^(B) | 1,000 | 1,000 | ||||||
| 3.730%, SOFR + 0.090%, 05/08/2028^(B) | 600 | 600 | ||||||
| 3.725%, SOFR + 0.085%, 03/06/2028^(B) | 900 | 899 | ||||||
| 3.725%, SOFR + 0.085%, 06/08/2028^(B) | 1,800 | 1,800 | ||||||
| 3.720%, SOFR + 0.080%, 12/22/2027^(B) | 500 | 500 | ||||||
| Total U.S. Government Agency Obligations | ||||||||
| (Cost $14,499) ($ Thousands) | 14,496 | |||||||
| MORTGAGE-BACKED SECURITIES — 2.7% | ||||||||
| Agency Mortgage-Backed Obligations — 0.1% | ||||||||
| FHLMC CMO, Ser 2017-4693, Cl SL, IO | ||||||||
| 2.443%, 06/15/2047(B) | 739 | 72 | ||||||
| FHLMC CMO, Ser 2020-4981, Cl HS, IO | ||||||||
| 2.358%, 06/25/2050(B) | 1,456 | 139 | ||||||
| FNMA CMO, Ser 2014-78, Cl SE, IO | ||||||||
| 2.358%, 12/25/2044(B) | 510 | 50 | ||||||
| FNMA CMO, Ser 2016-77, Cl DS, IO | ||||||||
| 2.258%, 10/25/2046(B) | 527 | 49 | ||||||
| FNMA CMO, Ser 2017-62, Cl AS, IO | ||||||||
| 2.408%, 08/25/2047(B) | 620 | 62 | ||||||
| FNMA CMO, Ser 2017-97, Cl LS, IO | ||||||||
| 2.458%, 12/25/2047(B) | 845 | 84 | ||||||
| GNMA CMO, Ser 2017-122, Cl SA, IO | ||||||||
| 2.447%, 08/20/2047(B) | 461 | 51 | ||||||
| GNMA CMO, Ser 2017-134, Cl SE, IO | ||||||||
| 2.447%, 09/20/2047(B) | 397 | 42 | ||||||
| 549 | ||||||||
| Non-Agency Mortgage-Backed Obligations — 2.6% | ||||||||
| Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 | ||||||||
| 5.500%, 07/25/2035 | 34 | 21 | ||||||
| Alternative Loan Trust, Ser 2006-24CB, Cl A16 | ||||||||
| 5.750%, 08/25/2036 | 212 | 101 | ||||||
| Alternative Loan Trust, Ser 2006-J1, Cl 1A13 | ||||||||
| 5.500%, 02/25/2036 | 81 | 53 | ||||||
| AREIT Trust, Ser 2022-CRE6, Cl A | ||||||||
| 4.856%, SOFR30A + 1.250%, 01/20/2037(B)(E) | 281 | 281 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D | ||||||||
| 5.571%, TSFR1M + 1.946%, 04/15/2034(B)(E) | $ | 162 | $ | 161 | ||||
| BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E | ||||||||
| 5.821%, TSFR1M + 2.196%, 04/15/2034(B)(E) | 656 | 650 | ||||||
| Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 | ||||||||
| 6.000%, 07/25/2037 | 90 | 37 | ||||||
| CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 | ||||||||
| 6.000%, 05/25/2036 | 111 | 42 | ||||||
| CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 | ||||||||
| 6.250%, 09/25/2036 | 58 | 25 | ||||||
| CLIP Trust, Ser 2026-NQM1, Cl A1 | ||||||||
| 5.221%, 05/25/2071(B)(E) | 352 | 350 | ||||||
| COMM Mortgage Trust, Ser 2010-C1, Cl D | ||||||||
| 5.985%, 07/10/2046(B)(E) | 413 | 410 | ||||||
| Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 | ||||||||
| 5.278%, SOFR30A + 1.650%, 12/25/2041(B)(E) | 303 | 304 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 | ||||||||
| 7.128%, SOFR30A + 3.500%, 03/25/2042(B)(E) | 838 | 852 | ||||||
| Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 | ||||||||
| 6.728%, SOFR30A + 3.100%, 03/25/2042(B)(E) | 211 | 214 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 | ||||||||
| 5.928%, SOFR30A + 2.300%, 05/25/2043(B)(E) | 403 | 409 | ||||||
| Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 | ||||||||
| 5.528%, SOFR30A + 1.900%, 06/25/2043(B)(E) | 251 | 252 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R03, Cl 2M1 | ||||||||
| 5.228%, SOFR30A + 1.600%, 03/25/2045(B)(E) | 153 | 153 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R05, Cl 2M1 | ||||||||
| 4.828%, SOFR30A + 1.200%, 07/25/2045(B)(E) | 355 | 355 | ||||||
| Connecticut Avenue Securities Trust, Ser 2025-R06, Cl 1A1 | ||||||||
| 4.528%, SOFR30A + 0.900%, 09/25/2045(B)(E) | 182 | 182 | ||||||
| SEI Institutional Managed Trust | 207 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| Connecticut Avenue Securities Trust, Ser 2025-R06, Cl 1M1 | ||||||||
| 4.578%, SOFR30A + 0.950%, 09/25/2045(B)(E) | $ | 190 | $ | 190 | ||||
| Connecticut Avenue Securities Trust, Ser 2026-R01, Cl 2M1 | ||||||||
| 4.628%, SOFR30A + 1.000%, 01/25/2046(B)(E) | 282 | 282 | ||||||
| Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 | ||||||||
| 4.143%, TSFR1M + 0.494%, 12/25/2036(B) | 296 | 91 | ||||||
| FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 | ||||||||
| 5.628%, SOFR30A + 2.000%, 01/25/2051(B)(E) | 13 | 13 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 | ||||||||
| 5.278%, SOFR30A + 1.650%, 01/25/2034(B)(E) | 43 | 43 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 | ||||||||
| 5.128%, SOFR30A + 1.500%, 10/25/2041(B)(E) | 745 | 746 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 | ||||||||
| 5.428%, SOFR30A + 1.800%, 11/25/2041(B)(E) | 1,042 | 1,044 | ||||||
| FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 | ||||||||
| 5.978%, SOFR30A + 2.350%, 12/25/2041(B)(E) | 668 | 672 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A | ||||||||
| 6.578%, SOFR30A + 2.950%, 06/25/2042(B)(E) | 210 | 212 | ||||||
| FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A | ||||||||
| 6.128%, SOFR30A + 2.500%, 03/25/2052(B)(E) | 157 | 157 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A | ||||||||
| 5.730%, SOFR30A + 2.100%, 03/25/2043(B)(E) | 218 | 220 | ||||||
| FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A | ||||||||
| 5.628%, SOFR30A + 2.000%, 05/25/2043(B)(E) | 235 | 236 | ||||||
| FHLMC STACR REMIC Trust, Ser 2024-HQA2, Cl M1 | ||||||||
| 4.828%, SOFR30A + 1.200%, 08/25/2044(B)(E) | 157 | 157 | ||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| MORTGAGE-BACKED SECURITIES (continued) | ||||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl A1 | ||||||||
| 4.728%, SOFR30A + 1.100%, 05/25/2045(B)(E) | $ | 108 | $ | 109 | ||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA2, Cl M1 | ||||||||
| 4.828%, SOFR30A + 1.200%, 05/25/2045(B)(E) | 49 | 49 | ||||||
| FHLMC STACR Remic Trust, Ser 2025-DNA3, Cl A1 | ||||||||
| 4.578%, SOFR30A + 0.950%, 09/25/2045(B)(E) | 430 | 431 | ||||||
| FHLMC STACR REMIC Trust, Ser 2025-DNA4, Cl M1 | ||||||||
| 4.728%, SOFR30A + 1.100%, 10/25/2045(B)(E) | 382 | 382 | ||||||
| GS Mortgage Securities Trust, Ser 2011-GC5, Cl D | ||||||||
| 5.388%, 08/10/2044(B)(E) | 13 | 11 | ||||||
| GS Mortgage Securities Trust, Ser 2021-1, Cl A-1 | ||||||||
| 2.638%, 08/17/2026 | 26 | 25 | ||||||
| 2.435%, 08/17/2026 | 444 | 440 | ||||||
| HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 | ||||||||
| 4.263%, TSFR1M + 0.614%, 03/25/2035(B) | 35 | 29 | ||||||
| JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO | ||||||||
| 1.402%, 09/15/2047(B) | 757 | – | ||||||
| JPMorgan Chase Bank, Ser 2019-CL1, Cl M3 | ||||||||
| 5.863%, TSFR1M + 2.214%, 04/25/2047(B)(E) | 71 | 72 | ||||||
| Neighborly Issuer, Ser 2023-1A, Cl A2 | ||||||||
| 7.308%, 01/30/2053(E) | 757 | 758 | ||||||
| OBX Trust, Ser 2026-NQM6, Cl A1 | ||||||||
| 5.063%, 04/26/2066(B)(E) | 239 | 238 | ||||||
| RCKT Mortgage Trust, Ser 2025-CES12, Cl A1A | ||||||||
| 5.027%, 11/25/2055(E)(G) | 552 | 547 | ||||||
| SG Residential Mortgage Trust, Ser 2026-3, Cl A1 | ||||||||
| 5.188%, 04/25/2066(B)(E) | 394 | 391 | ||||||
| Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C | ||||||||
| 4.400%, 11/15/2049(B) | 925 | 906 | ||||||
| 13,303 | ||||||||
| Total Mortgage-Backed Securities | ||||||||
| (Cost $14,784) ($ Thousands) | 13,852 | |||||||
| 208 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| SOVEREIGN DEBT — 0.3% | ||||||||
| Colombia Government International Bond | ||||||||
| 6.500%, 01/21/2033 | $ | 375 | $ | 381 | ||||
| Eagle Funding Luxco Sarl | ||||||||
| 5.500%, 08/17/2030(E) | 390 | 391 | ||||||
| Mexico Government International Bond | ||||||||
| 5.375%, 03/22/2033 | 259 | 253 | ||||||
| Romanian Government International Bond | ||||||||
| 5.750%, 09/16/2030(E) | 616 | 618 | ||||||
| Total Sovereign Debt | ||||||||
| (Cost $1,633) ($ Thousands) | 1,643 | |||||||
| Shares | ||||||||
| REGISTERED INVESTMENT COMPANY — 0.2% | ||||||||
| Sprott Physical Uranium Trust * | 63,400 | 1,166 | ||||||
| Total Registered Investment Company | ||||||||
| (Cost $1,065) ($ Thousands) | 1,166 | |||||||
| Number of Rights | ||||||||
| RIGHTS — 0.0% | ||||||||
| Abiomed Inc *‡‡(D) | 408 | – | ||||||
| Blueprint Medicines Corp *‡‡(D) | 389 | – | ||||||
| Holx CVR *‡‡ | 1,122 | – | ||||||
| Investindustrial Advisors, CVR *‡‡ | 904 | – | ||||||
| Novartis AG *‡‡(D) | 800 | 1 | ||||||
| Novo Nordisk *‡‡ | 280 | – | ||||||
| Pfizer Inc *‡‡(D) | 248 | 1 | ||||||
| Total Rights | ||||||||
| (Cost $—) ($ Thousands) | 2 | |||||||
| Total Investments in Securities — 96.1% | ||||||||
| (Cost $417,544) ($ Thousands) | $ | 496,410 | ||||||
| Shares | ||||||||
| COMMON STOCK SOLD SHORT— (2.3)% | ||||||||
| Communication Services — (0.5)% | ||||||||
| Charter Communications Inc, Cl A * | (1,724 | ) | (245 | ) | ||||
| DoubleVerify Holdings Inc * | (3,661 | ) | (40 | ) | ||||
| EchoStar Corp, Cl A * | (2,891 | ) | (293 | ) | ||||
| Entravision Communications Corp, Cl A | (2,512 | ) | (33 | ) | ||||
| Fox Corp, Cl A | (4,434 | ) | (231 | ) | ||||
| Fox Corp, Cl B | (3,258 | ) | (153 | ) | ||||
| iHeartMedia Inc * | (5,292 | ) | (23 | ) | ||||
| John Wiley & Sons Inc, Cl A | (597 | ) | (29 | ) | ||||
| Liberty Broadband Corp, Cl A * | (486 | ) | (16 | ) | ||||
| Liberty Broadband Corp, Cl C * | (2,595 | ) | (86 | ) | ||||
| Magnite Inc * | (2,975 | ) | (57 | ) | ||||
| New York Times Co/The, Cl A | (3,689 | ) | (258 | ) | ||||
| News Corp, Cl A | (8,326 | ) | (207 | ) | ||||
| News Corp, Cl B | (2,829 | ) | (79 | ) | ||||
| Nexstar Media Group Inc, Cl A | (632 | ) | (113 | ) | ||||
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| NIQ Global Intelligence PLC * | (1,861 | ) | $ | (17 | ) | |||
| Omnicom Group Inc | (6,712 | ) | (489 | ) | ||||
| Scholastic Corp, Cl B | (668 | ) | (31 | ) | ||||
| Sirius XM Holdings Inc | (3,729 | ) | (110 | ) | ||||
| Stagwell Inc, Cl A * | (712 | ) | (5 | ) | ||||
| Trade Desk Inc/The, Cl A * | (9,079 | ) | (164 | ) | ||||
| USA TODAY Co Inc * | (3,944 | ) | (34 | ) | ||||
| Versant Media Group Inc | (2,810 | ) | (101 | ) | ||||
| (2,814 | ) | |||||||
| Energy — (0.0)% | ||||||||
| Core Natural Resources Inc | (208 | ) | (17 | ) | ||||
| Information Technology — (1.8)% | ||||||||
| Advanced Micro Devices Inc * | (772 | ) | (448 | ) | ||||
| Amphenol Corp, Cl A | (550 | ) | (97 | ) | ||||
| Analog Devices Inc | (248 | ) | (98 | ) | ||||
| Apple Inc | (7,171 | ) | (2,075 | ) | ||||
| Applied Materials | (396 | ) | (286 | ) | ||||
| Arista Networks Inc * | (453 | ) | (77 | ) | ||||
| Astera Labs Inc * | (67 | ) | (32 | ) | ||||
| Broadcom Inc | (2,163 | ) | (817 | ) | ||||
| Ciena Corp * | (62 | ) | (30 | ) | ||||
| Cisco Systems Inc | (2,443 | ) | (287 | ) | ||||
| Coherent Corp * | (60 | ) | (24 | ) | ||||
| Corning Inc, Cl B | (375 | ) | (96 | ) | ||||
| Credo Technology Group Holding Ltd * | (40 | ) | (11 | ) | ||||
| Dell Technologies Inc, Cl C | (102 | ) | (44 | ) | ||||
| Entegris Inc | (49 | ) | (9 | ) | ||||
| Everpure Inc, Cl A * | (49 | ) | (4 | ) | ||||
| F5 Inc, Cl A * | (44 | ) | (18 | ) | ||||
| Fabrinet * | (35 | ) | (20 | ) | ||||
| First Solar Inc * | (77 | ) | (18 | ) | ||||
| Flex Ltd * | (137 | ) | (22 | ) | ||||
| Hewlett Packard Enterprise Co | (833 | ) | (38 | ) | ||||
| HP Inc | (1,354 | ) | (30 | ) | ||||
| Intel Corp * | (2,186 | ) | (305 | ) | ||||
| IonQ Inc * | (316 | ) | (17 | ) | ||||
| Jabil Inc | (39 | ) | (15 | ) | ||||
| Keysight Technologies Inc * | (106 | ) | (37 | ) | ||||
| KLA Corp | (630 | ) | (190 | ) | ||||
| Lam Research Corp | (613 | ) | (266 | ) | ||||
| Lumentum Holdings Inc * | (27 | ) | (23 | ) | ||||
| MACOM Technology Solutions Holdings Inc * | (63 | ) | (24 | ) | ||||
| Marvell Technology Inc | (446 | ) | (133 | ) | ||||
| Microchip Technology Inc | (220 | ) | (20 | ) | ||||
| Micron Technology Inc | (510 | ) | (589 | ) | ||||
| MKS Inc | (80 | ) | (36 | ) | ||||
| Monolithic Power Systems Inc | (30 | ) | (41 | ) | ||||
| Motorola Solutions Inc | (106 | ) | (44 | ) | ||||
| NetApp Inc | (63 | ) | (10 | ) | ||||
| NVIDIA Corp | (11,596 | ) | (2,320 | ) | ||||
| SEI Institutional Managed Trust | 209 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK SOLD SHORT (continued) | ||||||||
| ON Semiconductor Corp * | (143 | ) | $ | (14 | ) | |||
| Qnity Electronics Inc | (90 | ) | (15 | ) | ||||
| QUALCOMM Inc | (519 | ) | (96 | ) | ||||
| Sandisk Corp * | (73 | ) | (166 | ) | ||||
| TD SYNNEX Corp | (61 | ) | (16 | ) | ||||
| Teledyne Technologies Inc * | (9 | ) | (6 | ) | ||||
| Teradyne Inc | (63 | ) | (30 | ) | ||||
| Texas Instruments Inc | (485 | ) | (145 | ) | ||||
| Western Digital Corp | (162 | ) | (103 | ) | ||||
| (9,242 | ) | |||||||
| Total Common Stock Sold Short | ||||||||
| (Proceeds $9,717) ($ Thousands) | (12,073 | ) | ||||||
| Total Investments Sold Short — (2.3)% | ||||||||
| (Proceeds $9,717) ($ Thousands) | $ | (12,073 | ) | |||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| Australian 10-Year Bonds | 45 | Sep-2026 | $ | 3,425 | $ | 3,425 | $ | 45 | |||||||||
| Brent Crude^ | 102 | Jul-2026 | 9,526 | 7,441 | (2,085 | ) | |||||||||||
| CA Carbon Allowance Vintage^ | 36 | Dec-2026 | 1,115 | 1,186 | 71 | ||||||||||||
| CA Low Carbon Fuel^ | 19 | Dec-2026 | 119 | 146 | 27 | ||||||||||||
| Coffee C^ | 14 | Dec-2026 | 1,463 | 1,481 | 18 | ||||||||||||
| Coffee C^ | 10 | Sep-2026 | 1,068 | 1,112 | 44 | ||||||||||||
| Copper^ | 39 | Sep-2026 | 6,313 | 6,097 | (216 | ) | |||||||||||
| Corn^ | 215 | Sep-2026 | 4,556 | 4,480 | (76 | ) | |||||||||||
| Cotton No. 2^ | 89 | Dec-2026 | 3,451 | 3,417 | (34 | ) | |||||||||||
| Cotton No. 2^ | 40 | Dec-2026 | 1,532 | 1,536 | 4 | ||||||||||||
| Feeder Cattle^ | 1 | Sep-2026 | 179 | 181 | 2 | ||||||||||||
| Gasoline^ | 29 | Aug-2026 | 3,354 | 3,326 | (28 | ) | |||||||||||
| Gasoline^ | 13 | Jul-2026 | 1,605 | 1,581 | (24 | ) | |||||||||||
| Gold^ | 35 | Dec-2026 | 14,919 | 14,345 | (574 | ) | |||||||||||
| Gold^ | 1 | Aug-2026 | 481 | 403 | (78 | ) | |||||||||||
| KC HRW Wheat^ | 35 | Sep-2026 | 1,121 | 1,095 | (26 | ) | |||||||||||
| KC HRW Wheat^ | 20 | Dec-2026 | 650 | 640 | (10 | ) | |||||||||||
| Lean Hogs^ | 53 | Aug-2026 | 2,053 | 2,082 | 29 | ||||||||||||
| Lean Hogs^ | 35 | Oct-2026 | 1,137 | 1,148 | 11 | ||||||||||||
| Live Cattle^ | 14 | Aug-2026 | 1,351 | 1,358 | 7 | ||||||||||||
| Live Cattle^ | 4 | Oct-2026 | 385 | 379 | (6 | ) | |||||||||||
| LME Copper^ | 14 | Sep-2026 | 4,659 | 4,683 | 24 | ||||||||||||
| LME Nickel^ | 32 | Sep-2026 | 3,429 | 3,122 | (307 | ) | |||||||||||
| LME Primary Aluminum^ | 29 | Sep-2026 | 2,525 | 2,238 | (287 | ) | |||||||||||
| LME Primary Aluminum^ | 13 | Jul-2026 | 1,143 | 1,000 | (143 | ) | |||||||||||
| LME Zinc^ | 33 | Dec-2026 | 2,886 | 2,914 | 28 | ||||||||||||
| Low Sulphur Gasoil^ | 69 | Sep-2026 | 6,345 | 6,090 | (255 | ) | |||||||||||
| Mill Wheat^ | 97 | Sep-2026 | 1,156 | 1,120 | (33 | ) | |||||||||||
| Natural Gas^ | 49 | Aug-2026 | 1,592 | 1,565 | (27 | ) | |||||||||||
| Natural Gas^ | 2 | Nov-2026 | 81 | 80 | (1 | ) | |||||||||||
| Natural Gas^ | 48 | Oct-2026 | 1,650 | 1,629 | (21 | ) | |||||||||||
| NY Harbor ULSD^ | 22 | Aug-2026 | 2,849 | 2,920 | 71 | ||||||||||||
| NY Harbor ULSD^ | 13 | Jul-2026 | 1,764 | 1,763 | (1 | ) | |||||||||||
| 210 | SEI Institutional Managed Trust |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Continued)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| NYMEX Cocoa^ | 2 | Sep-2026 | $ | 78 | $ | 102 | $ | 24 | |||||||||
| NYMEX Cocoa^ | 10 | Sep-2026 | 512 | 508 | (4 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Feb-2027 | 22 | 27 | 5 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Mar-2027 | 26 | 24 | (2 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Apr-2027 | 25 | 23 | (2 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | May-2027 | 22 | 20 | (2 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Jun-2027 | 25 | 28 | 3 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Jan-2027 | 22 | 34 | 12 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Aug-2027 | 25 | 34 | 9 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Dec-2027 | 26 | 28 | 2 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Oct-2027 | 23 | 22 | (1 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Jul-2027 | 23 | 39 | 16 | ||||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Nov-2027 | 23 | 22 | (1 | ) | |||||||||||
| PJM Western Hub Real-Time Peak Mini^ | 1 | Sep-2027 | 23 | 24 | 1 | ||||||||||||
| Platinum^ | 3 | Oct-2026 | 257 | 235 | (22 | ) | |||||||||||
| Silver^ | 3 | Sep-2026 | 1,088 | 899 | (189 | ) | |||||||||||
| Silver^ | 6 | Dec-2026 | 1,897 | 1,817 | (80 | ) | |||||||||||
| Soybean^ | 10 | Nov-2026 | 565 | 572 | 7 | ||||||||||||
| Soybean Meal^ | 8 | Sep-2026 | 242 | 242 | – | ||||||||||||
| Soybean Oil^ | 42 | Aug-2026 | 1,711 | 1,687 | (24 | ) | |||||||||||
| Sugar No. 11^ | 67 | Sep-2026 | 1,121 | 1,113 | (8 | ) | |||||||||||
| U.S. 2-Year Treasury Notes | 254 | Sep-2026 | 52,381 | 52,358 | (23 | ) | |||||||||||
| U.S. 5-Year Treasury Notes | 229 | Sep-2026 | 24,467 | 24,514 | 47 | ||||||||||||
| Wheat^ | 26 | Sep-2026 | 786 | 766 | (20 | ) | |||||||||||
| Wheat^ | 25 | Dec-2026 | 777 | 756 | (21 | ) | |||||||||||
| WTI Crude Oil^ | 29 | Jul-2026 | 2,009 | 2,016 | 7 | ||||||||||||
| WTI Crude Oil^ | 42 | Jul-2026 | 3,698 | 2,919 | (779 | ) | |||||||||||
| 181,756 | 176,812 | (4,896 | ) | ||||||||||||||
| Short Contracts | |||||||||||||||||
| Corn^ | (8) | Sep-2026 | $ | (171 | ) | $ | (167 | ) | $ | 4 | |||||||
| E-Mini S&P Select Sector Consumer Discretionary | (190) | Sep-2026 | (45,163 | ) | (45,458 | ) | (295 | ) | |||||||||
| Feeder Cattle^ | (7) | Aug-2026 | (1,289 | ) | (1,277 | ) | 12 | ||||||||||
| LME Lead^ | (37) | Sep-2026 | (1,779 | ) | (1,727 | ) | 52 | ||||||||||
| MSCI EAFE Index | (29) | Sep-2026 | (4,607 | ) | (4,561 | ) | 46 | ||||||||||
| Platinum^ | (11) | Oct-2026 | (868 | ) | (861 | ) | 7 | ||||||||||
| S&P 500 Index E-Mini | (36) | Sep-2026 | (13,498 | ) | (13,587 | ) | (89 | ) | |||||||||
| Soybean Meal^ | (23) | Dec-2026 | (698 | ) | (697 | ) | 1 | ||||||||||
| Soybean Oil^ | (5) | Jan-2027 | (199 | ) | (196 | ) | 3 | ||||||||||
| Soybean Oil^ | (12) | Dec-2026 | (479 | ) | (471 | ) | 8 | ||||||||||
| Sugar No. 11^ | (17) | Sep-2026 | (274 | ) | (283 | ) | (9 | ) | |||||||||
| U.S. Long Treasury Bonds | (21) | Sep-2026 | (2,345 | ) | (2,383 | ) | (38 | ) | |||||||||
| U.S. Ultra Long Treasury Bonds | (6) | Sep-2026 | (683 | ) | (697 | ) | (14 | ) | |||||||||
| Ultra 10-Year U.S. Treasury Notes | (56) | Sep-2026 | (6,284 | ) | (6,298 | ) | (14 | ) | |||||||||
| (78,337 | ) | (78,663 | ) | (326 | ) | ||||||||||||
| $ | 103,419 | $ | 98,149 | $ | (5,222 | ) | |||||||||||
| SEI Institutional Managed Trust | 211 |
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Inflation Managed Fund (Concluded)
A list of the open forward foreign currency contracts held by the Fund at June 30, 2026, is as follows:
| Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Appreciation (Thousands) | ||||||||||||||||||
| Brown Brothers Harriman | 07/09/26 | AUD | 173 | USD | 124 | $ | 4 | |||||||||||||||
| Brown Brothers Harriman | 07/15/26 | EUR | 116 | USD | 137 | 5 | ||||||||||||||||
| $ | 9 | |||||||||||||||||||||
A list of open centrally cleared swap agreements held by the Fund at June 30, 2026, are 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-NAHYS46V1-5Y | 5.00% | Quarterly | 06/20/2031 | $ | 950 | $ | (76 | ) | $ | (36 | ) | $ | (40 | ) | |||||||||
| ITRAXX-AUSTRALIAS45 | 1.00% | Quarterly | 06/20/2031 | 9,740 | (138 | ) | (59 | ) | (79 | ) | |||||||||||||
| MALAYS-905062 | 1.00% | Quarterly | 06/20/2031 | 18,090 | (487 | ) | (400 | ) | (87 | ) | |||||||||||||
| $ | (701 | ) | $ | (495 | ) | $ | (206 | ) | |||||||||||||||
| Credit Default Swap - Sell Protection | |||||||||||||||||||||||
| Reference Entity/ Obligation | Receive Rate | Payment Frequency | Termination Date | Notional
Amount (Thousands) | Value (Thousands) | Upfront
Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Thousands) | ||||||||||||||||
| CDX-NAIGS46V1-5Y | 1.00% | Quarterly | 06/20/2031 | $ | 9,740 | $ | 214 | $ | 156 | $ | 58 | ||||||||||||
| 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) | ||||||||||||||||||
| 2.367% | U.S. CPI | Annually | 07/15/2028 | USD | 13,820 | $ | 835 | $ | – | $ | 835 | |||||||||||||||
| 2.401% | U.S. CPI | Annually | 07/15/2028 | USD | 55,859 | 3,340 | – | 3,340 | ||||||||||||||||||
| 1.33% | 1D SOFR | Annually | 10/25/2026 | USD | 6,110 | 96 | 47 | 49 | ||||||||||||||||||
| 1.45% | 1D SOFR | Annually | 11/08/2026 | USD | 1,490 | 27 | 14 | 13 | ||||||||||||||||||
| 1.455% | 1D SOFR | Annually | 11/09/2026 | USD | 1,490 | 27 | 14 | 13 | ||||||||||||||||||
| 2.21% | 1D SOFR | Annually | 04/04/2027 | USD | 10,400 | 258 | 120 | 138 | ||||||||||||||||||
| 0.316% | 1D SOFR | Annually | 06/05/2027 | USD | 15,800 | 1,004 | 472 | 532 | ||||||||||||||||||
| 1.98% | 1D SOFR | Annually | 07/12/2027 | USD | 1,075 | 41 | 19 | 22 | ||||||||||||||||||
| 1.965% | 1D SOFR | Annually | 06/04/2029 | USD | 4,220 | 406 | 177 | 229 | ||||||||||||||||||
| 1.27% | 1D SOFR | Annually | 09/27/2029 | USD | 2,230 | 325 | 146 | 179 | ||||||||||||||||||
| 1.3945% | 1D SOFR | Annually | 05/21/2031 | USD | 18,720 | 3,881 | 1,812 | 2,069 | ||||||||||||||||||
| 2.4% | 1D SOFR | Annually | 11/10/2035 | USD | 1,190 | 234 | 86 | 148 | ||||||||||||||||||
| $ | 10,474 | $ | 2,907 | $ | 7,567 | |||||||||||||||||||||
Percentages are based on Net Assets of $516,433 ($ Thousands).
| * | Non-income producing security. |
| ‡ | Real Estate Investment Trust. |
| ‡‡ | Expiration date not available. |
| ^ | Security, or a portion thereof, is held by the Inflation Commodity Strategy Subsidiary, Ltd. as of June 30, 2026. |
| (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. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2026, the value of these securities amounted to $47,087 ($ Thousands), representing 9.1% of the Net Assets of the Fund. |
| (F) | Perpetual security with no stated maturity date. |
| (G) | 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. |
| (H) | No interest rate available. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| 212 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Capital Stability Fund
| Description | Shares | Market Value ($ Thousands) | ||||||
| COMMON STOCK†† — 40.8% | ||||||||
| Communication Services — 1.7% | ||||||||
| Walt Disney Co/The | 75,890 | $ | 7,304 | |||||
| Consumer Discretionary — 1.4% | ||||||||
| Amazon.com Inc, Cl A * | 24,300 | 5,792 | ||||||
| Consumer Staples — 2.3% | ||||||||
| Costco Wholesale Corp | 8,500 | 7,952 | ||||||
| Walmart Inc | 16,400 | 1,857 | ||||||
| 9,809 | ||||||||
| Financials — 4.1% | ||||||||
| Global Payments Inc | 244,000 | 17,705 | ||||||
| Industrials — 1.9% | ||||||||
| Honeywell Aerospace Inc * | 18,500 | 4,090 | ||||||
| Honeywell International Inc | 18,500 | 4,142 | ||||||
| 8,232 | ||||||||
| Information Technology — 29.4% | ||||||||
| Apple Inc | 21,800 | 6,308 | ||||||
| Broadcom Inc | 67,000 | 25,309 | ||||||
| Microsoft Corp | 135,230 | 50,444 | ||||||
| NVIDIA Corp | 221,900 | 44,400 | ||||||
| 126,461 | ||||||||
| Total Common Stock | ||||||||
| (Cost $174,208) ($ Thousands) | 175,303 | |||||||
| Face Amount (Thousands) | ||||||||
| COMMERCIAL PAPER — 19.7% | ||||||||
| Communications — 0.3% | ||||||||
| Rogers Communications | ||||||||
| 4.282%, 07/23/2026 (A) | $ | 1,200 | 1,197 | |||||
| Consumer Discretionary — 0.1% | ||||||||
| Marriott International Inc | ||||||||
| 3.976%, 07/09/2026 (A) | 300 | 300 | ||||||
| Energy — 4.9% | ||||||||
| Enbridge US Inc 4(2) Disc Nt* | ||||||||
| 4.015%, 08/17/2026 (A) | 6,600 | 6,564 | ||||||
| Entergy Corp | ||||||||
| 4.100%, 08/20/2026 (A) | 400 | 398 | ||||||
| 4.100%, 08/24/2026 (A) | 2,000 | 1,988 | ||||||
| 4.092%, 09/02/2026 (A) | 1,750 | 1,737 | ||||||
| 4.074%, 08/19/2026 (A) | 1,950 | 1,939 | ||||||
| Targa Resources Corp | ||||||||
| 4.064%, 07/01/2026 (A) | 8,400 | 8,399 | ||||||
| 21,025 | ||||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| COMMERCIAL PAPER (continued) | ||||||||
| Financials — 6.0% | ||||||||
| American Honda Fin Corp | ||||||||
| 4.085%, 09/08/2026 (A) | $ | 1,000 | $ | 992 | ||||
| 4.057%, 08/10/2026 (A) | 750 | 747 | ||||||
| 4.053%, 08/21/2026 (A) | 2,850 | 2,833 | ||||||
| Banco De Credito E Inversiones Miami Branch | ||||||||
| 4.044%, 08/20/2026 (A) | 1,200 | 1,193 | ||||||
| Fidelity Natl Info Services Inc | ||||||||
| 3.960%, 07/02/2026 (A) | 3,450 | 3,449 | ||||||
| 3.946%, 07/06/2026 (A) | 4,900 | 4,897 | ||||||
| General Motors Financial Co Inc | ||||||||
| 4.114%, 08/13/2026 (A) | 600 | 597 | ||||||
| 4.082%, 07/07/2026 (A) | 2,700 | 2,698 | ||||||
| 4.077%, 07/08/2026 (A) | 5,000 | 4,996 | ||||||
| Mitsubishi Hc Finance America LLC | ||||||||
| 3.978%, 08/04/2026 (A) | 3,000 | 2,988 | ||||||
| Romulus Funding Corp | ||||||||
| 3.700%, 07/01/2026 (A) | 350 | 350 | ||||||
| 25,740 | ||||||||
| Health Care — 1.9% | ||||||||
| Becton Dickinson & Co | ||||||||
| 3.963%, 07/23/2026 (A) | 8,350 | 8,329 | ||||||
| Information Technology — 1.9% | ||||||||
| Jabil Inc | ||||||||
| 4.376%, 08/11/2026 (A) | 8,350 | 8,308 | ||||||
| Materials — 1.2% | ||||||||
| Basf Se | ||||||||
| 3.946%, 07/10/2026 (A) | 5,250 | 5,244 | ||||||
| Utiliites — 3.4% | ||||||||
| Brookfield Infrastructure Holdings | ||||||||
| 4.099%, 07/14/2026 (A) | 3,800 | 3,794 | ||||||
| Brookfield Renewable Partners | ||||||||
| 4.248%, 07/24/2026 (A) | 550 | 549 | ||||||
| 4.187%, 08/18/2026 (A) | 7,800 | 7,757 | ||||||
| Sempra | ||||||||
| 4.105%, 07/07/2026 (A) | 2,500 | 2,498 | ||||||
| 14,598 | ||||||||
| Total Commercial Paper | ||||||||
| (Cost $84,749) ($ Thousands) | 84,741 | |||||||
| U.S. TREASURY OBLIGATIONS — 16.5% | ||||||||
| U.S. Treasury Inflation Protected Securities | ||||||||
| 3.875%, 04/15/2029 | 1,908 | 2,003 | ||||||
| 3.625%, 04/15/2028 | 1,659 | 1,701 | ||||||
| 2.500%, 01/15/2029 | 1,498 | 1,517 | ||||||
| SEI Institutional Managed Trust | 213 |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Capital Stability Fund (Continued)
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. TREASURY OBLIGATIONS (continued) | ||||||||
| 2.375%, 01/15/2027 | $ | 1 | $ | 1 | ||||
| 2.375%, 10/15/2028 | 4,470 | 4,517 | ||||||
| 2.125%, 04/15/2029 | 4,529 | 4,541 | ||||||
| 1.750%, 01/15/2028 | 1,609 | 1,598 | ||||||
| 1.625%, 10/15/2027 | 4,404 | 4,382 | ||||||
| 1.625%, 10/15/2029 | 4,745 | 4,712 | ||||||
| 1.625%, 04/15/2030 | 4,992 | 4,931 | ||||||
| 1.250%, 04/15/2028 | 4,341 | 4,270 | ||||||
| 1.250%, 04/15/2031 | 2,590 | 2,509 | ||||||
| 1.125%, 10/15/2030 | 5,116 | 4,967 | ||||||
| 0.875%, 01/15/2029 | 2,969 | 2,889 | ||||||
| 0.750%, 07/15/2028 | 3,432 | 3,355 | ||||||
| 0.500%, 01/15/2028 | 3,966 | 3,865 | ||||||
| 0.375%, 01/15/2027 | 1 | 1 | ||||||
| 0.375%, 07/15/2027 | 3,874 | 3,809 | ||||||
| 0.250%, 07/15/2029 | 3,507 | 3,345 | ||||||
| 0.125%, 07/15/2026 | 1 | 1 | ||||||
| 0.125%, 10/15/2026 | 1 | 1 | ||||||
| 0.125%, 04/15/2027 | 1 | 1 | ||||||
| 0.125%, 01/15/2030 | 4,038 | 3,792 | ||||||
| 0.125%, 07/15/2030 | 4,381 | 4,093 | ||||||
| 0.125%, 01/15/2031 | 4,584 | 4,233 | ||||||
| Total U.S. Treasury Obligations | ||||||||
| (Cost $71,944) ($ Thousands) | 71,034 | |||||||
| Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATION — 1.9% | ||||||||
| FHLB DN | ||||||||
| 3.430%, 07/01/2026(A) | $ | 8,300 | $ | 8,299 | ||||
| Total U.S. Government Agency Obligation | ||||||||
| (Cost $8,300) ($ Thousands) | 8,299 | |||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUNDS — 1.9% | ||||||||
| Fixed Income — 1.9% | ||||||||
| Janus Henderson AAA CLO ETF | 128,871 | 6,506 | ||||||
| Vanguard Intermediate-Term Corporate Bond ETF | 15,619 | 1,291 | ||||||
| Vanguard Long-Term Corporate Bond ETF | 1,910 | 144 | ||||||
| 7,941 | ||||||||
| Total Exchange-Traded Funds | ||||||||
| (Cost $7,964) ($ Thousands) | 7,941 | |||||||
| Total Investments in Securities — 80.8% | ||||||||
| (Cost $347,165) ($ Thousands) | $ | 347,318 | ||||||
A list of the open futures contracts held by the Fund at June 30, 2026, is as follows:
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| Long Contracts | |||||||||||||||||
| Australian 10-Year Bonds | 1 | Sep-2026 | $ | 77 | $ | 77 | $ | 1 | |||||||||
| Australian 3-Year Bonds | 1 | Sep-2026 | 73 | 72 | – | ||||||||||||
| CAC40 10 Euro Index | 19 | Jul-2026 | 1,865 | 1,827 | (10 | ) | |||||||||||
| Canadian 10-Year Bonds | 82 | Sep-2026 | 7,091 | 6,999 | 70 | ||||||||||||
| DAX Index | 2 | Sep-2026 | 1,457 | 1,437 | 2 | ||||||||||||
| Euro-BOBL | 54 | Sep-2026 | 7,187 | 7,125 | 48 | ||||||||||||
| Euro-BUND 10-Year Bonds | 30 | Sep-2026 | 4,381 | 4,367 | 53 | ||||||||||||
| Euro-OAT | 5 | Sep-2026 | 695 | 685 | 3 | ||||||||||||
| Euro-SCHATZ | 8 | Sep-2026 | 985 | 969 | 2 | ||||||||||||
| FTSE 100 Index | 11 | Sep-2026 | 1,558 | 1,539 | (1 | ) | |||||||||||
| FTSE MIB Index | 3 | Sep-2026 | 914 | 889 | (11 | ) | |||||||||||
| IBEX 35 Index | 5 | Jul-2026 | 1,105 | 1,109 | 21 | ||||||||||||
| Long GILT 10-Year Bonds | 59 | Sep-2026 | 7,008 | 6,987 | 52 | ||||||||||||
| Micro E-Mini Russell 2000 Index | 103 | Sep-2026 | 1,540 | 1,569 | 29 | ||||||||||||
| MSCI EAFE Index | 60 | Sep-2026 | 9,531 | 9,436 | (95 | ) | |||||||||||
| MSCI Emerging Markets Index | 58 | Sep-2026 | 5,188 | 5,096 | (92 | ) | |||||||||||
| NASDAQ 100 Index E-Mini | 166 | Sep-2026 | 10,248 | 10,134 | (114 | ) | |||||||||||
| Nikkei 225 Index | 53 | Sep-2026 | 2,165 | 2,288 | 156 | ||||||||||||
| OMX Stockholm 30 | 48 | Jul-2026 | 1,614 | 1,595 | 33 | ||||||||||||
| S&P 500 Index E-Mini | 338 | Sep-2026 | 12,891 | 12,757 | (134 | ) | |||||||||||
| S&P 500 Index E-Mini | 61 | Sep-2026 | 22,909 | 23,022 | 113 | ||||||||||||
| S&P TSX 60 Index | 8 | Sep-2026 | 2,367 | 2,319 | (15 | ) | |||||||||||
| S&P TSX 60 Index | 5 | Sep-2026 | 1,470 | 1,449 | 1 | ||||||||||||
| SPI 200 Index | 25 | Sep-2026 | 3,925 | 3,800 | (48 | ) | |||||||||||
| 214 | SEI Institutional Managed Trust |
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2026
Multi-Asset Capital Stability Fund (Concluded)
| Type of Contract | Number of Contracts | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation)(Thousands) | ||||||||||||
| U.S. 2-Year Treasury Notes | 124 | Sep-2026 | $ | 25,595 | $ | 25,560 | $ | (35 | ) | ||||||||
| U.S. 5-Year Treasury Notes | 156 | Sep-2026 | 16,648 | 16,700 | 52 | ||||||||||||
| U.S. 5-Year Treasury Notes | 173 | Sep-2026 | 18,521 | 18,520 | (1 | ) | |||||||||||
| U.S. 10-Year Treasury Notes | 135 | Sep-2026 | 14,771 | 14,834 | 63 | ||||||||||||
| U.S. Long Treasury Bonds | 2 | Sep-2026 | 221 | 227 | 6 | ||||||||||||
| $ | 184,000 | $ | 183,388 | $ | 149 | ||||||||||||
A list of the open OTC swap agreements held by the Fund at June 30, 2026, is as follows:
| Total Return Swaps | ||||||||||||||||||||||||||||||
| Counterparty | Reference
Entity/ Obligation | Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount (Thousands) | Value (Thousands) | Upfront Payments/ Receipts (Thousands) | Net
Unrealized Appreciation (Depreciation) (Thousands) | ||||||||||||||||||||
| Bank of America | Global Payments | Asset Return | Index Return | Annually | 07/17/2026 | USD | 16,712 | $ | (970 | ) | $ | – | $ | (970 | ) | |||||||||||||||
| Goldman Sachs | Amazon Com | Asset Return | Index Return | Monthly | 07/14/2026 | USD | 5,978 | 196 | – | 196 | ||||||||||||||||||||
| Goldman Sachs | Apple | Asset Return | Index Return | Monthly | 07/14/2026 | USD | 6,462 | 164 | – | 164 | ||||||||||||||||||||
| Goldman Sachs | Broadcom Inc | Asset Return | Index Return | Annually | 08/13/2026 | USD | 8,406 | 109 | – | 109 | ||||||||||||||||||||
| Goldman Sachs | Costco Wholesale | Asset Return | Index Return | Annually | 08/13/2026 | USD | 8,350 | 412 | – | 412 | ||||||||||||||||||||
| Goldman Sachs | Goldman Sachs Weekly Treasury Volatility Carry Strategy | Asset Return | Index Return | Quarterly | 03/04/2027 | USD | 4,443 | 27 | – | 27 | ||||||||||||||||||||
| Goldman Sachs | Goldman Sachs Weekly Treasury Volatility Carry Strategy | Negative Index Return | Goldman Sachs Weekly Ty Volatility Carry Strategy | Quarterly | 08/25/2026 | USD | 3,325 | 16 | – | 16 | ||||||||||||||||||||
| Goldman Sachs | Honeywell Areospace | Asset Return | Index Return | Annually | 08/13/2026 | USD | 3,984 | (106 | ) | – | (106 | ) | ||||||||||||||||||
| Goldman Sachs | Honeywell Intl | Asset Return | Index Return | Annually | 08/13/2026 | USD | 4,168 | 32 | – | 32 | ||||||||||||||||||||
| Goldman Sachs | Microsoft | Asset Return | Index Return | Annually | 07/03/2026 | USD | 4,854 | 760 | – | 760 | ||||||||||||||||||||
| Goldman Sachs | Walmart Inc | Asset Return | Index Return | Monthly | 08/18/2026 | USD | 1,985 | 130 | – | 130 | ||||||||||||||||||||
| Goldman Sachs | Walt Disney Co | Asset Return | Index Return | Annually | 07/09/2026 | USD | 7,527 | 204 | – | 204 | ||||||||||||||||||||
| JPMorgan Chase | Broadcom Inc | Asset Return | SOFR + 60BPS | Monthly | 11/30/2026 | USD | 16,426 | (569 | ) | – | (569 | ) | ||||||||||||||||||
| JPMorgan Chase | HYG Up Stock | SOFR - 20BPS | Asset Return | Quarterly | 08/10/2026 | USD | 15,900 | (59 | ) | – | (59 | ) | ||||||||||||||||||
| JPMorgan Chase | Microsoft Corp | Asset Return | SOFR +77.5BPS | Monthly | 12/18/2026 | USD | 47,072 | 812 | – | 812 | ||||||||||||||||||||
| JPMorgan Chase | Nvidia Corp | Asset Return | SOFR + 48BPS | Monthly | 11/19/2026 | USD | 28,843 | 1,480 | – | 1,480 | ||||||||||||||||||||
| JPMorgan Chase | Nvidia Corp | Asset Return | SOFR + 60BPS | Monthly | 11/30/2026 | USD | 16,365 | (639 | ) | – | (639 | ) | ||||||||||||||||||
| $ | 1,999 | $ | – | $ | 1,999 | |||||||||||||||||||||||||
Percentages are based on Net Assets of $429,910 ($ Thousands).
| * | Non-income producing security. |
| †† | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
| SEI Institutional Managed Trust | 215 |
Glossary (abbreviations which may be used in the preceding Schedules of Investments/Consolidated Schedules of Investments):
June 30, 2026 (Unaudited)
Portfolio Abbreviations
ABS — Asset-Backed Security
ACWI — All Country World Index
ADR — American Depositary Receipt
AID — Agency for International Development
ARM — Adjustable Rate Mortgage
BUBOR— Budapest Interbank Offered Rate
CETIP— Central of Custody and Financial Settlement of Securities
Cl — Class
CLO — Collateralized Loan Obligation
COP— Certificate of Participation
CMBX — Commercial Mortgage-Backed Index
CMO — Collateralized Mortgage Obligation
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
IO - Interest Only — face amount represents notional amount
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
PIK — Payment-in-Kind
PJSC — Public Joint-Stock Company
PO — Principal Only
PRIBOR— Prague Interbank Offered Rate
REIT — Real Estate Investment Trust
Ser — Series
SOFR — Secured Overnight Financing Rate
SOFR30A — Secured Overnight Financing Rate 30-day Average
SOFR90A — Secured Overnight Financing Rate 90-day Average
TBA — To Be Announced
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
| 216 | SEI Institutional Managed Trust |